Home » date » 2010 » Dec » 02 »

Correlatie z differentiatie Jonagold

*The author of this computation has been verified*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 02 Dec 2010 14:07:07 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/02/t1291298731o9esdi6lzqze1fd.htm/, Retrieved Thu, 02 Dec 2010 15:05:33 +0100
 
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/2010/Dec/02/t1291298731o9esdi6lzqze1fd.htm/},
    year = {2010},
}
@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 = {2010},
    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 «
1.25 1.23 1.2 1.15 1.13 1.17 1.22 1.21 1.15 1.24 1.16 1.3 1.3 1.26 1.29 1.29 1.35 1.35 1.45 1.43 1.43 1.41 1.46 1.78 1.79 1.66 1.56 1.53 1.47 1.47 1.45 1.41 1.45 1.46 1.38 1.45 1.48 1.48 1.51 1.45 1.42 1.43 1.43 1.44 1.41 1.35 1.43 1.72 1.63 1.57 1.47 1.39 1.34 1.28 1.26 1.26
 
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'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8477666.34410
20.6709745.02113e-06
30.532123.9821e-04
40.4318073.23130.001033
50.3644552.72730.004255
60.2881232.15610.017692
70.2255971.68820.048467
80.1807441.35260.090816
90.1758981.31630.096718
100.1221160.91380.182362
110.0808810.60530.273727
120.0587570.43970.330924
13-0.015886-0.11890.452897
14-0.069925-0.52330.301424
15-0.141806-1.06120.146581
16-0.205026-1.53430.065296
17-0.215705-1.61420.056054
18-0.221832-1.660.051249
19-0.238878-1.78760.039626
20-0.2415-1.80720.038051
21-0.230819-1.72730.044814
22-0.191896-1.4360.07828
23-0.101181-0.75720.226061
24-0.015392-0.11520.454356
25-0.043817-0.32790.372105
26-0.084471-0.63210.26494
27-0.133802-1.00130.160499
28-0.172571-1.29140.100934
29-0.184256-1.37880.086713
30-0.203919-1.5260.06632
31-0.197371-1.4770.072641
32-0.187126-1.40030.083466
33-0.169909-1.27150.104406
34-0.174225-1.30380.098822
35-0.1645-1.2310.111733
36-0.146774-1.09840.138374


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8477666.34410
2-0.169689-1.26980.104697
30.0388870.2910.386062
40.0271180.20290.419963
50.0394820.29550.38437
6-0.084574-0.63290.26469
70.0262150.19620.422592
80.0102620.07680.46953
90.1073810.80360.212523
10-0.214837-1.60770.056763
110.092480.69210.245881
120.0013670.01020.495937
13-0.23183-1.73490.044134
140.045550.34090.367239
15-0.13381-1.00130.160484
16-0.048603-0.36370.358722
170.1041090.77910.219606
18-0.10972-0.82110.207545
19-0.0192-0.14370.443134
200.0447020.33450.369617
21-0.079366-0.59390.277479
220.207771.55480.062813
230.1183180.88540.18986
240.0275490.20620.418709
25-0.280292-2.09750.020237
26-0.019737-0.14770.441555
27-0.056566-0.42330.336847
28-0.050574-0.37850.353259
29-0.070873-0.53040.298978
300.0238320.17830.429548
310.0116540.08720.465408
32-0.119495-0.89420.187516
33-0.005787-0.04330.482804
34-0.02146-0.16060.436497
35-0.035265-0.26390.396412
36-0.014489-0.10840.457023
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291298731o9esdi6lzqze1fd/1thf91291298825.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291298731o9esdi6lzqze1fd/1thf91291298825.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/02/t1291298731o9esdi6lzqze1fd/2thf91291298825.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/02/t1291298731o9esdi6lzqze1fd/2thf91291298825.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
 
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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

Creative Commons License

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