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Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationThu, 13 Dec 2007 10:16:07 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/13/t1197565234p4f538xz5vtyo6r.htm/, Retrieved Sun, 05 May 2024 14:42:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3668, Retrieved Sun, 05 May 2024 14:42:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact179
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2007-12-13 17:16:07] [4b9e4d47ec5c49e2f390d52aee6621a3] [Current]
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Dataseries X:
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3668&T=0

[TABLE]
[ROW][C]Summary of compuational 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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3668&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3668&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
1-0.119634-0.82880.794353
2-0.055767-0.38640.649534
30.0778560.53940.296051
4-0.11371-0.78780.782658
5-0.111463-0.77220.77812
60.0336630.23320.408289
70.0323690.22430.411755
8-0.013924-0.09650.538225
90.1769761.22610.113067
10-0.173635-1.2030.882558
11-0.003776-0.02620.51038
12-0.1974-1.36760.9111
13-0.071728-0.49690.689253
140.1544551.07010.144964
150.0115720.08020.468218
16-0.01498-0.10380.541113

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & -0.119634 & -0.8288 & 0.794353 \tabularnewline
2 & -0.055767 & -0.3864 & 0.649534 \tabularnewline
3 & 0.077856 & 0.5394 & 0.296051 \tabularnewline
4 & -0.11371 & -0.7878 & 0.782658 \tabularnewline
5 & -0.111463 & -0.7722 & 0.77812 \tabularnewline
6 & 0.033663 & 0.2332 & 0.408289 \tabularnewline
7 & 0.032369 & 0.2243 & 0.411755 \tabularnewline
8 & -0.013924 & -0.0965 & 0.538225 \tabularnewline
9 & 0.176976 & 1.2261 & 0.113067 \tabularnewline
10 & -0.173635 & -1.203 & 0.882558 \tabularnewline
11 & -0.003776 & -0.0262 & 0.51038 \tabularnewline
12 & -0.1974 & -1.3676 & 0.9111 \tabularnewline
13 & -0.071728 & -0.4969 & 0.689253 \tabularnewline
14 & 0.154455 & 1.0701 & 0.144964 \tabularnewline
15 & 0.011572 & 0.0802 & 0.468218 \tabularnewline
16 & -0.01498 & -0.1038 & 0.541113 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3668&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]0[/C][C]1[/C][C]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.119634[/C][C]-0.8288[/C][C]0.794353[/C][/ROW]
[ROW][C]2[/C][C]-0.055767[/C][C]-0.3864[/C][C]0.649534[/C][/ROW]
[ROW][C]3[/C][C]0.077856[/C][C]0.5394[/C][C]0.296051[/C][/ROW]
[ROW][C]4[/C][C]-0.11371[/C][C]-0.7878[/C][C]0.782658[/C][/ROW]
[ROW][C]5[/C][C]-0.111463[/C][C]-0.7722[/C][C]0.77812[/C][/ROW]
[ROW][C]6[/C][C]0.033663[/C][C]0.2332[/C][C]0.408289[/C][/ROW]
[ROW][C]7[/C][C]0.032369[/C][C]0.2243[/C][C]0.411755[/C][/ROW]
[ROW][C]8[/C][C]-0.013924[/C][C]-0.0965[/C][C]0.538225[/C][/ROW]
[ROW][C]9[/C][C]0.176976[/C][C]1.2261[/C][C]0.113067[/C][/ROW]
[ROW][C]10[/C][C]-0.173635[/C][C]-1.203[/C][C]0.882558[/C][/ROW]
[ROW][C]11[/C][C]-0.003776[/C][C]-0.0262[/C][C]0.51038[/C][/ROW]
[ROW][C]12[/C][C]-0.1974[/C][C]-1.3676[/C][C]0.9111[/C][/ROW]
[ROW][C]13[/C][C]-0.071728[/C][C]-0.4969[/C][C]0.689253[/C][/ROW]
[ROW][C]14[/C][C]0.154455[/C][C]1.0701[/C][C]0.144964[/C][/ROW]
[ROW][C]15[/C][C]0.011572[/C][C]0.0802[/C][C]0.468218[/C][/ROW]
[ROW][C]16[/C][C]-0.01498[/C][C]-0.1038[/C][C]0.541113[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3668&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3668&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
016.92820
1-0.119634-0.82880.794353
2-0.055767-0.38640.649534
30.0778560.53940.296051
4-0.11371-0.78780.782658
5-0.111463-0.77220.77812
60.0336630.23320.408289
70.0323690.22430.411755
8-0.013924-0.09650.538225
90.1769761.22610.113067
10-0.173635-1.2030.882558
11-0.003776-0.02620.51038
12-0.1974-1.36760.9111
13-0.071728-0.49690.689253
140.1544551.07010.144964
150.0115720.08020.468218
16-0.01498-0.10380.541113







