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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSun, 14 Dec 2008 12:35:36 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/14/t122928337225b5e18vvwefb2c.htm/, Retrieved Tue, 14 May 2024 19:59:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33543, Retrieved Tue, 14 May 2024 19:59:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact192
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [vrm bel20] [2008-12-10 18:40:53] [74be16979710d4c4e7c6647856088456]
- RMPD    [(Partial) Autocorrelation Function] [PACF paper Dow Jones] [2008-12-14 19:35:36] [c8dc05b1cdf5010d9a4f2d773adefb82] [Current]
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Dataseries X:
9005.73
9018.68
9349.44
9327.78
9753.63
10443.5
10853.87
10704.02
11052.23
10935.47
10714.03
10394.48
10817.9
11251.2
11281.26
10539.68
10483.39
10947.43
10580.27
10582.92
10654.41
11014.51
10967.87
10433.56
10665.78
10666.71
10682.74
10777.22
10052.6
10213.97
10546.82
10767.2
10444.5
10314.68
9042.56
9220.75
9721.84
9978.53
9923.81
9892.56
10500.98
10179.35
10080.48
9492.44
8616.49
8685.4
8160.67
8048.1
8641.21
8526.63
8474.21
7916.13
7977.64
8334.59
8623.36
9098.03
9154.34
9284.73
9492.49
9682.35
9762.12
10124.63
10540.05
10601.61
10323.73
10418.4
10092.96
10364.91
10152.09
10032.8
10204.59
10001.6
10411.75
10673.38
10539.51
10723.78
10682.06
10283.19
10377.18
10486.64
10545.38
10554.27
10532.54
10324.31
10695.25
10827.81
10872.48
10971.19
11145.65
11234.68
11333.88
10997.97
11036.89
11257.35
11533.59
11963.12
12185.15
12377.62
12512.89
12631.48
12268.53
12754.8
13407.75
13480.21
13673.28
13239.71
13557.69
13901.28
13200.58
13406.97
12538.12
12419.57
12193.88
12656.63
12812.48
12056.67
11322.38
11530.75
11114.08
9181.73
8614.55




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

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33543&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33543&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33543&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.93801610.31820
20.8676719.54440
30.8221359.04350
40.776458.5410
50.7262377.98860
60.6766277.44290
70.643197.07510
80.6050676.65570
90.556326.11950
100.5031375.53450
110.4469314.91621e-06
120.394024.33421.5e-05
130.3413073.75440.000134
140.3053983.35940.000523
150.272973.00270.001626
160.2360112.59610.005298
170.2064342.27080.012465
180.1820632.00270.023723
190.1575351.73290.042832
200.1193831.31320.095799

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.938016 & 10.3182 & 0 \tabularnewline
2 & 0.867671 & 9.5444 & 0 \tabularnewline
3 & 0.822135 & 9.0435 & 0 \tabularnewline
4 & 0.77645 & 8.541 & 0 \tabularnewline
5 & 0.726237 & 7.9886 & 0 \tabularnewline
6 & 0.676627 & 7.4429 & 0 \tabularnewline
7 & 0.64319 & 7.0751 & 0 \tabularnewline
8 & 0.605067 & 6.6557 & 0 \tabularnewline
9 & 0.55632 & 6.1195 & 0 \tabularnewline
10 & 0.503137 & 5.5345 & 0 \tabularnewline
11 & 0.446931 & 4.9162 & 1e-06 \tabularnewline
12 & 0.39402 & 4.3342 & 1.5e-05 \tabularnewline
13 & 0.341307 & 3.7544 & 0.000134 \tabularnewline
14 & 0.305398 & 3.3594 & 0.000523 \tabularnewline
15 & 0.27297 & 3.0027 & 0.001626 \tabularnewline
16 & 0.236011 & 2.5961 & 0.005298 \tabularnewline
17 & 0.206434 & 2.2708 & 0.012465 \tabularnewline
18 & 0.182063 & 2.0027 & 0.023723 \tabularnewline
19 & 0.157535 & 1.7329 & 0.042832 \tabularnewline
20 & 0.119383 & 1.3132 & 0.095799 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33543&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.938016[/C][C]10.3182[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.867671[/C][C]9.5444[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.822135[/C][C]9.0435[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.77645[/C][C]8.541[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.726237[/C][C]7.9886[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.676627[/C][C]7.4429[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.64319[/C][C]7.0751[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.605067[/C][C]6.6557[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.55632[/C][C]6.1195[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.503137[/C][C]5.5345[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.446931[/C][C]4.9162[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.39402[/C][C]4.3342[/C][C]1.5e-05[/C][/ROW]
[ROW][C]13[/C][C]0.341307[/C][C]3.7544[/C][C]0.000134[/C][/ROW]
[ROW][C]14[/C][C]0.305398[/C][C]3.3594[/C][C]0.000523[/C][/ROW]
[ROW][C]15[/C][C]0.27297[/C][C]3.0027[/C][C]0.001626[/C][/ROW]
[ROW][C]16[/C][C]0.236011[/C][C]2.5961[/C][C]0.005298[/C][/ROW]
[ROW][C]17[/C][C]0.206434[/C][C]2.2708[/C][C]0.012465[/C][/ROW]
[ROW][C]18[/C][C]0.182063[/C][C]2.0027[/C][C]0.023723[/C][/ROW]
[ROW][C]19[/C][C]0.157535[/C][C]1.7329[/C][C]0.042832[/C][/ROW]
[ROW][C]20[/C][C]0.119383[/C][C]1.3132[/C][C]0.095799[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33543&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33543&T=1

As an alternative you can also use a QR Code:  

