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Aurocorrelation consumptieprijzen plat water

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

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Sat, 20 Nov 2010 16:49:25 +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/Nov/20/t1290271925ob8rgo5ediwaox5.htm/, Retrieved Sat, 20 Nov 2010 17:52:07 +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/Nov/20/t1290271925ob8rgo5ediwaox5.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:

KDGP2W12 - Kristina Henderickx

Dataseries X:

» Textbox « » Textfile « » CSV «

0,65 0,65 0,65 0,65 0,65 0,65 0,66 0,66 0,66 0,65 0,65 0,65 0,65 0,65 0,65 0,65 0,66 0,67 0,66 0,67 0,66 0,66 0,66 0,66 0,71 0,74 0,75 0,75 0,75 0,75 0,7 0,69 0,69 0,68 0,68 0,68 0,67 0,66 0,66 0,67 0,67 0,67 0,67 0,68 0,68 0,67 0,67 0,67 0,67 0,67 0,69 0,69 0,69 0,69 0,69 0,69 0,7 0,69 0,68 0,7 0,7 0,71 0,69 0,7 0,7 0,71 0,71 0,71 0,71 0,7 0,7 0,71 0,71 0,71 0,71 0,7 0,69 0,7 0,7 0,7 0,71 0,7 0,7 0,69

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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.899732	8.2462	0
2	0.771528	7.0712	0
3	0.634367	5.8141	0
4	0.49793	4.5636	9e-06
5	0.378683	3.4707	0.000411
6	0.284514	2.6076	0.005394
7	0.241228	2.2109	0.01488
8	0.191843	1.7583	0.041172
9	0.141392	1.2959	0.099284
10	0.083775	0.7678	0.222376
11	0.024367	0.2233	0.411911
12	-0.027876	-0.2555	0.399487
13	-0.071161	-0.6522	0.258025
14	-0.095468	-0.875	0.192041
15	-0.107234	-0.9828	0.16426
16	-0.129024	-1.1825	0.120167
17	-0.137549	-1.2607	0.105461
18	-0.139975	-1.2829	0.101529
19	-0.16104	-1.476	0.071848
20	-0.174939	-1.6033	0.056306
21	-0.168067	-1.5404	0.063616
22	-0.172668	-1.5825	0.058643
23	-0.177611	-1.6278	0.053653
24	-0.17253	-1.5813	0.058788
25	-0.138745	-1.2716	0.103508
26	-0.091696	-0.8404	0.201533
27	-0.044988	-0.4123	0.340577
28	-0.013677	-0.1254	0.450273
29	0.015118	0.1386	0.445066
30	0.061826	0.5666	0.286233
31	0.083413	0.7645	0.223359
32	0.100691	0.9229	0.179364
33	0.105431	0.9663	0.168337
34	0.121984	1.118	0.133376
35	0.138879	1.2729	0.103291
36	0.148609	1.362	0.088416
37	0.148657	1.3625	0.088347
38	0.137231	1.2577	0.105985
39	0.136554	1.2515	0.107106
40	0.121205	1.1109	0.1349
41	0.09869	0.9045	0.184157
42	0.089781	0.8229	0.20646
43	0.073706	0.6755	0.250597
44	0.069105	0.6334	0.26411
45	0.060921	0.5584	0.289045
46	0.047704	0.4372	0.331538
47	0.020157	0.1847	0.426939
48	-0.006666	-0.0611	0.475715

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.899732	8.2462	0
2	-0.199442	-1.8279	0.035556
3	-0.102805	-0.9422	0.17439
4	-0.071177	-0.6523	0.257979
5	0.00298	0.0273	0.489137
6	0.029719	0.2724	0.392998
7	0.170387	1.5616	0.061068
8	-0.154406	-1.4152	0.080359
9	-0.060369	-0.5533	0.290767
10	-0.085632	-0.7848	0.217381
11	-0.021156	-0.1939	0.423362
12	0.012927	0.1185	0.452987
13	0.024763	0.227	0.410505
14	-0.011012	-0.1009	0.459926
15	-0.007104	-0.0651	0.47412
16	-0.136084	-1.2472	0.10789
17	0.063542	0.5824	0.280938
18	0.017431	0.1598	0.436728
19	-0.11931	-1.0935	0.138652
20	0.036833	0.3376	0.36826
21	0.078871	0.7229	0.235885
22	-0.168627	-1.5455	0.062994
23	0.027512	0.2522	0.400769
24	0.02882	0.2641	0.396161
25	0.11528	1.0566	0.146872
26	0.084332	0.7729	0.22087
27	-0.000608	-0.0056	0.497782
28	-0.156075	-1.4305	0.078148
29	0.06306	0.578	0.282422
30	0.170707	1.5646	0.060723
31	-0.049521	-0.4539	0.325549
32	0.00239	0.0219	0.491288
33	-0.09872	-0.9048	0.184084
34	0.090849	0.8326	0.203703
35	0.035688	0.3271	0.372208
36	0.007355	0.0674	0.473208
37	-0.040783	-0.3738	0.354755
38	-0.028358	-0.2599	0.397788
39	0.036493	0.3345	0.369432
40	0.002484	0.0228	0.490944
41	-0.047092	-0.4316	0.333568
42	0.063679	0.5836	0.280519
43	-0.045425	-0.4163	0.339116
44	0.065787	0.6029	0.274085
45	-0.031261	-0.2865	0.387595
46	-0.016048	-0.1471	0.441711
47	-0.142128	-1.3026	0.098132
48	0.061668	0.5652	0.286723

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290271925ob8rgo5ediwaox5/1r0j01290271763.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290271925ob8rgo5ediwaox5/1r0j01290271763.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290271925ob8rgo5ediwaox5/2r0j01290271763.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Nov/20/t1290271925ob8rgo5ediwaox5/2r0j01290271763.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')

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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