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ACF L=0

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Wed, 10 Dec 2008 07:14:47 -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/10/t1228918520b4me60fack6ebew.htm/, Retrieved Wed, 10 Dec 2008 14:15:23 +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/10/t1228918520b4me60fack6ebew.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 «
12.5 14.8 15.9 14.8 12.9 14.3 14.2 15.9 15.3 15.5 15.1 15 12.1 15.8 16.9 15.1 13.7 14.8 14.7 16 15.4 15 15.5 15.1 11.7 16.3 16.7 15 14.9 14.6 15.3 17.9 16.4 15.4 17.9 15.9 13.9 17.8 17.9 17.4 16.7 16 16.6 19.1 17.8 17.2 18.6 16.3 15.1 19.2 17.7 19.1 18 17.5 17.8 21.1 17.2 19.4 19.8 17.6 16.2 19.5 19.9 20 17.3 18.9 18.6 21.4 18.6 19.8 20.8 19.6 17.7 19.8 22.2 20.7 17.9 21.2 21.4 21.7 23.2 21.5 22.9 23.2 18.6
 
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
10.6879646.34270
20.5742285.29410
30.6372095.87480
40.6452735.94910
50.5741525.29340
60.6154745.67440
70.4894254.51231e-05
80.5448175.0231e-06
90.4775864.40311.5e-05
100.3635933.35220.000599
110.4428564.08295e-05
120.6296315.80490
130.3823943.52550.000342
140.3055142.81670.003016
150.3321533.06230.00147
160.3488693.21640.000918
170.321252.96180.001982
180.3254443.00040.001769
190.2329982.14810.017274
200.2865052.64140.004912
210.2112621.94770.027373
220.108260.99810.16053
230.1987161.83210.035222
240.2987232.75410.003598
250.1232221.1360.129564
260.071170.65620.256748
270.0518890.47840.316798
280.0722880.66650.253461
290.0561860.5180.3029
300.0218170.20110.420535
31-0.034631-0.31930.375149
320.0070170.06470.474286
33-0.079805-0.73580.231949
34-0.147172-1.35690.089209
35-0.075684-0.69780.243612
36-0.002507-0.02310.490806
37-0.119478-1.10150.136888
38-0.164544-1.5170.066486
39-0.181621-1.67450.048858
40-0.136853-1.26170.10525
41-0.17349-1.59950.05671
42-0.192755-1.77710.039563
43-0.22178-2.04470.021989
44-0.176526-1.62750.053667
45-0.251798-2.32150.011328
46-0.286659-2.64290.004893
47-0.256553-2.36530.010146
48-0.188508-1.7380.04292
49-0.268457-2.47510.007654
50-0.313432-2.88970.002446
51-0.327956-3.02360.001651
52-0.264135-2.43520.008487
53-0.312001-2.87650.002541
54-0.318699-2.93830.002124
55-0.330909-3.05080.001522
56-0.282771-2.6070.005392
57-0.318967-2.94070.002109
58-0.338094-3.11710.001246
59-0.314101-2.89590.002403
60-0.237166-2.18660.015761


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6879646.34270
20.1916311.76680.04043
30.3666583.38040.000548
40.2060281.89950.030446
50.0494370.45580.324852
60.213831.97140.025965
7-0.244033-2.24990.01352
80.2458112.26630.012988
9-0.267977-2.47060.007743
10-0.144091-1.32850.093792
110.2631042.42570.008697
120.3683623.39610.000521
13-0.34747-3.20350.000956
14-0.127042-1.17130.122382
15-0.095824-0.88350.189741
160.0287170.26480.395918
170.0254690.23480.407459
18-0.008533-0.07870.46874
190.1013950.93480.176266
20-0.105571-0.97330.16658
21-0.022944-0.21150.416488
22-0.071319-0.65750.25631
230.0789930.72830.234222
24-0.093795-0.86470.194805
250.0197680.18230.427909
26-0.008662-0.07990.46827
27-0.140068-1.29140.100039
280.0178250.16430.434928
29-0.130315-1.20140.116458
300.0315150.29060.38605
31-0.024466-0.22560.411042
32-0.004189-0.03860.484642
33-0.002789-0.02570.489772
34-0.01223-0.11280.455247
35-0.039324-0.36250.358921
360.0759220.70.24293
37-0.055768-0.51420.304238
38-0.022019-0.2030.419809
390.0254520.23470.407519
40-0.016284-0.15010.440508
41-0.125224-1.15450.125764
420.0299530.27620.39155
43-0.040185-0.37050.35597
440.0500090.46110.322967
450.0003080.00280.498869
460.0056750.05230.479198
47-0.077244-0.71220.23916
48-0.051287-0.47280.318769
49-0.014438-0.13310.447209
50-0.024624-0.2270.410477
51-0.009417-0.08680.465509
520.0142560.13140.447871
530.0212070.19550.422728
54-0.061843-0.57020.285035
55-0.003613-0.03330.486752
560.00840.07740.469227
570.0749310.69080.245777
58-0.034232-0.31560.376539
590.0782980.72190.236178
60-0.040578-0.37410.354627
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918520b4me60fack6ebew/1gwnk1228918485.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918520b4me60fack6ebew/1gwnk1228918485.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918520b4me60fack6ebew/20ufx1228918485.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918520b4me60fack6ebew/20ufx1228918485.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 0.0 ; 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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