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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 01 Feb 2018 10:46:48 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2018/Feb/01/t1517478415zn89x79jdigoi2x.htm/, Retrieved Mon, 29 Apr 2024 00:20:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=314348, Retrieved Mon, 29 Apr 2024 00:20:40 +0000

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-       [(Partial) Autocorrelation Function] [] [2018-02-01 09:46:48] [ddc578dfab8fb8809d20d480c2453c83] [Current]

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0.0623999591436363
0.0673999230710553
0.0760999147466414
0.0673999158700459
0.074499915794244
0.0725999133063456
0.0604999222274966
0.0660999249209322
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0.0769999092165195
0.0709999179335117
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1.26205617642799
3.66239571825825
2.46947788071442
1.10714520406324
6.58335475310772
1.97149556979767
2.334280435698
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4.53904960009886
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6.26316203786592
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3.88374059882783

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	Big 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=314348&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=314348&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=314348&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 Output	view raw output of R engine
Computing time	2 seconds
R Server	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.055362	-0.8061	0.210549
2	0.338152	4.9236	1e-06
3	0.433414	6.3106	0
4	0.056336	0.8203	0.206493
5	0.269521	3.9243	5.9e-05
6	0.249512	3.633	0.000176
7	-0.024751	-0.3604	0.359463
8	0.108586	1.581	0.05768
9	0.096751	1.4087	0.080193
10	-0.11179	-1.6277	0.052538
11	0.075564	1.1002	0.13624
12	-0.164766	-2.399	0.008652
13	-0.101536	-1.4784	0.070395
14	-0.064107	-0.9334	0.175833
15	-0.105603	-1.5376	0.062818
16	-0.173495	-2.5261	0.006132
17	-0.088899	-1.2944	0.09847
18	-0.078539	-1.1436	0.12705
19	-0.228779	-3.3311	0.00051
20	-0.040041	-0.583	0.280255
21	-0.061492	-0.8953	0.185812
22	-0.270802	-3.9429	5.5e-05
23	0.121815	1.7737	0.038778

