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2MAR03A_Robbe Leys_Autocorrelation_bierproductie australië2

*Unverified author*
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 15:55:01 -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/t1229036260pwhg93y8midtjny.htm/, Retrieved Thu, 11 Dec 2008 22:57:40 +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/t1229036260pwhg93y8midtjny.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 «
284.4 212.8 226.9 308.4 262 227.9 236.1 320.4 271.9 232.8 237 313.4 261.4 226.8 249.9 314.3 286.1 226.5 260.4 311.4 294.7 232.6 257.2 339.2 279.1 249.8 269.8 345.7 293.8 254.7 277.5 363.4 313.4 272.8 300.1 369.5 330.8 287.8 305.9 386.1 335.2 288 308.3 402.3 352.8 316.1 324.9 404.8 393 318.9 327 442.3 383.1 331.6 361.4 445.9 386.6 357.2 373.6 466.2 409.6 369.8 378.6 487 419.2 376.7 392.8 506.1 458.4 387.4 426.9 565 464.8 444.5 449.5 556.1 499.6 451.9 434.9 553.8 510 432.9 453.2 547.6 485.8 452.6 456.6 565.7 514.8 464.3 430.9 588.3 503.1 442.6 448 554.5 504.5 427.3 473.1 526.2 547.5 440.2 468.7 574.5 492.6 432.6 479.8 575.7 474.6 405.3 434.6 535.1 452.6 429.5 417.2 551.8 464 416.6 422.9 553.6 458.6 427.6 429.2 534.2 481.7 416 440.2 538.7 473.8 439.9 446.8 597.5 467.2 439.4 447.4 568.5 485.9 442.1 430.5 600 464.5 423.6 437 574 443 410 420 532 432 420 411 512 449 382
 
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
1-0.216209-2.67440.004151
2-0.564346-6.98060
3-0.159396-1.97160.025229
40.90081811.14250
5-0.168075-2.0790.019644
6-0.565723-6.99760
7-0.145406-1.79860.037029
80.85973810.63440
9-0.1398-1.72920.042892
10-0.573926-7.09910
11-0.126471-1.56440.0599
120.83932310.38190
13-0.148724-1.83960.033882
14-0.558492-6.90820
15-0.10277-1.27120.102794
160.798029.8710
17-0.150997-1.86770.031856
18-0.521828-6.45470
19-0.119178-1.47420.071248
200.781189.66270
21-0.137185-1.69690.045876
22-0.529753-6.55270
23-0.093196-1.15280.125401
240.7479359.25140
25-0.137825-1.70480.04513
26-0.505802-6.25640
27-0.098239-1.21520.11309
280.7348629.08970
29-0.135765-1.67930.047565
30-0.493007-6.09820
31-0.087171-1.07820.141312
320.6966258.61680
33-0.112188-1.38770.083626
34-0.49489-6.12140
35-0.077546-0.95920.169487
360.6752438.35230
37-0.107437-1.32890.092926
38-0.490126-6.06250
39-0.059384-0.73450.231872
400.6483748.01990
41-0.114508-1.41640.079348
42-0.464011-5.73950
43-0.055135-0.6820.248141
440.6191237.65810
45-0.10732-1.32750.093165
46-0.438583-5.4250
47-0.067409-0.83380.202845
480.6131937.58480


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.216209-2.67440.004151
2-0.641059-7.92950
3-0.887315-10.97550
40.1867282.30970.011121
50.2406362.97650.001695
60.1923172.37880.009301
7-0.129695-1.60420.055362
80.0478780.59220.277291
90.1149361.42170.078577
100.0519790.64290.260611
11-0.041367-0.51170.304805
120.1725022.13370.017229
130.0021970.02720.489177
140.0113990.1410.444029
150.079760.98660.162704
160.0789790.97690.165076
17-0.079793-0.9870.162604
180.1169071.44610.075104
19-0.062782-0.77660.219306
20-0.034644-0.42850.334437
210.0523690.64780.259052
22-0.058776-0.7270.234164
230.0002630.00320.498706
24-0.034176-0.42270.336542
25-0.077874-0.96320.168473
260.0383650.47450.317893
27-0.132057-1.63350.052214
280.0284140.35150.362862
290.0473440.58560.279501
300.0022910.02830.488713
310.1272921.57450.058717
32-0.035795-0.44280.329282
330.0403370.49890.309268
340.0312260.38620.349926
35-0.015502-0.19170.424098
360.0267180.33050.370743
370.0340120.42070.33728
38-0.071814-0.88830.187888
390.0421460.52130.30145
400.0649130.80290.211631
41-0.122843-1.51950.065352
420.0183460.22690.41039
430.0055580.06870.472639
44-0.076033-0.94050.174228
450.0207350.25650.398965
460.0699270.86490.194212
470.0254360.31460.376735
480.1027021.27040.102943
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229036260pwhg93y8midtjny/1cenf1229036096.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229036260pwhg93y8midtjny/1cenf1229036096.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229036260pwhg93y8midtjny/2uld71229036096.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/11/t1229036260pwhg93y8midtjny/2uld71229036096.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 1 ; 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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