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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 03 May 2010 16:01:50 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/May/03/t1272902556xajvko6ucs8jsh1.htm/, Retrieved Thu, 28 Mar 2024 18:51:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=75244, Retrieved Thu, 28 Mar 2024 18:51:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W21
Estimated Impact142
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Autocorrelatie wi...] [2010-05-03 16:01:50] [d4eb12efc488666eba544481d350541e] [Current]
-    D    [(Partial) Autocorrelation Function] [Autocorrelatie wi...] [2010-05-27 13:12:15] [05bbf10299dcd1da03eee55b39d86f8c]
-    D    [(Partial) Autocorrelation Function] [Autocorrelatie wi...] [2010-05-27 13:16:12] [05bbf10299dcd1da03eee55b39d86f8c]
-    D    [(Partial) Autocorrelation Function] [Autocorrelatie wi...] [2010-05-27 13:19:13] [05bbf10299dcd1da03eee55b39d86f8c]
-           [(Partial) Autocorrelation Function] [Autocorrelatie wi...] [2010-05-27 13:20:39] [05bbf10299dcd1da03eee55b39d86f8c]
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Dataseries X:
1,1591
1,1203
1,0886
1,0701
1,0630
1,0377
1,0370
1,0605
1,0497
1,0706
1,0328
1,0110
1,0131
0,9834
0,9643
0,9449
0,9059
0,9505
0,9386
0,9045
0,8695
0,8525
0,8552
0,8983
0,9376
0,9205
0,9083
0,8925
0,8753
0,8530
0,8615
0,9014
0,9114
0,9050
0,8883
0,8912
0,8832
0,8707
0,8766
0,8860
0,9170
0,9561
0,9935
0,9781
0,9806
0,9812
1,0013
1,0194
1,0622
1,0785
1,0797
1,0862
1,1556
1,1674
1,1365
1,1155
1,1267
1,1714
1,1710
1,2298
1,2638
1,2640
1,2261
1,1989
1,2000
1,2146
1,2266
1,2191
1,2224
1,2507
1,2997
1,3406
1,3123
1,3013
1,3185
1,2943
1,2697
1,2155
1,2041
1,2295
1,2234
1,2022
1,1789
1,1861
1,2126
1,1940
1,2028
1,2273
1,2767
1,2661
1,2681
1,2810
1,2722
1,2617
1,2888
1,3205
1,2993
1,3080
1,3246
1,3513
1,3518
1,3421
1,3726
1,3626
1,3910
1,4233
1,4683
1,4559
1,4728
1,4759
1,5520
1,5754
1,5554
1,5562
1,5759
1,4955
1,4342
1,3266
1,2744
1,3511
1,3244
1,2797
1,3050
1,3199
1,3646
1,4014
1,4092
1,4266
1,4575
1,4821
1,4908
1,4579




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=75244&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=75244&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=75244&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3058333.50040.000318
2-0.015411-0.17640.430133
30.0080710.09240.463268
40.0569840.65220.257704
50.0841350.9630.168668
6-0.055647-0.63690.262646
7-0.174327-1.99530.024044
80.0109670.12550.450152
90.0422390.48350.314791
10-0.024925-0.28530.38794
11-0.04009-0.45890.323551
12-0.130756-1.49660.068455
13-0.054915-0.62850.265375
140.0934261.06930.143449
150.0391290.44790.3275
16-0.009768-0.11180.455579
170.0829990.950.17194
180.1079131.23510.109497
190.0856320.98010.16442
20-0.022343-0.25570.39928
21-0.095062-1.0880.139288

