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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 computationWed, 24 Jan 2018 10:28:07 +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/Jan/24/t151678617368eel83mhtej2rc.htm/, Retrieved Sun, 05 May 2024 22:28:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=312244, Retrieved Sun, 05 May 2024 22:28:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact47
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [(Partial) Autocorrelation Function] [] [2018-01-24 09:28:07] [602332dda9db4b5112abd453c5515d3f] [Current]
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Dataseries X:
2.80030819572237
0.546110929167911
-1.08882457056234
1.85116612407754
1.81431171737364
1.10336738027983
-1.1245171435247
1.71646640041695
0.793858512491152
-1.07059339259452
1.37785351123131
-0.79301277417615
-0.213022653692917
0.325551388183876
-3.07152677312816
-1.6593526905903
-0.977898156347797
2.77746716194583
0.659684775709612
-0.399824712085136
-1.94483744059989
2.63902152884315
0.830351272801263
0.239452118133438
-1.98023780133566
-3.14893729642629
1.52344843344618
1.52324864513037
3.07560476768955
1.68333908953913
-0.0411419750371334
-1.42576307236563
0.603469563697563
-2.02817409689518
2.36128930601495
-4.84900520812879
-0.296289875821015
-0.273406341522266
-2.41797545929271
-0.735276518673968
-0.758208236878704
0.719357808400705
3.82579134038112
0.751147004565213
-0.686160672385733
2.7839041091014
-0.353356298124068
-1.19565368260915
1.51622971016679
0.687899021959271
-1.03746150319703
0.232258589016444
0.954677970598071
0.253726601750312
0.0906111040418593
-0.337464765144114
-0.146645835344418
-2.14580429676713
-2.64273856198557
-1.69885035349378
0.0886900288640063
2.94885012445766
2.74086814209461
-2.78292060200689
2.11354456172898
1.5019821601947
0.928451976610637
0.251386956762454
1.92686717410181
-0.637152825120997
-3.00404371957499
1.53170453971748
-0.46034424964922
-0.435142320623821
0.241189107006538
-0.439858435973453
-1.66304983417195
1.54593083942837
0.0543382827538832
-2.76444539571847
-1.5519700760652
1.99785210877644
1.02671169946072
0.965014171087942
0.833645548583962
-1.78443597034853
-1.35462195476152
0.0905629201358726
1.2672859043733
1.3367497955578
1.00922794934105
2.97970594008853
-0.0198870686489594
1.37558503989304
1.62130116503375
-0.380035665253275
0.140633397218948
1.088271459054
-4.14041609113554
-1.36191185169048
-3.501894103396
1.82567198282555
1.00217218900356
-1.70508751233354
-1.54985320913675
1.52749755170791
-1.11909042570084
0.782613205637535
0.394327211581645
1.03045019427192
-1.98850357932067
-2.3911175541089
-2.49477174792859
1.43479131886814
-0.23693199243609
1.54252687780381
0.753916630559178
-1.12999945988543
0.434385612031916
0.497954292194177
-0.415657064566058
1.25212054898028
0.538408325374887
0.363650201264021
-0.525700021635337
-1.63043333745253
0.651092396769283
0.605424752110409
1.27467788471578
-3.66701110704255
-1.09455091524368
-2.01546316552593
-0.129017313491364
1.80505691986507
-2.93931661204688
0.266590824347748
1.08312554226064
-0.0657619162545335
