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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 computationThu, 01 Feb 2018 09:30:33 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2018/Feb/01/t15174739152d0jzamspeio5ej.htm/, Retrieved Mon, 29 Apr 2024 03:31:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=313622, Retrieved Mon, 29 Apr 2024 03:31:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact54
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [vraag4.1] [2018-02-01 08:30:33] [cbdc27eb3c0ce1e50616f96e5af4492f] [Current]
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Dataseries X:
1.72923686058208
0.122433126801145
0.523768788982079
-0.50175942601324
-1.86386120887019
0.0717422351702872
-0.380578531491989
-0.29851611788274
1.94316215667028
-1.24779901378139
1.35257277275093
2.84406850014719
1.12274878943606
-2.32540657982629
-2.89902363942181
0.246874012745119
-0.731094375584061
1.97769407549524
-0.089308186457892
-1.64931358279907
1.78988776616251
-0.655026882699021
-0.95518008982139
-0.501427837065876
-1.47468882156665
2.4255103110643
-0.388732570521789
-1.41970373897772
-0.435743764210552
0.588337253253952
-1.73087780677345
0.416192838768035
-0.135602934239543
1.5607508968729
-0.619488852927662
0.130061173484127
-0.485714783249833
1.19042117073251
0.504940688912012
-0.266725732456376
1.8987616014054
0.9835731579105
0.221023228988728
-0.176860990484583
-0.162198287814433
0.78911590880292
1.41209201053576
0.518161844628975
2.36462043434148
-1.24446105804486
1.09138861156198
0.422175612267996
-0.997989397904933
0.754650745534752
-1.44375392644115
0.568632265545353
1.35413305240232
-1.34288885715882
-0.0968579661829751
0.242767533935212
0.255744783559028
-0.243232899636027
0.461607264600104
0.0650797112167817
2.25999343044582
1.80462197944889
2.32548979115297
0.682758803307819
-0.335554613197298
-0.997929583796738
0.97507128242145
-1.17268516900173
-0.000337278483281606
-1.71460596672184
-1.34872342854985
-1.6521456119588
-1.48335049731373
0.925016701443022
-0.226525557050897
0.774905929042345
-0.339789522342372
0.89311055438168
-0.864578780222597
-1.95217915873499
-0.11317194501752
1.02470860347022
-1.25650654087286
-0.602130638597027
-0.83233134657693
-0.446577198612737
-4.01053303468812
0.288513333839785
-1.00798474916531
-0.572816189634855
-0.297410570159231
1.21578539483534
-0.727486991378146
-0.843943364912431
-1.20889338911855
-0.649656515850742
3.19984732249364
0.572738529480399
-0.0199646221520179
0.462316869083462
-1.28699501625665
-1.80757939159691
-2.15431670426712
0.707840316820782
1.36410372036211
0.314718394752158
-4.1002515835693
1.26992188862053
1.80144339707427
-0.42970220964945
0.529993653035631
1.18764422512472
-0.398233352310507
-0.421884162222733
-2.6898323919027
1.0140628812162
-0.542058945797581
-0.368690243263354
1.31411524584048
-0.428705333764204
-0.663582558495647
1.37204511801761
-1.27310996987184
0.810157913937622
1.5741305304336
-1.025150115941
-0.998930862337702
-0.0536208441845616
1.66337771592794
-0.178008462116163
-1.09164775518912
1.96797905166753
0.634220496887586