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.055362 & -0.8061 & 0.210549 \tabularnewline
2 & 0.338152 & 4.9236 & 1e-06 \tabularnewline
3 & 0.433414 & 6.3106 & 0 \tabularnewline
4 & 0.056336 & 0.8203 & 0.206493 \tabularnewline
5 & 0.269521 & 3.9243 & 5.9e-05 \tabularnewline
6 & 0.249512 & 3.633 & 0.000176 \tabularnewline
7 & -0.024751 & -0.3604 & 0.359463 \tabularnewline
8 & 0.108586 & 1.581 & 0.05768 \tabularnewline
9 & 0.096751 & 1.4087 & 0.080193 \tabularnewline
10 & -0.11179 & -1.6277 & 0.052538 \tabularnewline
11 & 0.075564 & 1.1002 & 0.13624 \tabularnewline
12 & -0.164766 & -2.399 & 0.008652 \tabularnewline
13 & -0.101536 & -1.4784 & 0.070395 \tabularnewline
14 & -0.064107 & -0.9334 & 0.175833 \tabularnewline
15 & -0.105603 & -1.5376 & 0.062818 \tabularnewline
16 & -0.173495 & -2.5261 & 0.006132 \tabularnewline
17 & -0.088899 & -1.2944 & 0.09847 \tabularnewline
18 & -0.078539 & -1.1436 & 0.12705 \tabularnewline
19 & -0.228779 & -3.3311 & 0.00051 \tabularnewline
20 & -0.040041 & -0.583 & 0.280255 \tabularnewline
21 & -0.061492 & -0.8953 & 0.185812 \tabularnewline
22 & -0.270802 & -3.9429 & 5.5e-05 \tabularnewline
23 & 0.121815 & 1.7737 & 0.038778 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=314348&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]-0.055362[/C][C]-0.8061[/C][C]0.210549[/C][/ROW]
[ROW][C]2[/C][C]0.338152[/C][C]4.9236[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.433414[/C][C]6.3106[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.056336[/C][C]0.8203[/C][C]0.206493[/C][/ROW]
[ROW][C]5[/C][C]0.269521[/C][C]3.9243[/C][C]5.9e-05[/C][/ROW]
[ROW][C]6[/C][C]0.249512[/C][C]3.633[/C][C]0.000176[/C][/ROW]
[ROW][C]7[/C][C]-0.024751[/C][C]-0.3604[/C][C]0.359463[/C][/ROW]
[ROW][C]8[/C][C]0.108586[/C][C]1.581[/C][C]0.05768[/C][/ROW]
[ROW][C]9[/C][C]0.096751[/C][C]1.4087[/C][C]0.080193[/C][/ROW]
[ROW][C]10[/C][C]-0.11179[/C][C]-1.6277[/C][C]0.052538[/C][/ROW]
[ROW][C]11[/C][C]0.075564[/C][C]1.1002[/C][C]0.13624[/C][/ROW]
[ROW][C]12[/C][C]-0.164766[/C][C]-2.399[/C][C]0.008652[/C][/ROW]
[ROW][C]13[/C][C]-0.101536[/C][C]-1.4784[/C][C]0.070395[/C][/ROW]
[ROW][C]14[/C][C]-0.064107[/C][C]-0.9334[/C][C]0.175833[/C][/ROW]
[ROW][C]15[/C][C]-0.105603[/C][C]-1.5376[/C][C]0.062818[/C][/ROW]
[ROW][C]16[/C][C]-0.173495[/C][C]-2.5261[/C][C]0.006132[/C][/ROW]
[ROW][C]17[/C][C]-0.088899[/C][C]-1.2944[/C][C]0.09847[/C][/ROW]
[ROW][C]18[/C][C]-0.078539[/C][C]-1.1436[/C][C]0.12705[/C][/ROW]
[ROW][C]19[/C][C]-0.228779[/C][C]-3.3311[/C][C]0.00051[/C][/ROW]
[ROW][C]20[/C][C]-0.040041[/C][C]-0.583[/C][C]0.280255[/C][/ROW]
[ROW][C]21[/C][C]-0.061492[/C][C]-0.8953[/C][C]0.185812[/C][/ROW]
[ROW][C]22[/C][C]-0.270802[/C][C]-3.9429[/C][C]5.5e-05[/C][/ROW]
[ROW][C]23[/C][C]0.121815[/C][C]1.7737[/C][C]0.038778[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=314348&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=314348&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
1	-0.055362	-0.8061	0.210549
2	0.338152	4.9236	1e-06
3	0.433414	6.3106	0
4	0.056336	0.8203	0.206493
5	0.269521	3.9243	5.9e-05
6	0.249512	3.633	0.000176
7	-0.024751	-0.3604	0.359463
8	0.108586	1.581	0.05768
9	0.096751	1.4087	0.080193
10	-0.11179	-1.6277	0.052538
11	0.075564	1.1002	0.13624
12	-0.164766	-2.399	0.008652
13	-0.101536	-1.4784	0.070395
14	-0.064107	-0.9334	0.175833
15	-0.105603	-1.5376	0.062818
16	-0.173495	-2.5261	0.006132
17	-0.088899	-1.2944	0.09847
18	-0.078539	-1.1436	0.12705
19	-0.228779	-3.3311	0.00051
20	-0.040041	-0.583	0.280255
21	-0.061492	-0.8953	0.185812
22	-0.270802	-3.9429	5.5e-05
23	0.121815	1.7737	0.038778

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.055362	-0.8061	0.210549
2	0.336118	4.8939	1e-06
3	0.525214	7.6472	0
4	0.090054	1.3112	0.095602
5	-0.055233	-0.8042	0.211088
6	0.04129	0.6012	0.274179
7	-0.150931	-2.1976	0.014531
8	-0.246063	-3.5827	0.000211
9	-0.063855	-0.9297	0.17678
10	-0.055354	-0.806	0.210583
11	0.034269	0.499	0.309163
12	-0.161893	-2.3572	0.009662
13	-0.086751	-1.2631	0.103969
14	0.010148	0.1478	0.441338
15	0.153019	2.228	0.013466
16	-0.012822	-0.1867	0.426039
17	-0.058597	-0.8532	0.197261
18	0.113485	1.6524	0.04997
19	-0.102668	-1.4949	0.068217
20	-0.162789	-2.3702	0.009337
21	0.086883	1.265	0.103625
22	-0.112183	-1.6334	0.051933
23	0.111973	1.6304	0.052256

