Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 07:05:07 -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/2008/Dec/24/t1230127534ji454qho3aa42z9.htm/, Retrieved Fri, 17 May 2024 07:25:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36573, Retrieved Fri, 17 May 2024 07:25:58 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

179

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

-     [(Partial) Autocorrelation Function] [autocorrelatie: d...] [2007-12-15 09:32:27] [707a919fab5d6f3020ea3c395672cd86]
- R PD    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 14:05:07] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational 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=36573&T=0

[TABLE]
[ROW][C]Summary of computational 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=36573&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36573&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.03081	-0.2387	0.406094
2	0.143233	1.1095	0.135825
3	0.10587	0.8201	0.207713
4	0.248478	1.9247	0.029506
5	0.039596	0.3067	0.380065
6	0.194854	1.5093	0.068231
7	0.047568	0.3685	0.356913
8	0.145152	1.1243	0.132674
9	-0.00969	-0.0751	0.470208
10	-0.076971	-0.5962	0.276636
11	-0.19402	-1.5029	0.069059
12	0.284486	2.2036	0.0157
13	-0.281811	-2.1829	0.016484
14	-0.078177	-0.6056	0.273547
15	-0.082344	-0.6378	0.263005
16	0.012935	0.1002	0.460263
17	-0.130567	-1.0114	0.157951

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.03081 & -0.2387 & 0.406094 \tabularnewline
2 & 0.143233 & 1.1095 & 0.135825 \tabularnewline
3 & 0.10587 & 0.8201 & 0.207713 \tabularnewline
4 & 0.248478 & 1.9247 & 0.029506 \tabularnewline
5 & 0.039596 & 0.3067 & 0.380065 \tabularnewline
6 & 0.194854 & 1.5093 & 0.068231 \tabularnewline
7 & 0.047568 & 0.3685 & 0.356913 \tabularnewline
8 & 0.145152 & 1.1243 & 0.132674 \tabularnewline
9 & -0.00969 & -0.0751 & 0.470208 \tabularnewline
10 & -0.076971 & -0.5962 & 0.276636 \tabularnewline
11 & -0.19402 & -1.5029 & 0.069059 \tabularnewline
12 & 0.284486 & 2.2036 & 0.0157 \tabularnewline
13 & -0.281811 & -2.1829 & 0.016484 \tabularnewline
14 & -0.078177 & -0.6056 & 0.273547 \tabularnewline
15 & -0.082344 & -0.6378 & 0.263005 \tabularnewline
16 & 0.012935 & 0.1002 & 0.460263 \tabularnewline
17 & -0.130567 & -1.0114 & 0.157951 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36573&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]-0.03081[/C][C]-0.2387[/C][C]0.406094[/C][/ROW]
[ROW][C]2[/C][C]0.143233[/C][C]1.1095[/C][C]0.135825[/C][/ROW]
[ROW][C]3[/C][C]0.10587[/C][C]0.8201[/C][C]0.207713[/C][/ROW]
[ROW][C]4[/C][C]0.248478[/C][C]1.9247[/C][C]0.029506[/C][/ROW]
[ROW][C]5[/C][C]0.039596[/C][C]0.3067[/C][C]0.380065[/C][/ROW]
[ROW][C]6[/C][C]0.194854[/C][C]1.5093[/C][C]0.068231[/C][/ROW]
[ROW][C]7[/C][C]0.047568[/C][C]0.3685[/C][C]0.356913[/C][/ROW]
[ROW][C]8[/C][C]0.145152[/C][C]1.1243[/C][C]0.132674[/C][/ROW]
[ROW][C]9[/C][C]-0.00969[/C][C]-0.0751[/C][C]0.470208[/C][/ROW]
[ROW][C]10[/C][C]-0.076971[/C][C]-0.5962[/C][C]0.276636[/C][/ROW]
[ROW][C]11[/C][C]-0.19402[/C][C]-1.5029[/C][C]0.069059[/C][/ROW]
[ROW][C]12[/C][C]0.284486[/C][C]2.2036[/C][C]0.0157[/C][/ROW]
[ROW][C]13[/C][C]-0.281811[/C][C]-2.1829[/C][C]0.016484[/C][/ROW]
[ROW][C]14[/C][C]-0.078177[/C][C]-0.6056[/C][C]0.273547[/C][/ROW]
[ROW][C]15[/C][C]-0.082344[/C][C]-0.6378[/C][C]0.263005[/C][/ROW]
[ROW][C]16[/C][C]0.012935[/C][C]0.1002[/C][C]0.460263[/C][/ROW]
[ROW][C]17[/C][C]-0.130567[/C][C]-1.0114[/C][C]0.157951[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36573&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36573&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	-0.03081	-0.2387	0.406094
2	0.143233	1.1095	0.135825
3	0.10587	0.8201	0.207713
4	0.248478	1.9247	0.029506
5	0.039596	0.3067	0.380065
6	0.194854	1.5093	0.068231
7	0.047568	0.3685	0.356913
8	0.145152	1.1243	0.132674
9	-0.00969	-0.0751	0.470208
10	-0.076971	-0.5962	0.276636
11	-0.19402	-1.5029	0.069059
12	0.284486	2.2036	0.0157
13	-0.281811	-2.1829	0.016484
14	-0.078177	-0.6056	0.273547
15	-0.082344	-0.6378	0.263005
16	0.012935	0.1002	0.460263
17	-0.130567	-1.0114	0.157951

