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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, 22 Dec 2011 19:40:04 -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/2011/Dec/22/t1324600820bz2fvbehgbiyoaf.htm/, Retrieved Fri, 03 May 2024 07:32:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160119, Retrieved Fri, 03 May 2024 07:32:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact126
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
- R PD          [(Partial) Autocorrelation Function] [WS9 3.1 ACF d=0, D=0] [2010-12-07 10:00:49] [afe9379cca749d06b3d6872e02cc47ed]
- R PD            [(Partial) Autocorrelation Function] [PAPER: aantal fai...] [2011-12-22 23:47:48] [f0cb027b41af06223bae4ee77475f3bc]
-    D                [(Partial) Autocorrelation Function] [PAPER: inflatie] [2011-12-23 00:40:04] [6baf48ba14bcb50d9e72b77bece8a45b] [Current]
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Dataseries X:
0.0213
0.0218
0.0290
0.0263
0.0267
0.0181
0.0133
0.0088
0.0128
0.0126
0.0126
0.0129
0.0110
0.0137
0.0121
0.0174
0.0176
0.0148
0.0104
0.0162
0.0149
0.0179
0.0180
0.0158
0.0186
0.0174
0.0159
0.0126
0.0113
0.0192
0.0261
0.0226
0.0241
0.0226
0.0203
0.0286
0.0255
0.0227
0.0226
0.0257
0.0307
0.0276
0.0251
0.0287
0.0314
0.0311
0.0316
0.0247
0.0257
0.0289
0.0263
0.0238
0.0169
0.0196
0.0219
0.0187
0.0160
0.0163
0.0122
0.0121
0.0149
0.0164
0.0166
0.0177
0.0182
0.0178
0.0128
0.0129
0.0137
0.0112
0.0151
0.0224
0.0294
0.0309
0.0346
0.0364
0.0439
0.0415
0.0521
0.0580
0.0591
0.0539
0.0546
0.0472
0.0314
0.0263
0.0232
0.0193
0.0062
0.0060
-0.0037
-0.0110
-0.0168
-0.0078
-0.0119
-0.0097
-0.0012
0.0026
0.0062
0.0070
0.0166
0.0180
0.0227
0.0246
0.0257
0.0232
0.0291
0.0301
0.0286
0.0310
0.0322
0.0339
0.0352
0.0341
0.0335
0.0367
0.0375
0.0360
0.0355
0.0357




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ jenkins.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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160119&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160119&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160119&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' @ jenkins.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.501761-5.16591e-06
20.0030650.03160.487443
3-0.050953-0.52460.30048
40.197352.03180.022336
5-0.160665-1.65420.050528
60.0347180.35740.360735
70.0661140.68070.248778
8-0.071243-0.73350.232439
9-0.007861-0.08090.467822
10-0.096944-0.99810.160253
110.493795.08391e-06
12-0.684205-7.04430
130.2103072.16520.016306
140.0737850.75970.224571
150.0761510.7840.217387
16-0.188553-1.94130.02744
170.116151.19580.117214
18-0.062656-0.64510.260134
190.0773050.79590.213933
20-0.051536-0.53060.298403

