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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 computationMon, 17 Dec 2007 08:58:45 -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/17/t1197906477hryu0uw8c0klnwh.htm/, Retrieved Sat, 04 May 2024 00:30:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4385, Retrieved Sat, 04 May 2024 00:30:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsautocorrelatief Tinne Van der Eycken
Estimated Impact165

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: industriël...] [2007-12-17 15:58:45] [c8635c97647ba59406cb570a9fab7b02] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
86.5
104.1
110.9
114.5
112.2
96.4
92
102
99.7
102
98.9
87.4
94.4
109.3
116.4
101
105.5
97.8
95.5
113.7
103.7
100.8
113.8
84.6
95.3
110
107.5
107.6
116
96.9
97
108.1
101.9
107.2
110.2
78.7
96.5
115.2
104.7
109.1
108.4
95.5
97.8
115.1
96.2
112
111.8
82.5
100.8
116
116.3
116.6
112.9
100.9
104.1
117.4
103.3
111.6
115
92.6
105.2

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=4385&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=4385&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4385&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
0170
10.07720.54040.295685
2-0.035599-0.24920.597873
30.0301870.21130.41676
4-0.153409-1.07390.855929
50.1909081.33640.093803
60.1597431.11820.134467
7-0.257123-1.79990.960979
80.1890011.3230.095987
90.2133341.49330.07088
100.0408170.28570.388148
110.0508510.3560.3617
12-0.296463-2.07520.978382
13-0.181535-1.27070.895091
140.0454010.31780.375991
150.0572590.40080.34515
16-0.090451-0.63320.735212

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7 & 0 \tabularnewline
1 & 0.0772 & 0.5404 & 0.295685 \tabularnewline
2 & -0.035599 & -0.2492 & 0.597873 \tabularnewline
3 & 0.030187 & 0.2113 & 0.41676 \tabularnewline
4 & -0.153409 & -1.0739 & 0.855929 \tabularnewline
5 & 0.190908 & 1.3364 & 0.093803 \tabularnewline
6 & 0.159743 & 1.1182 & 0.134467 \tabularnewline
7 & -0.257123 & -1.7999 & 0.960979 \tabularnewline
8 & 0.189001 & 1.323 & 0.095987 \tabularnewline
9 & 0.213334 & 1.4933 & 0.07088 \tabularnewline
10 & 0.040817 & 0.2857 & 0.388148 \tabularnewline
11 & 0.050851 & 0.356 & 0.3617 \tabularnewline
12 & -0.296463 & -2.0752 & 0.978382 \tabularnewline
13 & -0.181535 & -1.2707 & 0.895091 \tabularnewline
14 & 0.045401 & 0.3178 & 0.375991 \tabularnewline
15 & 0.057259 & 0.4008 & 0.34515 \tabularnewline
16 & -0.090451 & -0.6332 & 0.735212 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4385&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]0.0772[/C][C]0.5404[/C][C]0.295685[/C][/ROW]
[ROW][C]2[/C][C]-0.035599[/C][C]-0.2492[/C][C]0.597873[/C][/ROW]
[ROW][C]3[/C][C]0.030187[/C][C]0.2113[/C][C]0.41676[/C][/ROW]
[ROW][C]4[/C][C]-0.153409[/C][C]-1.0739[/C][C]0.855929[/C][/ROW]
[ROW][C]5[/C][C]0.190908[/C][C]1.3364[/C][C]0.093803[/C][/ROW]
[ROW][C]6[/C][C]0.159743[/C][C]1.1182[/C][C]0.134467[/C][/ROW]
[ROW][C]7[/C][C]-0.257123[/C][C]-1.7999[/C][C]0.960979[/C][/ROW]
[ROW][C]8[/C][C]0.189001[/C][C]1.323[/C][C]0.095987[/C][/ROW]
[ROW][C]9[/C][C]0.213334[/C][C]1.4933[/C][C]0.07088[/C][/ROW]
[ROW][C]10[/C][C]0.040817[/C][C]0.2857[/C][C]0.388148[/C][/ROW]
[ROW][C]11[/C][C]0.050851[/C][C]0.356[/C][C]0.3617[/C][/ROW]
[ROW][C]12[/C][C]-0.296463[/C][C]-2.0752[/C][C]0.978382[/C][/ROW]
[ROW][C]13[/C][C]-0.181535[/C][C]-1.2707[/C][C]0.895091[/C][/ROW]
[ROW][C]14[/C][C]0.045401[/C][C]0.3178[/C][C]0.375991[/C][/ROW]
[ROW][C]15[/C][C]0.057259[/C][C]0.4008[/C][C]0.34515[/C][/ROW]
[ROW][C]16[/C][C]-0.090451[/C][C]-0.6332[/C][C]0.735212[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4385&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4385&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
10.07720.54040.295685
2-0.035599-0.24920.597873
30.0301870.21130.41676
4-0.153409-1.07390.855929
50.1909081.33640.093803
60.1597431.11820.134467
7-0.257123-1.79990.960979
80.1890011.3230.095987
90.2133341.49330.07088
100.0408170.28570.388148
110.0508510.3560.3617
12-0.296463-2.07520.978382
13-0.181535-1.27070.895091
140.0454010.31780.375991
150.0572590.40080.34515
16-0.090451-0.63320.735212






