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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 03 Dec 2007 02:34:50 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/03/t1196673825l23luvup4fvrwu8.htm/, Retrieved Fri, 03 May 2024 20:20:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2296, Retrieved Fri, 03 May 2024 20:20:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact227

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] [] [2007-12-03 09:34:50] [d9ccf6bb4f7743d5d52b9a9a992ccbd5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106.8
113.7
102.5
96.6
92.1
95.6
102.3
98.6
98.2
104.5
84
73.8
103.9
106
97.2
102.6
89
93.8
116.7
106.8
98.5
118.7
90
91.9
113.3
113.1
104.1
108.7
96.7
101
116.9
105.8
99
129.4
83
88.9
115.9
104.2
113.4
112.2
100.8
107.3
126.6
102.9
117.9
128.8
87.5
93.8
122.7
126.2
124.6
116.7
115.2
111.1
129.9
113.3
118.5
133.5
102.1
102.4

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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=2296&T=0

[TABLE]
[ROW][C]Summary of compuational 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=2296&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2296&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.2249491.74240.043277
2-0.003033-0.02350.509332
30.3690632.85870.00292
40.051520.39910.345628
50.1786961.38420.085716
60.5165844.00148.8e-05
70.1227430.95080.17277
80.0417130.32310.373869
90.2284691.76970.040928
10-0.219192-1.69790.952642
110.0335550.25990.39791
120.5681154.40062.3e-05
13-0.019376-0.15010.559398
14-0.129444-1.00270.839975
150.1240180.96060.170294
16-0.1507-1.16730.876149

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.224949 & 1.7424 & 0.043277 \tabularnewline
2 & -0.003033 & -0.0235 & 0.509332 \tabularnewline
3 & 0.369063 & 2.8587 & 0.00292 \tabularnewline
4 & 0.05152 & 0.3991 & 0.345628 \tabularnewline
5 & 0.178696 & 1.3842 & 0.085716 \tabularnewline
6 & 0.516584 & 4.0014 & 8.8e-05 \tabularnewline
7 & 0.122743 & 0.9508 & 0.17277 \tabularnewline
8 & 0.041713 & 0.3231 & 0.373869 \tabularnewline
9 & 0.228469 & 1.7697 & 0.040928 \tabularnewline
10 & -0.219192 & -1.6979 & 0.952642 \tabularnewline
11 & 0.033555 & 0.2599 & 0.39791 \tabularnewline
12 & 0.568115 & 4.4006 & 2.3e-05 \tabularnewline
13 & -0.019376 & -0.1501 & 0.559398 \tabularnewline
14 & -0.129444 & -1.0027 & 0.839975 \tabularnewline
15 & 0.124018 & 0.9606 & 0.170294 \tabularnewline
16 & -0.1507 & -1.1673 & 0.876149 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2296&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.224949[/C][C]1.7424[/C][C]0.043277[/C][/ROW]
[ROW][C]2[/C][C]-0.003033[/C][C]-0.0235[/C][C]0.509332[/C][/ROW]
[ROW][C]3[/C][C]0.369063[/C][C]2.8587[/C][C]0.00292[/C][/ROW]
[ROW][C]4[/C][C]0.05152[/C][C]0.3991[/C][C]0.345628[/C][/ROW]
[ROW][C]5[/C][C]0.178696[/C][C]1.3842[/C][C]0.085716[/C][/ROW]
[ROW][C]6[/C][C]0.516584[/C][C]4.0014[/C][C]8.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.122743[/C][C]0.9508[/C][C]0.17277[/C][/ROW]
[ROW][C]8[/C][C]0.041713[/C][C]0.3231[/C][C]0.373869[/C][/ROW]
[ROW][C]9[/C][C]0.228469[/C][C]1.7697[/C][C]0.040928[/C][/ROW]
[ROW][C]10[/C][C]-0.219192[/C][C]-1.6979[/C][C]0.952642[/C][/ROW]
[ROW][C]11[/C][C]0.033555[/C][C]0.2599[/C][C]0.39791[/C][/ROW]
[ROW][C]12[/C][C]0.568115[/C][C]4.4006[/C][C]2.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.019376[/C][C]-0.1501[/C][C]0.559398[/C][/ROW]
[ROW][C]14[/C][C]-0.129444[/C][C]-1.0027[/C][C]0.839975[/C][/ROW]
[ROW][C]15[/C][C]0.124018[/C][C]0.9606[/C][C]0.170294[/C][/ROW]
[ROW][C]16[/C][C]-0.1507[/C][C]-1.1673[/C][C]0.876149[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2296&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2296&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
017.7460
10.2249491.74240.043277
2-0.003033-0.02350.509332
30.3690632.85870.00292
40.051520.39910.345628
50.1786961.38420.085716
60.5165844.00148.8e-05
70.1227430.95080.17277
80.0417130.32310.373869
90.2284691.76970.040928
10-0.219192-1.69790.952642
110.0335550.25990.39791
120.5681154.40062.3e-05
13-0.019376-0.15010.559398
14-0.129444-1.00270.839975
150.1240180.96060.170294
16-0.1507-1.16730.876149






