Home » date » 2008 » Dec » 22 »

Paper - ACF lambda -0,40

*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: Mon, 22 Dec 2008 05:33:54 -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/22/t12299497275ips5q7eznrxq47.htm/, Retrieved Mon, 22 Dec 2008 13:42:09 +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/22/t12299497275ips5q7eznrxq47.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 «
2490 3266 3475 3127 2955 3870 2852 3142 3029 3180 2560 2733 2452 2553 2777 2520 2318 2873 2311 2395 2099 2268 2316 2181 2175 2627 2578 3090 2634 3225 2938 3174 3350 2588 2061 2691 2061 2918 2223 2651 2379 3146 2883 2768 3258 2839 2470 5072 1463 1600 2203 2013 2169 2640 2411 2528 2292 1988 1774 2279
 
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
10.3037872.35310.010956
20.2858732.21440.015307
30.2485191.9250.029486
40.0643980.49880.309862
5-0.038675-0.29960.382769
60.0780370.60450.273906
7-0.126521-0.980.165505
80.0294150.22780.41027
9-0.018383-0.14240.443624
100.0840470.6510.258757
11-0.207565-1.60780.056565
120.0471060.36490.358242
13-0.075901-0.58790.279394
140.0048660.03770.485029
150.0442810.3430.366399
16-0.045652-0.35360.362431
17-0.166019-1.2860.101696
18-0.043376-0.3360.369025
19-0.20174-1.56270.061695
20-0.051567-0.39940.345495
21-0.129638-1.00420.159664
22-0.021052-0.16310.435507
23-0.034657-0.26850.394635
240.0703730.54510.293849
250.0439270.34030.367424
260.0353730.2740.392513
270.0118380.09170.463623
280.0972860.75360.227026
29-0.002311-0.01790.492887
300.1140120.88310.190345
31-0.056729-0.43940.330967
320.0110710.08580.465972
330.0501380.38840.349558
340.0560930.43450.332743
350.0435460.33730.368532
360.1425721.10440.136924
370.0691630.53570.297062
380.130991.01460.157175
390.0805710.62410.267464
400.0347920.26950.394234
41-0.042535-0.32950.371472
420.0408560.31650.376374
43-0.099813-0.77310.221235
44-0.10993-0.85150.198934
45-0.064834-0.50220.308682
46-0.11198-0.86740.19459
47-0.197328-1.52850.065822
48-0.117517-0.91030.183158
49-0.117224-0.9080.183751
50-0.105938-0.82060.207564
51-0.082487-0.63890.262645
52-0.076545-0.59290.277734
53-0.096514-0.74760.228813
54-0.074296-0.57550.283553
55-0.077584-0.6010.275065
56-0.077421-0.59970.275482
57-0.046727-0.36190.359332
58-0.00606-0.04690.481357
590.0015910.01230.495105
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3037872.35310.010956
20.2132681.6520.051883
30.1331991.03180.153164
4-0.094317-0.73060.233942
5-0.139293-1.0790.142462
60.1057650.81930.207943
7-0.134705-1.04340.15047
80.1098620.8510.199079
9-0.028943-0.22420.411686
100.1386421.07390.143579
11-0.336788-2.60880.005727
120.160861.2460.108801
13-0.067644-0.5240.301115
140.1464791.13460.130524
150.012420.09620.461839
16-0.176575-1.36770.088247
17-0.091834-0.71130.239814
18-0.132373-1.02540.154655
190.0572480.44340.329522
200.0338160.26190.397133
210.0419240.32470.373254
22-0.074039-0.57350.284223
230.012740.09870.460858
240.0111250.08620.465808
250.0933470.72310.236225
260.0159320.12340.451097
27-0.027524-0.21320.415945
280.0175930.13630.446029
29-0.053373-0.41340.340385
300.0760610.58920.278981
31-0.094298-0.73040.233986
320.0648940.50270.308519
330.0511480.39620.346685
340.0430840.33370.369875
350.0101320.07850.468853
360.0747670.57910.28233
370.0176760.13690.445777
38-0.01864-0.14440.442839
390.0422980.32760.372162
40-0.118198-0.91560.181782
410.0785460.60840.272605
42-0.040237-0.31170.378185
43-0.05714-0.44260.329822
44-0.10221-0.79170.215822
450.0391340.30310.38142
46-0.013856-0.10730.457443
47-0.121945-0.94460.17433
48-0.087588-0.67850.250046
490.043320.33560.369188
50-0.008397-0.0650.474179
51-0.0584-0.45240.32632
52-0.039539-0.30630.380232
53-0.010576-0.08190.467492
54-0.062472-0.48390.315108
550.0023650.01830.492722
560.0338240.2620.397109
570.0269310.20860.41773
58-0.005902-0.04570.481843
59-0.045593-0.35320.362602
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299497275ips5q7eznrxq47/10def1229949232.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299497275ips5q7eznrxq47/10def1229949232.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299497275ips5q7eznrxq47/2oxpx1229949232.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t12299497275ips5q7eznrxq47/2oxpx1229949232.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -0.4 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -0.4 ; 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')
 




Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by