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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 computationTue, 29 Nov 2011 09:32:40 -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/29/t1322577197p5sz3wlyx8mal4r.htm/, Retrieved Thu, 28 Mar 2024 07:55:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=148419, Retrieved Thu, 28 Mar 2024 07:55:22 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact91
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] [Autocorrelatie] [2011-11-29 14:32:40] [274a40ad31da88f12aea425a159a1f93] [Current]
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Dataseries X:
9911
8915
9452
9112
8472
8230
8384
8625
8221
8649
8625
10443
10357
8586
8892
8329
8101
7922
8120
7838
7735
8406
8209
9451
10041
9411
10405
8467
8464
8102
7627
7513
7510
8291
8064
9383
9706
8579
9474
8318
8213
8059
9111
7708
7680
8014
8007
8718
9486
9113
9025
8476
7952
7759
7835
7600
7651
8319
8812
8630




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=148419&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=148419&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=148419&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'Gertrude Mary Cox' @ cox.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5418244.1974.5e-05
20.321052.48680.007844
30.0348010.26960.394208
4-0.299251-2.3180.011938
5-0.427385-3.31050.00079
6-0.475716-3.68490.000247
7-0.37676-2.91840.002473
8-0.314266-2.43430.008957
90.0302210.23410.407857
100.2169411.68040.049038
110.3602682.79060.003522
120.6050494.68678e-06
130.37022.86760.00285
140.3018992.33850.011356
150.0973130.75380.226964
16-0.134519-1.0420.150801
17-0.29067-2.25150.014013

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.541824 & 4.197 & 4.5e-05 \tabularnewline
2 & 0.32105 & 2.4868 & 0.007844 \tabularnewline
3 & 0.034801 & 0.2696 & 0.394208 \tabularnewline
4 & -0.299251 & -2.318 & 0.011938 \tabularnewline
5 & -0.427385 & -3.3105 & 0.00079 \tabularnewline
6 & -0.475716 & -3.6849 & 0.000247 \tabularnewline
7 & -0.37676 & -2.9184 & 0.002473 \tabularnewline
8 & -0.314266 & -2.4343 & 0.008957 \tabularnewline
9 & 0.030221 & 0.2341 & 0.407857 \tabularnewline
10 & 0.216941 & 1.6804 & 0.049038 \tabularnewline
11 & 0.360268 & 2.7906 & 0.003522 \tabularnewline
12 & 0.605049 & 4.6867 & 8e-06 \tabularnewline
13 & 0.3702 & 2.8676 & 0.00285 \tabularnewline
14 & 0.301899 & 2.3385 & 0.011356 \tabularnewline
15 & 0.097313 & 0.7538 & 0.226964 \tabularnewline
16 & -0.134519 & -1.042 & 0.150801 \tabularnewline
17 & -0.29067 & -2.2515 & 0.014013 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=148419&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]0.541824[/C][C]4.197[/C][C]4.5e-05[/C][/ROW]
[ROW][C]2[/C][C]0.32105[/C][C]2.4868[/C][C]0.007844[/C][/ROW]
[ROW][C]3[/C][C]0.034801[/C][C]0.2696[/C][C]0.394208[/C][/ROW]
[ROW][C]4[/C][C]-0.299251[/C][C]-2.318[/C][C]0.011938[/C][/ROW]
[ROW][C]5[/C][C]-0.427385[/C][C]-3.3105[/C][C]0.00079[/C][/ROW]
[ROW][C]6[/C][C]-0.475716[/C][C]-3.6849[/C][C]0.000247[/C][/ROW]
[ROW][C]7[/C][C]-0.37676[/C][C]-2.9184[/C][C]0.002473[/C][/ROW]
[ROW][C]8[/C][C]-0.314266[/C][C]-2.4343[/C][C]0.008957[/C][/ROW]
[ROW][C]9[/C][C]0.030221[/C][C]0.2341[/C][C]0.407857[/C][/ROW]
[ROW][C]10[/C][C]0.216941[/C][C]1.6804[/C][C]0.049038[/C][/ROW]
[ROW][C]11[/C][C]0.360268[/C][C]2.7906[/C][C]0.003522[/C][/ROW]
[ROW][C]12[/C][C]0.605049[/C][C]4.6867[/C][C]8e-06[/C][/ROW]
[ROW][C]13[/C][C]0.3702[/C][C]2.8676[/C][C]0.00285[/C][/ROW]
[ROW][C]14[/C][C]0.301899[/C][C]2.3385[/C][C]0.011356[/C][/ROW]
[ROW][C]15[/C][C]0.097313[/C][C]0.7538[/C][C]0.226964[/C][/ROW]
[ROW][C]16[/C][C]-0.134519[/C][C]-1.042[/C][C]0.150801[/C][/ROW]
[ROW][C]17[/C][C]-0.29067[/C][C]-2.2515[/C][C]0.014013[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=148419&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=148419&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
10.5418244.1974.5e-05
20.321052.48680.007844
30.0348010.26960.394208
4-0.299251-2.3180.011938
5-0.427385-3.31050.00079
6-0.475716-3.68490.000247
7-0.37676-2.91840.002473
8-0.314266-2.43430.008957
90.0302210.23410.407857
100.2169411.68040.049038
110.3602682.79060.003522
120.6050494.68678e-06
130.37022.86760.00285
140.3018992.33850.011356
150.0973130.75380.226964
16-0.134519-1.0420.150801
17-0.29067-2.25150.014013







