FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationFri, 07 Dec 2007 03:41:29 -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/07/t11970233051c562e1dwa14gp7.htm/, Retrieved Sun, 28 Apr 2024 22:18:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2736, Retrieved Sun, 28 Apr 2024 22:18:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact242

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] [Autocorrelation z...] [2007-12-07 10:41:29] [ca5e0f9f346e091f4d0fe7e17f7dba21] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
101,5
126,6
93,9
89,8
93,4
101,5
110,4
105,9
108,4
113,9
86,1
69,4
101,2
100,5
98
106,6
90,1
96,9
125,9
112
100
123,9
79,8
83,4
113,6
112,9
104
109,9
99
106,3
128,9
111,1
102,9
130
87
87,5
117,6
103,4
110,8
112,6
102,5
112,4
135,6
105,1
127,7
137
91
90,5
122,4
123,3
124,3
120
118,1
119
142,7
123,6
129,6
146,9
108,7
99,4

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 4 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2736&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2736&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2736&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 time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.2645882.04950.022397
20.0093260.07220.471325
30.3320542.57210.006301
40.0096740.07490.470259
50.0564460.43720.331758
60.3755732.90920.002538
70.0362850.28110.389814
80.0382240.29610.384094
90.2381561.84470.035006
10-0.151153-1.17080.876851
110.11220.86910.194128
120.5791574.48611.7e-05
130.0699390.54170.295001
14-0.082258-0.63720.73678
150.1243450.96320.169664
16-0.147315-1.14110.870818

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.264588 & 2.0495 & 0.022397 \tabularnewline
2 & 0.009326 & 0.0722 & 0.471325 \tabularnewline
3 & 0.332054 & 2.5721 & 0.006301 \tabularnewline
4 & 0.009674 & 0.0749 & 0.470259 \tabularnewline
5 & 0.056446 & 0.4372 & 0.331758 \tabularnewline
6 & 0.375573 & 2.9092 & 0.002538 \tabularnewline
7 & 0.036285 & 0.2811 & 0.389814 \tabularnewline
8 & 0.038224 & 0.2961 & 0.384094 \tabularnewline
9 & 0.238156 & 1.8447 & 0.035006 \tabularnewline
10 & -0.151153 & -1.1708 & 0.876851 \tabularnewline
11 & 0.1122 & 0.8691 & 0.194128 \tabularnewline
12 & 0.579157 & 4.4861 & 1.7e-05 \tabularnewline
13 & 0.069939 & 0.5417 & 0.295001 \tabularnewline
14 & -0.082258 & -0.6372 & 0.73678 \tabularnewline
15 & 0.124345 & 0.9632 & 0.169664 \tabularnewline
16 & -0.147315 & -1.1411 & 0.870818 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2736&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]0.264588[/C][C]2.0495[/C][C]0.022397[/C][/ROW]
[ROW][C]2[/C][C]0.009326[/C][C]0.0722[/C][C]0.471325[/C][/ROW]
[ROW][C]3[/C][C]0.332054[/C][C]2.5721[/C][C]0.006301[/C][/ROW]
[ROW][C]4[/C][C]0.009674[/C][C]0.0749[/C][C]0.470259[/C][/ROW]
[ROW][C]5[/C][C]0.056446[/C][C]0.4372[/C][C]0.331758[/C][/ROW]
[ROW][C]6[/C][C]0.375573[/C][C]2.9092[/C][C]0.002538[/C][/ROW]
[ROW][C]7[/C][C]0.036285[/C][C]0.2811[/C][C]0.389814[/C][/ROW]
[ROW][C]8[/C][C]0.038224[/C][C]0.2961[/C][C]0.384094[/C][/ROW]
[ROW][C]9[/C][C]0.238156[/C][C]1.8447[/C][C]0.035006[/C][/ROW]
[ROW][C]10[/C][C]-0.151153[/C][C]-1.1708[/C][C]0.876851[/C][/ROW]
[ROW][C]11[/C][C]0.1122[/C][C]0.8691[/C][C]0.194128[/C][/ROW]
[ROW][C]12[/C][C]0.579157[/C][C]4.4861[/C][C]1.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.069939[/C][C]0.5417[/C][C]0.295001[/C][/ROW]
[ROW][C]14[/C][C]-0.082258[/C][C]-0.6372[/C][C]0.73678[/C][/ROW]
[ROW][C]15[/C][C]0.124345[/C][C]0.9632[/C][C]0.169664[/C][/ROW]
[ROW][C]16[/C][C]-0.147315[/C][C]-1.1411[/C][C]0.870818[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2736&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2736&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
10.2645882.04950.022397
20.0093260.07220.471325
30.3320542.57210.006301
40.0096740.07490.470259
50.0564460.43720.331758
60.3755732.90920.002538
70.0362850.28110.389814
80.0382240.29610.384094
90.2381561.84470.035006
10-0.151153-1.17080.876851
110.11220.86910.194128
120.5791574.48611.7e-05
130.0699390.54170.295001
14-0.082258-0.63720.73678
150.1243450.96320.169664
16-0.147315-1.14110.870818






