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acf

*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, 05 Dec 2008 02:47:21 -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/05/t12284705561w99u1qg3pbxqu3.htm/, Retrieved Fri, 05 Dec 2008 09:49:17 +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/Dec/05/t12284705561w99u1qg3pbxqu3.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:
acf
 
Dataseries X:
» Textbox « » Textfile « » CSV «
8.4 8.4 8.4 8.6 8.9 8.8 8.3 7.5 7.2 7.5 8.8 9.3 9.3 8.7 8.2 8.3 8.5 8.6 8.6 8.2 8.1 8 8.6 8.7 8.8 8.5 8.4 8.5 8.7 8.7 8.6 8.5 8.3 8.1 8.2 8.1 8.1 7.9 7.9 7.9 8 8 7.9 8 7.7 7.2 7.5 7.3 7 7 7 7.2 7.3 7.1 6.8 6.6 6.2 6.2 6.8 6.9
 
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
10.8849296.85460
20.6950065.38351e-06
30.5224.04347.6e-05
40.4525033.50510.000435
50.4746543.67670.000253
60.5026723.89370.000125
70.477753.70060.000235
80.4182423.23970.000977
90.3605442.79280.003501
100.3368092.60890.005725
110.3303662.5590.006519
120.3061312.37130.010477
130.2227121.72510.044827
140.1370461.06160.146347
150.0593710.45990.323631
160.0350110.27120.393587
170.039680.30740.379816
180.0352980.27340.392736
190.0008870.00690.497272
20-0.050755-0.39310.347801
21-0.097902-0.75830.225606
22-0.120015-0.92960.178143
23-0.131889-1.02160.155534
24-0.136771-1.05940.146826
25-0.16856-1.30570.098326
26-0.196479-1.52190.066641
27-0.21959-1.70090.047066
28-0.220727-1.70970.046241
29-0.215245-1.66730.050335
30-0.214197-1.65920.051151
31-0.22657-1.7550.042182
32-0.251992-1.95190.02781
33-0.269047-2.0840.020712
34-0.266875-2.06720.021518
35-0.248283-1.92320.029603
36-0.216082-1.67380.049692
37-0.210351-1.62940.054237
38-0.20693-1.60290.057108
39-0.212186-1.64360.052746
40-0.204707-1.58570.059037
41-0.204845-1.58670.058916
42-0.21366-1.6550.051573
43-0.243014-1.88240.032318
44-0.274241-2.12430.018889
45-0.272069-2.10740.019634
46-0.231127-1.79030.039225
47-0.162904-1.26190.105943
48-0.091497-0.70870.240617
49-0.058297-0.45160.326605
50-0.064428-0.49910.309783
51-0.112511-0.87150.193476
52-0.154913-1.20.117437
53-0.171657-1.32960.094334
54-0.152878-1.18420.120504
55-0.118617-0.91880.18094
56-0.083044-0.64330.261254
57-0.052965-0.41030.341535
58-0.029629-0.22950.409628
59-0.014159-0.10970.456516
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.8849296.85460
2-0.406153-3.1460.001288
30.0915930.70950.240388
40.3561962.75910.003837
50.144761.12130.133313
6-0.148994-1.15410.126518
7-0.075713-0.58650.279879
80.1697271.31470.096807
90.0503180.38980.349047
10-0.042956-0.33270.370246
11-0.077701-0.60190.274763
12-0.046821-0.36270.359062
13-0.217505-1.68480.048612
140.1361171.05440.147973
15-0.136508-1.05740.147288
160.018360.14220.443694
17-0.045709-0.35410.362267
18-0.030985-0.240.405571
19-0.036992-0.28650.387727
200.0006460.0050.498013
21-0.010622-0.08230.46735
22-0.039733-0.30780.379662
23-0.047207-0.36570.357952
240.0835090.64690.260095
25-0.124687-0.96580.169006
260.0350840.27180.39337
270.0190670.14770.441541
28-0.04567-0.35380.36238
29-0.032392-0.25090.401372
300.012160.09420.462636
31-0.001436-0.01110.49558
32-0.111595-0.86440.195403
330.052730.40840.342201
340.0204410.15830.437363
35-0.00642-0.04970.480252
360.0191930.14870.441158
37-0.072226-0.55950.288965
380.0525170.40680.342802
390.0036140.0280.488881
40-0.010957-0.08490.466324
41-0.16637-1.28870.101225
42-0.007708-0.05970.476295
43-0.063119-0.48890.31334
44-0.048805-0.3780.353366
450.0811250.62840.266066
460.0515820.39960.345452
470.0294640.22820.410123
480.0616560.47760.317339
490.0520380.40310.344159
50-0.131976-1.02230.155376
51-0.128888-0.99840.161057
520.0468090.36260.359096
530.0190480.14750.441597
54-0.073642-0.57040.285259
550.0264010.20450.419326
560.0558780.43280.333346
57-0.001763-0.01370.494576
58-0.008338-0.06460.47436
59-0.029011-0.22470.41148
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284705561w99u1qg3pbxqu3/17l7g1228470436.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284705561w99u1qg3pbxqu3/17l7g1228470436.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284705561w99u1qg3pbxqu3/2da1e1228470436.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t12284705561w99u1qg3pbxqu3/2da1e1228470436.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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