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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 07:51:57 -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/t12288343792woggw05d0odvcg.htm/, Retrieved Tue, 09 Dec 2008 14:52:59 +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/t12288343792woggw05d0odvcg.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 «
1846.5 2796.3 2895.6 2472.2 2584.4 2630.4 2663.1 3176.2 2856.7 2551.4 3088.7 2628.3 2226.2 3023.6 3077.9 3084.1 2990.3 2949.6 3014.7 3517.7 3121.2 3067.4 3174.6 2676.3 2424 3195.1 3146.6 3506.7 3528.5 3365.1 3153 3843.3 3123.2 3361.1 3481.9 2970.5 2537 3257.6 3301.3 3391.6 2933.6 3283.2 3139.7 3486.4 3202.2 3294.4 3550.3 3279.3 2678.6 3451.4 3977.1 3814.8 3310.5 3971.8 4051.9 4057.6 4391.4 3628.9 4092.2 3822.5
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5729464.4382e-05
20.4385343.39690.000608
30.507753.9330.00011
40.4115393.18780.001139
50.3102022.40280.00969
60.3275532.53720.006896
70.1607891.24550.108902
80.2234681.7310.044298
90.2095771.62340.054876
100.0688660.53340.297851
110.1454391.12660.132206
120.3583012.77540.003671
130.1161680.89980.185904
140.0119490.09260.463282
150.0407480.31560.376689
160.0272950.21140.416636
17-0.007523-0.05830.476862
180.0297140.23020.409373
19-0.029179-0.2260.410976
200.025120.19460.42319
210.0231440.17930.429164
22-0.009254-0.07170.471548
230.0603450.46740.320943
240.1786521.38380.085769
250.0533370.41310.340486
26-0.032023-0.2480.402473
27-0.019748-0.1530.43947
28-0.021267-0.16470.434852
29-0.072115-0.55860.289258
30-0.057822-0.44790.327923
31-0.086566-0.67050.252543
32-0.072505-0.56160.288233
33-0.113692-0.88070.191009
34-0.135471-1.04940.149112
35-0.082444-0.63860.262754
360.0262220.20310.419866
37-0.063773-0.4940.31156
38-0.151454-1.17320.122684
39-0.115738-0.89650.186784
40-0.09064-0.70210.242669
41-0.191945-1.48680.071152
42-0.189647-1.4690.073529
43-0.191876-1.48630.071222
44-0.208308-1.61350.055937
45-0.214388-1.66060.051001
46-0.252754-1.95780.027453
47-0.253249-1.96170.027223
48-0.152459-1.18090.121143
49-0.217903-1.68790.048314
50-0.2946-2.2820.013026
51-0.234702-1.8180.037029
52-0.194214-1.50440.068865
53-0.250352-1.93920.028591
54-0.212745-1.64790.052299
55-0.194088-1.50340.068991
56-0.173901-1.3470.091518
57-0.078554-0.60850.272585
58-0.101521-0.78640.217371
59-0.059237-0.45880.324001
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5729464.4382e-05
20.1641541.27150.104223
30.3116232.41380.009427
40.0157050.12160.451792
5-0.023698-0.18360.427487
60.0586010.45390.325761
7-0.217135-1.68190.048891
80.1858091.43930.077635
9-0.047082-0.36470.35831
10-0.087278-0.67610.250801
110.1504971.16570.124165
120.3327032.57710.00622
13-0.261578-2.02620.0236
14-0.231116-1.79020.039232
15-0.122053-0.94540.174118
160.0603080.46710.321045
170.0126680.09810.46108
180.1178560.91290.182472
190.1398151.0830.14157
20-0.033542-0.25980.397948
21-0.068663-0.53190.298392
220.0670510.51940.302706
230.0339930.26330.396609
24-0.058369-0.45210.326404
25-0.049038-0.37980.3527
26-0.0406-0.31450.377121
27-0.020336-0.15750.437681
28-0.043075-0.33370.369899
29-0.026528-0.20550.418943
30-0.004232-0.03280.48698
31-0.023699-0.18360.427483
320.0132880.10290.459181
33-0.056225-0.43550.332375
34-0.038819-0.30070.382345
35-0.001934-0.0150.494048
360.1134630.87890.191486
37-0.009845-0.07630.469733
38-0.088511-0.68560.247801
390.0019970.01550.493854
40-0.009727-0.07530.470097
41-0.193608-1.49970.06947
42-0.083425-0.64620.260305
430.0149890.11610.453978
44-0.042713-0.33090.370954
450.0451180.34950.363975
46-0.001294-0.010.496018
47-0.08004-0.620.268806
48-0.142978-1.10750.136248
49-0.052202-0.40440.343694
500.0427450.33110.370861
510.0074260.05750.477161
520.0375120.29060.386193
530.0746490.57820.282637
540.0149710.1160.454033
55-0.054324-0.42080.337705
56-0.000226-0.00170.499306
570.1690291.30930.097713
58-0.056293-0.4360.332184
590.0610460.47290.319015
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288343792woggw05d0odvcg/1eqgc1228834311.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288343792woggw05d0odvcg/1eqgc1228834311.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288343792woggw05d0odvcg/2xqoo1228834311.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288343792woggw05d0odvcg/2xqoo1228834311.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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Software written by Ed van Stee & Patrick Wessa


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