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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 03 May 2010 15:43:57 +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/2010/May/03/t1272901468ozlzbw24kelhkt6.htm/, Retrieved Fri, 29 Mar 2024 10:04:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=75237, Retrieved Fri, 29 Mar 2024 10:04:54 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W21
Estimated Impact171
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [Autocorrelatie in...] [2010-05-03 15:43:57] [d4eb12efc488666eba544481d350541e] [Current]
-   P     [(Partial) Autocorrelation Function] [Autocorrelatie in...] [2010-05-27 13:07:36] [05bbf10299dcd1da03eee55b39d86f8c]
-   P       [(Partial) Autocorrelation Function] [Autocorrelatie in...] [2010-05-27 13:23:07] [05bbf10299dcd1da03eee55b39d86f8c]
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Dataseries X:
41086
39690
43129
37863
35953
29133
24693
22205
21725
27192
21790
13253
37702
30364
32609
30212
29965
28352
25814
22414
20506
28806
22228
13971
36845
35338
35022
34777
26887
23970
22780
17351
21382
24561
17409
11514
31514
27071
29462
26105
22397
23843
21705
18089
20764
25316
17704
15548
28029
29383
36438
32034
22679
24319
18004
17537
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698




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=75237&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=75237&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=75237&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
1-0.29901-2.51950.007002
2-0.125252-1.05540.147412
30.141091.18880.11923
4-0.134876-1.13650.129788
50.0392150.33040.371025
6-0.092414-0.77870.219375
7-0.070657-0.59540.276744
8-0.027595-0.23250.408401
90.0816890.68830.246746
10-0.124057-1.04530.14971
11-0.220857-1.8610.033444
120.6942595.84990
13-0.198323-1.67110.049552
14-0.098196-0.82740.205388
150.1315151.10820.135766
16-0.173331-1.46050.07428
170.0649480.54730.292959
18-0.061006-0.5140.304408

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.29901 & -2.5195 & 0.007002 \tabularnewline
2 & -0.125252 & -1.0554 & 0.147412 \tabularnewline
3 & 0.14109 & 1.1888 & 0.11923 \tabularnewline
4 & -0.134876 & -1.1365 & 0.129788 \tabularnewline
5 & 0.039215 & 0.3304 & 0.371025 \tabularnewline
6 & -0.092414 & -0.7787 & 0.219375 \tabularnewline
7 & -0.070657 & -0.5954 & 0.276744 \tabularnewline
8 & -0.027595 & -0.2325 & 0.408401 \tabularnewline
9 & 0.081689 & 0.6883 & 0.246746 \tabularnewline
10 & -0.124057 & -1.0453 & 0.14971 \tabularnewline
11 & -0.220857 & -1.861 & 0.033444 \tabularnewline
12 & 0.694259 & 5.8499 & 0 \tabularnewline
13 & -0.198323 & -1.6711 & 0.049552 \tabularnewline
14 & -0.098196 & -0.8274 & 0.205388 \tabularnewline
15 & 0.131515 & 1.1082 & 0.135766 \tabularnewline
16 & -0.173331 & -1.4605 & 0.07428 \tabularnewline
17 & 0.064948 & 0.5473 & 0.292959 \tabularnewline
18 & -0.061006 & -0.514 & 0.304408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=75237&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]-0.29901[/C][C]-2.5195[/C][C]0.007002[/C][/ROW]
[ROW][C]2[/C][C]-0.125252[/C][C]-1.0554[/C][C]0.147412[/C][/ROW]
[ROW][C]3[/C][C]0.14109[/C][C]1.1888[/C][C]0.11923[/C][/ROW]
[ROW][C]4[/C][C]-0.134876[/C][C]-1.1365[/C][C]0.129788[/C][/ROW]
[ROW][C]5[/C][C]0.039215[/C][C]0.3304[/C][C]0.371025[/C][/ROW]
[ROW][C]6[/C][C]-0.092414[/C][C]-0.7787[/C][C]0.219375[/C][/ROW]
[ROW][C]7[/C][C]-0.070657[/C][C]-0.5954[/C][C]0.276744[/C][/ROW]
[ROW][C]8[/C][C]-0.027595[/C][C]-0.2325[/C][C]0.408401[/C][/ROW]
[ROW][C]9[/C][C]0.081689[/C][C]0.6883[/C][C]0.246746[/C][/ROW]
[ROW][C]10[/C][C]-0.124057[/C][C]-1.0453[/C][C]0.14971[/C][/ROW]
[ROW][C]11[/C][C]-0.220857[/C][C]-1.861[/C][C]0.033444[/C][/ROW]
[ROW][C]12[/C][C]0.694259[/C][C]5.8499[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.198323[/C][C]-1.6711[/C][C]0.049552[/C][/ROW]
[ROW][C]14[/C][C]-0.098196[/C][C]-0.8274[/C][C]0.205388[/C][/ROW]
[ROW][C]15[/C][C]0.131515[/C][C]1.1082[/C][C]0.135766[/C][/ROW]
[ROW][C]16[/C][C]-0.173331[/C][C]-1.4605[/C][C]0.07428[/C][/ROW]
[ROW][C]17[/C][C]0.064948[/C][C]0.5473[/C][C]0.292959[/C][/ROW]
[ROW][C]18[/C][C]-0.061006[/C][C]-0.514[/C][C]0.304408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=75237&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=75237&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
1-0.29901-2.51950.007002
2-0.125252-1.05540.147412
30.141091.18880.11923
4-0.134876-1.13650.129788
50.0392150.33040.371025
6-0.092414-0.77870.219375
7-0.070657-0.59540.276744
8-0.027595-0.23250.408401
90.0816890.68830.246746
10-0.124057-1.04530.14971
11-0.220857-1.8610.033444
120.6942595.84990
13-0.198323-1.67110.049552
14-0.098196-0.82740.205388
150.1315151.10820.135766
16-0.173331-1.46050.07428
170.0649480.54730.292959
18-0.061006-0.5140.304408







