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*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 09:31:21 -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/t1229963513s4ctalr0pnsitlw.htm/, Retrieved Mon, 22 Dec 2008 17:31:55 +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/t1229963513s4ctalr0pnsitlw.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 «
492865 480961 461935 456608 441977 439148 488180 520564 501492 485025 464196 460170 467037 460070 447988 442867 436087 431328 484015 509673 512927 502831 470984 471067 476049 474605 470439 461251 454724 455626 516847 525192 522975 518585 509239 512238 519164 517009 509933 509127 500857 506971 569323 579714 577992 565464 547344 554788 562325 560854 555332 543599 536662 542722 593530 610763 612613 611324 594167 595454 590865 589379 584428 573100 567456 569028 620735 628884 628232 612117 595404 597141 593408 590072 579799
 
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
10.0280190.22060.413055
2-0.102543-0.80740.211255
3-0.163365-1.28630.101554
40.0166180.13080.448159
50.1988851.5660.061217
60.055310.43550.332353
70.0470390.37040.35618
80.0777150.61190.271412
90.2891842.2770.013123
10-0.026195-0.20630.418633
11-0.238113-1.87490.032759
12-0.278067-2.18950.016166
130.1416341.11520.134528
140.3369612.65320.005057
150.0420650.33120.370798
160.0682630.53750.296421
17-0.178915-1.40880.081948
180.0601020.47320.318851
190.0226870.17860.429401
20-0.016646-0.13110.448073
210.0747160.58830.279229
220.072440.57040.285236
230.2569562.02330.023681
24-0.015632-0.12310.451217
25-0.183445-1.44440.076824
26-0.223329-1.75850.041799
270.0949920.7480.228654
280.0007170.00560.497757
290.111510.8780.191658
30-0.0974-0.76690.223018
31-0.116093-0.91410.182099
320.0614870.48420.314992
33-0.142222-1.11990.133547
34-0.1094-0.86140.196164
35-0.121438-0.95620.171342
360.0528540.41620.339359


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0280190.22060.413055
2-0.103409-0.81420.209311
3-0.159123-1.25290.107468
40.0138450.1090.456771
50.1723381.3570.089852
60.0284910.22430.411616
70.0874670.68870.246786
80.1498991.18030.121194
90.3386222.66630.004884
10-0.005096-0.04010.484061
11-0.201545-1.5870.058804
12-0.303009-2.38590.010053
130.0130960.10310.4591
140.1556631.22570.112476
15-0.040532-0.31910.375344
160.2078451.63660.053393
170.0004040.00320.498736
180.0656570.5170.303503
190.0317060.24970.401841
200.0775050.61030.271956
210.1588541.25080.10785
22-0.082136-0.64670.260095
230.0153680.1210.452038
24-0.049685-0.39120.348489
25-0.156297-1.23070.111546
26-0.182727-1.43880.077619
27-0.014572-0.11470.454512
28-0.201436-1.58610.058901
29-0.041523-0.3270.372403
30-0.187729-1.47820.072211
31-0.023313-0.18360.427477
320.093510.73630.232163
330.0253060.19930.421356
340.0185830.14630.44207
350.0344960.27160.393407
36-0.034888-0.27470.392228
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229963513s4ctalr0pnsitlw/1d5ys1229963479.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229963513s4ctalr0pnsitlw/1d5ys1229963479.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229963513s4ctalr0pnsitlw/2ywf11229963479.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229963513s4ctalr0pnsitlw/2ywf11229963479.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; 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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