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ACF d=o en D=0

*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, 06 Dec 2008 05:48:15 -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/06/t122856775806uye9uw3jruz6h.htm/, Retrieved Sat, 06 Dec 2008 12:49:20 +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/06/t122856775806uye9uw3jruz6h.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:
seasonality 6
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
92.66 94.2 94.37 94.45 94.62 94.37 93.43 94.79 94.88 94.79 94.62 94.71 93.77 95.73 95.99 95.82 95.47 95.82 94.71 96.33 96.5 96.16 96.33 96.33 95.05 96.84 96.92 97.44 97.78 97.69 96.67 98.29 98.2 98.71 98.54 98.2 96.92 99.06 99.65 99.82 99.99 100.33 99.31 101.1 101.1 100.93 100.85 100.93 99.6 101.88 101.81 102.38 102.74 102.82 101.72 103.47 102.98 102.68 102.9 103.03 101.29
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9166477.15920
20.8721886.8120
30.829866.48140
40.7893836.16530
50.7479945.8420
60.7364375.75180
70.6482315.06282e-06
80.5998584.6858e-06
90.5524324.31463e-05
100.508113.96859.7e-05
110.4637753.62220.000298
120.4507033.52010.000411
130.3713442.90030.002589
140.3297322.57530.006228
150.2877192.24720.014129
160.243951.90530.030728
170.1958831.52990.065606
180.1807251.41150.081588
190.1056150.82490.206327
200.0648060.50610.307288
210.0257230.20090.420722
22-0.015678-0.12240.451473
23-0.051419-0.40160.344692
24-0.05698-0.4450.328937
25-0.115326-0.90070.185639
26-0.145682-1.13780.129824
27-0.182216-1.42320.079893
28-0.214824-1.67780.049249
29-0.238223-1.86060.033813
30-0.242556-1.89440.031456
31-0.289411-2.26040.013689
32-0.309616-2.41820.0093
33-0.333599-2.60550.005756
34-0.349723-2.73140.004118
35-0.360736-2.81740.003258
36-0.356351-2.78320.003578
37-0.388461-3.0340.001772
38-0.396054-3.09330.001493
39-0.401177-3.13330.001328
40-0.405768-3.16920.001195
41-0.40986-3.20110.001087
42-0.396019-3.0930.001494
43-0.406289-3.17320.001181
44-0.396483-3.09660.001478
45-0.385618-3.01180.001888
46-0.380174-2.96930.002131
47-0.374929-2.92830.002393
48-0.35553-2.77680.003641
49-0.352368-2.75210.003894
50-0.329443-2.5730.006265
51-0.307855-2.40440.009625
52-0.285-2.22590.014862
53-0.259195-2.02440.023658
54-0.224796-1.75570.042079
55-0.199539-1.55840.062151
56-0.163671-1.27830.102991
57-0.132541-1.03520.152335
58-0.103476-0.80820.211066
59-0.071724-0.56020.288704
60-0.032804-0.25620.399326


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9166477.15920
20.1999621.56180.06176
30.0452750.35360.362426
40.0089460.06990.472264
5-0.01713-0.13380.447004
60.1726121.34810.091299
7-0.430705-3.36390.000666
80.063830.49850.309953
90.0060860.04750.481123
100.0043010.03360.486655
110.0033220.02590.489694
120.0879170.68670.247452
13-0.216294-1.68930.048133
140.0152730.11930.452722
15-0.007457-0.05820.476873
16-0.047425-0.37040.356184
17-0.051825-0.40480.343533
180.0518310.40480.343516
19-0.143641-1.12190.133157
20-0.023787-0.18580.426616
210.002560.020.492057
22-0.037476-0.29270.385373
230.0487320.38060.352408
240.0226680.1770.43003
25-0.074121-0.57890.282394
26-0.056572-0.44180.330083
27-0.086402-0.67480.25117
280.0071440.05580.477842
290.0422110.32970.371387
30-0.061001-0.47640.317735
31-0.020601-0.16090.436352
32-0.021501-0.16790.433599
33-0.027589-0.21550.415058
340.0298070.23280.408349
35-0.008813-0.06880.472676
36-0.040992-0.32020.374971
37-0.028371-0.22160.412689
38-0.018306-0.1430.44339
390.0308380.24090.405238
40-0.038646-0.30180.381903
41-0.047558-0.37140.355799
420.022110.17270.431736
430.0555260.43370.333028
44-0.016878-0.13180.447779
450.019240.15030.440525
46-0.051833-0.40480.343511
47-0.049335-0.38530.350671
48-0.007912-0.06180.475465
490.0404010.31550.376713
500.0243970.19050.424757
510.0200220.15640.438125
520.0566890.44280.329755
530.0327820.2560.399394
54-0.012384-0.09670.461633
550.0570340.44540.328787
560.011460.08950.464486
57-0.011721-0.09150.463679
58-0.005892-0.0460.481722
590.0294560.23010.409409
600.0163680.12780.449349
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t122856775806uye9uw3jruz6h/1j0fv1228567694.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t122856775806uye9uw3jruz6h/1j0fv1228567694.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t122856775806uye9uw3jruz6h/2w9nw1228567694.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/06/t122856775806uye9uw3jruz6h/2w9nw1228567694.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -1.2 ; par3 = 0 ; par4 = 0 ; par5 = 6 ;
 
Parameters (R input):
par1 = 60 ; par2 = -1.2 ; par3 = 0 ; par4 = 0 ; par5 = 6 ;
 
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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