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pacf Waals Gewest D=1

*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: Tue, 16 Dec 2008 07:05:47 -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/16/t1229436390aw6qar6sy1xzz9z.htm/, Retrieved Tue, 16 Dec 2008 15:06:30 +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/16/t1229436390aw6qar6sy1xzz9z.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 «

258778 252791 256389 258961 258647 256304 250498 247883 249552 262626 264416 273049 272441 267564 265952 263937 264765 263386 258985 257334 257477 271486 274488 281274 272674 269704 268227 276444 272247 268516 263406 263619 265905 281681 287413 289423 281242 273878 269022 272630 270287 260447 262248 252806 238663 258438 266719 263279 258064 248828 248284 253376 251846 239494 239709 228793 229521 249999 254016 251178

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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.910159	6.3058	0
2	0.826268	5.7246	0
3	0.778533	5.3938	1e-06
4	0.74179	5.1393	3e-06
5	0.681198	4.7195	1e-05
6	0.611283	4.2351	5.1e-05
7	0.515771	3.5734	0.000407
8	0.439483	3.0448	0.001887
9	0.361081	2.5016	0.007912
10	0.270377	1.8732	0.033567
11	0.172569	1.1956	0.118865
12	0.07499	0.5195	0.302885
13	0.033047	0.229	0.409938
14	0.019367	0.1342	0.44691
15	-0.02226	-0.1542	0.43904
16	-0.106386	-0.7371	0.232335
17	-0.156734	-1.0859	0.141477
18	-0.17106	-1.1851	0.120898
19	-0.181876	-1.2601	0.106867
20	-0.191384	-1.3259	0.095566
21	-0.219305	-1.5194	0.067613
22	-0.243647	-1.688	0.048946
23	-0.257842	-1.7864	0.040177
24	-0.277003	-1.9191	0.030462
25	-0.306962	-2.1267	0.019307
26	-0.327612	-2.2698	0.013876
27	-0.335983	-2.3278	0.012094
28	-0.328004	-2.2725	0.013788
29	-0.312005	-2.1616	0.017832
30	-0.323934	-2.2443	0.014731
31	-0.360145	-2.4952	0.008041
32	-0.367518	-2.5462	0.007077
33	-0.326326	-2.2608	0.01417
34	-0.302142	-2.0933	0.020815
35	-0.28851	-1.9989	0.025652
36	-0.267534	-1.8535	0.034979

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.910159	6.3058	0
2	-0.012365	-0.0857	0.466045
3	0.165821	1.1488	0.128158
4	0.050228	0.348	0.364686
5	-0.119691	-0.8292	0.205536
6	-0.072446	-0.5019	0.309009
7	-0.242062	-1.6771	0.050017
8	0.006395	0.0443	0.482421
9	-0.126152	-0.874	0.193234
10	-0.12189	-0.8445	0.201295
11	-0.08887	-0.6157	0.270497
12	-0.131218	-0.9091	0.183919
13	0.294964	2.0436	0.023253
14	0.166889	1.1562	0.126653
15	0.001382	0.0096	0.496201
16	-0.211756	-1.4671	0.074437
17	0.008284	0.0574	0.477236
18	0.0691	0.4787	0.317149
19	-0.093077	-0.6449	0.261045
20	0.079229	0.5489	0.292804
21	-0.193266	-1.339	0.093441
22	-0.051168	-0.3545	0.362257
23	-0.130458	-0.9038	0.185297
24	-0.142484	-0.9872	0.164257
25	0.040298	0.2792	0.390649
26	0.027019	0.1872	0.426149
27	0.116394	0.8064	0.211994
28	-0.094163	-0.6524	0.258635
29	0.140345	0.9723	0.167878
30	0.007602	0.0527	0.479108
31	-0.172621	-1.196	0.118794
32	0.082655	0.5727	0.284777
33	0.102022	0.7068	0.241546
34	-0.054277	-0.376	0.35427
35	-0.095223	-0.6597	0.256293
36	0.037209	0.2578	0.398834

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436390aw6qar6sy1xzz9z/1mqss1229436336.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436390aw6qar6sy1xzz9z/1mqss1229436336.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436390aw6qar6sy1xzz9z/2o1gi1229436336.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229436390aw6qar6sy1xzz9z/2o1gi1229436336.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 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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