Home » date » 2009 » May » 16 »

bouwvergunningen in Vlaanderen Gilles Heymans

*Unverified author*

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sat, 16 May 2009 07:42:07 -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/16/t12424814384f3dg60odex1kl3.htm/, Retrieved Sat, 16 May 2009 15:44:00 +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/16/t12424814384f3dg60odex1kl3.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 «

1639 1296 1063 1282 1365 1268 1532 1455 1393 1515 1510 1225 1577 1417 1224 1693 1633 1639 1914 1586 1552 2081 1500 1437 1470 1849 1387 1592 1590 1798 1935 1887 2027 2080 1556 1682 1785 1869 1781 2082 2571 1862 1938 1505 1767 1607 1578 1495 1615 1700 1337 1531 1623 1543 1638 1520 1416 1820 1596 1358 1267 1742 1402 1388 1646 1670 1531 1730 1407 1795 1504 1371 1734

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	0.424258	3.6249	0.000266
2	0.338697	2.8938	0.002507
3	0.391318	3.3434	0.000654
4	0.265677	2.2699	0.013082
5	0.126202	1.0783	0.142232
6	0.163697	1.3986	0.083079
7	0.153404	1.3107	0.097037
8	0.241765	2.0656	0.021207
9	0.268963	2.298	0.012214
10	0.091058	0.778	0.219541
11	0.08586	0.7336	0.232776
12	0.196762	1.6811	0.048506
13	-0.032375	-0.2766	0.391429
14	-0.122184	-1.0439	0.149978
15	0.046525	0.3975	0.346076
16	-0.155537	-1.3289	0.094009
17	-0.094766	-0.8097	0.210379
18	-0.117759	-1.0061	0.158838
19	-0.112007	-0.957	0.170865
20	-0.161643	-1.3811	0.085734
21	0.0041	0.035	0.486074
22	-0.11888	-1.0157	0.156561
23	-0.140595	-1.2012	0.11677
24	-0.060855	-0.5199	0.302337
25	-0.108909	-0.9305	0.177585
26	-0.275882	-2.3571	0.01055
27	-0.220864	-1.8871	0.031564
28	-0.272836	-2.3311	0.011256
29	-0.313399	-2.6777	0.004576
30	-0.275207	-2.3514	0.010703
31	-0.295422	-2.5241	0.006887
32	-0.1418	-1.2115	0.114798
33	-0.116288	-0.9936	0.161859
34	-0.144775	-1.237	0.110034
35	-0.242659	-2.0733	0.020838
36	-0.053688	-0.4587	0.323903
37	-0.153745	-1.3136	0.096547
38	-0.266454	-2.2766	0.012872
39	-0.114328	-0.9768	0.165943
40	-0.003004	-0.0257	0.489795
41	-0.073054	-0.6242	0.267229
42	0.009125	0.078	0.469036
43	-0.006338	-0.0542	0.478481
44	0.020291	0.1734	0.43142
45	0.047201	0.4033	0.343959
46	0.047873	0.409	0.341859
47	0.010368	0.0886	0.464826
48	0.102131	0.8726	0.192869

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.424258	3.6249	0.000266
2	0.193538	1.6536	0.051253
3	0.244933	2.0927	0.019925
4	0.012476	0.1066	0.457701
5	-0.108792	-0.9295	0.177842
6	0.031529	0.2694	0.394197
7	0.046307	0.3956	0.346759
8	0.216814	1.8525	0.034001
9	0.140921	1.204	0.116234
10	-0.189286	-1.6173	0.055067
11	-0.124904	-1.0672	0.144704
12	0.110958	0.948	0.173122
13	-0.123544	-1.0556	0.147326
14	-0.127481	-1.0892	0.139825
15	0.093483	0.7987	0.213522
16	-0.248425	-2.1225	0.018592
17	0.047205	0.4033	0.343945
18	-0.090084	-0.7697	0.221988
19	0.043512	0.3718	0.355571
20	-0.108647	-0.9283	0.178162
21	0.179588	1.5344	0.064627
22	-0.001476	-0.0126	0.494985
23	-0.079831	-0.6821	0.248673
24	-0.018093	-0.1546	0.438786
25	0.055137	0.4711	0.319492
26	-0.224659	-1.9195	0.029415
27	-0.118501	-1.0125	0.157328
28	-0.031674	-0.2706	0.393724
29	-0.157631	-1.3468	0.091106
30	-0.13159	-1.1243	0.132283
31	0.00314	0.0268	0.489335
32	0.171556	1.4658	0.073502
33	-0.056214	-0.4803	0.316229
34	-0.005724	-0.0489	0.480564
35	-0.040547	-0.3464	0.365005
36	0.058622	0.5009	0.308987
37	0.031868	0.2723	0.393087
38	-0.038028	-0.3249	0.373089
39	0.117122	1.0007	0.160141
40	0.010826	0.0925	0.463278
41	0.015334	0.131	0.448062
42	-0.041009	-0.3504	0.363531
43	-0.08363	-0.7145	0.238588
44	-0.102851	-0.8788	0.191208
45	0.02092	0.1787	0.429319
46	0.085808	0.7331	0.232908
47	-0.044602	-0.3811	0.352126
48	-0.007959	-0.068	0.472985

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t12424814384f3dg60odex1kl3/1scx31242481325.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t12424814384f3dg60odex1kl3/1scx31242481325.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t12424814384f3dg60odex1kl3/2qyik1242481325.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t12424814384f3dg60odex1kl3/2qyik1242481325.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')

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

Software written by Ed van Stee & Patrick Wessa

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