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.501761 & -5.1659 & 1e-06 \tabularnewline
2 & 0.003065 & 0.0316 & 0.487443 \tabularnewline
3 & -0.050953 & -0.5246 & 0.30048 \tabularnewline
4 & 0.19735 & 2.0318 & 0.022336 \tabularnewline
5 & -0.160665 & -1.6542 & 0.050528 \tabularnewline
6 & 0.034718 & 0.3574 & 0.360735 \tabularnewline
7 & 0.066114 & 0.6807 & 0.248778 \tabularnewline
8 & -0.071243 & -0.7335 & 0.232439 \tabularnewline
9 & -0.007861 & -0.0809 & 0.467822 \tabularnewline
10 & -0.096944 & -0.9981 & 0.160253 \tabularnewline
11 & 0.49379 & 5.0839 & 1e-06 \tabularnewline
12 & -0.684205 & -7.0443 & 0 \tabularnewline
13 & 0.210307 & 2.1652 & 0.016306 \tabularnewline
14 & 0.073785 & 0.7597 & 0.224571 \tabularnewline
15 & 0.076151 & 0.784 & 0.217387 \tabularnewline
16 & -0.188553 & -1.9413 & 0.02744 \tabularnewline
17 & 0.11615 & 1.1958 & 0.117214 \tabularnewline
18 & -0.062656 & -0.6451 & 0.260134 \tabularnewline
19 & 0.077305 & 0.7959 & 0.213933 \tabularnewline
20 & -0.051536 & -0.5306 & 0.298403 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160119&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]-0.501761[/C][C]-5.1659[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.003065[/C][C]0.0316[/C][C]0.487443[/C][/ROW]
[ROW][C]3[/C][C]-0.050953[/C][C]-0.5246[/C][C]0.30048[/C][/ROW]
[ROW][C]4[/C][C]0.19735[/C][C]2.0318[/C][C]0.022336[/C][/ROW]
[ROW][C]5[/C][C]-0.160665[/C][C]-1.6542[/C][C]0.050528[/C][/ROW]
[ROW][C]6[/C][C]0.034718[/C][C]0.3574[/C][C]0.360735[/C][/ROW]
[ROW][C]7[/C][C]0.066114[/C][C]0.6807[/C][C]0.248778[/C][/ROW]
[ROW][C]8[/C][C]-0.071243[/C][C]-0.7335[/C][C]0.232439[/C][/ROW]
[ROW][C]9[/C][C]-0.007861[/C][C]-0.0809[/C][C]0.467822[/C][/ROW]
[ROW][C]10[/C][C]-0.096944[/C][C]-0.9981[/C][C]0.160253[/C][/ROW]
[ROW][C]11[/C][C]0.49379[/C][C]5.0839[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]-0.684205[/C][C]-7.0443[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.210307[/C][C]2.1652[/C][C]0.016306[/C][/ROW]
[ROW][C]14[/C][C]0.073785[/C][C]0.7597[/C][C]0.224571[/C][/ROW]
[ROW][C]15[/C][C]0.076151[/C][C]0.784[/C][C]0.217387[/C][/ROW]
[ROW][C]16[/C][C]-0.188553[/C][C]-1.9413[/C][C]0.02744[/C][/ROW]
[ROW][C]17[/C][C]0.11615[/C][C]1.1958[/C][C]0.117214[/C][/ROW]
[ROW][C]18[/C][C]-0.062656[/C][C]-0.6451[/C][C]0.260134[/C][/ROW]
[ROW][C]19[/C][C]0.077305[/C][C]0.7959[/C][C]0.213933[/C][/ROW]
[ROW][C]20[/C][C]-0.051536[/C][C]-0.5306[/C][C]0.298403[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160119&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160119&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
1-0.501761-5.16591e-06
20.0030650.03160.487443
3-0.050953-0.52460.30048
40.197352.03180.022336
5-0.160665-1.65420.050528
60.0347180.35740.360735
70.0661140.68070.248778
8-0.071243-0.73350.232439
9-0.007861-0.08090.467822
10-0.096944-0.99810.160253
110.493795.08391e-06
12-0.684205-7.04430
130.2103072.16520.016306
140.0737850.75970.224571
150.0761510.7840.217387
16-0.188553-1.94130.02744
170.116151.19580.117214
18-0.062656-0.64510.260134
190.0773050.79590.213933
20-0.051536-0.53060.298403







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.501761-5.16591e-06
2-0.332381-3.42210.000442
3-0.324052-3.33630.000586
4-0.005232-0.05390.47857
5-0.061913-0.63740.26261
6-0.045094-0.46430.321703
70.0831950.85650.196815
8-0.019327-0.1990.421328
9-0.032113-0.33060.37079
10-0.236655-2.43650.008248
110.4896385.04111e-06
12-0.365485-3.76290.000138
13-0.355946-3.66470.000194
14-0.158091-1.62760.053284
15-0.214359-2.2070.014737
160.0113810.11720.453473
17-0.071295-0.7340.232276
18-0.181789-1.87160.032007
190.146721.51060.066936
200.00240.02470.490165