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.07720.54040.295685
1-0.041808-0.29270.614489
20.036560.25590.399543
3-0.161758-1.13230.868492
40.2281941.59740.058307
50.1095890.76710.223345
6-0.278698-1.95090.971599
70.2573551.80150.038891
80.2518291.76280.042085
9-0.0244-0.17080.567457
10-0.140394-0.98280.834723
11-0.170191-1.19130.880371
12-0.052444-0.36710.64244
13-0.176781-1.23750.889095
140.1169910.81890.208394
15-0.125571-0.8790.808154
16-0.017968-0.12580.549788

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.0772 & 0.5404 & 0.295685 \tabularnewline
1 & -0.041808 & -0.2927 & 0.614489 \tabularnewline
2 & 0.03656 & 0.2559 & 0.399543 \tabularnewline
3 & -0.161758 & -1.1323 & 0.868492 \tabularnewline
4 & 0.228194 & 1.5974 & 0.058307 \tabularnewline
5 & 0.109589 & 0.7671 & 0.223345 \tabularnewline
6 & -0.278698 & -1.9509 & 0.971599 \tabularnewline
7 & 0.257355 & 1.8015 & 0.038891 \tabularnewline
8 & 0.251829 & 1.7628 & 0.042085 \tabularnewline
9 & -0.0244 & -0.1708 & 0.567457 \tabularnewline
10 & -0.140394 & -0.9828 & 0.834723 \tabularnewline
11 & -0.170191 & -1.1913 & 0.880371 \tabularnewline
12 & -0.052444 & -0.3671 & 0.64244 \tabularnewline
13 & -0.176781 & -1.2375 & 0.889095 \tabularnewline
14 & 0.116991 & 0.8189 & 0.208394 \tabularnewline
15 & -0.125571 & -0.879 & 0.808154 \tabularnewline
16 & -0.017968 & -0.1258 & 0.549788 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4385&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]0.0772[/C][C]0.5404[/C][C]0.295685[/C][/ROW]
[ROW][C]1[/C][C]-0.041808[/C][C]-0.2927[/C][C]0.614489[/C][/ROW]
[ROW][C]2[/C][C]0.03656[/C][C]0.2559[/C][C]0.399543[/C][/ROW]
[ROW][C]3[/C][C]-0.161758[/C][C]-1.1323[/C][C]0.868492[/C][/ROW]
[ROW][C]4[/C][C]0.228194[/C][C]1.5974[/C][C]0.058307[/C][/ROW]
[ROW][C]5[/C][C]0.109589[/C][C]0.7671[/C][C]0.223345[/C][/ROW]
[ROW][C]6[/C][C]-0.278698[/C][C]-1.9509[/C][C]0.971599[/C][/ROW]
[ROW][C]7[/C][C]0.257355[/C][C]1.8015[/C][C]0.038891[/C][/ROW]
[ROW][C]8[/C][C]0.251829[/C][C]1.7628[/C][C]0.042085[/C][/ROW]
[ROW][C]9[/C][C]-0.0244[/C][C]-0.1708[/C][C]0.567457[/C][/ROW]
[ROW][C]10[/C][C]-0.140394[/C][C]-0.9828[/C][C]0.834723[/C][/ROW]
[ROW][C]11[/C][C]-0.170191[/C][C]-1.1913[/C][C]0.880371[/C][/ROW]
[ROW][C]12[/C][C]-0.052444[/C][C]-0.3671[/C][C]0.64244[/C][/ROW]
[ROW][C]13[/C][C]-0.176781[/C][C]-1.2375[/C][C]0.889095[/C][/ROW]
[ROW][C]14[/C][C]0.116991[/C][C]0.8189[/C][C]0.208394[/C][/ROW]
[ROW][C]15[/C][C]-0.125571[/C][C]-0.879[/C][C]0.808154[/C][/ROW]
[ROW][C]16[/C][C]-0.017968[/C][C]-0.1258[/C][C]0.549788[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4385&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4385&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
00.07720.54040.295685
1-0.041808-0.29270.614489
20.036560.25590.399543
3-0.161758-1.13230.868492
40.2281941.59740.058307
50.1095890.76710.223345
6-0.278698-1.95090.971599
70.2573551.80150.038891
80.2518291.76280.042085
9-0.0244-0.17080.567457
10-0.140394-0.98280.834723
11-0.170191-1.19130.880371
12-0.052444-0.36710.64244
13-0.176781-1.23750.889095
140.1169910.81890.208394
15-0.125571-0.8790.808154
16-0.017968-0.12580.549788


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')