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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 computationFri, 23 Nov 2007 09:07:20 -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/23/t1195833571oq670lf8q7kl97u.htm/, Retrieved Sun, 28 Apr 2024 22:17:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6215, Retrieved Sun, 28 Apr 2024 22:17:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact232

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] [Workshop7-q2e] [2007-11-23 16:07:20] [129742d52914620af0bad7eb53591257] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
102,86
102,12
100,74
100,96
101,01
100,41
100,35
99,33
98,66
98,69
98,61
96,41
96,3
96,12
97,32
101,78
102,28
101,12
104,55
107,4
108,41
109,43
110,34
115,06
113,13
116,56
121,39
119,12
123,31
128,57
127,71
125,68
133,8
130,97
129,99
124
118,63
121,86
119,97
125,03
130,09
126,65
121,7
119,24
122,63
116,66
114,12
113,11
112,61
113,4
115,18
121,01
119,44
116,68
117,07
117,41
119,58
120,92
117,09
116,77
119,39
122,49
124,08
118,29
112,94
113,79
114,43
118,7
120,36
118,27
118,34
117,82
117,65
118,18
121,02
124,78
131,16
130,14
131,75
134,73
135,35
140,32
136,35
131,6
128,9
133,89
138,25
146,23
144,76
149,3
156,8
159,08
165,12
163,14
153,43
151,01

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'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 & 2 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=6215&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6215&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6215&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.7980
10.9479159.28760
20.8819068.64090
30.8042567.88010
40.7245327.09890
50.6588566.45540
60.591295.79340
70.5298765.19171e-06
80.4758764.66265e-06
90.4252114.16623.4e-05
100.3886883.80830.000123
110.3543033.47140.000389
120.3080053.01780.00163
130.2545382.4940.007171
140.1997741.95740.026603
150.1368531.34090.091562
160.0893990.87590.191627
170.0455850.44660.328069
180.0046110.04520.48203

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.798 & 0 \tabularnewline
1 & 0.947915 & 9.2876 & 0 \tabularnewline
2 & 0.881906 & 8.6409 & 0 \tabularnewline
3 & 0.804256 & 7.8801 & 0 \tabularnewline
4 & 0.724532 & 7.0989 & 0 \tabularnewline
5 & 0.658856 & 6.4554 & 0 \tabularnewline
6 & 0.59129 & 5.7934 & 0 \tabularnewline
7 & 0.529876 & 5.1917 & 1e-06 \tabularnewline
8 & 0.475876 & 4.6626 & 5e-06 \tabularnewline
9 & 0.425211 & 4.1662 & 3.4e-05 \tabularnewline
10 & 0.388688 & 3.8083 & 0.000123 \tabularnewline
11 & 0.354303 & 3.4714 & 0.000389 \tabularnewline
12 & 0.308005 & 3.0178 & 0.00163 \tabularnewline
13 & 0.254538 & 2.494 & 0.007171 \tabularnewline
14 & 0.199774 & 1.9574 & 0.026603 \tabularnewline
15 & 0.136853 & 1.3409 & 0.091562 \tabularnewline
16 & 0.089399 & 0.8759 & 0.191627 \tabularnewline
17 & 0.045585 & 0.4466 & 0.328069 \tabularnewline
18 & 0.004611 & 0.0452 & 0.48203 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6215&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]9.798[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.947915[/C][C]9.2876[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.881906[/C][C]8.6409[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.804256[/C][C]7.8801[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.724532[/C][C]7.0989[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.658856[/C][C]6.4554[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.59129[/C][C]5.7934[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.529876[/C][C]5.1917[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.475876[/C][C]4.6626[/C][C]5e-06[/C][/ROW]
[ROW][C]9[/C][C]0.425211[/C][C]4.1662[/C][C]3.4e-05[/C][/ROW]
[ROW][C]10[/C][C]0.388688[/C][C]3.8083[/C][C]0.000123[/C][/ROW]
[ROW][C]11[/C][C]0.354303[/C][C]3.4714[/C][C]0.000389[/C][/ROW]
[ROW][C]12[/C][C]0.308005[/C][C]3.0178[/C][C]0.00163[/C][/ROW]
[ROW][C]13[/C][C]0.254538[/C][C]2.494[/C][C]0.007171[/C][/ROW]
[ROW][C]14[/C][C]0.199774[/C][C]1.9574[/C][C]0.026603[/C][/ROW]
[ROW][C]15[/C][C]0.136853[/C][C]1.3409[/C][C]0.091562[/C][/ROW]
[ROW][C]16[/C][C]0.089399[/C][C]0.8759[/C][C]0.191627[/C][/ROW]
[ROW][C]17[/C][C]0.045585[/C][C]0.4466[/C][C]0.328069[/C][/ROW]
[ROW][C]18[/C][C]0.004611[/C][C]0.0452[/C][C]0.48203[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6215&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6215&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
019.7980
10.9479159.28760
20.8819068.64090
30.8042567.88010
40.7245327.09890
50.6588566.45540
60.591295.79340
70.5298765.19171e-06
80.4758764.66265e-06
90.4252114.16623.4e-05
100.3886883.80830.000123
110.3543033.47140.000389
120.3080053.01780.00163
130.2545382.4940.007171
140.1997741.95740.026603
150.1368531.34090.091562
160.0893990.87590.191627
170.0455850.44660.328069
180.0046110.04520.48203