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.055362 & -0.8061 & 0.210549 \tabularnewline
2 & 0.336118 & 4.8939 & 1e-06 \tabularnewline
3 & 0.525214 & 7.6472 & 0 \tabularnewline
4 & 0.090054 & 1.3112 & 0.095602 \tabularnewline
5 & -0.055233 & -0.8042 & 0.211088 \tabularnewline
6 & 0.04129 & 0.6012 & 0.274179 \tabularnewline
7 & -0.150931 & -2.1976 & 0.014531 \tabularnewline
8 & -0.246063 & -3.5827 & 0.000211 \tabularnewline
9 & -0.063855 & -0.9297 & 0.17678 \tabularnewline
10 & -0.055354 & -0.806 & 0.210583 \tabularnewline
11 & 0.034269 & 0.499 & 0.309163 \tabularnewline
12 & -0.161893 & -2.3572 & 0.009662 \tabularnewline
13 & -0.086751 & -1.2631 & 0.103969 \tabularnewline
14 & 0.010148 & 0.1478 & 0.441338 \tabularnewline
15 & 0.153019 & 2.228 & 0.013466 \tabularnewline
16 & -0.012822 & -0.1867 & 0.426039 \tabularnewline
17 & -0.058597 & -0.8532 & 0.197261 \tabularnewline
18 & 0.113485 & 1.6524 & 0.04997 \tabularnewline
19 & -0.102668 & -1.4949 & 0.068217 \tabularnewline
20 & -0.162789 & -2.3702 & 0.009337 \tabularnewline
21 & 0.086883 & 1.265 & 0.103625 \tabularnewline
22 & -0.112183 & -1.6334 & 0.051933 \tabularnewline
23 & 0.111973 & 1.6304 & 0.052256 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=314348&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]-0.055362[/C][C]-0.8061[/C][C]0.210549[/C][/ROW]
[ROW][C]2[/C][C]0.336118[/C][C]4.8939[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.525214[/C][C]7.6472[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.090054[/C][C]1.3112[/C][C]0.095602[/C][/ROW]
[ROW][C]5[/C][C]-0.055233[/C][C]-0.8042[/C][C]0.211088[/C][/ROW]
[ROW][C]6[/C][C]0.04129[/C][C]0.6012[/C][C]0.274179[/C][/ROW]
[ROW][C]7[/C][C]-0.150931[/C][C]-2.1976[/C][C]0.014531[/C][/ROW]
[ROW][C]8[/C][C]-0.246063[/C][C]-3.5827[/C][C]0.000211[/C][/ROW]
[ROW][C]9[/C][C]-0.063855[/C][C]-0.9297[/C][C]0.17678[/C][/ROW]
[ROW][C]10[/C][C]-0.055354[/C][C]-0.806[/C][C]0.210583[/C][/ROW]
[ROW][C]11[/C][C]0.034269[/C][C]0.499[/C][C]0.309163[/C][/ROW]
[ROW][C]12[/C][C]-0.161893[/C][C]-2.3572[/C][C]0.009662[/C][/ROW]
[ROW][C]13[/C][C]-0.086751[/C][C]-1.2631[/C][C]0.103969[/C][/ROW]
[ROW][C]14[/C][C]0.010148[/C][C]0.1478[/C][C]0.441338[/C][/ROW]
[ROW][C]15[/C][C]0.153019[/C][C]2.228[/C][C]0.013466[/C][/ROW]
[ROW][C]16[/C][C]-0.012822[/C][C]-0.1867[/C][C]0.426039[/C][/ROW]
[ROW][C]17[/C][C]-0.058597[/C][C]-0.8532[/C][C]0.197261[/C][/ROW]
[ROW][C]18[/C][C]0.113485[/C][C]1.6524[/C][C]0.04997[/C][/ROW]
[ROW][C]19[/C][C]-0.102668[/C][C]-1.4949[/C][C]0.068217[/C][/ROW]
[ROW][C]20[/C][C]-0.162789[/C][C]-2.3702[/C][C]0.009337[/C][/ROW]
[ROW][C]21[/C][C]0.086883[/C][C]1.265[/C][C]0.103625[/C][/ROW]
[ROW][C]22[/C][C]-0.112183[/C][C]-1.6334[/C][C]0.051933[/C][/ROW]
[ROW][C]23[/C][C]0.111973[/C][C]1.6304[/C][C]0.052256[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=314348&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=314348&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
1	-0.055362	-0.8061	0.210549
2	0.336118	4.8939	1e-06
3	0.525214	7.6472	0
4	0.090054	1.3112	0.095602
5	-0.055233	-0.8042	0.211088
6	0.04129	0.6012	0.274179
7	-0.150931	-2.1976	0.014531
8	-0.246063	-3.5827	0.000211
9	-0.063855	-0.9297	0.17678
10	-0.055354	-0.806	0.210583
11	0.034269	0.499	0.309163
12	-0.161893	-2.3572	0.009662
13	-0.086751	-1.2631	0.103969
14	0.010148	0.1478	0.441338
15	0.153019	2.228	0.013466
16	-0.012822	-0.1867	0.426039
17	-0.058597	-0.8532	0.197261
18	0.113485	1.6524	0.04997
19	-0.102668	-1.4949	0.068217
20	-0.162789	-2.3702	0.009337
21	0.086883	1.265	0.103625
22	-0.112183	-1.6334	0.051933
23	0.111973	1.6304	0.052256

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code