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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, 06 Mar 2016 01:58:18 +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/2016/Mar/06/t1457229678gvd0fflk5fmxqng.htm/, Retrieved Sun, 05 May 2024 01:01:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=293538, Retrieved Sun, 05 May 2024 01:01:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact211
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2016-03-06 01:58:18] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
73	16	95	43	16	7	83	50	281	24	185	4	57	1,109	7,969	12	2	15	34	350	536	18	21	20	25	27	85	78	44	6	878	15	3	8	7	33	43	5	11	1	15	7	1,289	6	25	169	9	2	46	184	3	14	6	16	6	7	10,739	10	18	2	1,194	27	9	22	2	26	15	306	5	240	1,899	46	37	38	17	1	6	2	865	21	27	28	15	633	10	22	1	9	44	21	170	119	52	160	50	4	11	4	1	97	18,656	23	5	4	412	4	116	1,524	52	40	50	37	66	48	3	143	9	1	6	31	60	6	562	9	95	200	17	29	132	31	0	7	74	5	1	1	88	2	76	12	30	11	11	33	18	105	48	2	18	17	1	638	4	7	633	3	25	3	7	6	36	74	68	3	268	53	3	9	16	502	16	20	3	95	92	16	10	1,018	2	3	127	10	6	74	7	12	33	190	4	9	181	2	5	16	9	17	0	31	87	10	36	10	5	19	147	10	1	20	1	4	13	306	4	66	5	3	14	6	5	4,868	133	20	19	1	50	211	4,910	15	99	27	0	63	98	64	128	138	86	8	56	865	40	6	213	18	44	711	47	6	55	32	8	10	31	9
83	15	115	49	8	13	75	61	5	26	166	9	68	992	7,577	16	0	16	39	435	528	17	2	16	32	31	66	80	27	8	872	12	0	6	11	32	62	5	13	0	8	5	1,489	2	25	167	18	1	64	202	6	6	7	22	5	4	12,450	11	18	6	1,327	24	5	12	6	33	20	236	5	257	1,932	58	44	44	35	1	8	3	954	6	30	28	11	685	9	19	0	18	52	11	178	114	41	162	49	5	8	2	9	81	17,174	30	3	8	373	5	94	1,424	41	39	38	25	101	43	2	147	27	0	10	29	66	3	595	7	109	216	21	20	169	21	1	1	63	9	0	6	116	5	88	14	37	17	19	34	22	115	48	0	12	21	0	743	4	14	659	2	23	6	2	6	44	48	62	1	211	54	5	7	15	563	14	17	3	111	91	16	18	1,347	1	1	111	39	5	116	24	14	51	190	7	16	183	4	5	10	11	15	2	33	99	16	32	8	3	22	178	10	6	19	1	7	32	333	9	76	12	2	0	12	10	5,171	159	27	19	0	41	213	4,501	11	141	25	5	52	65	69	167	144	84	11	56	627	56	0	264	27	51	801	47	14	57	37	11	18	22	20
77	13	111	51	7	5	79	56	12	26	137	6	68	1,023	7,246	22	2	22	33	460	531	15	10	17	29	40	65	85	29	12	770	15	8	8	10	34	44	9	12	1	5	8	1,593	2	22	199	21	2	49	164	6	3	10	16	0	9	11,784	15	16	7	1,394	24	0	12	7	31	21	275	1	236	2,257	80	36	34	18	3	9	2	909	21	36	43	12	751	10	36	0	10	40	15	212	112	38	186	43	1	7	4	5	101	17,233	21	3	5	340	1	123	1,419	64	54	53	27	43	34	3	157	25	3	11	31	92	9	617	12	111	252	19	17	177	52	2	1	83	11	2	5	104	1	57	11	32	15	16	17	23	76	45	0	12	13	2	652	5	7	639	4	22	3	5	0	46	57	84	2	232	41	3	14	11	523	18	15	4	102	84	9	17	1,259	5	2	148	27	11	197	6	19	27	187	4	12	188	5	2	13	15	10	0	25	109	16	34	7	5	14	148	10	3	33	2	6	23	350	10	81	6	2	1	13	9	6,399	189	29	17	2	42	196	4,141	21	122	19	0	64	78	57	158	146	84	4	61	631	54	6	266	22	44	768	74	9	42	44	4	17	22	18
