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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: Wed, 17 Dec 2008 01:01:47 -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/17/t1229500949xs1jr1s2dod7p71.htm/, Retrieved Wed, 17 Dec 2008 09:02:29 +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/17/t1229500949xs1jr1s2dod7p71.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 «
31.58095238 27.88428571 27.31826087 28.8925 28.04772727 28.725 32.0047619 34.53043478 33.4675 34.09 35.47045455 34.5945 34.32045455 32.777 28.38272727 29.17631579 28.61772727 28.195 29.32590909 29.71869565 26.2865 26.81869565 27.64318182 27.09666667 27.04545455 26.018 25.762 25.94333333 24.97318182 21.7435 18.1626087 16.94818182 16.458 16.44 18.20428571 16.4425 15.70409091 13.941 12.23333333 14.75 14.62190476 15.04285714 15.50130435 16.10047619 15.44136364 15.13695652 15.415 15.68952381 17.57142857 18.419 17.96130435 18.3875 17.62571429 17.94590909 17.78954545 17.72818182 18.99090909 19.83428571 20.22590909 20.23608696 21.11857143 21.2505 21.80333333 21.84333333 22.20909091 22.63545455 23.5352381 23.78173913 23.65409091 23.93428571 24.77318182 26.26428571 27.68772727 29.542 29.31086957 29.255 28.68545455 26.15909091 27.11619048 29.39869565 30.98761905 32.95818182 32.19818182 31.67421053 32.49318182 33.6615 32.43863636 34.37526316 32.36363636 30.72809524 30.31136364 27.26304348 25.0525 22.32681818 18.25727273 18.29789474 16.00227273 14.36285714 14.98263158 16.87909091 16.55954545 13.31 9.607391304 9.341428571 7.888181818 1.714705882 0.811 0.713333333
 
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
10.9329889.69590
20.8565988.9020
30.779328.09890
40.7103367.3820
50.6454556.70780
60.5781866.00870
70.5146475.34840
80.45744.75343e-06
90.3967174.12283.7e-05
100.3211733.33770.00058
110.2403692.4980.006999
120.1627351.69120.046842
130.0855050.88860.188099
140.0071170.0740.470587
15-0.054053-0.56170.28773
16-0.111947-1.16340.123619
17-0.166635-1.73170.04309
18-0.212356-2.20690.01472
19-0.255799-2.65830.004523
20-0.294106-3.05640.001411
21-0.314932-3.27290.000715
22-0.338441-3.51720.00032
23-0.354401-3.6830.000181
24-0.368745-3.83210.000107
25-0.384583-3.99675.9e-05
26-0.393839-4.09294.1e-05
27-0.394302-4.09774e-05
28-0.400191-4.15893.2e-05
29-0.409824-4.2592.2e-05
30-0.420604-4.3711.4e-05
31-0.428031-4.44821.1e-05
32-0.421639-4.38181.4e-05
33-0.40893-4.24972.3e-05
34-0.393333-4.08764.2e-05
35-0.375001-3.89718.5e-05
36-0.354033-3.67920.000183
37-0.335425-3.48580.000355
38-0.317276-3.29720.000661
39-0.29663-3.08270.001302
40-0.28152-2.92560.002095
41-0.262859-2.73170.003681
42-0.243004-2.52540.006505
43-0.224579-2.33390.010726
44-0.202065-2.09990.019032
45-0.176001-1.82910.035075
46-0.146408-1.52150.065526
47-0.116602-1.21180.114123
48-0.085994-0.89370.186742
49-0.058744-0.61050.27141
50-0.02771-0.2880.38696
510.0051340.05340.478776
520.0345390.35890.360172
530.0637920.66290.254388
540.0930220.96670.167924
550.1241661.29040.09984
560.1571031.63270.052727
570.1905991.98080.02508
580.2218632.30570.01152
590.254882.64880.004645
600.285122.96310.001874


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9329889.69590
2-0.107068-1.11270.134158
3-0.043353-0.45050.326614
40.0220090.22870.409759
5-0.016878-0.17540.430548
6-0.063036-0.65510.256902
7-0.007435-0.07730.469276
80.0066450.06910.472537
9-0.076186-0.79170.215121
10-0.155898-1.62010.05406
11-0.075755-0.78730.216424
12-0.033965-0.3530.362397
13-0.082406-0.85640.19684
14-0.087915-0.91360.181471
150.0732090.76080.224215
16-0.062153-0.64590.259852
17-0.065332-0.6790.249311
180.0232010.24110.404961
19-0.027172-0.28240.389095
20-0.03136-0.32590.372565
210.0874170.90850.182827
22-0.066709-0.69330.244816
230.0086650.09010.464206
24-0.048478-0.50380.307713
25-0.0673-0.69940.242902
260.0046130.04790.480925
270.0102210.10620.457804
28-0.116142-1.2070.115037
29-0.068151-0.70820.240158
30-0.079169-0.82270.206233
31-0.054414-0.56550.286457
320.0527860.54860.292217
33-0.01165-0.12110.451929
34-0.022171-0.23040.409103
350.0170240.17690.429952
36-0.041011-0.42620.335407
37-0.031916-0.33170.370387
380.008930.09280.463118
39-0.011105-0.11540.454167
40-0.0682-0.70880.24
410.0137030.14240.443512
42-0.064253-0.66770.252864
43-0.048251-0.50140.308542
44-0.009981-0.10370.458789
45-0.020673-0.21480.41515
460.0295810.30740.379561
47-0.013645-0.14180.44375
48-0.02946-0.30620.380037
49-0.006165-0.06410.474518
500.0191770.19930.421203
510.0050710.05270.479033
520.0193760.20140.420397
530.0154070.16010.436546
54-0.015942-0.16570.43436
550.0316760.32920.371326
560.0172750.17950.42893
570.0210070.21830.413798
580.0364420.37870.35282
590.0298930.31070.37833
60-0.012479-0.12970.448529
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229500949xs1jr1s2dod7p71/1ar5t1229500902.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229500949xs1jr1s2dod7p71/1ar5t1229500902.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229500949xs1jr1s2dod7p71/2vnth1229500902.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t1229500949xs1jr1s2dod7p71/2vnth1229500902.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 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')
 




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