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Partial Autocorrelation function d=0 D=0

*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 09:01:07 -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/t122832010035z8ipkhlu2hyf8.htm/, Retrieved Wed, 03 Dec 2008 16:01:45 +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/t122832010035z8ipkhlu2hyf8.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 «
2236 2084.9 2409.5 2199.3 2203.5 2254.1 1975.8 1742.2 2520.6 2438.1 2126.3 2267.5 2201.1 2128.5 2596 2458.2 2210.5 2621.2 2231.4 2103.6 2685.8 2539.3 2462.4 2693.3 2307.7 2385.9 2737.6 2653.9 2545.4 2848.8 2359.5 2488.3 2861.1 2717.9 2844 2749 2652.9 2660.2 3187.1 2774.1 3158.2 3244.6 2665.5 2820.8 2983.4 3077.4 3024.8 2731.8 3046.2 2834.8 3292.8 2946.1 3196.9 3284.2 3003 2979 3137.4 3630.2 3270.7 2942.3
 
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
10.7066865.4740
20.6207844.80865e-06
30.6793095.26191e-06
40.5729784.43832e-05
50.6003324.65029e-06
60.6647175.14892e-06
70.4993743.86810.000136
80.405563.14150.001305
90.4643043.59650.000327
100.305992.37020.010505
110.3524862.73030.004147
120.4730283.66410.000264
130.2734782.11840.019148
140.2258091.74910.042693
150.2351011.82110.03679
160.1466261.13580.130286
170.1918131.48580.071286
180.2242091.73670.043785
190.0863280.66870.253129
200.0175340.13580.446209
210.0171550.13290.447367
22-0.111612-0.86450.195367
23-0.027879-0.2160.414878
240.0001760.00140.499458
25-0.114017-0.88320.190334
26-0.154784-1.1990.11763
27-0.177556-1.37530.087069
28-0.222162-1.72090.045215
29-0.191082-1.48010.072037
30-0.160391-1.24240.109464
31-0.248948-1.92830.029274
32-0.266305-2.06280.021734
33-0.297492-2.30440.01234
34-0.345319-2.67480.004811
35-0.292606-2.26650.013519
36-0.252628-1.95680.027512
37-0.315185-2.44140.008798
38-0.349659-2.70840.004398
39-0.344736-2.67030.004869
40-0.339496-2.62970.00542
41-0.31168-2.41430.009417
42-0.272018-2.1070.019651
43-0.298593-2.31290.012087
44-0.302947-2.34660.011132
45-0.315947-2.44730.008669
46-0.31459-2.43680.008901
47-0.294256-2.27930.01311
48-0.249004-1.92880.029247


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7066865.4740
20.2424691.87820.032611
30.3727612.88740.002697
4-0.047697-0.36950.356544
50.2316861.79460.038875
60.2054641.59150.058375
7-0.217149-1.6820.048881
8-0.224797-1.74130.043381
90.0673360.52160.301942
10-0.280246-2.17080.016958
110.1841691.42660.079444
120.2715252.10320.019824
13-0.181048-1.40240.082975
14-0.040787-0.31590.376575
15-0.119554-0.92610.179062
160.0061840.04790.480978
170.0424840.32910.371621
18-0.122038-0.94530.174149
190.0302040.2340.407906
20-0.152528-1.18150.121038
21-0.142893-1.10680.13639
22-0.060293-0.4670.321087
230.1193420.92440.179486
24-0.027124-0.21010.417149
250.1178650.9130.182455
26-0.108134-0.83760.202789
270.0237280.18380.427397
28-0.039415-0.30530.380593
29-0.139629-1.08160.141887
300.0063340.04910.480517
31-0.023088-0.17880.429335
32-0.042398-0.32840.37187
330.0048710.03770.485015
34-0.003789-0.02930.488343
35-0.053509-0.41450.340002
360.1299251.00640.159133
37-0.109445-0.84780.199972
380.0277230.21470.41535
390.0528280.40920.341925
40-0.003718-0.02880.488561
41-0.03639-0.28190.389504
42-0.048055-0.37220.355515
43-0.019979-0.15480.438765
440.0363550.28160.389607
45-0.079674-0.61710.269736
460.0251690.1950.423043
47-0.033459-0.25920.398193
48-0.072582-0.56220.288031
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t122832010035z8ipkhlu2hyf8/1tmxb1228320065.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t122832010035z8ipkhlu2hyf8/1tmxb1228320065.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t122832010035z8ipkhlu2hyf8/2szp81228320065.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t122832010035z8ipkhlu2hyf8/2szp81228320065.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; 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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