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5418244.1974.5e-05
20.0388950.30130.382122
3-0.217563-1.68520.048569
4-0.370029-2.86620.00286
5-0.160174-1.24070.109773
6-0.116476-0.90220.185273
7-0.025439-0.19710.422227
8-0.221641-1.71680.045585
90.2231761.72870.044502
100.0754010.58410.280686
110.071450.55350.291006
120.3484152.69880.004513
13-0.182277-1.41190.081571
140.1584011.2270.112313
150.07560.58560.280172
160.0014030.01090.495682
170.0273940.21220.416336

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.541824 & 4.197 & 4.5e-05 \tabularnewline
2 & 0.038895 & 0.3013 & 0.382122 \tabularnewline
3 & -0.217563 & -1.6852 & 0.048569 \tabularnewline
4 & -0.370029 & -2.8662 & 0.00286 \tabularnewline
5 & -0.160174 & -1.2407 & 0.109773 \tabularnewline
6 & -0.116476 & -0.9022 & 0.185273 \tabularnewline
7 & -0.025439 & -0.1971 & 0.422227 \tabularnewline
8 & -0.221641 & -1.7168 & 0.045585 \tabularnewline
9 & 0.223176 & 1.7287 & 0.044502 \tabularnewline
10 & 0.075401 & 0.5841 & 0.280686 \tabularnewline
11 & 0.07145 & 0.5535 & 0.291006 \tabularnewline
12 & 0.348415 & 2.6988 & 0.004513 \tabularnewline
13 & -0.182277 & -1.4119 & 0.081571 \tabularnewline
14 & 0.158401 & 1.227 & 0.112313 \tabularnewline
15 & 0.0756 & 0.5856 & 0.280172 \tabularnewline
16 & 0.001403 & 0.0109 & 0.495682 \tabularnewline
17 & 0.027394 & 0.2122 & 0.416336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=148419&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]0.541824[/C][C]4.197[/C][C]4.5e-05[/C][/ROW]
[ROW][C]2[/C][C]0.038895[/C][C]0.3013[/C][C]0.382122[/C][/ROW]
[ROW][C]3[/C][C]-0.217563[/C][C]-1.6852[/C][C]0.048569[/C][/ROW]
[ROW][C]4[/C][C]-0.370029[/C][C]-2.8662[/C][C]0.00286[/C][/ROW]
[ROW][C]5[/C][C]-0.160174[/C][C]-1.2407[/C][C]0.109773[/C][/ROW]
[ROW][C]6[/C][C]-0.116476[/C][C]-0.9022[/C][C]0.185273[/C][/ROW]
[ROW][C]7[/C][C]-0.025439[/C][C]-0.1971[/C][C]0.422227[/C][/ROW]
[ROW][C]8[/C][C]-0.221641[/C][C]-1.7168[/C][C]0.045585[/C][/ROW]
[ROW][C]9[/C][C]0.223176[/C][C]1.7287[/C][C]0.044502[/C][/ROW]
[ROW][C]10[/C][C]0.075401[/C][C]0.5841[/C][C]0.280686[/C][/ROW]
[ROW][C]11[/C][C]0.07145[/C][C]0.5535[/C][C]0.291006[/C][/ROW]
[ROW][C]12[/C][C]0.348415[/C][C]2.6988[/C][C]0.004513[/C][/ROW]
[ROW][C]13[/C][C]-0.182277[/C][C]-1.4119[/C][C]0.081571[/C][/ROW]
[ROW][C]14[/C][C]0.158401[/C][C]1.227[/C][C]0.112313[/C][/ROW]
[ROW][C]15[/C][C]0.0756[/C][C]0.5856[/C][C]0.280172[/C][/ROW]
[ROW][C]16[/C][C]0.001403[/C][C]0.0109[/C][C]0.495682[/C][/ROW]
[ROW][C]17[/C][C]0.027394[/C][C]0.2122[/C][C]0.416336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=148419&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=148419&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
10.5418244.1974.5e-05
20.0388950.30130.382122
3-0.217563-1.68520.048569
4-0.370029-2.86620.00286
5-0.160174-1.24070.109773
6-0.116476-0.90220.185273
7-0.025439-0.19710.422227
8-0.221641-1.71680.045585
90.2231761.72870.044502
100.0754010.58410.280686
110.071450.55350.291006
120.3484152.69880.004513
13-0.182277-1.41190.081571
140.1584011.2270.112313
150.07560.58560.280172
160.0014030.01090.495682
170.0273940.21220.416336



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 (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')