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, 21 Dec 2012 13:54:48 -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/21/t135611616322nvshyx5t8qnoo.htm/, Retrieved Fri, 29 Mar 2024 08:07:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=204095, Retrieved Fri, 29 Mar 2024 08:07:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact58
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
- R P       [(Partial) Autocorrelation Function] [Paper ] [2012-12-21 18:54:48] [885fe6c051c4f145d5c497ce1b2b5522] [Current]
Feedback Forum

Post a new message
Dataseries X:
235.1
280.7
264.6
240.7
201.4
240.8
241.1
223.8
206.1
174.7
203.3
220.5
299.5
347.4
338.3
327.7
351.6
396.6
438.8
395.6
363.5
378.8
357
369
464.8
479.1
431.3
366.5
326.3
355.1
331.6
261.3
249
205.5
235.6
240.9
264.9
253.8
232.3
193.8
177
213.2
207.2
180.6
188.6
175.4
199
179.6
225.8
234
200.2
183.6
178.2
203.2
208.5
191.8
172.8
148
159.4
154.5
213.2
196.4
182.8
176.4
153.6
173.2
171
151.2
161.9
157.2
201.7
236.4
356.1
398.3
403.7
384.6
365.8
368.1
367.9
347
343.3
292.9
311.5
300.9
366.9
356.9
329.7
316.2
269
289.3
266.2
253.6
233.8
228.4
253.6
260.1
306.6
309.2
309.5
271
279.9
317.9
298.4
246.7
227.3
209.1
259.9
266
320.6
308.5
282.2
262.7
263.5
313.1
284.3
252.6
250.3
246.5
312.7
333.2
446.4
511.6
515.5
506.4
483.2
522.3
509.8
460.7
405.8
375
378.5
406.8
467.8
469.8
429.8
355.8
332.7
378
360.5
334.7
319.5
323.1
363.6
352.1
411.9
388.6
416.4
360.7
338
417.2
388.4
371.1
331.5
353.7
396.7
447
533.5
565.4
542.3
488.7
467.1
531.3
496.1
444
403.4
386.3
394.1
404.1
462.1
448.1
432.3
386.3
395.2
421.9
382.9
384.2
345.5
323.4
372.6
376
462.7
487
444.2
399.3
394.9
455.4
414
375.5
347
339.4
385.8
378.8
451.8
446.1
422.5
383.1
352.8
445.3
367.5
355.1
326.2
319.8
331.8
340.9
394.1
417.2
369.9
349.2
321.4
405.7
342.9
316.5
284.2
270.9
288.8
278.8
324.4
310.9
299
273
279.3
359.2
305
282.1
250.3
246.5
257.9
266.5
315.9
318.4
295.4
266.4
245.8
362.8
324.9
294.2
289.5
295.2
290.3
272
307.4
328.7
292.9
249.1
230.4
361.5
321.7
277.2
260.7
251
257.6
241.8
287.5
292.3
274.7
254.2
230
339
318.2
287
295.8
284
271
262.7
340.6
379.4
373.3
355.2
338.4
466.9
451
422
429.2
425.9
460.7
463.6
541.4
544.2
517.5
469.4
439.4
549
533
506.1
484
457
481.5
469.5
544.7
541.2
521.5
469.7
434.4
542.6
517.3
485.7
465.8
447
426.6
411.6
467.5
484.5
451.2
417.4
379.9
484.7
455
420.8
416.5
376.3
405.6
405.8
500.8
514
475.5
430.1
414.4
538
526
488.5
520.2
504.4
568.5
610.6
818
830.9
835.9
782
762.3
856.9
820.9
769.6
752.2
724.4
723.1
719.5
817.4
803.3
752.5
689
630.4
765.5
757.7
732.2
702.6
683.3
709.5
702.2
784.8
810.9
755.6
656.8
615.1
745.3
694.1
675.7
643.7
622.1
634.6
588
689.7
673.9
647.9
568.8
545.7
632.6
643.8
593.1
579.7
546
562.9
572.5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204095&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]3 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=204095&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204095&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 time3 seconds
