Taak 7 -Q6 (6)

*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: Fri, 28 Nov 2008 05:57:42 -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/Nov/28/t1227877114aokpxgpyghue7nz.htm/, Retrieved Fri, 28 Nov 2008 12:58:36 +0000

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/Nov/28/t1227877114aokpxgpyghue7nz.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}, }

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

Feedback Forum:

2008-11-27 13:41:43 [a2386b643d711541400692649981f2dc]  [reply]  test Post a new message

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

112 118 132 129 121 135 148 148 136 119 104 118 115 126 141 135 125 149 170 170 158 133 114 140 145 150 178 163 172 178 199 199 184 162 146 166 171 180 193 181 183 218 230 242 209 191 172 194 196 196 236 235 229 243 264 272 237 211 180 201 204 188 235 227 234 264 302 293 259 229 203 229 242 233 267 269 270 315 364 347 312 274 237 278 284 277 317 313 318 374 413 405 355 306 271 306 315 301 356 348 355 422 465 467 404 347 305 336 340 318 362 348 363 435 491 505 404 359 310 337 360 342 406 396 420 472 548 559 463 407 362 405 417 391 419 461 472 535 622 606 508 461 390 432

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'George Udny Yule' @ 72.249.76.132 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 -0.332039 -3.8004 0.00011 2 0.08344 0.955 0.170664 3 -0.210458 -2.4088 0.008698 4 0.039154 0.4481 0.327398 5 0.049915 0.5713 0.284388 6 0.044082 0.5045 0.307362 7 -0.062545 -0.7159 0.237675 8 -0.001067 -0.0122 0.495139 9 0.162718 1.8624 0.032394 10 -0.05311 -0.6079 0.272161 11 0.076485 0.8754 0.191476 12 -0.410552 -4.699 3e-06 13 0.169668 1.9419 0.027145 14 -0.070911 -0.8116 0.209242 15 0.144806 1.6574 0.049917 16 -0.148873 -1.7039 0.045382 17 0.094144 1.0775 0.141611 18 0.008722 0.0998 0.460318 19 0.002456 0.0281 0.48881 20 -0.112715 -1.2901 0.099646 21 0.022384 0.2562 0.399102 22 -0.069491 -0.7954 0.213922 23 0.21175 2.4236 0.008367 24 -0.013944 -0.1596 0.436724 25 -0.11199 -1.2818 0.10109 26 0.040443 0.4629 0.322105 27 -0.026113 -0.2989 0.382756 28 0.06191 0.7086 0.23992 29 -0.026866 -0.3075 0.379477 30 -0.053749 -0.6152 0.269748 31 -0.039517 -0.4523 0.325905 32 0.193713 2.2171 0.014169 33 -0.123472 -1.4132 0.079983 34 0.079222 0.9067 0.183105 35 -0.178556 -2.0437 0.021495 36 0.007228 0.0827 0.467096 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 -0.332039 -3.8004 0.00011 2 -0.030132 -0.3449 0.365372 3 -0.215899 -2.4711 0.007377 4 -0.114704 -1.3128 0.095766 5 0.027982 0.3203 0.374638 6 0.037855 0.4333 0.332767 7 -0.052061 -0.5959 0.276146 8 -0.016784 -0.1921 0.423981 9 0.209284 2.3954 0.009009 10 0.059397 0.6798 0.248906 11 0.091528 1.0476 0.14838 12 -0.351236 -4.0201 4.9e-05 13 -0.09691 -1.1092 0.134691 14 -0.088253 -1.0101 0.157154 15 -0.063526 -0.7271 0.234235 16 -0.170035 -1.9461 0.026889 17 0.039763 0.4551 0.32489 18 0.132132 1.5123 0.06643 19 -0.003849 -0.0441 0.482464 20 -0.127537 -1.4597 0.07338 21 0.134073 1.5345 0.063655 22 -0.039893 -0.4566 0.324357 23 0.182059 2.0838 0.019562 24 -0.074983 -0.8582 0.19617 25 -0.107887 -1.2348 0.109553 26 -0.038152 -0.4367 0.331534 27 -0.004094 -0.0469 0.48135 28 -0.125009 -1.4308 0.077436 29 0.038361 0.4391 0.33067 30 0.005717 0.0654 0.473964 31 -0.061196 -0.7004 0.242453 32 0.037505 0.4293 0.334219 33 0.024978 0.2859 0.387709 34 0.012034 0.1377 0.44533 35 0.029466 0.3373 0.368232 36 -0.165042 -1.889 0.030552

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/28/t1227877114aokpxgpyghue7nz/1d4k21227877061.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/28/t1227877114aokpxgpyghue7nz/1d4k21227877061.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/28/t1227877114aokpxgpyghue7nz/25mp31227877061.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/28/t1227877114aokpxgpyghue7nz/25mp31227877061.ps (open in new window)

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = -0.3 ; 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')

Copyright

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

Software written by Ed van Stee & Patrick Wessa

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