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ACF Olie D=0 en d=0

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Fri, 19 Dec 2008 07:44:10 -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/19/t1229697886se60is3a4wfy8tf.htm/, Retrieved Fri, 19 Dec 2008 15:44:48 +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/19/t1229697886se60is3a4wfy8tf.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 «
29.59 30.7 30.52 32.67 33.19 37.13 35.54 37.75 41.84 42.94 49.14 44.61 40.22 44.23 45.85 53.38 53.26 51.8 55.3 57.81 63.96 63.77 59.15 56.12 57.42 63.52 61.71 63.01 68.18 72.03 69.75 74.41 74.33 64.24 60.03 59.44 62.5 55.04 58.34 61.92 67.65 67.68 70.3 75.26 71.44 76.36 81.71 92.6 90.6 92.23 94.09 102.79 109.65 124.05 132.69 135.81 116.07 101.42 75.73 55.48
 
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
10.94027.28280
20.8448316.5440
30.7336975.68320
40.62764.86144e-06
50.5367854.15795.2e-05
60.4656973.60730.000316
70.4045653.13370.001335
80.3445772.66910.004885
90.2902042.24790.014135
100.242311.87690.032697
110.20241.56780.061095
120.1570571.21660.114268
130.1150820.89140.188132
140.0821160.63610.263576
150.0524640.40640.342954
160.0261950.20290.419948
170.0088660.06870.472739
18-0.002108-0.01630.493512
19-0.001818-0.01410.494405
200.0076810.05950.476377
210.0278760.21590.414888
220.0430070.33310.370098
230.0428580.3320.370531
240.0338030.26180.397173
250.016840.13040.448327
26-0.004176-0.03230.487152
27-0.036064-0.27930.390469
28-0.062704-0.48570.314473
29-0.081151-0.62860.266
30-0.092365-0.71550.238552
31-0.099754-0.77270.22137
32-0.09782-0.75770.225796
33-0.098218-0.76080.22488
34-0.111959-0.86720.194635
35-0.131194-1.01620.156801
36-0.158972-1.23140.111491
37-0.188015-1.45640.075253
38-0.227225-1.76010.041746
39-0.260106-2.01480.024208
40-0.287026-2.22330.014987
41-0.308842-2.39230.009947
42-0.326519-2.52920.007039
43-0.340646-2.63860.005295
44-0.343755-2.66270.004968
45-0.349701-2.70880.004394
46-0.356043-2.75790.003849
47-0.359908-2.78780.003548
48-0.35781-2.77160.003709
49-0.353972-2.74190.00402
50-0.341629-2.64620.005189
51-0.327228-2.53470.00694
52-0.299919-2.32320.011789
53-0.265593-2.05730.022007
54-0.214638-1.66260.050806
55-0.151473-1.17330.122655
56-0.084013-0.65080.258842
57-0.034726-0.2690.394431
580.0001360.00110.49958
590.0102440.07930.46851
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.94027.28280
2-0.3374-2.61350.005656
3-0.110779-0.85810.19713
40.0391280.30310.381436
50.0508460.39390.347544
60.048220.37350.355041
7-0.053266-0.41260.340687
8-0.077335-0.5990.275703
90.030650.23740.406572
100.0196230.1520.439847
110.0099570.07710.469388
12-0.136158-1.05470.1479
130.0203310.15750.437695
140.0703180.54470.293995
15-0.04114-0.31870.375543
16-0.032145-0.2490.402109
170.0351110.2720.393288
180.0143650.11130.455886
190.0887860.68770.247135
200.0158910.12310.451224
210.0445350.3450.365662
22-0.08335-0.64560.260493
23-0.08881-0.68790.247078
240.0258990.20060.42084
25-0.034567-0.26780.394903
26-0.025797-0.19980.421146
27-0.130713-1.01250.157683
280.0486590.37690.353786
290.0719710.55750.289636
30-0.009953-0.07710.469401
31-0.051998-0.40280.344274
320.0373790.28950.386585
33-0.035486-0.27490.392179
34-0.085943-0.66570.254074
35-0.024158-0.18710.426096
36-0.087938-0.68120.249193
370.0055510.0430.482924
38-0.124465-0.96410.169432
390.0370560.2870.387538
40-0.031568-0.24450.40383
41-0.049029-0.37980.352726
42-0.04044-0.31320.377589
43-0.075162-0.58220.281305
440.0985470.76330.224125
45-0.095357-0.73860.231504
46-0.076024-0.58890.279077
470.0043330.03360.48667
480.0612910.47480.318342
490.0060910.04720.481263
50-0.008267-0.0640.474578
51-0.08856-0.6860.247683
520.1519641.17710.121901
530.0222480.17230.431879
540.0849670.65810.25648
550.0519860.40270.344307
560.0125870.09750.461329
57-0.100442-0.7780.219808
58-0.013886-0.10760.457351
59-0.098112-0.760.225123
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229697886se60is3a4wfy8tf/1imym1229697848.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229697886se60is3a4wfy8tf/1imym1229697848.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229697886se60is3a4wfy8tf/26f311229697848.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/19/t1229697886se60is3a4wfy8tf/26f311229697848.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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