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s2

*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: Sun, 07 Dec 2008 11:12:59 -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/07/t1228673697vfxp7racv0yyqcf.htm/, Retrieved Sun, 07 Dec 2008 18:15:00 +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/07/t1228673697vfxp7racv0yyqcf.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 «
137 136 133 126 120 114 116 153 162 161 149 139 135 130 127 122 117 112 113 149 157 157 147 137 132 125 123 117 114 111 112 144 150 149 134 123 116 117 111 105 102 95 93 124 130 124 115 106 105 105 101 95 93 84 87 116 120 117 109 105
 
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
10.8119546.28940
20.5170414.0058.7e-05
30.2718732.10590.019702
40.1471471.13980.12945
50.1259490.97560.166591
60.1155880.89530.187091
70.1057120.81880.208058
80.0975720.75580.226366
90.1618881.2540.107357
100.3143752.43510.008938
110.506363.92220.000114
120.6079224.70898e-06
130.4386853.3980.000605
140.1986991.53910.064517
150.0020840.01610.493587
16-0.094136-0.72920.234366
17-0.111026-0.860.196606
18-0.12856-0.99580.161668
19-0.141098-1.09290.139395
20-0.153063-1.18560.120223
21-0.108561-0.84090.201869
220.0004430.00340.498637
230.1349451.04530.150043
240.2025551.5690.060956
250.0787960.61040.271966
26-0.088552-0.68590.247703
27-0.210966-1.63410.053734
28-0.251908-1.95130.027849
29-0.239124-1.85220.034456
30-0.24084-1.86550.033499
31-0.246576-1.910.03046
32-0.260251-2.01590.024148
33-0.237478-1.83950.035396
34-0.173139-1.34110.092467
35-0.08123-0.62920.265801
36-0.023332-0.18070.428596
37-0.088436-0.6850.247985
38-0.179766-1.39250.084461
39-0.230262-1.78360.039773
40-0.229467-1.77740.040282
41-0.199875-1.54820.063414
42-0.193527-1.49910.069552
43-0.19082-1.47810.072307
44-0.202287-1.56690.061197
45-0.194029-1.50290.06905
46-0.157658-1.22120.113391
47-0.101879-0.78920.216566
48-0.062065-0.48080.316221
49-0.082512-0.63910.262584
50-0.109067-0.84480.200781
51-0.109581-0.84880.19968
52-0.08056-0.6240.267493
53-0.040177-0.31120.378361
54-0.021444-0.16610.434317
55-0.008805-0.06820.472925
56-0.01467-0.11360.454953
57-0.020847-0.16150.436128
58-0.020174-0.15630.438173
59-0.011842-0.09170.463609
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8119546.28940
2-0.417423-3.23330.000995
30.0559730.43360.33308
40.112610.87230.193269
50.06620.51280.304992
6-0.099239-0.76870.222542
70.0731010.56620.286672
80.0324750.25160.401124
90.2589612.00590.024691
100.2487841.92710.029355
110.2637642.04310.022721
12-0.015499-0.12010.452422
13-0.569253-4.40942.2e-05
140.2124591.64570.052527
15-0.071896-0.55690.289833
16-0.107918-0.83590.203256
17-0.106242-0.82290.206898
18-0.054869-0.4250.336174
19-0.002099-0.01630.493542
20-0.069567-0.53890.295987
21-0.026711-0.20690.418392
22-0.051341-0.39770.346138
23-0.047659-0.36920.356652
240.0320840.24850.402291
25-0.028836-0.22340.412005
26-0.004953-0.03840.48476
270.051120.3960.346764
28-0.003601-0.02790.488919
29-0.003645-0.02820.488786
30-0.012966-0.10040.460167
31-0.027998-0.21690.414523
32-0.043035-0.33330.370018
33-0.070449-0.54570.29365
34-0.068722-0.53230.298235
350.0184510.14290.443415
360.0011530.00890.496452
370.0158170.12250.451449
38-0.034227-0.26510.395913
390.0497740.38550.350599
40-0.054341-0.42090.337659
410.010420.08070.46797
42-0.004859-0.03760.48505
430.0296630.22980.409525
44-0.055783-0.43210.333612
450.0008340.00650.497433
460.0094260.0730.471019
47-0.07007-0.54280.294653
48-0.026883-0.20820.417874
490.1102080.85370.198341
50-0.025002-0.19370.423548
51-0.064118-0.49670.310624
520.0655650.50790.306704
530.0368450.28540.388161
540.0322380.24970.40183
55-0.004079-0.03160.48745
560.0422060.32690.372431
57-0.0398-0.30830.379464
58-0.041887-0.32450.373361
59-0.011698-0.09060.46405
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228673697vfxp7racv0yyqcf/14mvp1228673578.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228673697vfxp7racv0yyqcf/14mvp1228673578.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228673697vfxp7racv0yyqcf/29iy81228673578.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228673697vfxp7racv0yyqcf/29iy81228673578.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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