R Server'George Udny Yule' @ yule.wessa.net







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.96009618.21650
20.90314517.1360
30.82041715.56630
40.72549913.76540
50.61632811.6940
60.4994979.47730
70.3764757.14310
80.2586564.90761e-06
90.1427162.70780.003548
100.0326440.61940.268028
11-0.063671-1.20810.113907
12-0.153614-2.91460.001892
13-0.206488-3.91785.3e-05
14-0.244458-4.63832e-06
15-0.268938-5.10270
16-0.284222-5.39270
17-0.286904-5.44360
18-0.282199-5.35440
19-0.269133-5.10640
20-0.257788-4.89121e-06
21-0.245835-4.66442e-06
22-0.234661-4.45246e-06
23-0.222712-4.22571.5e-05
24-0.211728-4.01723.6e-05
25-0.197831-3.75360.000102

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960096 & 18.2165 & 0 \tabularnewline
2 & 0.903145 & 17.136 & 0 \tabularnewline
3 & 0.820417 & 15.5663 & 0 \tabularnewline
4 & 0.725499 & 13.7654 & 0 \tabularnewline
5 & 0.616328 & 11.694 & 0 \tabularnewline
6 & 0.499497 & 9.4773 & 0 \tabularnewline
7 & 0.376475 & 7.1431 & 0 \tabularnewline
8 & 0.258656 & 4.9076 & 1e-06 \tabularnewline
9 & 0.142716 & 2.7078 & 0.003548 \tabularnewline
10 & 0.032644 & 0.6194 & 0.268028 \tabularnewline
11 & -0.063671 & -1.2081 & 0.113907 \tabularnewline
12 & -0.153614 & -2.9146 & 0.001892 \tabularnewline
13 & -0.206488 & -3.9178 & 5.3e-05 \tabularnewline
14 & -0.244458 & -4.6383 & 2e-06 \tabularnewline
15 & -0.268938 & -5.1027 & 0 \tabularnewline
16 & -0.284222 & -5.3927 & 0 \tabularnewline
17 & -0.286904 & -5.4436 & 0 \tabularnewline
18 & -0.282199 & -5.3544 & 0 \tabularnewline
19 & -0.269133 & -5.1064 & 0 \tabularnewline
20 & -0.257788 & -4.8912 & 1e-06 \tabularnewline
21 & -0.245835 & -4.6644 & 2e-06 \tabularnewline
22 & -0.234661 & -4.4524 & 6e-06 \tabularnewline
23 & -0.222712 & -4.2257 & 1.5e-05 \tabularnewline
24 & -0.211728 & -4.0172 & 3.6e-05 \tabularnewline
25 & -0.197831 & -3.7536 & 0.000102 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204095&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]0.960096[/C][C]18.2165[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.903145[/C][C]17.136[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.820417[/C][C]15.5663[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.725499[/C][C]13.7654[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.616328[/C][C]11.694[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.499497[/C][C]9.4773[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.376475[/C][C]7.1431[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.258656[/C][C]4.9076[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.142716[/C][C]2.7078[/C][C]0.003548[/C][/ROW]
[ROW][C]10[/C][C]0.032644[/C][C]0.6194[/C][C]0.268028[/C][/ROW]
[ROW][C]11[/C][C]-0.063671[/C][C]-1.2081[/C][C]0.113907[/C][/ROW]
[ROW][C]12[/C][C]-0.153614[/C][C]-2.9146[/C][C]0.001892[/C][/ROW]
[ROW][C]13[/C][C]-0.206488[/C][C]-3.9178[/C][C]5.3e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.244458[/C][C]-4.6383[/C][C]2e-06[/C][/ROW]
