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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 computationThu, 22 Nov 2007 06:06:41 -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/Nov/22/t1195736305mpr7la9y7ecw6of.htm/, Retrieved Thu, 02 May 2024 15:28:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5969, Retrieved Thu, 02 May 2024 15:28:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact200

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] [ACF Q2] [2007-11-22 13:06:41] [b02e81bf795a9093262ef8ec9108b703] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97.4	
50.7	
106.1	
97.5	
92.4	
106.5	
91.3	
85.2	
77.7	
102.5	
104.8	
107.1	
94.0	
44.7	
105.9	
99.0	
88.5	
103.3	
84.0	
76.7	
76.5	
93.6	
96.5	
107.4	
93.6	
44.1	
108.8	
90.7	
100.7	
90.1	
82.9	
71.9	
79.8	
91.1	
103.5	
107.7	
92.9	
49.1	
109.1	
89.2	
96.0	
109.4	
90.1	
82.7	
74.5	
89.6	
112.5	
113.1	
87.6	
58.5	
105.0	
94.0	
100.8	
105.9	
88.9	
82.7	
72.5	
97.4	
113.8	
109.1

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=5969&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=5969&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5969&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
016.92820
1-0.066255-0.4590.675856
20.2095581.45190.076523
30.0232240.16090.436424
40.1613911.11810.134534
50.1462441.01320.15802
60.2290261.58670.059569
7-0.099999-0.69280.754116
80.2231721.54620.064315
90.1715181.18830.120279
100.0164170.11370.454959
110.1403950.97270.167793
12-0.20546-1.42350.919466
130.0332080.23010.409508
14-0.049995-0.34640.634712
150.1181470.81850.208546
16-0.105293-0.72950.765377

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & -0.066255 & -0.459 & 0.675856 \tabularnewline
2 & 0.209558 & 1.4519 & 0.076523 \tabularnewline
3 & 0.023224 & 0.1609 & 0.436424 \tabularnewline
4 & 0.161391 & 1.1181 & 0.134534 \tabularnewline
5 & 0.146244 & 1.0132 & 0.15802 \tabularnewline
6 & 0.229026 & 1.5867 & 0.059569 \tabularnewline
7 & -0.099999 & -0.6928 & 0.754116 \tabularnewline
8 & 0.223172 & 1.5462 & 0.064315 \tabularnewline
9 & 0.171518 & 1.1883 & 0.120279 \tabularnewline
10 & 0.016417 & 0.1137 & 0.454959 \tabularnewline
11 & 0.140395 & 0.9727 & 0.167793 \tabularnewline
12 & -0.20546 & -1.4235 & 0.919466 \tabularnewline
13 & 0.033208 & 0.2301 & 0.409508 \tabularnewline
14 & -0.049995 & -0.3464 & 0.634712 \tabularnewline
15 & 0.118147 & 0.8185 & 0.208546 \tabularnewline
16 & -0.105293 & -0.7295 & 0.765377 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5969&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.066255[/C][C]-0.459[/C][C]0.675856[/C][/ROW]
[ROW][C]2[/C][C]0.209558[/C][C]1.4519[/C][C]0.076523[/C][/ROW]
[ROW][C]3[/C][C]0.023224[/C][C]0.1609[/C][C]0.436424[/C][/ROW]
[ROW][C]4[/C][C]0.161391[/C][C]1.1181[/C][C]0.134534[/C][/ROW]
[ROW][C]5[/C][C]0.146244[/C][C]1.0132[/C][C]0.15802[/C][/ROW]
[ROW][C]6[/C][C]0.229026[/C][C]1.5867[/C][C]0.059569[/C][/ROW]
[ROW][C]7[/C][C]-0.099999[/C][C]-0.6928[/C][C]0.754116[/C][/ROW]
[ROW][C]8[/C][C]0.223172[/C][C]1.5462[/C][C]0.064315[/C][/ROW]
[ROW][C]9[/C][C]0.171518[/C][C]1.1883[/C][C]0.120279[/C][/ROW]
[ROW][C]10[/C][C]0.016417[/C][C]0.1137[/C][C]0.454959[/C][/ROW]
[ROW][C]11[/C][C]0.140395[/C][C]0.9727[/C][C]0.167793[/C][/ROW]
[ROW][C]12[/C][C]-0.20546[/C][C]-1.4235[/C][C]0.919466[/C][/ROW]
[ROW][C]13[/C][C]0.033208[/C][C]0.2301[/C][C]0.409508[/C][/ROW]
[ROW][C]14[/C][C]-0.049995[/C][C]-0.3464[/C][C]0.634712[/C][/ROW]
[ROW][C]15[/C][C]0.118147[/C][C]0.8185[/C][C]0.208546[/C][/ROW]
[ROW][C]16[/C][C]-0.105293[/C][C]-0.7295[/C][C]0.765377[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5969&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5969&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
016.92820
1-0.066255-0.4590.675856
20.2095581.45190.076523
30.0232240.16090.436424
40.1613911.11810.134534
50.1462441.01320.15802
60.2290261.58670.059569
7-0.099999-0.69280.754116
80.2231721.54620.064315
90.1715181.18830.120279
100.0164170.11370.454959
110.1403950.97270.167793
12-0.20546-1.42350.919466
130.0332080.23010.409508
14-0.049995-0.34640.634712
150.1181470.81850.208546
16-0.105293-0.72950.765377






