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Taak 8 - Step 2 ACF (2)

*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: Fri, 05 Dec 2008 02:27:58 -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/05/t1228469317ifsyzsf3hohd1h6.htm/, Retrieved Fri, 05 Dec 2008 09:28:39 +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/05/t1228469317ifsyzsf3hohd1h6.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 «
565464 547344 554788 562325 560854 555332 543599 536662 542722 593530 610763 612613 611324 594167 595454 590865 589379 584428 573100 567456 569028 620735 628884 628232 612117 595404 597141 593408 590072 579799 574205 572775 572942 619567 625809 619916 587625 565742 557274 560576 548854 531673 525919 511038 498662 555362 564591 541657 527070 509846 514258 516922 507561 492622 490243 469357 477580 528379 533590 517945
 
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
10.8840276.84760
20.7256215.62060
30.6071834.70328e-06
40.5203344.03058e-05
50.4789283.70980.000228
60.4412933.41820.000569
70.3714362.87710.002775
80.2972642.30260.012393
90.284462.20340.015708
100.3213112.48890.007804
110.3855112.98620.002043
120.4038893.12850.001356
130.2741172.12330.018931
140.1298581.00590.159257
150.0187380.14510.442543
16-0.067446-0.52240.301646
17-0.109251-0.84630.200387
18-0.150122-1.16280.124749
19-0.212564-1.64650.052444
20-0.273636-2.11960.019094
21-0.273112-2.11550.019273
22-0.235411-1.82350.036606
23-0.179432-1.38990.084851
24-0.152348-1.18010.121313
25-0.211896-1.64130.052979
26-0.288029-2.23110.014713
27-0.333052-2.57980.006176
28-0.354841-2.74860.003947
29-0.351211-2.72050.004258
30-0.351072-2.71940.004271
31-0.364836-2.8260.003196
32-0.376632-2.91740.00248
33-0.343332-2.65940.005011
34-0.28513-2.20860.015516
35-0.215352-1.66810.050253
36-0.163262-1.26460.105449
37-0.173554-1.34430.091949
38-0.195686-1.51580.067414
39-0.191056-1.47990.072064
40-0.18682-1.44710.076536
41-0.174093-1.34850.09128
42-0.161877-1.25390.107372
43-0.156662-1.21350.114847
44-0.151053-1.17010.123303
45-0.115263-0.89280.187759
46-0.067398-0.52210.301774
47-0.01827-0.14150.443967
480.0228130.17670.430165
490.0302860.23460.40766
500.0333820.25860.398424
510.0421980.32690.372454
520.0348170.26970.39416
530.0265330.20550.418929
540.021660.16780.433661
550.0128720.09970.460456
560.0043180.03350.486713
570.0065890.0510.479731
580.0058080.0450.482133
59-0.001547-0.0120.495241
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8840276.84760
2-0.255758-1.98110.026085
30.1358941.05260.148366
40.0004950.00380.498476
50.1565491.21260.115014
6-0.071421-0.55320.291082
7-0.109983-0.85190.198822
80.0038270.02960.488225
90.2520541.95240.02778
100.1100770.85260.198622
110.1452551.12510.132506
12-0.185325-1.43550.078166
13-0.570856-4.42182.1e-05
140.0996440.77180.22162
15-0.120099-0.93030.177977
16-0.033438-0.2590.398257
170.0245210.18990.424999
18-0.048217-0.37350.355052
190.0805790.62420.267444
20-0.057092-0.44220.329956
21-0.019615-0.15190.439875
22-0.10987-0.8510.199064
230.0248430.19240.424027
240.0359710.27860.390743
250.055170.42730.33533
26-0.130562-1.01130.157961
270.1042920.80780.211187
28-0.034276-0.26550.395767
29-0.036182-0.28030.39012
30-0.012663-0.09810.461096
31-0.028912-0.2240.411777
320.0239750.18570.426648
33-0.011876-0.0920.463506
34-0.02652-0.20540.418968
350.009610.07440.470453
360.0222330.17220.431923
37-0.05287-0.40950.341805
380.0461960.35780.360863
39-0.022788-0.17650.430241
40-0.121889-0.94410.174441
410.0432070.33470.369518
42-0.057619-0.44630.328489
430.0885120.68560.2478
44-0.032919-0.2550.399803
45-0.000377-0.00290.498841
46-0.04907-0.38010.352608
470.0055550.0430.482912
48-0.004686-0.03630.485584
490.0668740.5180.30318
50-0.025067-0.19420.42335
51-0.048425-0.37510.354454
520.0049690.03850.484713
53-0.077113-0.59730.276273
540.039980.30970.378937
55-0.069278-0.53660.296755
56-0.018596-0.1440.442975
57-0.069772-0.54050.295442
58-0.06238-0.48320.315359
59-0.070999-0.550.292196
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228469317ifsyzsf3hohd1h6/1qrk81228469276.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228469317ifsyzsf3hohd1h6/1qrk81228469276.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228469317ifsyzsf3hohd1h6/2xkvm1228469276.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228469317ifsyzsf3hohd1h6/2xkvm1228469276.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1.0 ; 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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