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acf

*Unverified author*
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 11:45:43 -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/t1228502776qzviin8du46iuco.htm/, Retrieved Fri, 05 Dec 2008 18:46:16 +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/t1228502776qzviin8du46iuco.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:
julie govaerts
 
Dataseries X:
» Textbox « » Textfile « » CSV «
235.1 280.7 264.6 240.7 201.4 240.8 241.1 223.8 206.1 174.7 203.3 220.5 299.5 347.4 338.3 327.7 351.6 396.6 438.8 395.6 363.5 378.8 357 369 464.8 479.1 431.3 366.5 326.3 355.1 331.6 261.3 249 205.5 235.6 240.9 264.9 253.8 232.3 193.8 177 213.2 207.2 180.6 188.6 175.4 199 179.6 225.8 234 200.2 183.6 178.2 203.2 208.5 191.8 172.8 148 159.4 154.5 213.2 196.4 182.8 176.4 153.6 173.2 171 151.2 161.9 157.2 201.7 236.4 356.1 398.3 403.7 384.6 365.8 368.1 367.9 347 343.3 292.9 311.5 300.9 366.9 356.9 329.7 316.2 269 289.3 266.2 253.6 233.8 228.4 253.6 260.1 306.6 309.2 309.5 271 279.9 317.9 298.4 246.7 227.3 209.1 259.9 266 320.6 308.5 282.2 262.7 263.5 313.1 284.3 252.6 250.3 246.5 312.7 333.2 446.4 511.6 515.5 506.4 483.2 522.3 509.8 460.7 405.8 375 378.5 406.8 467.8 469.8 429.8 355.8 332.7 378 360.5 334.7 319.5 323.1 363.6 352.1 411.9 388.6 416.4 360.7 338 417.2 388.4 371.1 331.5 353.7 396.7 447 533.5 565.4 542.3 488.7 467.1 531.3 496.1 444 403.4 386.3 394.1 404.1 462.1 448.1 432.3 386.3 395.2 421.9 382.9 384.2 345.5 323.4 372.6 376 462.7 487 444.2 399.3 394.9 455.4 414 375.5 347 339.4 385.8 378.8 451.8 446.1 422.5 383.1 352.8 445.3 367.5 355.1 326.2 319.8 331.8 340.9 394.1 417.2 369.9 349.2 321.4 405.7 342.9 316.5 284.2 270.9 288.8 278.8 324.4 310.9 299 273 279.3 359.2 305 282.1 250.3 246.5 257.9 266.5 315.9 318.4 295.4 266.4 245.8 362.8 324.9 294.2 289.5 295.2 290.3 272 307.4 328.7 292.9 249.1 230.4 361.5 321.7 277.2 260.7 251 257.6 241.8 287.5 292.3 274.7 254.2 230 339 318.2 287 295.8 284 271 262.7 340.6 379.4 373.3 355.2 338.4 466.9 451 422 429.2 425.9 460.7 463.6 541.4 544.2 517.5 469.4 439.4 549 533 506.1 484 457 481.5 469.5 544.7 541.2 521.5 469.7 434.4 542.6 517.3 485.7 465.8 447 426.6 411.6 467.5 484.5 451.2 417.4 379.9 484.7 455 420.8 416.5 376.3 405.6 405.8 500.8 514 475.5 430.1 414.4 538 526 488.5 520.2 504.4 568.5 610.6 818 830.9 835.9 782 762.3 856.9 820.9 769.6 752.2 724.4 723.1 719.5 817.4 803.3 752.5 689 630.4 765.5 757.7 732.2 702.6 683.3 709.5 702.2 784.8 810.9 755.6 656.8 615.1 745.3 694.1 675.7 643.7 622.1 634.6 588 689.7 673.9 647.9 568.8 545.7 632.6 643.8 593.1 579.7 546 562.9 572.5
 
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
10.94803718.28510
20.89713217.30320
30.85258216.4440
40.83113416.03030
50.81833415.78340
60.78360915.11370
70.75870614.63340
80.71356813.76280
90.68025713.12030
100.67094212.94070
110.67497713.01850
120.67972213.110
130.62000911.95830
140.5652810.90270
150.5226110.07970
160.5066779.77240
170.5047899.7360
180.4872159.39710
190.4826139.30830
200.4582678.83870
210.4460848.60380
220.459538.86310
230.481579.28820
240.5066149.77120
250.4673839.01460
260.4291578.27730
270.4000617.71610
280.3933547.58670
290.3959827.63740
300.3812747.35370
310.3760617.25320
320.3505366.76090
330.3399776.55720
340.3497486.74570
350.3697177.13080
360.3922977.56630
370.3534446.8170
380.3169696.11350
390.2888695.57150
400.2830815.45990
410.2881575.55780
420.278435.37020
430.2786275.3740
440.2610575.03510
450.2583294.98250
460.2768125.33890
470.3049075.88080
480.3290326.34610
490.2956035.70140
500.2627615.0680
510.2365164.56183e-06
520.2310924.45716e-06
530.2337564.50854e-06
540.2166614.17881.8e-05
550.2091064.03313.3e-05
560.1822943.5160.000246
570.1683243.24650.000637
580.1705043.28860.000552
590.1785163.44310.00032
600.1833383.53610.000229


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.94803718.28510
2-0.016225-0.31290.377254
30.0360690.69570.243537
40.2055893.96524.4e-05
50.0861771.66210.048666
6-0.203951-3.93375e-05
70.1409362.71830.003435
8-0.211726-4.08362.7e-05
90.0362240.69870.2426
100.2564694.94661e-06
110.111822.15670.015835
12-0.021102-0.4070.342121
13-0.531152-10.24450
140.0431370.8320.20297
150.109832.11830.017405
160.0962831.8570.032048
170.1298012.50350.006362
180.047690.91980.179132
190.1192832.30070.010982
20-0.023855-0.46010.322854
210.0022030.04250.483068
220.1224592.36190.009348
23-0.05263-1.01510.155362
240.0739431.42620.07733
25-0.286843-5.53240
26-0.056693-1.09340.137452
270.0405180.78150.217507
280.0110080.21230.415993
29-0.019503-0.37620.353508
300.0200730.38720.349432
310.0394540.7610.223581
320.0196470.37890.352477
330.0956291.84440.032958
340.0049970.09640.461636
350.0155520.29990.382192
360.0564621.0890.13843
37-0.178204-3.43710.000327
38-0.010614-0.20470.418956
390.0185660.35810.360243
40-0.004936-0.09520.462105
410.016370.31570.376194
420.0495720.95610.16982
430.0234910.45310.32538
440.026780.51650.302904
450.0591851.14150.127194
460.0248940.48010.315706
47-0.006918-0.13340.446963
48-0.091226-1.75950.039657
49-0.08967-1.72950.042275
50-0.026396-0.50910.305488
51-0.009307-0.17950.428816
52-0.005255-0.10140.459662
53-0.006136-0.11830.45293
54-0.077968-1.50380.066742
550.0229480.44260.329155
560.0166020.32020.374498
57-0.036423-0.70250.241406
58-0.077495-1.49470.067924
59-0.038777-0.74790.227493
60-0.037304-0.71950.236141
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228502776qzviin8du46iuco/16isp1228502738.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228502776qzviin8du46iuco/16isp1228502738.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228502776qzviin8du46iuco/24qgg1228502738.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228502776qzviin8du46iuco/24qgg1228502738.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -0.5 ; 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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