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acf 1 middengeschoolden

*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: Wed, 22 Dec 2010 14:24:40 +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/22/t12930277654p76c6zumxy6e68.htm/, Retrieved Wed, 22 Dec 2010 15:22:45 +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/22/t12930277654p76c6zumxy6e68.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:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
56190 54300 51362 49802 48088 46696 56586 64148 56449 52538 49359 49583 51050 49610 48321 47692 46243 46248 56381 62329 60673 58393 55742 57135 57961 56571 55615 53494 52623 52820 66825 70695 65660 63238 61741 63642 65521 64006 62728 62438 61109 63422 78094 82030 75892 72431 69194 71171 72545 71503 69624 67407 66103 67466 81088 86781 79964 80407 76589 78083 78000 76431 75461 73739 71988 72929 85785 89261 84012 80924 76588 77546 73054 73430 71093 72202 70872 70452 80506 80400 77613 69056 65321 64018 64767 61099 58329 56396 54656 55259 66912 66631 59907 56274 54045 55792 55499 53216 52259 51257 48150 51125 61046 61022 56742 54485 53862 58228 61951 62874 64013 62937 61897 65267 75228 76161 71480 69070 68293 74685 72664 71965 69238 67738 65187 66170 77309 77134 70957 67749 65081
 
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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.90270910.3320
20.7583938.68020
30.6703887.67290
40.6425257.3540
50.6444487.3760
60.6269967.17630
70.5867756.7160
80.5293386.05860
90.4960095.67710
100.5130535.87220
110.5850856.69660
120.607776.95620
130.479535.48850
140.3145083.59970.000225
150.2051372.34790.010189
160.1534241.7560.040712
170.1303911.49240.069001
180.0940951.0770.141738
190.0399560.45730.324098
20-0.022654-0.25930.397911
21-0.054666-0.62570.266305
22-0.037083-0.42440.335973
230.0312920.35810.360404
240.0509290.58290.28048
25-0.063873-0.73110.233023
26-0.202272-2.31510.011081
27-0.281958-3.22720.00079
28-0.310108-3.54930.000268
29-0.311009-3.55970.000259
30-0.323788-3.70590.000155
31-0.34459-3.9446.5e-05
32-0.37067-4.24252.1e-05
33-0.371521-4.25222e-05
34-0.329446-3.77070.000123
35-0.244205-2.79510.002985
36-0.208388-2.38510.009253
37-0.291237-3.33340.000558
38-0.390191-4.46599e-06
39-0.436853-51e-06
40-0.437965-5.01271e-06
41-0.414559-4.74483e-06
42-0.403397-4.61715e-06
43-0.399739-4.57525e-06
44-0.401517-4.59565e-06
45-0.382764-4.38091.2e-05
46-0.326886-3.74140.000136
47-0.23904-2.73590.003542
48-0.194313-2.2240.01393


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.90270910.3320
2-0.305165-3.49280.000326
30.311753.56810.000252
40.1153311.320.094565
50.1274651.45890.073492
6-0.064547-0.73880.230683
70.0400450.45830.323734
8-0.095925-1.09790.137129
90.1555451.78030.038673
100.1433921.64120.051577
110.3278923.75290.000131
12-0.341242-3.90577.5e-05
13-0.638564-7.30870
14-0.004434-0.05080.479801
15-0.023396-0.26780.394645
16-0.178902-2.04760.021298
17-0.035965-0.41160.340637
180.004690.05370.478635
190.0061670.07060.471919
200.0075960.08690.465427
210.1823262.08680.019422
220.0270.3090.378897
230.0769840.88110.189933
240.0068140.0780.468976
25-0.17268-1.97640.025104
260.0564290.64590.259751
270.0387480.44350.329071
28-0.1627-1.86220.032409
290.0113480.12990.448429
30-0.021801-0.24950.401675
310.1137191.30160.097672
32-0.094194-1.07810.141486
330.0252540.28910.3865
34-0.043514-0.4980.309647
350.0013590.01550.493809
36-0.046153-0.52820.29911
37-0.005841-0.06690.473401
38-0.053498-0.61230.270698
39-0.035913-0.4110.340856
40-0.068188-0.78040.218267
410.0882431.010.157183
42-0.099443-1.13820.128562
430.0362270.41460.339544
44-0.080224-0.91820.180099
450.0303020.34680.364639
46-0.050108-0.57350.283642
47-0.017217-0.19710.422043
480.0751510.86010.19564
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/22/t12930277654p76c6zumxy6e68/17qme1293027876.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t12930277654p76c6zumxy6e68/17qme1293027876.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t12930277654p76c6zumxy6e68/27qme1293027876.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t12930277654p76c6zumxy6e68/27qme1293027876.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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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