1.38764487483822
0.75570654001001
-2.3214750727902
1.62023993830839
0.423224828517651
-1.7051130142733
0.541981863740972
-0.593027838089475
0.213567450337977
-0.696840242545287
0.0777251570183703
-0.725328497765991
2.1315776363419
-0.33645518676905
-0.979182554450992
-0.242246084610725
-1.82980075345691
-1.14814874978528
0.496126806273696
-0.37803015357093
0.564631359789787
0.268965939275992
0.752661368724124
-2.30203173253409
2.82635859577673
-0.607627712639158
3.77405193258893
1.08426693162876
-2.2508985634727
0.290663952981133
-1.1346060583543
1.41583984485642
0.590041695581542
1.22056539827692
0.0970995178245223
-0.906020145960084
-0.597681226735446
0.437155726246844
0.742487563055592
1.22917286536281
-0.95259160353182
-0.75528682870179




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=313622&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]2 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=313622&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=313622&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R ServerBig Analytics Cloud Computing Center







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.044222-0.59160.277416
2-0.033466-0.44770.327439
3-0.00829-0.11090.455904
4-0.086153-1.15260.125296
50.0672290.89950.184809
6-0.012564-0.16810.433349
7-0.008216-0.10990.456296
80.1396721.86870.031651
9-0.041014-0.54870.291937
10-0.124817-1.66990.04834
11-0.070356-0.94130.17391
120.0830631.11130.133962
130.0399430.53440.296862
140.0727340.97310.165906
150.0609930.8160.207784
160.0112590.15060.440216
17-0.018452-0.24690.402648
18-0.052426-0.70140.241978
19-0.027957-0.3740.354411
200.0617010.82550.205092
210.0620930.83070.203612
22-0.077322-1.03450.151151

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.044222 & -0.5916 & 0.277416 \tabularnewline
2 & -0.033466 & -0.4477 & 0.327439 \tabularnewline
3 & -0.00829 & -0.1109 & 0.455904 \tabularnewline
4 & -0.086153 & -1.1526 & 0.125296 \tabularnewline
5 & 0.067229 & 0.8995 & 0.184809 \tabularnewline
6 & -0.012564 & -0.1681 & 0.433349 \tabularnewline
7 & -0.008216 & -0.1099 & 0.456296 \tabularnewline
8 & 0.139672 & 1.8687 & 0.031651 \tabularnewline
9 & -0.041014 & -0.5487 & 0.291937 \tabularnewline
10 & -0.124817 & -1.6699 & 0.04834 \tabularnewline
11 & -0.070356 & -0.9413 & 0.17391 \tabularnewline
12 & 0.083063 & 1.1113 & 0.133962 \tabularnewline
13 & 0.039943 & 0.5344 & 0.296862 \tabularnewline
14 & 0.072734 & 0.9731 & 0.165906 \tabularnewline
15 & 0.060993 & 0.816 & 0.207784 \tabularnewline
16 & 0.011259 & 0.1506 & 0.440216 \tabularnewline
17 & -0.018452 & -0.2469 & 0.402648 \tabularnewline
18 & -0.052426 & -0.7014 & 0.241978 \tabularnewline
19 & -0.027957 & -0.374 & 0.354411 \tabularnewline
20 & 0.061701 & 0.8255 & 0.205092 \tabularnewline
21 & 0.062093 & 0.8307 & 0.203612 \tabularnewline
22 & -0.077322 & -1.0345 & 0.151151 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=313622&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]-0.044222[/C][C]-0.5916[/C][C]0.277416[/C][/ROW]
[ROW][C]2[/C][C]-0.033466[/C][C]-0.4477[/C][C]0.327439[/C][/ROW]