68	16	116	55	6	13	86	45	4	28	116	4	64	972	6,714	19	1	18	33	487	433	15	25	17	36	35	52	67	44	9	791	16	3	4	8	48	49	4	10	3	1	5	1,581	2	24	162	13	1	63	132	8	8	4	25	5	12	11,158	12	15	4	1,388	25	2	20	3	30	21	326	5	224	2,000	73	31	25	33	4	5	5	1,120	11	42	31	9	759	4	35	1	11	23	26	186	96	52	179	43	2	11	2	10	85	17,247	22	3	6	343	0	107	1,320	65	18	62	51	17	47	4	148	12	1	10	31	77	4	549	2	91	254	22	21	159	56	0	0	89	5	0	5	98	1	65	11	19	9	17	26	20	88	42	0	17	12	1	634	8	5	648	3	22	7	2	4	54	51	84	1	264	24	0	4	13	627	14	12	1	120	83	4	16	1,130	6	2	122	49	7	177	8	21	44	206	6	11	145	7	5	14	8	15	1	31	104	11	26	6	5	19	126	11	2	15	1	5	22	354	10	69	17	2	2	4	9	5,915	210	22	13	0	37	192	3,941	18	86	21	1	82	84	55	169	167	104	9	69	435	61	2	260	23	42	700	63	12	68	43	9	19	21	22
66	22	146	34	15	0	89	56	7	31	115	6	44	891	6727	15	3	29	37	547	514	19	17	16	39	27	45	54	22	15	873	13	5	7	3	58	54	6	7	0	12	4	1787	1	37	186	13	0	52	108	12	8	9	18	1	9	11128	18	23	6	1553	27	8	10	5	35	19	242	3	210	2018	68	40	50	24	3	5	3	1225	13	40	42	11	741	5	24	2	9	36	12	180	110	48	186	46	3	15	1	12	95	18973	17	3	5	355	6	98	1629	55	43	44	39	16	47	2	138	20	1	6	28	54	3	592	15	101	244	25	26	175	43	1	0	92	4	2	1	98	1	52	16	23	15	22	37	15	104	38	2	17	21	0	697	6	13	610	1	9	5	6	1	61	35	66	3	269	37	1	10	26	643	16	8	1	111	73	8	23	1115	16	0	136	36	3	167	11	10	47	225	4	7	162	5	2	13	16	24	0	26	115	16	34	2	5	26	167	1	3	18	2	3	17	356	9	65	16	1	1	4	11	5771	177	16	11	2	49	184	3907	13	55	28	9	56	67	68	149	152	102	9	54	425	72	6	243	24	39	714	64	7	50	42	7	24	19	19
82	20	140	41	9	3	81	409	3	28	100	9	56	906	7,463	15	1	21	34	609	533	29	5	19	26	29	71	78	26	11	900	14	1	3	6	73	43	4	9	1	9	12	1,757	2	41	203	13	3	70	120	7	4	15	24	2	9	11,479	20	19	3	1,592	37	4	20	5	31	17	307	2	256	2,288	67	37	43	28	2	2	3	1,370	22	35	40	10	840	5	30	1	8	36	11	227	132	44	181	43	5	7	3	6	121	19,987	21	2	3	438	7	106	1,655	46	44	68	41	177	42	4	165	28	2	11	23	70	3	592	6	98	272	24	17	184	56	0	0	77	7	2	3	109	4	82	13	35	12	18	34	26	127	50	2	14	21	15	694	14	18	701	1	20	2	8	2	55	57	78	1	271	34	1	14	18	763	23	14	3	122	106	11	14	1,055	9	2	149	29	4	191	4	20	38	172	6	12	168	8	1	12	15	16	0	30	150	7	43	11	5	29	181	4	2	22	3	5	8	408	7	84	20	1	1	4	7	6,224	227	16	6	3	35	212	3,748	19	81	22	12	79	86	69	162	172	111	23	69	395	72	14	239	29	48	860	97	9	77	46	17	28	33	30
