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Various EDA topics q1 partial corr

*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, 12 Nov 2008 03:44:14 -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/Nov/12/t122648673212a9d7n730u3tto.htm/, Retrieved Wed, 12 Nov 2008 10:45:35 +0000
 
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/Nov/12/t122648673212a9d7n730u3tto.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},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
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Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
Various EDA topics
 
Dataseries X:
» Textbox « » Textfile « » CSV «
565 547 555 562 561 555 544 537 543 594 611 613 611 594 595 591 589 584 573 567 569 621 629 628 612 595 597 593 590 580 574 573 573 620 626 620 588 566 557 561 549 532 526 511 499 555 565 542 527 510 514 517 508 493 490 469 478 528 534 518
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.8841386.84850
20.7245985.61270
30.6047744.68468e-06
40.518544.01668.3e-05
50.4775663.69920.000236
60.4405763.41270.000579
70.3699032.86530.002868
80.2950292.28530.012923
90.2816532.18170.016531
100.3195352.47510.008081
110.3850222.98240.002065
120.4038093.12790.001358
130.2745592.12670.018782
140.1295011.00310.159917
150.0178720.13840.445179
16-0.068261-0.52870.700534
17-0.10944-0.84770.800017
18-0.149842-1.16070.874813
19-0.212611-1.64690.947594
20-0.274382-2.12540.981158
21-0.274112-2.12330.981067
22-0.235986-1.82790.963734
23-0.178894-1.38570.914518
24-0.15051-1.16580.875855
25-0.209423-1.62220.944996
26-0.286247-2.21730.984797
27-0.331434-2.56730.99362
28-0.353433-2.73770.995935
29-0.349667-2.70850.995603
30-0.34949-2.70710.995587
31-0.363717-2.81730.996727
32-0.376375-2.91540.997506
33-0.344078-2.66520.995065
34-0.285649-2.21260.98463
35-0.215056-1.66580.949519
36-0.162262-1.25690.893165
37-0.172106-1.33310.906236
38-0.194922-1.50990.931836
39-0.190122-1.47270.926968
40-0.186204-1.44230.922795
41-0.173577-1.34450.908079
42-0.161342-1.24970.891877
43-0.156521-1.21240.884946
44-0.151568-1.1740.877492
45-0.116617-0.90330.815014
46-0.068474-0.53040.701103
47-0.018802-0.14560.557654
480.0224040.17350.431405
490.0303610.23520.407438
500.0334710.25930.398158
510.0425330.32950.371478
520.0352930.27340.392749
530.027270.21120.416711
540.0225170.17440.431062
550.0136260.10550.458147
560.0050380.0390.4845
570.0067190.0520.479334
580.0061390.04760.481116
59-0.001323-0.01020.50407


Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.8841386.84850
1-0.261575-2.02620.976399
20.1368051.05970.146767
30.0074190.05750.477181
40.1517171.17520.12228
5-0.068088-0.52740.700072
6-0.118891-0.92090.819611
70.0120380.09320.463008
80.2482011.92260.029643
90.1171210.90720.18396
100.1391231.07760.142753
11-0.183273-1.41960.919554
12-0.570407-4.41840.999979
130.1008990.78160.218773
14-0.116273-0.90060.814312
15-0.04638-0.35930.639669
160.0369710.28640.387789
17-0.056719-0.43930.669003
180.0897620.69530.244777
19-0.063633-0.49290.688059
20-0.017315-0.13410.553124
21-0.113123-0.87620.807805
220.0279280.21630.414734
230.0420220.32550.372968
240.0454320.35190.363068
25-0.126983-0.98360.83537
260.1041930.80710.211406
27-0.030961-0.23980.594358
28-0.04453-0.34490.634321
29-0.008779-0.0680.526995
30-0.032011-0.2480.597493
310.0289180.2240.41176
32-0.017437-0.13510.553493
33-0.021504-0.16660.565867
340.007130.05520.478071
350.0167740.12990.448527
36-0.042162-0.32660.627441
370.0340890.26410.396323
38-0.009707-0.07520.529843
39-0.132244-1.02440.845111
400.0503770.39020.348879
41-0.059738-0.46270.677384
420.0888510.68820.246977
43-0.031207-0.24170.595094
44-0.003736-0.02890.511494
45-0.047552-0.36830.64304
460.0055490.0430.482931
47-0.004344-0.03360.513365
480.0628930.48720.313956
49-0.016091-0.12460.549388
50-0.059255-0.4590.67605
510.0172860.13390.446965
52-0.082647-0.64020.737753
530.0383570.29710.383704
54-0.063106-0.48880.686622
55-0.026722-0.2070.581639
56-0.063009-0.48810.686358
57-0.067694-0.52440.699019
58-0.068352-0.52950.700778
59NANANA
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/12/t122648673212a9d7n730u3tto/1k2ri1226486653.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/12/t122648673212a9d7n730u3tto/1k2ri1226486653.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/12/t122648673212a9d7n730u3tto/26csh1226486653.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/12/t122648673212a9d7n730u3tto/26csh1226486653.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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
 




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