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 computationThu, 13 Dec 2007 07:06:37 -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/13/t1197553867q3yonklk15chmhp.htm/, Retrieved Sun, 05 May 2024 10:45:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3543, Retrieved Sun, 05 May 2024 10:45:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact221

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Central Tendency] [Paper_EDA_output1] [2007-12-13 08:57:44] [e44956fac49704be9081ff9a6fb8481a]
- RMPD    [(Partial) Autocorrelation Function] [Paper_ACF_output7] [2007-12-13 14:06:37] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
102,61
102,18
101,64
102
102,18
101,89
102,09
101,6
101,33
101,44
101,49
100,41
101,38
101,4
102,16
104,46
104,75
104,2
106,05
107,54
108,23
108,99
109,51
111,99
111,08
112,95
115,49
114,67
116,85
119,57
119,41
118,46
122,81
121,76
121,37
118,61
116,08
117,84
117,02
119,78
122,58
120,98
118,92
117,81
119,73
117,16
116,03
115,55
115,36
116,09
117,32
120,45
119,86
118,51
118,92
119,11
120,34
121,23
119,43
119,28
120,64
122,24
123,1
120,72
118,34
118,8
119,29
121,47
122,35
121,53
121,72
121,58
121,55
122,02
123,74
125,8
129,29
128,89
130,04
131,57
131,97
134,43
132,63
130,26
129
131,65
134,21
138,63
138,1
140,51
144,36
145,57
148,7
147,86
143,16
141,96

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=3543&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=3543&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3543&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
019.7980
10.9611839.41760
20.9158518.97350
30.8638568.4640
40.8103647.93990
50.762397.46990
60.7129266.98520
70.6664556.52990
80.621676.09110
90.5772575.65590
100.5397265.28820
110.5037584.93582e-06
120.4623764.53038e-06
130.4187994.10344.3e-05
140.3732653.65720.000208
150.3242593.17710.001001
160.2845382.78790.003198
170.2463182.41340.008851
180.2082892.04080.022008

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.798 & 0 \tabularnewline
1 & 0.961183 & 9.4176 & 0 \tabularnewline
2 & 0.915851 & 8.9735 & 0 \tabularnewline
3 & 0.863856 & 8.464 & 0 \tabularnewline
4 & 0.810364 & 7.9399 & 0 \tabularnewline
5 & 0.76239 & 7.4699 & 0 \tabularnewline
6 & 0.712926 & 6.9852 & 0 \tabularnewline
7 & 0.666455 & 6.5299 & 0 \tabularnewline
8 & 0.62167 & 6.0911 & 0 \tabularnewline
9 & 0.577257 & 5.6559 & 0 \tabularnewline
10 & 0.539726 & 5.2882 & 0 \tabularnewline
11 & 0.503758 & 4.9358 & 2e-06 \tabularnewline
12 & 0.462376 & 4.5303 & 8e-06 \tabularnewline
13 & 0.418799 & 4.1034 & 4.3e-05 \tabularnewline
14 & 0.373265 & 3.6572 & 0.000208 \tabularnewline
15 & 0.324259 & 3.1771 & 0.001001 \tabularnewline
16 & 0.284538 & 2.7879 & 0.003198 \tabularnewline
17 & 0.246318 & 2.4134 & 0.008851 \tabularnewline
18 & 0.208289 & 2.0408 & 0.022008 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3543&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]9.798[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.961183[/C][C]9.4176[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.915851[/C][C]8.9735[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.863856[/C][C]8.464[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.810364[/C][C]7.9399[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.76239[/C][C]7.4699[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.712926[/C][C]6.9852[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.666455[/C][C]6.5299[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.62167[/C][C]6.0911[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.577257[/C][C]5.6559[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.539726[/C][C]5.2882[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.503758[/C][C]4.9358[/C][C]2e-06[/C][/ROW]
[ROW][C]12[/C][C]0.462376[/C][C]4.5303[/C][C]8e-06[/C][/ROW]
[ROW][C]13[/C][C]0.418799[/C][C]4.1034[/C][C]4.3e-05[/C][/ROW]
[ROW][C]14[/C][C]0.373265[/C][C]3.6572[/C][C]0.000208[/C][/ROW]
[ROW][C]15[/C][C]0.324259[/C][C]3.1771[/C][C]0.001001[/C][/ROW]
[ROW][C]16[/C][C]0.284538[/C][C]2.7879[/C][C]0.003198[/C][/ROW]
[ROW][C]17[/C][C]0.246318[/C][C]2.4134[/C][C]0.008851[/C][/ROW]
[ROW][C]18[/C][C]0.208289[/C][C]2.0408[/C][C]0.022008[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3543&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3543&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
019.7980
10.9611839.41760
20.9158518.97350
30.8638568.4640
40.8103647.93990
50.762397.46990
60.7129266.98520
70.6664556.52990
80.621676.09110
90.5772575.65590
100.5397265.28820
110.5037584.93582e-06
120.4623764.53038e-06
130.4187994.10344.3e-05
140.3732653.65720.000208
150.3242593.17710.001001
160.2845382.78790.003198
170.2463182.41340.008851
180.2082892.04080.022008






