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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 23 Nov 2010 15:43:14 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/23/t1290526905lw8fdebeblbxzj5.htm/, Retrieved Sun, 05 May 2024 14:14:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=99306, Retrieved Sun, 05 May 2024 14:14:57 +0000

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Estimated Impact

104

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-       [(Partial) Autocorrelation Function] [CHE autocorrelation] [2010-11-23 15:43:14] [f76239c595e4d455b3b05a43389f68d5] [Current]

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2.5313084961454E-14
2.5313084961454E-14
2.5313084961454E-14
2.5313084961454E-14
2.5313084961454E-14
2.5313084961454E-14
0.0070484873310255
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0.0070484873310255
-3.5971225997855E-14
-3.5971225997855E-14
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2.1316282072803E-14
2.1316282072803E-14
-0.029207051746279
-1.2434497875802E-14
-1.2434497875802E-14
0.029207051746288
2.1316282072803E-14
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2.1316282072803E-14
2.1316282072803E-14
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0.0027434859457602
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-3.9968028886506E-14
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0.0027434859457602
9.3258734068513E-15
9.3258734068513E-15
9.3258734068513E-15
9.3258734068513E-15
9.3258734068513E-15
9.3258734068513E-15
-0.0027434859457909
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2.5313084961454E-14
0.014252022707225
2.3980817331903E-14
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2.5313084961454E-14
2.5313084961454E-14
2.5313084961454E-14
0.014252022707225
2.3980817331903E-14
2.3980817331903E-14
2.3980817331903E-14
2.3980817331903E-14
2.3980817331903E-14
2.3980817331903E-14
-0.058268908123976
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0.058268908124
2.3980817331903E-14
2.3980817331903E-14
-0.014252022707176
0.014252022707225
-0.014252022707176
2.5313084961454E-14
2.5313084961454E-14
2.5313084961454E-14
0.0047732787526256
0.0094787439545678
2.3980817331903E-14
-0.014252022707176
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4.7961634663807E-14
4.7961634663807E-14
4.7961634663807E-14
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4.7961634663807E-14
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-4.4408920985006E-15
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2.9309887850104E-14
0.018018505502629
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2.9309887850104E-14
2.9309887850104E-14
2.9309887850104E-14
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2.9309887850104E-14
2.9309887850104E-14
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2.9309887850104E-14
0.018018505502629
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0.018018505502629
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2.9309887850104E-14
2.9309887850104E-14
2.9309887850104E-14
2.9309887850104E-14
2.9309887850104E-14
2.9309887850104E-14
2.9309887850104E-14
2.9309887850104E-14
0.018018505502629
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2.9309887850104E-14
0.018018505502629
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2.9309887850104E-14
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0.018018505502629
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0.025563313559651
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4.0412118096356E-14
0.08914990697184
3.5527136788005E-14
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4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
0.08914990697184
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4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
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4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
4.0412118096356E-14
0.08914990697184
3.5527136788005E-14
-0.089149906971764
4.0412118096356E-14
4.0412118096356E-14
0.08914990697184
3.5527136788005E-14

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=99306&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=99306&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=99306&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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.051796	-0.7325	0.232358
2	-0.087411	-1.2362	0.108921
3	-0.079117	-1.1189	0.132265
4	-0.036006	-0.5092	0.305584
5	-0.054947	-0.7771	0.219019
6	0.013104	0.1853	0.426584
7	-0.026019	-0.368	0.356645
8	0.05921	0.8374	0.201696
9	-0.028704	-0.4059	0.34261
10	0.025103	0.355	0.361477
11	0.003575	0.0506	0.479862
12	-0.016331	-0.231	0.408792
13	-0.102551	-1.4503	0.074272
14	0.265159	3.7499	0.000116
15	0.026191	0.3704	0.355738
16	-0.023022	-0.3256	0.372542
17	-0.031603	-0.4469	0.327704
18	-0.049299	-0.6972	0.243247
19	0.075577	1.0688	0.143219
20	-0.024495	-0.3464	0.364697
21	-0.027361	-0.3869	0.349605
22	-0.010478	-0.1482	0.441176
23	-0.057312	-0.8105	0.209303

