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 computationSun, 16 Dec 2007 12:39:40 -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/t1197833038ciwy97xvqa95nuu.htm/, Retrieved Thu, 02 May 2024 09:21:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4242, Retrieved Thu, 02 May 2024 09:21:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact187

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] [Paper] [2007-12-16 19:39:40] [3463f71ebce131edf0c83e066f45702c] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
108.4
117
103.8
100.8
110.6
104.0
112.6
107.3
98.9
109.8
104.9
102.2
123.9
124.9
112.7
121.9
100.6
104.3
120.4
107.5
102.9
125.6
107.5
108.8
128.4
121.1
119.5
128.7
108.7
105.5
119.8
111.3
110.6
120.1
97.5
107.7
127.3
117.2
119.8
116.2
111.0
112.4
130.6
109.1
118.8
123.9
101.6
112.8
128.0
129.6
125.8
119.5
115.7
113.6
129.7
112.0
116.8
127.0
112.9
113.3
121.7

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=4242&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=4242&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4242&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
017.81020
10.1129010.88180.190678
2-0.035308-0.27580.608171
30.4053913.16620.001206
4-0.165741-1.29450.89981
50.0067050.05240.479203
60.4725413.69070.000239
7-0.123928-0.96790.831544
8-0.076504-0.59750.723813
90.2927282.28630.012862
10-0.247857-1.93580.971236
110.0291350.22750.410379
120.535954.18594.6e-05
13-0.082222-0.64220.738416
14-0.010074-0.07870.531228
150.2031511.58670.05888
16-0.240332-1.87710.967352

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.112901 & 0.8818 & 0.190678 \tabularnewline
2 & -0.035308 & -0.2758 & 0.608171 \tabularnewline
3 & 0.405391 & 3.1662 & 0.001206 \tabularnewline
4 & -0.165741 & -1.2945 & 0.89981 \tabularnewline
5 & 0.006705 & 0.0524 & 0.479203 \tabularnewline
6 & 0.472541 & 3.6907 & 0.000239 \tabularnewline
7 & -0.123928 & -0.9679 & 0.831544 \tabularnewline
8 & -0.076504 & -0.5975 & 0.723813 \tabularnewline
9 & 0.292728 & 2.2863 & 0.012862 \tabularnewline
10 & -0.247857 & -1.9358 & 0.971236 \tabularnewline
11 & 0.029135 & 0.2275 & 0.410379 \tabularnewline
12 & 0.53595 & 4.1859 & 4.6e-05 \tabularnewline
13 & -0.082222 & -0.6422 & 0.738416 \tabularnewline
14 & -0.010074 & -0.0787 & 0.531228 \tabularnewline
15 & 0.203151 & 1.5867 & 0.05888 \tabularnewline
16 & -0.240332 & -1.8771 & 0.967352 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4242&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]7.8102[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.112901[/C][C]0.8818[/C][C]0.190678[/C][/ROW]
[ROW][C]2[/C][C]-0.035308[/C][C]-0.2758[/C][C]0.608171[/C][/ROW]
[ROW][C]3[/C][C]0.405391[/C][C]3.1662[/C][C]0.001206[/C][/ROW]
[ROW][C]4[/C][C]-0.165741[/C][C]-1.2945[/C][C]0.89981[/C][/ROW]
[ROW][C]5[/C][C]0.006705[/C][C]0.0524[/C][C]0.479203[/C][/ROW]
[ROW][C]6[/C][C]0.472541[/C][C]3.6907[/C][C]0.000239[/C][/ROW]
[ROW][C]7[/C][C]-0.123928[/C][C]-0.9679[/C][C]0.831544[/C][/ROW]
[ROW][C]8[/C][C]-0.076504[/C][C]-0.5975[/C][C]0.723813[/C][/ROW]
[ROW][C]9[/C][C]0.292728[/C][C]2.2863[/C][C]0.012862[/C][/ROW]
[ROW][C]10[/C][C]-0.247857[/C][C]-1.9358[/C][C]0.971236[/C][/ROW]
[ROW][C]11[/C][C]0.029135[/C][C]0.2275[/C][C]0.410379[/C][/ROW]
[ROW][C]12[/C][C]0.53595[/C][C]4.1859[/C][C]4.6e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.082222[/C][C]-0.6422[/C][C]0.738416[/C][/ROW]
[ROW][C]14[/C][C]-0.010074[/C][C]-0.0787[/C][C]0.531228[/C][/ROW]
[ROW][C]15[/C][C]0.203151[/C][C]1.5867[/C][C]0.05888[/C][/ROW]
[ROW][C]16[/C][C]-0.240332[/C][C]-1.8771[/C][C]0.967352[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4242&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4242&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
017.81020
10.1129010.88180.190678
2-0.035308-0.27580.608171
30.4053913.16620.001206
4-0.165741-1.29450.89981
50.0067050.05240.479203
60.4725413.69070.000239
7-0.123928-0.96790.831544
8-0.076504-0.59750.723813
90.2927282.28630.012862
10-0.247857-1.93580.971236
110.0291350.22750.410379
120.535954.18594.6e-05
13-0.082222-0.64220.738416
14-0.010074-0.07870.531228
150.2031511.58670.05888
16-0.240332-1.87710.967352