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.305833 & 3.5004 & 0.000318 \tabularnewline
2 & -0.015411 & -0.1764 & 0.430133 \tabularnewline
3 & 0.008071 & 0.0924 & 0.463268 \tabularnewline
4 & 0.056984 & 0.6522 & 0.257704 \tabularnewline
5 & 0.084135 & 0.963 & 0.168668 \tabularnewline
6 & -0.055647 & -0.6369 & 0.262646 \tabularnewline
7 & -0.174327 & -1.9953 & 0.024044 \tabularnewline
8 & 0.010967 & 0.1255 & 0.450152 \tabularnewline
9 & 0.042239 & 0.4835 & 0.314791 \tabularnewline
10 & -0.024925 & -0.2853 & 0.38794 \tabularnewline
11 & -0.04009 & -0.4589 & 0.323551 \tabularnewline
12 & -0.130756 & -1.4966 & 0.068455 \tabularnewline
13 & -0.054915 & -0.6285 & 0.265375 \tabularnewline
14 & 0.093426 & 1.0693 & 0.143449 \tabularnewline
15 & 0.039129 & 0.4479 & 0.3275 \tabularnewline
16 & -0.009768 & -0.1118 & 0.455579 \tabularnewline
17 & 0.082999 & 0.95 & 0.17194 \tabularnewline
18 & 0.107913 & 1.2351 & 0.109497 \tabularnewline
19 & 0.085632 & 0.9801 & 0.16442 \tabularnewline
20 & -0.022343 & -0.2557 & 0.39928 \tabularnewline
21 & -0.095062 & -1.088 & 0.139288 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=75244&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]0.305833[/C][C]3.5004[/C][C]0.000318[/C][/ROW]
[ROW][C]2[/C][C]-0.015411[/C][C]-0.1764[/C][C]0.430133[/C][/ROW]
[ROW][C]3[/C][C]0.008071[/C][C]0.0924[/C][C]0.463268[/C][/ROW]
[ROW][C]4[/C][C]0.056984[/C][C]0.6522[/C][C]0.257704[/C][/ROW]
[ROW][C]5[/C][C]0.084135[/C][C]0.963[/C][C]0.168668[/C][/ROW]
[ROW][C]6[/C][C]-0.055647[/C][C]-0.6369[/C][C]0.262646[/C][/ROW]
[ROW][C]7[/C][C]-0.174327[/C][C]-1.9953[/C][C]0.024044[/C][/ROW]
[ROW][C]8[/C][C]0.010967[/C][C]0.1255[/C][C]0.450152[/C][/ROW]
[ROW][C]9[/C][C]0.042239[/C][C]0.4835[/C][C]0.314791[/C][/ROW]
[ROW][C]10[/C][C]-0.024925[/C][C]-0.2853[/C][C]0.38794[/C][/ROW]
[ROW][C]11[/C][C]-0.04009[/C][C]-0.4589[/C][C]0.323551[/C][/ROW]
[ROW][C]12[/C][C]-0.130756[/C][C]-1.4966[/C][C]0.068455[/C][/ROW]
[ROW][C]13[/C][C]-0.054915[/C][C]-0.6285[/C][C]0.265375[/C][/ROW]
[ROW][C]14[/C][C]0.093426[/C][C]1.0693[/C][C]0.143449[/C][/ROW]
[ROW][C]15[/C][C]0.039129[/C][C]0.4479[/C][C]0.3275[/C][/ROW]
[ROW][C]16[/C][C]-0.009768[/C][C]-0.1118[/C][C]0.455579[/C][/ROW]
[ROW][C]17[/C][C]0.082999[/C][C]0.95[/C][C]0.17194[/C][/ROW]
[ROW][C]18[/C][C]0.107913[/C][C]1.2351[/C][C]0.109497[/C][/ROW]
[ROW][C]19[/C][C]0.085632[/C][C]0.9801[/C][C]0.16442[/C][/ROW]
[ROW][C]20[/C][C]-0.022343[/C][C]-0.2557[/C][C]0.39928[/C][/ROW]
[ROW][C]21[/C][C]-0.095062[/C][C]-1.088[/C][C]0.139288[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=75244&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=75244&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
10.3058333.50040.000318
2-0.015411-0.17640.430133
30.0080710.09240.463268
40.0569840.65220.257704
50.0841350.9630.168668
6-0.055647-0.63690.262646
7-0.174327-1.99530.024044
80.0109670.12550.450152
90.0422390.48350.314791
10-0.024925-0.28530.38794
11-0.04009-0.45890.323551
12-0.130756-1.49660.068455
13-0.054915-0.62850.265375
140.0934261.06930.143449
150.0391290.44790.3275
16-0.009768-0.11180.455579
170.0829990.950.17194
180.1079131.23510.109497
190.0856320.98010.16442
20-0.022343-0.25570.39928
21-0.095062-1.0880.139288







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3058333.50040.000318
2-0.120186-1.37560.085648
30.0560880.6420.261011
40.0391470.44810.327428
50.060860.69660.243652
6-0.107931-1.23530.109459
7-0.128089-1.4660.072516
80.1105621.26540.10398
9-0.023544-0.26950.393995
10-0.027101-0.31020.378456
11-0.000213-0.00240.499028
12-0.12171-1.3930.082984
13-0.003986-0.04560.481842
140.0941141.07720.141688
150.0063280.07240.471187
16-0.00553-0.06330.474812
170.1107491.26760.103598
180.0397750.45520.324843
19-0.010078-0.11540.454171
20-0.039798-0.45550.32475
21-0.040505-0.46360.321853

