Home » date » 2009 » May » 16 »

reeks bouwvergunningen 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 07:46:39 -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/t1242481641844428r7872acjw.htm/, Retrieved Sat, 16 May 2009 15:47:23 +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/t1242481641844428r7872acjw.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	-0.415932	-3.5293	0.000365
2	-0.122417	-1.0387	0.1512
3	0.146549	1.2435	0.108857
4	0.021254	0.1803	0.428692
5	-0.161828	-1.3732	0.086983
6	0.044995	0.3818	0.351869
7	-0.089032	-0.7555	0.226218
8	0.054212	0.46	0.32345
9	0.184466	1.5652	0.060955
10	-0.150788	-1.2795	0.102418
11	-0.108065	-0.917	0.181111
12	0.306108	2.5974	0.005691
13	-0.122687	-1.041	0.150672
14	-0.230141	-1.9528	0.027365
15	0.314526	2.6688	0.004699
16	-0.218478	-1.8538	0.033929
17	0.070372	0.5971	0.276149
18	-0.029641	-0.2515	0.401066
19	0.05268	0.447	0.328108
20	-0.189498	-1.6079	0.056112
21	0.250757	2.1277	0.018391
22	-0.079747	-0.6767	0.25039
23	-0.097191	-0.8247	0.206135
24	0.113237	0.9608	0.169923
25	0.10437	0.8856	0.189388
26	-0.192719	-1.6353	0.053179
27	0.09122	0.774	0.220725
28	-0.013996	-0.1188	0.452897
29	-0.063278	-0.5369	0.296484
30	0.039182	0.3325	0.370249
31	-0.149281	-1.2667	0.104675
32	0.09284	0.7878	0.216707
33	0.058972	0.5004	0.309163
34	0.071188	0.6041	0.273854
35	-0.253006	-2.1468	0.017588
36	0.253309	2.1494	0.017482
37	0.013122	0.1113	0.455826
38	-0.227023	-1.9264	0.029004
39	0.020544	0.1743	0.431051
40	0.156476	1.3277	0.094229
41	-0.124772	-1.0587	0.146631
42	0.083396	0.7076	0.240728
43	-0.030656	-0.2601	0.397756
44	0.003379	0.0287	0.488602
45	0.023791	0.2019	0.420292
46	0.038619	0.3277	0.372049
47	-0.123817	-1.0506	0.148473
48	0.101361	0.8601	0.196301

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.415932	-3.5293	0.000365
2	-0.357214	-3.0311	0.001692
3	-0.098594	-0.8366	0.202793
4	0.024624	0.2089	0.417543
5	-0.126237	-1.0712	0.143838
6	-0.115797	-0.9826	0.164554
7	-0.265228	-2.2505	0.013735
8	-0.165297	-1.4026	0.082518
9	0.166887	1.4161	0.080531
10	0.07603	0.6451	0.260445
11	-0.158172	-1.3421	0.091885
12	0.096083	0.8153	0.208798
13	0.076816	0.6518	0.2583
14	-0.145679	-1.2361	0.110214
15	0.182953	1.5524	0.062475
16	-0.126663	-1.0748	0.143033
17	0.026159	0.222	0.412484
18	-0.109091	-0.9257	0.178856
19	0.041196	0.3496	0.363844
20	-0.234448	-1.9894	0.025231
21	-0.054291	-0.4607	0.323209
22	0.047645	0.4043	0.343603
23	-0.031108	-0.264	0.396284
24	-0.090534	-0.7682	0.222438
25	0.169087	1.4348	0.077844
26	0.052083	0.4419	0.329928
27	-0.045823	-0.3888	0.349278
28	0.075926	0.6443	0.260729
29	0.02412	0.2047	0.419205
30	-0.122301	-1.0378	0.151428
31	-0.280097	-2.3767	0.010064
32	-0.056069	-0.4758	0.317844
33	-0.093548	-0.7938	0.214965
34	-0.055552	-0.4714	0.319401
35	-0.123439	-1.0474	0.149206
36	-0.073112	-0.6204	0.268484
37	-0.021509	-0.1825	0.427848
38	-0.169397	-1.4374	0.077471
39	-0.057223	-0.4856	0.31438
40	-0.040842	-0.3466	0.364967
41	0.005241	0.0445	0.482327
42	0.062209	0.5279	0.299609
43	0.077363	0.6564	0.256815
44	-0.054948	-0.4663	0.321221
45	-0.124933	-1.0601	0.146323
46	0.001935	0.0164	0.493472
47	-0.044044	-0.3737	0.354854
48	0.026154	0.2219	0.412502

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t1242481641844428r7872acjw/1g9b51242481597.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t1242481641844428r7872acjw/1g9b51242481597.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t1242481641844428r7872acjw/2oyo21242481597.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2009/May/16/t1242481641844428r7872acjw/2oyo21242481597.ps (open in new window)

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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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