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Paper Stap 3 ACF

*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 12:51:37 -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/t122954363058aio71xzll6m34.htm/, Retrieved Wed, 17 Dec 2008 20:53:50 +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/t122954363058aio71xzll6m34.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 «
94.7 101.8 102.5 105.3 110.3 109.8 117.3 118.8 131.3 125.9 133.1 147 145.8 164.4 149.8 137.7 151.7 156.8 180 180.4 170.4 191.6 199.5 218.2 217.5 205 194 199.3 219.3 211.1 215.2 240.2 242.2 240.7 255.4 253 218.2 203.7 205.6 215.6 188.5 202.9 214 230.3 230 241 259.6 247.8 270.3 289.7 322.7 315 320.2 329.5 360.6 382.2 435.4 464 468.8 403 351.6
 
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
10.9435987.36970
20.85966.71370
30.7568965.91150
40.6611955.16411e-06
50.5758174.49731.6e-05
60.5066383.9571e-04
70.446873.49020.000451
80.3891883.03970.001743
90.3333892.60390.00578
100.282482.20620.015571
110.2324191.81530.037201
120.1905271.48810.070943
130.1523121.18960.119408
140.126340.98670.163832
150.0973490.76030.224995
160.0659160.51480.30427
170.0448290.35010.363726
180.0297170.23210.408619
190.028240.22060.413086
200.0319070.24920.402022
210.0373070.29140.385875
220.0413610.3230.373884
230.0439940.34360.366163
240.0432430.33770.368359
250.0342760.26770.394915
260.0102870.08030.468114
27-0.019904-0.15550.438489
28-0.047959-0.37460.354638
29-0.070032-0.5470.293198
30-0.090795-0.70910.240471
31-0.104383-0.81530.20905
32-0.109329-0.85390.198254
33-0.115871-0.9050.184518
34-0.123198-0.96220.169871
35-0.129747-1.01340.157446
36-0.144509-1.12870.131732
37-0.170583-1.33230.09386
38-0.200963-1.56960.060844
39-0.226813-1.77150.040739
40-0.249556-1.94910.027943
41-0.27677-2.16160.017289
42-0.300161-2.34430.011167
43-0.318221-2.48540.007849
44-0.325633-2.54330.006767
45-0.334644-2.61370.005634
46-0.342599-2.67580.00478
47-0.350552-2.73790.004046
48-0.364857-2.84960.002981
49-0.368654-2.87930.002745
50-0.367063-2.86690.002842
51-0.354495-2.76870.003722
52-0.341778-2.66940.004862
53-0.328529-2.56590.006382
54-0.309468-2.4170.009327
55-0.281856-2.20140.015752
56-0.246894-1.92830.029238
57-0.19784-1.54520.063738
58-0.139753-1.09150.139672
59-0.078657-0.61430.270642
60-0.033631-0.26270.396848


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9435987.36970
2-0.280755-2.19280.016074
3-0.168606-1.31690.096406
40.0772610.60340.274231
50.0241690.18880.425451
60.0392720.30670.380048
7-0.024283-0.18970.425104
8-0.07147-0.55820.289376
9-0.014792-0.11550.454202
100.023640.18460.427065
11-0.047435-0.37050.356155
120.03140.24520.403547
13-0.026766-0.2090.417553
140.0600960.46940.320241
15-0.093407-0.72950.234235
16-0.061377-0.47940.316695
170.1300051.01540.15697
180.0016610.0130.494846
190.0656230.51250.305064
20-0.016954-0.13240.447545
21-0.037098-0.28970.386496
220.0183610.14340.443221
230.0213580.16680.434036
24-0.035226-0.27510.392074
25-0.065043-0.5080.306642
26-0.135633-1.05930.146814
27-0.003077-0.0240.490453
280.0525290.41030.341524
29-0.009491-0.07410.470574
30-0.035823-0.27980.390294
310.00520.04060.483869
320.0600160.46870.320463
33-0.066685-0.52080.302186
34-0.036488-0.2850.388312
350.037930.29620.384026
36-0.095859-0.74870.228462
37-0.116212-0.90760.183819
38-0.02316-0.18090.428527
390.0208940.16320.435456
40-0.00446-0.03480.486163
41-0.123871-0.96750.168566
42-0.033704-0.26320.396627
430.0126640.09890.460766
440.0449610.35120.363341
45-0.095293-0.74430.229789
46-0.0694-0.5420.294887
470.0021960.01720.493186
48-0.077274-0.60350.274196
490.0883440.690.24641
500.0001930.00150.4994
510.0514870.40210.344497
52-0.070672-0.5520.291495
53-0.062645-0.48930.313201
540.0507360.39630.346648
550.1048010.81850.208122
560.0238920.18660.426295
570.0938780.73320.23312
580.0469880.3670.357448
59-0.00179-0.0140.494447
60-0.095961-0.74950.228224
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122954363058aio71xzll6m34/1vcem1229543493.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122954363058aio71xzll6m34/1vcem1229543493.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122954363058aio71xzll6m34/2rqwc1229543493.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/17/t122954363058aio71xzll6m34/2rqwc1229543493.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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