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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 computationSun, 16 Dec 2007 05:02:45 -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/16/t1197805807m64m17bpceo2pqq.htm/, Retrieved Thu, 02 May 2024 10:27:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4146, Retrieved Thu, 02 May 2024 10:27:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact240

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 pr...] [2007-12-16 12:02:45] [bd02e85be52eb1cb060a2c60779eb820] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
124.9
132
151.4
108.9
121.3
123.4
90.3
79.3
117.2
116.9
120.8
96.1
100.8
105.3
116.1
112.8
114.5
117.2
77.1
80.1
120.3
133.4
109.4
93.2
91.2
99.2
108.2
101.5
106.9
104.4
77.9
60
99.5
95
105.6
102.5
93.3
97.3
127
111.7
96.4
133
72.2
95.8
124.1
127.6
110.7
104.6
112.7
115.3
139.4
119
97.4
154
81.5
88.8
127.7
105.1
114.9
106.4
104.5
121.6
141.4
99
126.7
134.1
81.3
88.6
132.7
132.9
134.4
103.7

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time7 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 & 7 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=4146&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]7 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=4146&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4146&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 time7 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.7460
10.2841142.20070.015807
20.3550052.74990.003934
30.1863131.44320.077086
40.1783771.38170.086093
50.2514151.94740.028082
60.1847391.4310.078811
7-0.008919-0.06910.527425
80.1067650.8270.205757
90.0502870.38950.349135
100.0168380.13040.448333
11-0.010076-0.07810.530976
12-0.265097-2.05340.977801
13-0.062337-0.48290.684523
14-0.085395-0.66150.744577
150.0623640.48310.315403
16-0.077873-0.60320.725676
17-0.057745-0.44730.671862

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.284114 & 2.2007 & 0.015807 \tabularnewline
2 & 0.355005 & 2.7499 & 0.003934 \tabularnewline
3 & 0.186313 & 1.4432 & 0.077086 \tabularnewline
4 & 0.178377 & 1.3817 & 0.086093 \tabularnewline
5 & 0.251415 & 1.9474 & 0.028082 \tabularnewline
6 & 0.184739 & 1.431 & 0.078811 \tabularnewline
7 & -0.008919 & -0.0691 & 0.527425 \tabularnewline
8 & 0.106765 & 0.827 & 0.205757 \tabularnewline
9 & 0.050287 & 0.3895 & 0.349135 \tabularnewline
10 & 0.016838 & 0.1304 & 0.448333 \tabularnewline
11 & -0.010076 & -0.0781 & 0.530976 \tabularnewline
12 & -0.265097 & -2.0534 & 0.977801 \tabularnewline
13 & -0.062337 & -0.4829 & 0.684523 \tabularnewline
14 & -0.085395 & -0.6615 & 0.744577 \tabularnewline
15 & 0.062364 & 0.4831 & 0.315403 \tabularnewline
16 & -0.077873 & -0.6032 & 0.725676 \tabularnewline
17 & -0.057745 & -0.4473 & 0.671862 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4146&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.284114[/C][C]2.2007[/C][C]0.015807[/C][/ROW]
[ROW][C]2[/C][C]0.355005[/C][C]2.7499[/C][C]0.003934[/C][/ROW]
[ROW][C]3[/C][C]0.186313[/C][C]1.4432[/C][C]0.077086[/C][/ROW]
[ROW][C]4[/C][C]0.178377[/C][C]1.3817[/C][C]0.086093[/C][/ROW]
[ROW][C]5[/C][C]0.251415[/C][C]1.9474[/C][C]0.028082[/C][/ROW]
[ROW][C]6[/C][C]0.184739[/C][C]1.431[/C][C]0.078811[/C][/ROW]
[ROW][C]7[/C][C]-0.008919[/C][C]-0.0691[/C][C]0.527425[/C][/ROW]
[ROW][C]8[/C][C]0.106765[/C][C]0.827[/C][C]0.205757[/C][/ROW]
[ROW][C]9[/C][C]0.050287[/C][C]0.3895[/C][C]0.349135[/C][/ROW]
[ROW][C]10[/C][C]0.016838[/C][C]0.1304[/C][C]0.448333[/C][/ROW]
[ROW][C]11[/C][C]-0.010076[/C][C]-0.0781[/C][C]0.530976[/C][/ROW]
[ROW][C]12[/C][C]-0.265097[/C][C]-2.0534[/C][C]0.977801[/C][/ROW]
[ROW][C]13[/C][C]-0.062337[/C][C]-0.4829[/C][C]0.684523[/C][/ROW]
[ROW][C]14[/C][C]-0.085395[/C][C]-0.6615[/C][C]0.744577[/C][/ROW]
[ROW][C]15[/C][C]0.062364[/C][C]0.4831[/C][C]0.315403[/C][/ROW]
[ROW][C]16[/C][C]-0.077873[/C][C]-0.6032[/C][C]0.725676[/C][/ROW]
[ROW][C]17[/C][C]-0.057745[/C][C]-0.4473[/C][C]0.671862[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4146&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4146&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
017.7460
10.2841142.20070.015807
20.3550052.74990.003934
30.1863131.44320.077086
40.1783771.38170.086093
50.2514151.94740.028082
60.1847391.4310.078811
7-0.008919-0.06910.527425
80.1067650.8270.205757
90.0502870.38950.349135
100.0168380.13040.448333
11-0.010076-0.07810.530976
12-0.265097-2.05340.977801
13-0.062337-0.48290.684523
14-0.085395-0.66150.744577
150.0623640.48310.315403
16-0.077873-0.60320.725676
17-0.057745-0.44730.671862






