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

Thu, 22 Nov 2007 06:07:09 -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/t1195736400wttkyle4h4lbf65.htm/, Retrieved Thu, 02 May 2024 23:45:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5971, Retrieved Thu, 02 May 2024 23:45:22 +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

WS10 G29 Q2

Estimated Impact

173

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

-       [(Partial) Autocorrelation Function] [Partial auto corr] [2007-11-22 13:07:09] [7a600ca82a81f1b71fd92dcbb183f5b4] [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=5971&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=5971&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5971&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	11.8743	0
1	0.924005	10.972	0
2	0.850366	10.0975	0
3	0.78212	9.2872	0
4	0.692427	8.2221	0
5	0.614328	7.2947	0
6	0.559274	6.641	0
7	0.50705	6.0209	0
8	0.456109	5.416	0
9	0.412897	4.9029	1e-06
10	0.374781	4.4503	9e-06
11	0.335927	3.9889	5.3e-05
12	0.297822	3.5364	0.000275
13	0.273181	3.2438	0.000736
14	0.253357	3.0085	0.001555
15	0.223873	2.6583	0.00438
16	0.198044	2.3516	0.010037
17	0.168939	2.006	0.023382
18	0.151142	1.7947	0.037421
19	0.132857	1.5776	0.058451
20	0.106039	1.2591	0.105031

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.8743 & 0 \tabularnewline
1 & 0.924005 & 10.972 & 0 \tabularnewline
2 & 0.850366 & 10.0975 & 0 \tabularnewline
3 & 0.78212 & 9.2872 & 0 \tabularnewline
4 & 0.692427 & 8.2221 & 0 \tabularnewline
5 & 0.614328 & 7.2947 & 0 \tabularnewline
6 & 0.559274 & 6.641 & 0 \tabularnewline
7 & 0.50705 & 6.0209 & 0 \tabularnewline
8 & 0.456109 & 5.416 & 0 \tabularnewline
9 & 0.412897 & 4.9029 & 1e-06 \tabularnewline
10 & 0.374781 & 4.4503 & 9e-06 \tabularnewline
11 & 0.335927 & 3.9889 & 5.3e-05 \tabularnewline
12 & 0.297822 & 3.5364 & 0.000275 \tabularnewline
13 & 0.273181 & 3.2438 & 0.000736 \tabularnewline
14 & 0.253357 & 3.0085 & 0.001555 \tabularnewline
15 & 0.223873 & 2.6583 & 0.00438 \tabularnewline
16 & 0.198044 & 2.3516 & 0.010037 \tabularnewline
17 & 0.168939 & 2.006 & 0.023382 \tabularnewline
18 & 0.151142 & 1.7947 & 0.037421 \tabularnewline
19 & 0.132857 & 1.5776 & 0.058451 \tabularnewline
20 & 0.106039 & 1.2591 & 0.105031 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5971&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]11.8743[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.924005[/C][C]10.972[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.850366[/C][C]10.0975[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.78212[/C][C]9.2872[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.692427[/C][C]8.2221[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.614328[/C][C]7.2947[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.559274[/C][C]6.641[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.50705[/C][C]6.0209[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.456109[/C][C]5.416[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.412897[/C][C]4.9029[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.374781[/C][C]4.4503[/C][C]9e-06[/C][/ROW]
[ROW][C]11[/C][C]0.335927[/C][C]3.9889[/C][C]5.3e-05[/C][/ROW]
[ROW][C]12[/C][C]0.297822[/C][C]3.5364[/C][C]0.000275[/C][/ROW]
[ROW][C]13[/C][C]0.273181[/C][C]3.2438[/C][C]0.000736[/C][/ROW]
[ROW][C]14[/C][C]0.253357[/C][C]3.0085[/C][C]0.001555[/C][/ROW]
[ROW][C]15[/C][C]0.223873[/C][C]2.6583[/C][C]0.00438[/C][/ROW]
[ROW][C]16[/C][C]0.198044[/C][C]2.3516[/C][C]0.010037[/C][/ROW]
[ROW][C]17[/C][C]0.168939[/C][C]2.006[/C][C]0.023382[/C][/ROW]
[ROW][C]18[/C][C]0.151142[/C][C]1.7947[/C][C]0.037421[/C][/ROW]
[ROW][C]19[/C][C]0.132857[/C][C]1.5776[/C][C]0.058451[/C][/ROW]
[ROW][C]20[/C][C]0.106039[/C][C]1.2591[/C][C]0.105031[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5971&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5971&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	11.8743	0
1	0.924005	10.972	0
2	0.850366	10.0975	0
3	0.78212	9.2872	0
4	0.692427	8.2221	0
5	0.614328	7.2947	0
6	0.559274	6.641	0
7	0.50705	6.0209	0
8	0.456109	5.416	0
9	0.412897	4.9029	1e-06
10	0.374781	4.4503	9e-06
11	0.335927	3.9889	5.3e-05
12	0.297822	3.5364	0.000275
13	0.273181	3.2438	0.000736
14	0.253357	3.0085	0.001555
15	0.223873	2.6583	0.00438
16	0.198044	2.3516	0.010037
17	0.168939	2.006	0.023382
18	0.151142	1.7947	0.037421
19	0.132857	1.5776	0.058451
20	0.106039	1.2591	0.105031