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.051796 & -0.7325 & 0.232358 \tabularnewline
2 & -0.087411 & -1.2362 & 0.108921 \tabularnewline
3 & -0.079117 & -1.1189 & 0.132265 \tabularnewline
4 & -0.036006 & -0.5092 & 0.305584 \tabularnewline
5 & -0.054947 & -0.7771 & 0.219019 \tabularnewline
6 & 0.013104 & 0.1853 & 0.426584 \tabularnewline
7 & -0.026019 & -0.368 & 0.356645 \tabularnewline
8 & 0.05921 & 0.8374 & 0.201696 \tabularnewline
9 & -0.028704 & -0.4059 & 0.34261 \tabularnewline
10 & 0.025103 & 0.355 & 0.361477 \tabularnewline
11 & 0.003575 & 0.0506 & 0.479862 \tabularnewline
12 & -0.016331 & -0.231 & 0.408792 \tabularnewline
13 & -0.102551 & -1.4503 & 0.074272 \tabularnewline
14 & 0.265159 & 3.7499 & 0.000116 \tabularnewline
15 & 0.026191 & 0.3704 & 0.355738 \tabularnewline
16 & -0.023022 & -0.3256 & 0.372542 \tabularnewline
17 & -0.031603 & -0.4469 & 0.327704 \tabularnewline
18 & -0.049299 & -0.6972 & 0.243247 \tabularnewline
19 & 0.075577 & 1.0688 & 0.143219 \tabularnewline
20 & -0.024495 & -0.3464 & 0.364697 \tabularnewline
21 & -0.027361 & -0.3869 & 0.349605 \tabularnewline
22 & -0.010478 & -0.1482 & 0.441176 \tabularnewline
23 & -0.057312 & -0.8105 & 0.209303 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=99306&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]-0.051796[/C][C]-0.7325[/C][C]0.232358[/C][/ROW]
[ROW][C]2[/C][C]-0.087411[/C][C]-1.2362[/C][C]0.108921[/C][/ROW]
[ROW][C]3[/C][C]-0.079117[/C][C]-1.1189[/C][C]0.132265[/C][/ROW]
[ROW][C]4[/C][C]-0.036006[/C][C]-0.5092[/C][C]0.305584[/C][/ROW]
[ROW][C]5[/C][C]-0.054947[/C][C]-0.7771[/C][C]0.219019[/C][/ROW]
[ROW][C]6[/C][C]0.013104[/C][C]0.1853[/C][C]0.426584[/C][/ROW]
[ROW][C]7[/C][C]-0.026019[/C][C]-0.368[/C][C]0.356645[/C][/ROW]
[ROW][C]8[/C][C]0.05921[/C][C]0.8374[/C][C]0.201696[/C][/ROW]
[ROW][C]9[/C][C]-0.028704[/C][C]-0.4059[/C][C]0.34261[/C][/ROW]
[ROW][C]10[/C][C]0.025103[/C][C]0.355[/C][C]0.361477[/C][/ROW]
[ROW][C]11[/C][C]0.003575[/C][C]0.0506[/C][C]0.479862[/C][/ROW]
[ROW][C]12[/C][C]-0.016331[/C][C]-0.231[/C][C]0.408792[/C][/ROW]
[ROW][C]13[/C][C]-0.102551[/C][C]-1.4503[/C][C]0.074272[/C][/ROW]
[ROW][C]14[/C][C]0.265159[/C][C]3.7499[/C][C]0.000116[/C][/ROW]
[ROW][C]15[/C][C]0.026191[/C][C]0.3704[/C][C]0.355738[/C][/ROW]
[ROW][C]16[/C][C]-0.023022[/C][C]-0.3256[/C][C]0.372542[/C][/ROW]
[ROW][C]17[/C][C]-0.031603[/C][C]-0.4469[/C][C]0.327704[/C][/ROW]
[ROW][C]18[/C][C]-0.049299[/C][C]-0.6972[/C][C]0.243247[/C][/ROW]
[ROW][C]19[/C][C]0.075577[/C][C]1.0688[/C][C]0.143219[/C][/ROW]
[ROW][C]20[/C][C]-0.024495[/C][C]-0.3464[/C][C]0.364697[/C][/ROW]
[ROW][C]21[/C][C]-0.027361[/C][C]-0.3869[/C][C]0.349605[/C][/ROW]
[ROW][C]22[/C][C]-0.010478[/C][C]-0.1482[/C][C]0.441176[/C][/ROW]
[ROW][C]23[/C][C]-0.057312[/C][C]-0.8105[/C][C]0.209303[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=99306&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=99306&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 k	ACF(k)	T-STAT	P-value
1	-0.051796	-0.7325	0.232358
2	-0.087411	-1.2362	0.108921
3	-0.079117	-1.1189	0.132265
4	-0.036006	-0.5092	0.305584
5	-0.054947	-0.7771	0.219019
6	0.013104	0.1853	0.426584
7	-0.026019	-0.368	0.356645
8	0.05921	0.8374	0.201696
9	-0.028704	-0.4059	0.34261
10	0.025103	0.355	0.361477
11	0.003575	0.0506	0.479862
12	-0.016331	-0.231	0.408792
13	-0.102551	-1.4503	0.074272
14	0.265159	3.7499	0.000116
15	0.026191	0.3704	0.355738
16	-0.023022	-0.3256	0.372542
17	-0.031603	-0.4469	0.327704
18	-0.049299	-0.6972	0.243247
19	0.075577	1.0688	0.143219
20	-0.024495	-0.3464	0.364697
21	-0.027361	-0.3869	0.349605
22	-0.010478	-0.1482	0.441176
23	-0.057312	-0.8105	0.209303

