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step43

*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 12:29:38 -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/t1228764629ykn18wxgnbyscmt.htm/, Retrieved Mon, 08 Dec 2008 19:30:29 +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/t1228764629ykn18wxgnbyscmt.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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0702310.60010.275164
20.0660540.56440.287119
30.2601012.22230.014681
4-0.069934-0.59750.276006
50.0822810.7030.242143
60.1852711.5830.058878
7-0.122086-1.04310.150172
80.1086320.92820.178194
90.2514312.14820.017507
10-0.129002-1.10220.137
11-0.044564-0.38080.352245
12-0.123261-1.05310.147875
13-0.215744-1.84330.034671
140.071980.6150.270235
15-0.050639-0.43270.33327
16-0.107029-0.91450.181743
170.1979311.69110.04754
180.0231370.19770.42192
19-0.212359-1.81440.036863
20-0.012-0.10250.45931
21-0.00585-0.050.480136
22-0.155844-1.33150.093578
230.1288731.10110.137238
24-0.247945-2.11840.018771
25-0.106843-0.91290.182159
260.0637960.54510.293682
27-0.009877-0.08440.46649
28-0.111128-0.94950.172754
290.0215990.18450.427049
30-0.042122-0.35990.359984
310.0626360.53520.297083
320.1404511.20.117006
33-0.137049-1.1710.122713
340.0617470.52760.299699
350.1571841.3430.09172
360.0417140.35640.361284
370.1946531.66310.050288
380.0932190.79650.214173
39-0.0503-0.42980.334317
400.055960.47810.316997
41-0.029457-0.25170.400996
42-0.128084-1.09440.138699
430.0313350.26770.394834
440.0453450.38740.349783
45-0.112536-0.96150.169736
460.0915930.78260.218205
47-0.06646-0.56780.285944
48-0.127544-1.08970.139706


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0702310.60010.275164
20.0614240.52480.300653
30.2536372.16710.016746
4-0.111901-0.95610.171092
50.0716110.61180.271271
60.1278891.09270.139063
7-0.118297-1.01070.157741
80.0773290.66070.255444
90.2127081.81740.036632
10-0.120868-1.03270.152577
11-0.155834-1.33140.093593
12-0.208715-1.78330.03935
13-0.090685-0.77480.220476
140.0857830.73290.232973
15-0.009341-0.07980.468303
160.0227140.19410.423329
170.1876841.60360.056563
180.0466980.3990.345533
19-0.237872-2.03240.022877
20-0.086671-0.74050.230681
210.2239651.91360.029799
22-0.09806-0.83780.202432
23-0.05734-0.48990.312832
24-0.337338-2.88220.002592
25-0.015047-0.12860.449029
26-0.067974-0.58080.281592
270.2175591.85880.033541
280.0661260.5650.286909
290.1652611.4120.081101
30-0.003606-0.03080.487753
31-0.025244-0.21570.414919
320.0230640.19710.422166
330.0321550.27470.392149
340.0410380.35060.36344
350.017460.14920.440912
36-0.008951-0.07650.469623
370.0679410.58050.281688
38-0.09634-0.82310.206558
39-0.086695-0.74070.23062
40-0.070363-0.60120.274792
410.0545020.46570.321421
420.0164940.14090.44416
43-0.040113-0.34270.366394
44-0.04496-0.38410.350996
45-0.069717-0.59570.276622
460.0244020.20850.417714
470.0804150.68710.24711
48-0.127-1.08510.140727
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228764629ykn18wxgnbyscmt/1v98i1228764573.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228764629ykn18wxgnbyscmt/1v98i1228764573.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228764629ykn18wxgnbyscmt/20evn1228764573.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228764629ykn18wxgnbyscmt/20evn1228764573.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = -0.1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = -0.1 ; 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')
 




Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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