paper autocorrelatie 0-0 lag

*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, 13 Dec 2008 06:03:08 -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/13/t122917345015gl1smuevqpuc9.htm/, Retrieved Sat, 13 Dec 2008 14:04:10 +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/13/t122917345015gl1smuevqpuc9.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:

jenske_cole@hotmail.com

Dataseries X:

» Textbox « » Textfile « » CSV «

7.6 7.4 7.3 7.1 6.9 6.8 7.5 7.6 7.8 8 8.1 8.2 8.3 8.2 8 7.9 7.6 7.6 8.2 8.3 8.4 8.4 8.4 8.6 8.9 8.8 8.3 7.5 7.2 7.5 8.8 9.3 9.3 8.7 8.2 8.3 8.5 8.6 8.6 8.2 8.1 8 8.6 8.7 8.8 8.5 8.4 8.5 8.7 8.7 8.6 8.5 8.3 8.1 8.2 8.1 8.1 7.9 7.9 7.9 8 8 7.9 8 7.7 7.2 7.5 7.3 7 7 7 7.2 7.3 7.1 6.8 6.6 6.2 6.2 6.8 6.9 6.8 6.7

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 3 seconds R Server 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.888902 8.0494 0 2 0.713347 6.4596 0 3 0.570289 5.1642 1e-06 4 0.510466 4.6225 7e-06 5 0.502053 4.5463 9e-06 6 0.494933 4.4818 1.2e-05 7 0.447134 4.049 5.8e-05 8 0.374798 3.3939 0.000532 9 0.33202 3.0066 0.001753 10 0.345788 3.1312 0.001206 11 0.384496 3.4818 0.000401 12 0.387717 3.5109 0.000364 13 0.291396 2.6387 0.004979 14 0.165383 1.4976 0.069038 15 0.066291 0.6003 0.274983 16 0.023596 0.2137 0.415668 17 0.005539 0.0502 0.48006 18 0.001925 0.0174 0.493069 19 -0.023155 -0.2097 0.417219 20 -0.067381 -0.6102 0.271722 21 -0.094795 -0.8584 0.196585 22 -0.088453 -0.801 0.212731 23 -0.073763 -0.668 0.25302 24 -0.073752 -0.6679 0.253051 25 -0.131028 -1.1865 0.119423 26 -0.195644 -1.7716 0.040085 27 -0.248755 -2.2526 0.013479 28 -0.266108 -2.4097 0.009102 29 -0.268966 -2.4356 0.008518 30 -0.270482 -2.4493 0.008221 31 -0.280819 -2.5429 0.006436 32 -0.300427 -2.7205 0.003979 33 -0.306213 -2.7729 0.003438 34 -0.291895 -2.6432 0.004918 35 -0.27205 -2.4635 0.007925 36 -0.252205 -2.2838 0.012484 37 -0.263196 -2.3833 0.009734 38 -0.267268 -2.4202 0.008861 39 -0.264505 -2.3952 0.009445 40 -0.250236 -2.266 0.013044 41 -0.26067 -2.3605 0.010313 42 -0.288488 -2.6124 0.005346 43 -0.332412 -3.0101 0.001735 44 -0.359627 -3.2566 0.00082 45 -0.350095 -3.1702 0.001071 46 -0.311458 -2.8204 0.003007 47 -0.259367 -2.3487 0.010624 48 -0.216346 -1.9591 0.02675 49 -0.201272 -1.8226 0.036005 50 -0.185645 -1.6811 0.048275 51 -0.161672 -1.464 0.073509 52 -0.137495 -1.2451 0.108326 53 -0.144805 -1.3113 0.096714 54 -0.163031 -1.4763 0.071846 55 -0.183407 -1.6608 0.050284 56 -0.178828 -1.6194 0.054605 57 -0.146455 -1.3262 0.094227 58 -0.105986 -0.9597 0.170002 59 -0.064409 -0.5832 0.280665 60 -0.023771 -0.2153 0.415051 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.888902 8.0494 0 2 -0.365972 -3.314 0.000685 3 0.162015 1.4671 0.073086 4 0.234936 2.1274 0.018194 5 0.035451 0.321 0.374504 6 -0.013208 -0.1196 0.452543 7 -0.095028 -0.8605 0.196007 8 0.012388 0.1122 0.455478 9 0.151014 1.3675 0.087604 10 0.120403 1.0903 0.139389 11 -0.001679 -0.0152 0.493955 12 -0.112397 -1.0178 0.155884 13 -0.338294 -3.0634 0.00148 14 0.090335 0.818 0.207857 15 -0.043241 -0.3916 0.348198 16 -0.070173 -0.6354 0.263453 17 -0.10762 -0.9745 0.166328 18 0.112174 1.0158 0.15636 19 -0.023474 -0.2126 0.416095 20 -0.03723 -0.3371 0.368441 21 0.017689 0.1602 0.436566 22 -0.011848 -0.1073 0.457411 23 -0.047668 -0.4317 0.333562 24 0.044972 0.4072 0.342446 25 -0.150878 -1.3663 0.087797 26 0.081286 0.7361 0.231892 27 -0.096766 -0.8763 0.191726 28 0.000359 0.0033 0.498707 29 -0.029935 -0.2711 0.393508 30 -0.097826 -0.8859 0.189144 31 0.044024 0.3987 0.345593 32 -0.033588 -0.3042 0.380891 33 -0.008815 -0.0798 0.468285 34 -0.031934 -0.2892 0.386589 35 0.006384 0.0578 0.477019 36 0.077003 0.6973 0.243795 37 -0.077126 -0.6984 0.243451 38 0.103573 0.9379 0.175528 39 -0.018743 -0.1697 0.432823 40 -0.073399 -0.6647 0.254068 41 -0.13435 -1.2166 0.113626 42 -0.097427 -0.8822 0.190114 43 -0.103296 -0.9354 0.176168 44 0.035614 0.3225 0.373947 45 -0.007847 -0.0711 0.471762 46 0.021414 0.1939 0.423363 47 0.078919 0.7146 0.23843 48 0.002793 0.0253 0.48994 49 0.016656 0.1508 0.44024 50 -0.002103 -0.019 0.492427 51 0.02122 0.1922 0.424048 52 -0.084664 -0.7667 0.222742 53 -0.032501 -0.2943 0.384632 54 0.041747 0.378 0.35319 55 -0.018846 -0.1707 0.432455 56 0.047395 0.4292 0.334458 57 -0.065611 -0.5941 0.277028 58 -0.097663 -0.8844 0.189538 59 0.087433 0.7917 0.215399 60 0.004665 0.0422 0.483202

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t122917345015gl1smuevqpuc9/18ivw1229173383.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t122917345015gl1smuevqpuc9/18ivw1229173383.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t122917345015gl1smuevqpuc9/28ov91229173383.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/13/t122917345015gl1smuevqpuc9/28ov91229173383.ps (open in new window)

Parameters (Session):

par1 = 4 ;

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')

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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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