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.051796	-0.7325	0.232358
2	-0.090336	-1.2775	0.101445
3	-0.089704	-1.2686	0.103029
4	-0.055137	-0.7798	0.218229
5	-0.078123	-1.1048	0.135281
6	-0.012529	-0.1772	0.429769
7	-0.048509	-0.686	0.246747
8	0.041169	0.5822	0.28054
9	-0.036238	-0.5125	0.304442
10	0.021182	0.2996	0.382411
11	0.006453	0.0913	0.463692
12	-0.016199	-0.2291	0.409518
13	-0.098748	-1.3965	0.082055
14	0.256608	3.629	0.000181
15	0.044459	0.6287	0.265117
16	0.013251	0.1874	0.42577
17	0.015976	0.2259	0.41074
18	-0.034834	-0.4926	0.311408
19	0.113827	1.6098	0.054515
20	-0.027459	-0.3883	0.349094
21	0.00379	0.0536	0.478653
22	-0.039907	-0.5644	0.286567
23	-0.056093	-0.7933	0.214281

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.051796 & -0.7325 & 0.232358 \tabularnewline
2 & -0.090336 & -1.2775 & 0.101445 \tabularnewline
3 & -0.089704 & -1.2686 & 0.103029 \tabularnewline
4 & -0.055137 & -0.7798 & 0.218229 \tabularnewline
5 & -0.078123 & -1.1048 & 0.135281 \tabularnewline
6 & -0.012529 & -0.1772 & 0.429769 \tabularnewline
7 & -0.048509 & -0.686 & 0.246747 \tabularnewline
8 & 0.041169 & 0.5822 & 0.28054 \tabularnewline
9 & -0.036238 & -0.5125 & 0.304442 \tabularnewline
10 & 0.021182 & 0.2996 & 0.382411 \tabularnewline
11 & 0.006453 & 0.0913 & 0.463692 \tabularnewline
12 & -0.016199 & -0.2291 & 0.409518 \tabularnewline
13 & -0.098748 & -1.3965 & 0.082055 \tabularnewline
14 & 0.256608 & 3.629 & 0.000181 \tabularnewline
15 & 0.044459 & 0.6287 & 0.265117 \tabularnewline
16 & 0.013251 & 0.1874 & 0.42577 \tabularnewline
17 & 0.015976 & 0.2259 & 0.41074 \tabularnewline
18 & -0.034834 & -0.4926 & 0.311408 \tabularnewline
19 & 0.113827 & 1.6098 & 0.054515 \tabularnewline
20 & -0.027459 & -0.3883 & 0.349094 \tabularnewline
21 & 0.00379 & 0.0536 & 0.478653 \tabularnewline
22 & -0.039907 & -0.5644 & 0.286567 \tabularnewline
23 & -0.056093 & -0.7933 & 0.214281 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=99306&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]-0.051796[/C][C]-0.7325[/C][C]0.232358[/C][/ROW]
[ROW][C]2[/C][C]-0.090336[/C][C]-1.2775[/C][C]0.101445[/C][/ROW]
[ROW][C]3[/C][C]-0.089704[/C][C]-1.2686[/C][C]0.103029[/C][/ROW]
[ROW][C]4[/C][C]-0.055137[/C][C]-0.7798[/C][C]0.218229[/C][/ROW]
