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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: Tue, 09 Dec 2008 05:56:04 -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/t122882745350uusvkgrkwz01n.htm/, Retrieved Tue, 09 Dec 2008 12:57:35 +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/t122882745350uusvkgrkwz01n.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 «
35810356.5 35492936.3 38937434.1 40059102.8 37708710.2 41570965.7 36333563 34181220.1 42593543.9 43119727.6 38497690.9 45473273.4 38399780.4 38882302.6 44051120.6 41677559.9 40699203.5 44150027.6 38225518.7 35447405.7 43075518.3 42302792 39743541.7 44670641.2 37123384 37668266.4 46117528.8 42273156.4 39404153.2 45799994.5 38602505.2 39454830.1 47427901.4 46497980.9 45057149.4 50615569.2 43033396.2 46013056.5 54222266.3 46417306.4 51046271.8 51201279.6 43475288.7 44968981.1 53939345.4 54549319.7 54072107.3 58434230.1 51158751 50039368 57872617.4 51642978.8 54534465.9 56094697.8 48189983.1 47492381 52987449.1 55719803.5 53922860.5 54931231.9
 
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
1-0.385145-2.95840.002222
2-0.390602-3.00030.001974
30.6114784.69688e-06
4-0.443026-3.40290.000602
5-0.243266-1.86860.033325
60.7367585.65910
7-0.312821-2.40280.009717
8-0.305854-2.34930.011088
90.5190943.98729.3e-05
10-0.408014-3.1340.001343
11-0.225091-1.7290.044524
120.7239135.56050
13-0.322381-2.47630.008082
14-0.244547-1.87840.032635
150.4744473.64430.000284
16-0.413719-3.17780.001181
17-0.121029-0.92960.178172
180.5492974.21924.3e-05
19-0.315019-2.41970.009317
20-0.134944-1.03650.152093
210.363352.79090.003535
22-0.363514-2.79220.003523
23-0.067102-0.51540.304093
240.488493.75220.000201
25-0.296761-2.27950.013136
26-0.091542-0.70310.242364
270.3055852.34720.011144
28-0.336275-2.5830.006147
290.0103330.07940.468503
300.3221152.47420.008124
31-0.21691-1.66610.050496
32-0.024706-0.18980.42507
330.1707621.31160.09736
34-0.230759-1.77250.040738
350.0160460.12330.451163
360.2512321.92980.029225
37-0.138933-1.06720.145123
38-0.055157-0.42370.336675
390.1391391.06870.144768
40-0.167848-1.28930.101168
410.0031110.02390.490507
420.1605371.23310.111213
43-0.100066-0.76860.222592
44-0.003418-0.02630.489573
450.0708290.54410.294228
46-0.1047-0.80420.212251
470.005760.04420.482429
480.0861660.66190.255321
49-0.033187-0.25490.399837
50-0.014195-0.1090.456774
510.0099140.07610.46978
52-0.015849-0.12170.45176
53-0.008129-0.06240.475213
540.0188880.14510.44257
550.0004760.00370.498547
56-0.005368-0.04120.483626
570.0024630.01890.492484
58-0.000309-0.00240.499056
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.385145-2.95840.002222
2-0.632807-4.86075e-06
30.2391581.8370.035624
4-0.513795-3.94650.000107
5-0.43504-3.34160.000725
60.1424841.09440.139105
70.181471.39390.084288
8-0.057821-0.44410.329286
9-0.031765-0.2440.404041
10-0.190917-1.46650.073917
11-0.290947-2.23480.014615
120.1434751.1020.137458
130.0762160.58540.280246
140.1215440.93360.177158
15-0.05251-0.40330.344079
16-0.021206-0.16290.435582
170.1018250.78210.218633
18-0.088256-0.67790.250239
19-0.179513-1.37890.086571
20-0.120783-0.92780.178659
21-0.152957-1.17490.122381
22-0.08414-0.64630.260299
23-0.062914-0.48320.315353
240.0110120.08460.46644
25-0.045427-0.34890.364192
26-0.043186-0.33170.37064
27-0.140749-1.08110.142023
28-0.065277-0.50140.308976
29-0.017204-0.13210.447658
30-0.219712-1.68760.04838
310.0267440.20540.418973
320.005540.04260.483101
33-0.020578-0.15810.437473
340.0164150.12610.450046
35-0.035443-0.27220.393192
36-0.05137-0.39460.347286
370.0684330.52560.300553
38-0.09432-0.72450.235815
390.0017490.01340.494663
400.03020.2320.40868
41-0.007163-0.0550.478155
42-0.03158-0.24260.404588
43-0.136609-1.04930.149157
44-0.107294-0.82410.20659
450.0227010.17440.431087
460.015160.11640.453848
47-0.003045-0.02340.49071
48-0.089209-0.68520.247942
49-0.117755-0.90450.184706
500.0101890.07830.468942
51-0.130094-0.99930.160873
52-0.059063-0.45370.325866
53-0.026219-0.20140.420543
540.0551590.42370.336668
55-0.055687-0.42770.3352
560.0018170.0140.494455
570.0233160.17910.429239
58-0.058366-0.44830.327784
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122882745350uusvkgrkwz01n/1doex1228827363.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122882745350uusvkgrkwz01n/1doex1228827363.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122882745350uusvkgrkwz01n/2ielz1228827363.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122882745350uusvkgrkwz01n/2ielz1228827363.ps (open in new window)


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