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Paper

*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: Thu, 11 Dec 2008 05:20:25 -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/11/t1228998115fkci5j4ct8c2oji.htm/, Retrieved Thu, 11 Dec 2008 12:21:55 +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/11/t1228998115fkci5j4ct8c2oji.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 «
119.5 125 145 105.3 116.9 120.1 88.9 78.4 114.6 113.3 117 99.6 99.4 101.9 115.2 108.5 113.8 121 92.2 90.2 101.5 126.6 93.9 89.8 93.4 101.5 110.4 105.9 108.4 113.9 86.1 69.4 101.2 100.5 98 106.6 90.1 96.9 125.9 112 100 123.9 79.8 83.4 113.6 112.9 104 109.9 99 106.3 128.9 111.1 102.9 130 87 87.5 117.6 103.4 110.8 112.6 102.5 112.4 135.6 105.1 127.7 137 91 90.5 122.4 123.3 124.3 120 118.1 119 142.7 123.6 129.6 151.6 110.4 99.2 130.5 136.2 129.7 128
 
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
10.3074992.81830.00301
20.0068610.06290.475004
30.28022.56810.005998
40.0984880.90270.184645
50.1085490.99490.161329
60.3820633.50170.000372
70.1220291.11840.133289
80.1022610.93720.175661
90.2136251.95790.02678
10-0.107216-0.98260.164301
110.154951.42010.079634
120.5883815.39260
130.1396311.27970.10208
14-0.113298-1.03840.151034
150.1150251.05420.147401
16-0.042901-0.39320.347586
170.0041350.03790.48493
180.1839681.68610.047744
190.0141170.12940.448681
20-0.023868-0.21880.413686
210.0401730.36820.356828
22-0.229708-2.10530.019125
230.0113050.10360.458864
240.3756333.44270.00045
250.0068570.06280.475019
26-0.146614-1.34370.091326
270.0009010.00830.496716
28-0.171194-1.5690.060202
29-0.113519-1.04040.150566
300.0529060.48490.314507
31-0.117268-1.07480.142776
32-0.107422-0.98450.16384
33-0.049503-0.45370.325606
34-0.250542-2.29630.012076
35-0.06548-0.60010.275015
360.2166141.98530.025187
37-0.049827-0.45670.324543
38-0.226659-2.07740.020411
39-0.096142-0.88120.190374
40-0.214765-1.96840.026163
41-0.172599-1.58190.058716
42-0.060063-0.55050.291725
43-0.113846-1.04340.149874
44-0.11796-1.08110.141369
45-0.111075-1.0180.155797
46-0.261856-2.39990.009304
47-0.114427-1.04870.148653
480.1089160.99820.160516
49-0.080159-0.73470.232293
50-0.208263-1.90880.029854
51-0.115902-1.06230.145581
52-0.165593-1.51770.066424
53-0.123168-1.12890.131087
54-0.053209-0.48770.313529
55-0.089098-0.81660.208235
56-0.046202-0.42340.336525
57-0.090463-0.82910.204697
58-0.191744-1.75740.04125
59-0.065343-0.59890.275433
600.1222331.12030.132894


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3074992.81830.00301
2-0.096852-0.88770.188628
30.3430153.14380.001153
4-0.138164-1.26630.104454
50.2253682.06550.020978
60.2340382.1450.017421
7-0.089886-0.82380.206187
80.1856531.70150.046271
9-0.073733-0.67580.250519
10-0.202921-1.85980.033207
110.3457183.16860.001069
120.3355183.07510.00142
13-0.136307-1.24930.107517
14-0.242581-2.22330.01444
15-0.052457-0.48080.315962
16-0.026498-0.24290.404353
170.015890.14560.442279
18-0.120446-1.10390.136394
190.0133520.12240.451448
20-0.098864-0.90610.183737
210.0034310.03140.487494
22-0.068017-0.62340.26736
230.0859050.78730.216651
240.0936790.85860.196507
25-0.075498-0.6920.245438
260.0486170.44560.328524
27-0.069267-0.63480.263629
28-0.096574-0.88510.189311
29-0.017448-0.15990.436667
30-0.08305-0.76120.224345
31-0.035407-0.32450.373178
32-0.0805-0.73780.231349
330.0583350.53460.297154
340.0740520.67870.249598
35-0.039993-0.36650.357442
360.0077150.07070.4719
370.0287750.26370.396317
38-0.17313-1.58680.058161
390.0309960.28410.388524
40-0.062811-0.57570.283188
410.0004270.00390.498444
42-0.14836-1.35970.088775
430.0968120.88730.188726
440.0227150.20820.417795
45-0.074342-0.68140.248761
46-0.023827-0.21840.413832
470.0033560.03080.487767
48-0.007683-0.07040.472016
49-0.025814-0.23660.406775
50-0.04962-0.45480.325222
510.054890.50310.308115
52-0.038688-0.35460.361894
530.0814450.74650.228739
54-0.040065-0.36720.357198
550.017450.15990.436659
560.001310.0120.495224
57-0.004285-0.03930.484382
580.0146820.13460.446639
59-0.047562-0.43590.332011
60-0.027176-0.24910.401956
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1228998115fkci5j4ct8c2oji/154us1228998020.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1228998115fkci5j4ct8c2oji/154us1228998020.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1228998115fkci5j4ct8c2oji/29fdb1228998020.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1228998115fkci5j4ct8c2oji/29fdb1228998020.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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