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ACF step 2 own dataset

*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 13:48:28 -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/t122876956726xiepth8ozim3f.htm/, Retrieved Mon, 08 Dec 2008 20:52:49 +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/t122876956726xiepth8ozim3f.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 «
5014 6153 6441 5584 6427 6062 5589 6216 5809 4989 6706 7174 6122 8075 6292 6337 8576 6077 5931 6288 7167 6054 6468 6401 6927 7914 7728 8699 8522 6481 7502 7778 7424 6941 8574 9169 7701 9035 7158 8195 8124 7073 7017 7390 7776 6197 6889 7087 6485 7654 6501 6313 7826 6589 6729 5684 8105 6391 5901 6758
 
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
10.3370262.61060.005699
20.3252032.5190.007226
30.4941953.8280.000155
40.2695182.08770.02054
50.247341.91590.030074
60.2050131.5880.058768
70.1853941.43610.07809
80.1451361.12420.132699
90.3020352.33960.011327
100.0976370.75630.226216
110.0141890.10990.456426
120.2489191.92810.029288
13-0.046167-0.35760.360946
140.0417450.32340.373775
150.061490.47630.317796
16-0.152912-1.18450.120452
17-0.03661-0.28360.388853
18-0.144353-1.11820.13398
19-0.113255-0.87730.19192
20-0.231567-1.79370.03895
21-0.067145-0.52010.302454
22-0.155887-1.20750.11599
23-0.218498-1.69250.047871
24-0.079249-0.61390.270815
25-0.260629-2.01880.023991
26-0.208429-1.61450.055835
27-0.246484-1.90930.030507
28-0.241589-1.87130.033088
29-0.169542-1.31330.097047
30-0.226058-1.7510.042525
31-0.239849-1.85790.034048
32-0.21692-1.68030.049053
33-0.110513-0.8560.197694
34-0.222108-1.72040.045253
35-0.227078-1.75890.041843
360.0071590.05550.477979
37-0.128543-0.99570.1617
38-0.072312-0.56010.28874
39-0.05381-0.41680.339154
40-0.008857-0.06860.472767
41-0.007498-0.05810.47694
42-0.031104-0.24090.405215
430.0106130.08220.467377
44-0.034632-0.26830.394709
450.0524170.4060.343087
460.0348020.26960.394206
47-0.006801-0.05270.479079
480.0415260.32170.374413
490.0345320.26750.395008
500.0513080.39740.34623
510.0400080.30990.378854
520.0313320.24270.404533
530.022990.17810.429629
540.0394670.30570.380442
550.0577820.44760.328034
56-0.018904-0.14640.442035
570.0345980.2680.394811
580.0378320.2930.385249
590.0060930.04720.481257
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3370262.61060.005699
20.2387331.84920.034677
30.3951463.06080.00165
40.0163060.12630.449956
50.0077170.05980.476266
6-0.099351-0.76960.222288
70.0233340.18070.428588
8-0.010082-0.07810.469006
90.2877362.22880.014792
10-0.114358-0.88580.189627
11-0.165377-1.2810.102561
120.0750360.58120.281634
13-0.178378-1.38170.086092
140.1047210.81120.210238
15-0.021549-0.16690.433999
16-0.190241-1.47360.072908
17-0.03998-0.30970.378937
18-0.206694-1.6010.05731
190.1173490.9090.183498
20-0.115562-0.89510.187145
210.1450671.12370.132812
22-0.063608-0.49270.312008
23-0.057302-0.44390.329371
24-0.078523-0.60820.272664
25-0.02126-0.16470.434875
26-0.094589-0.73270.233301
27-0.070917-0.54930.292413
280.0551330.42710.335433
290.04050.31370.377414
300.0263220.20390.419566
31-0.218223-1.69030.048076
320.030330.23490.407529
330.0128570.09960.460501
34-0.012135-0.0940.462713
350.0342270.26510.395912
360.1106410.8570.197421
370.0276550.21420.415554
38-0.094991-0.73580.23236
390.0030740.02380.490542
400.1025250.79420.215118
410.023360.18090.42851
42-0.051313-0.39750.346217
43-0.046087-0.3570.361177
44-0.092811-0.71890.237493
45-0.082814-0.64150.261829
460.1332031.03180.153157
47-0.04764-0.3690.356705
48-0.025088-0.19430.423286
49-0.07449-0.5770.283051
50-0.055032-0.42630.335717
51-0.02873-0.22250.412325
52-0.019625-0.1520.439844
53-0.0123-0.09530.462205
540.0118520.09180.463581
55-0.037226-0.28830.387037
560.0477050.36950.35652
57-0.061428-0.47580.317967
58-0.057665-0.44670.32836
590.0053540.04150.483529
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t122876956726xiepth8ozim3f/1haj61228769307.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t122876956726xiepth8ozim3f/1haj61228769307.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t122876956726xiepth8ozim3f/2yotk1228769307.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/08/t122876956726xiepth8ozim3f/2yotk1228769307.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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