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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 13:02:34 -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/t1197834367djfatwi1jb1runt.htm/, Retrieved Thu, 02 May 2024 10:10:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4248, Retrieved Thu, 02 May 2024 10:10:04 +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] [Paper] [2007-12-16 20:02:34] [3463f71ebce131edf0c83e066f45702c] [Current]
- RM D    [(Partial) Autocorrelation Function] [] [2012-12-19 18:16:20] [02887dc0cab5d76ef9ee7c596fbf5811]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99.8
96.8
87.0
96.3
107.1
115.2
106.1
89.5
91.3
97.6
100.7
104.6
94.7
101.8
102.5
105.3
110.3
109.8
117.3
118.8
131.3
125.9
133.1
147.0
145.8
164.4
149.8
137.7
151.7
156.8
180.0
180.4
170.4
191.6
199.5
218.2
217.5
205.0
194.0
199.3
219.3
211.1
215.2
240.2
242.2
240.7
255.4
253.0
218.2
203.7
205.6
215.6
188.5
202.9
214.0
230.3
230.0
241.0
259.6
247.8
270.3

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 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=4248&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]3 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=4248&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4248&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.9355047.30650
20.8809986.88080
30.8214796.4160
40.7730466.03770
50.7314335.71270
60.6868525.36451e-06
70.6553085.11812e-06
80.6191094.83545e-06
90.5987394.67638e-06
100.5736734.48051.7e-05
110.5435724.24543.8e-05
120.5049553.94380.000105
130.453993.54580.000379
140.3900423.04630.00171
150.3221662.51620.007255
160.2549211.9910.025483

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.935504 & 7.3065 & 0 \tabularnewline
2 & 0.880998 & 6.8808 & 0 \tabularnewline
3 & 0.821479 & 6.416 & 0 \tabularnewline
4 & 0.773046 & 6.0377 & 0 \tabularnewline
5 & 0.731433 & 5.7127 & 0 \tabularnewline
6 & 0.686852 & 5.3645 & 1e-06 \tabularnewline
7 & 0.655308 & 5.1181 & 2e-06 \tabularnewline
8 & 0.619109 & 4.8354 & 5e-06 \tabularnewline
9 & 0.598739 & 4.6763 & 8e-06 \tabularnewline
10 & 0.573673 & 4.4805 & 1.7e-05 \tabularnewline
11 & 0.543572 & 4.2454 & 3.8e-05 \tabularnewline
12 & 0.504955 & 3.9438 & 0.000105 \tabularnewline
13 & 0.45399 & 3.5458 & 0.000379 \tabularnewline
14 & 0.390042 & 3.0463 & 0.00171 \tabularnewline
15 & 0.322166 & 2.5162 & 0.007255 \tabularnewline
16 & 0.254921 & 1.991 & 0.025483 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4248&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]0.935504[/C][C]7.3065[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.880998[/C][C]6.8808[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.821479[/C][C]6.416[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.773046[/C][C]6.0377[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.731433[/C][C]5.7127[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.686852[/C][C]5.3645[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.655308[/C][C]5.1181[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.619109[/C][C]4.8354[/C][C]5e-06[/C][/ROW]
[ROW][C]9[/C][C]0.598739[/C][C]4.6763[/C][C]8e-06[/C][/ROW]
[ROW][C]10[/C][C]0.573673[/C][C]4.4805[/C][C]1.7e-05[/C][/ROW]
[ROW][C]11[/C][C]0.543572[/C][C]4.2454[/C][C]3.8e-05[/C][/ROW]
[ROW][C]12[/C][C]0.504955[/C][C]3.9438[/C][C]0.000105[/C][/ROW]
[ROW][C]13[/C][C]0.45399[/C][C]3.5458[/C][C]0.000379[/C][/ROW]
[ROW][C]14[/C][C]0.390042[/C][C]3.0463[/C][C]0.00171[/C][/ROW]
[ROW][C]15[/C][C]0.322166[/C][C]2.5162[/C][C]0.007255[/C][/ROW]
[ROW][C]16[/C][C]0.254921[/C][C]1.991[/C][C]0.025483[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4248&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4248&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
10.9355047.30650
20.8809986.88080
30.8214796.4160
40.7730466.03770
50.7314335.71270
60.6868525.36451e-06
70.6553085.11812e-06
80.6191094.83545e-06
90.5987394.67638e-06
100.5736734.48051.7e-05
110.5435724.24543.8e-05
120.5049553.94380.000105
130.453993.54580.000379
140.3900423.04630.00171
150.3221662.51620.007255
160.2549211.9910.025483






