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

Tue, 11 Dec 2007 12:28:52 -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/11/t1197400445z65oxasqa1k2sdi.htm/, Retrieved Sun, 28 Apr 2024 19:45:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3161, Retrieved Sun, 28 Apr 2024 19:45:57 +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

207

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

-       [(Partial) Autocorrelation Function] [Inducing stationa...] [2007-12-11 19:28:52] [578856645eee7b4b8f74dcf589866e9b] [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=3161&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=3161&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3161&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	8.4853	0
1	0.962566	8.1676	0
2	0.918133	7.7906	0
3	0.878839	7.4572	0
4	0.839551	7.1238	0
5	0.793796	6.7356	0
6	0.745874	6.329	0
7	0.703055	5.9656	0
8	0.66258	5.6222	0
9	0.62671	5.3178	1e-06
10	0.589333	5.0007	2e-06
11	0.547891	4.649	7e-06
12	0.502842	4.2668	3e-05
13	0.45986	3.902	0.000106
14	0.416225	3.5318	0.000362
15	0.369702	3.137	0.001236
16	0.323326	2.7435	0.003833
17	0.283355	2.4043	0.009388

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.962566 & 8.1676 & 0 \tabularnewline
2 & 0.918133 & 7.7906 & 0 \tabularnewline
3 & 0.878839 & 7.4572 & 0 \tabularnewline
4 & 0.839551 & 7.1238 & 0 \tabularnewline
5 & 0.793796 & 6.7356 & 0 \tabularnewline
6 & 0.745874 & 6.329 & 0 \tabularnewline
7 & 0.703055 & 5.9656 & 0 \tabularnewline
8 & 0.66258 & 5.6222 & 0 \tabularnewline
9 & 0.62671 & 5.3178 & 1e-06 \tabularnewline
10 & 0.589333 & 5.0007 & 2e-06 \tabularnewline
11 & 0.547891 & 4.649 & 7e-06 \tabularnewline
12 & 0.502842 & 4.2668 & 3e-05 \tabularnewline
13 & 0.45986 & 3.902 & 0.000106 \tabularnewline
14 & 0.416225 & 3.5318 & 0.000362 \tabularnewline
15 & 0.369702 & 3.137 & 0.001236 \tabularnewline
16 & 0.323326 & 2.7435 & 0.003833 \tabularnewline
17 & 0.283355 & 2.4043 & 0.009388 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3161&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]0.962566[/C][C]8.1676[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.918133[/C][C]7.7906[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.878839[/C][C]7.4572[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.839551[/C][C]7.1238[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.793796[/C][C]6.7356[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.745874[/C][C]6.329[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.703055[/C][C]5.9656[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.66258[/C][C]5.6222[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.62671[/C][C]5.3178[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.589333[/C][C]5.0007[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.547891[/C][C]4.649[/C][C]7e-06[/C][/ROW]
[ROW][C]12[/C][C]0.502842[/C][C]4.2668[/C][C]3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.45986[/C][C]3.902[/C][C]0.000106[/C][/ROW]
[ROW][C]14[/C][C]0.416225[/C][C]3.5318[/C][C]0.000362[/C][/ROW]
[ROW][C]15[/C][C]0.369702[/C][C]3.137[/C][C]0.001236[/C][/ROW]
[ROW][C]16[/C][C]0.323326[/C][C]2.7435[/C][C]0.003833[/C][/ROW]
[ROW][C]17[/C][C]0.283355[/C][C]2.4043[/C][C]0.009388[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3161&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3161&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	0.962566	8.1676	0
2	0.918133	7.7906	0
3	0.878839	7.4572	0
4	0.839551	7.1238	0
5	0.793796	6.7356	0
6	0.745874	6.329	0
7	0.703055	5.9656	0
8	0.66258	5.6222	0
9	0.62671	5.3178	1e-06
10	0.589333	5.0007	2e-06
11	0.547891	4.649	7e-06
12	0.502842	4.2668	3e-05
13	0.45986	3.902	0.000106
14	0.416225	3.5318	0.000362
15	0.369702	3.137	0.001236
16	0.323326	2.7435	0.003833
17	0.283355	2.4043	0.009388

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.962566	8.1676	0
1	-0.11435	-0.9703	0.832425
2	0.05636	0.4782	0.316967
3	-0.035204	-0.2987	0.616991
4	-0.104149	-0.8837	0.81011
5	-0.039802	-0.3377	0.631727
6	0.036045	0.3059	0.380301
7	-0.008101	-0.0687	0.527305
8	0.051398	0.4361	0.332024
9	-0.050146	-0.4255	0.66413
10	-0.077416	-0.6569	0.743329
11	-0.077823	-0.6604	0.744432
12	-0.006513	-0.0553	0.521961
13	-0.047	-0.3988	0.654393
14	-0.045577	-0.3867	0.649953
15	-0.017373	-0.1474	0.558391
16	0.046649	0.3958	0.3467
17	-0.001495	-0.0127	0.505043

