Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 21 Nov 2007 18:07:59 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/22/t1195693196cxbas3bxoy6wdyj.htm/, Retrieved Thu, 02 May 2024 21:42:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5909, Retrieved Thu, 02 May 2024 21:42:17 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

217

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [WS9 Q3 partal corr 2] [2007-11-22 01:07:59] [d66dce91cbb8b108f7114f1eb0c2faa2] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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=5909&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=5909&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5909&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	-0.135674	-1.0509	0.851247
2	0.099742	0.7726	0.221397
3	0.119344	0.9244	0.179481
4	-0.104634	-0.8105	0.789569
5	0.065121	0.5044	0.307906
6	-0.548174	-4.2461	0.999962
7	-0.015406	-0.1193	0.547294
8	0.046408	0.3595	0.36025
9	-0.072706	-0.5632	0.712295
10	0.056546	0.438	0.331479
11	0.035484	0.2749	0.392184
12	0.572352	4.4334	2e-05
13	-0.04168	-0.3228	0.626034
14	0.078655	0.6093	0.272327
15	0.072444	0.5612	0.288392
16	-0.09158	-0.7094	0.759581

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & -0.135674 & -1.0509 & 0.851247 \tabularnewline
2 & 0.099742 & 0.7726 & 0.221397 \tabularnewline
3 & 0.119344 & 0.9244 & 0.179481 \tabularnewline
4 & -0.104634 & -0.8105 & 0.789569 \tabularnewline
5 & 0.065121 & 0.5044 & 0.307906 \tabularnewline
6 & -0.548174 & -4.2461 & 0.999962 \tabularnewline
7 & -0.015406 & -0.1193 & 0.547294 \tabularnewline
8 & 0.046408 & 0.3595 & 0.36025 \tabularnewline
9 & -0.072706 & -0.5632 & 0.712295 \tabularnewline
10 & 0.056546 & 0.438 & 0.331479 \tabularnewline
11 & 0.035484 & 0.2749 & 0.392184 \tabularnewline
12 & 0.572352 & 4.4334 & 2e-05 \tabularnewline
13 & -0.04168 & -0.3228 & 0.626034 \tabularnewline
14 & 0.078655 & 0.6093 & 0.272327 \tabularnewline
15 & 0.072444 & 0.5612 & 0.288392 \tabularnewline
16 & -0.09158 & -0.7094 & 0.759581 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5909&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]-0.135674[/C][C]-1.0509[/C][C]0.851247[/C][/ROW]
[ROW][C]2[/C][C]0.099742[/C][C]0.7726[/C][C]0.221397[/C][/ROW]
[ROW][C]3[/C][C]0.119344[/C][C]0.9244[/C][C]0.179481[/C][/ROW]
[ROW][C]4[/C][C]-0.104634[/C][C]-0.8105[/C][C]0.789569[/C][/ROW]
[ROW][C]5[/C][C]0.065121[/C][C]0.5044[/C][C]0.307906[/C][/ROW]
[ROW][C]6[/C][C]-0.548174[/C][C]-4.2461[/C][C]0.999962[/C][/ROW]
[ROW][C]7[/C][C]-0.015406[/C][C]-0.1193[/C][C]0.547294[/C][/ROW]
[ROW][C]8[/C][C]0.046408[/C][C]0.3595[/C][C]0.36025[/C][/ROW]
[ROW][C]9[/C][C]-0.072706[/C][C]-0.5632[/C][C]0.712295[/C][/ROW]
[ROW][C]10[/C][C]0.056546[/C][C]0.438[/C][C]0.331479[/C][/ROW]
[ROW][C]11[/C][C]0.035484[/C][C]0.2749[/C][C]0.392184[/C][/ROW]
[ROW][C]12[/C][C]0.572352[/C][C]4.4334[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.04168[/C][C]-0.3228[/C][C]0.626034[/C][/ROW]
[ROW][C]14[/C][C]0.078655[/C][C]0.6093[/C][C]0.272327[/C][/ROW]
[ROW][C]15[/C][C]0.072444[/C][C]0.5612[/C][C]0.288392[/C][/ROW]
[ROW][C]16[/C][C]-0.09158[/C][C]-0.7094[/C][C]0.759581[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5909&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5909&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	-0.135674	-1.0509	0.851247
2	0.099742	0.7726	0.221397
3	0.119344	0.9244	0.179481
4	-0.104634	-0.8105	0.789569
5	0.065121	0.5044	0.307906
6	-0.548174	-4.2461	0.999962
7	-0.015406	-0.1193	0.547294
8	0.046408	0.3595	0.36025
9	-0.072706	-0.5632	0.712295
10	0.056546	0.438	0.331479
11	0.035484	0.2749	0.392184
12	0.572352	4.4334	2e-05
13	-0.04168	-0.3228	0.626034
14	0.078655	0.6093	0.272327
15	0.072444	0.5612	0.288392
16	-0.09158	-0.7094	0.759581