83	17	151	54	8	3	111	47	10	19	108	11	52	832	7,372	25	1	29	49	557	495	18	8	18	29	26	57	65	33	5	895	17	1	10	6	98	46	3	11	0	8	5	1,914	3	36	185	20	3	62	127	11	8	14	13	2	5	11,152	16	20	10	1,654	15	3	20	10	39	18	323	1	294	2,251	76	37	36	23	1	0	1	1,250	15	28	36	11	741	2	31	0	9	23	22	184	134	55	193	39	5	13	3	7	114	19,018	30	2	14	418	4	98	1,662	60	18	68	56	13	50	2	157	27	5	4	24	50	3	646	11	112	289	19	17	176	43	2	0	77	3	2	4	98	3	60	15	16	17	22	27	18	136	51	3	16	16	1	624	8	9	657	1	6	7	6	2	46	49	78	2	283	33	1	5	22	680	17	16	3	134	83	27	24	1,253	3	2	136	43	9	201	8	19	50	209	6	15	152	5	3	16	23	14	0	21	143	12	33	8	7	25	171	4	4	23	6	4	12	377	11	101	19	1	3	10	7	6,257	202	12	10	3	84	216	3,770	17	68	22	4	55	70	61	169	151	78	17	68	356	56	4	236	25	51	834	100	16	87	41	5	22	25	21
83	21	139	48	7	5	83	55	6	27	126	5	56	968	7313	16	2	29	39	543	618	34	24	25	58	21	78	67	32	6	938	15	4	10	4	143	51	9	12	2	5	5	1879	0	27	170	25	3	44	119	5	2	12	29	0	12	11424	23	14	17	1653	24	3	19	7	36	16	327	5	294	2253	87	36	40	24	4	3	1	1326	17	37	35	4	751	7	28	2	6	37	20	237	104	40	189	48	2	16	2	4	104	18912	14	4	13	384	4	116	1838	53	28	62	46	20	42	3	142	21	0	9	12	70	5	736	14	134	286	14	14	172	42	1	0	109	5	0	2	123	9	37	11	22	22	18	22	16	122	62	1	17	9	3	638	7	21	637	1	2	4	8	3	43	66	84	3	310	61	1	11	20	661	18	13	0	96	95	9	10	1212	11	0	130	37	3	173	7	25	41	175	6	12	158	3	5	11	15	11	1	35	139	8	33	13	6	27	118	2	4	20	4	5	13	424	11	79	16	0	3	12	9	6090	247	8	8	2	50	258	3694	10	48	31	4	47	74	66	141	136	90	18	61	357	52	2	224	18	49	805	100	10	87	40	10	20	32	26
55	18	146	62	8	0	98	60	7	35	126	4	58	1,048	6,798	18	1	21	41	595	566	30	22	19	36	27	62	64	24	11	867	11	0	4	7	111	44	7	9	0	4	4	1,690	2	34	205	20	3	46	114	5	17	11	16	2	16	11,077	15	19	5	1,490	20	3	23	6	33	22	344	4	285	2,265	81	30	46	40	4	1	1	1,304	13	26	32	5	724	2	37	0	4	41	13	223	108	34	214	38	3	8	1	9	97	18,447	11	1	3	399	2	84	1,691	53	25	58	44	5	45	2	111	18	2	6	13	53	1	739	11	108	275	10	29	192	57	0	0	97	4	2	3	109	2	43	6	25	17	19	32	18	127	59	3	16	23	0	627	6	15	607	1	7	4	4	2	35	51	86	6	312	29	6	9	21	565	24	12	3	110	84	18	14	1,161	5	1	136	36	3	190	4	27	56	197	6	13	151	6	8	8	20	12	1	20	139	11	26	6	9	26	119	3	0	18	2	15	15	418	7	98	13	0	2	9	6	5,678	214	11	16	2	52	224	3,621	9	55	21	6	46	88	67	135	172	84	11	54	378	58	2	184	17	45	874	90	19	78	45	14	23	17	25
54	11	154	54	6	1	73	60	4	27	115	3	44	1,096	6,893	13	1	20	39	672	573	17	43	25	27	26	70	81	24	10	870	18	1	4	8	158	49	6	3	0	6	10	1,650	2	29	209	25	2	57	136	7	9	14	13	5	2	10,606	8	18	26	1,455	24	5	23	5	33	15	243	5	272	2,216	56	33	34	22	3	4	0	1,436	7	25	34	10	781	3	29	1	6	32	10	194	111	33	189	34	4	10	2	8	52	18,914	21	0	4	432	2	74	1,859	40	26	92	41	2	26	0	107	18	5	4	13	77	2	746	17	101	245	15	23	196	49	1	1	94	3	1	4	100	3	64	9	9	13	25	20	15	123	61	0	19	18	0	528	7	18	577	3	5	0	3	6	102	74	65	6	224	35	2	6	7	689	35	10	1	86	65	14	16	1,227	5	2	125	27	6	198	5	17	46	163	11	10	144	4	9	13	8	8	0	15	130	13	27	12	5	20	122	5	1	13	2	11	9	418	18	85	6	0	0	5	5	5,852	238	2	8	2	40	181	3,938	3	29	16	1	49	76	62	129	200	99	11	50	359	80	13	203	16	31	895	71	8	91	36	11	17	23	21
