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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 computationThu, 03 Dec 2009 06:00:38 -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/2009/Dec/03/t1259845308ng2opzrwzhcs2be.htm/, Retrieved Fri, 29 Mar 2024 15:21:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62707, Retrieved Fri, 29 Mar 2024 15:21:53 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsJSSHWWS9P4
Estimated Impact135
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] [Autocorrelation F...] [2009-12-03 13:00:38] [c8fd62404619100d8e91184019148412] [Current]
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Dataseries X:
11.1
10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1




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=62707&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=62707&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62707&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
10.07910.60240.274627
2-0.302742-2.30560.012364
3-0.356497-2.7150.004358
4-0.257257-1.95920.02745
50.102680.7820.218701
60.3623112.75930.003869
70.2008241.52940.065797
8-0.108921-0.82950.205106
9-0.225482-1.71720.045638
10-0.209799-1.59780.057763
11-0.046836-0.35670.361308
120.4593113.4980.000453
13-0.050618-0.38550.350642
14-0.133468-1.01650.156816
15-0.003329-0.02540.48993
16-0.061546-0.46870.320513
170.0709150.54010.295607

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.0791 & 0.6024 & 0.274627 \tabularnewline
2 & -0.302742 & -2.3056 & 0.012364 \tabularnewline
3 & -0.356497 & -2.715 & 0.004358 \tabularnewline
4 & -0.257257 & -1.9592 & 0.02745 \tabularnewline
5 & 0.10268 & 0.782 & 0.218701 \tabularnewline
6 & 0.362311 & 2.7593 & 0.003869 \tabularnewline
7 & 0.200824 & 1.5294 & 0.065797 \tabularnewline
8 & -0.108921 & -0.8295 & 0.205106 \tabularnewline
9 & -0.225482 & -1.7172 & 0.045638 \tabularnewline
10 & -0.209799 & -1.5978 & 0.057763 \tabularnewline
11 & -0.046836 & -0.3567 & 0.361308 \tabularnewline
12 & 0.459311 & 3.498 & 0.000453 \tabularnewline
13 & -0.050618 & -0.3855 & 0.350642 \tabularnewline
14 & -0.133468 & -1.0165 & 0.156816 \tabularnewline
15 & -0.003329 & -0.0254 & 0.48993 \tabularnewline
16 & -0.061546 & -0.4687 & 0.320513 \tabularnewline
17 & 0.070915 & 0.5401 & 0.295607 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62707&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]0.0791[/C][C]0.6024[/C][C]0.274627[/C][/ROW]
[ROW][C]2[/C][C]-0.302742[/C][C]-2.3056[/C][C]0.012364[/C][/ROW]
[ROW][C]3[/C][C]-0.356497[/C][C]-2.715[/C][C]0.004358[/C][/ROW]
[ROW][C]4[/C][C]-0.257257[/C][C]-1.9592[/C][C]0.02745[/C][/ROW]
[ROW][C]5[/C][C]0.10268[/C][C]0.782[/C][C]0.218701[/C][/ROW]
[ROW][C]6[/C][C]0.362311[/C][C]2.7593[/C][C]0.003869[/C][/ROW]
[ROW][C]7[/C][C]0.200824[/C][C]1.5294[/C][C]0.065797[/C][/ROW]
[ROW][C]8[/C][C]-0.108921[/C][C]-0.8295[/C][C]0.205106[/C][/ROW]
[ROW][C]9[/C][C]-0.225482[/C][C]-1.7172[/C][C]0.045638[/C][/ROW]
[ROW][C]10[/C][C]-0.209799[/C][C]-1.5978[/C][C]0.057763[/C][/ROW]
[ROW][C]11[/C][C]-0.046836[/C][C]-0.3567[/C][C]0.361308[/C][/ROW]
[ROW][C]12[/C][C]0.459311[/C][C]3.498[/C][C]0.000453[/C][/ROW]
[ROW][C]13[/C][C]-0.050618[/C][C]-0.3855[/C][C]0.350642[/C][/ROW]
[ROW][C]14[/C][C]-0.133468[/C][C]-1.0165[/C][C]0.156816[/C][/ROW]
[ROW][C]15[/C][C]-0.003329[/C][C]-0.0254[/C][C]0.48993[/C][/ROW]
[ROW][C]16[/C][C]-0.061546[/C][C]-0.4687[/C][C]0.320513[/C][/ROW]
[ROW][C]17[/C][C]0.070915[/C][C]0.5401[/C][C]0.295607[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62707&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62707&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
10.07910.60240.274627
2-0.302742-2.30560.012364
3-0.356497-2.7150.004358
4-0.257257-1.95920.02745
50.102680.7820.218701
60.3623112.75930.003869
70.2008241.52940.065797
8-0.108921-0.82950.205106
9-0.225482-1.71720.045638
10-0.209799-1.59780.057763
11-0.046836-0.35670.361308
120.4593113.4980.000453
13-0.050618-0.38550.350642
14-0.133468-1.01650.156816
15-0.003329-0.02540.48993
16-0.061546-0.46870.320513
170.0709150.54010.295607







