Home » date » 2008 » Dec » 05 »

Taak 8 - Step 2 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 03:01:40 -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/t1228471342i6b5ldn3ovzk6yi.htm/, Retrieved Fri, 05 Dec 2008 10:02:25 +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/t1228471342i6b5ldn3ovzk6yi.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 «
217859 208679 213188 216234 213587 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
 
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
10.8946366.92980
20.7598195.88550
30.6720175.20541e-06
40.609934.72457e-06
50.5670024.3922.3e-05
60.5250844.06737e-05
70.4825853.73810.000208
80.4301833.33220.00074
90.4124213.19460.001116
100.4233743.27940.000867
110.4632513.58830.000335
120.4626593.58370.00034
130.3346222.5920.005984
140.1991641.54270.064079
150.1064380.82450.20647
160.032110.24870.402213
17-0.021411-0.16580.434418
18-0.070952-0.54960.292321
19-0.119159-0.9230.179851
20-0.165805-1.28430.101984
21-0.180074-1.39480.084102
22-0.177916-1.37810.08664
23-0.151611-1.17440.122443
24-0.153604-1.18980.119403
25-0.227316-1.76080.041686
26-0.301285-2.33370.011489
27-0.339033-2.62610.005472
28-0.359284-2.7830.003595
29-0.365412-2.83050.003157
30-0.371169-2.87510.002791
31-0.383009-2.96680.002158
32-0.390402-3.0240.001834
33-0.378024-2.92820.002406
34-0.345163-2.67360.004826
35-0.291567-2.25850.013782
36-0.259754-2.0120.024356
37-0.284698-2.20530.01564
38-0.294163-2.27860.013133
39-0.277874-2.15240.017699
40-0.268508-2.07990.02091
41-0.253574-1.96420.027074
42-0.238249-1.84550.034953
43-0.224211-1.73670.043783
44-0.209304-1.62130.055103
45-0.178838-1.38530.085549
46-0.144381-1.11840.133933
47-0.104511-0.80950.210701
48-0.070648-0.54720.293123
49-0.065402-0.50660.307144
50-0.044203-0.34240.366626
51-0.024469-0.18950.425157
52-0.026189-0.20290.419964
53-0.02691-0.20840.417793
54-0.024523-0.190.424992
55-0.023046-0.17850.42946
56-0.018994-0.14710.441762
57-0.008669-0.06710.473343
58-0.005056-0.03920.484445
59-0.006926-0.05360.478697
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8946366.92980
2-0.203157-1.57360.060414
30.1876271.45340.075668
40.0049820.03860.484673
50.0860590.66660.253789
6-0.023365-0.1810.428494
70.0205380.15910.437069
8-0.071669-0.55510.290431
90.1938991.50190.06918
100.0527830.40890.34205
110.2237971.73350.04407
12-0.218038-1.68890.048214
13-0.536278-4.1545.3e-05
140.0003570.00280.498902
15-0.066527-0.51530.304114
16-0.087911-0.6810.249259
170.0549220.42540.336025
18-0.090245-0.6990.243614
190.0415790.32210.374259
200.0164420.12740.449542
21-0.06206-0.48070.316234
22-0.095923-0.7430.230186
230.080540.62390.267543
24-0.020898-0.16190.435974
250.0772630.59850.275888
26-0.06248-0.4840.315085
270.0491090.38040.352497
280.008220.06370.474723
290.0151580.11740.453462
30-0.071094-0.55070.291945
31-0.025067-0.19420.42335
32-0.048845-0.37830.353253
33-0.003265-0.02530.489952
340.0548660.4250.336181
350.024350.18860.425515
36-0.005115-0.03960.484264
37-0.071054-0.55040.29205
380.1176340.91120.182921
39-0.056933-0.4410.330397
40-0.138368-1.07180.144052
410.012230.09470.46242
42-0.022829-0.17680.430118
430.1058540.81990.207748
44-0.007955-0.06160.475537
45-0.001569-0.01220.495173
46-0.124924-0.96770.16855
47-0.004708-0.03650.485515
480.049340.38220.351836
490.0616630.47760.317321
50-0.032006-0.24790.402522
51-0.065426-0.50680.30708
52-0.006079-0.04710.481299
53-0.025226-0.19540.422869
54-0.01486-0.11510.454374
55-0.088023-0.68180.248987
560.0115880.08980.464389
57-0.03517-0.27240.393116
580.0231260.17910.429219
59-0.156693-1.21370.114802
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471342i6b5ldn3ovzk6yi/1oxbc1228471293.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471342i6b5ldn3ovzk6yi/1oxbc1228471293.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471342i6b5ldn3ovzk6yi/2dumg1228471293.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471342i6b5ldn3ovzk6yi/2dumg1228471293.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = 1.2 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1 ; 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')
 




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