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.2841142.20070.015807
10.2983692.31120.012138
20.0367480.28470.388445
30.0352950.27340.392745
40.1736191.34490.091868
50.0533790.41350.340369
6-0.220211-1.70570.953386
70.0612970.47480.318326
80.0692640.53650.296794
9-0.107331-0.83140.795473
10-0.077367-0.59930.724379
11-0.255542-1.97940.973819
120.0767890.59480.277106
130.0485160.37580.354195
140.1591261.23260.111269
15-0.076767-0.59460.722837
160.0051170.03960.484258
170.1167640.90450.184687

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.284114 & 2.2007 & 0.015807 \tabularnewline
1 & 0.298369 & 2.3112 & 0.012138 \tabularnewline
2 & 0.036748 & 0.2847 & 0.388445 \tabularnewline
3 & 0.035295 & 0.2734 & 0.392745 \tabularnewline
4 & 0.173619 & 1.3449 & 0.091868 \tabularnewline
5 & 0.053379 & 0.4135 & 0.340369 \tabularnewline
6 & -0.220211 & -1.7057 & 0.953386 \tabularnewline
7 & 0.061297 & 0.4748 & 0.318326 \tabularnewline
8 & 0.069264 & 0.5365 & 0.296794 \tabularnewline
9 & -0.107331 & -0.8314 & 0.795473 \tabularnewline
10 & -0.077367 & -0.5993 & 0.724379 \tabularnewline
11 & -0.255542 & -1.9794 & 0.973819 \tabularnewline
12 & 0.076789 & 0.5948 & 0.277106 \tabularnewline
13 & 0.048516 & 0.3758 & 0.354195 \tabularnewline
14 & 0.159126 & 1.2326 & 0.111269 \tabularnewline
15 & -0.076767 & -0.5946 & 0.722837 \tabularnewline
16 & 0.005117 & 0.0396 & 0.484258 \tabularnewline
17 & 0.116764 & 0.9045 & 0.184687 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4146&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]0.284114[/C][C]2.2007[/C][C]0.015807[/C][/ROW]
[ROW][C]1[/C][C]0.298369[/C][C]2.3112[/C][C]0.012138[/C][/ROW]
[ROW][C]2[/C][C]0.036748[/C][C]0.2847[/C][C]0.388445[/C][/ROW]
[ROW][C]3[/C][C]0.035295[/C][C]0.2734[/C][C]0.392745[/C][/ROW]
[ROW][C]4[/C][C]0.173619[/C][C]1.3449[/C][C]0.091868[/C][/ROW]
[ROW][C]5[/C][C]0.053379[/C][C]0.4135[/C][C]0.340369[/C][/ROW]
[ROW][C]6[/C][C]-0.220211[/C][C]-1.7057[/C][C]0.953386[/C][/ROW]
[ROW][C]7[/C][C]0.061297[/C][C]0.4748[/C][C]0.318326[/C][/ROW]
[ROW][C]8[/C][C]0.069264[/C][C]0.5365[/C][C]0.296794[/C][/ROW]
[ROW][C]9[/C][C]-0.107331[/C][C]-0.8314[/C][C]0.795473[/C][/ROW]
[ROW][C]10[/C][C]-0.077367[/C][C]-0.5993[/C][C]0.724379[/C][/ROW]
[ROW][C]11[/C][C]-0.255542[/C][C]-1.9794[/C][C]0.973819[/C][/ROW]
[ROW][C]12[/C][C]0.076789[/C][C]0.5948[/C][C]0.277106[/C][/ROW]
[ROW][C]13[/C][C]0.048516[/C][C]0.3758[/C][C]0.354195[/C][/ROW]
[ROW][C]14[/C][C]0.159126[/C][C]1.2326[/C][C]0.111269[/C][/ROW]
[ROW][C]15[/C][C]-0.076767[/C][C]-0.5946[/C][C]0.722837[/C][/ROW]
[ROW][C]16[/C][C]0.005117[/C][C]0.0396[/C][C]0.484258[/C][/ROW]
[ROW][C]17[/C][C]0.116764[/C][C]0.9045[/C][C]0.184687[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4146&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4146&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
00.2841142.20070.015807
10.2983692.31120.012138
20.0367480.28470.388445
30.0352950.27340.392745
40.1736191.34490.091868
50.0533790.41350.340369
6-0.220211-1.70570.953386
70.0612970.47480.318326
80.0692640.53650.296794
9-0.107331-0.83140.795473
10-0.077367-0.59930.724379
11-0.255542-1.97940.973819
120.0767890.59480.277106
130.0485160.37580.354195
140.1591261.23260.111269
15-0.076767-0.59460.722837
160.0051170.03960.484258
170.1167640.90450.184687


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')