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

Sat, 15 Dec 2007 04:59:18 -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/15/t1197719035c5biwzl8xtwbca7.htm/, Retrieved Fri, 03 May 2024 00:02:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4024, Retrieved Fri, 03 May 2024 00:02:47 +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

248

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

-       [(Partial) Autocorrelation Function] [autocorrelatie la...] [2007-12-15 11:59:18] [c5caf8a1e3802eaf41184f28719e74c9] [Current]
-   PD    [(Partial) Autocorrelation Function] [aanpassing lambda...] [2007-12-20 17:12:17] [74be16979710d4c4e7c6647856088456] 
-   PD    [(Partial) Autocorrelation Function] [ACF TIJDREEKS 1 V...] [2007-12-22 22:39:52] [74be16979710d4c4e7c6647856088456] 
- RMPD    [ARIMA Backward Selection] [Backward selectio...] [2007-12-22 22:51:36] [ac43070f252ecb0e957ff7a950840d09] 

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=4024&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=4024&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4024&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	6.9282	0
1	0.043257	0.2997	0.382854
2	0.116887	0.8098	0.211021
3	0.031132	0.2157	0.415071
4	-0.004785	-0.0332	0.513154
5	-0.087079	-0.6033	0.725427
6	0.011501	0.0797	0.46841
7	-0.192122	-1.3311	0.905272
8	-0.003903	-0.027	0.510729
9	0.024959	0.1729	0.43172
10	-0.186042	-1.2889	0.898201
11	-0.067132	-0.4651	0.67802
12	0.07549	0.523	0.301686
13	-0.108606	-0.7524	0.772272
14	0.015271	0.1058	0.458092
15	-0.010462	-0.0725	0.52874
16	-0.050295	-0.3485	0.635488

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.043257 & 0.2997 & 0.382854 \tabularnewline
2 & 0.116887 & 0.8098 & 0.211021 \tabularnewline
3 & 0.031132 & 0.2157 & 0.415071 \tabularnewline
4 & -0.004785 & -0.0332 & 0.513154 \tabularnewline
5 & -0.087079 & -0.6033 & 0.725427 \tabularnewline
6 & 0.011501 & 0.0797 & 0.46841 \tabularnewline
7 & -0.192122 & -1.3311 & 0.905272 \tabularnewline
8 & -0.003903 & -0.027 & 0.510729 \tabularnewline
9 & 0.024959 & 0.1729 & 0.43172 \tabularnewline
10 & -0.186042 & -1.2889 & 0.898201 \tabularnewline
11 & -0.067132 & -0.4651 & 0.67802 \tabularnewline
12 & 0.07549 & 0.523 & 0.301686 \tabularnewline
13 & -0.108606 & -0.7524 & 0.772272 \tabularnewline
14 & 0.015271 & 0.1058 & 0.458092 \tabularnewline
15 & -0.010462 & -0.0725 & 0.52874 \tabularnewline
16 & -0.050295 & -0.3485 & 0.635488 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4024&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.043257[/C][C]0.2997[/C][C]0.382854[/C][/ROW]
[ROW][C]2[/C][C]0.116887[/C][C]0.8098[/C][C]0.211021[/C][/ROW]
[ROW][C]3[/C][C]0.031132[/C][C]0.2157[/C][C]0.415071[/C][/ROW]
[ROW][C]4[/C][C]-0.004785[/C][C]-0.0332[/C][C]0.513154[/C][/ROW]
[ROW][C]5[/C][C]-0.087079[/C][C]-0.6033[/C][C]0.725427[/C][/ROW]
[ROW][C]6[/C][C]0.011501[/C][C]0.0797[/C][C]0.46841[/C][/ROW]
[ROW][C]7[/C][C]-0.192122[/C][C]-1.3311[/C][C]0.905272[/C][/ROW]
[ROW][C]8[/C][C]-0.003903[/C][C]-0.027[/C][C]0.510729[/C][/ROW]
[ROW][C]9[/C][C]0.024959[/C][C]0.1729[/C][C]0.43172[/C][/ROW]
[ROW][C]10[/C][C]-0.186042[/C][C]-1.2889[/C][C]0.898201[/C][/ROW]
[ROW][C]11[/C][C]-0.067132[/C][C]-0.4651[/C][C]0.67802[/C][/ROW]
[ROW][C]12[/C][C]0.07549[/C][C]0.523[/C][C]0.301686[/C][/ROW]
[ROW][C]13[/C][C]-0.108606[/C][C]-0.7524[/C][C]0.772272[/C][/ROW]
[ROW][C]14[/C][C]0.015271[/C][C]0.1058[/C][C]0.458092[/C][/ROW]
[ROW][C]15[/C][C]-0.010462[/C][C]-0.0725[/C][C]0.52874[/C][/ROW]
[ROW][C]16[/C][C]-0.050295[/C][C]-0.3485[/C][C]0.635488[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4024&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4024&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	6.9282	0
1	0.043257	0.2997	0.382854
2	0.116887	0.8098	0.211021
3	0.031132	0.2157	0.415071
4	-0.004785	-0.0332	0.513154
5	-0.087079	-0.6033	0.725427
6	0.011501	0.0797	0.46841
7	-0.192122	-1.3311	0.905272
8	-0.003903	-0.027	0.510729
9	0.024959	0.1729	0.43172
10	-0.186042	-1.2889	0.898201
11	-0.067132	-0.4651	0.67802
12	0.07549	0.523	0.301686
13	-0.108606	-0.7524	0.772272
14	0.015271	0.1058	0.458092
15	-0.010462	-0.0725	0.52874
16	-0.050295	-0.3485	0.635488

