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

Fri, 07 Dec 2007 04:43:24 -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/07/t1197027045qwxox3xjd6ql0rv.htm/, Retrieved Mon, 29 Apr 2024 05:51:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2762, Retrieved Mon, 29 Apr 2024 05:51:40 +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

PAF-25

Estimated Impact

226

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

-       [(Partial) Autocorrelation Function] [autocorrelation f...] [2007-12-07 11:43:24] [65108f21b143a71c6470aac06bd65b08] [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	2 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 & 2 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=2762&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]2 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=2762&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2762&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4853	0
1	0.316265	2.6836	0.004515
2	-0.1018	-0.8638	0.804717
3	-0.281545	-2.389	0.990241
4	-0.254244	-2.1573	0.982841
5	-0.079129	-0.6714	0.747952
6	-0.013355	-0.1133	0.544955
7	-0.077063	-0.6539	0.742372
8	-0.307474	-2.609	0.994482
9	-0.304034	-2.5798	0.994037
10	-0.079666	-0.676	0.749393
11	0.283521	2.4058	0.009354
12	0.813004	6.8986	0
13	0.254976	2.1635	0.01691
14	-0.083706	-0.7103	0.760085
15	-0.248574	-2.1092	0.980798
16	-0.211711	-1.7964	0.961689
17	-0.062362	-0.5292	0.700837

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.316265 & 2.6836 & 0.004515 \tabularnewline
2 & -0.1018 & -0.8638 & 0.804717 \tabularnewline
3 & -0.281545 & -2.389 & 0.990241 \tabularnewline
4 & -0.254244 & -2.1573 & 0.982841 \tabularnewline
5 & -0.079129 & -0.6714 & 0.747952 \tabularnewline
6 & -0.013355 & -0.1133 & 0.544955 \tabularnewline
7 & -0.077063 & -0.6539 & 0.742372 \tabularnewline
8 & -0.307474 & -2.609 & 0.994482 \tabularnewline
9 & -0.304034 & -2.5798 & 0.994037 \tabularnewline
10 & -0.079666 & -0.676 & 0.749393 \tabularnewline
11 & 0.283521 & 2.4058 & 0.009354 \tabularnewline
12 & 0.813004 & 6.8986 & 0 \tabularnewline
13 & 0.254976 & 2.1635 & 0.01691 \tabularnewline
14 & -0.083706 & -0.7103 & 0.760085 \tabularnewline
15 & -0.248574 & -2.1092 & 0.980798 \tabularnewline
16 & -0.211711 & -1.7964 & 0.961689 \tabularnewline
17 & -0.062362 & -0.5292 & 0.700837 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2762&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.316265[/C][C]2.6836[/C][C]0.004515[/C][/ROW]
[ROW][C]2[/C][C]-0.1018[/C][C]-0.8638[/C][C]0.804717[/C][/ROW]
[ROW][C]3[/C][C]-0.281545[/C][C]-2.389[/C][C]0.990241[/C][/ROW]
[ROW][C]4[/C][C]-0.254244[/C][C]-2.1573[/C][C]0.982841[/C][/ROW]
[ROW][C]5[/C][C]-0.079129[/C][C]-0.6714[/C][C]0.747952[/C][/ROW]
[ROW][C]6[/C][C]-0.013355[/C][C]-0.1133[/C][C]0.544955[/C][/ROW]
[ROW][C]7[/C][C]-0.077063[/C][C]-0.6539[/C][C]0.742372[/C][/ROW]
[ROW][C]8[/C][C]-0.307474[/C][C]-2.609[/C][C]0.994482[/C][/ROW]
[ROW][C]9[/C][C]-0.304034[/C][C]-2.5798[/C][C]0.994037[/C][/ROW]
[ROW][C]10[/C][C]-0.079666[/C][C]-0.676[/C][C]0.749393[/C][/ROW]
[ROW][C]11[/C][C]0.283521[/C][C]2.4058[/C][C]0.009354[/C][/ROW]
[ROW][C]12[/C][C]0.813004[/C][C]6.8986[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.254976[/C][C]2.1635[/C][C]0.01691[/C][/ROW]
[ROW][C]14[/C][C]-0.083706[/C][C]-0.7103[/C][C]0.760085[/C][/ROW]
[ROW][C]15[/C][C]-0.248574[/C][C]-2.1092[/C][C]0.980798[/C][/ROW]
[ROW][C]16[/C][C]-0.211711[/C][C]-1.7964[/C][C]0.961689[/C][/ROW]
[ROW][C]17[/C][C]-0.062362[/C][C]-0.5292[/C][C]0.700837[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2762&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2762&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	8.4853	0
1	0.316265	2.6836	0.004515
2	-0.1018	-0.8638	0.804717
3	-0.281545	-2.389	0.990241
4	-0.254244	-2.1573	0.982841
5	-0.079129	-0.6714	0.747952
6	-0.013355	-0.1133	0.544955
7	-0.077063	-0.6539	0.742372
8	-0.307474	-2.609	0.994482
9	-0.304034	-2.5798	0.994037
10	-0.079666	-0.676	0.749393
11	0.283521	2.4058	0.009354
12	0.813004	6.8986	0
13	0.254976	2.1635	0.01691
14	-0.083706	-0.7103	0.760085
15	-0.248574	-2.1092	0.980798
16	-0.211711	-1.7964	0.961689
17	-0.062362	-0.5292	0.700837

