Home » date » 2008 » Dec » 04 »

Uitvoer EU - (Partial) Autocorrelation 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: Thu, 04 Dec 2008 10:52:47 -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/04/t1228413563ycv20p764uowk2q.htm/, Retrieved Thu, 04 Dec 2008 17:59:26 +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/04/t1228413563ycv20p764uowk2q.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 «
11178.4 9516.4 12102.8 12989.0 11610.2 10205.5 11356.2 11307.1 12648.6 11947.2 11714.1 12192.5 11268.8 9097.4 12639.8 13040.1 11687.3 11191.7 11391.9 11793.1 13933.2 12778.1 11810.3 13698.4 11956.6 10723.8 13938.9 13979.8 13807.4 12973.9 12509.8 12934.1 14908.3 13772.1 13012.6 14049.9 11816.5 11593.2 14466.2 13615.9 14733.9 13880.7 13527.5 13584.0 16170.2 13260.6 14741.9 15486.5 13154.5 12621.2 15031.6 15452.4 15428 13105.9 14716.8 14180.0 16202.2 14392.4 15140.6 15960.1 14351.3 13230.2 15202.1 17157.3 16159.1 13405.7 17224.7 17338.4 17370.6 18817.8 16593.2 17979.5 17015.2
 
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
1-0.558045-4.32263e-05
2-0.084385-0.65360.25792
30.3560772.75820.003846
4-0.206466-1.59930.057506
5-0.102017-0.79020.216256
60.2978972.30750.012246
7-0.248107-1.92180.02969
8-0.005706-0.04420.482446
90.2184491.69210.047908
10-0.160803-1.24560.108881
11-0.060119-0.46570.321565
120.1608731.24610.108783
13-0.13625-1.05540.147739
140.0169410.13120.448019
150.1231970.95430.171885
16-0.231088-1.790.03925
170.1432961.110.135721
180.0494390.3830.351553
19-0.135881-1.05250.148389
200.1127920.87370.192887
210.0222180.17210.431969
22-0.20345-1.57590.060152
230.3593812.78380.003588
24-0.311442-2.41240.00946
250.0394010.30520.380635
260.1459271.13030.131415
27-0.050544-0.39150.348402
28-0.121779-0.94330.174656
290.1896791.46920.073495
30-0.155182-1.2020.117037
31-0.000373-0.00290.498853
320.1455181.12720.132078
33-0.185886-1.43990.077551
340.0588330.45570.32512
350.0869230.67330.251671
36-0.140352-1.08720.140656
370.0483550.37460.354657
380.0595710.46140.323077
39-0.11332-0.87780.191783
400.0826990.64060.262117
410.0404790.31360.377474
42-0.122904-0.9520.172455
430.0826350.64010.262276
440.0583740.45220.326392
45-0.184301-1.42760.079298
460.1902371.47360.072912
47-0.07656-0.5930.277695
48-0.054256-0.42030.337897
490.1002450.77650.220254
50-0.009935-0.0770.469457
51-0.102455-0.79360.215274
520.121010.93730.17617
53-0.036129-0.27990.390276
54-0.057398-0.44460.329102
550.0888070.68790.247085
56-0.06938-0.53740.296486
570.0263030.20370.419623
580.0037450.0290.488476
59-0.004787-0.03710.485273
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.558045-4.32263e-05
2-0.574801-4.45241.9e-05
3-0.08425-0.65260.258254
40.0479120.37110.355927
5-0.107897-0.83580.203302
60.1088760.84330.201192
7-0.013951-0.10810.457152
8-0.105193-0.81480.209199
90.0195960.15180.439931
100.1054970.81720.208531
11-0.00839-0.0650.4742
12-0.079644-0.61690.269812
13-0.130032-1.00720.158936
14-0.075307-0.58330.280931
150.0545620.42260.337037
16-0.163496-1.26640.105127
17-0.102348-0.79280.215513
18-0.049175-0.38090.352309
190.0082440.06390.474647
200.1171910.90780.183819
210.1520451.17770.121776
22-0.114676-0.88830.188971
230.2472711.91540.030109
24-0.055747-0.43180.333713
25-0.045977-0.35610.361495
26-0.130932-1.01420.157282
270.0712720.55210.291474
280.0139910.10840.457031
29-0.022159-0.17160.432148
30-0.107405-0.8320.204367
31-0.100071-0.77510.22065
32-0.036768-0.28480.388387
33-0.124104-0.96130.170128
340.056580.43830.331383
35-0.002805-0.02170.491369
36-0.06661-0.5160.303891
37-0.086464-0.66980.252793
38-0.097929-0.75860.225545
390.023850.18470.427029
40-0.040635-0.31480.37702
410.0094380.07310.470982
42-0.029647-0.22960.409575
430.0179790.13930.444853
440.0442950.34310.366359
45-0.06659-0.51580.303944
46-0.108581-0.84110.201825
47-0.028949-0.22420.411667
48-0.045772-0.35460.362084
49-0.054823-0.42470.336302
50-0.026215-0.20310.419886
510.096290.74590.229331
520.0065490.05070.479854
530.0322580.24990.401771
540.0035140.02720.489188
550.0449820.34840.36437
560.0122830.09510.46226
570.0469460.36360.358702
58-0.001422-0.0110.495623
59-0.00863-0.06680.473462
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/04/t1228413563ycv20p764uowk2q/1i32d1228413165.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/04/t1228413563ycv20p764uowk2q/1i32d1228413165.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/04/t1228413563ycv20p764uowk2q/2q1s31228413165.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/04/t1228413563ycv20p764uowk2q/2q1s31228413165.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')
 




Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by