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

Thu, 06 Dec 2007 08:49:51 -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/2007/Dec/06/t1196955549q6uacftl9takjvy.htm/, Retrieved Fri, 03 May 2024 14:02:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2669, Retrieved Fri, 03 May 2024 14:02:45 +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

180

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

-       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2007-12-06 15:49:51] [9bb499d88394279c02e6a8b8cf177cf7] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of compuational 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 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=2669&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=2669&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2669&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 compuational 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
0	1	8.3066	0
1	-0.069683	-0.5788	0.717705
2	-0.10499	-0.8721	0.806914
3	-0.017748	-0.1474	0.558388
4	-0.005465	-0.0454	0.518039
5	0.065007	0.54	0.295472
6	-0.192388	-1.5981	0.942705
7	0.057204	0.4752	0.318082
8	-0.222326	-1.8468	0.965466
9	-0.173679	-1.4427	0.923184
10	0.145292	1.2069	0.115799
11	0.245956	2.0431	0.022434
12	0.00498	0.0414	0.483563
13	-0.146992	-1.221	0.88688
14	-0.002136	-0.0177	0.507053
15	0.096518	0.8017	0.212728
16	-0.057457	-0.4773	0.682661
17	-0.104941	-0.8717	0.806804

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.3066 & 0 \tabularnewline
1 & -0.069683 & -0.5788 & 0.717705 \tabularnewline
2 & -0.10499 & -0.8721 & 0.806914 \tabularnewline
3 & -0.017748 & -0.1474 & 0.558388 \tabularnewline
4 & -0.005465 & -0.0454 & 0.518039 \tabularnewline
5 & 0.065007 & 0.54 & 0.295472 \tabularnewline
6 & -0.192388 & -1.5981 & 0.942705 \tabularnewline
7 & 0.057204 & 0.4752 & 0.318082 \tabularnewline
8 & -0.222326 & -1.8468 & 0.965466 \tabularnewline
9 & -0.173679 & -1.4427 & 0.923184 \tabularnewline
10 & 0.145292 & 1.2069 & 0.115799 \tabularnewline
11 & 0.245956 & 2.0431 & 0.022434 \tabularnewline
12 & 0.00498 & 0.0414 & 0.483563 \tabularnewline
13 & -0.146992 & -1.221 & 0.88688 \tabularnewline
14 & -0.002136 & -0.0177 & 0.507053 \tabularnewline
15 & 0.096518 & 0.8017 & 0.212728 \tabularnewline
16 & -0.057457 & -0.4773 & 0.682661 \tabularnewline
17 & -0.104941 & -0.8717 & 0.806804 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2669&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]8.3066[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.069683[/C][C]-0.5788[/C][C]0.717705[/C][/ROW]
[ROW][C]2[/C][C]-0.10499[/C][C]-0.8721[/C][C]0.806914[/C][/ROW]
[ROW][C]3[/C][C]-0.017748[/C][C]-0.1474[/C][C]0.558388[/C][/ROW]
[ROW][C]4[/C][C]-0.005465[/C][C]-0.0454[/C][C]0.518039[/C][/ROW]
[ROW][C]5[/C][C]0.065007[/C][C]0.54[/C][C]0.295472[/C][/ROW]
[ROW][C]6[/C][C]-0.192388[/C][C]-1.5981[/C][C]0.942705[/C][/ROW]
[ROW][C]7[/C][C]0.057204[/C][C]0.4752[/C][C]0.318082[/C][/ROW]
[ROW][C]8[/C][C]-0.222326[/C][C]-1.8468[/C][C]0.965466[/C][/ROW]
[ROW][C]9[/C][C]-0.173679[/C][C]-1.4427[/C][C]0.923184[/C][/ROW]
[ROW][C]10[/C][C]0.145292[/C][C]1.2069[/C][C]0.115799[/C][/ROW]
[ROW][C]11[/C][C]0.245956[/C][C]2.0431[/C][C]0.022434[/C][/ROW]
[ROW][C]12[/C][C]0.00498[/C][C]0.0414[/C][C]0.483563[/C][/ROW]
[ROW][C]13[/C][C]-0.146992[/C][C]-1.221[/C][C]0.88688[/C][/ROW]
[ROW][C]14[/C][C]-0.002136[/C][C]-0.0177[/C][C]0.507053[/C][/ROW]
[ROW][C]15[/C][C]0.096518[/C][C]0.8017[/C][C]0.212728[/C][/ROW]
[ROW][C]16[/C][C]-0.057457[/C][C]-0.4773[/C][C]0.682661[/C][/ROW]
[ROW][C]17[/C][C]-0.104941[/C][C]-0.8717[/C][C]0.806804[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2669&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2669&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
0	1	8.3066	0
1	-0.069683	-0.5788	0.717705
2	-0.10499	-0.8721	0.806914
3	-0.017748	-0.1474	0.558388
4	-0.005465	-0.0454	0.518039
5	0.065007	0.54	0.295472
6	-0.192388	-1.5981	0.942705
7	0.057204	0.4752	0.318082
8	-0.222326	-1.8468	0.965466
9	-0.173679	-1.4427	0.923184
10	0.145292	1.2069	0.115799
11	0.245956	2.0431	0.022434
12	0.00498	0.0414	0.483563
13	-0.146992	-1.221	0.88688
14	-0.002136	-0.0177	0.507053
15	0.096518	0.8017	0.212728
16	-0.057457	-0.4773	0.682661
17	-0.104941	-0.8717	0.806804