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.03081	-0.2387	0.406094
2	0.142419	1.1032	0.137178
3	0.116514	0.9025	0.185197
4	0.244207	1.8916	0.031686
5	0.038597	0.299	0.382999
6	0.137628	1.0661	0.145334
7	0.008709	0.0675	0.473221
8	0.055252	0.428	0.335098
9	-0.0604	-0.4679	0.320792
10	-0.20763	-1.6083	0.05651
11	-0.309533	-2.3976	0.009815
12	0.228917	1.7732	0.040637
13	-0.233947	-1.8121	0.037484
14	-0.095752	-0.7417	0.230583
15	0.024568	0.1903	0.424858
16	0.049885	0.3864	0.350281
17	0.109929	0.8515	0.198937

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.03081 & -0.2387 & 0.406094 \tabularnewline
2 & 0.142419 & 1.1032 & 0.137178 \tabularnewline
3 & 0.116514 & 0.9025 & 0.185197 \tabularnewline
4 & 0.244207 & 1.8916 & 0.031686 \tabularnewline
5 & 0.038597 & 0.299 & 0.382999 \tabularnewline
6 & 0.137628 & 1.0661 & 0.145334 \tabularnewline
7 & 0.008709 & 0.0675 & 0.473221 \tabularnewline
8 & 0.055252 & 0.428 & 0.335098 \tabularnewline
9 & -0.0604 & -0.4679 & 0.320792 \tabularnewline
10 & -0.20763 & -1.6083 & 0.05651 \tabularnewline
11 & -0.309533 & -2.3976 & 0.009815 \tabularnewline
12 & 0.228917 & 1.7732 & 0.040637 \tabularnewline
13 & -0.233947 & -1.8121 & 0.037484 \tabularnewline
14 & -0.095752 & -0.7417 & 0.230583 \tabularnewline
15 & 0.024568 & 0.1903 & 0.424858 \tabularnewline
16 & 0.049885 & 0.3864 & 0.350281 \tabularnewline
17 & 0.109929 & 0.8515 & 0.198937 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36573&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]-0.03081[/C][C]-0.2387[/C][C]0.406094[/C][/ROW]
[ROW][C]2[/C][C]0.142419[/C][C]1.1032[/C][C]0.137178[/C][/ROW]
[ROW][C]3[/C][C]0.116514[/C][C]0.9025[/C][C]0.185197[/C][/ROW]
[ROW][C]4[/C][C]0.244207[/C][C]1.8916[/C][C]0.031686[/C][/ROW]
[ROW][C]5[/C][C]0.038597[/C][C]0.299[/C][C]0.382999[/C][/ROW]
[ROW][C]6[/C][C]0.137628[/C][C]1.0661[/C][C]0.145334[/C][/ROW]
[ROW][C]7[/C][C]0.008709[/C][C]0.0675[/C][C]0.473221[/C][/ROW]
[ROW][C]8[/C][C]0.055252[/C][C]0.428[/C][C]0.335098[/C][/ROW]
[ROW][C]9[/C][C]-0.0604[/C][C]-0.4679[/C][C]0.320792[/C][/ROW]
[ROW][C]10[/C][C]-0.20763[/C][C]-1.6083[/C][C]0.05651[/C][/ROW]
[ROW][C]11[/C][C]-0.309533[/C][C]-2.3976[/C][C]0.009815[/C][/ROW]
[ROW][C]12[/C][C]0.228917[/C][C]1.7732[/C][C]0.040637[/C][/ROW]
[ROW][C]13[/C][C]-0.233947[/C][C]-1.8121[/C][C]0.037484[/C][/ROW]
[ROW][C]14[/C][C]-0.095752[/C][C]-0.7417[/C][C]0.230583[/C][/ROW]
[ROW][C]15[/C][C]0.024568[/C][C]0.1903[/C][C]0.424858[/C][/ROW]
[ROW][C]16[/C][C]0.049885[/C][C]0.3864[/C][C]0.350281[/C][/ROW]
[ROW][C]17[/C][C]0.109929[/C][C]0.8515[/C][C]0.198937[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36573&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36573&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	-0.03081	-0.2387	0.406094
2	0.142419	1.1032	0.137178
3	0.116514	0.9025	0.185197
4	0.244207	1.8916	0.031686
5	0.038597	0.299	0.382999
6	0.137628	1.0661	0.145334
7	0.008709	0.0675	0.473221
8	0.055252	0.428	0.335098
9	-0.0604	-0.4679	0.320792
10	-0.20763	-1.6083	0.05651
11	-0.309533	-2.3976	0.009815
12	0.228917	1.7732	0.040637
13	-0.233947	-1.8121	0.037484
14	-0.095752	-0.7417	0.230583
15	0.024568	0.1903	0.424858
16	0.049885	0.3864	0.350281
17	0.109929	0.8515	0.198937

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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 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,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,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