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.07910.60240.274627
2-0.310944-2.36810.010617
3-0.334768-2.54950.006727
4-0.394632-3.00540.001957
5-0.20645-1.57230.060663
60.0127470.09710.4615
70.011150.08490.466309
8-0.056051-0.42690.335526
9-0.03106-0.23650.406922
10-0.103238-0.78620.217464
11-0.17479-1.33120.094173
120.3096692.35840.010874
13-0.360955-2.7490.003979
14-0.090671-0.69050.246307
150.0922690.70270.242527
160.00640.04870.480647
170.092460.70420.242076

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.0791 & 0.6024 & 0.274627 \tabularnewline
2 & -0.310944 & -2.3681 & 0.010617 \tabularnewline
3 & -0.334768 & -2.5495 & 0.006727 \tabularnewline
4 & -0.394632 & -3.0054 & 0.001957 \tabularnewline
5 & -0.20645 & -1.5723 & 0.060663 \tabularnewline
6 & 0.012747 & 0.0971 & 0.4615 \tabularnewline
7 & 0.01115 & 0.0849 & 0.466309 \tabularnewline
8 & -0.056051 & -0.4269 & 0.335526 \tabularnewline
9 & -0.03106 & -0.2365 & 0.406922 \tabularnewline
10 & -0.103238 & -0.7862 & 0.217464 \tabularnewline
11 & -0.17479 & -1.3312 & 0.094173 \tabularnewline
12 & 0.309669 & 2.3584 & 0.010874 \tabularnewline
13 & -0.360955 & -2.749 & 0.003979 \tabularnewline
14 & -0.090671 & -0.6905 & 0.246307 \tabularnewline
15 & 0.092269 & 0.7027 & 0.242527 \tabularnewline
16 & 0.0064 & 0.0487 & 0.480647 \tabularnewline
17 & 0.09246 & 0.7042 & 0.242076 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62707&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]0.0791[/C][C]0.6024[/C][C]0.274627[/C][/ROW]
[ROW][C]2[/C][C]-0.310944[/C][C]-2.3681[/C][C]0.010617[/C][/ROW]
[ROW][C]3[/C][C]-0.334768[/C][C]-2.5495[/C][C]0.006727[/C][/ROW]
[ROW][C]4[/C][C]-0.394632[/C][C]-3.0054[/C][C]0.001957[/C][/ROW]
[ROW][C]5[/C][C]-0.20645[/C][C]-1.5723[/C][C]0.060663[/C][/ROW]
[ROW][C]6[/C][C]0.012747[/C][C]0.0971[/C][C]0.4615[/C][/ROW]
[ROW][C]7[/C][C]0.01115[/C][C]0.0849[/C][C]0.466309[/C][/ROW]
[ROW][C]8[/C][C]-0.056051[/C][C]-0.4269[/C][C]0.335526[/C][/ROW]
[ROW][C]9[/C][C]-0.03106[/C][C]-0.2365[/C][C]0.406922[/C][/ROW]
[ROW][C]10[/C][C]-0.103238[/C][C]-0.7862[/C][C]0.217464[/C][/ROW]
[ROW][C]11[/C][C]-0.17479[/C][C]-1.3312[/C][C]0.094173[/C][/ROW]
[ROW][C]12[/C][C]0.309669[/C][C]2.3584[/C][C]0.010874[/C][/ROW]
[ROW][C]13[/C][C]-0.360955[/C][C]-2.749[/C][C]0.003979[/C][/ROW]
[ROW][C]14[/C][C]-0.090671[/C][C]-0.6905[/C][C]0.246307[/C][/ROW]
[ROW][C]15[/C][C]0.092269[/C][C]0.7027[/C][C]0.242527[/C][/ROW]
[ROW][C]16[/C][C]0.0064[/C][C]0.0487[/C][C]0.480647[/C][/ROW]
[ROW][C]17[/C][C]0.09246[/C][C]0.7042[/C][C]0.242076[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62707&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62707&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
10.07910.60240.274627
2-0.310944-2.36810.010617
3-0.334768-2.54950.006727
4-0.394632-3.00540.001957
5-0.20645-1.57230.060663
60.0127470.09710.4615
70.011150.08490.466309
8-0.056051-0.42690.335526
9-0.03106-0.23650.406922
10-0.103238-0.78620.217464
11-0.17479-1.33120.094173
120.3096692.35840.010874
13-0.360955-2.7490.003979
14-0.090671-0.69050.246307
150.0922690.70270.242527
160.00640.04870.480647
170.092460.70420.242076



Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 2 ; 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')