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Author's title

assumtion 1 autocorrelatie aantal ingediende aanvragen hypothecaire krediet...

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 25 Oct 2008 06:57:58 -0600

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Oct/25/t1224939733a4f0uip370j7o4b.htm/, Retrieved Sun, 19 May 2024 13:18:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=18711, Retrieved Sun, 19 May 2024 13:18:52 +0000

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User-defined keywords

Estimated Impact

164

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [Univariate Explorative Data Analysis] [Investigation Dis...] [2007-10-21 17:06:37] [b9964c45117f7aac638ab9056d451faa]
F RMPD  [(Partial) Autocorrelation Function] [] [2008-10-23 10:32:19] [28075c6928548bea087cb2be962cfe7e]
-   P     [(Partial) Autocorrelation Function] [q2 autocorrelatio...] [2008-10-23 12:14:19] [7173087adebe3e3a714c80ea2417b3eb]
-   PD        [(Partial) Autocorrelation Function] [assumtion 1 autoc...] [2008-10-25 12:57:58] [95d95b0e883740fcbc85e18ec42dcafb] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=18711&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=18711&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=18711&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.396439	3.0708	0.001603
2	0.052322	0.4053	0.343354
3	0.075398	0.584	0.280694
4	-0.11928	-0.9239	0.179609
5	-0.053442	-0.414	0.34019
6	0.125456	0.9718	0.167531
7	-0.101575	-0.7868	0.217249
8	-0.133074	-1.0308	0.153389
9	0.069532	0.5386	0.296081
10	-0.003954	-0.0306	0.487834
11	0.085608	0.6631	0.254897
12	0.335018	2.595	0.005936
13	-0.005996	-0.0464	0.481554
14	-0.139732	-1.0824	0.141711
15	-0.064045	-0.4961	0.310823
16	-0.263359	-2.04	0.022881
17	-0.215817	-1.6717	0.049895

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.396439 & 3.0708 & 0.001603 \tabularnewline
2 & 0.052322 & 0.4053 & 0.343354 \tabularnewline
3 & 0.075398 & 0.584 & 0.280694 \tabularnewline
4 & -0.11928 & -0.9239 & 0.179609 \tabularnewline
5 & -0.053442 & -0.414 & 0.34019 \tabularnewline
6 & 0.125456 & 0.9718 & 0.167531 \tabularnewline
7 & -0.101575 & -0.7868 & 0.217249 \tabularnewline
8 & -0.133074 & -1.0308 & 0.153389 \tabularnewline
9 & 0.069532 & 0.5386 & 0.296081 \tabularnewline
10 & -0.003954 & -0.0306 & 0.487834 \tabularnewline
11 & 0.085608 & 0.6631 & 0.254897 \tabularnewline
12 & 0.335018 & 2.595 & 0.005936 \tabularnewline
13 & -0.005996 & -0.0464 & 0.481554 \tabularnewline
14 & -0.139732 & -1.0824 & 0.141711 \tabularnewline
15 & -0.064045 & -0.4961 & 0.310823 \tabularnewline
16 & -0.263359 & -2.04 & 0.022881 \tabularnewline
17 & -0.215817 & -1.6717 & 0.049895 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=18711&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.396439[/C][C]3.0708[/C][C]0.001603[/C][/ROW]
[ROW][C]2[/C][C]0.052322[/C][C]0.4053[/C][C]0.343354[/C][/ROW]
[ROW][C]3[/C][C]0.075398[/C][C]0.584[/C][C]0.280694[/C][/ROW]
[ROW][C]4[/C][C]-0.11928[/C][C]-0.9239[/C][C]0.179609[/C][/ROW]
[ROW][C]5[/C][C]-0.053442[/C][C]-0.414[/C][C]0.34019[/C][/ROW]
[ROW][C]6[/C][C]0.125456[/C][C]0.9718[/C][C]0.167531[/C][/ROW]
[ROW][C]7[/C][C]-0.101575[/C][C]-0.7868[/C][C]0.217249[/C][/ROW]
[ROW][C]8[/C][C]-0.133074[/C][C]-1.0308[/C][C]0.153389[/C][/ROW]
[ROW][C]9[/C][C]0.069532[/C][C]0.5386[/C][C]0.296081[/C][/ROW]
[ROW][C]10[/C][C]-0.003954[/C][C]-0.0306[/C][C]0.487834[/C][/ROW]
[ROW][C]11[/C][C]0.085608[/C][C]0.6631[/C][C]0.254897[/C][/ROW]
[ROW][C]12[/C][C]0.335018[/C][C]2.595[/C][C]0.005936[/C][/ROW]
[ROW][C]13[/C][C]-0.005996[/C][C]-0.0464[/C][C]0.481554[/C][/ROW]
[ROW][C]14[/C][C]-0.139732[/C][C]-1.0824[/C][C]0.141711[/C][/ROW]
[ROW][C]15[/C][C]-0.064045[/C][C]-0.4961[/C][C]0.310823[/C][/ROW]
[ROW][C]16[/C][C]-0.263359[/C][C]-2.04[/C][C]0.022881[/C][/ROW]
[ROW][C]17[/C][C]-0.215817[/C][C]-1.6717[/C][C]0.049895[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=18711&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=18711&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.396439	3.0708	0.001603
2	0.052322	0.4053	0.343354
3	0.075398	0.584	0.280694
4	-0.11928	-0.9239	0.179609
5	-0.053442	-0.414	0.34019
6	0.125456	0.9718	0.167531
7	-0.101575	-0.7868	0.217249
8	-0.133074	-1.0308	0.153389
9	0.069532	0.5386	0.296081
10	-0.003954	-0.0306	0.487834
11	0.085608	0.6631	0.254897
12	0.335018	2.595	0.005936
13	-0.005996	-0.0464	0.481554
14	-0.139732	-1.0824	0.141711
15	-0.064045	-0.4961	0.310823
16	-0.263359	-2.04	0.022881
17	-0.215817	-1.6717	0.049895

