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ACF - 60 lags

*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: Wed, 10 Dec 2008 07:15:13 -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/t1228918585ax6j8csfo13bghl.htm/, Retrieved Wed, 10 Dec 2008 14:16:27 +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/t1228918585ax6j8csfo13bghl.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 «
632 1270 1211 1469 2570 2765 2487 3644 2501 1629 987 1100 690 1378 1376 1736 2800 2671 2508 3590 2691 1629 1020 1224 787 1424 1232 2021 2782 2682 3284 3194 2736 1701 1089 1240 799 1163 1180 1960 2914 2658 3254 3222 2987 1604 1032 1283 774 1109 1453 1849 2800 3310 3060 3422 3448 1670 1022 1391 767 1172 1498 1623 2646 3439
 
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
10.7015685.69960
20.3558732.89110.002596
30.0041160.03340.486713
4-0.429855-3.49220.00043
5-0.714959-5.80840
6-0.768645-6.24450
7-0.684701-5.56250
8-0.349138-2.83640.003026
90.0745460.60560.273423
100.3646392.96230.002121
110.6101814.95713e-06
120.7796996.33430
130.5725944.65188e-06
140.290332.35870.010656
15-0.016233-0.13190.447742
16-0.334727-2.71930.004175
17-0.562763-4.57191.1e-05
18-0.623911-5.06872e-06
19-0.539002-4.37892.2e-05
20-0.2805-2.27880.012961
210.0518880.42150.337365
220.2945062.39260.009792
230.4888313.97139e-05
240.577684.69317e-06
250.4557093.70220.000219
260.2232421.81360.037141
27-0.031253-0.25390.400181
28-0.251029-2.03940.02271
29-0.432345-3.51240.000403
30-0.4765-3.87110.000126
31-0.391252-3.17850.001127
32-0.216087-1.75550.041907
330.0409250.33250.370291
340.2223931.80670.037682
350.3453992.8060.003292
360.4154983.37550.000619
370.3277062.66230.004869
380.1335571.0850.140929
39-0.02747-0.22320.412046
40-0.172732-1.40330.08261
41-0.312314-2.53730.006772
42-0.315487-2.5630.006332
43-0.257569-2.09250.020122
44-0.144763-1.17610.121897
450.0535830.43530.332378
460.1660511.3490.090973
470.1920451.56020.06175
480.2547872.06990.02119
490.1968841.59950.057244
500.0600710.4880.313577
51-0.022781-0.18510.426869
52-0.108495-0.88140.190645
53-0.189316-1.5380.064414
54-0.160501-1.30390.098396
55-0.125247-1.01750.156312
56-0.05808-0.47180.319297
570.0564330.45850.324064
580.0989060.80350.212281
590.0671040.54520.293742
600.0807970.65640.256926


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7015685.69960
2-0.268459-2.1810.016377
3-0.263658-2.1420.017945
4-0.538749-4.37682.2e-05
5-0.350103-2.84420.002961
6-0.229705-1.86610.033234
7-0.317188-2.57690.006107
80.0278520.22630.410845
90.0355110.28850.386935
10-0.209216-1.69970.04695
11-0.078678-0.63920.262457
120.281612.28780.01268
13-0.217727-1.76880.040772
140.017690.14370.443081
150.0265680.21580.414889
160.2303311.87120.032874
17-0.038547-0.31320.377576
18-0.029434-0.23910.405875
190.1374571.11670.134085
200.0288510.23440.407707
210.0394930.32080.374672
220.0291510.23680.406763
230.1310241.06440.145503
24-0.112245-0.91190.182574
250.0350950.28510.388225
26-0.041167-0.33440.369554
270.0634370.51540.304009
280.0347290.28210.38936
29-0.046602-0.37860.3531
300.0653570.5310.298613
31-0.01415-0.1150.454414
32-0.059997-0.48740.313789
330.0559940.45490.325339
34-0.028887-0.23470.407593
35-0.06062-0.49250.312008
360.0390930.31760.3759
37-0.135185-1.09820.138044
38-0.093802-0.76210.224371
390.0148610.12070.452135
400.0110370.08970.464411
41-0.083095-0.67510.250996
420.0047880.03890.484545
43-0.03306-0.26860.394544
44-0.032144-0.26110.397399
450.0160430.13030.448349
460.0283350.23020.409325
47-0.163049-1.32460.094933
480.0026560.02160.491426
49-0.028135-0.22860.409954
500.0263890.21440.415454
51-0.074331-0.60390.274002
52-0.020143-0.16360.435256
530.0263010.21370.415733
54-0.040792-0.33140.370698
550.0476130.38680.350072
560.0664850.54010.295463
570.0203380.16520.434635
58-0.06304-0.51210.30513
59-0.053188-0.43210.333538
60-0.072958-0.59270.277699
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918585ax6j8csfo13bghl/1i9sm1228918511.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918585ax6j8csfo13bghl/1i9sm1228918511.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918585ax6j8csfo13bghl/26u981228918511.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t1228918585ax6j8csfo13bghl/26u981228918511.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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