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Description of Statistical Computation

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 computationMon, 27 Oct 2008 13:38:03 -0600
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Oct/27/t1225136360uunfyfj66r8lp0n.htm/, Retrieved Wed, 15 May 2024 08:40:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=19483, Retrieved Wed, 15 May 2024 08:40:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [Partial Autocorre...] [2007-12-07 10:22:11] [aa4de776bce95665a02a61eda10fcf15]
-   PD    [(Partial) Autocorrelation Function] [Partial Autocorre...] [2008-10-27 19:38:03] [ba85d9d0a82357dd3edf208eef933423] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
109.20
88.60
94.30
98.30
86.40
80.60
104.10
108.20
93.40
71.90
94.10
94.90
96.40
91.10
84.40
86.40
88.00
75.10
109.70
103.00
82.10
68.00
96.40
94.30
90.00
88.00
76.10
82.50
81.40
66.50
97.20
94.10
80.70
70.50
87.80
89.50
99.60
84.20
75.10
92.00
80.80
73.10
99.80
90.00
83.10
72.40
78.80
87.30
91.00
80.10
73.60
86.40
74.50
71.20
92.40
81.50
85.30
69.90
84.20
90.70
100.30

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=19483&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=19483&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=19483&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.1348681.05340.148167
2-0.230388-1.79940.961548
3-0.025856-0.20190.579683
40.2268231.77150.040733
50.1893471.47880.072164
60.1969711.53840.064562
70.0967310.75550.226431
80.1573531.2290.111903
9-0.121757-0.9510.827309
10-0.273532-2.13640.981664
110.0938150.73270.233269
120.6218644.85694e-06
13-0.008279-0.06470.525673
14-0.26372-2.05970.97815
15-0.145361-1.13530.869655
160.1151760.89960.185948

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.134868 & 1.0534 & 0.148167 \tabularnewline
2 & -0.230388 & -1.7994 & 0.961548 \tabularnewline
3 & -0.025856 & -0.2019 & 0.579683 \tabularnewline
4 & 0.226823 & 1.7715 & 0.040733 \tabularnewline
5 & 0.189347 & 1.4788 & 0.072164 \tabularnewline
6 & 0.196971 & 1.5384 & 0.064562 \tabularnewline
7 & 0.096731 & 0.7555 & 0.226431 \tabularnewline
8 & 0.157353 & 1.229 & 0.111903 \tabularnewline
9 & -0.121757 & -0.951 & 0.827309 \tabularnewline
10 & -0.273532 & -2.1364 & 0.981664 \tabularnewline
11 & 0.093815 & 0.7327 & 0.233269 \tabularnewline
12 & 0.621864 & 4.8569 & 4e-06 \tabularnewline
13 & -0.008279 & -0.0647 & 0.525673 \tabularnewline
14 & -0.26372 & -2.0597 & 0.97815 \tabularnewline
15 & -0.145361 & -1.1353 & 0.869655 \tabularnewline
16 & 0.115176 & 0.8996 & 0.185948 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=19483&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]7.8102[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.134868[/C][C]1.0534[/C][C]0.148167[/C][/ROW]
[ROW][C]2[/C][C]-0.230388[/C][C]-1.7994[/C][C]0.961548[/C][/ROW]
[ROW][C]3[/C][C]-0.025856[/C][C]-0.2019[/C][C]0.579683[/C][/ROW]
[ROW][C]4[/C][C]0.226823[/C][C]1.7715[/C][C]0.040733[/C][/ROW]
[ROW][C]5[/C][C]0.189347[/C][C]1.4788[/C][C]0.072164[/C][/ROW]
[ROW][C]6[/C][C]0.196971[/C][C]1.5384[/C][C]0.064562[/C][/ROW]
[ROW][C]7[/C][C]0.096731[/C][C]0.7555[/C][C]0.226431[/C][/ROW]
[ROW][C]8[/C][C]0.157353[/C][C]1.229[/C][C]0.111903[/C][/ROW]
[ROW][C]9[/C][C]-0.121757[/C][C]-0.951[/C][C]0.827309[/C][/ROW]
[ROW][C]10[/C][C]-0.273532[/C][C]-2.1364[/C][C]0.981664[/C][/ROW]
[ROW][C]11[/C][C]0.093815[/C][C]0.7327[/C][C]0.233269[/C][/ROW]
[ROW][C]12[/C][C]0.621864[/C][C]4.8569[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.008279[/C][C]-0.0647[/C][C]0.525673[/C][/ROW]
[ROW][C]14[/C][C]-0.26372[/C][C]-2.0597[/C][C]0.97815[/C][/ROW]
[ROW][C]15[/C][C]-0.145361[/C][C]-1.1353[/C][C]0.869655[/C][/ROW]
[ROW][C]16[/C][C]0.115176[/C][C]0.8996[/C][C]0.185948[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=19483&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=19483&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.1348681.05340.148167
2-0.230388-1.79940.961548
3-0.025856-0.20190.579683
40.2268231.77150.040733
50.1893471.47880.072164
60.1969711.53840.064562
70.0967310.75550.226431
80.1573531.2290.111903
9-0.121757-0.9510.827309
10-0.273532-2.13640.981664
110.0938150.73270.233269
120.6218644.85694e-06
13-0.008279-0.06470.525673
14-0.26372-2.05970.97815
15-0.145361-1.13530.869655
160.1151760.89960.185948