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.066255-0.4590.675856
10.2060731.42770.079924
20.0502450.34810.364641
30.1287630.89210.188395
40.1598971.10780.136734
50.213941.48220.072409
6-0.14016-0.97110.831806
70.1145320.79350.215697
80.2205171.52780.066564
9-0.101911-0.70610.758218
100.0349670.24230.404807
11-0.264084-1.82960.96324
12-0.108995-0.75510.773072
13-0.158569-1.09860.861288
140.0886860.61440.270915
15-0.02007-0.13910.555004
16-0.07337-0.50830.693222

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.066255 & -0.459 & 0.675856 \tabularnewline
1 & 0.206073 & 1.4277 & 0.079924 \tabularnewline
2 & 0.050245 & 0.3481 & 0.364641 \tabularnewline
3 & 0.128763 & 0.8921 & 0.188395 \tabularnewline
4 & 0.159897 & 1.1078 & 0.136734 \tabularnewline
5 & 0.21394 & 1.4822 & 0.072409 \tabularnewline
6 & -0.14016 & -0.9711 & 0.831806 \tabularnewline
7 & 0.114532 & 0.7935 & 0.215697 \tabularnewline
8 & 0.220517 & 1.5278 & 0.066564 \tabularnewline
9 & -0.101911 & -0.7061 & 0.758218 \tabularnewline
10 & 0.034967 & 0.2423 & 0.404807 \tabularnewline
11 & -0.264084 & -1.8296 & 0.96324 \tabularnewline
12 & -0.108995 & -0.7551 & 0.773072 \tabularnewline
13 & -0.158569 & -1.0986 & 0.861288 \tabularnewline
14 & 0.088686 & 0.6144 & 0.270915 \tabularnewline
15 & -0.02007 & -0.1391 & 0.555004 \tabularnewline
16 & -0.07337 & -0.5083 & 0.693222 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5969&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]-0.066255[/C][C]-0.459[/C][C]0.675856[/C][/ROW]
[ROW][C]1[/C][C]0.206073[/C][C]1.4277[/C][C]0.079924[/C][/ROW]
[ROW][C]2[/C][C]0.050245[/C][C]0.3481[/C][C]0.364641[/C][/ROW]
[ROW][C]3[/C][C]0.128763[/C][C]0.8921[/C][C]0.188395[/C][/ROW]
[ROW][C]4[/C][C]0.159897[/C][C]1.1078[/C][C]0.136734[/C][/ROW]
[ROW][C]5[/C][C]0.21394[/C][C]1.4822[/C][C]0.072409[/C][/ROW]
[ROW][C]6[/C][C]-0.14016[/C][C]-0.9711[/C][C]0.831806[/C][/ROW]
[ROW][C]7[/C][C]0.114532[/C][C]0.7935[/C][C]0.215697[/C][/ROW]
[ROW][C]8[/C][C]0.220517[/C][C]1.5278[/C][C]0.066564[/C][/ROW]
[ROW][C]9[/C][C]-0.101911[/C][C]-0.7061[/C][C]0.758218[/C][/ROW]
[ROW][C]10[/C][C]0.034967[/C][C]0.2423[/C][C]0.404807[/C][/ROW]
[ROW][C]11[/C][C]-0.264084[/C][C]-1.8296[/C][C]0.96324[/C][/ROW]
[ROW][C]12[/C][C]-0.108995[/C][C]-0.7551[/C][C]0.773072[/C][/ROW]
[ROW][C]13[/C][C]-0.158569[/C][C]-1.0986[/C][C]0.861288[/C][/ROW]
[ROW][C]14[/C][C]0.088686[/C][C]0.6144[/C][C]0.270915[/C][/ROW]
[ROW][C]15[/C][C]-0.02007[/C][C]-0.1391[/C][C]0.555004[/C][/ROW]
[ROW][C]16[/C][C]-0.07337[/C][C]-0.5083[/C][C]0.693222[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5969&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5969&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
0-0.066255-0.4590.675856
10.2060731.42770.079924
20.0502450.34810.364641
30.1287630.89210.188395
40.1598971.10780.136734
50.213941.48220.072409
6-0.14016-0.97110.831806
70.1145320.79350.215697
80.2205171.52780.066564
9-0.101911-0.70610.758218
100.0349670.24230.404807
11-0.264084-1.82960.96324
12-0.108995-0.75510.773072
13-0.158569-1.09860.861288
140.0886860.61440.270915
15-0.02007-0.13910.555004
16-0.07337-0.50830.693222


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')