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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.93801610.31820
20.8676719.54440
30.8221359.04350
40.776458.5410
50.7262377.98860
60.6766277.44290
70.643197.07510
80.6050676.65570
90.556326.11950
100.5031375.53450
110.4469314.91621e-06
120.394024.33421.5e-05
130.3413073.75440.000134
140.3053983.35940.000523
150.272973.00270.001626
160.2360112.59610.005298
170.2064342.27080.012465
180.1820632.00270.023723
190.1575351.73290.042832
200.1193831.31320.095799







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.93801610.31820
2-0.101581-1.11740.13302
30.1754121.92950.028003
4-0.059389-0.65330.257409
5-0.020135-0.22150.412546
6-0.027915-0.30710.37966
70.1045941.15050.126096
8-0.086392-0.95030.171924
9-0.054051-0.59460.276623
10-0.084255-0.92680.177937
11-0.075824-0.83410.202945
12-0.019222-0.21140.416447
13-0.03577-0.39350.347332
140.1110121.22110.112205
15-0.039628-0.43590.331838
16-0.015198-0.16720.433755
170.0317620.34940.363704
180.0172260.18950.425016
19-0.007207-0.07930.468473
20-0.10132-1.11450.133631

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.938016 & 10.3182 & 0 \tabularnewline
2 & -0.101581 & -1.1174 & 0.13302 \tabularnewline
3 & 0.175412 & 1.9295 & 0.028003 \tabularnewline
4 & -0.059389 & -0.6533 & 0.257409 \tabularnewline
5 & -0.020135 & -0.2215 & 0.412546 \tabularnewline
6 & -0.027915 & -0.3071 & 0.37966 \tabularnewline
7 & 0.104594 & 1.1505 & 0.126096 \tabularnewline
8 & -0.086392 & -0.9503 & 0.171924 \tabularnewline
9 & -0.054051 & -0.5946 & 0.276623 \tabularnewline
10 & -0.084255 & -0.9268 & 0.177937 \tabularnewline
11 & -0.075824 & -0.8341 & 0.202945 \tabularnewline
12 & -0.019222 & -0.2114 & 0.416447 \tabularnewline
13 & -0.03577 & -0.3935 & 0.347332 \tabularnewline
14 & 0.111012 & 1.2211 & 0.112205 \tabularnewline
15 & -0.039628 & -0.4359 & 0.331838 \tabularnewline
16 & -0.015198 & -0.1672 & 0.433755 \tabularnewline
17 & 0.031762 & 0.3494 & 0.363704 \tabularnewline
18 & 0.017226 & 0.1895 & 0.425016 \tabularnewline
19 & -0.007207 & -0.0793 & 0.468473 \tabularnewline
20 & -0.10132 & -1.1145 & 0.133631 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33543&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.938016[/C][C]10.3182[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.101581[/C][C]-1.1174[/C][C]0.13302[/C][/ROW]
[ROW][C]3[/C][C]0.175412[/C][C]1.9295[/C][C]0.028003[/C][/ROW]
[ROW][C]4[/C][C]-0.059389[/C][C]-0.6533[/C][C]0.257409[/C][/ROW]
[ROW][C]5[/C][C]-0.020135[/C][C]-0.2215[/C][C]0.412546[/C][/ROW]
[ROW][C]6[/C][C]-0.027915[/C][C]-0.3071[/C][C]0.37966[/C][/ROW]
[ROW][C]7[/C][C]0.104594[/C][C]1.1505[/C][C]0.126096[/C][/ROW]
[ROW][C]8[/C][C]-0.086392[/C][C]-0.9503[/C][C]0.171924[/C][/ROW]
[ROW][C]9[/C][C]-0.054051[/C][C]-0.5946[/C][C]0.276623[/C][/ROW]
[ROW][C]10[/C][C]-0.084255[/C][C]-0.9268[/C][C]0.177937[/C][/ROW]
[ROW][C]11[/C][C]-0.075824[/C][C]-0.8341[/C][C]0.202945[/C][/ROW]
[ROW][C]12[/C][C]-0.019222[/C][C]-0.2114[/C][C]0.416447[/C][/ROW]
[ROW][C]13[/C][C]-0.03577[/C][C]-0.3935[/C][C]0.347332[/C][/ROW]
[ROW][C]14[/C][C]0.111012[/C][C]1.2211[/C][C]0.112205[/C][/ROW]
[ROW][C]15[/C][C]-0.039628[/C][C]-0.4359[/C][C]0.331838[/C][/ROW]
[ROW][C]16[/C][C]-0.015198[/C][C]-0.1672[/C][C]0.433755[/C][/ROW]
[ROW][C]17[/C][C]0.031762[/C][C]0.3494[/C][C]0.363704[/C][/ROW]
[ROW][C]18[/C][C]0.017226[/C][C]0.1895[/C][C]0.425016[/C][/ROW]
[ROW][C]19[/C][C]-0.007207[/C][C]-0.0793[/C][C]0.468473[/C][/ROW]
[ROW][C]20[/C][C]-0.10132[/C][C]-1.1145[/C][C]0.133631[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33543&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33543&T=2

As an alternative you can also use a QR Code:  

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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.93801610.31820
2-0.101581-1.11740.13302
30.1754121.92950.028003
4-0.059389-0.65330.257409
5-0.020135-0.22150.412546
6-0.027915-0.30710.37966
70.1045941.15050.126096
8-0.086392-0.95030.171924
9-0.054051-0.59460.276623
10-0.084255-0.92680.177937
11-0.075824-0.83410.202945
12-0.019222-0.21140.416447
13-0.03577-0.39350.347332
140.1110121.22110.112205
15-0.039628-0.43590.331838
16-0.015198-0.16720.433755
170.0317620.34940.363704
180.0172260.18950.425016
19-0.007207-0.07930.468473
20-0.10132-1.11450.133631



Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; 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('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')