## Free Statistics

of Irreproducible Research!

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 computationFri, 25 Nov 2011 03:38:31 -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/Nov/25/t1322210326v9px9kr1lptpg26.htm/, Retrieved Fri, 02 Jun 2023 09:47:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=147252, Retrieved Fri, 02 Jun 2023 09:47:24 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact122
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [Workshop 8 autoco...] [2010-11-28 20:30:20] [3635fb7041b1998c5a1332cf9de22bce]
-       [(Partial) Autocorrelation Function] [Workshop 8, autoc...] [2010-11-29 20:17:15] [3635fb7041b1998c5a1332cf9de22bce]
- R  D    [(Partial) Autocorrelation Function] [] [2011-11-24 16:08:51] [74be16979710d4c4e7c6647856088456]
-    D        [(Partial) Autocorrelation Function] [] [2011-11-25 08:38:31] [a1e1d0bae7c18896aaea36b6ddc51406] [Current]
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Dataseries X:
9676
8642
9402
9610
9294
9448
10319
9548
9801
9596
8923
9746
9829
9125
9782
9441
9162
9915
10444
10209
9985
9842
9429
10132
9849
9172
10313
9819
9955
10048
10082
10541
10208
10233
9439
9963
10158
9225
10474
9757
10490
10281
10444
10640
10695
10786
9832
9747
10411
9511
10402
9701
10540
10112
10915
11183
10384
10834
9886
10216

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 2 seconds R Server 'George Udny Yule' @ yule.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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147252&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147252&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147252&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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 2 seconds R Server 'George Udny Yule' @ yule.wessa.net

 Autocorrelation Function Time lag k ACF(k) T-STAT P-value 1 0.339799 2.6321 0.005387 2 0.405545 3.1413 0.001306 3 0.335794 2.601 0.005844 4 0.10923 0.8461 0.200432 5 0.174861 1.3545 0.090333 6 0.074982 0.5808 0.281774 7 0.136148 1.0546 0.147919 8 0.046963 0.3638 0.358654 9 0.293499 2.2734 0.013297 10 0.220223 1.7058 0.046605 11 0.162976 1.2624 0.105844 12 0.547722 4.2426 3.9e-05 13 0.166867 1.2925 0.100562 14 0.243099 1.883 0.032273 15 0.157599 1.2208 0.113478 16 -0.065569 -0.5079 0.306694 17 -0.001161 -0.009 0.496426

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.339799 & 2.6321 & 0.005387 \tabularnewline
2 & 0.405545 & 3.1413 & 0.001306 \tabularnewline
3 & 0.335794 & 2.601 & 0.005844 \tabularnewline
4 & 0.10923 & 0.8461 & 0.200432 \tabularnewline
5 & 0.174861 & 1.3545 & 0.090333 \tabularnewline
6 & 0.074982 & 0.5808 & 0.281774 \tabularnewline
7 & 0.136148 & 1.0546 & 0.147919 \tabularnewline
8 & 0.046963 & 0.3638 & 0.358654 \tabularnewline
9 & 0.293499 & 2.2734 & 0.013297 \tabularnewline
10 & 0.220223 & 1.7058 & 0.046605 \tabularnewline
11 & 0.162976 & 1.2624 & 0.105844 \tabularnewline
12 & 0.547722 & 4.2426 & 3.9e-05 \tabularnewline
13 & 0.166867 & 1.2925 & 0.100562 \tabularnewline
14 & 0.243099 & 1.883 & 0.032273 \tabularnewline
15 & 0.157599 & 1.2208 & 0.113478 \tabularnewline
16 & -0.065569 & -0.5079 & 0.306694 \tabularnewline
17 & -0.001161 & -0.009 & 0.496426 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147252&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]0.339799[/C][C]2.6321[/C][C]0.005387[/C][/ROW]
[ROW][C]2[/C][C]0.405545[/C][C]3.1413[/C][C]0.001306[/C][/ROW]
[ROW][C]3[/C][C]0.335794[/C][C]2.601[/C][C]0.005844[/C][/ROW]
[ROW][C]4[/C][C]0.10923[/C][C]0.8461[/C][C]0.200432[/C][/ROW]
[ROW][C]5[/C][C]0.174861[/C][C]1.3545[/C][C]0.090333[/C][/ROW]
[ROW][C]6[/C][C]0.074982[/C][C]0.5808[/C][C]0.281774[/C][/ROW]
[ROW][C]7[/C][C]0.136148[/C][C]1.0546[/C][C]0.147919[/C][/ROW]
[ROW][C]8[/C][C]0.046963[/C][C]0.3638[/C][C]0.358654[/C][/ROW]
[ROW][C]9[/C][C]0.293499[/C][C]2.2734[/C][C]0.013297[/C][/ROW]
[ROW][C]10[/C][C]0.220223[/C][C]1.7058[/C][C]0.046605[/C][/ROW]
[ROW][C]11[/C][C]0.162976[/C][C]1.2624[/C][C]0.105844[/C][/ROW]
[ROW][C]12[/C][C]0.547722[/C][C]4.2426[/C][C]3.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.166867[/C][C]1.2925[/C][C]0.100562[/C][/ROW]
[ROW][C]14[/C][C]0.243099[/C][C]1.883[/C][C]0.032273[/C][/ROW]
[ROW][C]15[/C][C]0.157599[/C][C]1.2208[/C][C]0.113478[/C][/ROW]
[ROW][C]16[/C][C]-0.065569[/C][C]-0.5079[/C][C]0.306694[/C][/ROW]
[ROW][C]17[/C][C]-0.001161[/C][C]-0.009[/C][C]0.496426[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147252&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147252&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 k ACF(k) T-STAT P-value 1 0.339799 2.6321 0.005387 2 0.405545 3.1413 0.001306 3 0.335794 2.601 0.005844 4 0.10923 0.8461 0.200432 5 0.174861 1.3545 0.090333 6 0.074982 0.5808 0.281774 7 0.136148 1.0546 0.147919 8 0.046963 0.3638 0.358654 9 0.293499 2.2734 0.013297 10 0.220223 1.7058 0.046605 11 0.162976 1.2624 0.105844 12 0.547722 4.2426 3.9e-05 13 0.166867 1.2925 0.100562 14 0.243099 1.883 0.032273 15 0.157599 1.2208 0.113478 16 -0.065569 -0.5079 0.306694 17 -0.001161 -0.009 0.496426

