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q6 ACF (d=1)

*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: Sat, 29 Nov 2008 11:32:24 -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/29/t1227983641yhhsg64iwgsnffk.htm/, Retrieved Sat, 29 Nov 2008 18:34:01 +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/29/t1227983641yhhsg64iwgsnffk.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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3028553.62160.000203
2-0.102148-1.22150.111952
3-0.241273-2.88520.002259
4-0.300402-3.59230.000225
5-0.094073-1.12490.131248
6-0.078443-0.9380.174904
7-0.092362-1.10450.135618
8-0.294802-3.52530.000284
9-0.191778-2.29330.011643
10-0.104917-1.25460.105831
110.2829313.38340.000462
120.8291789.91550
130.2845013.40210.000434
14-0.105752-1.26460.104035
15-0.222131-2.65630.004399
16-0.231076-2.76330.003238
17-0.062279-0.74470.228823
18-0.066185-0.79150.214994
19-0.0904-1.0810.140753
20-0.29711-3.55290.000258
21-0.162732-1.9460.026808
22-0.082994-0.99250.161325
230.2555113.05550.001341
240.7010868.38380
250.2570143.07340.001267
26-0.098179-1.17410.121162
27-0.19605-2.34440.010216
28-0.173965-2.08030.019641
29-0.06923-0.82790.20456
30-0.04168-0.49840.309476
31-0.077974-0.93240.176343
32-0.246757-2.95080.001853
33-0.156994-1.87740.031251
34-0.046791-0.55950.288336
350.1954992.33780.010391
360.5795776.93070


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3028553.62160.000203
2-0.213446-2.55240.005873
3-0.160447-1.91870.02851
4-0.22163-2.65030.004474
50.0100840.12060.452095
6-0.190643-2.27980.012051
7-0.153657-1.83750.034108
8-0.454732-5.43780
9-0.233751-2.79530.002949
10-0.547297-6.54470
11-0.130043-1.55510.061067
120.5712876.83160
13-0.149281-1.78510.038179
14-0.171815-2.05460.020869
150.0672070.80370.211457
160.0624640.7470.228158
170.0076380.09130.463678
18-0.079945-0.9560.170343
190.0371430.44420.328795
20-0.094677-1.13220.129729
21-0.004683-0.0560.477707
22-0.008125-0.09720.461367
23-0.038533-0.46080.322826
24-0.041968-0.50190.308268
25-0.025094-0.30010.382277
26-0.035011-0.41870.338044
270.0155790.18630.426238
28-0.064584-0.77230.220602
29-0.126056-1.50740.066955
300.0070370.08420.466526
310.0258330.30890.378918
320.0669340.80040.212401
33-0.131996-1.57840.058336
340.0856311.0240.153783
35-0.115611-1.38250.084486
36-0.009804-0.11720.453416
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/29/t1227983641yhhsg64iwgsnffk/1kffi1227983539.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/29/t1227983641yhhsg64iwgsnffk/1kffi1227983539.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/29/t1227983641yhhsg64iwgsnffk/24pxx1227983539.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/29/t1227983641yhhsg64iwgsnffk/24pxx1227983539.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; 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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