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.501761 & -5.1659 & 1e-06 \tabularnewline
2 & -0.332381 & -3.4221 & 0.000442 \tabularnewline
3 & -0.324052 & -3.3363 & 0.000586 \tabularnewline
4 & -0.005232 & -0.0539 & 0.47857 \tabularnewline
5 & -0.061913 & -0.6374 & 0.26261 \tabularnewline
6 & -0.045094 & -0.4643 & 0.321703 \tabularnewline
7 & 0.083195 & 0.8565 & 0.196815 \tabularnewline
8 & -0.019327 & -0.199 & 0.421328 \tabularnewline
9 & -0.032113 & -0.3306 & 0.37079 \tabularnewline
10 & -0.236655 & -2.4365 & 0.008248 \tabularnewline
11 & 0.489638 & 5.0411 & 1e-06 \tabularnewline
12 & -0.365485 & -3.7629 & 0.000138 \tabularnewline
13 & -0.355946 & -3.6647 & 0.000194 \tabularnewline
14 & -0.158091 & -1.6276 & 0.053284 \tabularnewline
15 & -0.214359 & -2.207 & 0.014737 \tabularnewline
16 & 0.011381 & 0.1172 & 0.453473 \tabularnewline
17 & -0.071295 & -0.734 & 0.232276 \tabularnewline
18 & -0.181789 & -1.8716 & 0.032007 \tabularnewline
19 & 0.14672 & 1.5106 & 0.066936 \tabularnewline
20 & 0.0024 & 0.0247 & 0.490165 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160119&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]-0.501761[/C][C]-5.1659[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.332381[/C][C]-3.4221[/C][C]0.000442[/C][/ROW]
[ROW][C]3[/C][C]-0.324052[/C][C]-3.3363[/C][C]0.000586[/C][/ROW]
[ROW][C]4[/C][C]-0.005232[/C][C]-0.0539[/C][C]0.47857[/C][/ROW]
[ROW][C]5[/C][C]-0.061913[/C][C]-0.6374[/C][C]0.26261[/C][/ROW]
[ROW][C]6[/C][C]-0.045094[/C][C]-0.4643[/C][C]0.321703[/C][/ROW]
[ROW][C]7[/C][C]0.083195[/C][C]0.8565[/C][C]0.196815[/C][/ROW]
[ROW][C]8[/C][C]-0.019327[/C][C]-0.199[/C][C]0.421328[/C][/ROW]
[ROW][C]9[/C][C]-0.032113[/C][C]-0.3306[/C][C]0.37079[/C][/ROW]
[ROW][C]10[/C][C]-0.236655[/C][C]-2.4365[/C][C]0.008248[/C][/ROW]
[ROW][C]11[/C][C]0.489638[/C][C]5.0411[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]-0.365485[/C][C]-3.7629[/C][C]0.000138[/C][/ROW]
[ROW][C]13[/C][C]-0.355946[/C][C]-3.6647[/C][C]0.000194[/C][/ROW]
[ROW][C]14[/C][C]-0.158091[/C][C]-1.6276[/C][C]0.053284[/C][/ROW]
[ROW][C]15[/C][C]-0.214359[/C][C]-2.207[/C][C]0.014737[/C][/ROW]
[ROW][C]16[/C][C]0.011381[/C][C]0.1172[/C][C]0.453473[/C][/ROW]
[ROW][C]17[/C][C]-0.071295[/C][C]-0.734[/C][C]0.232276[/C][/ROW]
[ROW][C]18[/C][C]-0.181789[/C][C]-1.8716[/C][C]0.032007[/C][/ROW]
[ROW][C]19[/C][C]0.14672[/C][C]1.5106[/C][C]0.066936[/C][/ROW]
[ROW][C]20[/C][C]0.0024[/C][C]0.0247[/C][C]0.490165[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160119&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160119&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
1-0.501761-5.16591e-06
2-0.332381-3.42210.000442
3-0.324052-3.33630.000586
4-0.005232-0.05390.47857
5-0.061913-0.63740.26261
6-0.045094-0.46430.321703
70.0831950.85650.196815
8-0.019327-0.1990.421328
9-0.032113-0.33060.37079
10-0.236655-2.43650.008248
110.4896385.04111e-06
12-0.365485-3.76290.000138
13-0.355946-3.66470.000194
14-0.158091-1.62760.053284
15-0.214359-2.2070.014737
160.0113810.11720.453473
17-0.071295-0.7340.232276
18-0.181789-1.87160.032007
190.146721.51060.066936
200.00240.02470.490165



Parameters (Session):
par1 = multiplicative ; par2 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 2 ; par4 = 1 ; 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')