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.043257	0.2997	0.382854
1	0.115232	0.7983	0.2143
2	0.022007	0.1525	0.439728
3	-0.020541	-0.1423	0.556285
4	-0.093813	-0.65	0.74059
5	0.020574	0.1425	0.443623
6	-0.175637	-1.2169	0.885195
7	0.012502	0.0866	0.465667
8	0.065771	0.4557	0.32534
9	-0.197248	-1.3666	0.910937
10	-0.066154	-0.4583	0.675609
11	0.101902	0.706	0.2418
12	-0.097496	-0.6755	0.748692
13	-0.027388	-0.1898	0.574849
14	-0.014051	-0.0973	0.538572
15	-0.03919	-0.2715	0.60642
16	0.040687	0.2819	0.38962

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.043257 & 0.2997 & 0.382854 \tabularnewline
1 & 0.115232 & 0.7983 & 0.2143 \tabularnewline
2 & 0.022007 & 0.1525 & 0.439728 \tabularnewline
3 & -0.020541 & -0.1423 & 0.556285 \tabularnewline
4 & -0.093813 & -0.65 & 0.74059 \tabularnewline
5 & 0.020574 & 0.1425 & 0.443623 \tabularnewline
6 & -0.175637 & -1.2169 & 0.885195 \tabularnewline
7 & 0.012502 & 0.0866 & 0.465667 \tabularnewline
8 & 0.065771 & 0.4557 & 0.32534 \tabularnewline
9 & -0.197248 & -1.3666 & 0.910937 \tabularnewline
10 & -0.066154 & -0.4583 & 0.675609 \tabularnewline
11 & 0.101902 & 0.706 & 0.2418 \tabularnewline
12 & -0.097496 & -0.6755 & 0.748692 \tabularnewline
13 & -0.027388 & -0.1898 & 0.574849 \tabularnewline
14 & -0.014051 & -0.0973 & 0.538572 \tabularnewline
15 & -0.03919 & -0.2715 & 0.60642 \tabularnewline
16 & 0.040687 & 0.2819 & 0.38962 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4024&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]0.043257[/C][C]0.2997[/C][C]0.382854[/C][/ROW]
[ROW][C]1[/C][C]0.115232[/C][C]0.7983[/C][C]0.2143[/C][/ROW]
[ROW][C]2[/C][C]0.022007[/C][C]0.1525[/C][C]0.439728[/C][/ROW]
[ROW][C]3[/C][C]-0.020541[/C][C]-0.1423[/C][C]0.556285[/C][/ROW]
[ROW][C]4[/C][C]-0.093813[/C][C]-0.65[/C][C]0.74059[/C][/ROW]
[ROW][C]5[/C][C]0.020574[/C][C]0.1425[/C][C]0.443623[/C][/ROW]
[ROW][C]6[/C][C]-0.175637[/C][C]-1.2169[/C][C]0.885195[/C][/ROW]
[ROW][C]7[/C][C]0.012502[/C][C]0.0866[/C][C]0.465667[/C][/ROW]
[ROW][C]8[/C][C]0.065771[/C][C]0.4557[/C][C]0.32534[/C][/ROW]
[ROW][C]9[/C][C]-0.197248[/C][C]-1.3666[/C][C]0.910937[/C][/ROW]
[ROW][C]10[/C][C]-0.066154[/C][C]-0.4583[/C][C]0.675609[/C][/ROW]
[ROW][C]11[/C][C]0.101902[/C][C]0.706[/C][C]0.2418[/C][/ROW]
[ROW][C]12[/C][C]-0.097496[/C][C]-0.6755[/C][C]0.748692[/C][/ROW]
[ROW][C]13[/C][C]-0.027388[/C][C]-0.1898[/C][C]0.574849[/C][/ROW]
[ROW][C]14[/C][C]-0.014051[/C][C]-0.0973[/C][C]0.538572[/C][/ROW]
[ROW][C]15[/C][C]-0.03919[/C][C]-0.2715[/C][C]0.60642[/C][/ROW]
[ROW][C]16[/C][C]0.040687[/C][C]0.2819[/C][C]0.38962[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4024&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4024&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	0.043257	0.2997	0.382854
1	0.115232	0.7983	0.2143
2	0.022007	0.1525	0.439728
3	-0.020541	-0.1423	0.556285
4	-0.093813	-0.65	0.74059
5	0.020574	0.1425	0.443623
6	-0.175637	-1.2169	0.885195
7	0.012502	0.0866	0.465667
8	0.065771	0.4557	0.32534
9	-0.197248	-1.3666	0.910937
10	-0.066154	-0.4583	0.675609
11	0.101902	0.706	0.2418
12	-0.097496	-0.6755	0.748692
13	-0.027388	-0.1898	0.574849
14	-0.014051	-0.0973	0.538572
15	-0.03919	-0.2715	0.60642
16	0.040687	0.2819	0.38962

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = -1.5 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = -1.5 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code