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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSat, 15 Dec 2007 02:25:11 -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/15/t1197709773vlj60tqz2e7yfxd.htm/, Retrieved Thu, 02 May 2024 14:23:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3985, Retrieved Thu, 02 May 2024 14:23:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact198

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] [autocorrelatie: e...] [2007-12-15 09:25:11] [cb51ec34031fa6f7825ad77351c1efd8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
544,5
619,8
777,6
640,4
633
722
860,1
495,1
692,8
766,7
648,5
640
681,6
752,5
1031,7
685,5
887,6
655,4
944,2
626,6
1221,8
939,6
886,6
811,3
774,7
910,6
911,6
697,7
829,8
824,3
885,6
538,9
686
878,7
812,7
640,4
773,9
795,9
836,3
876,1
851,7
692,4
877,3
536,8
705,9
951
755,7
695,5
744,8
672,1
666,6
760,8
756
604,4
883,9
527,9
756,2
812,9
655,6
707,6

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=3985&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=3985&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3985&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






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3798182.63150.005699
10.2931992.03130.023889
2-0.03495-0.24210.595147
30.1591371.10250.137864
40.0691980.47940.31691
50.0675150.46780.321038
6-0.139297-0.96510.830328
7-0.023802-0.16490.565145
80.1939041.34340.092729
9-0.35933-2.48950.991845
10-0.066621-0.46160.67676
11-0.298263-2.06640.977897
120.0527210.36530.35826
130.2267751.57110.061359
14-0.032693-0.22650.589114
150.2202711.52610.066776
160.0865610.59970.275759

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.379818 & 2.6315 & 0.005699 \tabularnewline
1 & 0.293199 & 2.0313 & 0.023889 \tabularnewline
2 & -0.03495 & -0.2421 & 0.595147 \tabularnewline
3 & 0.159137 & 1.1025 & 0.137864 \tabularnewline
4 & 0.069198 & 0.4794 & 0.31691 \tabularnewline
5 & 0.067515 & 0.4678 & 0.321038 \tabularnewline
6 & -0.139297 & -0.9651 & 0.830328 \tabularnewline
7 & -0.023802 & -0.1649 & 0.565145 \tabularnewline
8 & 0.193904 & 1.3434 & 0.092729 \tabularnewline
9 & -0.35933 & -2.4895 & 0.991845 \tabularnewline
10 & -0.066621 & -0.4616 & 0.67676 \tabularnewline
11 & -0.298263 & -2.0664 & 0.977897 \tabularnewline
12 & 0.052721 & 0.3653 & 0.35826 \tabularnewline
13 & 0.226775 & 1.5711 & 0.061359 \tabularnewline
14 & -0.032693 & -0.2265 & 0.589114 \tabularnewline
15 & 0.220271 & 1.5261 & 0.066776 \tabularnewline
16 & 0.086561 & 0.5997 & 0.275759 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3985&T=1

[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]0.379818[/C][C]2.6315[/C][C]0.005699[/C][/ROW]
[ROW][C]1[/C][C]0.293199[/C][C]2.0313[/C][C]0.023889[/C][/ROW]
[ROW][C]2[/C][C]-0.03495[/C][C]-0.2421[/C][C]0.595147[/C][/ROW]
[ROW][C]3[/C][C]0.159137[/C][C]1.1025[/C][C]0.137864[/C][/ROW]
[ROW][C]4[/C][C]0.069198[/C][C]0.4794[/C][C]0.31691[/C][/ROW]
[ROW][C]5[/C][C]0.067515[/C][C]0.4678[/C][C]0.321038[/C][/ROW]
[ROW][C]6[/C][C]-0.139297[/C][C]-0.9651[/C][C]0.830328[/C][/ROW]
[ROW][C]7[/C][C]-0.023802[/C][C]-0.1649[/C][C]0.565145[/C][/ROW]
[ROW][C]8[/C][C]0.193904[/C][C]1.3434[/C][C]0.092729[/C][/ROW]
[ROW][C]9[/C][C]-0.35933[/C][C]-2.4895[/C][C]0.991845[/C][/ROW]
[ROW][C]10[/C][C]-0.066621[/C][C]-0.4616[/C][C]0.67676[/C][/ROW]
[ROW][C]11[/C][C]-0.298263[/C][C]-2.0664[/C][C]0.977897[/C][/ROW]
[ROW][C]12[/C][C]0.052721[/C][C]0.3653[/C][C]0.35826[/C][/ROW]
[ROW][C]13[/C][C]0.226775[/C][C]1.5711[/C][C]0.061359[/C][/ROW]
[ROW][C]14[/C][C]-0.032693[/C][C]-0.2265[/C][C]0.589114[/C][/ROW]
[ROW][C]15[/C][C]0.220271[/C][C]1.5261[/C][C]0.066776[/C][/ROW]
[ROW][C]16[/C][C]0.086561[/C][C]0.5997[/C][C]0.275759[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3985&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3985&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:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.3798182.63150.005699
10.2931992.03130.023889
2-0.03495-0.24210.595147
30.1591371.10250.137864
40.0691980.47940.31691
50.0675150.46780.321038
6-0.139297-0.96510.830328
7-0.023802-0.16490.565145
80.1939041.34340.092729
9-0.35933-2.48950.991845
10-0.066621-0.46160.67676
11-0.298263-2.06640.977897
120.0527210.36530.35826
130.2267751.57110.061359
14-0.032693-0.22650.589114
150.2202711.52610.066776
160.0865610.59970.275759


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')