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law of averages q8 (b)

*Unverified author*
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 13:15:16 -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/t1228248951a0n576g294j8p13.htm/, Retrieved Tue, 02 Dec 2008 20:15:54 +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/t1228248951a0n576g294j8p13.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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
200,7 146,5 143,6 141,5 137,5 138,7 135,5 136,4 112,1 109 123,8 151,2 139,2 115,7 147,6 126,1 122,8 137,3 142 137,4 89,4 108 117,7 127,3 121 104,1 119,5 116,7 96,1 125 118,8 114,9 79,3 90,5 87,8 109,4 88,9 97,4 112 86,8 82,9 105,2 89,1 85,5 87,1 85,2 88,2 104 96,4 82,3 114,1 88,9 93,6 101,8 96,6 93,7 68,4 68,7 81,2 85,1 75,4 71,6 83 72,3 90,2 89 84,9 90,9 46,6 55,4 88,7 76 76,9 72,1 90 92,3 78 93,9 84,5 80,4 60,5 75,3 91,5 105,2 92,7
 
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'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.6948716.40640
20.5985795.51860
30.5965875.50030
40.584865.39210
50.5669495.2271e-06
60.5090074.69285e-06
70.5269884.85863e-06
80.4800994.42631.4e-05
90.4207753.87940.000103
100.4343584.00466.6e-05
110.5196534.7913e-06
120.5548525.11551e-06
130.3871673.56950.000296
140.3520113.24540.000839
150.3118192.87480.002553
160.2950682.72040.003953
170.3069622.830.002903
180.2363812.17930.016037
190.231872.13770.017705
200.1510111.39230.083738
210.1318971.2160.11367
220.1285081.18480.119703
230.1831561.68860.047479
240.1882471.73560.043133
250.0694890.64070.261734
260.0574180.52940.298965
270.0322560.29740.383448
28-0.007378-0.0680.472964
290.0351730.32430.37326
30-0.042621-0.39290.34767
31-0.055072-0.50770.306477
32-0.108871-1.00370.159175
33-0.101697-0.93760.175553
34-0.108837-1.00340.159251
35-0.051951-0.4790.316597
36-0.045697-0.42130.337298


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6948716.40640
20.2237882.06320.021071
30.2406692.21890.01458
40.1549781.42880.078359
50.1122941.03530.151732
6-0.010898-0.10050.460101
70.1213821.11910.133127
8-0.039015-0.35970.359982
9-0.060819-0.56070.28823
100.0617580.56940.285299
110.2402922.21540.014704
120.1767831.62990.053416
13-0.270202-2.49110.007339
14-0.101334-0.93420.176411
15-0.177079-1.63260.053127
16-0.041361-0.38130.351955
170.0808080.7450.229161
18-0.088247-0.81360.209076
19-0.01169-0.10780.457212
20-0.093517-0.86220.195507
210.0168930.15570.438303
22-0.089778-0.82770.205076
230.0705840.65080.258481
240.0594370.5480.292571
25-0.074957-0.69110.245703
260.0202720.18690.426094
27-0.019815-0.18270.42774
28-0.150001-1.38290.085152
290.0993860.91630.181052
30-0.092287-0.85080.198622
31-0.004602-0.04240.48313
320.0064940.05990.476199
330.0561520.51770.303006
34-0.087797-0.80940.21026
350.0903560.8330.203579
360.0451470.41620.339142
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t1228248951a0n576g294j8p13/1hqc01228248915.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t1228248951a0n576g294j8p13/1hqc01228248915.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t1228248951a0n576g294j8p13/2sav81228248915.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/02/t1228248951a0n576g294j8p13/2sav81228248915.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 36 ; 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 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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