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acf d=1 D=1 lamda=-2

*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 12:56:23 -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/t1228766237lqu3ypx8uibtafz.htm/, Retrieved Mon, 08 Dec 2008 19:57:19 +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/t1228766237lqu3ypx8uibtafz.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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.15571-1.07880.143036
2-0.336912-2.33420.011909
3-0.018523-0.12830.44921
4-0.147849-1.02430.155407
50.3845612.66430.005237
60.057710.39980.345529
7-0.274118-1.89910.031782
80.0136840.09480.462431
9-0.076022-0.52670.300414
100.3064492.12310.019462
110.2688461.86260.034321
12-0.572248-3.96470.000122
13-0.015727-0.1090.456845
140.2289211.5860.059652
150.0065410.04530.482022
160.1823811.26360.106243
17-0.301306-2.08750.021087
18-0.108178-0.74950.228614
190.1266750.87760.192259
200.0843970.58470.280737
210.1512121.04760.150029
22-0.215129-1.49050.071324
23-0.198044-1.37210.088207
240.2103461.45730.07577
250.0853710.59150.278491
26-0.090782-0.6290.266179
27-0.026974-0.18690.426271
28-0.119688-0.82920.205541
290.052720.36530.358262
300.0849080.58830.279557
310.0098090.0680.47305
32-0.040075-0.27770.391236
33-0.104528-0.72420.236232
340.0904920.62690.266832
350.0386010.26740.395141
36-0.042933-0.29740.383704
37-0.035921-0.24890.402263
380.00950.06580.473899
390.0004580.00320.498739
400.0103580.07180.471546
410.043970.30460.380982
42-0.024244-0.1680.433656
43-0.075931-0.52610.300632
440.0233360.16170.436119
450.0307120.21280.416201
46-0.001926-0.01330.494706
47-0.019189-0.13290.447397
48NANANA
49NANANA
50NANANA
51NANANA
52NANANA
53NANANA
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.15571-1.07880.143036
2-0.370131-2.56430.006761
3-0.175797-1.2180.114597
4-0.389334-2.69740.004807
50.2403641.66530.051184
60.0200460.13890.445061
7-0.017143-0.11880.452977
8-0.012608-0.08740.465378
9-0.084844-0.58780.279707
100.2513341.74130.044019
110.3712082.57180.006634
12-0.280512-1.94340.028919
130.0346060.23980.40577
140.1126910.78070.219392
15-0.035703-0.24740.402843
16-0.039369-0.27280.393105
17-0.083343-0.57740.283178
18-0.018808-0.13030.448433
19-0.223156-1.54610.064328
200.0346530.24010.405645
21-0.095909-0.66450.254782
220.0055990.03880.484608
230.084980.58880.279393
24-0.116349-0.80610.212083
25-0.001948-0.01350.494643
26-0.035867-0.24850.402406
270.0243990.1690.433236
280.0275530.19090.424706
29-0.104335-0.72290.236639
30-0.082539-0.57180.285046
31-0.034707-0.24050.405501
320.0191390.13260.447532
330.0619140.4290.334938
340.0235560.16320.435522
35-0.034325-0.23780.406519
36-0.008944-0.0620.475423
370.0487140.33750.368606
380.0300950.20850.417859
39-0.030269-0.20970.417391
400.0586720.40650.343094
41-0.044183-0.30610.380424
42-0.021722-0.15050.440504
43-0.105628-0.73180.233921
44-0.036463-0.25260.400819
45-0.062844-0.43540.332614
460.0155920.1080.457213
47-0.162002-1.12240.133642
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/t1228766237lqu3ypx8uibtafz/13qsn1228766182.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228766237lqu3ypx8uibtafz/13qsn1228766182.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228766237lqu3ypx8uibtafz/21s8k1228766182.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t1228766237lqu3ypx8uibtafz/21s8k1228766182.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -2.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -2.0 ; 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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