[ROW][C]15[/C][C]-0.268938[/C][C]-5.1027[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]-0.284222[/C][C]-5.3927[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]-0.286904[/C][C]-5.4436[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]-0.282199[/C][C]-5.3544[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]-0.269133[/C][C]-5.1064[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]-0.257788[/C][C]-4.8912[/C][C]1e-06[/C][/ROW]
[ROW][C]21[/C][C]-0.245835[/C][C]-4.6644[/C][C]2e-06[/C][/ROW]
[ROW][C]22[/C][C]-0.234661[/C][C]-4.4524[/C][C]6e-06[/C][/ROW]
[ROW][C]23[/C][C]-0.222712[/C][C]-4.2257[/C][C]1.5e-05[/C][/ROW]
[ROW][C]24[/C][C]-0.211728[/C][C]-4.0172[/C][C]3.6e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.197831[/C][C]-3.7536[/C][C]0.000102[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204095&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204095&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
10.96009618.21650
20.90314517.1360
30.82041715.56630
40.72549913.76540
50.61632811.6940
60.4994979.47730
70.3764757.14310
80.2586564.90761e-06
90.1427162.70780.003548
100.0326440.61940.268028
11-0.063671-1.20810.113907
12-0.153614-2.91460.001892
13-0.206488-3.91785.3e-05
14-0.244458-4.63832e-06
15-0.268938-5.10270
16-0.284222-5.39270
17-0.286904-5.44360
18-0.282199-5.35440
19-0.269133-5.10640
20-0.257788-4.89121e-06
21-0.245835-4.66442e-06
22-0.234661-4.45246e-06
23-0.222712-4.22571.5e-05
24-0.211728-4.01723.6e-05
25-0.197831-3.75360.000102







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.96009618.21650
2-0.238294-4.52134e-06
3-0.332497-6.30870
4-0.113476-2.15310.015989
5-0.142899-2.71130.003511
6-0.098521-1.86930.031196
7-0.089944-1.70660.044383
80.0395080.74960.226991
9-0.050844-0.96470.167673
10-0.062743-1.19050.117323
110.0720741.36750.086159
12-0.095543-1.81280.035347
130.3660796.94590
14-0.007883-0.14960.440591
15-0.170291-3.2310.000674
16-0.073057-1.38620.083278
17-0.026268-0.49840.309252
18-0.034466-0.6540.256779
19-0.058146-1.10320.135331
20-0.065601-1.24470.107029
21-0.082149-1.55870.059977
22-0.060911-1.15570.124285
230.0778631.47730.070229
24-0.06485-1.23050.109666
250.243174.61383e-06

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960096 & 18.2165 & 0 \tabularnewline
2 & -0.238294 & -4.5213 & 4e-06 \tabularnewline
3 & -0.332497 & -6.3087 & 0 \tabularnewline
4 & -0.113476 & -2.1531 & 0.015989 \tabularnewline
5 & -0.142899 & -2.7113 & 0.003511 \tabularnewline
6 & -0.098521 & -1.8693 & 0.031196 \tabularnewline
7 & -0.089944 & -1.7066 & 0.044383 \tabularnewline
8 & 0.039508 & 0.7496 & 0.226991 \tabularnewline
9 & -0.050844 & -0.9647 & 0.167673 \tabularnewline
10 & -0.062743 & -1.1905 & 0.117323 \tabularnewline
11 & 0.072074 & 1.3675 & 0.086159 \tabularnewline
12 & -0.095543 & -1.8128 & 0.035347 \tabularnewline
13 & 0.366079 & 6.9459 & 0 \tabularnewline
14 & -0.007883 & -0.1496 & 0.440591 \tabularnewline
15 & -0.170291 & -3.231 & 0.000674 \tabularnewline
16 & -0.073057 & -1.3862 & 0.083278 \tabularnewline
17 & -0.026268 & -0.4984 & 0.309252 \tabularnewline
