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Paper 4.3 (P)ACF nieuwe wagens

*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 07:21:32 -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/t1229437366oru8xsy5utjybyi.htm/, Retrieved Tue, 16 Dec 2008 15:22:48 +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/t1229437366oru8xsy5utjybyi.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 «
58.972 59.249 63.955 53.785 52.760 44.795 37.348 32.370 32.717 40.974 33.591 21.124 58.608 46.865 51.378 46.235 47.206 45.382 41.227 33.795 31.295 42.625 33.625 21.538 56.421 53.152 53.536 52.408 41.454 38.271 35.306 26.414 31.917 38.030 27.534 18.387 50.556 43.901 48.572 43.899 37.532 40.357 35.489 29.027 34.485 42.598 30.306 26.451 47.460 50.104 61.465 53.726 39.477 43.895 31.481 29.896 33.842 39.120 33.702 25.094
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.594215-4.03020.000104
20.1544071.04720.150231
30.0240870.16340.435474
4-0.077122-0.52310.301719
5-0.060357-0.40940.342089
60.1985921.34690.092303
7-0.224658-1.52370.067214
80.0509890.34580.365526
90.222091.50630.069415
10-0.252237-1.71080.046932
110.1670721.13310.131515
12-0.095326-0.64650.260573
13-0.006482-0.0440.482562
14-0.109984-0.74590.229748
150.2753541.86750.034102
16-0.258131-1.75070.04333
170.1211190.82150.207809
180.1082930.73450.233192
19-0.254055-1.72310.045795
200.2695581.82820.037002
21-0.172729-1.17150.123714
22-0.024063-0.16320.435536
230.0235070.15940.437013
240.1165160.79030.216718


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.594215-4.03020.000104
2-0.307131-2.08310.021416
3-0.065686-0.44550.329022
4-0.071412-0.48430.315223
5-0.235083-1.59440.058847
60.0418380.28380.388933
7-0.077359-0.52470.301164
8-0.216188-1.46630.074691
90.1849361.25430.108035
100.0837140.56780.286474
110.0814770.55260.291604
12-0.051733-0.35090.363644
13-0.014759-0.10010.460351
14-0.261727-1.77510.041247
150.0347760.23590.407292
160.0747950.50730.307188
17-0.079386-0.53840.29644
180.1377140.9340.177584
19-0.105295-0.71410.239373
200.1155740.78390.21857
21-0.024492-0.16610.434398
22-0.041788-0.28340.389063
23-0.071585-0.48550.314808
24-0.025845-0.17530.430811
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229437366oru8xsy5utjybyi/1iqbx1229437291.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229437366oru8xsy5utjybyi/1iqbx1229437291.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229437366oru8xsy5utjybyi/2fk4y1229437291.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/16/t1229437366oru8xsy5utjybyi/2fk4y1229437291.ps (open in new window)


 
Parameters (Session):
par1 = 24 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 24 ; par2 = 1 ; par3 = 2 ; 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')
 




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