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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 12:46:08 -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/t1197833366wn5wie4kd6ic812.htm/, Retrieved Thu, 02 May 2024 00:05:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4244, Retrieved Thu, 02 May 2024 00:05:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact197

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 19:46:08] [3463f71ebce131edf0c83e066f45702c] [Current]
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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 time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4244&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]2 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=4244&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4244&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
0170
10.0921440.6450.260966
2-0.01724-0.12070.547782
30.2246391.57250.061138
4-0.043175-0.30220.618119
50.0197440.13820.445321
60.1763661.23460.111441
7-0.132289-0.9260.820513
80.0118860.08320.467015
90.1860111.30210.099488
10-0.187299-1.31110.902031
11-0.126394-0.88480.809696
12-0.141292-0.9890.83625
13-0.118849-0.83190.795261
140.0946440.66250.255375
15-0.112547-0.78780.782704
16-0.122586-0.85810.802493

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7 & 0 \tabularnewline
1 & 0.092144 & 0.645 & 0.260966 \tabularnewline
2 & -0.01724 & -0.1207 & 0.547782 \tabularnewline
3 & 0.224639 & 1.5725 & 0.061138 \tabularnewline
4 & -0.043175 & -0.3022 & 0.618119 \tabularnewline
5 & 0.019744 & 0.1382 & 0.445321 \tabularnewline
6 & 0.176366 & 1.2346 & 0.111441 \tabularnewline
7 & -0.132289 & -0.926 & 0.820513 \tabularnewline
8 & 0.011886 & 0.0832 & 0.467015 \tabularnewline
9 & 0.186011 & 1.3021 & 0.099488 \tabularnewline
10 & -0.187299 & -1.3111 & 0.902031 \tabularnewline
11 & -0.126394 & -0.8848 & 0.809696 \tabularnewline
12 & -0.141292 & -0.989 & 0.83625 \tabularnewline
13 & -0.118849 & -0.8319 & 0.795261 \tabularnewline
14 & 0.094644 & 0.6625 & 0.255375 \tabularnewline
15 & -0.112547 & -0.7878 & 0.782704 \tabularnewline
16 & -0.122586 & -0.8581 & 0.802493 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4244&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[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.092144[/C][C]0.645[/C][C]0.260966[/C][/ROW]
[ROW][C]2[/C][C]-0.01724[/C][C]-0.1207[/C][C]0.547782[/C][/ROW]
[ROW][C]3[/C][C]0.224639[/C][C]1.5725[/C][C]0.061138[/C][/ROW]
[ROW][C]4[/C][C]-0.043175[/C][C]-0.3022[/C][C]0.618119[/C][/ROW]
[ROW][C]5[/C][C]0.019744[/C][C]0.1382[/C][C]0.445321[/C][/ROW]
[ROW][C]6[/C][C]0.176366[/C][C]1.2346[/C][C]0.111441[/C][/ROW]
[ROW][C]7[/C][C]-0.132289[/C][C]-0.926[/C][C]0.820513[/C][/ROW]
[ROW][C]8[/C][C]0.011886[/C][C]0.0832[/C][C]0.467015[/C][/ROW]
[ROW][C]9[/C][C]0.186011[/C][C]1.3021[/C][C]0.099488[/C][/ROW]
[ROW][C]10[/C][C]-0.187299[/C][C]-1.3111[/C][C]0.902031[/C][/ROW]
[ROW][C]11[/C][C]-0.126394[/C][C]-0.8848[/C][C]0.809696[/C][/ROW]
[ROW][C]12[/C][C]-0.141292[/C][C]-0.989[/C][C]0.83625[/C][/ROW]
[ROW][C]13[/C][C]-0.118849[/C][C]-0.8319[/C][C]0.795261[/C][/ROW]
[ROW][C]14[/C][C]0.094644[/C][C]0.6625[/C][C]0.255375[/C][/ROW]
[ROW][C]15[/C][C]-0.112547[/C][C]-0.7878[/C][C]0.782704[/C][/ROW]
[ROW][C]16[/C][C]-0.122586[/C][C]-0.8581[/C][C]0.802493[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4244&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4244&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
0170
10.0921440.6450.260966
2-0.01724-0.12070.547782
30.2246391.57250.061138
4-0.043175-0.30220.618119
50.0197440.13820.445321
60.1763661.23460.111441
7-0.132289-0.9260.820513
80.0118860.08320.467015
90.1860111.30210.099488
10-0.187299-1.31110.902031
11-0.126394-0.88480.809696
12-0.141292-0.9890.83625
13-0.118849-0.83190.795261
140.0946440.66250.255375
15-0.112547-0.78780.782704
16-0.122586-0.85810.802493