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2249491.74240.043277
1-0.056494-0.43760.668375
20.4041683.13070.001347
3-0.171762-1.33050.905799
40.3483362.69820.00452
50.2907692.25230.013988
60.0083920.0650.474192
7-0.00972-0.07530.529882
8-0.037139-0.28770.612708
9-0.444147-3.44030.999468
100.1202420.93140.177692
110.385542.98640.002041
12-0.171027-1.32480.904864
13-0.107907-0.83580.796719
14-0.086541-0.67030.747394
150.1074470.83230.204275
16-0.061889-0.47940.683297

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.224949 & 1.7424 & 0.043277 \tabularnewline
1 & -0.056494 & -0.4376 & 0.668375 \tabularnewline
2 & 0.404168 & 3.1307 & 0.001347 \tabularnewline
3 & -0.171762 & -1.3305 & 0.905799 \tabularnewline
4 & 0.348336 & 2.6982 & 0.00452 \tabularnewline
5 & 0.290769 & 2.2523 & 0.013988 \tabularnewline
6 & 0.008392 & 0.065 & 0.474192 \tabularnewline
7 & -0.00972 & -0.0753 & 0.529882 \tabularnewline
8 & -0.037139 & -0.2877 & 0.612708 \tabularnewline
9 & -0.444147 & -3.4403 & 0.999468 \tabularnewline
10 & 0.120242 & 0.9314 & 0.177692 \tabularnewline
11 & 0.38554 & 2.9864 & 0.002041 \tabularnewline
12 & -0.171027 & -1.3248 & 0.904864 \tabularnewline
13 & -0.107907 & -0.8358 & 0.796719 \tabularnewline
14 & -0.086541 & -0.6703 & 0.747394 \tabularnewline
15 & 0.107447 & 0.8323 & 0.204275 \tabularnewline
16 & -0.061889 & -0.4794 & 0.683297 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2296&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]0.224949[/C][C]1.7424[/C][C]0.043277[/C][/ROW]
[ROW][C]1[/C][C]-0.056494[/C][C]-0.4376[/C][C]0.668375[/C][/ROW]
[ROW][C]2[/C][C]0.404168[/C][C]3.1307[/C][C]0.001347[/C][/ROW]
[ROW][C]3[/C][C]-0.171762[/C][C]-1.3305[/C][C]0.905799[/C][/ROW]
[ROW][C]4[/C][C]0.348336[/C][C]2.6982[/C][C]0.00452[/C][/ROW]
[ROW][C]5[/C][C]0.290769[/C][C]2.2523[/C][C]0.013988[/C][/ROW]
[ROW][C]6[/C][C]0.008392[/C][C]0.065[/C][C]0.474192[/C][/ROW]
[ROW][C]7[/C][C]-0.00972[/C][C]-0.0753[/C][C]0.529882[/C][/ROW]
[ROW][C]8[/C][C]-0.037139[/C][C]-0.2877[/C][C]0.612708[/C][/ROW]
[ROW][C]9[/C][C]-0.444147[/C][C]-3.4403[/C][C]0.999468[/C][/ROW]
[ROW][C]10[/C][C]0.120242[/C][C]0.9314[/C][C]0.177692[/C][/ROW]
[ROW][C]11[/C][C]0.38554[/C][C]2.9864[/C][C]0.002041[/C][/ROW]
[ROW][C]12[/C][C]-0.171027[/C][C]-1.3248[/C][C]0.904864[/C][/ROW]
[ROW][C]13[/C][C]-0.107907[/C][C]-0.8358[/C][C]0.796719[/C][/ROW]
[ROW][C]14[/C][C]-0.086541[/C][C]-0.6703[/C][C]0.747394[/C][/ROW]
[ROW][C]15[/C][C]0.107447[/C][C]0.8323[/C][C]0.204275[/C][/ROW]
[ROW][C]16[/C][C]-0.061889[/C][C]-0.4794[/C][C]0.683297[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2296&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2296&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
00.2249491.74240.043277
1-0.056494-0.43760.668375
20.4041683.13070.001347
3-0.171762-1.33050.905799
40.3483362.69820.00452
50.2907692.25230.013988
60.0083920.0650.474192
7-0.00972-0.07530.529882
8-0.037139-0.28770.612708
9-0.444147-3.44030.999468
100.1202420.93140.177692
110.385542.98640.002041
12-0.171027-1.32480.904864
13-0.107907-0.83580.796719
14-0.086541-0.67030.747394
150.1074470.83230.204275
16-0.061889-0.47940.683297


Figures (Output of Computation)

Input Parameters & R Code

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 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')