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acf

*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 12:38:35 -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/t1228765180qkul7badgjh6rct.htm/, Retrieved Mon, 08 Dec 2008 19:39:40 +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/t1228765180qkul7badgjh6rct.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 «
92.66 94.2 94.37 94.45 94.62 94.37 93.43 94.79 94.88 94.79 94.62 94.71 93.77 95.73 95.99 95.82 95.47 95.82 94.71 96.33 96.5 96.16 96.33 96.33 95.05 96.84 96.92 97.44 97.78 97.69 96.67 98.29 98.2 98.71 98.54 98.2 96.92 99.06 99.65 99.82 99.99 100.33 99.31 101.1 101.1 100.93 100.85 100.93 99.6 101.88 101.81 102.38 102.74 102.82 101.72 103.47 102.98 102.68 102.9 103.03 101.29
 
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
10.9202797.18760
20.8757396.83970
30.8328396.50470
40.7913596.18070
50.7478945.84120
60.7340875.73340
70.6481385.06212e-06
80.599054.67878e-06
90.5505574.33.1e-05
100.5053793.94710.000104
110.4605553.59710.000323
120.4462553.48540.000458
130.3701222.89070.002659
140.3284132.5650.006397
150.2858622.23270.014626
160.2414371.88570.032051
170.1928331.50610.068605
180.1761011.37540.08702
190.1032550.80640.21156
200.0623440.48690.31403
210.023260.18170.428224
22-0.017917-0.13990.444585
23-0.053942-0.42130.337507
24-0.06022-0.47030.319896
25-0.116049-0.90640.184153
26-0.146043-1.14060.129242
27-0.182035-1.42170.080098
28-0.214486-1.67520.049509
29-0.238164-1.86010.033845
30-0.243094-1.89860.031173
31-0.28855-2.25360.013912
32-0.308576-2.41010.00949
33-0.332309-2.59540.005909
34-0.348514-2.7220.004224
35-0.359628-2.80880.003336
36-0.355723-2.77830.003626
37-0.386963-3.02230.001832
38-0.394364-3.08010.001551
39-0.399489-3.12010.00138
40-0.404178-3.15670.00124
41-0.408189-3.18810.00113
42-0.394595-3.08190.001543
43-0.405015-3.16330.001216
44-0.395059-3.08550.001527
45-0.384256-3.00110.001947
46-0.378809-2.95860.002197
47-0.373493-2.91710.00247
48-0.354322-2.76730.003736
49-0.351886-2.74830.003934
50-0.329033-2.56980.006317
51-0.307539-2.4020.009684
52-0.284502-2.2220.015
53-0.258319-2.01750.024023
54-0.223656-1.74680.042852
55-0.199211-1.55590.062454
56-0.162826-1.27170.104152
57-0.131327-1.02570.154542
58-0.102119-0.79760.214107
59-0.070164-0.5480.292847
60-0.031194-0.24360.404165


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9202797.18760
20.1882961.47060.073264
30.0364540.28470.388415
40.0023820.01860.49261
5-0.028078-0.21930.413577
60.1733531.35390.090377
7-0.425561-3.32370.000753
80.071040.55480.290517
9-0.000275-0.00210.499146
100.004520.03530.485977
110.0137760.10760.457336
120.0816380.63760.263056
13-0.21031-1.64260.052808
140.0173350.13540.446374
15-0.012692-0.09910.460681
16-0.052527-0.41020.341531
17-0.049524-0.38680.350127
180.0469040.36630.357693
19-0.14471-1.13020.131404
20-0.013092-0.10230.459447
210.0052440.0410.483731
22-0.037668-0.29420.384805
230.0495470.3870.35006
240.0213680.16690.434003
25-0.077837-0.60790.272748
26-0.052383-0.40910.341941
27-0.087884-0.68640.247533
280.0075790.05920.476497
290.0435150.33990.367564
30-0.063533-0.49620.310766
31-0.026796-0.20930.417463
32-0.016688-0.13030.448364
33-0.026332-0.20570.418871
340.0342880.26780.394878
35-0.008651-0.06760.473176
36-0.046108-0.36010.360004
37-0.035243-0.27530.392025
38-0.015383-0.12010.452382
390.0322680.2520.400936
40-0.037392-0.2920.385624
41-0.044691-0.34910.364126
420.0210690.16460.434921
430.0465620.36370.358683
44-0.010141-0.07920.468564
450.0189930.14830.441282
46-0.053964-0.42150.337447
47-0.048703-0.38040.352491
48-0.00729-0.05690.477391
490.0359190.28050.390006
500.0248930.19440.423245
510.0206120.1610.436319
520.060210.47030.319925
530.03350.26160.397239
54-0.010141-0.07920.468566
550.0564050.44050.330554
560.0076620.05980.476237
57-0.01055-0.08240.4673
58-0.009266-0.07240.471274
590.0272470.21280.416094
600.0178910.13970.444665
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228765180qkul7badgjh6rct/1xgkr1228765111.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228765180qkul7badgjh6rct/1xgkr1228765111.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228765180qkul7badgjh6rct/2vf3h1228765111.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228765180qkul7badgjh6rct/2vf3h1228765111.ps (open in new window)


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