39	17	144	17	8	1	83	51	4	17	146	6	21	1,037	5,916	20	1	26	23	631	492	15	25	15	28	17	54	77	22	16	786	9	5	9	5	98	52	4	5	5	0	9	1,608	3	26	190	23	3	52	126	10	7	9	26	9	5	10,147	11	21	8	1,404	26	6	13	11	10	19	213	3	223	2,216	68	26	32	20	6	5	1	1,381	11	16	38	12	713	1	31	1	6	34	8	150	88	41	182	26	2	5	0	9	83	17,633	16	2	5	445	2	79	1,706	42	30	67	24	2	30	2	109	7	1	10	16	42	3	710	3	51	236	14	19	198	39	1	0	78	5	0	4	49	1	47	10	15	18	16	30	16	96	47	0	7	17	3	503	1	16	559	1	9	5	4	2	35	74	57	2	188	38	5	12	16	647	31	17	1	98	59	18	17	1,256	9	1	121	31	6	131	7	15	59	139	3	8	139	3	4	14	8	6	1	21	120	8	34	9	7	33	58	4	3	11	3	6	5	342	10	105	9	0	1	4	4	5,193	176	5	3	3	34	169	4,399	14	56	12	1	42	61	35	104	126	100	4	60	295	77	4	193	15	37	890	63	6	76	30	4	15	18	13
55	14	116	39	3	2	63	36	3	19	135	4	44	1,053	5,562	11	3	18	16	619	539	12	17	20	28	18	54	76	22	12	546	11	4	5	9	92	45	6	10	2	4	7	1,448	1	18	151	12	1	40	134	3	2	7	17	5	2	9,960	10	11	4	1,246	23	6	18	7	27	11	217	5	201	2,141	66	19	21	22	4	3	1	1,379	12	29	31	7	746	2	21	0	6	27	14	142	59	25	155	16	0	3	1	4	30	17,007	13	1	0	461	2	74	1,384	39	19	56	28	6	22	1	101	10	1	6	20	76	0	709	6	88	197	9	20	165	25	0	1	70	6	3	4	81	5	58	6	30	21	18	40	15	82	47	1	14	16	0	506	3	19	472	6	5	8	3	2	37	61	46	2	197	32	8	13	18	615	14	4	1	81	53	6	14	789	11	1	150	36	3	145	4	13	45	153	8	7	113	4	3	12	6	7	0	18	86	6	24	6	5	25	87	3	2	18	3	5	4	307	11	75	8	1	2	6	3	4,576	150	14	12	1	26	180	4,058	15	41	8	1	40	55	51	120	148	93	14	57	231	65	2	178	14	23	883	47	12	80	20	7	9	29	24
38	12	106	29	8	1	61	42	1	22	110	2	49	922	5,524	8	0	21	132	641	365	26	0	14	28	21	56	89	19	10	443	19	1	29	3	69	55	4	10	0	3	1	1,678	1	14	190	14	4	48	95	0	5	4	7	4	1	8,300	5	8	5	1,431	16	0	11	1	24	7	217	0	252	1,743	49	33	30	27	4	3	0	1,346	14	28	33	6	737	2	24	0	4	18	13	158	194	33	171	18	2	12	0	7	71	15,907	101	0	4	448	1	79	1,211	34	14	54	28	51	28	6	122	12	2	4	14	50	0	605	11	91	226	3	14	204	32	3	0	62	2	0	1	63	2	56	3	30	11	16	20	14	94	37	0	14	15	0	346	2	14	405	1	16	8	3	2	50	54	68	2	230	29	3	6	12	625	13	12	0	97	60	16	13	740	3	0	132	34	23	115	3	14	42	100	6	7	74	4	4	12	9	5	1	15	128	6	56	6	3	16	70	1	0	18	1	32	4	401	5	61	8	2	1	5	4	5,157	176	5	6	1	39	134	3,579	8	34	31	1	47	47	50	129	160	79	7	54	256	68	0	194	16	26	849	44	8	74	34	0	9	23	21




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gertrude Mary Cox' @ cox.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 & 0 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=293538&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=293538&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=293538&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'Gertrude Mary Cox' @ cox.wessa.net



Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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)
x <- na.omit(x)
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')