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.962566 & 8.1676 & 0 \tabularnewline
1 & -0.11435 & -0.9703 & 0.832425 \tabularnewline
2 & 0.05636 & 0.4782 & 0.316967 \tabularnewline
3 & -0.035204 & -0.2987 & 0.616991 \tabularnewline
4 & -0.104149 & -0.8837 & 0.81011 \tabularnewline
5 & -0.039802 & -0.3377 & 0.631727 \tabularnewline
6 & 0.036045 & 0.3059 & 0.380301 \tabularnewline
7 & -0.008101 & -0.0687 & 0.527305 \tabularnewline
8 & 0.051398 & 0.4361 & 0.332024 \tabularnewline
9 & -0.050146 & -0.4255 & 0.66413 \tabularnewline
10 & -0.077416 & -0.6569 & 0.743329 \tabularnewline
11 & -0.077823 & -0.6604 & 0.744432 \tabularnewline
12 & -0.006513 & -0.0553 & 0.521961 \tabularnewline
13 & -0.047 & -0.3988 & 0.654393 \tabularnewline
14 & -0.045577 & -0.3867 & 0.649953 \tabularnewline
15 & -0.017373 & -0.1474 & 0.558391 \tabularnewline
16 & 0.046649 & 0.3958 & 0.3467 \tabularnewline
17 & -0.001495 & -0.0127 & 0.505043 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3161&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]0.962566[/C][C]8.1676[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.11435[/C][C]-0.9703[/C][C]0.832425[/C][/ROW]
[ROW][C]2[/C][C]0.05636[/C][C]0.4782[/C][C]0.316967[/C][/ROW]
[ROW][C]3[/C][C]-0.035204[/C][C]-0.2987[/C][C]0.616991[/C][/ROW]
[ROW][C]4[/C][C]-0.104149[/C][C]-0.8837[/C][C]0.81011[/C][/ROW]
[ROW][C]5[/C][C]-0.039802[/C][C]-0.3377[/C][C]0.631727[/C][/ROW]
[ROW][C]6[/C][C]0.036045[/C][C]0.3059[/C][C]0.380301[/C][/ROW]
[ROW][C]7[/C][C]-0.008101[/C][C]-0.0687[/C][C]0.527305[/C][/ROW]
[ROW][C]8[/C][C]0.051398[/C][C]0.4361[/C][C]0.332024[/C][/ROW]
[ROW][C]9[/C][C]-0.050146[/C][C]-0.4255[/C][C]0.66413[/C][/ROW]
[ROW][C]10[/C][C]-0.077416[/C][C]-0.6569[/C][C]0.743329[/C][/ROW]
[ROW][C]11[/C][C]-0.077823[/C][C]-0.6604[/C][C]0.744432[/C][/ROW]
[ROW][C]12[/C][C]-0.006513[/C][C]-0.0553[/C][C]0.521961[/C][/ROW]
[ROW][C]13[/C][C]-0.047[/C][C]-0.3988[/C][C]0.654393[/C][/ROW]
[ROW][C]14[/C][C]-0.045577[/C][C]-0.3867[/C][C]0.649953[/C][/ROW]
[ROW][C]15[/C][C]-0.017373[/C][C]-0.1474[/C][C]0.558391[/C][/ROW]
[ROW][C]16[/C][C]0.046649[/C][C]0.3958[/C][C]0.3467[/C][/ROW]
[ROW][C]17[/C][C]-0.001495[/C][C]-0.0127[/C][C]0.505043[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3161&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3161&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	0.962566	8.1676	0
1	-0.11435	-0.9703	0.832425
2	0.05636	0.4782	0.316967
3	-0.035204	-0.2987	0.616991
4	-0.104149	-0.8837	0.81011
5	-0.039802	-0.3377	0.631727
6	0.036045	0.3059	0.380301
7	-0.008101	-0.0687	0.527305
8	0.051398	0.4361	0.332024
9	-0.050146	-0.4255	0.66413
10	-0.077416	-0.6569	0.743329
11	-0.077823	-0.6604	0.744432
12	-0.006513	-0.0553	0.521961
13	-0.047	-0.3988	0.654393
14	-0.045577	-0.3867	0.649953
15	-0.017373	-0.1474	0.558391
16	0.046649	0.3958	0.3467
17	-0.001495	-0.0127	0.505043

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1.6 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1.6 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code