[ROW][C]3[/C][C]-0.00829[/C][C]-0.1109[/C][C]0.455904[/C][/ROW]
[ROW][C]4[/C][C]-0.086153[/C][C]-1.1526[/C][C]0.125296[/C][/ROW]
[ROW][C]5[/C][C]0.067229[/C][C]0.8995[/C][C]0.184809[/C][/ROW]
[ROW][C]6[/C][C]-0.012564[/C][C]-0.1681[/C][C]0.433349[/C][/ROW]
[ROW][C]7[/C][C]-0.008216[/C][C]-0.1099[/C][C]0.456296[/C][/ROW]
[ROW][C]8[/C][C]0.139672[/C][C]1.8687[/C][C]0.031651[/C][/ROW]
[ROW][C]9[/C][C]-0.041014[/C][C]-0.5487[/C][C]0.291937[/C][/ROW]
[ROW][C]10[/C][C]-0.124817[/C][C]-1.6699[/C][C]0.04834[/C][/ROW]
[ROW][C]11[/C][C]-0.070356[/C][C]-0.9413[/C][C]0.17391[/C][/ROW]
[ROW][C]12[/C][C]0.083063[/C][C]1.1113[/C][C]0.133962[/C][/ROW]
[ROW][C]13[/C][C]0.039943[/C][C]0.5344[/C][C]0.296862[/C][/ROW]
[ROW][C]14[/C][C]0.072734[/C][C]0.9731[/C][C]0.165906[/C][/ROW]
[ROW][C]15[/C][C]0.060993[/C][C]0.816[/C][C]0.207784[/C][/ROW]
[ROW][C]16[/C][C]0.011259[/C][C]0.1506[/C][C]0.440216[/C][/ROW]
[ROW][C]17[/C][C]-0.018452[/C][C]-0.2469[/C][C]0.402648[/C][/ROW]
[ROW][C]18[/C][C]-0.052426[/C][C]-0.7014[/C][C]0.241978[/C][/ROW]
[ROW][C]19[/C][C]-0.027957[/C][C]-0.374[/C][C]0.354411[/C][/ROW]
[ROW][C]20[/C][C]0.061701[/C][C]0.8255[/C][C]0.205092[/C][/ROW]
[ROW][C]21[/C][C]0.062093[/C][C]0.8307[/C][C]0.203612[/C][/ROW]
[ROW][C]22[/C][C]-0.077322[/C][C]-1.0345[/C][C]0.151151[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=313622&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=313622&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
1-0.044222-0.59160.277416
2-0.033466-0.44770.327439
3-0.00829-0.11090.455904
4-0.086153-1.15260.125296
50.0672290.89950.184809
6-0.012564-0.16810.433349
7-0.008216-0.10990.456296
80.1396721.86870.031651
9-0.041014-0.54870.291937
10-0.124817-1.66990.04834
11-0.070356-0.94130.17391
120.0830631.11130.133962
130.0399430.53440.296862
140.0727340.97310.165906
150.0609930.8160.207784
160.0112590.15060.440216
17-0.018452-0.24690.402648
18-0.052426-0.70140.241978
19-0.027957-0.3740.354411
200.0617010.82550.205092
210.0620930.83070.203612
22-0.077322-1.03450.151151







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.044222-0.59160.277416
2-0.035491-0.47480.31774
3-0.011429-0.15290.439322
4-0.088543-1.18460.118869
50.059060.79020.215236
6-0.013607-0.1820.427877
7-0.006693-0.08950.464376
80.134051.79350.037293
9-0.020602-0.27560.391572
10-0.127659-1.7080.044688
11-0.081455-1.08980.138634
120.0957931.28160.100816
130.0192270.25720.398646
140.0679840.90960.182136
150.0815491.0910.138359
160.0242810.32490.372832
17-0.018099-0.24220.40447
18-0.012751-0.17060.432367
19-0.017108-0.22890.409607
200.009140.12230.451406
210.0472980.63280.263834
22-0.075458-1.00960.157035

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.044222 & -0.5916 & 0.277416 \tabularnewline
2 & -0.035491 & -0.4748 & 0.31774 \tabularnewline
3 & -0.011429 & -0.1529 & 0.439322 \tabularnewline
4 & -0.088543 & -1.1846 & 0.118869 \tabularnewline
5 & 0.05906 & 0.7902 & 0.215236 \tabularnewline
6 & -0.013607 & -0.182 & 0.427877 \tabularnewline
7 & -0.006693 & -0.0895 & 0.464376 \tabularnewline
8 & 0.13405 & 1.7935 & 0.037293 \tabularnewline
