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Laura_Reussens_ACF

*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 12:38:28 -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/09/t12288517100750hhdwlkt5ioy.htm/, Retrieved Tue, 09 Dec 2008 19:41:53 +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/t12288517100750hhdwlkt5ioy.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 «
5.5 5.3 5.2 5.3 5.3 5 4.8 4.9 5.3 6 6.2 6.4 6.4 6.4 6.2 6.1 6 5.9 6.2 6.2 6.4 6.8 6.9 7 7 6.9 6.7 6.6 6.5 6.4 6.5 6.5 6.6 6.7 6.8 7.2 7.6 7.6 7.3 6.4 6.1 6.3 7.1 7.5 7.4 7.1 6.8 6.9 7.2 7.4 7.3 6.9 6.9 6.8 7.1 7.2 7.1 7 6.9 7 7.4 7.5 7.5 7.4 7.3 7 6.7 6.5 6.5 6.5 6.6 6.8 6.9 6.9 6.8 6.8 6.5 6.1 6 5.9 5.8 5.9 5.9 6.2 6.3 6.2 6 5.8 5.5 5.5 5.7 5.8
 
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'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.4582524.0735.5e-05
2-0.177721-1.57960.059095
3-0.578857-5.1451e-06
4-0.497728-4.42391.5e-05
5-0.093209-0.82850.204954
60.1859861.65310.051141
70.2535512.25360.013496
80.1987631.76660.040575
90.0571440.50790.306465
10-0.013431-0.11940.452641
11-0.060824-0.54060.295145
12-0.165198-1.46830.072996
13-0.078399-0.69680.24398
140.0335550.29820.38315
150.0298260.26510.39581
160.0026670.02370.490576
17-0.080499-0.71550.238209
180.0090230.08020.468141
190.054630.48560.314311
200.1187471.05540.147219
210.0343580.30540.38044
22-0.037216-0.33080.370841
23-0.113237-1.00650.15863
24-0.130305-1.15820.12514
25-0.027219-0.24190.40473
260.0633020.56260.287638
270.1368111.2160.113802
280.0546450.48570.314263
29-0.067264-0.59790.275823
30-0.162045-1.44030.076869
31-0.083889-0.74560.229055
320.0820970.72970.233869
330.1935761.72050.044625
340.0914260.81260.209442
35-0.089911-0.79910.213302
36-0.166656-1.48130.071256
37-0.087501-0.77770.219527
380.0335960.29860.383013
390.1021340.90780.183376
400.0848160.75390.226586
410.0369230.32820.371822
42-0.017615-0.15660.437993
43-0.039104-0.34760.364544
44-0.070461-0.62630.266471
45-0.01696-0.15070.440279
460.0506040.44980.327052
470.096960.86180.195703
480.0162680.14460.4427


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.4582524.0735.5e-05
2-0.490776-4.36211.9e-05
3-0.387758-3.44650.000456
4-0.146977-1.30640.09761
5-0.029939-0.26610.395426
6-0.209889-1.86550.03291
7-0.106947-0.95060.172361
80.0707010.62840.265775
9-0.016948-0.15060.440324
100.0739080.65690.256575
110.0677580.60220.274368
12-0.121503-1.07990.141726
130.1715771.5250.065626
140.0782550.69550.244378
15-0.1991-1.76960.040323
16-0.046776-0.41580.339358
17-0.077153-0.68570.247439
180.0391120.34760.36452
19-0.17629-1.56690.060568
200.1169361.03930.150907
21-0.117568-1.0450.149613
220.0890970.79190.215392
23-0.023477-0.20870.417621
24-0.143128-1.27210.103527
250.0972750.86460.194937
260.0255810.22740.410361
270.0051080.04540.48195
28-0.17534-1.55850.061562
29-0.042393-0.37680.353666
30-0.117314-1.04270.150132
31-0.022537-0.20030.420874
320.0544920.48430.314744
33-0.015264-0.13570.446213
34-0.09438-0.83890.202038
350.0780250.69350.245016
36-0.07192-0.63920.262258
370.0934890.83090.204254
38-0.103354-0.91860.180542
390.0935990.83190.203979
40-0.087187-0.77490.220346
410.0407010.36180.359249
42-0.037003-0.32890.371554
43-0.056547-0.50260.308323
440.047080.41850.338373
450.0223080.19830.421668
460.0838250.74510.229226
47-0.046204-0.41070.341214
48-0.010013-0.0890.464655
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288517100750hhdwlkt5ioy/1z0601228851507.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288517100750hhdwlkt5ioy/1z0601228851507.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288517100750hhdwlkt5ioy/2hawq1228851507.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t12288517100750hhdwlkt5ioy/2hawq1228851507.ps (open in new window)


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