Home » date » 2008 » Dec » 05 »

Taak 8 - Step 3 ACF (5)

*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 03:05:41 -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/t1228471588xwd7stmkwe6l7hy.htm/, Retrieved Fri, 05 Dec 2008 10:06:28 +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/t1228471588xwd7stmkwe6l7hy.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 «
217859 208679 213188 216234 213587 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580 208795 197922 194596 194581 185686 178106 172608 167302 168053 202300 202388 182516 173476 166444 171297 169701 164182 161914 159612 151001 158114 186530 187069 174330
 
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
10.2156011.65610.05151
2-0.279489-2.14680.017966
3-0.243122-1.86750.033404
4-0.126998-0.97550.16665
50.0278330.21380.415723
60.0363730.27940.390462
70.0649750.49910.309787
8-0.171899-1.32040.095904
9-0.211541-1.62490.05476
10-0.208935-1.60490.056932
110.2531451.94440.028307
120.6991235.37011e-06
130.1174440.90210.185334
14-0.235385-1.8080.03785
15-0.20382-1.56560.061399
16-0.117619-0.90350.18498
17-0.000638-0.00490.498053
180.0176580.13560.446287
190.0173760.13350.447138
20-0.151415-1.1630.124748
21-0.143888-1.10520.136775
22-0.130464-1.00210.160191
230.1967371.51120.068042
240.4630663.55690.000374
250.0502490.3860.350454
26-0.191158-1.46830.073665
27-0.177023-1.35970.089543
28-0.079624-0.61160.271574
290.0152790.11740.453487
300.0200340.15390.439113
31-0.000725-0.00560.497789
32-0.110551-0.84920.199613
33-0.104869-0.80550.211879
34-0.129165-0.99210.162592
350.1714511.31690.096476
360.3735852.86960.002848
370.0010250.00790.496873
38-0.172798-1.32730.094764
39-0.104695-0.80420.212262
40-0.033395-0.25650.399223
410.026280.20190.420361
420.0400280.30750.379786
430.0144190.11080.456093
44-0.06961-0.53470.297438
45-0.058456-0.4490.327534
46-0.048558-0.3730.35525
470.1042470.80070.213249
480.1805641.38690.085339
49-0.009681-0.07440.470488
50-0.06946-0.53350.297835
51-0.022493-0.17280.431712
52-0.013823-0.10620.457902
53-0.000206-0.00160.499373
540.0333310.2560.399414
550.0138660.10650.457771
56-0.035387-0.27180.393357
57-0.008994-0.06910.472577
580.0121930.09370.462848
59NANANA
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2156011.65610.05151
2-0.341863-2.62590.005495
3-0.105166-0.80780.211226
4-0.155832-1.1970.118053
5-0.017661-0.13570.446279
6-0.088761-0.68180.249021
70.0401140.30810.379537
8-0.28116-2.15960.017438
9-0.125947-0.96740.168642
10-0.3726-2.8620.002909
110.2826452.1710.016982
120.4976623.82260.00016
13-0.0647-0.4970.310529
140.0780970.59990.275444
150.0428820.32940.371516
16-0.100618-0.77290.221345
170.0347690.26710.395174
18-0.152814-1.17380.122598
19-0.069274-0.53210.298325
20-0.008878-0.06820.472931
210.0144430.11090.456021
22-0.045285-0.34780.364599
23-0.081192-0.62360.267631
24-0.08646-0.66410.254603
25-0.037623-0.2890.386803
26-0.091602-0.70360.242223
27-0.064727-0.49720.310456
28-0.032438-0.24920.40205
290.017050.1310.448125
30-0.015867-0.12190.451705
310.0101030.07760.469202
32-0.030374-0.23330.408166
33-0.052481-0.40310.344162
34-0.153428-1.17850.121663
350.0273990.21050.417019
360.0152860.11740.453465
37-0.090714-0.69680.244336
38-0.014346-0.11020.456315
390.0567530.43590.33224
40-0.063921-0.4910.312628
410.037930.29130.385906
42-0.052888-0.40620.343019
430.0039350.03020.487994
440.015980.12270.451365
450.0736390.56560.286895
460.118060.90680.184091
47-0.124715-0.9580.170997
48-0.193453-1.48590.071309
490.100240.770.222199
50-0.028368-0.21790.414129
510.0417410.32060.374816
52-0.010465-0.08040.468101
53-0.066964-0.51440.304462
540.0521960.40090.344961
550.0066320.05090.479772
56-0.068294-0.52460.300921
570.0071360.05480.478237
58-0.00377-0.0290.488498
59NANANA
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471588xwd7stmkwe6l7hy/1w08o1228471536.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471588xwd7stmkwe6l7hy/1w08o1228471536.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471588xwd7stmkwe6l7hy/2u2lt1228471536.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/05/t1228471588xwd7stmkwe6l7hy/2u2lt1228471536.ps (open in new window)


 
Parameters (Session):
par1 = 36 ; par2 = 1.2 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = 0.2 ; 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')
 




Copyright

Creative Commons License

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

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by