Home » date » 2008 » Dec » 15 »

paper uitvoer

*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: Mon, 15 Dec 2008 07:07:44 -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/15/t1229350121pqbvkhnl9bian3s.htm/, Retrieved Mon, 15 Dec 2008 15:08:44 +0100

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/15/t1229350121pqbvkhnl9bian3s.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},
}

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

6392.3 8686.4 9244.7 8182.7 7451.4 7988.8 8243.5 8843 9092.7 8246.7 9311.7 8341.2 7116.7 9635.7 9815.4 8611.3 8297.8 8715.1 8919.9 10085.8 9511.7 8991.3 10311.2 8895.4 7449.8 10084 9859.4 9100.1 8920.8 8502.7 8599.6 10394.4 9290.4 8742.2 10217.3 8639 8139.6 10779.1 10427.7 10349.1 10036.4 9492.1 10638.8 12054.5 10324.7 11817.3 11008.9 9996.6 9419.5 11958.8 12594.6 11890.6 10871.7 11835.7 11542.2 13093.7 11180.2 12035.7 12112 10875.2 9897.3 11672.1 12385.7 11405.6 9830.9 11025.1 10853.8 12252.6 11839.4 11669.1 11601.4 11178.4 9516.4 12102.8 12989 11610.2 10205.5 11356.2 11307.1 12648.6 11947.2 11714.1 12192.5 11268.8 9097.4 12639.8 13040.1 11687.3 11191.7 11391.9 11793.1 13933.2 12778.1 11810.3 13698.4 11956.6 10723.8 13938.9 13979.8 13807.4 12973.9 12509.8 12934.1 14908.3 13772.1 13012.6 14049.9 11816.5 11593.2 14466.2 13615.9 14733.9 13880.7 13527.5 13584 16170.2 13260.6 14741.9 15486.5 13154.5 12621.2

Output produced by software:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.760556	8.3661	0
2	0.660823	7.2691	0
3	0.710634	7.817	0
4	0.686248	7.5487	0
5	0.673271	7.406	0
6	0.704989	7.7549	0
7	0.597325	6.5706	0
8	0.598541	6.584	0
9	0.55448	6.0993	0
10	0.436081	4.7969	2e-06
11	0.535654	5.8922	0
12	0.666099	7.3271	0
13	0.472436	5.1968	0
14	0.407099	4.4781	9e-06
15	0.422961	4.6526	4e-06
16	0.411313	4.5244	7e-06
17	0.417471	4.5922	5e-06
18	0.424878	4.6737	4e-06
19	0.335313	3.6884	0.00017
20	0.366572	4.0323	4.9e-05
21	0.300345	3.3038	0.000627
22	0.201665	2.2183	0.014199
23	0.305409	3.3595	0.000522
24	0.393019	4.3232	1.6e-05
25	0.239012	2.6291	0.004835
26	0.183668	2.0204	0.022777
27	0.171607	1.8877	0.030732
28	0.188804	2.0768	0.019966
29	0.195388	2.1493	0.016802
30	0.184736	2.0321	0.022167
31	0.123279	1.3561	0.088802
32	0.154882	1.7037	0.045502
33	0.084043	0.9245	0.178541
34	0.025018	0.2752	0.391818
35	0.09889	1.0878	0.139426
36	0.169439	1.8638	0.032384
37	0.068329	0.7516	0.22687
38	0.000287	0.0032	0.498743
39	-0.004559	-0.0501	0.480044
40	0.032476	0.3572	0.360771
41	0.025095	0.276	0.391493
42	0.02175	0.2393	0.405658
43	-0.005557	-0.0611	0.47568
44	0.00858	0.0944	0.462481
45	-0.038083	-0.4189	0.338012
46	-0.062774	-0.6905	0.245597
47	-0.022587	-0.2485	0.402101
48	0.053679	0.5905	0.277989
49	-0.028677	-0.3154	0.376484
50	-0.099641	-1.0961	0.137616
51	-0.07291	-0.802	0.212059
52	-0.045908	-0.505	0.307245
53	-0.06735	-0.7408	0.230111
54	-0.039212	-0.4313	0.333496
55	-0.069689	-0.7666	0.222413
56	-0.060563	-0.6662	0.253279
57	-0.073377	-0.8071	0.210582
58	-0.110131	-1.2114	0.114044
59	-0.077732	-0.8551	0.197106
60	0.010485	0.1153	0.454185

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.760556	8.3661	0
2	0.195413	2.1495	0.016791
3	0.388774	4.2765	1.9e-05
4	0.109741	1.2072	0.114863
5	0.176811	1.9449	0.027052
6	0.192278	2.1151	0.018238
7	-0.200955	-2.2105	0.014475
8	0.124703	1.3717	0.086343
9	-0.249721	-2.7469	0.003468
10	-0.253903	-2.7929	0.003037
11	0.323635	3.56	0.000266
12	0.410291	4.5132	7e-06
13	-0.342336	-3.7657	0.000129
14	-0.133999	-1.474	0.071541
15	-0.05122	-0.5634	0.287097
16	0.104722	1.1519	0.125809
17	-0.112378	-1.2362	0.109396
18	0.033378	0.3672	0.357071
19	-0.001768	-0.0195	0.492257
20	0.009975	0.1097	0.456403
21	-0.034073	-0.3748	0.354232
22	0.017862	0.1965	0.422282
23	0.033199	0.3652	0.357802
24	0.041169	0.4529	0.32573
25	-0.086271	-0.949	0.17226
26	-0.091528	-1.0068	0.158019
27	-0.081794	-0.8997	0.185024
28	0.122862	1.3515	0.089531
29	-0.091147	-1.0026	0.159022
30	0.044739	0.4921	0.311761
31	0.017574	0.1933	0.423519
32	-0.033051	-0.3636	0.358409
33	0.026307	0.2894	0.386395
34	0.063006	0.6931	0.244799
35	-0.109582	-1.2054	0.1152
36	-0.008588	-0.0945	0.462447
37	0.039994	0.4399	0.330385
38	-0.077976	-0.8577	0.196367
39	0.003962	0.0436	0.482654
40	0.04041	0.4445	0.328734
41	-0.053848	-0.5923	0.277369
42	0.038537	0.4239	0.336195
43	0.080998	0.891	0.187355
44	-0.050587	-0.5565	0.289465
45	0.017146	0.1886	0.425358
46	0.085619	0.9418	0.174082
47	-0.080183	-0.882	0.189759
48	-0.072464	-0.7971	0.213477
49	-0.050806	-0.5589	0.288642
50	0.017386	0.1912	0.424326
51	0.067579	0.7434	0.22935
52	-0.069997	-0.77	0.22141
53	0.00492	0.0541	0.478464
54	0.104649	1.1511	0.125972
55	-0.006882	-0.0757	0.469889
56	0.032946	0.3624	0.35884
57	-0.021552	-0.2371	0.4065
58	-0.069751	-0.7673	0.222209
59	-0.002473	-0.0272	0.489173
60	-0.039952	-0.4395	0.330552

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/15/t1229350121pqbvkhnl9bian3s/1j4dr1229350062.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/15/t1229350121pqbvkhnl9bian3s/1j4dr1229350062.ps (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/15/t1229350121pqbvkhnl9bian3s/2dvw41229350062.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/15/t1229350121pqbvkhnl9bian3s/2dvw41229350062.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')

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.

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