18 & -0.034466 & -0.654 & 0.256779 \tabularnewline
19 & -0.058146 & -1.1032 & 0.135331 \tabularnewline
20 & -0.065601 & -1.2447 & 0.107029 \tabularnewline
21 & -0.082149 & -1.5587 & 0.059977 \tabularnewline
22 & -0.060911 & -1.1557 & 0.124285 \tabularnewline
23 & 0.077863 & 1.4773 & 0.070229 \tabularnewline
24 & -0.06485 & -1.2305 & 0.109666 \tabularnewline
25 & 0.24317 & 4.6138 & 3e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204095&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]0.960096[/C][C]18.2165[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.238294[/C][C]-4.5213[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.332497[/C][C]-6.3087[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.113476[/C][C]-2.1531[/C][C]0.015989[/C][/ROW]
[ROW][C]5[/C][C]-0.142899[/C][C]-2.7113[/C][C]0.003511[/C][/ROW]
[ROW][C]6[/C][C]-0.098521[/C][C]-1.8693[/C][C]0.031196[/C][/ROW]
[ROW][C]7[/C][C]-0.089944[/C][C]-1.7066[/C][C]0.044383[/C][/ROW]
[ROW][C]8[/C][C]0.039508[/C][C]0.7496[/C][C]0.226991[/C][/ROW]
[ROW][C]9[/C][C]-0.050844[/C][C]-0.9647[/C][C]0.167673[/C][/ROW]
[ROW][C]10[/C][C]-0.062743[/C][C]-1.1905[/C][C]0.117323[/C][/ROW]
[ROW][C]11[/C][C]0.072074[/C][C]1.3675[/C][C]0.086159[/C][/ROW]
[ROW][C]12[/C][C]-0.095543[/C][C]-1.8128[/C][C]0.035347[/C][/ROW]
[ROW][C]13[/C][C]0.366079[/C][C]6.9459[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.007883[/C][C]-0.1496[/C][C]0.440591[/C][/ROW]
[ROW][C]15[/C][C]-0.170291[/C][C]-3.231[/C][C]0.000674[/C][/ROW]
[ROW][C]16[/C][C]-0.073057[/C][C]-1.3862[/C][C]0.083278[/C][/ROW]
[ROW][C]17[/C][C]-0.026268[/C][C]-0.4984[/C][C]0.309252[/C][/ROW]
[ROW][C]18[/C][C]-0.034466[/C][C]-0.654[/C][C]0.256779[/C][/ROW]
[ROW][C]19[/C][C]-0.058146[/C][C]-1.1032[/C][C]0.135331[/C][/ROW]
[ROW][C]20[/C][C]-0.065601[/C][C]-1.2447[/C][C]0.107029[/C][/ROW]
[ROW][C]21[/C][C]-0.082149[/C][C]-1.5587[/C][C]0.059977[/C][/ROW]
[ROW][C]22[/C][C]-0.060911[/C][C]-1.1557[/C][C]0.124285[/C][/ROW]
[ROW][C]23[/C][C]0.077863[/C][C]1.4773[/C][C]0.070229[/C][/ROW]
[ROW][C]24[/C][C]-0.06485[/C][C]-1.2305[/C][C]0.109666[/C][/ROW]
[ROW][C]25[/C][C]0.24317[/C][C]4.6138[/C][C]3e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204095&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204095&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
10.96009618.21650
2-0.238294-4.52134e-06
3-0.332497-6.30870
4-0.113476-2.15310.015989
5-0.142899-2.71130.003511
6-0.098521-1.86930.031196
7-0.089944-1.70660.044383
80.0395080.74960.226991
9-0.050844-0.96470.167673
10-0.062743-1.19050.117323
110.0720741.36750.086159
12-0.095543-1.81280.035347
130.3660796.94590
14-0.007883-0.14960.440591
15-0.170291-3.2310.000674
16-0.073057-1.38620.083278
17-0.026268-0.49840.309252
18-0.034466-0.6540.256779
19-0.058146-1.10320.135331
20-0.065601-1.24470.107029
21-0.082149-1.55870.059977
22-0.060911-1.15570.124285
230.0778631.47730.070229
24-0.06485-1.23050.109666
250.243174.61383e-06



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