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*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 07:56:38 -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/t1228575440mc28goqfwn919km.htm/, Retrieved Sat, 06 Dec 2008 14:57:22 +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/t1228575440mc28goqfwn919km.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 «
9 8,8 8,7 8,7 8,6 8,6 8,5 8,5 8,3 8,2 8,1 7,8 7,5 7,4 7,3 7,7 7,7 7,6 7,3 7,2 7,5 8 8,1 8,4 8,6 8,7 8,6 8,4 8,4 8,5 8,9 8,8 8,7 8,6 8,6 8,6 8,8 8,8 8,8 8,8 8,7 8,7 8,9 8,9 9 8,9 9 9,1 9,3 9,4 9,4 9,2 9,2 9,4 9,9 10 9,9 9,6 9,5 9,6 9,5 9,6 9,6 9,5 9,5 9,5 9,5 9,4 9,5 9,5 9,5 9,5 9,5 9,4 9,3 9,2 9,3 9,4 9,5 9,6 9,5 9,3 9,1 9 9 8,9 9 9,2 9 8,7 8,3 8 7,7 7,9 7,9 7,8 7,7 7,5 7,3 7,2 7,1 7,1
 
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
10.9499859.59440
20.8787788.87520
30.8070348.15060
40.7492887.56740
50.7048247.11840
60.6625716.69160
70.6092176.15280
80.5462265.51660
90.4733234.78033e-06
100.3904773.94367.4e-05
110.3146783.17810.000981
120.2553522.57890.005669
130.2159332.18080.015748
140.1914391.93340.027977
150.1743181.76050.040658
160.1452631.46710.072715
170.1106251.11730.133254
180.0759880.76740.222295
190.040540.40940.34154
200.0120750.1220.451589
21-0.006026-0.06090.475795
22-0.015848-0.16010.436576
23-0.020772-0.20980.417125
24-0.034945-0.35290.362437
25-0.060008-0.6060.272915
26-0.096172-0.97130.166851
27-0.135444-1.36790.087173
28-0.166868-1.68530.047495
29-0.190204-1.9210.028764
30-0.210791-2.12890.017836
31-0.231788-2.34090.01059
32-0.255682-2.58230.005618
33-0.286053-2.8890.00236
34-0.324335-3.27560.00072
35-0.367304-3.70960.000169
36-0.399139-4.03115.4e-05
37-0.415333-4.19472.9e-05
38-0.421143-4.25332.3e-05
39-0.426594-4.30841.9e-05
40-0.436489-4.40831.3e-05
41-0.448566-4.53038e-06
42-0.459957-4.64535e-06
43-0.459078-4.63655e-06
44-0.452321-4.56827e-06
45-0.437981-4.42341.2e-05
46-0.41176-4.15863.3e-05
47-0.380642-3.84430.000105
48-0.352388-3.55890.000283
49-0.338374-3.41740.000455
50-0.331555-3.34850.00057
51-0.32187-3.25070.00078
52-0.303591-3.06610.001388
53-0.280119-2.82910.002811
54-0.256078-2.58630.005557
55-0.238926-2.4130.008802
56-0.226966-2.29220.011973
57-0.221158-2.23360.013847
58-0.215413-2.17560.015949
59-0.210984-2.13080.017753
60-0.202942-2.04960.021484


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9499859.59440
2-0.242938-2.45360.00792
30.0020110.02030.491919
40.1049891.06030.145748
50.0501090.50610.306947
6-0.049633-0.50130.308633
7-0.131982-1.33290.092759
8-0.066501-0.67160.25167
9-0.108983-1.10070.136815
10-0.152504-1.54020.063303
110.02410.24340.404094
120.0707430.71450.238285
130.0926590.93580.175791
140.0758170.76570.222807
150.0737230.74460.229122
16-0.099469-1.00460.158737
17-0.0029-0.02930.488347
18-0.011914-0.12030.452232
19-0.110942-1.12050.132574
20-0.044503-0.44950.327027
210.0001560.00160.499374
220.0174040.17580.43041
230.0212220.21430.415356
24-0.082141-0.82960.204356
25-0.007989-0.08070.467927
26-0.083471-0.8430.200596
27-0.063651-0.64280.260886
280.010460.10560.458038
29-0.041275-0.41690.338831
30-0.070107-0.7080.240265
31-0.016367-0.16530.434516
32-0.011622-0.11740.453397
33-0.055727-0.56280.287397
34-0.081402-0.82210.206464
35-0.072935-0.73660.231526
360.0484920.48970.312683
370.0180.18180.428054
38-0.038765-0.39150.348119
39-0.032061-0.32380.373375
40-0.034182-0.34520.365319
41-0.000767-0.00770.496917
42-0.012769-0.1290.448822
430.0657530.66410.254071
44-0.049042-0.49530.310726
45-0.002546-0.02570.489769
460.0707890.71490.238142
470.0040830.04120.483595
48-0.030387-0.30690.379776
49-0.123079-1.2430.108352
500.0012240.01240.495082
51-0.001974-0.01990.492066
52-0.02993-0.30230.381527
53-0.010262-0.10360.458828
54-0.01622-0.16380.435101
55-0.049649-0.50140.308573
560.0053880.05440.478354
57-0.00718-0.07250.471168
580.0315320.31850.375396
59-0.042176-0.4260.33552
600.0050750.05130.479613
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575440mc28goqfwn919km/1dtr21228575396.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575440mc28goqfwn919km/1dtr21228575396.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575440mc28goqfwn919km/262nk1228575396.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228575440mc28goqfwn919km/262nk1228575396.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')
 





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