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Meel, griesmeel en bakmeel d=1 & 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 13:06:26 -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/t11963662326hi3cqxqr1a0ure.htm/, Retrieved Thu, 29 Nov 2007 20:57:14 +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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.68110
1-0.165767-1.27330.896044
2-0.093262-0.71640.761703
30.2706012.07850.02101
4-0.166771-1.2810.897396
5-0.162168-1.24560.891089
6-0.016824-0.12920.55119
7-0.089998-0.69130.753952
80.0602850.46310.322514
90.1229130.94410.174482
10-0.24162-1.85590.965769
11-0.023436-0.180.571121
120.0490690.37690.353798
13-0.242624-1.86360.966324
14-0.092341-0.70930.75953
150.1986821.52610.066164
16-0.020172-0.15490.561302
170.0523330.4020.344576
180.1248380.95890.170762
190.0566020.43480.332659
20-0.089412-0.68680.752546
210.0559320.42960.334517
22-0.007366-0.05660.522463
23-0.002762-0.02120.508428
240.1425821.09520.138941
25-0.076271-0.58590.719895
26-0.003766-0.02890.511491
270.0687380.5280.299744
28-0.155053-1.1910.880786
29-0.155388-1.19360.881286
300.1356351.04180.15087
31-0.010379-0.07970.531635
32-0.088491-0.67970.750328
330.2025321.55570.062567
34-0.089161-0.68490.751942
35-0.016656-0.12790.550684
360.0558490.4290.33475
37-0.158067-1.21410.885233
38-0.002846-0.02190.508683
390.0696590.53510.29731
40-0.003515-0.0270.510725
410.0010880.00840.49668
420.1464321.12480.132621
43-0.072421-0.55630.709937
448.4e-056e-040.499745
450.0725880.55760.289626
46-0.141327-1.08560.858953
470.0040180.03090.487743
480.1493621.14730.127951
49-0.142331-1.09330.860639
500.0030130.02310.490806
510.0656410.50420.307999
52-0.075434-0.57940.717744
53-0.002929-0.02250.508938
54-0.003264-0.02510.509959
550.0013390.01030.495914
560.0010040.00770.496935
570.000670.00510.497957
580.0003350.00260.498978
59NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.165767-1.27330.896044
1-0.124152-0.95360.82792
20.2429591.86620.033493
3-0.101652-0.78080.780981
4-0.175232-1.3460.908271
5-0.169956-1.30550.901597
6-0.087834-0.67470.748738
70.1023130.78590.21754
80.1652921.26960.1046
9-0.255521-1.96270.972799
10-0.253743-1.9490.971975
11-0.127379-0.97840.834068
12-0.101826-0.78210.78137
13-0.129026-0.99110.837149
140.0714370.54870.292635
15-0.015338-0.11780.546691
16-0.032984-0.25340.599564
17-0.059479-0.45690.675277
180.0916030.70360.24222
19-0.133179-1.0230.844751
200.024030.18460.427097
210.0455060.34950.363965
220.0430120.33040.371142
230.053120.4080.342368
24-0.038679-0.29710.616281
25-0.07926-0.60880.727505
26-0.010664-0.08190.532503
27-0.006077-0.04670.518536
28-0.060546-0.46510.678201
290.0579340.4450.328975
300.1192970.91630.181611
31-0.019193-0.14740.558351
320.0858070.65910.2562
33-0.128733-0.98880.836605
340.0204550.15710.437844
350.0190860.14660.441971
360.022550.17320.431538
37-0.074382-0.57130.715031
38-0.111882-0.85940.803197
390.028010.21510.415197
40-0.008595-0.0660.526207
410.0665870.51150.305468
42-0.029138-0.22380.588162
430.0429530.32990.371313
440.0490780.3770.353774
45-0.041804-0.32110.625366
46-0.036382-0.27950.609563
470.059790.45930.323868
48-0.079603-0.61140.728371
49-0.059847-0.45970.676288
50-0.051232-0.39350.652324
510.0089140.06850.472822
520.0616060.47320.318907
53-0.021676-0.16650.565832
540.0256760.19720.422165
55-0.044306-0.34030.632589
56-0.115031-0.88360.809743
570.1123460.86290.195831
58NANANA
59NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963662326hi3cqxqr1a0ure/1ff0p1196366784.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963662326hi3cqxqr1a0ure/1ff0p1196366784.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963662326hi3cqxqr1a0ure/2nzi71196366784.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/29/t11963662326hi3cqxqr1a0ure/2nzi71196366784.ps (open in new window)


 
Parameters:
par1 = 60 ; 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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