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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 19 Dec 2017 19:59:48 +0100

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Dec/19/t1513710000lw9k88e5srb2fzc.htm/, Retrieved Wed, 15 May 2024 20:20:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=310398, Retrieved Wed, 15 May 2024 20:20:15 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [] [2017-12-19 18:59:48] [814e681488f8450cd741da3dc59dcc6f] [Current]

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'?2000M1;46'
'2000M2;52'
'2000M3;58'
'2000M4;54'
'2000M5;64'
'2000M6;58'
'2000M7;57'
'2000M8;56'
'2000M9;56'
'2000M10;66'
'2000M11;58'
'2000M12;53'
'2001M1;53'
'2001M2;54'
'2001M3;59'
'2001M4;57'
'2001M5;61'
'2001M6;60'
'2001M7;60'
'2001M8;58'
'2001M9;56'
'2001M10;63'
'2001M11;53'
'2001M12;63'
'2002M1;55'
'2002M2;54'
'2002M3;64'
'2002M4;60'
'2002M5;63'
'2002M6;69'
'2002M7;58'
'2002M8;52'
'2002M9;66'
'2002M10;72'
'2002M11;68'
'2002M12;70'
'2003M1;56'
'2003M2;62'
'2003M3;66'
'2003M4;69'
'2003M5;63'
'2003M6;73'
'2003M7;64'
'2003M8;53'
'2003M9;72'
'2003M10;80'
'2003M11;69'
'2003M12;72'
'2004M1;66'
'2004M2;72'
'2004M3;88'
'2004M4;88'
'2004M5;73'
'2004M6;86'
'2004M7;70'
'2004M8;71'
'2004M9;90'
'2004M10;85'
'2004M11;84'
'2004M12;81'
'2005M1;70'
'2005M2;65'
'2005M3;86'
'2005M4;76'
'2005M5;79'
'2005M6;85'
'2005M7;75'
'2005M8;69'
'2005M9;85'
'2005M10;75'
'2005M11;77'
'2005M12;68'
'2006M1;68'
'2006M2;65'
'2006M3;73'
'2006M4;67'
'2006M5;76'
'2006M6;85'
'2006M7;71'
'2006M8;57'
'2006M9;75'
'2006M10;78'
'2006M11;75'
'2006M12;67'
'2007M1;74'
'2007M2;66'
'2007M3;74'
'2007M4;69'
'2007M5;76'
'2007M6;82'
'2007M7;82'
'2007M8;60'
'2007M9;71'
'2007M10;81'
'2007M11;74'
'2007M12;61'
'2008M1;83'
'2008M2;85'
'2008M3;91'
'2008M4;91'
'2008M5;86'
'2008M6;96'
'2008M7;81'
'2008M8;70'
'2008M9;98'
'2008M10;94'
'2008M11;84'
'2008M12;92'
'2009M1;81'
'2009M2;75'
'2009M3;86'
'2009M4;87'
'2009M5;87'
'2009M6;103'
'2009M7;96'
'2009M8;77'
'2009M9;106'
'2009M10;95'
'2009M11;95'
'2009M12;86'
'2010M1;89'
'2010M2;81'
'2010M3;98'
'2010M4;92'
'2010M5;83'
'2010M6;121'
'2010M7;103'
'2010M8;87'
'2010M9;118'
'2010M10;109'
'2010M11;112'
'2010M12;100'
'2011M1;111'
'2011M2;102'
'2011M3;122'
'2011M4;124'
'2011M5;120'
'2011M6;118'
'2011M7;108'
'2011M8;100'
'2011M9;124'
'2011M10;103'
'2011M11;115'
'2011M12;112'
'2012M1;101'
'2012M2;111'
'2012M3;114'
'2012M4;112'
'2012M5;107'
'2012M6;136'
'2012M7;107'
'2012M8;94'
'2012M9;110'
'2012M10;126'
'2012M11;127'
'2012M12;109'
'2013M1;87'
'2013M2;90'
'2013M3;94'
'2013M4;103'
'2013M5;103'
'2013M6;105'
'2013M7;103'
'2013M8;79'
'2013M9;105'
'2013M10;113'
'2013M11;87'
'2013M12;110'
'2014M1;90'
'2014M2;108'
'2014M3;105'
'2014M4;113'
'2014M5;100'
'2014M6;110'
'2014M7;114'
'2014M8;88'
'2014M9;117'
'2014M10;127'
'2014M11;107'
'2014M12;102'
'2015M1;100'
'2015M2;108'
'2015M3;114'
'2015M4;94'
'2015M5;92'
'2015M6;115'
'2015M7;102'
'2015M8;86'
'2015M9;112'
'2015M10;112'
'2015M11;109'
'2015M12;105'
'2016M1;115'
'2016M2;126'
'2016M3;112'
'2016M4;112'
'2016M5;106'
'2016M6;90'
'2016M7;75'
'2016M8;78'
'2016M9;101'
'2016M10;93'
'2016M11;100'
'2016M12;89'
'2017M1;97'
'2017M2;121'
'2017M3;108'
'2017M4;92'
'2017M5;113'
'2017M6;112'
'2017M7;98'

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	Big Analytics Cloud Computing Center
R Engine error message	Error in x^par2 : non-numeric argument to binary operator Execution halted

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
R Engine error message & Error in x^par2 : non-numeric argument to binary operator
Execution halted
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310398&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

0 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [ROW]

R Engine error message[/C][C]

Error in x^par2 : non-numeric argument to binary operator
Execution halted

[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=310398&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310398&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	Big Analytics Cloud Computing Center
R Engine error message	Error in x^par2 : non-numeric argument to binary operator Execution halted

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 ; par8 = ;

R code (references can be found in the software module):

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '0'
par3 <- '0'
par2 <- '1'
par1 <- '48'
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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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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Input Parameters & R Code