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.924005	10.972	0
1	-0.023382	-0.2777	0.609156
2	-0.002666	-0.0317	0.512603
3	-0.184094	-2.186	0.984767
4	0.025589	0.3039	0.380844
5	0.105326	1.2507	0.106562
6	0.012048	0.1431	0.443223
7	-0.03939	-0.4677	0.679651
8	-0.018577	-0.2206	0.587132
9	0.015853	0.1882	0.425477
10	-0.007464	-0.0886	0.535248
11	-0.02533	-0.3008	0.617988
12	0.058344	0.6928	0.244787
13	0.025547	0.3033	0.381035
14	-0.074094	-0.8798	0.809771
15	-0.023396	-0.2778	0.60922
16	-0.047567	-0.5648	0.713457
17	0.106279	1.262	0.104518
18	-0.017075	-0.2028	0.58019
19	-0.088371	-1.0494	0.852094
20	-0.038711	-0.4597	0.676769

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.924005 & 10.972 & 0 \tabularnewline
1 & -0.023382 & -0.2777 & 0.609156 \tabularnewline
2 & -0.002666 & -0.0317 & 0.512603 \tabularnewline
3 & -0.184094 & -2.186 & 0.984767 \tabularnewline
4 & 0.025589 & 0.3039 & 0.380844 \tabularnewline
5 & 0.105326 & 1.2507 & 0.106562 \tabularnewline
6 & 0.012048 & 0.1431 & 0.443223 \tabularnewline
7 & -0.03939 & -0.4677 & 0.679651 \tabularnewline
8 & -0.018577 & -0.2206 & 0.587132 \tabularnewline
9 & 0.015853 & 0.1882 & 0.425477 \tabularnewline
10 & -0.007464 & -0.0886 & 0.535248 \tabularnewline
11 & -0.02533 & -0.3008 & 0.617988 \tabularnewline
12 & 0.058344 & 0.6928 & 0.244787 \tabularnewline
13 & 0.025547 & 0.3033 & 0.381035 \tabularnewline
14 & -0.074094 & -0.8798 & 0.809771 \tabularnewline
15 & -0.023396 & -0.2778 & 0.60922 \tabularnewline
16 & -0.047567 & -0.5648 & 0.713457 \tabularnewline
17 & 0.106279 & 1.262 & 0.104518 \tabularnewline
18 & -0.017075 & -0.2028 & 0.58019 \tabularnewline
19 & -0.088371 & -1.0494 & 0.852094 \tabularnewline
20 & -0.038711 & -0.4597 & 0.676769 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5971&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]0.924005[/C][C]10.972[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.023382[/C][C]-0.2777[/C][C]0.609156[/C][/ROW]
[ROW][C]2[/C][C]-0.002666[/C][C]-0.0317[/C][C]0.512603[/C][/ROW]
[ROW][C]3[/C][C]-0.184094[/C][C]-2.186[/C][C]0.984767[/C][/ROW]
[ROW][C]4[/C][C]0.025589[/C][C]0.3039[/C][C]0.380844[/C][/ROW]
[ROW][C]5[/C][C]0.105326[/C][C]1.2507[/C][C]0.106562[/C][/ROW]
[ROW][C]6[/C][C]0.012048[/C][C]0.1431[/C][C]0.443223[/C][/ROW]
[ROW][C]7[/C][C]-0.03939[/C][C]-0.4677[/C][C]0.679651[/C][/ROW]
[ROW][C]8[/C][C]-0.018577[/C][C]-0.2206[/C][C]0.587132[/C][/ROW]
[ROW][C]9[/C][C]0.015853[/C][C]0.1882[/C][C]0.425477[/C][/ROW]
[ROW][C]10[/C][C]-0.007464[/C][C]-0.0886[/C][C]0.535248[/C][/ROW]
[ROW][C]11[/C][C]-0.02533[/C][C]-0.3008[/C][C]0.617988[/C][/ROW]
[ROW][C]12[/C][C]0.058344[/C][C]0.6928[/C][C]0.244787[/C][/ROW]
[ROW][C]13[/C][C]0.025547[/C][C]0.3033[/C][C]0.381035[/C][/ROW]
[ROW][C]14[/C][C]-0.074094[/C][C]-0.8798[/C][C]0.809771[/C][/ROW]
[ROW][C]15[/C][C]-0.023396[/C][C]-0.2778[/C][C]0.60922[/C][/ROW]
[ROW][C]16[/C][C]-0.047567[/C][C]-0.5648[/C][C]0.713457[/C][/ROW]
[ROW][C]17[/C][C]0.106279[/C][C]1.262[/C][C]0.104518[/C][/ROW]
[ROW][C]18[/C][C]-0.017075[/C][C]-0.2028[/C][C]0.58019[/C][/ROW]
[ROW][C]19[/C][C]-0.088371[/C][C]-1.0494[/C][C]0.852094[/C][/ROW]
[ROW][C]20[/C][C]-0.038711[/C][C]-0.4597[/C][C]0.676769[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5971&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5971&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	0.924005	10.972	0
1	-0.023382	-0.2777	0.609156
2	-0.002666	-0.0317	0.512603
3	-0.184094	-2.186	0.984767
4	0.025589	0.3039	0.380844
5	0.105326	1.2507	0.106562
6	0.012048	0.1431	0.443223
7	-0.03939	-0.4677	0.679651
8	-0.018577	-0.2206	0.587132
9	0.015853	0.1882	0.425477
10	-0.007464	-0.0886	0.535248
11	-0.02533	-0.3008	0.617988
12	0.058344	0.6928	0.244787
13	0.025547	0.3033	0.381035
14	-0.074094	-0.8798	0.809771
15	-0.023396	-0.2778	0.60922
16	-0.047567	-0.5648	0.713457
17	0.106279	1.262	0.104518
18	-0.017075	-0.2028	0.58019
19	-0.088371	-1.0494	0.852094
20	-0.038711	-0.4597	0.676769

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