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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, 04 Dec 2012 10:53:51 -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/2012/Dec/04/t1354636449ddudkdgynsdt2e2.htm/, Retrieved Thu, 28 Mar 2024 14:58:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=196321, Retrieved Thu, 28 Mar 2024 14:58:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Monthly US soldie...] [2010-11-02 12:07:39] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Soldiers] [2010-11-29 09:48:36] [b98453cac15ba1066b407e146608df68]
- R P       [(Partial) Autocorrelation Function] [] [2012-12-04 15:53:51] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
37
30
47
35
30
43
82
40
47
19
52
136
80
42
54
66
81
63
137
72
107
58
36
52
79
77
54
84
48
96
83
66
61
53
30
74
69
59
42
65
70
100
63
105
82
81
75
102
121
98
76
77
63
37
35
23
40
29
37
51
20
28
13
22
25
13
16
13
16
17
9
17
25
14
8
7
10
7
10
3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196321&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=196321&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196321&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 time2 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.400271-3.55770.000318
20.0200340.17810.429563
3-0.166789-1.48250.071099
40.046290.41140.340934
50.0550480.48930.313
60.0071380.06340.474786
70.0291390.2590.398158
8-0.079331-0.70510.241408
90.1385641.23160.110879
10-0.120327-1.06950.144053
11-0.09902-0.88010.190736
120.1728031.53590.064278
13-0.026325-0.2340.407801
140.0069120.06140.475583
15-0.087963-0.78180.218325
160.051040.45370.325661
17-0.107422-0.95480.171298
180.1066050.94750.173131
190.0704270.6260.26657

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.400271 & -3.5577 & 0.000318 \tabularnewline
2 & 0.020034 & 0.1781 & 0.429563 \tabularnewline
3 & -0.166789 & -1.4825 & 0.071099 \tabularnewline
4 & 0.04629 & 0.4114 & 0.340934 \tabularnewline
5 & 0.055048 & 0.4893 & 0.313 \tabularnewline
6 & 0.007138 & 0.0634 & 0.474786 \tabularnewline
7 & 0.029139 & 0.259 & 0.398158 \tabularnewline
8 & -0.079331 & -0.7051 & 0.241408 \tabularnewline
9 & 0.138564 & 1.2316 & 0.110879 \tabularnewline
10 & -0.120327 & -1.0695 & 0.144053 \tabularnewline
11 & -0.09902 & -0.8801 & 0.190736 \tabularnewline
12 & 0.172803 & 1.5359 & 0.064278 \tabularnewline
13 & -0.026325 & -0.234 & 0.407801 \tabularnewline
14 & 0.006912 & 0.0614 & 0.475583 \tabularnewline
15 & -0.087963 & -0.7818 & 0.218325 \tabularnewline
16 & 0.05104 & 0.4537 & 0.325661 \tabularnewline
17 & -0.107422 & -0.9548 & 0.171298 \tabularnewline
18 & 0.106605 & 0.9475 & 0.173131 \tabularnewline
19 & 0.070427 & 0.626 & 0.26657 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196321&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]-0.400271[/C][C]-3.5577[/C][C]0.000318[/C][/ROW]
[ROW][C]2[/C][C]0.020034[/C][C]0.1781[/C][C]0.429563[/C][/ROW]
[ROW][C]3[/C][C]-0.166789[/C][C]-1.4825[/C][C]0.071099[/C][/ROW]
[ROW][C]4[/C][C]0.04629[/C][C]0.4114[/C][C]0.340934[/C][/ROW]
[ROW][C]5[/C][C]0.055048[/C][C]0.4893[/C][C]0.313[/C][/ROW]
[ROW][C]6[/C][C]0.007138[/C][C]0.0634[/C][C]0.474786[/C][/ROW]
[ROW][C]7[/C][C]0.029139[/C][C]0.259[/C][C]0.398158[/C][/ROW]
[ROW][C]8[/C][C]-0.079331[/C][C]-0.7051[/C][C]0.241408[/C][/ROW]
[ROW][C]9[/C][C]0.138564[/C][C]1.2316[/C][C]0.110879[/C][/ROW]
[ROW][C]10[/C][C]-0.120327[/C][C]-1.0695[/C][C]0.144053[/C][/ROW]
[ROW][C]11[/C][C]-0.09902[/C][C]-0.8801[/C][C]0.190736[/C][/ROW]
[ROW][C]12[/C][C]0.172803[/C][C]1.5359[/C][C]0.064278[/C][/ROW]
[ROW][C]13[/C][C]-0.026325[/C][C]-0.234[/C][C]0.407801[/C][/ROW]
[ROW][C]14[/C][C]0.006912[/C][C]0.0614[/C][C]0.475583[/C][/ROW]
[ROW][C]15[/C][C]-0.087963[/C][C]-0.7818[/C][C]0.218325[/C][/ROW]
[ROW][C]16[/C][C]0.05104[/C][C]0.4537[/C][C]0.325661[/C][/ROW]
[ROW][C]17[/C][C]-0.107422[/C][C]-0.9548[/C][C]0.171298[/C][/ROW]
[ROW][C]18[/C][C]0.106605[/C][C]0.9475[/C][C]0.173131[/C][/ROW]
[ROW][C]19[/C][C]0.070427[/C][C]0.626[/C][C]0.26657[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=196321&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196321&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
1-0.400271-3.55770.000318
20.0200340.17810.429563
3-0.166789-1.48250.071099
40.046290.41140.340934
50.0550480.48930.313
60.0071380.06340.474786
70.0291390.2590.398158
8-0.079331-0.70510.241408
90.1385641.23160.110879
10-0.120327-1.06950.144053
11-0.09902-0.88010.190736
120.1728031.53590.064278
13-0.026325-0.2340.407801
140.0069120.06140.475583
15-0.087963-0.78180.218325
160.051040.45370.325661
17-0.107422-0.95480.171298
180.1066050.94750.173131
190.0704270.6260.26657







