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Taak 8 - Step 3 ACF (3)

*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 02:33:06 -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/t122846962194v68twtddcuxqq.htm/, Retrieved Fri, 05 Dec 2008 09:33:44 +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/t122846962194v68twtddcuxqq.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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.240451.84690.034887
2-0.199346-1.53120.065531
3-0.269533-2.07030.021404
4-0.238476-1.83180.036017
50.0260280.19990.421114
60.155011.19070.119279
70.0530670.40760.342516
8-0.273861-2.10360.019845
9-0.254561-1.95530.027643
10-0.144004-1.10610.136583
110.2527111.94110.028513
120.7343985.6410
130.1230250.9450.174263
14-0.180076-1.38320.085909
15-0.250815-1.92650.029429
16-0.187987-1.4440.07702
170.026340.20230.420181
180.1143370.87820.191689
190.0309070.23740.406585
20-0.268703-2.06390.021715
21-0.195985-1.50540.06878
22-0.071856-0.55190.291538
230.1855841.42550.079642
240.4861333.73410.000213
250.0950210.72990.234178
26-0.163736-1.25770.106731
27-0.215349-1.65410.051706
28-0.122435-0.94040.175413
290.020390.15660.438041
300.0784950.60290.274432
310.0132090.10150.459763
32-0.206634-1.58720.058908
33-0.119906-0.9210.180396
34-0.060711-0.46630.321348
350.1208170.9280.178592
360.3347782.57150.006333
370.0614940.47230.319212
38-0.141867-1.08970.140137
39-0.111535-0.85670.197533
40-0.041697-0.32030.374942
410.0179750.13810.445328
420.0590720.45370.325839
430.0129360.09940.460593
44-0.133971-1.02910.153828
45-0.055961-0.42980.334437
46-0.009433-0.07250.471242
470.0798530.61340.270997
480.1636041.25670.106913
490.021270.16340.435388
50-0.063008-0.4840.315097
51-0.034475-0.26480.396041
52-0.00772-0.05930.476458
530.0018230.0140.494438
540.044350.34070.367285
550.0160330.12320.451202
56-0.04695-0.36060.359831
57-0.011079-0.08510.466236
580.0125630.09650.461725
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.240451.84690.034887
2-0.272943-2.09650.020167
3-0.163864-1.25870.106554
4-0.203922-1.56640.061307
50.0431370.33130.37078
60.0078280.06010.476128
7-0.062704-0.48160.315924
8-0.332712-2.55560.006599
9-0.132581-1.01840.156329
10-0.237666-1.82550.03649
110.1797621.38080.086278
120.5963744.58081.2e-05
13-0.2084-1.60070.057387
140.1169990.89870.186236
15-0.046665-0.35840.360648
160.0089720.06890.472644
17-0.025698-0.19740.4221
18-0.122622-0.94190.175047
19-0.013554-0.10410.458718
20-0.027901-0.21430.415521
210.0139150.10690.457621
220.0079170.06080.475856
23-0.196461-1.5090.068312
24-0.056258-0.43210.333614
250.0758880.58290.28109
26-0.147119-1.130.131516
270.0370030.28420.388615
28-0.077682-0.59670.2765
29-0.033275-0.25560.399577
300.0101290.07780.469125
31-0.094599-0.72660.235163
320.0483830.37160.355748
33-0.026262-0.20170.420414
34-0.13624-1.04650.149804
350.0437560.33610.368995
36-0.098553-0.7570.226032
37-0.065002-0.49930.309715
38-0.01006-0.07730.469334
390.0248090.19060.42476
400.0371780.28560.388105
41-0.021352-0.1640.435143
42-0.023924-0.18380.427415
430.0280860.21570.41497
44-0.031477-0.24180.404896
450.0557860.42850.334924
460.0648480.49810.310131
47-0.082461-0.63340.264461
48-0.08258-0.63430.264166
490.0260670.20020.420997
500.0407980.31340.377551
51-0.051012-0.39180.348297
52-0.036357-0.27930.39051
53-0.035484-0.27260.393071
540.0546920.42010.337971
55-0.00308-0.02370.490603
560.0656740.50450.307911
57-0.062089-0.47690.317592
580.0042230.03240.487117
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122846962194v68twtddcuxqq/1pbal1228469584.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122846962194v68twtddcuxqq/1pbal1228469584.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122846962194v68twtddcuxqq/2zyn71228469584.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t122846962194v68twtddcuxqq/2zyn71228469584.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1.2 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1.2 ; par3 = 1 ; 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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