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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, 22 Dec 2013 12:35:59 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2013/Dec/22/t1387733881izi5dbu2lxtpffl.htm/, Retrieved Sun, 05 Dec 2021 17:49:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=232548, Retrieved Sun, 05 Dec 2021 17:49:21 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact51
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2013-12-22 17:35:59] [818da16b08b21220aa14002c9e16e6e1] [Current]
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Dataseries X:
500,01
500,02
500,03
500,04
500,05
500,06
500,07
500,08
500,09
500,10
500,11
500,12
500,13
500,14
500,15
500,16
500,17
500,18
500,19
500,20
500,21
500,22
500,23
500,24
500,25
500,26
500,27
500,28
500,29
500,30
500,31
500,32
500,33
500,34
500,35
500,36
500,37
500,38
500,39
500,40
500,41
500,42
500,43
500,44
500,45
500,46
500,47
500,48
500,49
500,50
500,51
500,52
500,53
500,54
500,55
500,56
500,57
500,58
500,59
500,60
500,61
500,62
500,63
500,64
500,65
500,66
500,67
500,68
500,69
500,70
500,71




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net

\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 & 4 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232548&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232548&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232548&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 time4 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.189104-1.58220.059061
2-0.191767-1.60440.05656
3-0.177482-1.48490.071027
4-0.180145-1.50720.068129
5-0.182808-1.52950.065326
60.6943435.80930
70.044530.37260.355298
8-0.173849-1.45450.075135
9-0.159564-1.3350.093099
10-0.162227-1.35730.089524
11-0.164891-1.37960.086055
120.3886863.2520.000882
130.2781642.32730.011424
14-0.155932-1.30460.098148
15-0.141647-1.18510.119993
16-0.14431-1.20740.115674
17-0.146973-1.22970.11147
180.0830290.69470.244782

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.189104 & -1.5822 & 0.059061 \tabularnewline
2 & -0.191767 & -1.6044 & 0.05656 \tabularnewline
3 & -0.177482 & -1.4849 & 0.071027 \tabularnewline
4 & -0.180145 & -1.5072 & 0.068129 \tabularnewline
5 & -0.182808 & -1.5295 & 0.065326 \tabularnewline
6 & 0.694343 & 5.8093 & 0 \tabularnewline
7 & 0.04453 & 0.3726 & 0.355298 \tabularnewline
8 & -0.173849 & -1.4545 & 0.075135 \tabularnewline
9 & -0.159564 & -1.335 & 0.093099 \tabularnewline
10 & -0.162227 & -1.3573 & 0.089524 \tabularnewline
11 & -0.164891 & -1.3796 & 0.086055 \tabularnewline
12 & 0.388686 & 3.252 & 0.000882 \tabularnewline
13 & 0.278164 & 2.3273 & 0.011424 \tabularnewline
14 & -0.155932 & -1.3046 & 0.098148 \tabularnewline
15 & -0.141647 & -1.1851 & 0.119993 \tabularnewline
16 & -0.14431 & -1.2074 & 0.115674 \tabularnewline
17 & -0.146973 & -1.2297 & 0.11147 \tabularnewline
18 & 0.083029 & 0.6947 & 0.244782 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232548&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]-0.189104[/C][C]-1.5822[/C][C]0.059061[/C][/ROW]
[ROW][C]2[/C][C]-0.191767[/C][C]-1.6044[/C][C]0.05656[/C][/ROW]
[ROW][C]3[/C][C]-0.177482[/C][C]-1.4849[/C][C]0.071027[/C][/ROW]
[ROW][C]4[/C][C]-0.180145[/C][C]-1.5072[/C][C]0.068129[/C][/ROW]
[ROW][C]5[/C][C]-0.182808[/C][C]-1.5295[/C][C]0.065326[/C][/ROW]
[ROW][C]6[/C][C]0.694343[/C][C]5.8093[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.04453[/C][C]0.3726[/C][C]0.355298[/C][/ROW]
[ROW][C]8[/C][C]-0.173849[/C][C]-1.4545[/C][C]0.075135[/C][/ROW]
[ROW][C]9[/C][C]-0.159564[/C][C]-1.335[/C][C]0.093099[/C][/ROW]
[ROW][C]10[/C][C]-0.162227[/C][C]-1.3573[/C][C]0.089524[/C][/ROW]
[ROW][C]11[/C][C]-0.164891[/C][C]-1.3796[/C][C]0.086055[/C][/ROW]
[ROW][C]12[/C][C]0.388686[/C][C]3.252[/C][C]0.000882[/C][/ROW]
[ROW][C]13[/C][C]0.278164[/C][C]2.3273[/C][C]0.011424[/C][/ROW]
[ROW][C]14[/C][C]-0.155932[/C][C]-1.3046[/C][C]0.098148[/C][/ROW]
[ROW][C]15[/C][C]-0.141647[/C][C]-1.1851[/C][C]0.119993[/C][/ROW]
[ROW][C]16[/C][C]-0.14431[/C][C]-1.2074[/C][C]0.115674[/C][/ROW]
[ROW][C]17[/C][C]-0.146973[/C][C]-1.2297[/C][C]0.11147[/C][/ROW]
[ROW][C]18[/C][C]0.083029[/C][C]0.6947[/C][C]0.244782[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232548&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232548&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
1-0.189104-1.58220.059061
2-0.191767-1.60440.05656
3-0.177482-1.48490.071027
4-0.180145-1.50720.068129
5-0.182808-1.52950.065326
60.6943435.80930
70.044530.37260.355298
8-0.173849-1.45450.075135
9-0.159564-1.3350.093099
10-0.162227-1.35730.089524
11-0.164891-1.37960.086055
120.3886863.2520.000882
130.2781642.32730.011424
14-0.155932-1.30460.098148
15-0.141647-1.18510.119993
16-0.14431-1.20740.115674
17-0.146973-1.22970.11147
180.0830290.69470.244782







