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Gemiddelde consumptieprijs van rode tafelwijn

*Unverified author*
R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Wed, 13 Jan 2010 07:11:57 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Jan/13/t1263391998tiymsncnwx7nnxe.htm/, Retrieved Wed, 13 Jan 2010 15:13:20 +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/Jan/13/t1263391998tiymsncnwx7nnxe.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:
KDGP2W21
 
Dataseries X:
» Textbox « » Textfile « » CSV «
2,12 2,13 2,14 2,15 2,15 2,16 2,17 2,17 2,18 2,17 2,17 2,18 2,17 2,18 2,18 2,18 2,17 2,17 2,18 2,17 2,18 2,17 2,17 2,17 2,17 2,17 2,17 2,17 2,17 2,17 2,18 2,18 2,18 2,18 2,18 2,18 2,18 2,18 2,18 2,18 2,18 2,18 2,18 2,19 2,19 2,19 2,2 2,2 2,21 2,21 2,21 2,2 2,21 2,2 2,21 2,21 2,22 2,22 2,23 2,24 2,24 2,25 2,25 2,32 2,36 2,37 2,37 2,37 2,38 2,38 2,41 2,42 2,43 2,44 2,44 2,44 2,43 2,43 2,43 2,42 2,42 2,42 2,42 2,42
 
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'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9654178.84820
20.9284318.50920
30.8891618.14930
40.8498897.78940
50.8089377.4140
60.7642587.00450
70.7193366.59280
80.6698536.13930
90.6184455.66810
100.5629585.15961e-06
110.5065124.64236e-06
120.4531864.15353.9e-05
130.4001053.6670.000215
140.3513463.22010.000911
150.3088362.83050.002906
160.2657262.43540.008495
170.2229822.04370.02206
180.1793971.64420.051936
190.136651.25240.106947
200.0946290.86730.194128
210.0622170.57020.285021
220.0433910.39770.345934
230.0240850.22070.412913
240.0068220.06250.475145
25-0.010921-0.10010.460256
26-0.026981-0.24730.402647
27-0.041357-0.3790.352805
28-0.055854-0.51190.305028
29-0.068788-0.63040.265056
30-0.081961-0.75120.227319
31-0.091774-0.84110.201332
32-0.103391-0.94760.173028
33-0.113204-1.03750.151233
34-0.12542-1.14950.126807
35-0.138237-1.2670.104335
36-0.151293-1.38660.084613
37-0.162067-1.48540.070595
38-0.17284-1.58410.058464
39-0.18169-1.66520.049798
40-0.19066-1.74740.042109
41-0.19975-1.83070.035343
42-0.207637-1.9030.030231
43-0.214684-1.96760.026206
44-0.221014-2.02560.022989
45-0.227104-2.08140.020219
46-0.233673-2.14170.017559
47-0.239286-2.19310.015533
48-0.244058-2.23680.013973


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9654178.84820
2-0.052953-0.48530.314354
3-0.051679-0.47370.318489
4-0.018692-0.17130.432193
5-0.045134-0.41370.34009
6-0.076478-0.70090.242641
7-0.024393-0.22360.411821
8-0.091174-0.83560.202869
9-0.055361-0.50740.306605
10-0.086947-0.79690.213884
11-0.045868-0.42040.337639
120.0132370.12130.451866
13-0.029482-0.27020.393833
140.0287120.26320.396539
150.0668230.61240.27095
16-0.045577-0.41770.33861
17-0.027329-0.25050.401418
18-0.043458-0.39830.345711
19-0.036452-0.33410.369574
20-0.037003-0.33910.367675
210.0957220.87730.191412
220.1564531.43390.077654
23-0.049567-0.45430.325395
24-0.012344-0.11310.455096
25-0.028582-0.2620.396998
26-0.016226-0.14870.441068
27-0.015077-0.13820.445213
28-0.03083-0.28260.389103
29-0.025365-0.23250.408368
30-0.054814-0.50240.308358
31-0.005854-0.05370.478668
32-0.048326-0.44290.329484
330.0130530.11960.45253
34-0.053317-0.48870.313179
350.0081730.07490.470234
36-0.006955-0.06370.474663
370.0033810.0310.487678
38-0.034438-0.31560.376534
390.0019130.01750.493027
40-0.029656-0.27180.393221
41-0.011591-0.10620.457825
420.0425010.38950.348935
430.0191670.17570.430488
44-0.020658-0.18930.425144
45-0.015703-0.14390.442955
46-0.041535-0.38070.352201
47-0.001897-0.01740.493083
48-0.017548-0.16080.436305
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jan/13/t1263391998tiymsncnwx7nnxe/1ae8k1263391915.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jan/13/t1263391998tiymsncnwx7nnxe/1ae8k1263391915.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jan/13/t1263391998tiymsncnwx7nnxe/2f1yz1263391915.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jan/13/t1263391998tiymsncnwx7nnxe/2f1yz1263391915.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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


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