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Author's title

Prijsindexcijfers van de grondstoffen , Algemeen indexcijfer, Inclusief ene...

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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 26 Nov 2007 13:08:54 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/26/t1196107156f2d4qqsx183y6dd.htm/, Retrieved Thu, 02 May 2024 14:10:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6668, Retrieved Thu, 02 May 2024 14:10:55 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

200

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [Prijsindexcijfers...] [2007-11-26 20:08:54] [5338a3370b0f0a39c3af1ba0be9c6dab] [Current]

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6668&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6668&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6668&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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.8557	0
1	-0.131799	-0.9036	0.814583
2	-0.299446	-2.0529	0.977164
3	0.119545	0.8196	0.208302
4	0.097299	0.6671	0.254001
5	-0.007238	-0.0496	0.519684
6	-0.040308	-0.2763	0.60825
7	0.182198	1.2491	0.108909
8	-0.313264	-2.1476	0.981535
9	-0.210425	-1.4426	0.922118
10	0.316759	2.1716	0.017484
11	0.203322	1.3939	0.084951
12	-0.364148	-2.4965	0.991946
13	-0.163801	-1.123	0.866421
14	0.100872	0.6915	0.246313
15	0.006673	0.0458	0.481852
16	0.061898	0.4243	0.336624

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & -0.131799 & -0.9036 & 0.814583 \tabularnewline
2 & -0.299446 & -2.0529 & 0.977164 \tabularnewline
3 & 0.119545 & 0.8196 & 0.208302 \tabularnewline
4 & 0.097299 & 0.6671 & 0.254001 \tabularnewline
5 & -0.007238 & -0.0496 & 0.519684 \tabularnewline
6 & -0.040308 & -0.2763 & 0.60825 \tabularnewline
7 & 0.182198 & 1.2491 & 0.108909 \tabularnewline
8 & -0.313264 & -2.1476 & 0.981535 \tabularnewline
9 & -0.210425 & -1.4426 & 0.922118 \tabularnewline
10 & 0.316759 & 2.1716 & 0.017484 \tabularnewline
11 & 0.203322 & 1.3939 & 0.084951 \tabularnewline
12 & -0.364148 & -2.4965 & 0.991946 \tabularnewline
13 & -0.163801 & -1.123 & 0.866421 \tabularnewline
14 & 0.100872 & 0.6915 & 0.246313 \tabularnewline
15 & 0.006673 & 0.0458 & 0.481852 \tabularnewline
16 & 0.061898 & 0.4243 & 0.336624 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6668&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]6.8557[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.131799[/C][C]-0.9036[/C][C]0.814583[/C][/ROW]
[ROW][C]2[/C][C]-0.299446[/C][C]-2.0529[/C][C]0.977164[/C][/ROW]
[ROW][C]3[/C][C]0.119545[/C][C]0.8196[/C][C]0.208302[/C][/ROW]
[ROW][C]4[/C][C]0.097299[/C][C]0.6671[/C][C]0.254001[/C][/ROW]
[ROW][C]5[/C][C]-0.007238[/C][C]-0.0496[/C][C]0.519684[/C][/ROW]
[ROW][C]6[/C][C]-0.040308[/C][C]-0.2763[/C][C]0.60825[/C][/ROW]
[ROW][C]7[/C][C]0.182198[/C][C]1.2491[/C][C]0.108909[/C][/ROW]
[ROW][C]8[/C][C]-0.313264[/C][C]-2.1476[/C][C]0.981535[/C][/ROW]
[ROW][C]9[/C][C]-0.210425[/C][C]-1.4426[/C][C]0.922118[/C][/ROW]
[ROW][C]10[/C][C]0.316759[/C][C]2.1716[/C][C]0.017484[/C][/ROW]
[ROW][C]11[/C][C]0.203322[/C][C]1.3939[/C][C]0.084951[/C][/ROW]
[ROW][C]12[/C][C]-0.364148[/C][C]-2.4965[/C][C]0.991946[/C][/ROW]
[ROW][C]13[/C][C]-0.163801[/C][C]-1.123[/C][C]0.866421[/C][/ROW]
[ROW][C]14[/C][C]0.100872[/C][C]0.6915[/C][C]0.246313[/C][/ROW]
[ROW][C]15[/C][C]0.006673[/C][C]0.0458[/C][C]0.481852[/C][/ROW]
[ROW][C]16[/C][C]0.061898[/C][C]0.4243[/C][C]0.336624[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6668&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6668&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
0	1	6.8557	0
1	-0.131799	-0.9036	0.814583
2	-0.299446	-2.0529	0.977164
3	0.119545	0.8196	0.208302
4	0.097299	0.6671	0.254001
5	-0.007238	-0.0496	0.519684
6	-0.040308	-0.2763	0.60825
7	0.182198	1.2491	0.108909
8	-0.313264	-2.1476	0.981535
9	-0.210425	-1.4426	0.922118
10	0.316759	2.1716	0.017484
11	0.203322	1.3939	0.084951
12	-0.364148	-2.4965	0.991946
13	-0.163801	-1.123	0.866421
14	0.100872	0.6915	0.246313
15	0.006673	0.0458	0.481852
16	0.061898	0.4243	0.336624

