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Autocorrelation consumptieprijs biefstuk - Mattias Dierckx

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Wed, 13 May 2009 13:14:48 -0600
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/May/13/t12422421365apfae530y1ejol.htm/, Retrieved Wed, 13 May 2009 21:15:36 +0200
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/May/13/t12422421365apfae530y1ejol.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
9,370 9,330 9,310 9,260 9,350 9,380 9,430 9,270 9,290 9,270 9,290 9,310 9,330 9,350 9,340 9,470 9,630 9,620 9,630 9,500 9,550 9,580 9,610 9,570 9,610 9,650 9,620 9,650 9,960 10,030 10,030 9,720 9,750 9,770 9,780 9,820 9,840 9,900 9,940 10,120 10,520 10,570 10,570 10,120 10,050 10,140 10,170 10,200 10,200 10,350 10,430 10,570 10,820 10,900 10,830 10,650 10,570 10,610 10,630 10,710 10,720 10,770 10,790 10,920 10,900 11,000 10,990 10,910 10,880 10,870 11,000 10,990 11,030 11,040 10,990
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24
R Framework
error message
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9584148.30010
20.9049437.8370
30.8517867.37670
40.8102967.01740
50.7751766.71320
60.7443286.44610
70.7171756.21090
80.6839855.92350
90.6523335.64940
100.6275795.4350
110.6050125.23961e-06
120.5735594.96722e-06
130.5220564.52111.1e-05
140.4626784.00697.2e-05
150.4065973.52120.000367
160.3655763.1660.001117
170.3359522.90940.002381
180.3051492.64270.005004
190.2764552.39420.009579
200.2410652.08770.020111
210.2016281.74610.04244
220.1634171.41520.08057
230.1293781.12040.13305
240.09660.83660.202742
250.0536510.46460.321771
260.0083280.07210.471347
27-0.031021-0.26860.394469
28-0.060968-0.5280.299529
29-0.078174-0.6770.250241
30-0.093338-0.80830.210729
31-0.1074-0.93010.177649
32-0.133878-1.15940.124982
33-0.172861-1.4970.069292
34-0.210379-1.82190.036226
35-0.246325-2.13320.018088
36-0.271406-2.35040.010691
37-0.297434-2.57590.005983
38-0.323169-2.79870.003259
39-0.344443-2.9830.001925
40-0.354934-3.07380.001473
41-0.352514-3.05290.001568
42-0.349744-3.02890.001683
43-0.34738-3.00840.001787
44-0.356751-3.08960.001406
45-0.377547-3.26970.000814
46-0.396056-3.42990.000492
47-0.410977-3.55920.000325
48-0.416553-3.60750.000277


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9584148.30010
2-0.167162-1.44770.075939
3-0.003723-0.03220.487183
40.1145640.99220.162156
50.0169880.14710.441716
60.0180430.15630.438126
70.0352860.30560.380384
8-0.092708-0.80290.212292
90.0354490.3070.379847
100.0780890.67630.250475
11-0.028274-0.24490.403617
12-0.127522-1.10440.136481
13-0.227031-1.96610.026492
14-0.071401-0.61830.26911
150.0180820.15660.437992
160.0957850.82950.204722
170.0264560.22910.4097
18-0.102418-0.8870.188967
190.0375120.32490.373096
20-0.056778-0.49170.312179
21-0.065986-0.57150.284699
22-0.01566-0.13560.446244
23-0.016454-0.14250.443536
24-0.002473-0.02140.491486
25-0.079311-0.68690.247147
26-0.019036-0.16490.434749
270.0193860.16790.433562
28-0.011583-0.10030.460181
290.0689220.59690.276192
30-0.027604-0.23910.405855
310.0082990.07190.471447
32-0.102249-0.88550.189358
33-0.144665-1.25280.107079
340.0176450.15280.43948
35-0.067679-0.58610.279778
360.0550510.47680.317461
37-0.029597-0.25630.399204
38-0.043227-0.37440.354599
390.0322460.27930.390406
400.0592450.51310.304703
410.057660.49940.309497
42-0.041252-0.35720.360954
43-0.00489-0.04230.483167
44-0.051677-0.44750.32789
45-0.058748-0.50880.306203
460.050050.43340.332966
47-0.065542-0.56760.285997
48-0.042621-0.36910.356543
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t12422421365apfae530y1ejol/1f6551242242084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t12422421365apfae530y1ejol/1f6551242242084.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t12422421365apfae530y1ejol/2al3j1242242084.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/13/t12422421365apfae530y1ejol/2al3j1242242084.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
 




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