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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 08 Dec 2008 08:37:47 -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/08/t1228751508bfzh02auxoc3r7b.htm/, Retrieved Thu, 16 May 2024 06:22:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30550, Retrieved Thu, 16 May 2024 06:22:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact157
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMPD    [(Partial) Autocorrelation Function] [ACF] [2008-12-08 15:37:47] [96839c4b6d4e03ef3851369c676780bf] [Current]
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Dataseries X:
1.1702
1.2286
1.2613
1.2646
1.2262
1.1985
1.2007
1.2138
1.2266
1.2176
1.2218
1.249
1.2991
1.3408
1.3119
1.3014
1.3201
1.2938
1.2694
1.2165
1.2037
1.2292
1.2256
1.2015
1.1786
1.1856
1.2103
1.1938
1.202
1.2271
1.277
1.265
1.2684
1.2811
1.2727
1.2611
1.2881
1.3213
1.2999
1.3074
1.3242
1.3516
1.3511
1.3419
1.3716
1.3622
1.3896
1.4227
1.4684
1.457
1.4718
1.4748
1.5527
1.575
1.5557
1.5553
1.577
1.4975
1.4369
1.3322
1.2732




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30550&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30550&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30550&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'George Udny Yule' @ 72.249.76.132







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9317137.27690
20.8474986.61920
30.7770376.06890
40.7146525.58160
50.6304414.92393e-06
60.5278924.1235.7e-05
70.4385513.42520.000552
80.3740942.92180.002437
90.3219542.51450.007286
100.264672.06710.021486
110.204491.59710.057703
120.1533951.19810.117765
130.1279250.99910.160841
140.1241550.96970.168018
150.1064350.83130.204528
160.0761650.59490.277065
170.0551740.43090.334022

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.931713 & 7.2769 & 0 \tabularnewline
2 & 0.847498 & 6.6192 & 0 \tabularnewline
3 & 0.777037 & 6.0689 & 0 \tabularnewline
4 & 0.714652 & 5.5816 & 0 \tabularnewline
5 & 0.630441 & 4.9239 & 3e-06 \tabularnewline
6 & 0.527892 & 4.123 & 5.7e-05 \tabularnewline
7 & 0.438551 & 3.4252 & 0.000552 \tabularnewline
8 & 0.374094 & 2.9218 & 0.002437 \tabularnewline
9 & 0.321954 & 2.5145 & 0.007286 \tabularnewline
10 & 0.26467 & 2.0671 & 0.021486 \tabularnewline
11 & 0.20449 & 1.5971 & 0.057703 \tabularnewline
12 & 0.153395 & 1.1981 & 0.117765 \tabularnewline
13 & 0.127925 & 0.9991 & 0.160841 \tabularnewline
14 & 0.124155 & 0.9697 & 0.168018 \tabularnewline
15 & 0.106435 & 0.8313 & 0.204528 \tabularnewline
16 & 0.076165 & 0.5949 & 0.277065 \tabularnewline
17 & 0.055174 & 0.4309 & 0.334022 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30550&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]0.931713[/C][C]7.2769[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.847498[/C][C]6.6192[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.777037[/C][C]6.0689[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.714652[/C][C]5.5816[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.630441[/C][C]4.9239[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.527892[/C][C]4.123[/C][C]5.7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.438551[/C][C]3.4252[/C][C]0.000552[/C][/ROW]
[ROW][C]8[/C][C]0.374094[/C][C]2.9218[/C][C]0.002437[/C][/ROW]
[ROW][C]9[/C][C]0.321954[/C][C]2.5145[/C][C]0.007286[/C][/ROW]
[ROW][C]10[/C][C]0.26467[/C][C]2.0671[/C][C]0.021486[/C][/ROW]
[ROW][C]11[/C][C]0.20449[/C][C]1.5971[/C][C]0.057703[/C][/ROW]
[ROW][C]12[/C][C]0.153395[/C][C]1.1981[/C][C]0.117765[/C][/ROW]
[ROW][C]13[/C][C]0.127925[/C][C]0.9991[/C][C]0.160841[/C][/ROW]
[ROW][C]14[/C][C]0.124155[/C][C]0.9697[/C][C]0.168018[/C][/ROW]
[ROW][C]15[/C][C]0.106435[/C][C]0.8313[/C][C]0.204528[/C][/ROW]
[ROW][C]16[/C][C]0.076165[/C][C]0.5949[/C][C]0.277065[/C][/ROW]
[ROW][C]17[/C][C]0.055174[/C][C]0.4309[/C][C]0.334022[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30550&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30550&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
10.9317137.27690
20.8474986.61920
30.7770376.06890
40.7146525.58160
50.6304414.92393e-06
60.5278924.1235.7e-05
70.4385513.42520.000552
80.3740942.92180.002437
90.3219542.51450.007286
100.264672.06710.021486
110.204491.59710.057703
120.1533951.19810.117765
130.1279250.99910.160841
140.1241550.96970.168018
150.1064350.83130.204528
160.0761650.59490.277065
170.0551740.43090.334022