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.396439	3.0708	0.001603
2	-0.124391	-0.9635	0.169575
3	0.122186	0.9464	0.173859
4	-0.236255	-1.83	0.036108
5	0.133748	1.036	0.152177
6	0.087567	0.6783	0.250098
7	-0.222615	-1.7244	0.044895
8	0.005226	0.0405	0.483921
9	0.117381	0.9092	0.183433
10	-0.033927	-0.2628	0.396803
11	0.121797	0.9434	0.174621
12	0.232154	1.7983	0.038584
13	-0.27005	-2.0918	0.020349
14	-0.002178	-0.0169	0.493298
15	-0.101122	-0.7833	0.218269
16	-0.15197	-1.1772	0.121891
17	-0.058626	-0.4541	0.325692

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.396439 & 3.0708 & 0.001603 \tabularnewline
2 & -0.124391 & -0.9635 & 0.169575 \tabularnewline
3 & 0.122186 & 0.9464 & 0.173859 \tabularnewline
4 & -0.236255 & -1.83 & 0.036108 \tabularnewline
5 & 0.133748 & 1.036 & 0.152177 \tabularnewline
6 & 0.087567 & 0.6783 & 0.250098 \tabularnewline
7 & -0.222615 & -1.7244 & 0.044895 \tabularnewline
8 & 0.005226 & 0.0405 & 0.483921 \tabularnewline
9 & 0.117381 & 0.9092 & 0.183433 \tabularnewline
10 & -0.033927 & -0.2628 & 0.396803 \tabularnewline
11 & 0.121797 & 0.9434 & 0.174621 \tabularnewline
12 & 0.232154 & 1.7983 & 0.038584 \tabularnewline
13 & -0.27005 & -2.0918 & 0.020349 \tabularnewline
14 & -0.002178 & -0.0169 & 0.493298 \tabularnewline
15 & -0.101122 & -0.7833 & 0.218269 \tabularnewline
16 & -0.15197 & -1.1772 & 0.121891 \tabularnewline
17 & -0.058626 & -0.4541 & 0.325692 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=18711&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.396439[/C][C]3.0708[/C][C]0.001603[/C][/ROW]
[ROW][C]2[/C][C]-0.124391[/C][C]-0.9635[/C][C]0.169575[/C][/ROW]
[ROW][C]3[/C][C]0.122186[/C][C]0.9464[/C][C]0.173859[/C][/ROW]
[ROW][C]4[/C][C]-0.236255[/C][C]-1.83[/C][C]0.036108[/C][/ROW]
[ROW][C]5[/C][C]0.133748[/C][C]1.036[/C][C]0.152177[/C][/ROW]
[ROW][C]6[/C][C]0.087567[/C][C]0.6783[/C][C]0.250098[/C][/ROW]
[ROW][C]7[/C][C]-0.222615[/C][C]-1.7244[/C][C]0.044895[/C][/ROW]
[ROW][C]8[/C][C]0.005226[/C][C]0.0405[/C][C]0.483921[/C][/ROW]
[ROW][C]9[/C][C]0.117381[/C][C]0.9092[/C][C]0.183433[/C][/ROW]
[ROW][C]10[/C][C]-0.033927[/C][C]-0.2628[/C][C]0.396803[/C][/ROW]
[ROW][C]11[/C][C]0.121797[/C][C]0.9434[/C][C]0.174621[/C][/ROW]
[ROW][C]12[/C][C]0.232154[/C][C]1.7983[/C][C]0.038584[/C][/ROW]
[ROW][C]13[/C][C]-0.27005[/C][C]-2.0918[/C][C]0.020349[/C][/ROW]
[ROW][C]14[/C][C]-0.002178[/C][C]-0.0169[/C][C]0.493298[/C][/ROW]
[ROW][C]15[/C][C]-0.101122[/C][C]-0.7833[/C][C]0.218269[/C][/ROW]
[ROW][C]16[/C][C]-0.15197[/C][C]-1.1772[/C][C]0.121891[/C][/ROW]
[ROW][C]17[/C][C]-0.058626[/C][C]-0.4541[/C][C]0.325692[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=18711&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=18711&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.396439	3.0708	0.001603
2	-0.124391	-0.9635	0.169575
3	0.122186	0.9464	0.173859
4	-0.236255	-1.83	0.036108
5	0.133748	1.036	0.152177
6	0.087567	0.6783	0.250098
7	-0.222615	-1.7244	0.044895
8	0.005226	0.0405	0.483921
9	0.117381	0.9092	0.183433
10	-0.033927	-0.2628	0.396803
11	0.121797	0.9434	0.174621
12	0.232154	1.7983	0.038584
13	-0.27005	-2.0918	0.020349
14	-0.002178	-0.0169	0.493298
15	-0.101122	-0.7833	0.218269
16	-0.15197	-1.1772	0.121891
17	-0.058626	-0.4541	0.325692

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = Default ; 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('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('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')

Free Statistics

Description of Statistical Computation

assumtion 1 autocorrelatie aantal ingediende aanvragen hypothecaire krediet...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code