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.131799	-0.9036	0.814583
1	-0.322418	-2.2104	0.984009
2	0.028234	0.1936	0.423676
3	0.029206	0.2002	0.421083
4	0.0677	0.4641	0.32235
5	0.003738	0.0256	0.489831
6	0.210197	1.441	0.078101
7	-0.328519	-2.2522	0.98549
8	-0.247076	-1.6939	0.951545
9	0.058207	0.399	0.345834
10	0.265267	1.8186	0.037675
11	-0.196012	-1.3438	0.907266
12	-0.151645	-1.0396	0.848083
13	-0.229281	-1.5719	0.938655
14	0.008214	0.0563	0.477666
15	0.099986	0.6855	0.248208
16	0.033164	0.2274	0.410566

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.131799 & -0.9036 & 0.814583 \tabularnewline
1 & -0.322418 & -2.2104 & 0.984009 \tabularnewline
2 & 0.028234 & 0.1936 & 0.423676 \tabularnewline
3 & 0.029206 & 0.2002 & 0.421083 \tabularnewline
4 & 0.0677 & 0.4641 & 0.32235 \tabularnewline
5 & 0.003738 & 0.0256 & 0.489831 \tabularnewline
6 & 0.210197 & 1.441 & 0.078101 \tabularnewline
7 & -0.328519 & -2.2522 & 0.98549 \tabularnewline
8 & -0.247076 & -1.6939 & 0.951545 \tabularnewline
9 & 0.058207 & 0.399 & 0.345834 \tabularnewline
10 & 0.265267 & 1.8186 & 0.037675 \tabularnewline
11 & -0.196012 & -1.3438 & 0.907266 \tabularnewline
12 & -0.151645 & -1.0396 & 0.848083 \tabularnewline
13 & -0.229281 & -1.5719 & 0.938655 \tabularnewline
14 & 0.008214 & 0.0563 & 0.477666 \tabularnewline
15 & 0.099986 & 0.6855 & 0.248208 \tabularnewline
16 & 0.033164 & 0.2274 & 0.410566 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6668&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]-0.131799[/C][C]-0.9036[/C][C]0.814583[/C][/ROW]
[ROW][C]1[/C][C]-0.322418[/C][C]-2.2104[/C][C]0.984009[/C][/ROW]
[ROW][C]2[/C][C]0.028234[/C][C]0.1936[/C][C]0.423676[/C][/ROW]
[ROW][C]3[/C][C]0.029206[/C][C]0.2002[/C][C]0.421083[/C][/ROW]
[ROW][C]4[/C][C]0.0677[/C][C]0.4641[/C][C]0.32235[/C][/ROW]
[ROW][C]5[/C][C]0.003738[/C][C]0.0256[/C][C]0.489831[/C][/ROW]
[ROW][C]6[/C][C]0.210197[/C][C]1.441[/C][C]0.078101[/C][/ROW]
[ROW][C]7[/C][C]-0.328519[/C][C]-2.2522[/C][C]0.98549[/C][/ROW]
[ROW][C]8[/C][C]-0.247076[/C][C]-1.6939[/C][C]0.951545[/C][/ROW]
[ROW][C]9[/C][C]0.058207[/C][C]0.399[/C][C]0.345834[/C][/ROW]
[ROW][C]10[/C][C]0.265267[/C][C]1.8186[/C][C]0.037675[/C][/ROW]
[ROW][C]11[/C][C]-0.196012[/C][C]-1.3438[/C][C]0.907266[/C][/ROW]
[ROW][C]12[/C][C]-0.151645[/C][C]-1.0396[/C][C]0.848083[/C][/ROW]
[ROW][C]13[/C][C]-0.229281[/C][C]-1.5719[/C][C]0.938655[/C][/ROW]
[ROW][C]14[/C][C]0.008214[/C][C]0.0563[/C][C]0.477666[/C][/ROW]
[ROW][C]15[/C][C]0.099986[/C][C]0.6855[/C][C]0.248208[/C][/ROW]
[ROW][C]16[/C][C]0.033164[/C][C]0.2274[/C][C]0.410566[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6668&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6668&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
0	-0.131799	-0.9036	0.814583
1	-0.322418	-2.2104	0.984009
2	0.028234	0.1936	0.423676
3	0.029206	0.2002	0.421083
4	0.0677	0.4641	0.32235
5	0.003738	0.0256	0.489831
6	0.210197	1.441	0.078101
7	-0.328519	-2.2522	0.98549
8	-0.247076	-1.6939	0.951545
9	0.058207	0.399	0.345834
10	0.265267	1.8186	0.037675
11	-0.196012	-1.3438	0.907266
12	-0.151645	-1.0396	0.848083
13	-0.229281	-1.5719	0.938655
14	0.008214	0.0563	0.477666
15	0.099986	0.6855	0.248208
16	0.033164	0.2274	0.410566

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1.5 ; 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')

Free Statistics

Description of Statistical Computation

Prijsindexcijfers van de grondstoffen , Algemeen indexcijfer, Inclusief ene...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code