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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 computationThu, 06 Dec 2007 05:50:06 -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/06/t1196945271jg9pm0eynpka9mf.htm/, Retrieved Fri, 03 May 2024 14:25:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2584, Retrieved Fri, 03 May 2024 14:25:51 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact217

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] [Workshop4-vraag1] [2007-12-06 12:50:06] [bad81931077d8a4f1668ce1551154583] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
139.9
135.6
126.8
134.4
113.5
107.5
133.8
119
125.9
130.1
114.2
111.6
131.2
124.1
127.1
123.4
100.7
100.3
121.6
110.5
110.3
122.7
102.6
101.8
113.6
107.2
116.8
112.5
89
95.2
110.6
102.6
106.4
112.7
103.2
104.2
111.3
115.7
111.6
112.2
92.2
97.1
108.1
107.2
107.2
110.3
97.6
100.6
102.8
105.3
109.5
105.7
93.7
91.7
111.6
109.2
101.2
114.3
100.9
106
109
110.4
110.7
105.7
89.6
83.1
103.5
104.8
93.5
106.7
93.7
84.7
99.2
91.9
94.9
94.1
80.8
72.6
94
80
85.4

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=2584&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=2584&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2584&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
0190
10.6162825.54650
20.4350983.91599.3e-05
30.5180894.66286e-06
40.3139832.82580.002968
50.3929363.53640.000337
60.5912275.3210
70.3410083.06910.00146
80.2530772.27770.01269
90.300612.70550.004156
100.1272711.14540.127701
110.2499092.24920.013608
120.4789914.31092.3e-05
130.2129251.91630.029426
140.0689740.62080.268248
150.1204781.08430.140724
16-0.034216-0.30790.620543
170.0400890.36080.359595
180.2063821.85740.033442

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9 & 0 \tabularnewline
1 & 0.616282 & 5.5465 & 0 \tabularnewline
2 & 0.435098 & 3.9159 & 9.3e-05 \tabularnewline
3 & 0.518089 & 4.6628 & 6e-06 \tabularnewline
4 & 0.313983 & 2.8258 & 0.002968 \tabularnewline
5 & 0.392936 & 3.5364 & 0.000337 \tabularnewline
6 & 0.591227 & 5.321 & 0 \tabularnewline
7 & 0.341008 & 3.0691 & 0.00146 \tabularnewline
8 & 0.253077 & 2.2777 & 0.01269 \tabularnewline
9 & 0.30061 & 2.7055 & 0.004156 \tabularnewline
10 & 0.127271 & 1.1454 & 0.127701 \tabularnewline
11 & 0.249909 & 2.2492 & 0.013608 \tabularnewline
12 & 0.478991 & 4.3109 & 2.3e-05 \tabularnewline
13 & 0.212925 & 1.9163 & 0.029426 \tabularnewline
14 & 0.068974 & 0.6208 & 0.268248 \tabularnewline
15 & 0.120478 & 1.0843 & 0.140724 \tabularnewline
16 & -0.034216 & -0.3079 & 0.620543 \tabularnewline
17 & 0.040089 & 0.3608 & 0.359595 \tabularnewline
18 & 0.206382 & 1.8574 & 0.033442 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2584&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]9[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.616282[/C][C]5.5465[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.435098[/C][C]3.9159[/C][C]9.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.518089[/C][C]4.6628[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]0.313983[/C][C]2.8258[/C][C]0.002968[/C][/ROW]
[ROW][C]5[/C][C]0.392936[/C][C]3.5364[/C][C]0.000337[/C][/ROW]
[ROW][C]6[/C][C]0.591227[/C][C]5.321[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.341008[/C][C]3.0691[/C][C]0.00146[/C][/ROW]
[ROW][C]8[/C][C]0.253077[/C][C]2.2777[/C][C]0.01269[/C][/ROW]
[ROW][C]9[/C][C]0.30061[/C][C]2.7055[/C][C]0.004156[/C][/ROW]
[ROW][C]10[/C][C]0.127271[/C][C]1.1454[/C][C]0.127701[/C][/ROW]
[ROW][C]11[/C][C]0.249909[/C][C]2.2492[/C][C]0.013608[/C][/ROW]
[ROW][C]12[/C][C]0.478991[/C][C]4.3109[/C][C]2.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.212925[/C][C]1.9163[/C][C]0.029426[/C][/ROW]
[ROW][C]14[/C][C]0.068974[/C][C]0.6208[/C][C]0.268248[/C][/ROW]
[ROW][C]15[/C][C]0.120478[/C][C]1.0843[/C][C]0.140724[/C][/ROW]
[ROW][C]16[/C][C]-0.034216[/C][C]-0.3079[/C][C]0.620543[/C][/ROW]
[ROW][C]17[/C][C]0.040089[/C][C]0.3608[/C][C]0.359595[/C][/ROW]
[ROW][C]18[/C][C]0.206382[/C][C]1.8574[/C][C]0.033442[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2584&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2584&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
0190
10.6162825.54650
20.4350983.91599.3e-05
30.5180894.66286e-06
40.3139832.82580.002968
50.3929363.53640.000337
60.5912275.3210
70.3410083.06910.00146
80.2530772.27770.01269
90.300612.70550.004156
100.1272711.14540.127701
110.2499092.24920.013608
120.4789914.31092.3e-05
130.2129251.91630.029426
140.0689740.62080.268248
150.1204781.08430.140724
16-0.034216-0.30790.620543
170.0400890.36080.359595
180.2063821.85740.033442