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.135674	-1.0509	0.851247
1	0.08286	0.6418	0.261715
2	0.146686	1.1362	0.13019
3	-0.082313	-0.6376	0.736918
4	0.015151	0.1174	0.453482
5	-0.564613	-4.3735	0.999975
6	-0.200283	-1.5514	0.936966
7	0.155461	1.2042	0.116622
8	0.255499	1.9791	0.0262
9	0.057215	0.4432	0.329614
10	-0.031755	-0.246	0.596727
11	0.407963	3.1601	0.001236
12	0.039381	0.305	0.380695
13	0.05636	0.4366	0.331998
14	-0.0951	-0.7366	0.767894
15	-0.129303	-1.0016	0.839714
16	0.038909	0.3014	0.382081

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.135674 & -1.0509 & 0.851247 \tabularnewline
1 & 0.08286 & 0.6418 & 0.261715 \tabularnewline
2 & 0.146686 & 1.1362 & 0.13019 \tabularnewline
3 & -0.082313 & -0.6376 & 0.736918 \tabularnewline
4 & 0.015151 & 0.1174 & 0.453482 \tabularnewline
5 & -0.564613 & -4.3735 & 0.999975 \tabularnewline
6 & -0.200283 & -1.5514 & 0.936966 \tabularnewline
7 & 0.155461 & 1.2042 & 0.116622 \tabularnewline
8 & 0.255499 & 1.9791 & 0.0262 \tabularnewline
9 & 0.057215 & 0.4432 & 0.329614 \tabularnewline
10 & -0.031755 & -0.246 & 0.596727 \tabularnewline
11 & 0.407963 & 3.1601 & 0.001236 \tabularnewline
12 & 0.039381 & 0.305 & 0.380695 \tabularnewline
13 & 0.05636 & 0.4366 & 0.331998 \tabularnewline
14 & -0.0951 & -0.7366 & 0.767894 \tabularnewline
15 & -0.129303 & -1.0016 & 0.839714 \tabularnewline
16 & 0.038909 & 0.3014 & 0.382081 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5909&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]-0.135674[/C][C]-1.0509[/C][C]0.851247[/C][/ROW]
[ROW][C]1[/C][C]0.08286[/C][C]0.6418[/C][C]0.261715[/C][/ROW]
[ROW][C]2[/C][C]0.146686[/C][C]1.1362[/C][C]0.13019[/C][/ROW]
[ROW][C]3[/C][C]-0.082313[/C][C]-0.6376[/C][C]0.736918[/C][/ROW]
[ROW][C]4[/C][C]0.015151[/C][C]0.1174[/C][C]0.453482[/C][/ROW]
[ROW][C]5[/C][C]-0.564613[/C][C]-4.3735[/C][C]0.999975[/C][/ROW]
[ROW][C]6[/C][C]-0.200283[/C][C]-1.5514[/C][C]0.936966[/C][/ROW]
[ROW][C]7[/C][C]0.155461[/C][C]1.2042[/C][C]0.116622[/C][/ROW]
[ROW][C]8[/C][C]0.255499[/C][C]1.9791[/C][C]0.0262[/C][/ROW]
[ROW][C]9[/C][C]0.057215[/C][C]0.4432[/C][C]0.329614[/C][/ROW]
[ROW][C]10[/C][C]-0.031755[/C][C]-0.246[/C][C]0.596727[/C][/ROW]
[ROW][C]11[/C][C]0.407963[/C][C]3.1601[/C][C]0.001236[/C][/ROW]
[ROW][C]12[/C][C]0.039381[/C][C]0.305[/C][C]0.380695[/C][/ROW]
[ROW][C]13[/C][C]0.05636[/C][C]0.4366[/C][C]0.331998[/C][/ROW]
[ROW][C]14[/C][C]-0.0951[/C][C]-0.7366[/C][C]0.767894[/C][/ROW]
[ROW][C]15[/C][C]-0.129303[/C][C]-1.0016[/C][C]0.839714[/C][/ROW]
[ROW][C]16[/C][C]0.038909[/C][C]0.3014[/C][C]0.382081[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5909&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5909&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.135674	-1.0509	0.851247
1	0.08286	0.6418	0.261715
2	0.146686	1.1362	0.13019
3	-0.082313	-0.6376	0.736918
4	0.015151	0.1174	0.453482
5	-0.564613	-4.3735	0.999975
6	-0.200283	-1.5514	0.936966
7	0.155461	1.2042	0.116622
8	0.255499	1.9791	0.0262
9	0.057215	0.4432	0.329614
10	-0.031755	-0.246	0.596727
11	0.407963	3.1601	0.001236
12	0.039381	0.305	0.380695
13	0.05636	0.4366	0.331998
14	-0.0951	-0.7366	0.767894
15	-0.129303	-1.0016	0.839714
16	0.038909	0.3014	0.382081

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code