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Opgave 6bis - Aantal nieuwe gebouwen - Christophe Morre

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 14 May 2009 03:52:49 -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/14/t1242294848vs3p4w384m853bk.htm/, Retrieved Thu, 14 May 2009 11:54:10 +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/14/t1242294848vs3p4w384m853bk.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 «
2194 2419 2742 2137 2710 2173 2363 2126 1905 2121 1983 1734 2074 2049 2406 2558 2251 2059 2397 1747 1707 2319 1631 1627 1791 2034 1997 2169 2028 2253 2218 1855 2187 1852 1570 1851 1954 1828 2251 2277 2085 2282 2266 1878 2267 2069 1746 2299 2360 2214 2825 2355 2333 3016 2155 2172 2150 2533 2058 2160 2260 2498 2695 2799 2945 2930 2318 2540 2570 2669 2450 2842 3440 2678 2981 2259 2844 2546 2456 2295 2379 2479 2057 2280 2351 2275 2543 2305 2188 2720 2398 2147 1898 2538 2081 2057 2497 2460 2195 2823 2100 2640 2342 2171 2482
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4443164.55297e-06
20.4641024.75563e-06
30.4890425.01121e-06
40.2871022.94190.002007
50.2236872.29210.011947
60.2304842.36180.010016
70.1821561.86650.032378
80.2733892.80140.003029
90.3501323.58780.000254
100.2767662.8360.002741
110.3498193.58460.000257
120.438114.48939e-06
130.252012.58230.005596
140.2316262.37350.00972
150.2414312.47390.007483
160.0305450.3130.377453
170.0807870.82780.204826
18-0.010839-0.11110.455887
19-0.002915-0.02990.488112
200.0081680.08370.466727
210.1208721.23860.109133
220.0264080.27060.393615
230.1511281.54860.062244
240.1425171.46040.073587
250.0672690.68930.246077
26-8.6e-05-9e-040.499651
27-0.040518-0.41520.339428
28-0.133289-1.36580.087459
29-0.164428-1.68490.04749
30-0.19265-1.97410.0255
31-0.242644-2.48640.007241
32-0.065932-0.67560.250389
33-0.112274-1.15050.126283
34-0.098739-1.01180.156987
35-0.076055-0.77930.218768
36-0.019814-0.2030.41975
37-0.139462-1.42910.077978
38-0.190753-1.95460.026643
39-0.207718-2.12850.017819
40-0.229424-2.35090.010298
41-0.301612-3.09060.001279
42-0.267865-2.74480.003562
43-0.230379-2.36070.010044
44-0.203651-2.08680.019664
45-0.216955-2.22310.014175
46-0.095722-0.98090.164457
47-0.122599-1.25630.105904
48-0.093242-0.95540.170772


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4443164.55297e-06
20.3322843.40490.000469
30.2853272.92370.002119
4-0.081303-0.83310.203336
5-0.116334-1.19210.117961
60.0152080.15580.438231
70.0746450.76490.223028
80.2326842.38430.009453
90.2539022.60170.005307
10-0.00196-0.02010.492009
11-0.011548-0.11830.453016
120.1499671.53670.063687
13-0.079976-0.81950.207176
14-0.109283-1.11980.132673
15-0.013061-0.13380.446895
16-0.186236-1.90830.029539
17-0.022442-0.230.409283
18-0.128374-1.31540.095614
190.0179670.18410.427142
20-0.08463-0.86720.193904
210.1302351.33450.092461
22-0.059283-0.60750.272427
230.0668610.68510.24739
24-0.014465-0.14820.441227
250.0259660.26610.395352
26-0.15052-1.54240.062996
27-0.082693-0.84730.199364
28-0.028401-0.2910.385802
29-0.033451-0.34280.366229
30-0.025913-0.26550.395561
31-0.100912-1.0340.151746
320.1573111.6120.054987
33-0.019401-0.19880.4214
34-0.007071-0.07250.471187
35-0.141417-1.44910.075146
360.036690.3760.353854
37-0.029293-0.30020.382322
38-0.107597-1.10250.136373
390.0199940.20490.41903
400.0185070.18960.424977
41-0.014097-0.14440.442712
42-0.036003-0.36890.356466
430.1382991.41710.079701
44-0.107682-1.10340.136185
45-0.100277-1.02750.153265
460.1271311.30270.097763
470.0215370.22070.412884
480.0430520.44120.330004
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242294848vs3p4w384m853bk/18dw11242294768.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242294848vs3p4w384m853bk/18dw11242294768.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242294848vs3p4w384m853bk/2n8ie1242294768.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t1242294848vs3p4w384m853bk/2n8ie1242294768.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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