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S2 - ACF - d1D1

*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: Mon, 08 Dec 2008 11:59:57 -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/t12287628634wt4zocurjqb5r0.htm/, Retrieved Mon, 08 Dec 2008 19:01:05 +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/t12287628634wt4zocurjqb5r0.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 «
14897 13063 12604 13630 14421 13978 12928 13430 13470 14786 14292 14309 14013 13241 12153 14290 15669 14170 14570 14469 14265 15321 14434 13692 14194 13519 11858 14616 15643 14077 14888 14160 14643 17193 15386 14287 17527 14497 14398 16630 16671 16615 16869 15664 16360 18448 16889 16505 18321 15052 15700 18135 16769 18883 19021 18102 17776 21490 17065 18690 18953 16399 16896 18553 19270 19422 17579 18637 18077 20439 18075 19563 19899 19228 17790 19221 22059 21231 19504 23913 23166 23574 25002 22604 23409
 
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
1-0.550623-4.67227e-06
2-0.031987-0.27140.393424
30.3705363.14410.00121
4-0.248246-2.10640.019326
5-0.132678-1.12580.131992
60.3098812.62940.005225
7-0.257675-2.18640.016017
80.0052790.04480.482198
90.2651322.24970.013762
10-0.264129-2.24120.014048
110.0536770.45550.325072
120.1183051.00390.159406
13-0.254902-2.16290.016935
140.0992840.84250.201162
150.0883350.74960.227984
16-0.211654-1.79590.038349
170.1278431.08480.140818
180.128251.08820.140061
19-0.194803-1.6530.051346
200.1162810.98670.163553
210.0455370.38640.350172
22-0.227109-1.92710.028958
230.3491082.96230.002068
24-0.303857-2.57830.005987
250.0905930.76870.22229
260.1345091.14140.128753
27-0.121884-1.03420.152247
28-0.0483-0.40980.341571
290.2095421.7780.039811
30-0.246411-2.09090.020035
310.0448210.38030.352415
320.1275171.0820.141428
33-0.179463-1.52280.066095
34-0.001049-0.00890.496462
350.1745461.48110.071475
36-0.18949-1.60790.05612
370.0926720.78640.217121
380.054280.46060.323244
39-0.103255-0.87610.191932
400.0624790.53020.298818
410.0837350.71050.23984
42-0.189351-1.60670.056249
430.1339481.13660.129741
440.0800640.67940.249541
45-0.241861-2.05230.021891
460.2869312.43470.008692
47-0.143046-1.21380.114397
48-0.047912-0.40650.342773
490.1306631.10870.135621
50-0.107861-0.91520.181564
51-0.040401-0.34280.366367
520.0999660.84820.199557
53-0.089428-0.75880.225217
54-0.002576-0.02190.491311
550.096630.81990.207481
56-0.10998-0.93320.176914
570.0278940.23670.406786
580.0532590.45190.326342
59-0.093155-0.79040.215932
600.0394460.33470.36941


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.550623-4.67227e-06
2-0.481006-4.08155.7e-05
30.1486171.26110.105679
40.1866321.58360.058831
5-0.205444-1.74320.04278
6-0.086488-0.73390.232704
7-0.111127-0.94290.174432
8-0.054097-0.4590.323798
90.2036311.72790.04415
100.073510.62380.267381
11-0.067693-0.57440.283746
12-0.172389-1.46280.073942
13-0.290556-2.46540.008034
14-0.164467-1.39550.08357
150.0388150.32940.371422
160.0235010.19940.421252
17-0.110625-0.93870.175516
18-0.024132-0.20480.419166
190.0679640.57670.282971
200.0852490.72340.235902
210.040450.34320.366212
22-0.222572-1.88860.031488
230.2644042.24350.013969
24-0.051718-0.43880.331046
25-0.053378-0.45290.325981
26-0.107868-0.91530.181548
27-0.023845-0.20230.420114
28-0.015019-0.12740.449472
290.0290440.24640.403018
30-0.044518-0.37770.353365
31-0.093609-0.79430.214817
32-0.136135-1.15510.125925
330.0097410.08270.467176
34-0.098254-0.83370.203599
35-0.012686-0.10760.457287
36-0.06887-0.58440.280396
370.008970.07610.469769
38-0.000679-0.00580.497708
390.1042910.88490.189567
400.0601970.51080.305532
41-0.004206-0.03570.485814
42-0.090988-0.77210.221302
43-0.049572-0.42060.337639
440.0917990.77890.219284
45-0.06712-0.56950.285383
460.0010040.00850.496613
47-0.016175-0.13720.445608
48-0.067356-0.57150.28471
490.0217350.18440.427099
50-0.119011-1.00980.157976
510.0474420.40260.344234
52-0.038318-0.32510.373009
530.0339120.28780.38718
54-0.056105-0.47610.317735
55-0.066989-0.56840.28576
56-0.030211-0.25640.399206
570.0389820.33080.370888
58-0.121633-1.03210.152742
59-0.01473-0.1250.450442
60-0.039123-0.3320.370439
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287628634wt4zocurjqb5r0/13pvv1228762796.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287628634wt4zocurjqb5r0/13pvv1228762796.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287628634wt4zocurjqb5r0/2746o1228762796.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t12287628634wt4zocurjqb5r0/2746o1228762796.ps (open in new window)


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