Home » date » 2008 » Dec » 06 »

ACF d=1 en D=0

*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: Sat, 06 Dec 2008 05:51:22 -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/06/t1228567947t0pzj2o5i2eykv6.htm/, Retrieved Sat, 06 Dec 2008 12:52:29 +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/06/t1228567947t0pzj2o5i2eykv6.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 «
92.66 94.2 94.37 94.45 94.62 94.37 93.43 94.79 94.88 94.79 94.62 94.71 93.77 95.73 95.99 95.82 95.47 95.82 94.71 96.33 96.5 96.16 96.33 96.33 95.05 96.84 96.92 97.44 97.78 97.69 96.67 98.29 98.2 98.71 98.54 98.2 96.92 99.06 99.65 99.82 99.99 100.33 99.31 101.1 101.1 100.93 100.85 100.93 99.6 101.88 101.81 102.38 102.74 102.82 101.72 103.47 102.98 102.68 102.9 103.03 101.29
 
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
1-0.374988-2.90460.00257
2-0.021437-0.16610.434337
3-0.02374-0.18390.427362
4-0.012962-0.10040.460179
5-0.42613-3.30080.000813
60.8243656.38550
7-0.372739-2.88720.002698
8-0.021694-0.1680.433557
9-0.051244-0.39690.346413
10-0.012512-0.09690.461556
11-0.372768-2.88740.002697
120.7498985.80870
13-0.28941-2.24180.014343
140.0200410.15520.438579
15-0.027472-0.21280.416103
16-0.028186-0.21830.413957
17-0.352895-2.73350.004111
180.6324674.89914e-06
19-0.276227-2.13960.01823
200.0027430.02120.491561
21-0.023872-0.18490.426961
22-0.052658-0.40790.342403
23-0.321786-2.49250.007731
240.5666364.38912.3e-05
25-0.201905-1.5640.061544
260.0405180.31390.377361
27-0.010535-0.08160.467618
28-0.045143-0.34970.363903
29-0.246434-1.90890.030532
300.4563123.53460.000397
31-0.193843-1.50150.069236
320.0135230.10470.458464
33-0.019165-0.14850.441242
34-0.052214-0.40440.34366
35-0.218648-1.69360.04776
360.377952.92760.00241
37-0.128901-0.99850.161032
380.030820.23870.406065
390.0181080.14030.444462
40-0.017586-0.13620.446052
41-0.160132-1.24040.109832
420.2688382.08240.020788
43-0.112811-0.87380.192847
440.0096960.07510.47019
450.0139540.10810.457145
46-0.024038-0.18620.426458
47-0.138668-1.07410.143536
480.1746341.35270.090612
49-0.045285-0.35080.363494
500.0135230.10470.458463
510.0332180.25730.398913
52-0.0022-0.0170.493231
53-0.08224-0.6370.263266
540.0879160.6810.249247
55-0.004235-0.03280.48697
56-0.014526-0.11250.455395
570.0037370.02890.488502
58-0.002316-0.01790.492874
59-0.055349-0.42870.334827
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.374988-2.90460.00257
2-0.188569-1.46070.074664
3-0.125485-0.9720.167476
4-0.093655-0.72540.235499
5-0.590471-4.57381.2e-05
60.6716135.20231e-06
7-0.219696-1.70180.046989
8-0.06588-0.51030.305856
9-0.214593-1.66220.050842
10-0.187479-1.45220.075827
110.0968120.74990.228121
120.0523280.40530.343339
130.1666561.29090.100844
140.0214020.16580.434445
150.0735670.56980.285455
16-0.07838-0.60710.273027
17-0.030646-0.23740.406586
18-0.058662-0.45440.325592
19-0.083931-0.65010.259046
20-0.048002-0.37180.355668
21-0.035807-0.27740.391229
22-0.059859-0.46370.322282
23-0.065353-0.50620.307279
24-0.03052-0.23640.406961
250.0319630.24760.402651
260.0503790.39020.348873
27-0.092271-0.71470.238775
280.0076550.05930.476458
290.1408311.09090.139845
30-0.09159-0.70950.240395
31-0.021971-0.17020.432717
32-0.176808-1.36960.087966
330.0037380.0290.488497
340.0669870.51890.302878
35-0.104814-0.81190.210033
360.0152780.11830.453096
37-0.001492-0.01160.49541
380.0370130.28670.387665
390.0470720.36460.358339
400.0441170.34170.366874
410.0869090.67320.251703
42-0.151042-1.170.12332
43-0.01925-0.14910.440984
44-0.027404-0.21230.416308
450.0598490.46360.32231
460.0770290.59670.276489
47-0.074921-0.58030.28193
480.0008840.00680.497281
490.1208550.93610.176477
50-0.037693-0.2920.385659
510.0381020.29510.384455
52-0.010191-0.07890.468673
530.0342030.26490.395983
54-0.026198-0.20290.419938
55-0.022866-0.17710.430004
560.0682650.52880.299454
57-0.073168-0.56680.286498
580.0441180.34170.36687
59-0.019403-0.15030.440517
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228567947t0pzj2o5i2eykv6/1k8hw1228567881.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228567947t0pzj2o5i2eykv6/1k8hw1228567881.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228567947t0pzj2o5i2eykv6/2vyq71228567881.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228567947t0pzj2o5i2eykv6/2vyq71228567881.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -1.2 ; par3 = 1 ; par4 = 0 ; par5 = 6 ;
 
Parameters (R input):
par1 = 60 ; par2 = -1.2 ; par3 = 1 ; par4 = 0 ; par5 = 6 ;
 
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