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Textiel_Q2b

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 27 Nov 2007 09:58:43 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/27/t1196182175sygpaa7ymt3vtgh.htm/, Retrieved Tue, 27 Nov 2007 17:49:37 +0100
 
User-defined keywords:
Groep Textiel
 
Dataseries X:
» Textbox « » Textfile « » CSV «
99,7 99,8 99,8 99,9 99,9 99,9 100,0 99,9 99,6 99,6 98,9 99,3 99,4 100,1 99,5 99,8 100,0 99,8 99,7 99,6 100,3 100,2 100,4 100,4 99,6 99,9 100,5 100,3 100,5 99,7 98,8 99,8 99,8 99,7 99,5 99,6 99,6 100,3 99,0 99,2 99,5 98,1 100,2 100,3 100,0 97,3 96,9 96,9 96,9 96,6 96,9 97,0 97,3 97,6 96,5 97,0 96,7 96,5 99,3 99,2 97,0 101,2 101,3 101,0 100,5 100,5 100,5 101,5 101,2 101,0 101,1 100,7 101,0
 
Text written by user:
 
Output produced by software:


Summary of compuational 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
018.48530
1-0.257372-2.18390.983885
2-0.190883-1.61970.945165
30.1509981.28130.102107
4-0.06813-0.57810.717499
50.0021230.0180.49284
60.1508181.27970.102374
7-0.147515-1.25170.892636
80.0042840.03640.485551
90.124041.05250.148041
10-0.098364-0.83470.796662
110.1585121.3450.09142
12-0.10643-0.90310.815255
13-0.182601-1.54940.937168
14-0.019204-0.1630.564495
150.1224931.03940.151052
16-0.010049-0.08530.533858
17-0.091762-0.77860.780625
18-0.092706-0.78660.782961
190.2302491.95370.027309
20-0.150344-1.27570.896921
210.0348380.29560.384188
220.0519840.44110.33023
23-0.15881-1.34760.908986
240.099330.84280.201054
25-0.014106-0.11970.547471
26-0.005569-0.04730.51878
270.059790.50730.306736
28-0.071422-0.6060.726802
29-0.120816-1.02520.845639
300.1701111.44340.076617
31-0.00301-0.02550.510152
32-0.103844-0.88110.809414
330.0397660.33740.36839
34-0.119603-1.01490.843216
350.07810.66270.25482
360.0838260.71130.239603
37-0.066258-0.56220.712143
380.002640.02240.491096
390.0301720.2560.399335
40-0.030708-0.26060.602415
410.0505620.4290.334591
420.0101550.08620.465786
43-0.027239-0.23110.591065
44-0.044476-0.37740.646502
450.0291570.24740.402648
460.0548980.46580.321374
47-0.030016-0.25470.600157


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.257372-2.18390.983885
1-0.275363-2.33650.988875
20.0202460.17180.432041
3-0.075921-0.64420.739258
40.0041380.03510.486043
50.1388621.17830.121281
6-0.057541-0.48830.686573
70.0006670.00570.497749
80.0700070.5940.277176
9-0.02213-0.18780.57421
100.1824221.54790.063015
11-0.074894-0.63550.73644
12-0.159482-1.35320.909895
13-0.243056-2.06240.978611
14-0.034751-0.29490.615531
150.0261450.22190.412529
16-0.102762-0.8720.806936
17-0.14792-1.25510.893257
180.2096261.77870.039752
19-0.111137-0.9430.82559
200.0996770.84580.200238
210.0241480.20490.419114
22-0.025333-0.2150.584794
230.0862290.73170.23337
24-0.131058-1.11210.865094
250.0061720.05240.47919
26-0.029695-0.2520.59911
27-0.105068-0.89150.812192
28-0.081507-0.69160.754297
29-0.14337-1.21650.886123
300.0694730.58950.278687
31-0.020317-0.17240.568195
32-0.012497-0.1060.542077
33-0.139563-1.18420.879892
340.0072450.06150.475574
350.0928870.78820.216593
360.0530170.44990.327079
37-0.025566-0.21690.585563
380.1032010.87570.192056
39-0.014644-0.12430.549271
40-0.021414-0.18170.571837
41-0.040757-0.34580.634761
42-0.028578-0.24250.595456
43-0.010247-0.0870.534524
44-0.100767-0.8550.802316
45-0.0936-0.79420.785161
46-0.068187-0.57860.717664
470.000940.0080.49683
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t1196182175sygpaa7ymt3vtgh/1081e1196182721.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t1196182175sygpaa7ymt3vtgh/1081e1196182721.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t1196182175sygpaa7ymt3vtgh/2pri91196182721.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t1196182175sygpaa7ymt3vtgh/2pri91196182721.ps (open in new window)


 
Parameters:
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
 





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