1.90954638692403
-1.52044597892013
0.720915677264753
-1.30223881899939
1.12662982290344
-0.651780253148442
0.873322331496494
-0.545999882625613
-0.386205647008669
2.73997287136118
-0.246626845056549
2.49376474567805
-2.78811070614103
-0.470542681359586
1.71855478201569
1.18881581030952
2.56216432022585
0.443671331515407
-1.46466491183079
-2.05654394411988
1.31101180554756
-1.38802306664201
-1.42282760393946
-0.770545943306666
0.204099941303661
-3.73653059676392
2.41609709604484
0.459211471769727
-1.95214272484412
-0.467671553906553
-2.54700443680883
0.530260345025432
2.59956805328044
-0.048523881273836
-1.31831688661928
1.0921477226447
1.49992331623734
-1.21692016754482
-0.350713444316563
-0.709451653003092
0.660733517233603




Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time6 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 time6 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=312244&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]6 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=312244&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=312244&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 time6 seconds
R ServerBig Analytics Cloud Computing Center







Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.000545-0.00730.497095
2-0.058756-0.78610.216423
3-0.043071-0.57620.282587
4-0.056156-0.75130.226725
50.0322170.4310.333482
60.0542010.72520.234651
7-0.09031-1.20830.114269
8-0.144761-1.93680.027174
9-0.066601-0.89110.187047
10-0.031827-0.42580.335377
11-0.005756-0.0770.469352
12-0.000527-0.00710.497191
130.0187650.25110.401031
14-0.076742-1.02670.152965
15-0.10233-1.36910.086345
160.0389530.52120.301453
17-0.021592-0.28890.386502
18-0.101432-1.35710.088235
190.0889981.19070.117671
200.0756821.01260.156319
21-0.001381-0.01850.492639
220.0603290.80710.210327

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.000545 & -0.0073 & 0.497095 \tabularnewline
2 & -0.058756 & -0.7861 & 0.216423 \tabularnewline
3 & -0.043071 & -0.5762 & 0.282587 \tabularnewline
4 & -0.056156 & -0.7513 & 0.226725 \tabularnewline
5 & 0.032217 & 0.431 & 0.333482 \tabularnewline
6 & 0.054201 & 0.7252 & 0.234651 \tabularnewline
7 & -0.09031 & -1.2083 & 0.114269 \tabularnewline
8 & -0.144761 & -1.9368 & 0.027174 \tabularnewline
9 & -0.066601 & -0.8911 & 0.187047 \tabularnewline
10 & -0.031827 & -0.4258 & 0.335377 \tabularnewline
11 & -0.005756 & -0.077 & 0.469352 \tabularnewline
12 & -0.000527 & -0.0071 & 0.497191 \tabularnewline
13 & 0.018765 & 0.2511 & 0.401031 \tabularnewline
14 & -0.076742 & -1.0267 & 0.152965 \tabularnewline
15 & -0.10233 & -1.3691 & 0.086345 \tabularnewline
16 & 0.038953 & 0.5212 & 0.301453 \tabularnewline
17 & -0.021592 & -0.2889 & 0.386502 \tabularnewline
18 & -0.101432 & -1.3571 & 0.088235 \tabularnewline
19 & 0.088998 & 1.1907 & 0.117671 \tabularnewline
20 & 0.075682 & 1.0126 & 0.156319 \tabularnewline
21 & -0.001381 & -0.0185 & 0.492639 \tabularnewline
22 & 0.060329 & 0.8071 & 0.210327 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=312244&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]-0.000545[/C][C]-0.0073[/C][C]0.497095[/C][/ROW]