 Partial Autocorrelation Function Time lag k PACF(k) T-STAT P-value 1 0.339799 2.6321 0.005387 2 0.327947 2.5403 0.006842 3 0.166892 1.2927 0.100528 4 -0.160702 -1.2448 0.109024 5 0.020878 0.1617 0.436034 6 -0.000316 -0.0024 0.499028 7 0.119355 0.9245 0.17946 8 -0.061948 -0.4798 0.31654 9 0.310378 2.4042 0.009657 10 0.089606 0.6941 0.245155 11 -0.069431 -0.5378 0.296349 12 0.435728 3.3751 0.000649 13 -0.125701 -0.9737 0.167064 14 -0.13848 -1.0727 0.14386 15 -0.086873 -0.6729 0.251792 16 -0.179361 -1.3893 0.084935 17 -0.047908 -0.3711 0.355938

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.339799 & 2.6321 & 0.005387 \tabularnewline
2 & 0.327947 & 2.5403 & 0.006842 \tabularnewline
3 & 0.166892 & 1.2927 & 0.100528 \tabularnewline
4 & -0.160702 & -1.2448 & 0.109024 \tabularnewline
5 & 0.020878 & 0.1617 & 0.436034 \tabularnewline
6 & -0.000316 & -0.0024 & 0.499028 \tabularnewline
7 & 0.119355 & 0.9245 & 0.17946 \tabularnewline
8 & -0.061948 & -0.4798 & 0.31654 \tabularnewline
9 & 0.310378 & 2.4042 & 0.009657 \tabularnewline
10 & 0.089606 & 0.6941 & 0.245155 \tabularnewline
11 & -0.069431 & -0.5378 & 0.296349 \tabularnewline
12 & 0.435728 & 3.3751 & 0.000649 \tabularnewline
13 & -0.125701 & -0.9737 & 0.167064 \tabularnewline
14 & -0.13848 & -1.0727 & 0.14386 \tabularnewline
15 & -0.086873 & -0.6729 & 0.251792 \tabularnewline
16 & -0.179361 & -1.3893 & 0.084935 \tabularnewline
17 & -0.047908 & -0.3711 & 0.355938 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147252&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]0.339799[/C][C]2.6321[/C][C]0.005387[/C][/ROW]
[ROW][C]2[/C][C]0.327947[/C][C]2.5403[/C][C]0.006842[/C][/ROW]
[ROW][C]3[/C][C]0.166892[/C][C]1.2927[/C][C]0.100528[/C][/ROW]
[ROW][C]4[/C][C]-0.160702[/C][C]-1.2448[/C][C]0.109024[/C][/ROW]
[ROW][C]5[/C][C]0.020878[/C][C]0.1617[/C][C]0.436034[/C][/ROW]
[ROW][C]6[/C][C]-0.000316[/C][C]-0.0024[/C][C]0.499028[/C][/ROW]
[ROW][C]7[/C][C]0.119355[/C][C]0.9245[/C][C]0.17946[/C][/ROW]
[ROW][C]8[/C][C]-0.061948[/C][C]-0.4798[/C][C]0.31654[/C][/ROW]
[ROW][C]9[/C][C]0.310378[/C][C]2.4042[/C][C]0.009657[/C][/ROW]
[ROW][C]10[/C][C]0.089606[/C][C]0.6941[/C][C]0.245155[/C][/ROW]
[ROW][C]11[/C][C]-0.069431[/C][C]-0.5378[/C][C]0.296349[/C][/ROW]
[ROW][C]12[/C][C]0.435728[/C][C]3.3751[/C][C]0.000649[/C][/ROW]
[ROW][C]13[/C][C]-0.125701[/C][C]-0.9737[/C][C]0.167064[/C][/ROW]
[ROW][C]14[/C][C]-0.13848[/C][C]-1.0727[/C][C]0.14386[/C][/ROW]
[ROW][C]15[/C][C]-0.086873[/C][C]-0.6729[/C][C]0.251792[/C][/ROW]
[ROW][C]16[/C][C]-0.179361[/C][C]-1.3893[/C][C]0.084935[/C][/ROW]
[ROW][C]17[/C][C]-0.047908[/C][C]-0.3711[/C][C]0.355938[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147252&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147252&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 k PACF(k) T-STAT P-value 1 0.339799 2.6321 0.005387 2 0.327947 2.5403 0.006842 3 0.166892 1.2927 0.100528 4 -0.160702 -1.2448 0.109024 5 0.020878 0.1617 0.436034 6 -0.000316 -0.0024 0.499028 7 0.119355 0.9245 0.17946 8 -0.061948 -0.4798 0.31654 9 0.310378 2.4042 0.009657 10 0.089606 0.6941 0.245155 11 -0.069431 -0.5378 0.296349 12 0.435728 3.3751 0.000649 13 -0.125701 -0.9737 0.167064 14 -0.13848 -1.0727 0.14386 15 -0.086873 -0.6729 0.251792 16 -0.179361 -1.3893 0.084935 17 -0.047908 -0.3711 0.355938

 PNG link Postscript link PDF link

 PNG link Postscript link PDF link

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