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non stationary time series mannen Q8 ACF

*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: Wed, 03 Dec 2008 05:21:35 -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/03/t1228306942mwn1hxbab3wb6yx.htm/, Retrieved Wed, 03 Dec 2008 12:22:25 +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/03/t1228306942mwn1hxbab3wb6yx.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:
non stationary time series mannen Q8 ACF
 
Dataseries X:
» Textbox « » Textfile « » CSV «
7.6 7.9 7.9 8.1 8.2 8 7.5 6.8 6.5 6.6 7.6 8 8 7.7 7.5 7.6 7.7 7.9 7.8 7.5 7.5 7.1 7.5 7.5 7.6 7.7 7.7 7.9 8.1 8.2 8.2 8.1 7.9 7.3 6.9 6.6 6.7 6.9 7 7.1 7.2 7.1 6.9 7 6.8 6.4 6.7 6.7 6.4 6.3 6.2 6.5 6.8 6.8 6.5 6.3 5.9 5.9 6.4 6.4 6.5
 
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
10.3726042.88620.002706
2-0.043281-0.33520.369303
3-0.368275-2.85260.00297
4-0.453968-3.51640.00042
5-0.148206-1.1480.127763
60.0519040.4020.344539
70.1221760.94640.173877
8-0.03476-0.26920.394331
9-0.059224-0.45870.324036
10-0.099593-0.77140.221735
11-0.02596-0.20110.420656
120.223841.73390.04404
130.0638890.49490.311244
140.1726941.33770.093025
150.0754620.58450.28053
16-0.071079-0.55060.291985
17-0.106493-0.82490.20635
18-0.114879-0.88990.18855
19-0.025722-0.19920.421373
20-0.039964-0.30960.378983
210.0754580.58450.280539
22-0.045025-0.34880.364245
23-0.130718-1.01250.157674
24-0.046689-0.36170.359441
25-0.07247-0.56140.288324
260.1302741.00910.158491
270.1600731.23990.109916
280.0991560.76810.222733
290.0745180.57720.282977
30-0.037441-0.290.386403
31-0.101581-0.78680.217236
32-0.1678-1.29980.099325
33-0.072787-0.56380.287495
34-0.05962-0.46180.322943
350.0745150.57720.282986
360.1817941.40820.08212


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3726042.88620.002706
2-0.211474-1.63810.05332
3-0.328136-2.54170.006816
4-0.263953-2.04460.022646
50.065770.50940.306153
6-0.073312-0.56790.286121
7-0.133355-1.0330.152883
8-0.267925-2.07530.021125
9-0.010074-0.0780.46903
10-0.13831-1.07130.144153
11-0.115725-0.89640.18681
120.1305311.01110.158017
13-0.230036-1.78190.039917
140.2085481.61540.055735
150.0521340.40380.343889
16-0.023805-0.18440.427165
17-0.034163-0.26460.396103
180.0885880.68620.247614
190.0714140.55320.2911
20-0.059183-0.45840.324149
210.073110.56630.286648
22-0.076345-0.59140.278247
23-0.130963-1.01440.157224
24-0.046604-0.3610.359688
25-0.058998-0.4570.324662
26-0.079591-0.61650.269944
27-0.039332-0.30470.380838
28-0.063706-0.49350.311743
290.0699440.54180.294986
30-0.061712-0.4780.317186
31-0.078332-0.60680.273151
32-0.074117-0.57410.28402
33-0.082188-0.63660.263395
34-0.027837-0.21560.415006
350.063680.49330.311813
360.0619610.47990.316506
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228306942mwn1hxbab3wb6yx/191ic1228306894.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228306942mwn1hxbab3wb6yx/191ic1228306894.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228306942mwn1hxbab3wb6yx/29u9x1228306894.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228306942mwn1hxbab3wb6yx/29u9x1228306894.ps (open in new window)


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