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9355047.30650
10.0467080.36480.358261
2-0.063403-0.49520.688878
30.051270.40040.34512
40.0409120.31950.375208
5-0.045733-0.35720.638907
60.0786010.61390.270784
7-0.032206-0.25150.598879
80.0956320.74690.228993
9-0.020787-0.16230.564216
10-0.060861-0.47530.681877
11-0.079843-0.62360.732391
12-0.112969-0.88230.809465
13-0.170149-1.32890.905586
14-0.085129-0.66490.745683
15-0.08063-0.62970.734392
16-0.043413-0.33910.632139

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.935504 & 7.3065 & 0 \tabularnewline
1 & 0.046708 & 0.3648 & 0.358261 \tabularnewline
2 & -0.063403 & -0.4952 & 0.688878 \tabularnewline
3 & 0.05127 & 0.4004 & 0.34512 \tabularnewline
4 & 0.040912 & 0.3195 & 0.375208 \tabularnewline
5 & -0.045733 & -0.3572 & 0.638907 \tabularnewline
6 & 0.078601 & 0.6139 & 0.270784 \tabularnewline
7 & -0.032206 & -0.2515 & 0.598879 \tabularnewline
8 & 0.095632 & 0.7469 & 0.228993 \tabularnewline
9 & -0.020787 & -0.1623 & 0.564216 \tabularnewline
10 & -0.060861 & -0.4753 & 0.681877 \tabularnewline
11 & -0.079843 & -0.6236 & 0.732391 \tabularnewline
12 & -0.112969 & -0.8823 & 0.809465 \tabularnewline
13 & -0.170149 & -1.3289 & 0.905586 \tabularnewline
14 & -0.085129 & -0.6649 & 0.745683 \tabularnewline
15 & -0.08063 & -0.6297 & 0.734392 \tabularnewline
16 & -0.043413 & -0.3391 & 0.632139 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4248&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]0.935504[/C][C]7.3065[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.046708[/C][C]0.3648[/C][C]0.358261[/C][/ROW]
[ROW][C]2[/C][C]-0.063403[/C][C]-0.4952[/C][C]0.688878[/C][/ROW]
[ROW][C]3[/C][C]0.05127[/C][C]0.4004[/C][C]0.34512[/C][/ROW]
[ROW][C]4[/C][C]0.040912[/C][C]0.3195[/C][C]0.375208[/C][/ROW]
[ROW][C]5[/C][C]-0.045733[/C][C]-0.3572[/C][C]0.638907[/C][/ROW]
[ROW][C]6[/C][C]0.078601[/C][C]0.6139[/C][C]0.270784[/C][/ROW]
[ROW][C]7[/C][C]-0.032206[/C][C]-0.2515[/C][C]0.598879[/C][/ROW]
[ROW][C]8[/C][C]0.095632[/C][C]0.7469[/C][C]0.228993[/C][/ROW]
[ROW][C]9[/C][C]-0.020787[/C][C]-0.1623[/C][C]0.564216[/C][/ROW]
[ROW][C]10[/C][C]-0.060861[/C][C]-0.4753[/C][C]0.681877[/C][/ROW]
[ROW][C]11[/C][C]-0.079843[/C][C]-0.6236[/C][C]0.732391[/C][/ROW]
[ROW][C]12[/C][C]-0.112969[/C][C]-0.8823[/C][C]0.809465[/C][/ROW]
[ROW][C]13[/C][C]-0.170149[/C][C]-1.3289[/C][C]0.905586[/C][/ROW]
[ROW][C]14[/C][C]-0.085129[/C][C]-0.6649[/C][C]0.745683[/C][/ROW]
[ROW][C]15[/C][C]-0.08063[/C][C]-0.6297[/C][C]0.734392[/C][/ROW]
[ROW][C]16[/C][C]-0.043413[/C][C]-0.3391[/C][C]0.632139[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4248&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4248&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
00.9355047.30650
10.0467080.36480.358261
2-0.063403-0.49520.688878
30.051270.40040.34512
40.0409120.31950.375208
5-0.045733-0.35720.638907
60.0786010.61390.270784
7-0.032206-0.25150.598879
80.0956320.74690.228993
9-0.020787-0.16230.564216
10-0.060861-0.47530.681877
11-0.079843-0.62360.732391
12-0.112969-0.88230.809465
13-0.170149-1.32890.905586
14-0.085129-0.66490.745683
15-0.08063-0.62970.734392
16-0.043413-0.33910.632139


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')