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ACF d=1 D=1

*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 10:15:34 -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/t12283246541th2avmgkzquks5.htm/, Retrieved Wed, 03 Dec 2008 17:17:36 +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/t12283246541th2avmgkzquks5.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 «
206010 198112 194519 185705 180173 176142 203401 221902 197378 185001 176356 180449 180144 173666 165688 161570 156145 153730 182698 200765 176512 166618 158644 159585 163095 159044 155511 153745 150569 150605 179612 194690 189917 184128 175335 179566 181140 177876 175041 169292 166070 166972 206348 215706 202108 195411 193111 195198 198770 194163 190420 189733 186029 191531 232571 243477 227247 217859 208679 213188 216234 213586 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580 208795 197922 194596 194581 185686 178106 172608 167302 168053 202300 202388 182516 173476 166444 171297 169701 164182 161914 159612 151001 158114 186530 187069 174330 169362
 
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
1-0.142705-1.46230.073324
20.1504591.54170.063072
3-0.10265-1.05180.147642
40.119221.22160.11229
50.0799670.81940.207203
60.0207840.2130.41588
70.0790310.80980.209937
8-0.038536-0.39490.346869
90.181431.85910.032906
10-0.008444-0.08650.465608
110.1209181.2390.109046
12-0.295359-3.02650.001556
130.1041081.06680.144256
140.1077181.10380.136106
15-0.030828-0.31590.376356
160.0159410.16330.43528
17-0.080768-0.82760.204879
180.0849940.87090.19289
190.022530.23090.408937
200.0596040.61080.271341
210.0739710.7580.22508
22-0.040145-0.41140.340822
23-0.021666-0.2220.412367
24-0.137698-1.4110.080602
250.030740.3150.376697
26-0.191628-1.96360.02611
270.1113551.14110.128222
28-0.073304-0.75110.227123
290.0037620.03860.48466
30-0.118683-1.21610.11333
31-0.070935-0.72690.234463
32-0.028761-0.29470.384397
33-0.016945-0.17360.431245
34-0.006468-0.06630.473641
350.0612670.62780.265749
360.0424360.43480.332285
370.0196860.20170.420262
38-0.043248-0.44320.329279
39-0.041643-0.42670.335232
40-0.030835-0.3160.376327
410.0760590.77940.218758
42-0.029369-0.30090.382028
430.0183350.18790.425667
44-0.080261-0.82240.206348
45-0.034563-0.35420.361962
460.0289470.29660.383671
47-0.099905-1.02370.154159
48-0.031731-0.32510.372858
49-0.101645-1.04150.150007
500.082180.84210.200824
51-0.103729-1.06290.145132
52-0.049859-0.51090.305247
53-0.094699-0.97040.167045
540.1082991.10970.134823
55-0.023745-0.24330.404119
560.0375650.38490.350536
57-0.063842-0.65420.25721
58-0.134171-1.37480.086053
59-0.015547-0.15930.436866
600.0579770.59410.276865


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.142705-1.46230.073324
20.1327981.36080.088249
3-0.067625-0.69290.244937
40.0825370.84570.199808
50.1316241.34870.090161
60.0134260.13760.445418
70.0772180.79130.215291
8-0.017728-0.18170.428101
90.1458941.4950.068962
100.0391290.40090.344636
110.0686860.70380.241551
12-0.284427-2.91450.002177
13-0.010906-0.11180.455617
140.1863181.90920.029484
15-0.098176-1.0060.158364
16-0.015939-0.16330.435289
17-0.0021-0.02150.491438
180.0168390.17250.431671
190.0779040.79830.213255
200.0186140.19070.424551
210.175271.7960.037687
22-0.015801-0.16190.435844
23-0.091034-0.93280.176526
24-0.279712-2.86620.00251
25-0.031758-0.32540.372755
26-0.084745-0.86840.193583
27-0.017429-0.17860.429301
28-0.0231-0.23670.406673
29-0.044091-0.45180.326175
30-0.090089-0.92310.179027
31-0.031492-0.32270.373782
32-0.000104-0.00110.499577
330.204832.09890.019113
340.0330490.33870.367773
350.1280981.31260.096087
36-0.001195-0.01220.495125
370.1071111.09760.137452
38-0.099311-1.01760.155595
39-0.059313-0.60780.272324
40-0.063966-0.65550.256805
410.0054520.05590.477776
42-0.135522-1.38870.083934
43-0.030679-0.31440.376932
44-0.05656-0.57960.281724
450.0781930.80120.2124
460.002220.02280.490946
470.0145230.14880.44099
48-0.080731-0.82720.204987
490.002450.02510.490008
50-0.00343-0.03510.486016
51-0.028868-0.29580.383979
52-0.145656-1.49250.069279
53-0.045924-0.47060.319459
54-0.01789-0.18330.427452
55-0.058864-0.60320.273845
56-0.062201-0.63740.262634
570.0217820.22320.411906
58-0.123582-1.26630.104097
590.0169370.17350.431278
600.1261741.29290.099442
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283246541th2avmgkzquks5/1qg7t1228324532.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283246541th2avmgkzquks5/1qg7t1228324532.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283246541th2avmgkzquks5/2h64u1228324532.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t12283246541th2avmgkzquks5/2h64u1228324532.ps (open in new window)


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