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T8 12

*Unverified author*
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 12:18:47 -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/t1228332140jlmb4gyc5h06oja.htm/, Retrieved Wed, 03 Dec 2008 19:22:20 +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/t1228332140jlmb4gyc5h06oja.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 «
3389 3497 4404 3849 3734 3060 3507 3287 3215 3764 2734 2837 2766 3851 3289 3848 3348 3682 4058 3655 3811 3341 3032 3475 3353 3186 3902 4164 3499 4145 3796 3711 3949 3740 3243 4407 4814 3908 5250 3937 4004 5560 3922 3759 4138 4634 3996 4308 4142 4429 5219 4929 5754 5592 4163 4962 5208 4755 4491 5732 5730 5024 6056 4901 5353 5578 4618 4724 5011 5298 4143 4617 4727 4207 5112 4190 4098 5071 4177 4598 3757 5591 4218 3780
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4148693.52030.000376
20.3143682.66750.004717
30.3794133.21940.000964
40.3493772.96460.002054
50.2639352.23960.014104
60.2173851.84460.034606
70.2267031.92360.029177
80.1297851.10130.137225
90.2075131.76080.041259
100.1001930.85020.199027
110.0225510.19140.424395
12-0.169079-1.43470.077853
13-0.081562-0.69210.245559
140.0300330.25480.399786
15-0.039364-0.3340.369669
16-0.071837-0.60960.272037
17-0.045329-0.38460.350823
180.0093570.07940.468468
19-0.050705-0.43020.334149
20-0.1453-1.23290.110809
21-0.168181-1.42710.078943
22-0.117314-0.99540.161427
23-0.006005-0.05090.479753
24-0.127091-1.07840.142227
25-0.061431-0.52130.301892
26-0.079149-0.67160.251994
27-0.12389-1.05120.148331
28-0.07206-0.61150.271413
29-0.081462-0.69120.245824
30-0.135446-1.14930.127119
31-0.190055-1.61270.055595
32-0.015973-0.13550.446285
33-0.032108-0.27240.393029
34-0.10822-0.91830.180771
35-0.172497-1.46370.073816
36-0.09424-0.79970.213271
37-0.154891-1.31430.09646
38-0.188332-1.59810.057205
39-0.157631-1.33750.092628
40-0.135474-1.14950.127069
41-0.093819-0.79610.2143
42-0.108968-0.92460.179126
43-0.047922-0.40660.342741
44-0.125107-1.06160.14599
45-0.12872-1.09220.139188
46-0.061704-0.52360.301089
47-0.10114-0.85820.196815
48-0.099033-0.84030.201755
49-0.003603-0.03060.487847
50-0.012379-0.1050.458319
51-0.004118-0.03490.486111
52-0.015468-0.13120.447972
53-0.017557-0.1490.440993
54-0.061854-0.52490.30065
550.0191040.16210.43584
56-0.012816-0.10870.456852
57-0.001587-0.01350.494648
580.0560980.4760.317756
590.0564340.47890.316744
600.0384880.32660.372465


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4148693.52030.000376
20.1718261.4580.074596
30.2490742.11350.019014
40.1390771.18010.120921
50.0269660.22880.409831
6-0.008643-0.07330.470869
70.031130.26420.396209
8-0.081704-0.69330.245181
90.1140030.96730.168304
10-0.089354-0.75820.225405
11-0.086312-0.73240.233156
12-0.322663-2.73790.003893
13-0.026639-0.2260.410905
140.14081.19470.118057
150.1025030.86980.19366
160.0267920.22730.410403
170.0245720.20850.417713
180.0250350.21240.416187
19-0.002001-0.0170.493252
20-0.171861-1.45830.074554
21-0.081836-0.69440.244833
22-0.025127-0.21320.415883
230.1331871.13010.131086
24-0.184251-1.56340.061169
250.0464310.3940.347381
260.000770.00650.497403
27-0.011007-0.09340.462925
280.019970.16950.432958
290.0505360.42880.334671
30-0.020555-0.17440.431013
31-0.112122-0.95140.172296
32-0.035041-0.29730.383536
330.0077070.06540.474021
34-0.056278-0.47750.317215
35-0.066292-0.56250.287759
36-0.042917-0.36420.358402
37-0.113259-0.9610.169876
38-0.017244-0.14630.442037
39-0.038902-0.33010.371143
400.0748420.63510.263704
410.0754560.64030.262016
42-0.006571-0.05580.477845
430.021610.18340.427514
44-0.046995-0.39880.345624
45-0.022346-0.18960.425073
46-0.009913-0.08410.466599
47-0.134715-1.14310.128394
48-0.056906-0.48290.315328
490.0860920.73050.233724
50-0.039305-0.33350.369857
51-0.020831-0.17680.430097
52-0.010611-0.090.464254
530.0987170.83760.202502
54-0.038954-0.33050.370977
550.0449620.38150.351973
56-0.046899-0.3980.345921
57-0.000953-0.00810.496784
58-0.010961-0.0930.463077
59-0.05224-0.44330.329449
60-0.048725-0.41340.340255
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228332140jlmb4gyc5h06oja/1n72c1228331922.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228332140jlmb4gyc5h06oja/1n72c1228331922.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228332140jlmb4gyc5h06oja/2g1w71228331922.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/03/t1228332140jlmb4gyc5h06oja/2g1w71228331922.ps (open in new window)


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