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2645882.04950.022397
1-0.065249-0.50540.69244
20.3743812.89990.002604
3-0.237983-1.84340.964895
40.2417861.87290.03298
50.1792131.38820.085107
6-0.093502-0.72430.764141
70.1072760.8310.204646
8-0.006247-0.04840.519218
9-0.207327-1.6060.943232
100.3305852.56070.00649
110.363822.81810.003266
12-0.15624-1.21020.884531
13-0.211468-1.6380.946675
14-0.133527-1.03430.847426
150.0054680.04240.483178
16-0.026806-0.20760.581893

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.264588 & 2.0495 & 0.022397 \tabularnewline
1 & -0.065249 & -0.5054 & 0.69244 \tabularnewline
2 & 0.374381 & 2.8999 & 0.002604 \tabularnewline
3 & -0.237983 & -1.8434 & 0.964895 \tabularnewline
4 & 0.241786 & 1.8729 & 0.03298 \tabularnewline
5 & 0.179213 & 1.3882 & 0.085107 \tabularnewline
6 & -0.093502 & -0.7243 & 0.764141 \tabularnewline
7 & 0.107276 & 0.831 & 0.204646 \tabularnewline
8 & -0.006247 & -0.0484 & 0.519218 \tabularnewline
9 & -0.207327 & -1.606 & 0.943232 \tabularnewline
10 & 0.330585 & 2.5607 & 0.00649 \tabularnewline
11 & 0.36382 & 2.8181 & 0.003266 \tabularnewline
12 & -0.15624 & -1.2102 & 0.884531 \tabularnewline
13 & -0.211468 & -1.638 & 0.946675 \tabularnewline
14 & -0.133527 & -1.0343 & 0.847426 \tabularnewline
15 & 0.005468 & 0.0424 & 0.483178 \tabularnewline
16 & -0.026806 & -0.2076 & 0.581893 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2736&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]0.264588[/C][C]2.0495[/C][C]0.022397[/C][/ROW]
[ROW][C]1[/C][C]-0.065249[/C][C]-0.5054[/C][C]0.69244[/C][/ROW]
[ROW][C]2[/C][C]0.374381[/C][C]2.8999[/C][C]0.002604[/C][/ROW]
[ROW][C]3[/C][C]-0.237983[/C][C]-1.8434[/C][C]0.964895[/C][/ROW]
[ROW][C]4[/C][C]0.241786[/C][C]1.8729[/C][C]0.03298[/C][/ROW]
[ROW][C]5[/C][C]0.179213[/C][C]1.3882[/C][C]0.085107[/C][/ROW]
[ROW][C]6[/C][C]-0.093502[/C][C]-0.7243[/C][C]0.764141[/C][/ROW]
[ROW][C]7[/C][C]0.107276[/C][C]0.831[/C][C]0.204646[/C][/ROW]
[ROW][C]8[/C][C]-0.006247[/C][C]-0.0484[/C][C]0.519218[/C][/ROW]
[ROW][C]9[/C][C]-0.207327[/C][C]-1.606[/C][C]0.943232[/C][/ROW]
[ROW][C]10[/C][C]0.330585[/C][C]2.5607[/C][C]0.00649[/C][/ROW]
[ROW][C]11[/C][C]0.36382[/C][C]2.8181[/C][C]0.003266[/C][/ROW]
[ROW][C]12[/C][C]-0.15624[/C][C]-1.2102[/C][C]0.884531[/C][/ROW]
[ROW][C]13[/C][C]-0.211468[/C][C]-1.638[/C][C]0.946675[/C][/ROW]
[ROW][C]14[/C][C]-0.133527[/C][C]-1.0343[/C][C]0.847426[/C][/ROW]
[ROW][C]15[/C][C]0.005468[/C][C]0.0424[/C][C]0.483178[/C][/ROW]
[ROW][C]16[/C][C]-0.026806[/C][C]-0.2076[/C][C]0.581893[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2736&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2736&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
00.2645882.04950.022397
1-0.065249-0.50540.69244
20.3743812.89990.002604
3-0.237983-1.84340.964895
40.2417861.87290.03298
50.1792131.38820.085107
6-0.093502-0.72430.764141
70.1072760.8310.204646
8-0.006247-0.04840.519218
9-0.207327-1.6060.943232
100.3305852.56070.00649
110.363822.81810.003266
12-0.15624-1.21020.884531
13-0.211468-1.6380.946675
14-0.133527-1.03430.847426
150.0054680.04240.483178
16-0.026806-0.20760.581893


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1.0 ; 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')