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.189104-1.58220.059061
2-0.235966-1.97420.026151
3-0.293147-2.45260.008338
4-0.417792-3.49550.000413
5-0.721293-6.03480
60.0730640.61130.271491
70.0990580.82880.205024
80.0065680.0550.478165
90.0013790.01150.495415
100.0066720.05580.477821
110.0285350.23870.406001
12-0.220258-1.84280.034796
130.0643670.53850.29596
14-0.002172-0.01820.492778
150.003690.03090.487728
160.0196740.16460.434864
170.0402590.33680.368625
18-0.294867-2.4670.008037

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.189104 & -1.5822 & 0.059061 \tabularnewline
2 & -0.235966 & -1.9742 & 0.026151 \tabularnewline
3 & -0.293147 & -2.4526 & 0.008338 \tabularnewline
4 & -0.417792 & -3.4955 & 0.000413 \tabularnewline
5 & -0.721293 & -6.0348 & 0 \tabularnewline
6 & 0.073064 & 0.6113 & 0.271491 \tabularnewline
7 & 0.099058 & 0.8288 & 0.205024 \tabularnewline
8 & 0.006568 & 0.055 & 0.478165 \tabularnewline
9 & 0.001379 & 0.0115 & 0.495415 \tabularnewline
10 & 0.006672 & 0.0558 & 0.477821 \tabularnewline
11 & 0.028535 & 0.2387 & 0.406001 \tabularnewline
12 & -0.220258 & -1.8428 & 0.034796 \tabularnewline
13 & 0.064367 & 0.5385 & 0.29596 \tabularnewline
14 & -0.002172 & -0.0182 & 0.492778 \tabularnewline
15 & 0.00369 & 0.0309 & 0.487728 \tabularnewline
16 & 0.019674 & 0.1646 & 0.434864 \tabularnewline
17 & 0.040259 & 0.3368 & 0.368625 \tabularnewline
18 & -0.294867 & -2.467 & 0.008037 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232548&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]-0.189104[/C][C]-1.5822[/C][C]0.059061[/C][/ROW]
[ROW][C]2[/C][C]-0.235966[/C][C]-1.9742[/C][C]0.026151[/C][/ROW]
[ROW][C]3[/C][C]-0.293147[/C][C]-2.4526[/C][C]0.008338[/C][/ROW]
[ROW][C]4[/C][C]-0.417792[/C][C]-3.4955[/C][C]0.000413[/C][/ROW]
[ROW][C]5[/C][C]-0.721293[/C][C]-6.0348[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.073064[/C][C]0.6113[/C][C]0.271491[/C][/ROW]
[ROW][C]7[/C][C]0.099058[/C][C]0.8288[/C][C]0.205024[/C][/ROW]
[ROW][C]8[/C][C]0.006568[/C][C]0.055[/C][C]0.478165[/C][/ROW]
[ROW][C]9[/C][C]0.001379[/C][C]0.0115[/C][C]0.495415[/C][/ROW]
[ROW][C]10[/C][C]0.006672[/C][C]0.0558[/C][C]0.477821[/C][/ROW]
[ROW][C]11[/C][C]0.028535[/C][C]0.2387[/C][C]0.406001[/C][/ROW]
[ROW][C]12[/C][C]-0.220258[/C][C]-1.8428[/C][C]0.034796[/C][/ROW]
[ROW][C]13[/C][C]0.064367[/C][C]0.5385[/C][C]0.29596[/C][/ROW]
[ROW][C]14[/C][C]-0.002172[/C][C]-0.0182[/C][C]0.492778[/C][/ROW]
[ROW][C]15[/C][C]0.00369[/C][C]0.0309[/C][C]0.487728[/C][/ROW]
[ROW][C]16[/C][C]0.019674[/C][C]0.1646[/C][C]0.434864[/C][/ROW]
[ROW][C]17[/C][C]0.040259[/C][C]0.3368[/C][C]0.368625[/C][/ROW]
[ROW][C]18[/C][C]-0.294867[/C][C]-2.467[/C][C]0.008037[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232548&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232548&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
1-0.189104-1.58220.059061
2-0.235966-1.97420.026151
3-0.293147-2.45260.008338
4-0.417792-3.49550.000413
5-0.721293-6.03480
60.0730640.61130.271491
70.0990580.82880.205024
80.0065680.0550.478165
90.0013790.01150.495415
100.0066720.05580.477821
110.0285350.23870.406001
12-0.220258-1.84280.034796
130.0643670.53850.29596
14-0.002172-0.01820.492778
150.003690.03090.487728
160.0196740.16460.434864
170.0402590.33680.368625
18-0.294867-2.4670.008037



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 ; 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')