Home » date » 2010 » Dec » 18 »

Paper-gas

*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, 18 Dec 2010 10:09:58 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292666893k2rgw4xmm12itns.htm/, Retrieved Sat, 18 Dec 2010 11:08:14 +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/2010/Dec/18/t1292666893k2rgw4xmm12itns.htm/},
    year = {2010},
}
@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 = {2010},
    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:
Paper-gas
 
Dataseries X:
» Textbox « » Textfile « » CSV «
5745 4549 5074 3602 2732 2589 2148 2330 2752 3241 4517 6550 6778 6240 5570 3558 3299 2447 2380 2378 2947 3651 4816 6436 7090 4682 4198 3860 3056 2563 2568 2472 2821 4015 4686 5418 5649 4572 4695 3766 2900 2528 2549 2478 2828 4139 5390 5621 5291 5272 4677 3520 2842 2723 2581 2429 2606 3787 4630 5505
 
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'RServer@AstonUniversity' @ vre.aston.ac.uk


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7765636.01520
20.4096093.17280.00119
3-0.034394-0.26640.395417
4-0.439654-3.40550.000592
5-0.712553-5.51940
6-0.804014-6.22790
7-0.693994-5.37571e-06
8-0.401795-3.11230.001421
90.0004380.00340.498651
100.3990663.09120.001511
110.6828515.28931e-06
120.7521735.82630
130.5740994.4471.9e-05
140.2704932.09520.02019
15-0.074436-0.57660.28319
16-0.350626-2.71590.00431
17-0.549558-4.25693.7e-05
18-0.59339-4.59641.1e-05
19-0.485999-3.76450.000191
20-0.266276-2.06260.021745
210.038690.29970.382723
220.3368722.60940.005717
230.5070413.92750.000112
240.527244.0846.7e-05
250.3874613.00130.001957
260.1860061.44080.07742
27-0.053288-0.41280.340623
28-0.268819-2.08230.020795
29-0.403592-3.12620.001365
30-0.426774-3.30580.000801
31-0.34479-2.67070.004863
32-0.184403-1.42840.079184
330.0428240.33170.370631
340.2467191.91110.030388
350.375572.90920.002538
360.3654782.8310.003153
370.2452591.89980.031136
380.104160.80680.211479
39-0.057932-0.44870.327617
40-0.19418-1.50410.0689
41-0.266862-2.06710.021523
42-0.273966-2.12210.018982
43-0.209409-1.62210.055015
44-0.101581-0.78680.217235
450.039470.30570.380434
460.1405191.08850.140373
470.1862191.44240.077188
480.1670611.2940.100304


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7765636.01520
2-0.487322-3.77480.000185
3-0.426375-3.30270.000809
4-0.315255-2.4420.008786
5-0.259245-2.00810.02457
6-0.263719-2.04280.022739
7-0.214013-1.65770.051295
8-0.091333-0.70750.241008
90.0266270.20630.418646
100.0681740.52810.299697
110.0716310.55480.29053
12-0.073493-0.56930.285647
13-0.280133-2.16990.016992
14-0.059571-0.46140.323078
150.0315950.24470.403747
160.1919211.48660.071177
17-0.041575-0.3220.374272
180.0212450.16460.43492
19-0.045371-0.35140.363245
20-0.168184-1.30270.09882
21-0.016844-0.13050.448316
220.1120360.86780.194474
23-0.018236-0.14130.444072
240.0500110.38740.349922
25-0.047215-0.36570.357928
260.088960.68910.246713
27-0.082307-0.63760.263096
28-0.094283-0.73030.234021
290.0835460.64710.260004
300.0796240.61680.26986
310.0290020.22460.411509
32-0.092339-0.71530.238614
330.0404030.3130.377697
34-0.016915-0.1310.448097
350.0594830.46080.32332
36-0.075033-0.58120.281639
37-0.13254-1.02670.154353
380.0385790.29880.38305
390.0688740.53350.29783
400.0013970.01080.495702
410.0756130.58570.280137
42-0.036788-0.2850.388327
43-0.011897-0.09220.463442
44-0.118209-0.91560.18176
45-0.076625-0.59350.277528
46-0.137003-1.06120.146422
47-0.06006-0.46520.321729
480.0209770.16250.435734
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292666893k2rgw4xmm12itns/1x4kp1292666994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292666893k2rgw4xmm12itns/1x4kp1292666994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292666893k2rgw4xmm12itns/28vja1292666994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292666893k2rgw4xmm12itns/28vja1292666994.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/18/t1292666893k2rgw4xmm12itns/38vja1292666994.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/18/t1292666893k2rgw4xmm12itns/38vja1292666994.ps (open in new window)


 
Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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