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*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 10:38:09 -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/t122884435896l0cmh0va3jb7i.htm/, Retrieved Tue, 09 Dec 2008 17:39:18 +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/t122884435896l0cmh0va3jb7i.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 «
0.24 0.23 0.23 0.24 0.23 0.23 0.25 0.21 0.26 0.25 0.24 0.24 0.27 0.25 0.26 0.29 0.24 0.26 0.24 0.26 0.25 0.26 0.24 0.21 0.20 0.22 0.20 0.21 0.20 0.19 0.20 0.20 0.21 0.24 0.22 0.19 0.23 0.23 0.23 0.22 0.23 0.25 0.25 0.22 0.25 0.25 0.24 0.19 0.24 0.26 0.24 0.24 0.25 0.23 0.27 0.24 0.26 0.27 0.29 0.28 0.32 0.29 0.27 0.26 0.28 0.31 0.29 0.31 0.31 0.32 0.32 0.26 0.31 0.31 0.31 0.31 0.29 0.27 0.30 0.27 0.27 0.30 0.28 0.24 0.28 0.28 0.33 0.28 0.29 0.25 0.31 0.29 0.37 0.31 0.29 0.28 0.30 0.32 0.31 0.28 0.29 0.29 0.28 0.26 0.28 0.30 0.33 0.31 0.37 0.36 0.37 0.37 0.36 0.33 0.33 0.40 0.32 0.39 0.39 0.37 0.37 0.30 0.33 0.33 0.34 0.35 0.34 0.37 0.37 0.37 0.36 0.32 0.33 0.35 0.36 0.35 0.37 0.35 0.32 0.33 0.28 0.32 0.35 0.30 0.32 0.32 0.32 0.32 0.36 0.31 0.26 0.33 0.31 0.34 0.33 0.38 0.32 0.30 0.32 0.33 0.34 0.29 0.33 0.36 0.32 0.32 0.32 0.31 0.30 0.34 0.34 0.30 0.28 0.25 0.27 0.33 0.28 0.33 0.32 0.27 0.27 0.28 0.27 0.27 0.25 0.25 0.22 0.27
 
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
1-0.406257-5.55550
2-0.026985-0.3690.356266
3-0.045524-0.62250.267176
40.0327090.44730.327593
5-0.065992-0.90240.183996
60.0864511.18220.119314
7-0.01636-0.22370.411612
80.0204520.27970.390015
9-0.010419-0.14250.443426
10-0.037388-0.51130.304881
11-0.072928-0.99730.159959
120.2227033.04540.001329
13-0.153982-2.10570.018284
14-0.014856-0.20320.419619
15-0.047882-0.65480.25671
160.0824121.1270.130602
17-0.09424-1.28870.099545
180.1053251.44030.075727
190.0347110.47470.317787
20-0.073731-1.00830.157316
210.0183480.25090.401079
220.0063240.08650.465589
23-0.084082-1.14980.125846
240.1711542.34050.010156
25-0.072165-0.98680.162499
26-0.090071-1.23170.109803
270.1118621.52970.063891
28-0.000247-0.00340.498652
29-0.039525-0.54050.294748
300.0377380.51610.303209
31-0.094169-1.28770.099714
32-0.007825-0.1070.457447
330.0917661.25490.105543
340.0142370.19470.422924
35-0.25169-3.44180.000356
360.2976924.07093.5e-05


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.406257-5.55550
2-0.229989-3.1450.000966
3-0.192773-2.63610.004545
4-0.10399-1.4220.07834
5-0.149922-2.05020.020872
6-0.025265-0.34550.365054
7-0.00822-0.11240.455313
80.0271340.3710.355511
90.0329370.45040.32647
10-0.024529-0.33540.368841
11-0.124489-1.70240.045174
120.153222.09530.018747
13-0.008818-0.12060.452073
14-0.067021-0.91650.180294
15-0.130615-1.78610.037849
16-0.038746-0.52980.298426
17-0.10958-1.49850.067847
18-0.017147-0.23450.407435
190.0850321.16280.123197
20-0.010228-0.13990.444459
210.0302480.41360.339809
220.0525630.71880.236583
23-0.053478-0.73130.232755
240.0902231.23380.109417
250.0492570.67360.250706
26-0.097291-1.33040.092498
270.0576680.78860.215672
280.0250390.34240.366215
290.036020.49260.311447
300.0191540.26190.396835
31-0.134325-1.83690.033908
32-0.099205-1.35660.088271
330.0355350.48590.313791
340.0770941.05420.146565
35-0.272081-3.72070.000131
360.0509860.69720.243266
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122884435896l0cmh0va3jb7i/1rch51228844285.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122884435896l0cmh0va3jb7i/1rch51228844285.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122884435896l0cmh0va3jb7i/2e53w1228844285.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t122884435896l0cmh0va3jb7i/2e53w1228844285.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 36 ; par2 = -0.2 ; 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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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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