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9317137.27690
2-0.156092-1.21910.113746
30.0745290.58210.281326
4-0.003797-0.02970.488219
5-0.208018-1.62470.054694
6-0.147549-1.15240.126828
70.039260.30660.380085
80.0783690.61210.271378
90.0443780.34660.365041
10-0.032185-0.25140.401185
11-0.053941-0.42130.337512
12-0.03755-0.29330.385153
130.0985960.77010.222118
140.1311081.0240.154943
15-0.101231-0.79060.216109
16-0.072473-0.5660.286725
17-0.002191-0.01710.4932

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.931713 & 7.2769 & 0 \tabularnewline
2 & -0.156092 & -1.2191 & 0.113746 \tabularnewline
3 & 0.074529 & 0.5821 & 0.281326 \tabularnewline
4 & -0.003797 & -0.0297 & 0.488219 \tabularnewline
5 & -0.208018 & -1.6247 & 0.054694 \tabularnewline
6 & -0.147549 & -1.1524 & 0.126828 \tabularnewline
7 & 0.03926 & 0.3066 & 0.380085 \tabularnewline
8 & 0.078369 & 0.6121 & 0.271378 \tabularnewline
9 & 0.044378 & 0.3466 & 0.365041 \tabularnewline
10 & -0.032185 & -0.2514 & 0.401185 \tabularnewline
11 & -0.053941 & -0.4213 & 0.337512 \tabularnewline
12 & -0.03755 & -0.2933 & 0.385153 \tabularnewline
13 & 0.098596 & 0.7701 & 0.222118 \tabularnewline
14 & 0.131108 & 1.024 & 0.154943 \tabularnewline
15 & -0.101231 & -0.7906 & 0.216109 \tabularnewline
16 & -0.072473 & -0.566 & 0.286725 \tabularnewline
17 & -0.002191 & -0.0171 & 0.4932 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30550&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]0.931713[/C][C]7.2769[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.156092[/C][C]-1.2191[/C][C]0.113746[/C][/ROW]
[ROW][C]3[/C][C]0.074529[/C][C]0.5821[/C][C]0.281326[/C][/ROW]
[ROW][C]4[/C][C]-0.003797[/C][C]-0.0297[/C][C]0.488219[/C][/ROW]
[ROW][C]5[/C][C]-0.208018[/C][C]-1.6247[/C][C]0.054694[/C][/ROW]
[ROW][C]6[/C][C]-0.147549[/C][C]-1.1524[/C][C]0.126828[/C][/ROW]
[ROW][C]7[/C][C]0.03926[/C][C]0.3066[/C][C]0.380085[/C][/ROW]
[ROW][C]8[/C][C]0.078369[/C][C]0.6121[/C][C]0.271378[/C][/ROW]
[ROW][C]9[/C][C]0.044378[/C][C]0.3466[/C][C]0.365041[/C][/ROW]
[ROW][C]10[/C][C]-0.032185[/C][C]-0.2514[/C][C]0.401185[/C][/ROW]
[ROW][C]11[/C][C]-0.053941[/C][C]-0.4213[/C][C]0.337512[/C][/ROW]
[ROW][C]12[/C][C]-0.03755[/C][C]-0.2933[/C][C]0.385153[/C][/ROW]
[ROW][C]13[/C][C]0.098596[/C][C]0.7701[/C][C]0.222118[/C][/ROW]
[ROW][C]14[/C][C]0.131108[/C][C]1.024[/C][C]0.154943[/C][/ROW]
[ROW][C]15[/C][C]-0.101231[/C][C]-0.7906[/C][C]0.216109[/C][/ROW]
[ROW][C]16[/C][C]-0.072473[/C][C]-0.566[/C][C]0.286725[/C][/ROW]
[ROW][C]17[/C][C]-0.002191[/C][C]-0.0171[/C][C]0.4932[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30550&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30550&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
10.9317137.27690
2-0.156092-1.21910.113746
30.0745290.58210.281326
4-0.003797-0.02970.488219
5-0.208018-1.62470.054694
6-0.147549-1.15240.126828
70.039260.30660.380085
80.0783690.61210.271378
90.0443780.34660.365041
10-0.032185-0.25140.401185
11-0.053941-0.42130.337512
12-0.03755-0.29330.385153
130.0985960.77010.222118
140.1311081.0240.154943
15-0.101231-0.79060.216109
16-0.072473-0.5660.286725
17-0.002191-0.01710.4932



Parameters (Session):
par1 = Default ; par2 = -2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = -2.0 ; 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')