Partial Autocorrelation function d=0 D=0 Poland

*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: Fri, 12 Dec 2008 06:08:14 -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/12/t1229087367zt423f42dz4h8hp.htm/, Retrieved Fri, 12 Dec 2008 14:09:29 +0100

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/12/t1229087367zt423f42dz4h8hp.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}, }

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

156.3 151.5 159.1 166.9 160.5 162.8 178.9 148.5 184.1 197 186.8 139.2 162.7 187.5 235.8 219.4 212.4 220.2 197.5 185.6 232.4 223.8 219.4 191.4 210.4 212.6 274.4 256 227.6 261.7 237 234.9 310.6 274.2 288.1 242.5 271.7 282.2 317.4 280.3 322.6 328.2 280.7 288.8 347.9 360.1 348 275.7 332.6 340.8 390.5 351.2 377.4 413.5 366.9 364.8 388 429.8 423.6 326.4

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 0.886322 6.8654 0 2 0.799572 6.1935 0 3 0.745328 5.7733 0 4 0.737731 5.7144 0 5 0.702483 5.4414 1e-06 6 0.661189 5.1215 2e-06 7 0.606516 4.6981 8e-06 8 0.548366 4.2476 3.8e-05 9 0.478121 3.7035 0.000232 10 0.440545 3.4124 0.000579 11 0.432173 3.3476 0.000706 12 0.421312 3.2635 0.00091 13 0.327787 2.539 0.006864 14 0.26864 2.0809 0.020861 15 0.219601 1.701 0.047058 16 0.212441 1.6456 0.052542 17 0.197261 1.528 0.065887 18 0.175431 1.3589 0.089636 19 0.121436 0.9406 0.175331 20 0.068098 0.5275 0.299901 21 0.016432 0.1273 0.449572 22 -0.01905 -0.1476 0.441591 23 -0.02166 -0.1678 0.433663 24 -0.036952 -0.2862 0.387844 25 -0.10635 -0.8238 0.206663 26 -0.145777 -1.1292 0.131658 27 -0.180794 -1.4004 0.083268 28 -0.194119 -1.5036 0.06896 29 -0.223486 -1.7311 0.044285 30 -0.234185 -1.814 0.03734 31 -0.255055 -1.9756 0.0264 32 -0.287539 -2.2273 0.014846 33 -0.32463 -2.5146 0.007308 34 -0.339663 -2.631 0.005402 35 -0.320395 -2.4818 0.007946 36 -0.320132 -2.4797 0.007987 37 -0.344937 -2.6719 0.004849 38 -0.361818 -2.8026 0.003408 39 -0.369967 -2.8658 0.002864 40 -0.368767 -2.8565 0.002939 41 -0.364363 -2.8223 0.003229 42 -0.356449 -2.761 0.003817 43 -0.365073 -2.8278 0.00318 44 -0.376285 -2.9147 0.002499 45 -0.387854 -3.0043 0.00194 46 -0.386012 -2.99 0.00202 47 -0.358687 -2.7784 0.003641 48 -0.344601 -2.6693 0.004882 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.886322 6.8654 0 2 0.06531 0.5059 0.307394 3 0.117312 0.9087 0.183573 4 0.225544 1.7471 0.042872 5 -0.054014 -0.4184 0.338577 6 0.001582 0.0123 0.495133 7 -0.065017 -0.5036 0.308186 8 -0.105824 -0.8197 0.207813 9 -0.128825 -0.9979 0.161175 10 0.055228 0.4278 0.335167 11 0.122275 0.9471 0.173683 12 0.045358 0.3513 0.363281 13 -0.310702 -2.4067 0.009597 14 0.07706 0.5969 0.276409 15 -0.072588 -0.5623 0.288014 16 0.069112 0.5353 0.297197 17 0.082085 0.6358 0.263654 18 -0.026525 -0.2055 0.418952 19 -0.11416 -0.8843 0.190037 20 -0.055603 -0.4307 0.334115 21 -0.057121 -0.4425 0.329874 22 -0.102705 -0.7955 0.214716 23 0.093858 0.727 0.23502 24 -0.015104 -0.117 0.453628 25 -0.144755 -1.1213 0.13332 26 0.079912 0.619 0.269132 27 -0.042529 -0.3294 0.371489 28 -0.091103 -0.7057 0.241558 29 -0.056538 -0.4379 0.331501 30 0.080957 0.6271 0.266489 31 0.022665 0.1756 0.430616 32 -0.086697 -0.6716 0.252223 33 0.001884 0.0146 0.494204 34 -0.053228 -0.4123 0.340792 35 0.005039 0.039 0.484496 36 0.025327 0.1962 0.422565 37 0.003411 0.0264 0.489503 38 -0.071267 -0.552 0.291489 39 0.024365 0.1887 0.42547 40 -0.032867 -0.2546 0.399956 41 -0.004921 -0.0381 0.484861 42 -0.04341 -0.3363 0.368927 43 -0.037032 -0.2868 0.38761 44 -0.029989 -0.2323 0.408551 45 -0.000721 -0.0056 0.497783 46 0.001463 0.0113 0.495497 47 -0.000622 -0.0048 0.498087 48 -0.006056 -0.0469 0.481371

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229087367zt423f42dz4h8hp/1pazj1229087293.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229087367zt423f42dz4h8hp/1pazj1229087293.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229087367zt423f42dz4h8hp/2ds4b1229087293.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/12/t1229087367zt423f42dz4h8hp/2ds4b1229087293.ps (open in new window)

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 0.1 ; 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')

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by