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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 11:22:51 -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/t1228587810i1c62cpt2g8dhh2.htm/, Retrieved Sat, 06 Dec 2008 18:23:32 +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/t1228587810i1c62cpt2g8dhh2.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 «
2648.9 2669.6 3042.3 2604.2 2732.1 2621.7 2483.7 2479.3 2684.6 2834.7 2566.1 2251.2 2350 2299.8 2542.8 2530.2 2508.1 2616.8 2534.1 2181.8 2578.9 2841.9 2529.9 2103.2 2326.2 2452.6 2782.1 2727.3 2648.2 2760.7 2613 2225.4 2713.9 2923.3 2707 2473.9 2521 2531.8 3068.8 2826.9 2674.2 2966.6 2798.8 2629.6 3124.6 3115.7 3083 2863.9 2728.7 2789.4 3225.7 3148.2 2836.5 3153.5 2656.9 2834.7 3172.5 2998.8 3103.1 2735.6 2818.1 2874.4 3438.5 2949.1 3306.8 3530 3003.8 3206.4 3514.6 3522.6 3525.5 2996.2 3231.1 3030 3541.7 3113.2 3390.8 3424.2 3079.8 3123.4 3317.1 3579.9 3317.9 2668.1 3609.2 3535.2 3644.7 3925.7 3663.2 3905.3 3990 3695.8
 
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
1-0.449656-3.99667.2e-05
2-0.117433-1.04380.149888
30.2992912.66020.004727
4-0.198313-1.76260.040914
50.0079890.0710.471784
60.1762991.5670.060558
7-0.198396-1.76340.040851
8-0.075577-0.67170.251854
90.2946942.61930.00528
10-0.203844-1.81180.036908
11-0.00504-0.04480.482191
120.0367140.32630.372521
13-0.118145-1.05010.148439
140.0479950.42660.33542
150.0357560.31780.375737
16-0.188857-1.67860.048591
170.1607931.42920.07845
180.0762840.6780.249867
19-0.199247-1.77090.040213
200.1883471.67410.049036
210.0392270.34870.364139
22-0.216762-1.92660.028812
230.3087462.74420.003752
24-0.229651-2.04120.022286
250.0007430.00660.497374
260.2467132.19280.015631
27-0.147259-1.30890.097187
28-0.122509-1.08890.139758
290.2075751.8450.034395
30-0.110852-0.98530.163749
31-0.031765-0.28230.389212
320.092850.82530.205853
33-0.181861-1.61640.054996
340.0966210.85880.196529
350.0602150.53520.297007
36-0.121311-1.07820.142106


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.449656-3.99667.2e-05
2-0.400626-3.56080.000315
30.067470.59970.275216
4-0.044439-0.3950.346961
5-0.021353-0.18980.424981
60.1217611.08220.14122
7-0.030465-0.27080.393633
8-0.221987-1.97310.025993
90.0942350.83760.202397
100.0290950.25860.398309
110.0138340.1230.451227
12-0.151818-1.34940.090534
13-0.156863-1.39420.083579
14-0.128828-1.1450.127823
15-0.094335-0.83850.202149
16-0.227133-2.01880.02345
170.0089060.07920.468553
180.1189041.05680.146903
19-0.035894-0.3190.375271
200.0385850.34290.366274
210.2004311.78150.03934
22-0.023748-0.21110.416686
230.176611.56970.060236
24-0.164434-1.46150.07392
250.0154960.13770.445401
260.0700550.62270.267651
270.0541760.48150.315738
28-0.167703-1.49060.070028
29-0.022933-0.20380.419505
30-0.060265-0.53570.296852
310.0713420.63410.263924
32-0.095222-0.84630.199957
330.0258160.22950.409554
340.0771890.68610.247338
350.0482710.4290.334529
36-0.084375-0.74990.227759
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228587810i1c62cpt2g8dhh2/16mo61228587769.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228587810i1c62cpt2g8dhh2/16mo61228587769.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228587810i1c62cpt2g8dhh2/25tv51228587769.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t1228587810i1c62cpt2g8dhh2/25tv51228587769.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = -0.1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 36 ; par2 = -0.1 ; par3 = 1 ; par4 = 1 ; 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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