[ROW][C]2[/C][C]-0.058756[/C][C]-0.7861[/C][C]0.216423[/C][/ROW]
[ROW][C]3[/C][C]-0.043071[/C][C]-0.5762[/C][C]0.282587[/C][/ROW]
[ROW][C]4[/C][C]-0.056156[/C][C]-0.7513[/C][C]0.226725[/C][/ROW]
[ROW][C]5[/C][C]0.032217[/C][C]0.431[/C][C]0.333482[/C][/ROW]
[ROW][C]6[/C][C]0.054201[/C][C]0.7252[/C][C]0.234651[/C][/ROW]
[ROW][C]7[/C][C]-0.09031[/C][C]-1.2083[/C][C]0.114269[/C][/ROW]
[ROW][C]8[/C][C]-0.144761[/C][C]-1.9368[/C][C]0.027174[/C][/ROW]
[ROW][C]9[/C][C]-0.066601[/C][C]-0.8911[/C][C]0.187047[/C][/ROW]
[ROW][C]10[/C][C]-0.031827[/C][C]-0.4258[/C][C]0.335377[/C][/ROW]
[ROW][C]11[/C][C]-0.005756[/C][C]-0.077[/C][C]0.469352[/C][/ROW]
[ROW][C]12[/C][C]-0.000527[/C][C]-0.0071[/C][C]0.497191[/C][/ROW]
[ROW][C]13[/C][C]0.018765[/C][C]0.2511[/C][C]0.401031[/C][/ROW]
[ROW][C]14[/C][C]-0.076742[/C][C]-1.0267[/C][C]0.152965[/C][/ROW]
[ROW][C]15[/C][C]-0.10233[/C][C]-1.3691[/C][C]0.086345[/C][/ROW]
[ROW][C]16[/C][C]0.038953[/C][C]0.5212[/C][C]0.301453[/C][/ROW]
[ROW][C]17[/C][C]-0.021592[/C][C]-0.2889[/C][C]0.386502[/C][/ROW]
[ROW][C]18[/C][C]-0.101432[/C][C]-1.3571[/C][C]0.088235[/C][/ROW]
[ROW][C]19[/C][C]0.088998[/C][C]1.1907[/C][C]0.117671[/C][/ROW]
[ROW][C]20[/C][C]0.075682[/C][C]1.0126[/C][C]0.156319[/C][/ROW]
[ROW][C]21[/C][C]-0.001381[/C][C]-0.0185[/C][C]0.492639[/C][/ROW]
[ROW][C]22[/C][C]0.060329[/C][C]0.8071[/C][C]0.210327[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=312244&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=312244&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
1-0.000545-0.00730.497095
2-0.058756-0.78610.216423
3-0.043071-0.57620.282587
4-0.056156-0.75130.226725
50.0322170.4310.333482
60.0542010.72520.234651
7-0.09031-1.20830.114269
8-0.144761-1.93680.027174
9-0.066601-0.89110.187047
10-0.031827-0.42580.335377
11-0.005756-0.0770.469352
12-0.000527-0.00710.497191
130.0187650.25110.401031
14-0.076742-1.02670.152965
15-0.10233-1.36910.086345
160.0389530.52120.301453
17-0.021592-0.28890.386502
18-0.101432-1.35710.088235
190.0889981.19070.117671
200.0756821.01260.156319
21-0.001381-0.01850.492639
220.0603290.80710.210327







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.000545-0.00730.497095
2-0.058756-0.78610.216422
3-0.043286-0.57910.281616
4-0.060087-0.80390.211257
50.0268640.35940.359854
60.0460360.61590.269367
7-0.092306-1.2350.109229
8-0.143115-1.91470.02856
9-0.074655-0.99880.159618
10-0.055028-0.73620.23128
11-0.043434-0.58110.28095
12-0.030478-0.40780.341967
130.0173860.23260.408164
14-0.082649-1.10580.135156
15-0.136605-1.82770.034633
16-0.011354-0.15190.439714
17-0.074655-0.99880.159615
18-0.163324-2.18510.015089
190.0407150.54470.293307
200.0650460.87030.192662
21-0.024444-0.3270.372009
220.0074020.0990.460614

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.000545 & -0.0073 & 0.497095 \tabularnewline
2 & -0.058756 & -0.7861 & 0.216422 \tabularnewline
3 & -0.043286 & -0.5791 & 0.281616 \tabularnewline
4 & -0.060087 & -0.8039 & 0.211257 \tabularnewline
5 & 0.026864 & 0.3594 & 0.359854 \tabularnewline
6 & 0.046036 & 0.6159 & 0.269367 \tabularnewline
