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Q3

*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: Sun, 07 Dec 2008 07:59:20 -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/07/t1228661986vbw5tu6siqoscc5.htm/, Retrieved Sun, 07 Dec 2008 14:59:48 +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/07/t1228661986vbw5tu6siqoscc5.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 «
22780 17351 21382 24561 17409 11514 31514 27071 29462 26105 22397 23843 21705 18089 20764 25316 17704 15548 28029 29383 36438 32034 22679 24319 18004 17537 20366 22782 19169 13807 29743 25591 29096 26482 22405 27044 17970 18730 19684 19785 18479 10698 31956 29506 34506 27165 26736 23691 18157 17328 18205 20995 17382 9367 31124 26551 30651 25859 25100 25778 20418 18688 20424 24776 19814 12738 31566 30111 30019 31934 25826 26835
 
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'Gwilym Jenkins' @ 72.249.127.135


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2031661.57370.060406
20.3172692.45760.008448
30.0827010.64060.262112
40.0839690.65040.258951
5-0.000936-0.00730.497119
60.0793230.61440.270625
7-0.05832-0.45170.326542
80.0925780.71710.238046
90.0382650.29640.383974
10-0.180506-1.39820.083602
11-0.158649-1.22890.111955
12-0.219783-1.70240.046925
13-0.16144-1.25050.107984
140.0131210.10160.459693
15-0.011113-0.08610.465843
16-0.013781-0.10670.457673
170.0974580.75490.22663
18-0.001293-0.010.496021
19-0.031175-0.24150.405002
20-0.035363-0.27390.392544
210.0399640.30960.378986
22-0.061834-0.4790.316852
230.1455931.12780.131955
24-0.168157-1.30250.098854
250.0953150.73830.231603
260.016390.1270.449699
270.055790.43210.333592
28-0.093797-0.72650.235164
290.0653060.50590.307406
30-0.11371-0.88080.190973
31-0.067931-0.52620.300347
32-0.166176-1.28720.101485
33-0.186653-1.44580.076718
34-0.092419-0.71590.238424
35-0.07985-0.61850.269288
36-0.236224-1.82980.036126
37-0.071661-0.55510.290449
38-0.149696-1.15950.125415
39-0.043169-0.33440.369628
40-0.067687-0.52430.301001
41-0.052364-0.40560.343237
420.0378610.29330.385163
430.06510.50430.307962
440.1163080.90090.185617
450.0578860.44840.327745
460.0814250.63070.26531
470.0055140.04270.483035
480.1664621.28940.101102
490.0162660.1260.450078
500.0569770.44130.330276
51-0.047556-0.36840.356947
520.0698210.54080.295314
53-0.025494-0.19750.422061
540.016610.12870.449028
55-0.014318-0.11090.456029
560.0075530.05850.476771
57-0.011362-0.0880.465083
58-5.1e-05-4e-040.499842
59-0.001523-0.01180.495314
60NANANA


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2031661.57370.060406
20.2878752.22990.014755
3-0.024666-0.19110.424561
4-0.018251-0.14140.444024
5-0.03134-0.24280.404509
60.0755460.58520.280311
7-0.077971-0.6040.274075
80.0822430.63710.263257
90.0570380.44180.330105
10-0.283289-2.19430.016047
11-0.141692-1.09750.138396
12-0.070076-0.54280.294638
13-0.011078-0.08580.46595
140.1649711.27790.10311
150.0476790.36930.356596
16-0.052161-0.4040.343812
170.0574620.44510.328926
180.0118450.09180.4636
19-0.040764-0.31580.376641
20-0.0437-0.33850.368084
210.0965670.7480.22869
22-0.174768-1.35370.090447
230.0404560.31340.377542
24-0.180295-1.39660.083846
250.1082530.83850.202533
260.1523521.18010.121306
270.0626190.4850.314706
28-0.130054-1.00740.158896
290.0220790.1710.432391
30-0.066015-0.51130.305492
31-0.18864-1.46120.074589
32-0.130351-1.00970.158348
33-0.03769-0.29190.385668
34-0.063381-0.49090.312627
35-0.039252-0.3040.381073
36-0.212388-1.64510.052584
370.0654860.50720.30692
380.065410.50670.307125
390.1366841.05880.146978
40-0.07683-0.59510.276999
41-0.054791-0.42440.336392
420.0630490.48840.313533
43-0.155438-1.2040.116656
44-0.000715-0.00550.497801
450.0959050.74290.230227
46-0.116369-0.90140.185493
47-0.039354-0.30480.380773
480.0533590.41330.340423
490.0686810.5320.298346
500.0175430.13590.446181
51-0.014547-0.11270.455329
52-0.031898-0.24710.402845
530.0043960.03410.486475
540.0215360.16680.434039
55-0.051047-0.39540.346973
56-0.097359-0.75410.226858
570.0420920.3260.372764
58-0.000492-0.00380.498486
590.0857710.66440.254496
60NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661986vbw5tu6siqoscc5/1g4z51228661958.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661986vbw5tu6siqoscc5/1g4z51228661958.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661986vbw5tu6siqoscc5/2ky211228661958.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/07/t1228661986vbw5tu6siqoscc5/2ky211228661958.ps (open in new window)


 
Parameters (Session):
par1 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -0.4 ; par3 = 0 ; par4 = 1 ; 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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