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.305833 & 3.5004 & 0.000318 \tabularnewline
2 & -0.120186 & -1.3756 & 0.085648 \tabularnewline
3 & 0.056088 & 0.642 & 0.261011 \tabularnewline
4 & 0.039147 & 0.4481 & 0.327428 \tabularnewline
5 & 0.06086 & 0.6966 & 0.243652 \tabularnewline
6 & -0.107931 & -1.2353 & 0.109459 \tabularnewline
7 & -0.128089 & -1.466 & 0.072516 \tabularnewline
8 & 0.110562 & 1.2654 & 0.10398 \tabularnewline
9 & -0.023544 & -0.2695 & 0.393995 \tabularnewline
10 & -0.027101 & -0.3102 & 0.378456 \tabularnewline
11 & -0.000213 & -0.0024 & 0.499028 \tabularnewline
12 & -0.12171 & -1.393 & 0.082984 \tabularnewline
13 & -0.003986 & -0.0456 & 0.481842 \tabularnewline
14 & 0.094114 & 1.0772 & 0.141688 \tabularnewline
15 & 0.006328 & 0.0724 & 0.471187 \tabularnewline
16 & -0.00553 & -0.0633 & 0.474812 \tabularnewline
17 & 0.110749 & 1.2676 & 0.103598 \tabularnewline
18 & 0.039775 & 0.4552 & 0.324843 \tabularnewline
19 & -0.010078 & -0.1154 & 0.454171 \tabularnewline
20 & -0.039798 & -0.4555 & 0.32475 \tabularnewline
21 & -0.040505 & -0.4636 & 0.321853 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=75244&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]0.305833[/C][C]3.5004[/C][C]0.000318[/C][/ROW]
[ROW][C]2[/C][C]-0.120186[/C][C]-1.3756[/C][C]0.085648[/C][/ROW]
[ROW][C]3[/C][C]0.056088[/C][C]0.642[/C][C]0.261011[/C][/ROW]
[ROW][C]4[/C][C]0.039147[/C][C]0.4481[/C][C]0.327428[/C][/ROW]
[ROW][C]5[/C][C]0.06086[/C][C]0.6966[/C][C]0.243652[/C][/ROW]
[ROW][C]6[/C][C]-0.107931[/C][C]-1.2353[/C][C]0.109459[/C][/ROW]
[ROW][C]7[/C][C]-0.128089[/C][C]-1.466[/C][C]0.072516[/C][/ROW]
[ROW][C]8[/C][C]0.110562[/C][C]1.2654[/C][C]0.10398[/C][/ROW]
[ROW][C]9[/C][C]-0.023544[/C][C]-0.2695[/C][C]0.393995[/C][/ROW]
[ROW][C]10[/C][C]-0.027101[/C][C]-0.3102[/C][C]0.378456[/C][/ROW]
[ROW][C]11[/C][C]-0.000213[/C][C]-0.0024[/C][C]0.499028[/C][/ROW]
[ROW][C]12[/C][C]-0.12171[/C][C]-1.393[/C][C]0.082984[/C][/ROW]
[ROW][C]13[/C][C]-0.003986[/C][C]-0.0456[/C][C]0.481842[/C][/ROW]
[ROW][C]14[/C][C]0.094114[/C][C]1.0772[/C][C]0.141688[/C][/ROW]
[ROW][C]15[/C][C]0.006328[/C][C]0.0724[/C][C]0.471187[/C][/ROW]
[ROW][C]16[/C][C]-0.00553[/C][C]-0.0633[/C][C]0.474812[/C][/ROW]
[ROW][C]17[/C][C]0.110749[/C][C]1.2676[/C][C]0.103598[/C][/ROW]
[ROW][C]18[/C][C]0.039775[/C][C]0.4552[/C][C]0.324843[/C][/ROW]
[ROW][C]19[/C][C]-0.010078[/C][C]-0.1154[/C][C]0.454171[/C][/ROW]
[ROW][C]20[/C][C]-0.039798[/C][C]-0.4555[/C][C]0.32475[/C][/ROW]
[ROW][C]21[/C][C]-0.040505[/C][C]-0.4636[/C][C]0.321853[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=75244&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=75244&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
10.3058333.50040.000318
2-0.120186-1.37560.085648
30.0560880.6420.261011
40.0391470.44810.327428
50.060860.69660.243652
6-0.107931-1.23530.109459
7-0.128089-1.4660.072516
80.1105621.26540.10398
9-0.023544-0.26950.393995
10-0.027101-0.31020.378456
11-0.000213-0.00240.499028
12-0.12171-1.3930.082984
13-0.003986-0.04560.481842
140.0941141.07720.141688
150.0063280.07240.471187
16-0.00553-0.06330.474812
170.1107491.26760.103598
180.0397750.45520.324843
19-0.010078-0.11540.454171
20-0.039798-0.45550.32475
21-0.040505-0.46360.321853



Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')