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ACF d0D1

*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 07:21:44 -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/t12289189889mujvs8oxh66p8j.htm/, Retrieved Wed, 10 Dec 2008 14:23:08 +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/t12289189889mujvs8oxh66p8j.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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.142278-1.04550.150219
2-0.083074-0.61050.272058
30.3078892.26250.013856
4-0.18202-1.33760.093322
5-0.041037-0.30160.382073
60.2570251.88870.032151
7-0.208597-1.53290.065573
8-0.086354-0.63460.264194
90.1566071.15080.127438
10-0.064947-0.47730.317552
11-0.037587-0.27620.391721
120.0792730.58250.281316
13-0.183334-1.34720.091768
140.0433370.31850.375681
150.0582470.4280.335168
16-0.119451-0.87780.191976
170.0731960.53790.296435
18-0.039977-0.29380.385031
19-0.161546-1.18710.120188
200.1994891.46590.074232
21-0.055802-0.41010.341693
22-0.225725-1.65870.051484
230.169931.24870.108576
24-0.204275-1.50110.069577
25-0.060518-0.44470.329153
260.2515081.84820.035027
27-0.047039-0.34570.36547
28-0.024891-0.18290.427777
290.0854930.62820.266247
30-0.05759-0.42320.336915
31-0.053641-0.39420.3475
320.086110.63280.264776
33-0.094607-0.69520.244951
34-0.075079-0.55170.29171
350.0518470.3810.35235
36-0.071516-0.52550.300681
370.0265690.19520.42297
380.0601450.4420.330137
39-0.03905-0.2870.387622
40-0.022908-0.16830.433471
410.0623510.45820.324328
420.0263250.19340.423668
430.009740.07160.471603
440.0189550.13930.44487
450.0177260.13030.448423
460.0278180.20440.419397
47-0.004362-0.03210.487273
48-0.065833-0.48380.315251
49-0.056282-0.41360.340407
50-0.031635-0.23250.408527
51-0.023064-0.16950.433025
52-0.007317-0.05380.47866
530.0017570.01290.494874
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.142278-1.04550.150219
2-0.105451-0.77490.220887
30.2888132.12230.019206
4-0.120339-0.88430.190226
5-0.035977-0.26440.396248
60.1644641.20860.116049
7-0.104344-0.76680.223279
8-0.111561-0.81980.207966
90.0174380.12810.449255
100.0849640.62440.267511
11-0.019774-0.14530.442504
12-0.042678-0.31360.377509
13-0.131549-0.96670.169006
140.0667680.49060.312833
15-0.015589-0.11460.454611
16-0.052383-0.38490.350899
170.0473150.34770.36471
18-0.054919-0.40360.344062
19-0.113005-0.83040.204981
200.1073580.78890.216806
21-0.018611-0.13680.445863
22-0.174645-1.28340.10242
230.023710.17420.431168
24-0.175487-1.28960.101349
250.0411830.30260.381666
260.0769640.56560.287015
270.1294560.95130.172845
280.0674140.49540.311168
29-0.131885-0.96920.168395
30-0.012074-0.08870.464815
31-0.06425-0.47210.319365
32-0.019894-0.14620.442159
33-0.041699-0.30640.380229
34-0.02018-0.14830.441331
35-0.063488-0.46650.321353
36-0.044631-0.3280.372101
37-0.005211-0.03830.484798
380.0585820.43050.334277
390.0945920.69510.244984
40-0.122479-0.90.18605
410.0176510.12970.448639
420.0907440.66680.25386
43-0.031668-0.23270.408431
440.0063850.04690.481376
450.0781190.57410.284157
46-0.045202-0.33220.370526
47-0.063438-0.46620.321483
48-0.146202-1.07440.143719
49-0.029664-0.2180.414131
500.0639250.46980.320211
51-0.039814-0.29260.385484
52-0.012042-0.08850.464908
53-0.062461-0.4590.32404
54NANANA
55NANANA
56NANANA
57NANANA
58NANANA
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289189889mujvs8oxh66p8j/12u431228918899.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289189889mujvs8oxh66p8j/12u431228918899.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289189889mujvs8oxh66p8j/21iam1228918899.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/10/t12289189889mujvs8oxh66p8j/21iam1228918899.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 0.2 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 0.2 ; par3 = 0 ; 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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