Home » date » 2008 » Dec » 09 »

W8Q2(2)

*Unverified author*
R Software Module: rwasp_autocorrelation.wasp (opens new window with default values)
Title produced by software: (Partial) Autocorrelation Function
Date of computation: Tue, 09 Dec 2008 03:18:02 -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/09/t1228818016bvqfcxezvvg7cnk.htm/, Retrieved Tue, 09 Dec 2008 10:20:18 +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/09/t1228818016bvqfcxezvvg7cnk.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 «
104.9 110.9 104.8 94.1 95.8 99.3 101.1 104 99 105.4 107.1 110.7 117.1 118.7 126.5 127.5 134.6 131.8 135.9 142.7 141.7 153.4 145 137.7 148.3 152.2 169.4 168.6 161.1 174.1 179 190.6 190 181.6 174.8 180.5 196.8 193.8 197 216.3 221.4 217.9 229.7 227.4 204.2 196.6 198.8 207.5 190.7 201.6 210.5 223.5 223.8 231.2 244 234.7 250.2 265.7 287.6 283.3 295.4 312.3 333.8 347.7 383.2 407.1 413.6 362.7 321.9 239.4
 
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
10.13821.1480.127472
20.0089080.0740.470613
3-0.025862-0.21480.415267
4-0.058237-0.48370.315048
50.074260.61690.269681
6-0.119604-0.99350.161968
7-0.020526-0.17050.432558
8-0.106375-0.88360.189985
9-0.145235-1.20640.115889
100.0868580.72150.236521
11-0.005277-0.04380.482582
12-0.025076-0.20830.417806
13-0.131666-1.09370.138945
140.0377830.31390.37729
150.0874680.72660.234975
16-0.140299-1.16540.123933
17-0.034252-0.28450.388434
18-0.134317-1.11570.134206
19-0.074731-0.62080.2684
200.0891190.74030.230821
210.0770570.64010.262118
22-0.015926-0.13230.447569
23-0.017056-0.14170.443874
240.0586570.48720.313817
250.2461582.04470.022349
260.0468330.3890.349227
27-0.057704-0.47930.316613
28-0.045387-0.3770.35366
29-0.075892-0.63040.265257
30-0.017293-0.14360.443101
310.0080860.06720.473323
32-0.019368-0.16090.436329
33-0.08376-0.69580.244457
34-0.035327-0.29340.38503
350.1220391.01370.157126
360.0003030.00250.499001
37-0.001747-0.01450.494231
38-0.017882-0.14850.441175
39-0.058326-0.48450.314785
400.0134510.11170.455681
410.0831610.69080.246009
420.0574580.47730.317336
43-0.152481-1.26660.104778
440.0019640.01630.493515
450.0613770.50980.305896
460.1025850.85210.198543
470.0368770.30630.380139
48-0.092573-0.7690.222269
490.0225940.18770.425838
50-0.028386-0.23580.407145
51-0.016751-0.13910.444871
520.0637830.52980.298969
53-0.052774-0.43840.331243
54-0.070634-0.58670.279649
55-0.104776-0.87030.193567
56-0.032395-0.26910.39433
57-0.060393-0.50170.30875
58-0.081348-0.67570.250735
59-0.022371-0.18580.426563
60-0.057834-0.48040.31623


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.13821.1480.127472
2-0.010389-0.08630.465739
3-0.026173-0.21740.414265
4-0.051989-0.43180.333599
50.0915290.76030.224834
6-0.147597-1.2260.112177
70.0166130.1380.445322
8-0.11127-0.92430.179282
9-0.114047-0.94730.173385
100.1065110.88470.189684
11-0.019736-0.16390.43513
12-0.061231-0.50860.306321
13-0.120805-1.00350.159566
140.0918270.76280.2241
150.0133850.11120.455897
16-0.16753-1.39160.084256
17-0.02459-0.20430.419374
18-0.117579-0.97670.166068
19-0.065981-0.54810.292704
200.0870060.72270.236147
210.0507660.42170.337278
22-0.133216-1.10660.13616
230.0697780.57960.282029
240.0370850.30810.379485
250.1592671.3230.095106
26-0.03485-0.28950.38654
27-0.066111-0.54920.292334
28-0.015978-0.13270.4474
29-0.054689-0.45430.325527
30-0.015675-0.13020.448392
310.0119520.09930.4606
32-0.030001-0.24920.401971
33-0.023256-0.19320.423693
340.0235820.19590.422638
350.0313940.26080.39752
36-0.055703-0.46270.322515
370.0333840.27730.391188
380.0136740.11360.454948
39-0.070837-0.58840.279086
40-0.033501-0.27830.390815
410.1805991.50020.069066
420.006010.04990.480164
43-0.157733-1.31020.097232
440.1410481.17160.122687
45-0.035434-0.29430.384692
460.0167420.13910.444901
470.0731260.60740.272781
48-0.097517-0.810.210351
49-0.037724-0.31340.377478
500.012660.10520.458275
51-0.018379-0.15270.439552
520.0274410.22790.410184
530.03660.3040.381014
54-0.032412-0.26920.394278
55-0.125623-1.04350.150178
56-0.101635-0.84420.200726
570.0055430.0460.481704
58-0.040599-0.33720.36848
59-0.067646-0.56190.287998
60-0.05066-0.42080.337601
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228818016bvqfcxezvvg7cnk/17rwz1228817880.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228818016bvqfcxezvvg7cnk/17rwz1228817880.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228818016bvqfcxezvvg7cnk/222b11228817880.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/09/t1228818016bvqfcxezvvg7cnk/222b11228817880.ps (open in new window)


 
Parameters (Session):
par1 = 60 ; par2 = -0.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
 
Parameters (R input):
par1 = 60 ; par2 = -0.5 ; 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