7 & -0.092306 & -1.235 & 0.109229 \tabularnewline
8 & -0.143115 & -1.9147 & 0.02856 \tabularnewline
9 & -0.074655 & -0.9988 & 0.159618 \tabularnewline
10 & -0.055028 & -0.7362 & 0.23128 \tabularnewline
11 & -0.043434 & -0.5811 & 0.28095 \tabularnewline
12 & -0.030478 & -0.4078 & 0.341967 \tabularnewline
13 & 0.017386 & 0.2326 & 0.408164 \tabularnewline
14 & -0.082649 & -1.1058 & 0.135156 \tabularnewline
15 & -0.136605 & -1.8277 & 0.034633 \tabularnewline
16 & -0.011354 & -0.1519 & 0.439714 \tabularnewline
17 & -0.074655 & -0.9988 & 0.159615 \tabularnewline
18 & -0.163324 & -2.1851 & 0.015089 \tabularnewline
19 & 0.040715 & 0.5447 & 0.293307 \tabularnewline
20 & 0.065046 & 0.8703 & 0.192662 \tabularnewline
21 & -0.024444 & -0.327 & 0.372009 \tabularnewline
22 & 0.007402 & 0.099 & 0.460614 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=312244&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]-0.000545[/C][C]-0.0073[/C][C]0.497095[/C][/ROW]
[ROW][C]2[/C][C]-0.058756[/C][C]-0.7861[/C][C]0.216422[/C][/ROW]
[ROW][C]3[/C][C]-0.043286[/C][C]-0.5791[/C][C]0.281616[/C][/ROW]
[ROW][C]4[/C][C]-0.060087[/C][C]-0.8039[/C][C]0.211257[/C][/ROW]
[ROW][C]5[/C][C]0.026864[/C][C]0.3594[/C][C]0.359854[/C][/ROW]
[ROW][C]6[/C][C]0.046036[/C][C]0.6159[/C][C]0.269367[/C][/ROW]
[ROW][C]7[/C][C]-0.092306[/C][C]-1.235[/C][C]0.109229[/C][/ROW]
[ROW][C]8[/C][C]-0.143115[/C][C]-1.9147[/C][C]0.02856[/C][/ROW]
[ROW][C]9[/C][C]-0.074655[/C][C]-0.9988[/C][C]0.159618[/C][/ROW]
[ROW][C]10[/C][C]-0.055028[/C][C]-0.7362[/C][C]0.23128[/C][/ROW]
[ROW][C]11[/C][C]-0.043434[/C][C]-0.5811[/C][C]0.28095[/C][/ROW]
[ROW][C]12[/C][C]-0.030478[/C][C]-0.4078[/C][C]0.341967[/C][/ROW]
[ROW][C]13[/C][C]0.017386[/C][C]0.2326[/C][C]0.408164[/C][/ROW]
[ROW][C]14[/C][C]-0.082649[/C][C]-1.1058[/C][C]0.135156[/C][/ROW]
[ROW][C]15[/C][C]-0.136605[/C][C]-1.8277[/C][C]0.034633[/C][/ROW]
[ROW][C]16[/C][C]-0.011354[/C][C]-0.1519[/C][C]0.439714[/C][/ROW]
[ROW][C]17[/C][C]-0.074655[/C][C]-0.9988[/C][C]0.159615[/C][/ROW]
[ROW][C]18[/C][C]-0.163324[/C][C]-2.1851[/C][C]0.015089[/C][/ROW]
[ROW][C]19[/C][C]0.040715[/C][C]0.5447[/C][C]0.293307[/C][/ROW]
[ROW][C]20[/C][C]0.065046[/C][C]0.8703[/C][C]0.192662[/C][/ROW]
[ROW][C]21[/C][C]-0.024444[/C][C]-0.327[/C][C]0.372009[/C][/ROW]
[ROW][C]22[/C][C]0.007402[/C][C]0.099[/C][C]0.460614[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=312244&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=312244&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
1-0.000545-0.00730.497095
2-0.058756-0.78610.216422
3-0.043286-0.57910.281616
4-0.060087-0.80390.211257
50.0268640.35940.359854
60.0460360.61590.269367
7-0.092306-1.2350.109229
8-0.143115-1.91470.02856
9-0.074655-0.99880.159618
10-0.055028-0.73620.23128
11-0.043434-0.58110.28095
12-0.030478-0.40780.341967
130.0173860.23260.408164
14-0.082649-1.10580.135156
15-0.136605-1.82770.034633
16-0.011354-0.15190.439714
17-0.074655-0.99880.159615
18-0.163324-2.18510.015089
190.0407150.54470.293307
200.0650460.87030.192662
21-0.024444-0.3270.372009
220.0074020.0990.460614



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')