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.316265	2.6836	0.004515
1	-0.224255	-1.9029	0.969471
2	-0.200306	-1.6997	0.953244
3	-0.133423	-1.1321	0.869332
4	-0.023903	-0.2028	0.580078
5	-0.101525	-0.8615	0.80408
6	-0.174644	-1.4819	0.928635
7	-0.393026	-3.3349	0.999324
8	-0.327425	-2.7783	0.996518
9	-0.286958	-2.4349	0.991313
10	-0.085005	-0.7213	0.763467
11	0.660673	5.606	0
12	-0.270174	-2.2925	0.987599
13	0.071721	0.6086	0.27236
14	-0.107247	-0.91	0.817076
15	-0.084975	-0.721	0.763389
16	-0.05663	-0.4805	0.683845
17	-0.146646	-1.2443	0.891293

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.316265 & 2.6836 & 0.004515 \tabularnewline
1 & -0.224255 & -1.9029 & 0.969471 \tabularnewline
2 & -0.200306 & -1.6997 & 0.953244 \tabularnewline
3 & -0.133423 & -1.1321 & 0.869332 \tabularnewline
4 & -0.023903 & -0.2028 & 0.580078 \tabularnewline
5 & -0.101525 & -0.8615 & 0.80408 \tabularnewline
6 & -0.174644 & -1.4819 & 0.928635 \tabularnewline
7 & -0.393026 & -3.3349 & 0.999324 \tabularnewline
8 & -0.327425 & -2.7783 & 0.996518 \tabularnewline
9 & -0.286958 & -2.4349 & 0.991313 \tabularnewline
10 & -0.085005 & -0.7213 & 0.763467 \tabularnewline
11 & 0.660673 & 5.606 & 0 \tabularnewline
12 & -0.270174 & -2.2925 & 0.987599 \tabularnewline
13 & 0.071721 & 0.6086 & 0.27236 \tabularnewline
14 & -0.107247 & -0.91 & 0.817076 \tabularnewline
15 & -0.084975 & -0.721 & 0.763389 \tabularnewline
16 & -0.05663 & -0.4805 & 0.683845 \tabularnewline
17 & -0.146646 & -1.2443 & 0.891293 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2762&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]0.316265[/C][C]2.6836[/C][C]0.004515[/C][/ROW]
[ROW][C]1[/C][C]-0.224255[/C][C]-1.9029[/C][C]0.969471[/C][/ROW]
[ROW][C]2[/C][C]-0.200306[/C][C]-1.6997[/C][C]0.953244[/C][/ROW]
[ROW][C]3[/C][C]-0.133423[/C][C]-1.1321[/C][C]0.869332[/C][/ROW]
[ROW][C]4[/C][C]-0.023903[/C][C]-0.2028[/C][C]0.580078[/C][/ROW]
[ROW][C]5[/C][C]-0.101525[/C][C]-0.8615[/C][C]0.80408[/C][/ROW]
[ROW][C]6[/C][C]-0.174644[/C][C]-1.4819[/C][C]0.928635[/C][/ROW]
[ROW][C]7[/C][C]-0.393026[/C][C]-3.3349[/C][C]0.999324[/C][/ROW]
[ROW][C]8[/C][C]-0.327425[/C][C]-2.7783[/C][C]0.996518[/C][/ROW]
[ROW][C]9[/C][C]-0.286958[/C][C]-2.4349[/C][C]0.991313[/C][/ROW]
[ROW][C]10[/C][C]-0.085005[/C][C]-0.7213[/C][C]0.763467[/C][/ROW]
[ROW][C]11[/C][C]0.660673[/C][C]5.606[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]-0.270174[/C][C]-2.2925[/C][C]0.987599[/C][/ROW]
[ROW][C]13[/C][C]0.071721[/C][C]0.6086[/C][C]0.27236[/C][/ROW]
[ROW][C]14[/C][C]-0.107247[/C][C]-0.91[/C][C]0.817076[/C][/ROW]
[ROW][C]15[/C][C]-0.084975[/C][C]-0.721[/C][C]0.763389[/C][/ROW]
[ROW][C]16[/C][C]-0.05663[/C][C]-0.4805[/C][C]0.683845[/C][/ROW]
[ROW][C]17[/C][C]-0.146646[/C][C]-1.2443[/C][C]0.891293[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2762&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2762&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	0.316265	2.6836	0.004515
1	-0.224255	-1.9029	0.969471
2	-0.200306	-1.6997	0.953244
3	-0.133423	-1.1321	0.869332
4	-0.023903	-0.2028	0.580078
5	-0.101525	-0.8615	0.80408
6	-0.174644	-1.4819	0.928635
7	-0.393026	-3.3349	0.999324
8	-0.327425	-2.7783	0.996518
9	-0.286958	-2.4349	0.991313
10	-0.085005	-0.7213	0.763467
11	0.660673	5.606	0
12	-0.270174	-2.2925	0.987599
13	0.071721	0.6086	0.27236
14	-0.107247	-0.91	0.817076
15	-0.084975	-0.721	0.763389
16	-0.05663	-0.4805	0.683845
17	-0.146646	-1.2443	0.891293

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