Opgave 6 BIS Oefening 2 Stap 1 - Tabakprijs - Quincy Cabral MAR201a

*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 04:04:28 -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/t12422955173jh7niwj0grx7y3.htm/, Retrieved Thu, 14 May 2009 12:05:19 +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/t12422955173jh7niwj0grx7y3.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 «

3,27 3,27 3,27 3,27 3,27 3,28 3,32 3,34 3,34 3,35 3,35 3,35 3,35 3,35 3,4 3,42 3,42 3,42 3,42 3,42 3,42 3,42 3,42 3,42 3,42 3,42 3,43 3,47 3,51 3,52 3,52 3,52 3,52 3,52 3,52 3,52 3,52 3,52 3,58 3,6 3,61 3,61 3,61 3,63 3,68 3,69 3,69 3,69 3,69 3,69 3,69 3,69 3,69 3,78 3,79 3,79 3,8 3,8 3,8 3,8 3,81 3,95 3,99 4 4,06 4,16 4,19 4,2 4,2 4,2 4,2 4,2 4,23 4,38 4,43 4,44 4,44 4,44 4,44 4,44 4,45 4,45 4,45 4,45 4,45 4,45 4,45 4,45 4,46 4,46 4,46 4,48 4,58 4,67 4,68 4,68 4,69 4,69 4,69 4,69 4,69 4,69 4,69 4,73 4,78 4,79 4,79 4,8 4,8 4,81 5,16 5,26 5,29 5,29 5,29 5,3 5,3 5,3 5,3 5,3 5,3 5,3 5,3 5,35 5,44 5,47 5,47 5,48 5,48 5,48 5,48

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.978244 11.1965 0 2 0.954904 10.9294 0 3 0.931096 10.6569 0 4 0.906942 10.3804 0 5 0.882649 10.1024 0 6 0.858198 9.8225 0 7 0.834493 9.5512 0 8 0.812395 9.2983 0 9 0.790659 9.0495 0 10 0.76862 8.7973 0 11 0.746297 8.5418 0 12 0.723466 8.2805 0 13 0.699819 8.0098 0 14 0.675438 7.7307 0 15 0.651014 7.4512 0 16 0.62649 7.1705 0 17 0.60195 6.8896 0 18 0.576594 6.5994 0 19 0.550265 6.2981 0 20 0.52374 5.9945 0 21 0.498507 5.7057 0 22 0.480057 5.4945 0 23 0.461542 5.2826 0 24 0.442748 5.0675 1e-06 25 0.423996 4.8529 2e-06 26 0.405096 4.6365 4e-06 27 0.386279 4.4212 1e-05 28 0.368652 4.2194 2.3e-05 29 0.352052 4.0294 4.7e-05 30 0.335218 3.8367 9.7e-05 31 0.317841 3.6379 0.000197 32 0.299745 3.4307 0.000403 33 0.281087 3.2172 0.000816 34 0.262145 3.0004 0.001614 35 0.242934 2.7805 0.003114 36 0.223564 2.5588 0.00582 37 0.203711 2.3316 0.010625 38 0.182958 2.094 0.019092 39 0.164181 1.8791 0.031224 40 0.147215 1.6849 0.04719 41 0.130562 1.4943 0.068745 42 0.113832 1.3029 0.097453 43 0.096922 1.1093 0.134661 44 0.080275 0.9188 0.179948 45 0.064025 0.7328 0.232494 46 0.047167 0.5398 0.29511 47 0.029571 0.3385 0.367779 48 0.01149 0.1315 0.447788 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.978244 11.1965 0 2 -0.047812 -0.5472 0.292575 3 -0.021518 -0.2463 0.402924 4 -0.019661 -0.225 0.411151 5 -0.015269 -0.1748 0.430769 6 -0.016245 -0.1859 0.426394 7 0.004585 0.0525 0.479113 8 0.023433 0.2682 0.394483 9 -0.006595 -0.0755 0.469972 10 -0.020707 -0.237 0.406511 11 -0.019358 -0.2216 0.412501 12 -0.024549 -0.281 0.389584 13 -0.031364 -0.359 0.360096 14 -0.028284 -0.3237 0.373332 15 -0.012283 -0.1406 0.444208 16 -0.016111 -0.1844 0.426993 17 -0.015545 -0.1779 0.42953 18 -0.034978 -0.4003 0.344779 19 -0.038923 -0.4455 0.328349 20 -0.021674 -0.2481 0.402236 21 0.012654 0.1448 0.442535 22 0.141243 1.6166 0.054185 23 -0.024124 -0.2761 0.39145 24 -0.023009 -0.2634 0.396346 25 -0.016622 -0.1902 0.424705 26 -0.020216 -0.2314 0.408689 27 -0.012058 -0.138 0.445221 28 0.022685 0.2596 0.397774 29 0.022457 0.257 0.398777 30 -0.018765 -0.2148 0.41514 31 -0.029739 -0.3404 0.36706 32 -0.033787 -0.3867 0.349798 33 -0.032085 -0.3672 0.357018 34 -0.025486 -0.2917 0.385487 35 -0.019894 -0.2277 0.410119 36 -0.012889 -0.1475 0.441473 37 -0.027487 -0.3146 0.376782 38 -0.041662 -0.4768 0.317133 39 0.020502 0.2347 0.407423 40 0.014054 0.1608 0.43623 41 -0.01378 -0.1577 0.437459 42 -0.010132 -0.116 0.453928 43 0.004914 0.0562 0.477615 44 -0.013866 -0.1587 0.437071 45 -0.010773 -0.1233 0.451029 46 -0.029265 -0.335 0.369098 47 -0.0327 -0.3743 0.354407 48 -0.025154 -0.2879 0.386938

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t12422955173jh7niwj0grx7y3/1e2zq1242295467.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t12422955173jh7niwj0grx7y3/1e2zq1242295467.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t12422955173jh7niwj0grx7y3/2u3yb1242295467.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/14/t12422955173jh7niwj0grx7y3/2u3yb1242295467.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')

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by