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.29901-2.51950.007002
2-0.235736-1.98630.025428
30.0282830.23830.406162
4-0.120382-1.01440.156929
5-0.013668-0.11520.454318
6-0.152886-1.28820.100922
7-0.154438-1.30130.098678
8-0.196303-1.65410.051263
9-0.02271-0.19140.424396
10-0.196904-1.65910.050749
11-0.448937-3.78280.00016
120.5206094.38672e-05
130.1388321.16980.122993
140.0415340.350.363696
15-0.041634-0.35080.363384
16-0.060008-0.50560.307339
17-0.121125-1.02060.15545
18-0.059157-0.49850.30985

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.29901 & -2.5195 & 0.007002 \tabularnewline
2 & -0.235736 & -1.9863 & 0.025428 \tabularnewline
3 & 0.028283 & 0.2383 & 0.406162 \tabularnewline
4 & -0.120382 & -1.0144 & 0.156929 \tabularnewline
5 & -0.013668 & -0.1152 & 0.454318 \tabularnewline
6 & -0.152886 & -1.2882 & 0.100922 \tabularnewline
7 & -0.154438 & -1.3013 & 0.098678 \tabularnewline
8 & -0.196303 & -1.6541 & 0.051263 \tabularnewline
9 & -0.02271 & -0.1914 & 0.424396 \tabularnewline
10 & -0.196904 & -1.6591 & 0.050749 \tabularnewline
11 & -0.448937 & -3.7828 & 0.00016 \tabularnewline
12 & 0.520609 & 4.3867 & 2e-05 \tabularnewline
13 & 0.138832 & 1.1698 & 0.122993 \tabularnewline
14 & 0.041534 & 0.35 & 0.363696 \tabularnewline
15 & -0.041634 & -0.3508 & 0.363384 \tabularnewline
16 & -0.060008 & -0.5056 & 0.307339 \tabularnewline
17 & -0.121125 & -1.0206 & 0.15545 \tabularnewline
18 & -0.059157 & -0.4985 & 0.30985 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=75237&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]-0.29901[/C][C]-2.5195[/C][C]0.007002[/C][/ROW]
[ROW][C]2[/C][C]-0.235736[/C][C]-1.9863[/C][C]0.025428[/C][/ROW]
[ROW][C]3[/C][C]0.028283[/C][C]0.2383[/C][C]0.406162[/C][/ROW]
[ROW][C]4[/C][C]-0.120382[/C][C]-1.0144[/C][C]0.156929[/C][/ROW]
[ROW][C]5[/C][C]-0.013668[/C][C]-0.1152[/C][C]0.454318[/C][/ROW]
[ROW][C]6[/C][C]-0.152886[/C][C]-1.2882[/C][C]0.100922[/C][/ROW]
[ROW][C]7[/C][C]-0.154438[/C][C]-1.3013[/C][C]0.098678[/C][/ROW]
[ROW][C]8[/C][C]-0.196303[/C][C]-1.6541[/C][C]0.051263[/C][/ROW]
[ROW][C]9[/C][C]-0.02271[/C][C]-0.1914[/C][C]0.424396[/C][/ROW]
[ROW][C]10[/C][C]-0.196904[/C][C]-1.6591[/C][C]0.050749[/C][/ROW]
[ROW][C]11[/C][C]-0.448937[/C][C]-3.7828[/C][C]0.00016[/C][/ROW]
[ROW][C]12[/C][C]0.520609[/C][C]4.3867[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.138832[/C][C]1.1698[/C][C]0.122993[/C][/ROW]
[ROW][C]14[/C][C]0.041534[/C][C]0.35[/C][C]0.363696[/C][/ROW]
[ROW][C]15[/C][C]-0.041634[/C][C]-0.3508[/C][C]0.363384[/C][/ROW]
[ROW][C]16[/C][C]-0.060008[/C][C]-0.5056[/C][C]0.307339[/C][/ROW]
[ROW][C]17[/C][C]-0.121125[/C][C]-1.0206[/C][C]0.15545[/C][/ROW]
[ROW][C]18[/C][C]-0.059157[/C][C]-0.4985[/C][C]0.30985[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=75237&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=75237&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
1-0.29901-2.51950.007002
2-0.235736-1.98630.025428
30.0282830.23830.406162
4-0.120382-1.01440.156929
5-0.013668-0.11520.454318
6-0.152886-1.28820.100922
7-0.154438-1.30130.098678
8-0.196303-1.65410.051263
9-0.02271-0.19140.424396
10-0.196904-1.65910.050749
11-0.448937-3.78280.00016
120.5206094.38672e-05
130.1388321.16980.122993
140.0415340.350.363696
15-0.041634-0.35080.363384
16-0.060008-0.50560.307339
17-0.121125-1.02060.15545
18-0.059157-0.49850.30985



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 ;
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')