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(P)ACF Mannen

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 23 Dec 2008 13:44:20 -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/23/t1230065111utmeb1kvf8b6l7d.htm/, Retrieved Tue, 23 Dec 2008 21:45:13 +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/23/t1230065111utmeb1kvf8b6l7d.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 «
54156 53661 52441 50648 48141 46127 45623 56527 60205 61321 58088 54623 53495 51824 50518 49050 47111 45264 44357 54862 57871 59070 56273 52837 51702 49447 48965 46922 46256 45200 44471 53119 55016 56641 51847 47990 45744 46390 44461 41582 40813 38096 35461 44375 46255 45610 43375 40167 40628 40590 39473 36735 36634 32806 32907 41076 42254 43215 41116 40373
 
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'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.8622586.6790
20.6637115.14112e-06
30.4891533.7890.000176
40.38943.01630.001875
50.3643792.82250.003228
60.3394562.62940.005425
70.3198942.47790.008024
80.2897922.24470.014243
90.3082932.3880.010052
100.3813962.95430.002236
110.4804423.72150.000219
120.5283734.09286.5e-05
130.3963363.070.001607
140.2313781.79220.039068
150.0860090.66620.253911
160.0069760.0540.478542
17-0.017859-0.13830.445218
18-0.051976-0.40260.344334
19-0.07375-0.57130.284976
20-0.106438-0.82450.206471
21-0.097162-0.75260.227313
22-0.046131-0.35730.361048
230.0234130.18140.42835
240.0601950.46630.321355
25-0.0254-0.19670.422346
26-0.127749-0.98950.163187
27-0.209174-1.62030.055211
28-0.238172-1.84490.034997
29-0.237803-1.8420.035208
30-0.254155-1.96870.026807
31-0.268369-2.07880.020961
32-0.295001-2.28510.012929
33-0.289872-2.24530.014222
34-0.260895-2.02090.023881
35-0.206379-1.59860.057581
36-0.16377-1.26860.104749
37-0.200478-1.55290.062853
38-0.250735-1.94220.028407
39-0.279973-2.16870.017042
40-0.275708-2.13560.0184
41-0.259594-2.01080.024423
42-0.263539-2.04140.02281
43-0.259322-2.00870.024538
44-0.269303-2.0860.020619
45-0.260039-2.01430.024236
46-0.233585-1.80930.037704
47-0.18933-1.46650.073861
48-0.150283-1.16410.124499
49-0.151066-1.17020.123283
50-0.15231-1.17980.121371
51-0.140469-1.08810.140458
52-0.109216-0.8460.200461
53-0.07804-0.60450.273898
54-0.061027-0.47270.319067
55-0.04286-0.3320.370527
56-0.040613-0.31460.377084
57-0.036219-0.28060.39001
58-0.030398-0.23550.407327
59-0.016694-0.12930.448771
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8622586.6790
2-0.311014-2.40910.009539
30.0304130.23560.40728
40.1504921.16570.124173
50.1313621.01750.156495
6-0.10783-0.83520.203446
70.0935480.72460.235752
8-0.003998-0.0310.4877
90.2426751.87980.0325
100.1697331.31470.096799
110.1669431.29310.10046
12-0.097063-0.75180.227542
13-0.548648-4.24983.8e-05
140.1503911.16490.12433
15-0.045391-0.35160.363187
16-0.06822-0.52840.299574
17-0.123015-0.95290.172239
18-0.075826-0.58730.279588
190.0559490.43340.333147
20-0.049224-0.38130.352169
210.0075370.05840.476818
22-0.036854-0.28550.388133
23-0.018819-0.14580.442295
240.0646680.50090.309132
25-0.045691-0.35390.362321
260.0105750.08190.467494
270.0362710.2810.389857
28-0.015768-0.12210.4516
29-0.039817-0.30840.379417
30-0.018746-0.14520.442517
31-0.059894-0.46390.322187
32-0.02341-0.18130.428359
33-0.066329-0.51380.304645
34-0.08322-0.64460.260817
350.0483280.37440.354732
360.0094080.07290.471075
37-0.008777-0.0680.473012
38-0.079861-0.61860.26926
390.0790550.61240.271308
40-0.039433-0.30540.380543
41-0.017769-0.13760.445493
42-0.013652-0.10580.458066
430.0779440.60370.274144
44-0.070255-0.54420.294163
45-0.004248-0.03290.486929
460.0294070.22780.410294
47-0.061036-0.47280.319043
48-0.025469-0.19730.422136
490.0987750.76510.223602
500.0171080.13250.447508
51-0.051563-0.39940.345507
520.0265080.20530.419005
530.0618360.4790.316846
540.0466420.36130.359578
55-0.047206-0.36570.357953
560.0208550.16150.436105
57-0.048515-0.37580.354197
58-0.031786-0.24620.403179
59-0.018825-0.14580.442278
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/23/t1230065111utmeb1kvf8b6l7d/1qjyz1230065057.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/23/t1230065111utmeb1kvf8b6l7d/1qjyz1230065057.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/23/t1230065111utmeb1kvf8b6l7d/2jhzb1230065057.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/23/t1230065111utmeb1kvf8b6l7d/2jhzb1230065057.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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