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step223

*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 12:02:36 -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/t1228762987s6bl3w1ghm9x75e.htm/, Retrieved Mon, 08 Dec 2008 19:03:09 +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/t1228762987s6bl3w1ghm9x75e.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 «
97.8 107.4 117.5 105.6 97.4 99.5 98 104.3 100.6 101.1 103.9 96.9 95.5 108.4 117 103.8 100.8 110.6 104 112.6 107.3 98.9 109.8 104.9 102.2 123.9 124.9 112.7 121.9 100.6 104.3 120.4 107.5 102.9 125.6 107.5 108.8 128.4 121.1 119.5 128.7 108.7 105.5 119.8 111.3 110.6 120.1 97.5 107.7 127.3 117.2 119.8 116.2 111 112.4 130.6 109.1 118.8 123.9 101.6 112.8 128 129.6 125.8 119.5 115.7 113.6 129.7 112 116.8 127 112.1 114.2 121.1 131.6 125 120.4 117.7 117.5 120.6 127.5 112.3 124.5 115.2 105.4
 
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
10.0494470.42250.33696
20.0753380.64370.260898
30.2559442.18680.015982
4-0.079086-0.67570.250679
50.0695570.59430.277076
60.2024071.72940.043985
7-0.123561-1.05570.147292
80.0982890.83980.201887
90.2458972.10090.01955
10-0.142219-1.21510.114117
11-0.061772-0.52780.299626
12-0.123248-1.0530.1479
13-0.217966-1.86230.033292
140.0675230.57690.282885
15-0.044216-0.37780.353344
16-0.115137-0.98370.164249
170.1748721.49410.069729
18-0.003031-0.02590.489706
19-0.213824-1.82690.0359
20-0.008931-0.07630.469693
21-0.005941-0.05080.479829
22-0.156868-1.34030.092155
230.1479191.26380.105158
24-0.247278-2.11270.019021
25-0.096518-0.82470.206128
260.0466570.39860.345662
27-0.001879-0.01610.493619
28-0.102246-0.87360.192603
290.0396620.33890.367838
30-0.021062-0.180.428844
310.0707440.60440.273714
320.1427291.21950.113295
33-0.130517-1.11510.134225
340.0590940.50490.307574
350.152311.30130.098617
360.0496510.42420.336327
370.1919121.63970.052685
380.0979220.83660.202761
39-0.053597-0.45790.32418
400.0580390.49590.310732
41-0.030447-0.26010.397744
42-0.132819-1.13480.130085
430.0342520.29260.38531
440.0420380.35920.360252
45-0.118225-1.01010.157888
460.1024320.87520.192173
47-0.07525-0.64290.261139
48-0.137266-1.17280.122345
49-0.014765-0.12620.449978
50-0.108175-0.92420.179201
51-0.161833-1.38270.085486
520.1134330.96920.16783
53-0.045164-0.38590.350353
54-0.052123-0.44530.328697
550.0652680.55770.289394
56-0.164596-1.40630.081938
57-0.060191-0.51430.304309
58-0.006134-0.05240.479173
59-0.111205-0.95010.17259
600.0005680.00490.498069


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0494470.42250.33696
20.0730720.62430.267181
30.2508272.14310.017721
4-0.110957-0.9480.173125
50.0465880.39810.345877
60.1579721.34970.09064
7-0.114228-0.9760.166153
80.0581640.4970.310357
90.2068681.76750.040664
10-0.120288-1.02770.153732
11-0.18138-1.54970.062768
12-0.210512-1.79860.038107
13-0.080539-0.68810.246777
140.0934760.79870.21354
15-0.016977-0.14510.442534
160.006810.05820.476881
170.1751751.49670.069392
180.0307250.26250.396831
19-0.225262-1.92460.029086
20-0.072064-0.61570.269998
210.2359372.01580.023749
22-0.106049-0.90610.183937
23-0.074847-0.63950.262253
24-0.336588-2.87580.002639
250.0120410.10290.45917
26-0.069125-0.59060.278305
270.2091171.78670.039069
280.0736430.62920.26559
290.1489891.2730.103535
300.0007670.00660.497394
31-0.020706-0.17690.430034
320.0532520.4550.325234
330.0145940.12470.450554
340.0283370.24210.404686
350.011950.10210.459478
36-0.008424-0.0720.471411
370.0465950.39810.345855
38-0.075292-0.64330.261025
39-0.07632-0.65210.258199
40-0.050083-0.42790.33499
410.026370.22530.411184
420.0041170.03520.486017
43-0.025575-0.21850.41382
44-0.032477-0.27750.391098
45-0.072739-0.62150.26811
460.0384250.32830.371811
470.0888870.75940.225015
48-0.151654-1.29570.099574
490.0300380.25660.399089
50-0.035879-0.30650.380031
51-0.040253-0.34390.365948
52-0.068765-0.58750.279332
53-0.030579-0.26130.39731
540.0322240.27530.391922
550.0324820.27750.391081
56-0.009678-0.08270.467164
57-0.022632-0.19340.423604
58-0.070032-0.59840.275728
590.0398470.34040.367248
600.0393470.33620.368848
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228762987s6bl3w1ghm9x75e/1i5mt1228762955.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228762987s6bl3w1ghm9x75e/1i5mt1228762955.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228762987s6bl3w1ghm9x75e/2finy1228762955.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228762987s6bl3w1ghm9x75e/2finy1228762955.ps (open in new window)


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