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Autocorrelation Function Geboortes 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 07:58:28 -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/11/t12290075491m9oi9ae5m8rgep.htm/, Retrieved Thu, 11 Dec 2008 14:59:11 +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/t12290075491m9oi9ae5m8rgep.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)

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

9733 9259 9864 9215 10103 9380 9896 10117 9451 9700 9081 9084 9743 8587 9731 9563 9998 9437 10038 9918 9252 9737 9035 9133 9487 8700 9627 8947 9283 8829 9947 9628 9318 9605 8640 9214 9567 8547 9185 9470 9123 9278 10170 9434 9655 9429 8739 9552 9687 9019 9672 9206 9069 9788 10312 10105 9863 9656 9295 9946 9701 9049 10190 9706 9765 9893 9994 10433 10073 10112 9266 9820 10097 9115 10411 9678 10408 10153 10368 10581 10597 10680 9738 9556

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.293287	2.4886	0.007569
2	0.199867	1.6959	0.04711
3	0.24275	2.0598	0.021517
4	0.207393	1.7598	0.041345
5	0.339786	2.8832	0.002594
6	0.268644	2.2795	0.012801
7	0.159524	1.3536	0.090049
8	0.220385	1.87	0.032773
9	0.32508	2.7584	0.003679
10	0.106143	0.9007	0.185387
11	0.1135	0.9631	0.169366
12	0.002484	0.0211	0.491621
13	0.044348	0.3763	0.353898
14	0.334081	2.8348	0.002974
15	0.111299	0.9444	0.174061
16	0.090702	0.7696	0.222018
17	0.12017	1.0197	0.155648
18	0.137552	1.1672	0.123497
19	-0.008335	-0.0707	0.471907
20	-0.033036	-0.2803	0.390018
21	-0.041989	-0.3563	0.361333
22	-0.045154	-0.3831	0.351372
23	0.127521	1.0821	0.14142
24	-0.011906	-0.101	0.459904
25	-0.065197	-0.5532	0.290915
26	-0.136634	-1.1594	0.125066
27	-0.067476	-0.5726	0.284366
28	-0.113043	-0.9592	0.170333
29	-0.151893	-1.2889	0.100786
30	-0.158986	-1.349	0.090775
31	-0.155522	-1.3196	0.095567
32	0.06134	0.5205	0.302161
33	-0.082574	-0.7007	0.242884
34	-0.179052	-1.5193	0.066532
35	-0.154088	-1.3075	0.097605
36	-0.243359	-2.065	0.021264

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.293287	2.4886	0.007569
2	0.124565	1.057	0.14703
3	0.172149	1.4607	0.07422
4	0.095885	0.8136	0.209275
5	0.252859	2.1456	0.01764
6	0.100264	0.8508	0.19886
7	-0.007378	-0.0626	0.475126
8	0.076902	0.6525	0.258068
9	0.195317	1.6573	0.050903
10	-0.145554	-1.2351	0.11041
11	-0.050769	-0.4308	0.333954
12	-0.175114	-1.4859	0.070837
13	-0.048432	-0.411	0.34116
14	0.249498	2.1171	0.018855
15	-0.035463	-0.3009	0.382174
16	0.045665	0.3875	0.349773
17	0.05653	0.4797	0.316458
18	0.093149	0.7904	0.215945
19	-0.217156	-1.8426	0.03475
20	-0.151363	-1.2844	0.101567
21	-0.04253	-0.3609	0.359622
22	-0.139031	-1.1797	0.120998
23	0.010922	0.0927	0.46321
24	0.017808	0.1511	0.440156
25	-0.013773	-0.1169	0.453645
26	-0.050729	-0.4305	0.334076
27	0.08492	0.7206	0.236754
28	-0.126851	-1.0764	0.142679
29	-0.082052	-0.6962	0.244261
30	-0.068476	-0.581	0.281514
31	-0.105965	-0.8991	0.185788
32	0.090839	0.7708	0.221676
33	0.088468	0.7507	0.227648
34	-0.023904	-0.2028	0.41992
35	0.042987	0.3648	0.35818
36	-0.080024	-0.679	0.249649

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290075491m9oi9ae5m8rgep/1g9wd1229007507.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290075491m9oi9ae5m8rgep/1g9wd1229007507.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290075491m9oi9ae5m8rgep/24zpn1229007507.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t12290075491m9oi9ae5m8rgep/24zpn1229007507.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = -0.1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.1 ; 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')

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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Error 001_3: History of computation (impact.txt) is not saved due to a technical problem. We are sorry for this inconveniance and will correct it A.S.A.P.