[ROW][C]5[/C][C]-0.078123[/C][C]-1.1048[/C][C]0.135281[/C][/ROW]
[ROW][C]6[/C][C]-0.012529[/C][C]-0.1772[/C][C]0.429769[/C][/ROW]
[ROW][C]7[/C][C]-0.048509[/C][C]-0.686[/C][C]0.246747[/C][/ROW]
[ROW][C]8[/C][C]0.041169[/C][C]0.5822[/C][C]0.28054[/C][/ROW]
[ROW][C]9[/C][C]-0.036238[/C][C]-0.5125[/C][C]0.304442[/C][/ROW]
[ROW][C]10[/C][C]0.021182[/C][C]0.2996[/C][C]0.382411[/C][/ROW]
[ROW][C]11[/C][C]0.006453[/C][C]0.0913[/C][C]0.463692[/C][/ROW]
[ROW][C]12[/C][C]-0.016199[/C][C]-0.2291[/C][C]0.409518[/C][/ROW]
[ROW][C]13[/C][C]-0.098748[/C][C]-1.3965[/C][C]0.082055[/C][/ROW]
[ROW][C]14[/C][C]0.256608[/C][C]3.629[/C][C]0.000181[/C][/ROW]
[ROW][C]15[/C][C]0.044459[/C][C]0.6287[/C][C]0.265117[/C][/ROW]
[ROW][C]16[/C][C]0.013251[/C][C]0.1874[/C][C]0.42577[/C][/ROW]
[ROW][C]17[/C][C]0.015976[/C][C]0.2259[/C][C]0.41074[/C][/ROW]
[ROW][C]18[/C][C]-0.034834[/C][C]-0.4926[/C][C]0.311408[/C][/ROW]
[ROW][C]19[/C][C]0.113827[/C][C]1.6098[/C][C]0.054515[/C][/ROW]
[ROW][C]20[/C][C]-0.027459[/C][C]-0.3883[/C][C]0.349094[/C][/ROW]
[ROW][C]21[/C][C]0.00379[/C][C]0.0536[/C][C]0.478653[/C][/ROW]
[ROW][C]22[/C][C]-0.039907[/C][C]-0.5644[/C][C]0.286567[/C][/ROW]
[ROW][C]23[/C][C]-0.056093[/C][C]-0.7933[/C][C]0.214281[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=99306&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=99306&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 k	PACF(k)	T-STAT	P-value
1	-0.051796	-0.7325	0.232358
2	-0.090336	-1.2775	0.101445
3	-0.089704	-1.2686	0.103029
4	-0.055137	-0.7798	0.218229
5	-0.078123	-1.1048	0.135281
6	-0.012529	-0.1772	0.429769
7	-0.048509	-0.686	0.246747
8	0.041169	0.5822	0.28054
9	-0.036238	-0.5125	0.304442
10	0.021182	0.2996	0.382411
11	0.006453	0.0913	0.463692
12	-0.016199	-0.2291	0.409518
13	-0.098748	-1.3965	0.082055
14	0.256608	3.629	0.000181
15	0.044459	0.6287	0.265117
16	0.013251	0.1874	0.42577
17	0.015976	0.2259	0.41074
18	-0.034834	-0.4926	0.311408
19	0.113827	1.6098	0.054515
20	-0.027459	-0.3883	0.349094
21	0.00379	0.0536	0.478653
22	-0.039907	-0.5644	0.286567
23	-0.056093	-0.7933	0.214281

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Apollo Oil Corp. ; par3 = Time series of Xycoon Stock Exchange ; par4 = No season ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code