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WS7 Task 6c

*The author of this computation has been verified*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 02 Dec 2008 11:11:03 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/02/t12282417139j6jn0iwufoonwl.htm/, Retrieved Tue, 02 Dec 2008 18:15:15 +0000
 
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/2008/Dec/02/t12282417139j6jn0iwufoonwl.htm/},
    year = {2008},
}
@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 = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
Feedback Forum:
2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc] [reply] 
test

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
gdm
 
Dataseries X:
» Textbox « » Textfile « » CSV «
112 118 132 129 121 135 148 148 136 119 104 118 115 126 141 135 125 149 170 170 158 133 114 140 145 150 178 163 172 178 199 199 184 162 146 166 171 180 193 181 183 218 230 242 209 191 172 194 196 196 236 235 229 243 264 272 237 211 180 201 204 188 235 227 234 264 302 293 259 229 203 229 242 233 267 269 270 315 364 347 312 274 237 278 284 277 317 313 318 374 413 405 355 306 271 306 315 301 356 348 355 422 465 467 404 347 305 336 340 318 362 348 363 435 491 505 404 359 310 337 360 342 406 396 420 472 548 559 463 407 362 405 417 391 419 461 472 535 622 606 508 461 390 432
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1658431.98320.024631
2-0.133941-1.60170.055715
3-0.129333-1.54660.062086
4-0.322644-3.85838.6e-05
5-0.073719-0.88160.18975
60.0736090.88020.190103
7-0.113316-1.35510.088766
8-0.341796-4.08733.6e-05
9-0.09467-1.13210.129747
10-0.112903-1.35010.089554
110.1785492.13510.017227
120.8284549.90690
130.1864142.22920.01368
14-0.155535-1.85990.032475
15-0.087474-1.0460.148655
16-0.283857-3.39440.000445
17-0.03716-0.44440.328722
180.046140.55170.290991
19-0.11755-1.40570.080992
20-0.334202-3.99655.1e-05
21-0.087867-1.05070.147577
22-0.070138-0.83870.201511
230.1736172.07620.019835
240.7148198.5480
250.1682212.01160.023069
26-0.130113-1.55590.060968
27-0.074009-0.8850.188815
28-0.209866-2.50960.0066
29-0.057491-0.68750.246441
300.0399030.47720.316986
31-0.120646-1.44270.075643
32-0.28384-3.39420.000445
33-0.111971-1.3390.091351
34-0.036132-0.43210.33317
350.1207051.44340.075545
360.6427177.68580
370.1678292.00690.023321
38-0.1396-1.66940.048616
39-0.033231-0.39740.345838
40-0.164819-1.9710.02533
41-0.056585-0.67670.249857
420.024860.29730.383341
43-0.11444-1.36850.08665
44-0.282136-3.37390.000477
45-0.085155-1.01830.155127
46-0.032182-0.38480.350466
470.1013691.21220.113719
480.5760236.88820
490.1732632.07190.020035
50-0.144722-1.73060.042838
51-0.028764-0.3440.365687
52-0.127238-1.52150.065166
53-0.02832-0.33870.367683
540.0207490.24810.402197
55-0.099388-1.18850.118302
56-0.294915-3.52670.000283
57-0.077932-0.93190.176471
58-0.008891-0.10630.457738
590.0879481.05170.147354
600.5119376.12190


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1658431.98320.024631
2-0.16601-1.98520.024518
3-0.080259-0.95980.169399
4-0.325887-3.8977.5e-05
50.0015280.01830.492722
6-0.031034-0.37110.355551
7-0.219548-2.62540.004798
8-0.493195-5.89780
9-0.18537-2.21670.014111
10-0.4888-5.84520
11-0.309755-3.70410.000151
120.5821156.96110
130.0669070.80010.212492
14-0.143996-1.72190.043621
150.135461.61990.053732
16-0.007042-0.08420.466503
170.0362250.43320.332766
18-0.143624-1.71750.044027
190.0962611.15110.125803
20-0.010024-0.11990.452377
21-0.055549-0.66430.253792
22-0.010406-0.12440.450573
230.0437440.52310.300855
240.0131020.15670.43786
25-0.044344-0.53030.298372
260.0563160.67340.250876
270.0453720.54260.294136
280.0556620.66560.253362
29-0.08479-1.01390.156162
300.0329720.39430.346979
310.0920121.10030.136524
320.0977911.16940.122092
33-0.08087-0.96710.167572
340.055370.66210.254478
35-0.087378-1.04490.14892
360.0976241.16740.122492
37-0.0168-0.20090.420534
38-0.078706-0.94120.174098
390.0970481.16050.123884
400.0374150.44740.327624
41-0.046228-0.55280.29063
420.0359210.42960.334082
43-0.00415-0.04960.480243
44-0.039538-0.47280.318537
450.0110750.13240.447411
460.0079630.09520.462137
470.0262840.31430.37687
480.060720.72610.234481
49-0.029967-0.35840.360304
500.0625570.74810.227822
51-0.094311-1.12780.130648
520.0322340.38550.350233
530.1017461.21670.11286
54-0.02318-0.27720.391016
550.0806330.96420.168278
56-0.014753-0.17640.430107
570.0334730.40030.344775
580.0569560.68110.248457
590.0477940.57150.284268
60-0.001457-0.01740.493061
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t12282417139j6jn0iwufoonwl/1plcz1228241461.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t12282417139j6jn0iwufoonwl/1plcz1228241461.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t12282417139j6jn0iwufoonwl/26y8t1228241461.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t12282417139j6jn0iwufoonwl/26y8t1228241461.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -0.3 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -0.3 ; 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 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')
 




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