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Stap 4

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Mon, 08 Dec 2008 10:09:00 -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/08/t1228756339n52dfrzu23k5u2i.htm/, Retrieved Mon, 08 Dec 2008 17:12:19 +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/08/t1228756339n52dfrzu23k5u2i.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 «
58.972 59.249 63.955 53.785 52.760 44.795 37.348 32.370 32.717 40.974 33.591 21.124 58.608 46.865 51.378 46.235 47.206 45.382 41.227 33.795 31.295 42.625 33.625 21.538 56.421 53.152 53.536 52.408 41.454 38.271 35.306 26.414 31.917 38.030 27.534 18.387 50.556 43.901 48.572 43.899 37.532 40.357 35.489 29.027 34.485 42.598 30.306 26.451 47.460 50.104 61.465 53.726 39.477 43.895 31.481 29.896 33.842 39.120 33.702 25.094
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.497375-3.40980.000672
20.0135550.09290.463178
3-0.041367-0.28360.388982
40.1322070.90640.184683
5-0.098484-0.67520.251437
60.1591881.09130.140344
7-0.163734-1.12250.133675
8-0.001041-0.00710.497167
90.1040570.71340.239569
10-0.216992-1.48760.071765
110.3832082.62710.005795
12-0.364199-2.49680.008047
130.0111320.07630.469745
140.032560.22320.412166
150.2255281.54610.064389
16-0.302837-2.07610.021688
170.1193380.81810.208703
18-0.042936-0.29440.384892
19-0.018365-0.12590.450173
200.0956990.65610.257487
21-0.060518-0.41490.340054
220.0780.53470.297674
23-0.087138-0.59740.276558
240.0384670.26370.396574
25-0.024828-0.17020.432786
260.118440.8120.210448
27-0.158413-1.0860.141504
280.0717780.49210.312475
290.0261110.1790.42935
30-0.015975-0.10950.456628
31-0.008358-0.05730.477275
320.0008020.00550.497817
330.0064970.04450.482331
34-0.053494-0.36670.357731
350.0559360.38350.351548
36-0.024616-0.16880.433355
370.0124440.08530.466189
38-0.018287-0.12540.450382
390.009280.06360.474771
400.0065720.04510.482128
410.0117820.08080.467982
42-0.017338-0.11890.452946
430.0016520.01130.495507
440.0036640.02510.490033
45-0.014616-0.10020.460304
460.0130150.08920.464639
47NANANA
48NANANA
49NANANA
50NANANA
51NANANA
52NANANA
53NANANA
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.497375-3.40980.000672
2-0.310685-2.12990.019221
3-0.275096-1.8860.032744
4-0.045313-0.31060.378721
5-0.062013-0.42510.336338
60.1786751.22490.113352
70.0472230.32370.373784
8-0.076925-0.52740.300208
90.0421290.28880.386993
10-0.306217-2.09930.020593
110.2668251.82930.036854
12-0.143468-0.98360.165182
13-0.245023-1.67980.049817
14-0.183321-1.25680.107521
150.0223310.15310.43949
16-0.034034-0.23330.408262
17-0.168871-1.15770.126414
180.0168630.11560.454229
19-0.160681-1.10160.138129
20-0.073125-0.50130.309242
210.0133950.09180.46361
220.0256550.17590.430572
230.1474891.01110.158564
24-0.021458-0.14710.441837
25-0.043672-0.29940.382978
26-0.182846-1.25350.108107
27-0.006665-0.04570.481874
28-0.025914-0.17770.429877
29-0.091665-0.62840.266385
300.0145880.10.460381
31-0.072477-0.49690.310796
32-0.009884-0.06780.47313
33-0.036848-0.25260.400832
34-0.022782-0.15620.438277
35-0.025786-0.17680.43022
36-0.052248-0.35820.360901
37-0.061909-0.42440.336596
38-0.034732-0.23810.406416
390.0613480.42060.33799
400.0315240.21610.414917
410.015860.10870.45694
42-0.019029-0.13050.448381
43-0.042098-0.28860.387075
44-0.091213-0.62530.267392
45-0.049252-0.33770.368565
46-0.044373-0.30420.381156
47NANANA
48NANANA
49NANANA
50NANANA
51NANANA
52NANANA
53NANANA
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228756339n52dfrzu23k5u2i/1qiw51228756135.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228756339n52dfrzu23k5u2i/1qiw51228756135.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228756339n52dfrzu23k5u2i/2ewlj1228756135.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228756339n52dfrzu23k5u2i/2ewlj1228756135.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -1.7 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -1.7 ; 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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