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s2 ACF

*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 11:25:03 -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/t1228674343wmnem7pud01lc2v.htm/, Retrieved Sun, 07 Dec 2008 18:25:52 +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/t1228674343wmnem7pud01lc2v.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
10.3136962.40950.009555
2-0.118401-0.90950.183405
3-0.32316-2.48220.007961
4-0.29323-2.25230.014018
5-0.089621-0.68840.246951
6-0.014795-0.11360.454953
7-0.059196-0.45470.325499
8-0.224041-1.72090.045256
9-0.239818-1.84210.035245
10-0.083722-0.64310.261332
110.2737882.1030.01987
120.7787275.98150
130.2306111.77140.040833
14-0.097428-0.74840.228609
15-0.262304-2.01480.024245
16-0.230594-1.77120.040844
17-0.063417-0.48710.31399
18-0.013455-0.10340.459017
19-0.058195-0.4470.328255
20-0.173632-1.33370.093716
21-0.17377-1.33480.093542
22-0.042439-0.3260.372797
230.2048881.57380.060443
240.5694664.37422.5e-05
250.1630391.25230.107696
26-0.088081-0.67660.250663
27-0.216898-1.6660.050505
28-0.160301-1.23130.111549
29-0.029157-0.2240.411781
300.0059430.04560.481873
31-0.034936-0.26830.394684
32-0.111883-0.85940.196802
33-0.105558-0.81080.210368
34-0.047118-0.36190.359354
350.1336221.02640.154454
360.3755742.88480.00273
370.0969810.74490.229638
38-0.079518-0.61080.271843
39-0.132381-1.01680.156691
40-0.093238-0.71620.238355
41-0.005232-0.04020.484039
420.0115770.08890.464722
43-0.009379-0.0720.471405
44-0.058222-0.44720.328181
45-0.058399-0.44860.327693
46-0.031741-0.24380.404113
470.0746810.57360.284197
480.1835161.40960.081952
490.0421340.32360.37368
50-0.035971-0.27630.391642
51-0.067459-0.51820.30314
52-0.047367-0.36380.358643
53-0.007754-0.05960.476355
540.0067580.05190.479387
550.0094520.07260.471184
560.0055630.04270.483031
570.0015860.01220.495161
580.0002110.00160.499357
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3136962.40950.009555
2-0.24047-1.84710.034876
3-0.237388-1.82340.036654
4-0.160921-1.23610.110668
5-0.038826-0.29820.383287
6-0.139363-1.07050.144384
7-0.195079-1.49840.069676
8-0.352158-2.7050.004457
9-0.358298-2.75210.003927
10-0.407681-3.13150.001353
11-0.239239-1.83760.035577
120.5226864.01488.5e-05
13-0.354973-2.72660.004206
140.0075230.05780.477057
150.0524110.40260.344357
160.0356750.2740.392513
17-0.005671-0.04360.4827
180.0035060.02690.489304
19-0.007054-0.05420.478487
200.0521120.40030.345197
210.0214020.16440.434992
220.0622830.47840.317066
23-0.097145-0.74620.229259
24-0.034583-0.26560.395724
250.0121630.09340.462942
26-0.099674-0.76560.22348
27-0.107338-0.82450.206494
28-0.023197-0.17820.429595
29-0.093135-0.71540.238596
30-0.049169-0.37770.353514
31-0.034613-0.26590.395635
320.0101770.07820.468979
330.0198170.15220.439767
34-0.10172-0.78130.218868
350.0470920.36170.359427
36-0.11398-0.87550.192427
37-0.045204-0.34720.364832
38-0.058932-0.45270.326224
390.0490850.3770.353752
40-0.116745-0.89670.186752
41-0.028018-0.21520.415172
42-0.058472-0.44910.327492
430.0208190.15990.436748
44-0.062981-0.48380.315172
45-0.002653-0.02040.491905
460.0476830.36630.35774
47-0.031245-0.240.405583
48-0.152245-1.16940.123469
490.0934030.71740.237965
500.0341940.26260.396869
51-0.098112-0.75360.22704
52-0.004924-0.03780.484979
53-0.04613-0.35430.362176
54-0.044377-0.34090.367207
55-0.058633-0.45040.327048
560.06590.50620.307306
57-0.008385-0.06440.474432
580.0441190.33890.367949
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228674343wmnem7pud01lc2v/1exsf1228674302.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228674343wmnem7pud01lc2v/1exsf1228674302.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228674343wmnem7pud01lc2v/22lf31228674302.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228674343wmnem7pud01lc2v/22lf31228674302.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 1 ; par3 = 1 ; 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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