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6bis oef 2 stap 2 - Sandy Dorekens

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 09 Dec 2008 02:49:41 -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/09/t1228816232dlniui01j7dzyv8.htm/, Retrieved Tue, 09 Dec 2008 09:50:32 +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/09/t1228816232dlniui01j7dzyv8.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 «
9.026 9.787 9.536 9.490 9.736 9.694 9.647 9.753 10.070 10.137 9.984 9.732 9.103 9.155 9.308 9.394 9.948 10.177 10.002 9.728 10.002 10.063 10.018 9.960 10.236 10.893 10.756 10.940 10.997 10.827 10.166 10.186 10.457 10.368 10.244 10.511 10.812 10.738 10.171 9.721 9.897 9.828 9.924 10.371 10.846 10.413 10.709 10.662 10.570 10.297 10.635 10.872 10.296 10.383 10.431 10.574 10.653 10.805 10.872 10.625 10.407 10.463 10.556 10.646 10.702 11.353 11.346 11.451 11.964 12.574 13.031 13.812 14.544 14.931 14.886 16.005 17.064 15.168 16.050 15.839 15.137 14.954 15.648 15.305
 
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
1-0.069173-0.63020.26515
2-0.101596-0.92560.178672
30.2674512.43660.008482
40.0987690.89980.185407
5-0.258657-2.35650.010403
60.0237230.21610.414709
70.1713551.56110.06115
8-0.027287-0.24860.402143
9-0.079767-0.72670.234725
100.014490.1320.447648
110.0386880.35250.362693
12-0.132334-1.20560.115694
13-0.087283-0.79520.214387
14-0.060347-0.54980.291971
150.006370.0580.476932
16-0.073964-0.67380.251142
17-0.004257-0.03880.484577
180.0357870.3260.372608
190.0779860.71050.239698
20-0.027616-0.25160.400989
210.0411110.37450.35448
22-0.003746-0.03410.486429
23-0.079229-0.72180.23622
24-0.058984-0.53740.296226
250.0944230.86020.19607
26-0.009405-0.08570.465962
27-0.015354-0.13990.444548
280.1057480.96340.169069
290.0149610.13630.445957
30-0.051963-0.47340.318582
31-0.060994-0.55570.289962
320.063390.57750.282579
33-0.096542-0.87950.190824
34-0.069104-0.62960.265352
350.0002990.00270.498917
360.0003460.00320.498746
37-0.150032-1.36690.087681
38-0.01327-0.12090.452032
390.0247560.22550.411056
400.0313130.28530.38807
41-0.035512-0.32350.373555
42-0.004736-0.04310.482844
430.0293520.26740.394909
44-0.028724-0.26170.397107
45-0.065845-0.59990.27511
46-0.014782-0.13470.446599
470.1189041.08330.140914
48-0.005262-0.04790.48094


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.069173-0.63020.26515
2-0.106893-0.97380.166483
30.256422.33610.010949
40.1314131.19720.117313
5-0.215221-1.96080.026631
6-0.067082-0.61110.271387
70.1015610.92530.178754
80.116551.06180.145698
9-0.01423-0.12960.448582
10-0.138792-1.26450.104803
11-0.029598-0.26960.39405
12-0.047451-0.43230.333321
13-0.0401-0.36530.357899
14-0.138502-1.26180.105274
15-0.010148-0.09250.46328
160.0024870.02270.490987
170.0407830.37160.355586
180.0015370.0140.49443
190.0772480.70380.241775
200.0256360.23360.407952
210.0562660.51260.304794
22-0.067007-0.61050.271611
23-0.118063-1.07560.14261
24-0.082927-0.75550.226045
250.1082910.98660.163359
260.0286950.26140.397205
27-0.018409-0.16770.43361
280.0034450.03140.487518
290.0099940.09110.463835
300.0328930.29970.38259
31-0.075405-0.6870.247007
320.0128130.11670.453678
33-0.050953-0.46420.32186
34-0.034816-0.31720.375949
35-0.065368-0.59550.276555
36-0.068409-0.62320.267419
37-0.121941-1.11090.134902
38-0.021827-0.19890.421433
390.0208610.19010.424867
400.1273471.16020.12465
410.0440220.40110.344703
42-0.03395-0.30930.378935
43-0.033556-0.30570.380294
44-0.009205-0.08390.466686
45-0.055297-0.50380.307875
46-0.109703-0.99940.160242
470.0251210.22890.409771
480.0548870.50.309185
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228816232dlniui01j7dzyv8/1bzjo1228816176.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228816232dlniui01j7dzyv8/1bzjo1228816176.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228816232dlniui01j7dzyv8/28uu71228816176.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228816232dlniui01j7dzyv8/28uu71228816176.ps (open in new window)


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