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1129010.88180.190678
1-0.048675-0.38020.647429
20.4214243.29140.00083
3-0.337178-2.63340.994652
40.2246991.7550.042144
50.2780362.17150.016895
6-0.149395-1.16680.876086
7-0.078005-0.60920.727685
80.0952670.74410.229848
9-0.144707-1.13020.868592
100.1621021.26610.105154
110.3406052.66020.004982
12-0.048512-0.37890.646959
13-0.102473-0.80030.78669
14-0.146884-1.14720.872111
150.0995650.77760.219897
16-0.106204-0.82950.794967

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.112901 & 0.8818 & 0.190678 \tabularnewline
1 & -0.048675 & -0.3802 & 0.647429 \tabularnewline
2 & 0.421424 & 3.2914 & 0.00083 \tabularnewline
3 & -0.337178 & -2.6334 & 0.994652 \tabularnewline
4 & 0.224699 & 1.755 & 0.042144 \tabularnewline
5 & 0.278036 & 2.1715 & 0.016895 \tabularnewline
6 & -0.149395 & -1.1668 & 0.876086 \tabularnewline
7 & -0.078005 & -0.6092 & 0.727685 \tabularnewline
8 & 0.095267 & 0.7441 & 0.229848 \tabularnewline
9 & -0.144707 & -1.1302 & 0.868592 \tabularnewline
10 & 0.162102 & 1.2661 & 0.105154 \tabularnewline
11 & 0.340605 & 2.6602 & 0.004982 \tabularnewline
12 & -0.048512 & -0.3789 & 0.646959 \tabularnewline
13 & -0.102473 & -0.8003 & 0.78669 \tabularnewline
14 & -0.146884 & -1.1472 & 0.872111 \tabularnewline
15 & 0.099565 & 0.7776 & 0.219897 \tabularnewline
16 & -0.106204 & -0.8295 & 0.794967 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4242&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]0.112901[/C][C]0.8818[/C][C]0.190678[/C][/ROW]
[ROW][C]1[/C][C]-0.048675[/C][C]-0.3802[/C][C]0.647429[/C][/ROW]
[ROW][C]2[/C][C]0.421424[/C][C]3.2914[/C][C]0.00083[/C][/ROW]
[ROW][C]3[/C][C]-0.337178[/C][C]-2.6334[/C][C]0.994652[/C][/ROW]
[ROW][C]4[/C][C]0.224699[/C][C]1.755[/C][C]0.042144[/C][/ROW]
[ROW][C]5[/C][C]0.278036[/C][C]2.1715[/C][C]0.016895[/C][/ROW]
[ROW][C]6[/C][C]-0.149395[/C][C]-1.1668[/C][C]0.876086[/C][/ROW]
[ROW][C]7[/C][C]-0.078005[/C][C]-0.6092[/C][C]0.727685[/C][/ROW]
[ROW][C]8[/C][C]0.095267[/C][C]0.7441[/C][C]0.229848[/C][/ROW]
[ROW][C]9[/C][C]-0.144707[/C][C]-1.1302[/C][C]0.868592[/C][/ROW]
[ROW][C]10[/C][C]0.162102[/C][C]1.2661[/C][C]0.105154[/C][/ROW]
[ROW][C]11[/C][C]0.340605[/C][C]2.6602[/C][C]0.004982[/C][/ROW]
[ROW][C]12[/C][C]-0.048512[/C][C]-0.3789[/C][C]0.646959[/C][/ROW]
[ROW][C]13[/C][C]-0.102473[/C][C]-0.8003[/C][C]0.78669[/C][/ROW]
[ROW][C]14[/C][C]-0.146884[/C][C]-1.1472[/C][C]0.872111[/C][/ROW]
[ROW][C]15[/C][C]0.099565[/C][C]0.7776[/C][C]0.219897[/C][/ROW]
[ROW][C]16[/C][C]-0.106204[/C][C]-0.8295[/C][C]0.794967[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4242&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4242&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
00.1129010.88180.190678
1-0.048675-0.38020.647429
20.4214243.29140.00083
3-0.337178-2.63340.994652
40.2246991.7550.042144
50.2780362.17150.016895
6-0.149395-1.16680.876086
7-0.078005-0.60920.727685
80.0952670.74410.229848
9-0.144707-1.13020.868592
100.1621021.26610.105154
110.3406052.66020.004982
12-0.048512-0.37890.646959
13-0.102473-0.80030.78669
14-0.146884-1.14720.872111
150.0995650.77760.219897
16-0.106204-0.82950.794967


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
Parameters (R input):
par1 = Default ; par2 = 1 ; 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')