Home » date » 2010 » Dec » 03 »

ACF (Geboorten) - 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: Fri, 03 Dec 2010 10:26:46 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/03/t12913718892sptq19eegs8lo7.htm/, Retrieved Fri, 03 Dec 2010 11:24:51 +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/2010/Dec/03/t12913718892sptq19eegs8lo7.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

9769 9321 9939 9336 10195 9464 10010 10213 9563 9890 9305 9391 9928 8686 9843 9627 10074 9503 10119 10000 9313 9866 9172 9241 9659 8904 9755 9080 9435 8971 10063 9793 9454 9759 8820 9403 9676 8642 9402 9610 9294 9448 10319 9548 9801 9596 8923 9746 9829 9125 9782 9441 9162 9915 10444 10209 9985 9842 9429 10132 9849 9172 10313 9819 9955 10048 10082 10541 10208 10233 9439 9963 10158 9225 10474 9757 10490 10281 10444 10640 10695 10786 9832 9747 10411 9511 10402 9701 10540 10112 10915 11183 10384 10834 9886 10216

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	0.222208	2.0366	0.022422
2	0.116745	1.07	0.143845
3	0.20959	1.9209	0.029067
4	0.18794	1.7225	0.044329
5	0.316552	2.9012	0.002372
6	0.255511	2.3418	0.010779
7	0.138296	1.2675	0.104238
8	0.171239	1.5694	0.060153
9	0.347708	3.1868	0.00101
10	0.128925	1.1816	0.120347
11	0.079686	0.7303	0.233609
12	-0.017142	-0.1571	0.437769
13	0.03455	0.3167	0.376146
14	0.337045	3.0891	0.001361
15	0.137828	1.2632	0.105004
16	0.056544	0.5182	0.302829
17	0.121729	1.1157	0.133873
18	0.11446	1.049	0.148583
19	-0.040499	-0.3712	0.35572
20	-0.040714	-0.3731	0.354989
21	0.01187	0.1088	0.456813
22	-0.042754	-0.3918	0.348081
23	0.183957	1.686	0.047754
24	-0.068603	-0.6288	0.265609
25	-0.12047	-1.1041	0.136346
26	-0.063995	-0.5865	0.279549
27	-0.032664	-0.2994	0.382699
28	-0.091227	-0.8361	0.202732
29	-0.121044	-1.1094	0.135215
30	-0.161626	-1.4813	0.071131
31	-0.121806	-1.1164	0.133722
32	0.082561	0.7567	0.225678
33	-0.073113	-0.6701	0.252318
34	-0.181409	-1.6626	0.050055
35	-0.121925	-1.1175	0.133491
36	-0.181532	-1.6638	0.049943
37	-0.026024	-0.2385	0.406031
38	-0.012518	-0.1147	0.454467
39	-0.120359	-1.1031	0.136565
40	-0.099807	-0.9147	0.181471
41	-0.033937	-0.311	0.378273
42	-0.107569	-0.9859	0.163509
43	-0.070318	-0.6445	0.260513
44	-0.102411	-0.9386	0.17531
45	-0.150821	-1.3823	0.085273
46	-0.025349	-0.2323	0.408423
47	-0.061573	-0.5643	0.287017
48	-0.144696	-1.3262	0.094191

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.222208	2.0366	0.022422
2	0.070868	0.6495	0.258888
3	0.179457	1.6448	0.051879
4	0.113076	1.0364	0.151504
5	0.259103	2.3747	0.00992
6	0.136408	1.2502	0.10735
7	0.023812	0.2182	0.413885
8	0.047307	0.4336	0.332856
9	0.241832	2.2164	0.014683
10	-0.079304	-0.7268	0.234673
11	-0.071824	-0.6583	0.256079
12	-0.215246	-1.9728	0.025906
13	-0.086512	-0.7929	0.215035
14	0.215465	1.9748	0.02579
15	0.002734	0.0251	0.490035
16	0.029958	0.2746	0.39216
17	0.100709	0.923	0.179321
18	0.052629	0.4824	0.315404
19	-0.217464	-1.9931	0.024749
20	-0.189514	-1.7369	0.043033
21	0.006968	0.0639	0.474616
22	-0.114736	-1.0516	0.148006
23	0.05977	0.5478	0.292641
24	-0.144347	-1.323	0.094719
25	-0.032607	-0.2988	0.382897
26	0.027468	0.2517	0.400926
27	0.097418	0.8929	0.187243
28	-0.101231	-0.9278	0.178085
29	-0.022237	-0.2038	0.419499
30	-0.107016	-0.9808	0.16475
31	-0.133406	-1.2227	0.112433
32	0.023346	0.214	0.415545
33	0.145879	1.337	0.092416
34	0.032503	0.2979	0.383258
35	0.060373	0.5533	0.290754
36	-0.067987	-0.6231	0.26745
37	0.020012	0.1834	0.427457
38	0.103887	0.9521	0.171878
39	0.042625	0.3907	0.348516
40	-0.043465	-0.3984	0.345686
41	-0.062935	-0.5768	0.282807
42	-0.042214	-0.3869	0.349905
43	0.031178	0.2857	0.387887
44	-0.015911	-0.1458	0.442203
45	0.094154	0.8629	0.195315
46	-0.032343	-0.2964	0.383816
47	-0.057648	-0.5284	0.299323
48	-0.19991	-1.8322	0.035232

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/03/t12913718892sptq19eegs8lo7/1q3gx1291372004.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/03/t12913718892sptq19eegs8lo7/1q3gx1291372004.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/03/t12913718892sptq19eegs8lo7/2q3gx1291372004.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/03/t12913718892sptq19eegs8lo7/2q3gx1291372004.ps (open in new window)

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'

par7 <- as.numeric(par7)

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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))

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')

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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