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.069683	-0.5788	0.717705
1	-0.110382	-0.9169	0.818805
2	-0.034143	-0.2836	0.611223
3	-0.021541	-0.1789	0.570743
4	0.058325	0.4845	0.314789
5	-0.190149	-1.5795	0.940602
6	0.044338	0.3683	0.35689
7	-0.271423	-2.2546	0.986333
8	-0.224173	-1.8621	0.966578
9	0.045983	0.382	0.35183
10	0.261118	2.169	0.016766
11	0.016762	0.1392	0.444833
12	-0.065664	-0.5454	0.706397
13	-0.116081	-0.9642	0.830854
14	-0.001424	-0.0118	0.504702
15	-0.11401	-0.947	0.826538
16	-0.13071	-1.0858	0.859318
17	-0.053852	-0.4473	0.67198

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.069683 & -0.5788 & 0.717705 \tabularnewline
1 & -0.110382 & -0.9169 & 0.818805 \tabularnewline
2 & -0.034143 & -0.2836 & 0.611223 \tabularnewline
3 & -0.021541 & -0.1789 & 0.570743 \tabularnewline
4 & 0.058325 & 0.4845 & 0.314789 \tabularnewline
5 & -0.190149 & -1.5795 & 0.940602 \tabularnewline
6 & 0.044338 & 0.3683 & 0.35689 \tabularnewline
7 & -0.271423 & -2.2546 & 0.986333 \tabularnewline
8 & -0.224173 & -1.8621 & 0.966578 \tabularnewline
9 & 0.045983 & 0.382 & 0.35183 \tabularnewline
10 & 0.261118 & 2.169 & 0.016766 \tabularnewline
11 & 0.016762 & 0.1392 & 0.444833 \tabularnewline
12 & -0.065664 & -0.5454 & 0.706397 \tabularnewline
13 & -0.116081 & -0.9642 & 0.830854 \tabularnewline
14 & -0.001424 & -0.0118 & 0.504702 \tabularnewline
15 & -0.11401 & -0.947 & 0.826538 \tabularnewline
16 & -0.13071 & -1.0858 & 0.859318 \tabularnewline
17 & -0.053852 & -0.4473 & 0.67198 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2669&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]-0.069683[/C][C]-0.5788[/C][C]0.717705[/C][/ROW]
[ROW][C]1[/C][C]-0.110382[/C][C]-0.9169[/C][C]0.818805[/C][/ROW]
[ROW][C]2[/C][C]-0.034143[/C][C]-0.2836[/C][C]0.611223[/C][/ROW]
[ROW][C]3[/C][C]-0.021541[/C][C]-0.1789[/C][C]0.570743[/C][/ROW]
[ROW][C]4[/C][C]0.058325[/C][C]0.4845[/C][C]0.314789[/C][/ROW]
[ROW][C]5[/C][C]-0.190149[/C][C]-1.5795[/C][C]0.940602[/C][/ROW]
[ROW][C]6[/C][C]0.044338[/C][C]0.3683[/C][C]0.35689[/C][/ROW]
[ROW][C]7[/C][C]-0.271423[/C][C]-2.2546[/C][C]0.986333[/C][/ROW]
[ROW][C]8[/C][C]-0.224173[/C][C]-1.8621[/C][C]0.966578[/C][/ROW]
[ROW][C]9[/C][C]0.045983[/C][C]0.382[/C][C]0.35183[/C][/ROW]
[ROW][C]10[/C][C]0.261118[/C][C]2.169[/C][C]0.016766[/C][/ROW]
[ROW][C]11[/C][C]0.016762[/C][C]0.1392[/C][C]0.444833[/C][/ROW]
[ROW][C]12[/C][C]-0.065664[/C][C]-0.5454[/C][C]0.706397[/C][/ROW]
[ROW][C]13[/C][C]-0.116081[/C][C]-0.9642[/C][C]0.830854[/C][/ROW]
[ROW][C]14[/C][C]-0.001424[/C][C]-0.0118[/C][C]0.504702[/C][/ROW]
[ROW][C]15[/C][C]-0.11401[/C][C]-0.947[/C][C]0.826538[/C][/ROW]
[ROW][C]16[/C][C]-0.13071[/C][C]-1.0858[/C][C]0.859318[/C][/ROW]
[ROW][C]17[/C][C]-0.053852[/C][C]-0.4473[/C][C]0.67198[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2669&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2669&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
0	-0.069683	-0.5788	0.717705
1	-0.110382	-0.9169	0.818805
2	-0.034143	-0.2836	0.611223
3	-0.021541	-0.1789	0.570743
4	0.058325	0.4845	0.314789
5	-0.190149	-1.5795	0.940602
6	0.044338	0.3683	0.35689
7	-0.271423	-2.2546	0.986333
8	-0.224173	-1.8621	0.966578
9	0.045983	0.382	0.35183
10	0.261118	2.169	0.016766
11	0.016762	0.1392	0.444833
12	-0.065664	-0.5454	0.706397
13	-0.116081	-0.9642	0.830854
14	-0.001424	-0.0118	0.504702
15	-0.11401	-0.947	0.826538
16	-0.13071	-1.0858	0.859318
17	-0.053852	-0.4473	0.67198

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code