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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationThu, 23 Oct 2014 12:46:10 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Oct/23/t1414064806nc5gsr9kus88vwl.htm/, Retrieved Fri, 10 May 2024 14:08:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=245663, Retrieved Fri, 10 May 2024 14:08:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact71
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [] [2014-10-23 11:44:16] [46d78fa4bef23992fc20db72a2a0da97]
- R       [(Partial) Autocorrelation Function] [] [2014-10-23 11:46:10] [fced41568b3cc41e6659ad201d611503] [Current]
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Dataseries X:
350840
354950
342750
318610
303890
293480
286820
283650
276190
268670
275960
287040
291500
287540
272340
256570
246190
237340
235890
232790
226100
221110
221950
222990
232840
231380
221690
210190
202210
195210
194050
192360
187170
185930
188840
189350
194320
195850
188840
182380
177200
169140
171900
167320
164130
162550
166260
166010
177070
180800
179570
178130
178180
179430
179130
182220
183650
187110
197780
204000
221330
232500
237570
241100
244420
247240
254300
258970
262230
268880
277950
286630
299830
308090
311400
313520
310980
314910
310950
310720
310380
310570
314790
323400
335010
341630
340820
336280
325490
323750
317510
313890
308610
303720
303090
305140
304040
307100
304330
294710
286890
279050
271860
266710
259590
253830
250640
249140
250840
247590
237830
226380
217230
211420
207620
204310
197490
193580
192330
191970
196070
191940
185620
179410
173920
169190
166840
165170
161450
160830
163670
170830
182690
190940
197770
205090
210720
220210
229730
237070
241620
250370
258570
269860
283220
289610
281770
274700
267650
261380
260500
260730
254200
250450
253380
263740
276240
273820
265890
258400
253520
250710
252850
255260
251170
252500
257780
269900
291590
298870
295570
292100
290870
290580
297970
304010
304340
309850
322320
340170
369280
376690
379700
379520
377770
381560
394580
399320
400370
408200
419070
437730




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net
R Engine error message
Error in if (with.ci) qnorm((1 + ci)/2)/sqrt(x$n.used) else c(0, 0) : 
  missing value where TRUE/FALSE needed
Calls: acf -> plot.acf
Execution halted

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
R Engine error message & 
Error in if (with.ci) qnorm((1 + ci)/2)/sqrt(x$n.used) else c(0, 0) : 
  missing value where TRUE/FALSE needed
Calls: acf -> plot.acf
Execution halted
\tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=245663&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[ROW][C]R Engine error message[/C][C]
Error in if (with.ci) qnorm((1 + ci)/2)/sqrt(x$n.used) else c(0, 0) : 
  missing value where TRUE/FALSE needed
Calls: acf -> plot.acf
Execution halted
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=245663&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=245663&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net
R Engine error message
Error in if (with.ci) qnorm((1 + ci)/2)/sqrt(x$n.used) else c(0, 0) : 
  missing value where TRUE/FALSE needed
Calls: acf -> plot.acf
Execution halted



Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = ; par8 = ;
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('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('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')