9 & -0.020602 & -0.2756 & 0.391572 \tabularnewline
10 & -0.127659 & -1.708 & 0.044688 \tabularnewline
11 & -0.081455 & -1.0898 & 0.138634 \tabularnewline
12 & 0.095793 & 1.2816 & 0.100816 \tabularnewline
13 & 0.019227 & 0.2572 & 0.398646 \tabularnewline
14 & 0.067984 & 0.9096 & 0.182136 \tabularnewline
15 & 0.081549 & 1.091 & 0.138359 \tabularnewline
16 & 0.024281 & 0.3249 & 0.372832 \tabularnewline
17 & -0.018099 & -0.2422 & 0.40447 \tabularnewline
18 & -0.012751 & -0.1706 & 0.432367 \tabularnewline
19 & -0.017108 & -0.2289 & 0.409607 \tabularnewline
20 & 0.00914 & 0.1223 & 0.451406 \tabularnewline
21 & 0.047298 & 0.6328 & 0.263834 \tabularnewline
22 & -0.075458 & -1.0096 & 0.157035 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=313622&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]-0.044222[/C][C]-0.5916[/C][C]0.277416[/C][/ROW]
[ROW][C]2[/C][C]-0.035491[/C][C]-0.4748[/C][C]0.31774[/C][/ROW]
[ROW][C]3[/C][C]-0.011429[/C][C]-0.1529[/C][C]0.439322[/C][/ROW]
[ROW][C]4[/C][C]-0.088543[/C][C]-1.1846[/C][C]0.118869[/C][/ROW]
[ROW][C]5[/C][C]0.05906[/C][C]0.7902[/C][C]0.215236[/C][/ROW]
[ROW][C]6[/C][C]-0.013607[/C][C]-0.182[/C][C]0.427877[/C][/ROW]
[ROW][C]7[/C][C]-0.006693[/C][C]-0.0895[/C][C]0.464376[/C][/ROW]
[ROW][C]8[/C][C]0.13405[/C][C]1.7935[/C][C]0.037293[/C][/ROW]
[ROW][C]9[/C][C]-0.020602[/C][C]-0.2756[/C][C]0.391572[/C][/ROW]
[ROW][C]10[/C][C]-0.127659[/C][C]-1.708[/C][C]0.044688[/C][/ROW]
[ROW][C]11[/C][C]-0.081455[/C][C]-1.0898[/C][C]0.138634[/C][/ROW]
[ROW][C]12[/C][C]0.095793[/C][C]1.2816[/C][C]0.100816[/C][/ROW]
[ROW][C]13[/C][C]0.019227[/C][C]0.2572[/C][C]0.398646[/C][/ROW]
[ROW][C]14[/C][C]0.067984[/C][C]0.9096[/C][C]0.182136[/C][/ROW]
[ROW][C]15[/C][C]0.081549[/C][C]1.091[/C][C]0.138359[/C][/ROW]
[ROW][C]16[/C][C]0.024281[/C][C]0.3249[/C][C]0.372832[/C][/ROW]
[ROW][C]17[/C][C]-0.018099[/C][C]-0.2422[/C][C]0.40447[/C][/ROW]
[ROW][C]18[/C][C]-0.012751[/C][C]-0.1706[/C][C]0.432367[/C][/ROW]
[ROW][C]19[/C][C]-0.017108[/C][C]-0.2289[/C][C]0.409607[/C][/ROW]
[ROW][C]20[/C][C]0.00914[/C][C]0.1223[/C][C]0.451406[/C][/ROW]
[ROW][C]21[/C][C]0.047298[/C][C]0.6328[/C][C]0.263834[/C][/ROW]
[ROW][C]22[/C][C]-0.075458[/C][C]-1.0096[/C][C]0.157035[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=313622&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=313622&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
1-0.044222-0.59160.277416
2-0.035491-0.47480.31774
3-0.011429-0.15290.439322
4-0.088543-1.18460.118869
50.059060.79020.215236
6-0.013607-0.1820.427877
7-0.006693-0.08950.464376
80.134051.79350.037293
9-0.020602-0.27560.391572
10-0.127659-1.7080.044688
11-0.081455-1.08980.138634
120.0957931.28160.100816
130.0192270.25720.398646
140.0679840.90960.182136
150.0815491.0910.138359
160.0242810.32490.372832
17-0.018099-0.24220.40447
18-0.012751-0.17060.432367
19-0.017108-0.22890.409607
200.009140.12230.451406
210.0472980.63280.263834
22-0.075458-1.00960.157035



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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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')