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9611839.41760
1-0.105367-1.03240.847755
2-0.105225-1.0310.847433
3-0.035179-0.34470.634458
40.0531920.52120.301724
5-0.056441-0.5530.709228
60.0023120.02270.490986
7-0.008743-0.08570.534046
8-0.025036-0.24530.596627
90.0558270.5470.292827
10-0.012553-0.1230.548817
11-0.114652-1.12340.867955
12-0.051891-0.50840.69384
13-0.026245-0.25710.601192
14-0.073821-0.72330.76437
150.0941860.92280.179205
16-0.017384-0.17030.567444
17-0.058594-0.57410.71638
180.029720.29120.385767

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.961183 & 9.4176 & 0 \tabularnewline
1 & -0.105367 & -1.0324 & 0.847755 \tabularnewline
2 & -0.105225 & -1.031 & 0.847433 \tabularnewline
3 & -0.035179 & -0.3447 & 0.634458 \tabularnewline
4 & 0.053192 & 0.5212 & 0.301724 \tabularnewline
5 & -0.056441 & -0.553 & 0.709228 \tabularnewline
6 & 0.002312 & 0.0227 & 0.490986 \tabularnewline
7 & -0.008743 & -0.0857 & 0.534046 \tabularnewline
8 & -0.025036 & -0.2453 & 0.596627 \tabularnewline
9 & 0.055827 & 0.547 & 0.292827 \tabularnewline
10 & -0.012553 & -0.123 & 0.548817 \tabularnewline
11 & -0.114652 & -1.1234 & 0.867955 \tabularnewline
12 & -0.051891 & -0.5084 & 0.69384 \tabularnewline
13 & -0.026245 & -0.2571 & 0.601192 \tabularnewline
14 & -0.073821 & -0.7233 & 0.76437 \tabularnewline
15 & 0.094186 & 0.9228 & 0.179205 \tabularnewline
16 & -0.017384 & -0.1703 & 0.567444 \tabularnewline
17 & -0.058594 & -0.5741 & 0.71638 \tabularnewline
18 & 0.02972 & 0.2912 & 0.385767 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3543&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]0.961183[/C][C]9.4176[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.105367[/C][C]-1.0324[/C][C]0.847755[/C][/ROW]
[ROW][C]2[/C][C]-0.105225[/C][C]-1.031[/C][C]0.847433[/C][/ROW]
[ROW][C]3[/C][C]-0.035179[/C][C]-0.3447[/C][C]0.634458[/C][/ROW]
[ROW][C]4[/C][C]0.053192[/C][C]0.5212[/C][C]0.301724[/C][/ROW]
[ROW][C]5[/C][C]-0.056441[/C][C]-0.553[/C][C]0.709228[/C][/ROW]
[ROW][C]6[/C][C]0.002312[/C][C]0.0227[/C][C]0.490986[/C][/ROW]
[ROW][C]7[/C][C]-0.008743[/C][C]-0.0857[/C][C]0.534046[/C][/ROW]
[ROW][C]8[/C][C]-0.025036[/C][C]-0.2453[/C][C]0.596627[/C][/ROW]
[ROW][C]9[/C][C]0.055827[/C][C]0.547[/C][C]0.292827[/C][/ROW]
[ROW][C]10[/C][C]-0.012553[/C][C]-0.123[/C][C]0.548817[/C][/ROW]
[ROW][C]11[/C][C]-0.114652[/C][C]-1.1234[/C][C]0.867955[/C][/ROW]
[ROW][C]12[/C][C]-0.051891[/C][C]-0.5084[/C][C]0.69384[/C][/ROW]
[ROW][C]13[/C][C]-0.026245[/C][C]-0.2571[/C][C]0.601192[/C][/ROW]
[ROW][C]14[/C][C]-0.073821[/C][C]-0.7233[/C][C]0.76437[/C][/ROW]
[ROW][C]15[/C][C]0.094186[/C][C]0.9228[/C][C]0.179205[/C][/ROW]
[ROW][C]16[/C][C]-0.017384[/C][C]-0.1703[/C][C]0.567444[/C][/ROW]
[ROW][C]17[/C][C]-0.058594[/C][C]-0.5741[/C][C]0.71638[/C][/ROW]
[ROW][C]18[/C][C]0.02972[/C][C]0.2912[/C][C]0.385767[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3543&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3543&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
00.9611839.41760
1-0.105367-1.03240.847755
2-0.105225-1.0310.847433
3-0.035179-0.34470.634458
40.0531920.52120.301724
5-0.056441-0.5530.709228
60.0023120.02270.490986
7-0.008743-0.08570.534046
8-0.025036-0.24530.596627
90.0558270.5470.292827
10-0.012553-0.1230.548817
11-0.114652-1.12340.867955
12-0.051891-0.50840.69384
13-0.026245-0.25710.601192
14-0.073821-0.72330.76437
150.0941860.92280.179205
16-0.017384-0.17030.567444
17-0.058594-0.57410.71638
180.029720.29120.385767


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = -0.4 ; par2 = 1 ; par3 = 1 ; par4 = 12 ;
Parameters (R input):
par1 = Default ; par2 = -0.3 ; 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')