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1348681.05340.148167
1-0.253183-1.97740.973741
20.0513990.40140.344751
30.1792421.39990.083301
40.1406331.09840.138178
50.2718562.12330.018899
60.1344911.05040.148838
70.2529031.97520.026385
8-0.200811-1.56840.939017
9-0.378002-2.95230.997764
10-0.137616-1.07480.856655
110.4737473.70010.000232
12-0.089353-0.69790.756045
130.0727080.56790.286104
14-0.09552-0.7460.770745
15-0.014972-0.11690.546351
16-0.008653-0.06760.526831

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.134868 & 1.0534 & 0.148167 \tabularnewline
1 & -0.253183 & -1.9774 & 0.973741 \tabularnewline
2 & 0.051399 & 0.4014 & 0.344751 \tabularnewline
3 & 0.179242 & 1.3999 & 0.083301 \tabularnewline
4 & 0.140633 & 1.0984 & 0.138178 \tabularnewline
5 & 0.271856 & 2.1233 & 0.018899 \tabularnewline
6 & 0.134491 & 1.0504 & 0.148838 \tabularnewline
7 & 0.252903 & 1.9752 & 0.026385 \tabularnewline
8 & -0.200811 & -1.5684 & 0.939017 \tabularnewline
9 & -0.378002 & -2.9523 & 0.997764 \tabularnewline
10 & -0.137616 & -1.0748 & 0.856655 \tabularnewline
11 & 0.473747 & 3.7001 & 0.000232 \tabularnewline
12 & -0.089353 & -0.6979 & 0.756045 \tabularnewline
13 & 0.072708 & 0.5679 & 0.286104 \tabularnewline
14 & -0.09552 & -0.746 & 0.770745 \tabularnewline
15 & -0.014972 & -0.1169 & 0.546351 \tabularnewline
16 & -0.008653 & -0.0676 & 0.526831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=19483&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]0.134868[/C][C]1.0534[/C][C]0.148167[/C][/ROW]
[ROW][C]1[/C][C]-0.253183[/C][C]-1.9774[/C][C]0.973741[/C][/ROW]
[ROW][C]2[/C][C]0.051399[/C][C]0.4014[/C][C]0.344751[/C][/ROW]
[ROW][C]3[/C][C]0.179242[/C][C]1.3999[/C][C]0.083301[/C][/ROW]
[ROW][C]4[/C][C]0.140633[/C][C]1.0984[/C][C]0.138178[/C][/ROW]
[ROW][C]5[/C][C]0.271856[/C][C]2.1233[/C][C]0.018899[/C][/ROW]
[ROW][C]6[/C][C]0.134491[/C][C]1.0504[/C][C]0.148838[/C][/ROW]
[ROW][C]7[/C][C]0.252903[/C][C]1.9752[/C][C]0.026385[/C][/ROW]
[ROW][C]8[/C][C]-0.200811[/C][C]-1.5684[/C][C]0.939017[/C][/ROW]
[ROW][C]9[/C][C]-0.378002[/C][C]-2.9523[/C][C]0.997764[/C][/ROW]
[ROW][C]10[/C][C]-0.137616[/C][C]-1.0748[/C][C]0.856655[/C][/ROW]
[ROW][C]11[/C][C]0.473747[/C][C]3.7001[/C][C]0.000232[/C][/ROW]
[ROW][C]12[/C][C]-0.089353[/C][C]-0.6979[/C][C]0.756045[/C][/ROW]
[ROW][C]13[/C][C]0.072708[/C][C]0.5679[/C][C]0.286104[/C][/ROW]
[ROW][C]14[/C][C]-0.09552[/C][C]-0.746[/C][C]0.770745[/C][/ROW]
[ROW][C]15[/C][C]-0.014972[/C][C]-0.1169[/C][C]0.546351[/C][/ROW]
[ROW][C]16[/C][C]-0.008653[/C][C]-0.0676[/C][C]0.526831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=19483&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=19483&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1348681.05340.148167
1-0.253183-1.97740.973741
20.0513990.40140.344751
30.1792421.39990.083301
40.1406331.09840.138178
50.2718562.12330.018899
60.1344911.05040.148838
70.2529031.97520.026385
8-0.200811-1.56840.939017
9-0.378002-2.95230.997764
10-0.137616-1.07480.856655
110.4737473.70010.000232
12-0.089353-0.69790.756045
130.0727080.56790.286104
14-0.09552-0.7460.770745
15-0.014972-0.11690.546351
16-0.008653-0.06760.526831


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = grey ;
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 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')