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Meel, griesmeel en bakmeel d=0 & D=0

R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Thu, 29 Nov 2007 13:04:29 -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/29/t119636604734go5xw1jxeuod7.htm/, Retrieved Thu, 29 Nov 2007 20:54:09 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
0,51 0,51 0,51 0,51 0,52 0,52 0,52 0,53 0,53 0,52 0,52 0,52 0,52 0,52 0,52 0,52 0,52 0,52 0,52 0,53 0,53 0,53 0,54 0,54 0,54 0,54 0,54 0,54 0,54 0,54 0,54 0,54 0,53 0,53 0,53 0,53 0,53 0,54 0,55 0,55 0,55 0,55 0,55 0,55 0,55 0,55 0,56 0,56 0,56 0,56 0,56 0,55 0,56 0,55 0,55 0,56 0,55 0,55 0,55 0,55
 
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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.9150497.08790
20.8449156.54470
30.7821896.05880
40.689835.34341e-06
50.6224124.82125e-06
60.5795654.48931.7e-05
70.5367194.15745.2e-05
80.5114053.96131e-04
90.4884373.78340.00018
100.4210193.26120.000916
110.3758262.91110.002524
120.3306332.56110.006484
130.2780322.15360.017649
140.2476561.91830.029915
150.2344431.8160.037185
160.1990041.54150.064229
170.1635651.2670.105031
180.1207190.93510.176747
190.0630550.48840.313515
200.0178620.13840.445209
21-0.019922-0.15430.561061
22-0.065115-0.50440.692079
23-0.080675-0.62490.732798
24-0.08648-0.66990.747245
25-0.107102-0.82960.794975
26-0.120315-0.9320.822453
27-0.133529-1.03430.847429
28-0.154151-1.1940.88142
29-0.16971-1.31460.903171
30-0.170453-1.32030.904129
31-0.186013-1.44080.922587
32-0.201572-1.56140.938152
33-0.229602-1.77850.959805
34-0.279858-2.16780.982923
35-0.322704-2.49970.992408
36-0.365551-2.83150.996852
37-0.415806-3.22080.998967
38-0.431366-3.34130.999281
39-0.417292-3.23230.999002
40-0.410627-3.18070.998837
41-0.403961-3.12910.998647
42-0.387542-3.00190.998047
43-0.385939-2.98950.997976
44-0.376927-2.91970.997536
45-0.367916-2.84990.997007
46-0.366313-2.83740.996903
47-0.330014-2.55630.993435
48-0.293715-2.27510.986757
49-0.272233-2.10870.980423
50-0.235934-1.82750.963704
51-0.199636-1.54640.936363
52-0.200379-1.55210.937054
53-0.173834-1.34650.908399
54-0.157414-1.21930.886254
55-0.140995-1.09210.860431
56-0.104696-0.8110.789707
57-0.078522-0.60820.727334
58-0.052348-0.40550.656719
59-0.026174-0.20270.579989


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9150497.08790
10.0467160.36190.359364
20.0149130.11550.45421
3-0.209842-1.62540.945343
40.0771980.5980.276054
50.1224810.94870.17328
60.0347610.26930.394329
70.0517350.40070.345018
8-0.024468-0.18950.574841
9-0.27737-2.14850.98214
100.0635810.49250.312082
110.010440.08090.467909
120.0497440.38530.350685
130.0259730.20120.420618
140.0551580.42730.335363
15-0.163663-1.26770.895104
16-0.110396-0.85510.802058
17-0.089912-0.69650.755584
180.0249720.19340.423637
190.0222030.1720.432014
200.0461690.35760.36094
21-0.117084-0.90690.815963
220.0372010.28820.387109
23-0.016611-0.12870.550973
240.0090410.070.472201
25-0.016893-0.13090.551835
260.0339410.26290.396761
27-0.016394-0.1270.550311
28-0.028401-0.220.586688
290.0349650.27080.393723
30-0.067098-0.51970.69742
31-0.122783-0.95110.827308
32-0.131281-1.01690.843358
33-0.133456-1.03370.847299
34-0.005688-0.04410.517499
35-0.022679-0.17570.569427
36-0.054341-0.42090.662341
370.0714810.55370.290924
380.0922960.71490.238715
39-0.019825-0.15360.560766
40-0.11862-0.91880.819068
410.0514160.39830.345922
420.0245780.19040.424826
430.0833360.64550.260527
44-0.014327-0.1110.543999
45-0.040585-0.31440.622836
460.0820910.63590.263637
470.0058160.0450.48211
48-0.002579-0.020.507935
490.090120.69810.243916
500.0437190.33860.368029
51-0.13144-1.01810.843649
520.0798730.61870.26923
53-0.102762-0.7960.785413
540.0380050.29440.38474
55-0.036241-0.28070.610054
560.0062410.04830.480802
570.0170130.13180.447798
58-0.088675-0.68690.752595
59NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119636604734go5xw1jxeuod7/15idj1196366666.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119636604734go5xw1jxeuod7/15idj1196366666.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119636604734go5xw1jxeuod7/20iph1196366666.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t119636604734go5xw1jxeuod7/20iph1196366666.ps (open in new window)


 
Parameters:
par1 = 60 ; 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('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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