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ACF stationaire reeks

*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 12:04:47 -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/t1228676738yk6pixlezaevc24.htm/, Retrieved Sun, 07 Dec 2008 19:05:41 +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/t1228676738yk6pixlezaevc24.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

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Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
206010 198112 194519 185705 180173 176142 203401 221902 197378 185001 176356 180449 180144 173666 165688 161570 156145 153730 182698 200765 176512 166618 158644 159585 163095 159044 155511 153745 150569 150605 179612 194690 189917 184128 175335 179566 181140 177876 175041 169292 166070 166972 206348 215706 202108 195411 193111 195198 198770 194163 190420 189733 186029 191531 232571 243477 227247 217859 208679 213188 216234 213586 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580 208795 197922 194596 194581 185686 178106 172608 167302 168053 202300 202388 182516 173476 166444 171297 169701 164182 161914 159612 151001 158114 186530 187069 174330 169362
 
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
1-0.126187-1.2930.099418
20.1268661.30.098226
3-0.077559-0.79470.214278
40.1208281.23810.109217
50.0885580.90750.183122
60.0565870.57980.281632
70.0624170.63960.261918
8-0.015683-0.16070.436317
90.1486591.52330.065345
10-0.016136-0.16530.434494
110.1190511.21990.112615
12-0.319633-3.27530.000715
130.0936580.95970.169703
140.1268671.30.098224
150.0041650.04270.483019
160.0089520.09170.463542
17-0.066699-0.68350.247909
180.0562850.57680.28267
190.0282760.28970.386292
200.0545340.55880.288743
210.0665460.68190.248402
22-0.038354-0.3930.347556
23-0.025438-0.26070.397431
24-0.117857-1.20770.114943
250.0115990.11890.452807
26-0.176726-1.81090.036508
270.1069781.09620.13775
28-0.064261-0.65850.255836
29-0.002605-0.02670.489379
30-0.113524-1.16330.123677
31-0.074501-0.76340.223465
32-0.030701-0.31460.376848
33-0.019526-0.20010.420903
34-0.007676-0.07870.46873
350.0667970.68450.247596
360.0476330.48810.313252
370.0251440.25760.398591
38-0.044919-0.46030.323134
39-0.045247-0.46360.321933
40-0.031322-0.3210.37444
410.0801380.82120.206705
42-0.03556-0.36440.358153
430.0297930.30530.380377
44-0.085392-0.8750.191782
45-0.038174-0.39120.348235
460.0155480.15930.436861
47-0.109227-1.11920.132795
48-0.02911-0.29830.383034
49-0.084101-0.86180.195388
500.0887410.90930.182631
51-0.1038-1.06360.144967
52-0.058608-0.60050.274717
53-0.111332-1.14080.128271
540.1039351.0650.144657
55-0.022787-0.23350.407917
560.0420910.43130.333567
57-0.06149-0.63010.265005
58-0.136964-1.40350.081715
59-0.021758-0.2230.412004
600.0616380.63160.264509


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.126187-1.2930.099418
20.1127381.15520.125312
3-0.050567-0.51820.302721
40.0955760.97940.164826
50.130711.33940.09167
60.0560550.57440.283464
70.0685590.70250.241953
8-0.010658-0.10920.456621
90.122151.25170.106736
100.0025540.02620.489586
110.0692750.70990.239683
12-0.318704-3.26570.000737
13-0.031426-0.3220.374038
140.2025882.07590.020173
15-0.045512-0.46640.320963
160.0035870.03680.485374
170.0039030.040.484087
180.0298710.30610.380071
190.0656050.67230.25145
200.0132410.13570.446166
210.1551641.590.057426
22-0.044391-0.45490.325072
23-0.072397-0.74180.229919
24-0.293344-3.00590.001656
25-0.083704-0.85770.196502
26-0.068254-0.69940.242926
270.0341910.35030.363389
28-0.006871-0.07040.472003
29-0.030833-0.31590.376335
30-0.050638-0.51890.302466
31-0.01648-0.16890.433112
320.0167560.17170.432001
330.1719611.76210.040483
340.0127810.1310.448025
350.1226211.25650.105863
36-0.04355-0.44630.328165
370.0679180.6960.243999
38-0.095442-0.9780.165163
39-0.027702-0.28390.388537
40-0.061765-0.63290.264085
410.002460.02520.48997
42-0.121659-1.24660.107653
43-0.00017-0.00170.499307
44-0.042783-0.43840.331
450.0758280.7770.21945
460.0092830.09510.462201
47-0.004215-0.04320.482814
48-0.109837-1.12550.131473
49-0.007629-0.07820.468919
500.0080280.08230.467299
51-0.028144-0.28840.38681
52-0.160238-1.6420.051796
53-0.05606-0.57440.283447
54-0.0094-0.09630.461723
55-0.006966-0.07140.471616
56-0.017753-0.18190.428
570.0293820.30110.381976
58-0.121893-1.2490.107216
59-0.020324-0.20830.417715
600.1009811.03470.151582
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228676738yk6pixlezaevc24/1fv6v1228676686.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228676738yk6pixlezaevc24/1fv6v1228676686.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228676738yk6pixlezaevc24/2hqex1228676686.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228676738yk6pixlezaevc24/2hqex1228676686.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 0.5 ; 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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