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.119634-0.82880.794353
1-0.071097-0.49260.68772
20.0634290.43940.331155
3-0.102388-0.70940.759234
4-0.133257-0.92320.819748
5-0.014529-0.10070.539879
60.0362780.25130.401311
7-0.002134-0.01480.505868
80.1576971.09260.140021
9-0.159738-1.10670.86303
10-0.013934-0.09650.538253
11-0.253653-1.75740.957383
12-0.078032-0.54060.704366
130.1277480.88510.190268
140.0322580.22350.412052
15-0.047458-0.32880.628131
16-0.192294-1.33230.905466

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.119634 & -0.8288 & 0.794353 \tabularnewline
1 & -0.071097 & -0.4926 & 0.68772 \tabularnewline
2 & 0.063429 & 0.4394 & 0.331155 \tabularnewline
3 & -0.102388 & -0.7094 & 0.759234 \tabularnewline
4 & -0.133257 & -0.9232 & 0.819748 \tabularnewline
5 & -0.014529 & -0.1007 & 0.539879 \tabularnewline
6 & 0.036278 & 0.2513 & 0.401311 \tabularnewline
7 & -0.002134 & -0.0148 & 0.505868 \tabularnewline
8 & 0.157697 & 1.0926 & 0.140021 \tabularnewline
9 & -0.159738 & -1.1067 & 0.86303 \tabularnewline
10 & -0.013934 & -0.0965 & 0.538253 \tabularnewline
11 & -0.253653 & -1.7574 & 0.957383 \tabularnewline
12 & -0.078032 & -0.5406 & 0.704366 \tabularnewline
13 & 0.127748 & 0.8851 & 0.190268 \tabularnewline
14 & 0.032258 & 0.2235 & 0.412052 \tabularnewline
15 & -0.047458 & -0.3288 & 0.628131 \tabularnewline
16 & -0.192294 & -1.3323 & 0.905466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3668&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]0[/C][C]-0.119634[/C][C]-0.8288[/C][C]0.794353[/C][/ROW]
[ROW][C]1[/C][C]-0.071097[/C][C]-0.4926[/C][C]0.68772[/C][/ROW]
[ROW][C]2[/C][C]0.063429[/C][C]0.4394[/C][C]0.331155[/C][/ROW]
[ROW][C]3[/C][C]-0.102388[/C][C]-0.7094[/C][C]0.759234[/C][/ROW]
[ROW][C]4[/C][C]-0.133257[/C][C]-0.9232[/C][C]0.819748[/C][/ROW]
[ROW][C]5[/C][C]-0.014529[/C][C]-0.1007[/C][C]0.539879[/C][/ROW]
[ROW][C]6[/C][C]0.036278[/C][C]0.2513[/C][C]0.401311[/C][/ROW]
[ROW][C]7[/C][C]-0.002134[/C][C]-0.0148[/C][C]0.505868[/C][/ROW]
[ROW][C]8[/C][C]0.157697[/C][C]1.0926[/C][C]0.140021[/C][/ROW]
[ROW][C]9[/C][C]-0.159738[/C][C]-1.1067[/C][C]0.86303[/C][/ROW]
[ROW][C]10[/C][C]-0.013934[/C][C]-0.0965[/C][C]0.538253[/C][/ROW]
[ROW][C]11[/C][C]-0.253653[/C][C]-1.7574[/C][C]0.957383[/C][/ROW]
[ROW][C]12[/C][C]-0.078032[/C][C]-0.5406[/C][C]0.704366[/C][/ROW]
[ROW][C]13[/C][C]0.127748[/C][C]0.8851[/C][C]0.190268[/C][/ROW]
[ROW][C]14[/C][C]0.032258[/C][C]0.2235[/C][C]0.412052[/C][/ROW]
[ROW][C]15[/C][C]-0.047458[/C][C]-0.3288[/C][C]0.628131[/C][/ROW]
[ROW][C]16[/C][C]-0.192294[/C][C]-1.3323[/C][C]0.905466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3668&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3668&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
0-0.119634-0.82880.794353
1-0.071097-0.49260.68772
20.0634290.43940.331155
3-0.102388-0.70940.759234
4-0.133257-0.92320.819748
5-0.014529-0.10070.539879
60.0362780.25130.401311
7-0.002134-0.01480.505868
80.1576971.09260.140021
9-0.159738-1.10670.86303
10-0.013934-0.09650.538253
11-0.253653-1.75740.957383
12-0.078032-0.54060.704366
130.1277480.88510.190268
140.0322580.22350.412052
15-0.047458-0.32880.628131
16-0.192294-1.33230.905466



Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')