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.400271-3.55770.000318
2-0.166928-1.48370.070935
3-0.274685-2.44150.008432
4-0.189851-1.68740.047732
5-0.063115-0.5610.2882
6-0.041738-0.3710.355824
70.0252330.22430.411562
8-0.040211-0.35740.360872
90.1401391.24560.1083
100.0127730.11350.454949
11-0.189076-1.68050.048401
120.0756340.67230.251692
130.0437410.38880.349244
14-0.024573-0.21840.413836
15-0.054753-0.48670.313924
160.0119630.10630.457795
17-0.1379-1.22570.111979
18-0.071438-0.6350.263647
190.1138531.0120.157325

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.400271 & -3.5577 & 0.000318 \tabularnewline
2 & -0.166928 & -1.4837 & 0.070935 \tabularnewline
3 & -0.274685 & -2.4415 & 0.008432 \tabularnewline
4 & -0.189851 & -1.6874 & 0.047732 \tabularnewline
5 & -0.063115 & -0.561 & 0.2882 \tabularnewline
6 & -0.041738 & -0.371 & 0.355824 \tabularnewline
7 & 0.025233 & 0.2243 & 0.411562 \tabularnewline
8 & -0.040211 & -0.3574 & 0.360872 \tabularnewline
9 & 0.140139 & 1.2456 & 0.1083 \tabularnewline
10 & 0.012773 & 0.1135 & 0.454949 \tabularnewline
11 & -0.189076 & -1.6805 & 0.048401 \tabularnewline
12 & 0.075634 & 0.6723 & 0.251692 \tabularnewline
13 & 0.043741 & 0.3888 & 0.349244 \tabularnewline
14 & -0.024573 & -0.2184 & 0.413836 \tabularnewline
15 & -0.054753 & -0.4867 & 0.313924 \tabularnewline
16 & 0.011963 & 0.1063 & 0.457795 \tabularnewline
17 & -0.1379 & -1.2257 & 0.111979 \tabularnewline
18 & -0.071438 & -0.635 & 0.263647 \tabularnewline
19 & 0.113853 & 1.012 & 0.157325 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196321&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]-0.400271[/C][C]-3.5577[/C][C]0.000318[/C][/ROW]
[ROW][C]2[/C][C]-0.166928[/C][C]-1.4837[/C][C]0.070935[/C][/ROW]
[ROW][C]3[/C][C]-0.274685[/C][C]-2.4415[/C][C]0.008432[/C][/ROW]
[ROW][C]4[/C][C]-0.189851[/C][C]-1.6874[/C][C]0.047732[/C][/ROW]
[ROW][C]5[/C][C]-0.063115[/C][C]-0.561[/C][C]0.2882[/C][/ROW]
[ROW][C]6[/C][C]-0.041738[/C][C]-0.371[/C][C]0.355824[/C][/ROW]
[ROW][C]7[/C][C]0.025233[/C][C]0.2243[/C][C]0.411562[/C][/ROW]
[ROW][C]8[/C][C]-0.040211[/C][C]-0.3574[/C][C]0.360872[/C][/ROW]
[ROW][C]9[/C][C]0.140139[/C][C]1.2456[/C][C]0.1083[/C][/ROW]
[ROW][C]10[/C][C]0.012773[/C][C]0.1135[/C][C]0.454949[/C][/ROW]
[ROW][C]11[/C][C]-0.189076[/C][C]-1.6805[/C][C]0.048401[/C][/ROW]
[ROW][C]12[/C][C]0.075634[/C][C]0.6723[/C][C]0.251692[/C][/ROW]
[ROW][C]13[/C][C]0.043741[/C][C]0.3888[/C][C]0.349244[/C][/ROW]
[ROW][C]14[/C][C]-0.024573[/C][C]-0.2184[/C][C]0.413836[/C][/ROW]
[ROW][C]15[/C][C]-0.054753[/C][C]-0.4867[/C][C]0.313924[/C][/ROW]
[ROW][C]16[/C][C]0.011963[/C][C]0.1063[/C][C]0.457795[/C][/ROW]
[ROW][C]17[/C][C]-0.1379[/C][C]-1.2257[/C][C]0.111979[/C][/ROW]
[ROW][C]18[/C][C]-0.071438[/C][C]-0.635[/C][C]0.263647[/C][/ROW]
[ROW][C]19[/C][C]0.113853[/C][C]1.012[/C][C]0.157325[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=196321&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196321&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
1-0.400271-3.55770.000318
2-0.166928-1.48370.070935
3-0.274685-2.44150.008432
4-0.189851-1.68740.047732
5-0.063115-0.5610.2882
6-0.041738-0.3710.355824
70.0252330.22430.411562
8-0.040211-0.35740.360872
90.1401391.24560.1083
100.0127730.11350.454949
11-0.189076-1.68050.048401
120.0756340.67230.251692
130.0437410.38880.349244
14-0.024573-0.21840.413836
15-0.054753-0.48670.313924
160.0119630.10630.457795
17-0.1379-1.22570.111979
18-0.071438-0.6350.263647
190.1138531.0120.157325



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