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eigen data

*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 12:28:02 -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/t1228505342keavvhtt79fikxr.htm/, Retrieved Fri, 05 Dec 2008 19:29:05 +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/t1228505342keavvhtt79fikxr.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
 
Dataseries X:
» Textbox « » Textfile « » CSV «
97.3 101 113.2 101 105.7 113.9 86.4 96.5 103.3 114.9 105.8 94.2 98.4 99.4 108.8 112.6 104.4 112.2 81.1 97.1 112.6 113.8 107.8 103.2 103.3 101.2 107.7 110.4 101.9 115.9 89.9 88.6 117.2 123.9 100 103.6 94.1 98.7 119.5 112.7 104.4 124.7 89.1 97 121.6 118.8 114 111.5 97.2 102.5 113.4 109.8 104.9 126.1 80 96.8 117.2 112.3 117.3 111.1 102.2 104.3 122.9 107.6 121.3 131.5 89 104.4 128.9 135.9 133.3 121.3 120.5 120.4 137.9 126.1 133.2 146.6 103.4 117.2
 
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
10.2955232.64320.004939
20.0751170.67190.251802
30.2106711.88430.031578
40.0878420.78570.217188
50.3201712.86370.002673
60.5022844.49261.2e-05
70.2552592.28310.012539
80.0588720.52660.299974
90.0528520.47270.31885
10-0.144946-1.29640.099276
110.082460.73750.231475
120.5748135.14131e-06
130.0413170.36960.356346
14-0.097886-0.87550.191957
15-0.018504-0.16550.434484
16-0.132805-1.18780.119205
170.0937240.83830.202181
180.2762742.47110.007798
190.0631570.56490.286863
20-0.04648-0.41570.339359
21-0.059516-0.53230.297986
22-0.243581-2.17870.01615
230.0200390.17920.429103
240.3981113.56080.000313
25-0.0038-0.0340.486485
26-0.06687-0.59810.275731
27-0.068616-0.61370.270572
28-0.120498-1.07780.142189
290.0605660.54170.29476
300.1910711.7090.045665
310.0681590.60960.271916
32-0.01518-0.13580.446169
33-0.084146-0.75260.226941
34-0.218514-1.95440.027071
35-0.034263-0.30650.380027
360.2607542.33230.011101


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2955232.64320.004939
2-0.013386-0.11970.452501
30.2105541.88330.03165
4-0.037068-0.33150.37055
50.3490023.12160.001252
60.350233.13250.001211
70.1070990.95790.170495
8-0.106942-0.95650.170846
9-0.094083-0.84150.201288
10-0.399945-3.57720.000297
11-0.117276-1.04890.14868
120.5137164.59488e-06
13-0.230209-2.05910.021371
14-0.040807-0.3650.358042
15-0.008432-0.07540.470037
160.1247331.11560.133956
17-0.052562-0.47010.31977
180.025220.22560.411053
19-0.050628-0.45280.325948
20-0.026622-0.23810.4062
21-0.012875-0.11520.454303
22-0.023423-0.20950.417295
230.0257020.22990.409384
240.063860.57120.284738
250.0440680.39420.347257
260.0613750.5490.292284
27-0.064631-0.57810.282417
280.1211.08230.141194
29-0.10233-0.91530.181401
30-0.097156-0.8690.193727
310.0044570.03990.484151
32-0.01499-0.13410.446841
33-0.107537-0.96180.169514
340.0449450.4020.344377
35-0.105784-0.94620.173459
360.041540.37150.355606
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228505342keavvhtt79fikxr/1vuxv1228505280.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228505342keavvhtt79fikxr/1vuxv1228505280.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228505342keavvhtt79fikxr/2who51228505280.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228505342keavvhtt79fikxr/2who51228505280.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 36 ; 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')
 





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