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0921440.6450.260966
1-0.025951-0.18170.5717
20.2307741.61540.056321
3-0.093643-0.65550.742394
40.0532580.37280.35545
50.1184560.82920.205509
6-0.145251-1.01680.842869
70.0456060.31920.37545
80.1189530.83270.204534
9-0.17183-1.20280.882585
10-0.114235-0.79960.786111
11-0.222866-1.56010.937409
120.0413920.28970.386618
130.1165040.81550.209358
14-0.147156-1.03010.845988
150.0141970.09940.460621
160.1223380.85640.197983

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.092144 & 0.645 & 0.260966 \tabularnewline
1 & -0.025951 & -0.1817 & 0.5717 \tabularnewline
2 & 0.230774 & 1.6154 & 0.056321 \tabularnewline
3 & -0.093643 & -0.6555 & 0.742394 \tabularnewline
4 & 0.053258 & 0.3728 & 0.35545 \tabularnewline
5 & 0.118456 & 0.8292 & 0.205509 \tabularnewline
6 & -0.145251 & -1.0168 & 0.842869 \tabularnewline
7 & 0.045606 & 0.3192 & 0.37545 \tabularnewline
8 & 0.118953 & 0.8327 & 0.204534 \tabularnewline
9 & -0.17183 & -1.2028 & 0.882585 \tabularnewline
10 & -0.114235 & -0.7996 & 0.786111 \tabularnewline
11 & -0.222866 & -1.5601 & 0.937409 \tabularnewline
12 & 0.041392 & 0.2897 & 0.386618 \tabularnewline
13 & 0.116504 & 0.8155 & 0.209358 \tabularnewline
14 & -0.147156 & -1.0301 & 0.845988 \tabularnewline
15 & 0.014197 & 0.0994 & 0.460621 \tabularnewline
16 & 0.122338 & 0.8564 & 0.197983 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4244&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]0.092144[/C][C]0.645[/C][C]0.260966[/C][/ROW]
[ROW][C]1[/C][C]-0.025951[/C][C]-0.1817[/C][C]0.5717[/C][/ROW]
[ROW][C]2[/C][C]0.230774[/C][C]1.6154[/C][C]0.056321[/C][/ROW]
[ROW][C]3[/C][C]-0.093643[/C][C]-0.6555[/C][C]0.742394[/C][/ROW]
[ROW][C]4[/C][C]0.053258[/C][C]0.3728[/C][C]0.35545[/C][/ROW]
[ROW][C]5[/C][C]0.118456[/C][C]0.8292[/C][C]0.205509[/C][/ROW]
[ROW][C]6[/C][C]-0.145251[/C][C]-1.0168[/C][C]0.842869[/C][/ROW]
[ROW][C]7[/C][C]0.045606[/C][C]0.3192[/C][C]0.37545[/C][/ROW]
[ROW][C]8[/C][C]0.118953[/C][C]0.8327[/C][C]0.204534[/C][/ROW]
[ROW][C]9[/C][C]-0.17183[/C][C]-1.2028[/C][C]0.882585[/C][/ROW]
[ROW][C]10[/C][C]-0.114235[/C][C]-0.7996[/C][C]0.786111[/C][/ROW]
[ROW][C]11[/C][C]-0.222866[/C][C]-1.5601[/C][C]0.937409[/C][/ROW]
[ROW][C]12[/C][C]0.041392[/C][C]0.2897[/C][C]0.386618[/C][/ROW]
[ROW][C]13[/C][C]0.116504[/C][C]0.8155[/C][C]0.209358[/C][/ROW]
[ROW][C]14[/C][C]-0.147156[/C][C]-1.0301[/C][C]0.845988[/C][/ROW]
[ROW][C]15[/C][C]0.014197[/C][C]0.0994[/C][C]0.460621[/C][/ROW]
[ROW][C]16[/C][C]0.122338[/C][C]0.8564[/C][C]0.197983[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4244&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4244&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
00.0921440.6450.260966
1-0.025951-0.18170.5717
20.2307741.61540.056321
3-0.093643-0.65550.742394
40.0532580.37280.35545
50.1184560.82920.205509
6-0.145251-1.01680.842869
70.0456060.31920.37545
80.1189530.83270.204534
9-0.17183-1.20280.882585
10-0.114235-0.79960.786111
11-0.222866-1.56010.937409
120.0413920.28970.386618
130.1165040.81550.209358
14-0.147156-1.03010.845988
150.0141970.09940.460621
160.1223380.85640.197983


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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')