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.6162825.54650
10.0891550.80240.212335
20.3557923.20210.000975
3-0.244831-2.20350.9848
40.4162243.7460.000168
50.2299072.06920.02086
6-0.257545-2.31790.988511
7-0.050218-0.4520.673748
8-0.039453-0.35510.638272
9-0.01587-0.14280.55661
100.190361.71320.045247
110.2405852.16530.016655
12-0.341369-3.07230.998554
13-0.250741-2.25670.986639
140.0470990.42390.336383
150.1078740.97090.167253
16-0.050074-0.45070.673282
17-0.104065-0.93660.824121
180.0565280.50870.306156

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.616282 & 5.5465 & 0 \tabularnewline
1 & 0.089155 & 0.8024 & 0.212335 \tabularnewline
2 & 0.355792 & 3.2021 & 0.000975 \tabularnewline
3 & -0.244831 & -2.2035 & 0.9848 \tabularnewline
4 & 0.416224 & 3.746 & 0.000168 \tabularnewline
5 & 0.229907 & 2.0692 & 0.02086 \tabularnewline
6 & -0.257545 & -2.3179 & 0.988511 \tabularnewline
7 & -0.050218 & -0.452 & 0.673748 \tabularnewline
8 & -0.039453 & -0.3551 & 0.638272 \tabularnewline
9 & -0.01587 & -0.1428 & 0.55661 \tabularnewline
10 & 0.19036 & 1.7132 & 0.045247 \tabularnewline
11 & 0.240585 & 2.1653 & 0.016655 \tabularnewline
12 & -0.341369 & -3.0723 & 0.998554 \tabularnewline
13 & -0.250741 & -2.2567 & 0.986639 \tabularnewline
14 & 0.047099 & 0.4239 & 0.336383 \tabularnewline
15 & 0.107874 & 0.9709 & 0.167253 \tabularnewline
16 & -0.050074 & -0.4507 & 0.673282 \tabularnewline
17 & -0.104065 & -0.9366 & 0.824121 \tabularnewline
18 & 0.056528 & 0.5087 & 0.306156 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2584&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]0.616282[/C][C]5.5465[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.089155[/C][C]0.8024[/C][C]0.212335[/C][/ROW]
[ROW][C]2[/C][C]0.355792[/C][C]3.2021[/C][C]0.000975[/C][/ROW]
[ROW][C]3[/C][C]-0.244831[/C][C]-2.2035[/C][C]0.9848[/C][/ROW]
[ROW][C]4[/C][C]0.416224[/C][C]3.746[/C][C]0.000168[/C][/ROW]
[ROW][C]5[/C][C]0.229907[/C][C]2.0692[/C][C]0.02086[/C][/ROW]
[ROW][C]6[/C][C]-0.257545[/C][C]-2.3179[/C][C]0.988511[/C][/ROW]
[ROW][C]7[/C][C]-0.050218[/C][C]-0.452[/C][C]0.673748[/C][/ROW]
[ROW][C]8[/C][C]-0.039453[/C][C]-0.3551[/C][C]0.638272[/C][/ROW]
[ROW][C]9[/C][C]-0.01587[/C][C]-0.1428[/C][C]0.55661[/C][/ROW]
[ROW][C]10[/C][C]0.19036[/C][C]1.7132[/C][C]0.045247[/C][/ROW]
[ROW][C]11[/C][C]0.240585[/C][C]2.1653[/C][C]0.016655[/C][/ROW]
[ROW][C]12[/C][C]-0.341369[/C][C]-3.0723[/C][C]0.998554[/C][/ROW]
[ROW][C]13[/C][C]-0.250741[/C][C]-2.2567[/C][C]0.986639[/C][/ROW]
[ROW][C]14[/C][C]0.047099[/C][C]0.4239[/C][C]0.336383[/C][/ROW]
[ROW][C]15[/C][C]0.107874[/C][C]0.9709[/C][C]0.167253[/C][/ROW]
[ROW][C]16[/C][C]-0.050074[/C][C]-0.4507[/C][C]0.673282[/C][/ROW]
[ROW][C]17[/C][C]-0.104065[/C][C]-0.9366[/C][C]0.824121[/C][/ROW]
[ROW][C]18[/C][C]0.056528[/C][C]0.5087[/C][C]0.306156[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2584&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2584&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
00.6162825.54650
10.0891550.80240.212335
20.3557923.20210.000975
3-0.244831-2.20350.9848
40.4162243.7460.000168
50.2299072.06920.02086
6-0.257545-2.31790.988511
7-0.050218-0.4520.673748
8-0.039453-0.35510.638272
9-0.01587-0.14280.55661
100.190361.71320.045247
110.2405852.16530.016655
12-0.341369-3.07230.998554
13-0.250741-2.25670.986639
140.0470990.42390.336383
150.1078740.97090.167253
16-0.050074-0.45070.673282
17-0.104065-0.93660.824121
180.0565280.50870.306156


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')