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Earthquakes/year magnitude >= 7.0 1900 - 1998

*Unverified author*

R Software Module: /rwasp_autocorrelation.wasp (opens new window with default values)

Title produced by software: (Partial) Autocorrelation Function

Date of computation: Mon, 03 May 2010 12:59:15 +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/May/03/t1272891626ylkuq9eswi0xomv.htm/, Retrieved Mon, 03 May 2010 15:00:28 +0200

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/May/03/t1272891626ylkuq9eswi0xomv.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:

KDGP2W21

Dataseries X:

» Textbox « » Textfile « » CSV «

13 14 8 10 16 26 32 27 18 32 36 24 22 23 22 18 25 21 21 14 8 11 14 23 18 17 19 20 22 19 13 26 13 14 22 24 21 22 26 21 23 24 27 41 31 27 35 26 28 36 39 21 17 22 17 19 15 34 10 15 22 18 15 20 15 22 19 16 30 27 29 23 20 16 21 21 25 16 18 15 18 14 10 15 8 15 6 11 8 7 13 10 23 16 15 25 22 20 16

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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.366193	-3.6251	0.00023
2	-0.120146	-1.1894	0.118581
3	0.064101	0.6346	0.263595
4	0.014772	0.1462	0.442019
5	-0.007853	-0.0777	0.469095
6	-0.077624	-0.7684	0.222037
7	0.14456	1.4311	0.077796
8	-0.032283	-0.3196	0.374982
9	-0.040926	-0.4051	0.343127
10	-0.127576	-1.2629	0.104804
11	0.086967	0.8609	0.19569
12	0.020218	0.2002	0.420888
13	-0.030124	-0.2982	0.383086
14	-0.043781	-0.4334	0.332835
15	0.080694	0.7988	0.213159
16	-0.156981	-1.554	0.061701
17	0.061888	0.6127	0.270759
18	-0.067394	-0.6672	0.253117
19	0.158563	1.5697	0.059855
20	-0.070475	-0.6977	0.243518
21	-0.053109	-0.5258	0.300125
22	0.177543	1.7576	0.04097
23	-0.143585	-1.4214	0.079184
24	-0.064652	-0.64	0.261825
25	0.016693	0.1653	0.434541
26	0.164126	1.6248	0.053713
27	-0.070859	-0.7015	0.242337
28	0.04553	0.4507	0.326591
29	-0.114334	-1.1318	0.13023
30	0.083342	0.825	0.205674
31	-0.074627	-0.7388	0.230908
32	0.039972	0.3957	0.346592
33	0.045095	0.4464	0.328141
34	0.040271	0.3987	0.345505
35	-0.023949	-0.2371	0.406545
36	-0.08728	-0.864	0.194842
37	0.116649	1.1548	0.125498
38	-0.083441	-0.826	0.205398
39	0.038979	0.3859	0.350212
40	0.056359	0.5579	0.289084
41	-0.070908	-0.7019	0.242187
42	-0.028178	-0.2789	0.390437
43	0.029239	0.2895	0.386422
44	0.005219	0.0517	0.479451
45	0.010938	0.1083	0.456998
46	-0.083565	-0.8273	0.205052
47	0.117081	1.159	0.124627
48	-0.103229	-1.0219	0.154668

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.366193	-3.6251	0.00023
2	-0.293616	-2.9066	0.002259
3	-0.126803	-1.2553	0.106179
4	-0.053183	-0.5265	0.299871
5	-0.018425	-0.1824	0.427823
6	-0.103246	-1.0221	0.154628
7	0.083125	0.8229	0.206284
8	0.050262	0.4976	0.309952
9	0.022722	0.2249	0.411248
10	-0.177107	-1.7533	0.041341
11	-0.08507	-0.8422	0.200876
12	-0.052735	-0.5221	0.301406
13	-0.015811	-0.1565	0.437972
14	-0.0936	-0.9266	0.178208
15	0.016392	0.1623	0.435712
16	-0.191239	-1.8932	0.030643
17	-0.041459	-0.4104	0.341197
18	-0.189079	-1.8718	0.032109
19	0.065609	0.6495	0.258769
20	-0.062787	-0.6216	0.267839
21	-0.024475	-0.2423	0.40453
22	0.120618	1.1941	0.117668
23	0.007612	0.0754	0.470042
24	-0.162662	-1.6103	0.055278
25	-0.141394	-1.3997	0.082376
26	-0.025706	-0.2545	0.399831
27	0.010323	0.1022	0.459407
28	0.109481	1.0838	0.140554
29	-0.087826	-0.8694	0.193369
30	-0.008883	-0.0879	0.465054
31	-0.110752	-1.0964	0.137797
32	-0.003051	-0.0302	0.487983
33	-0.028135	-0.2785	0.3906
34	0.039311	0.3892	0.349
35	0.078494	0.7771	0.219499
36	0.04456	0.4411	0.330047
37	0.104126	1.0308	0.152587
38	0.000159	0.0016	0.499375
39	-0.062493	-0.6187	0.26879
40	0.07492	0.7417	0.230031
41	-0.090371	-0.8946	0.186589
42	0.020788	0.2058	0.418692
43	0.044716	0.4427	0.329491
44	0.079159	0.7836	0.217573
45	0.02094	0.2073	0.418104
46	-0.041419	-0.41	0.341341
47	0.005236	0.0518	0.479383
48	-0.084562	-0.8371	0.202281

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/03/t1272891626ylkuq9eswi0xomv/14i7l1272891553.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/03/t1272891626ylkuq9eswi0xomv/14i7l1272891553.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/03/t1272891626ylkuq9eswi0xomv/24i7l1272891553.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/03/t1272891626ylkuq9eswi0xomv/24i7l1272891553.ps (open in new window)

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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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