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9479159.28760
1-0.163981-1.60670.944295
2-0.135326-1.32590.905993
3-0.039071-0.38280.648649
40.1109191.08680.139927
5-0.091965-0.90110.815096
6-0.002341-0.02290.509127
70.0285760.280.390047
8-0.008041-0.07880.531315
90.0752930.73770.231243
10-0.032966-0.3230.626302
11-0.172938-1.69440.953289
12-0.086332-0.84590.800138
130.0282930.27720.391105
14-0.123993-1.21490.886305
150.1063971.04250.149906
16-0.014398-0.14110.555946
17-0.049854-0.48850.686834
18-0.004577-0.04480.517839

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.947915 & 9.2876 & 0 \tabularnewline
1 & -0.163981 & -1.6067 & 0.944295 \tabularnewline
2 & -0.135326 & -1.3259 & 0.905993 \tabularnewline
3 & -0.039071 & -0.3828 & 0.648649 \tabularnewline
4 & 0.110919 & 1.0868 & 0.139927 \tabularnewline
5 & -0.091965 & -0.9011 & 0.815096 \tabularnewline
6 & -0.002341 & -0.0229 & 0.509127 \tabularnewline
7 & 0.028576 & 0.28 & 0.390047 \tabularnewline
8 & -0.008041 & -0.0788 & 0.531315 \tabularnewline
9 & 0.075293 & 0.7377 & 0.231243 \tabularnewline
10 & -0.032966 & -0.323 & 0.626302 \tabularnewline
11 & -0.172938 & -1.6944 & 0.953289 \tabularnewline
12 & -0.086332 & -0.8459 & 0.800138 \tabularnewline
13 & 0.028293 & 0.2772 & 0.391105 \tabularnewline
14 & -0.123993 & -1.2149 & 0.886305 \tabularnewline
15 & 0.106397 & 1.0425 & 0.149906 \tabularnewline
16 & -0.014398 & -0.1411 & 0.555946 \tabularnewline
17 & -0.049854 & -0.4885 & 0.686834 \tabularnewline
18 & -0.004577 & -0.0448 & 0.517839 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6215&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]0.947915[/C][C]9.2876[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.163981[/C][C]-1.6067[/C][C]0.944295[/C][/ROW]
[ROW][C]2[/C][C]-0.135326[/C][C]-1.3259[/C][C]0.905993[/C][/ROW]
[ROW][C]3[/C][C]-0.039071[/C][C]-0.3828[/C][C]0.648649[/C][/ROW]
[ROW][C]4[/C][C]0.110919[/C][C]1.0868[/C][C]0.139927[/C][/ROW]
[ROW][C]5[/C][C]-0.091965[/C][C]-0.9011[/C][C]0.815096[/C][/ROW]
[ROW][C]6[/C][C]-0.002341[/C][C]-0.0229[/C][C]0.509127[/C][/ROW]
[ROW][C]7[/C][C]0.028576[/C][C]0.28[/C][C]0.390047[/C][/ROW]
[ROW][C]8[/C][C]-0.008041[/C][C]-0.0788[/C][C]0.531315[/C][/ROW]
[ROW][C]9[/C][C]0.075293[/C][C]0.7377[/C][C]0.231243[/C][/ROW]
[ROW][C]10[/C][C]-0.032966[/C][C]-0.323[/C][C]0.626302[/C][/ROW]
[ROW][C]11[/C][C]-0.172938[/C][C]-1.6944[/C][C]0.953289[/C][/ROW]
[ROW][C]12[/C][C]-0.086332[/C][C]-0.8459[/C][C]0.800138[/C][/ROW]
[ROW][C]13[/C][C]0.028293[/C][C]0.2772[/C][C]0.391105[/C][/ROW]
[ROW][C]14[/C][C]-0.123993[/C][C]-1.2149[/C][C]0.886305[/C][/ROW]
[ROW][C]15[/C][C]0.106397[/C][C]1.0425[/C][C]0.149906[/C][/ROW]
[ROW][C]16[/C][C]-0.014398[/C][C]-0.1411[/C][C]0.555946[/C][/ROW]
[ROW][C]17[/C][C]-0.049854[/C][C]-0.4885[/C][C]0.686834[/C][/ROW]
[ROW][C]18[/C][C]-0.004577[/C][C]-0.0448[/C][C]0.517839[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6215&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6215&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
00.9479159.28760
1-0.163981-1.60670.944295
2-0.135326-1.32590.905993
3-0.039071-0.38280.648649
40.1109191.08680.139927
5-0.091965-0.90110.815096
6-0.002341-0.02290.509127
70.0285760.280.390047
8-0.008041-0.07880.531315
90.0752930.73770.231243
10-0.032966-0.3230.626302
11-0.172938-1.69440.953289
12-0.086332-0.84590.800138
130.0282930.27720.391105
14-0.123993-1.21490.886305
150.1063971.04250.149906
16-0.014398-0.14110.555946
17-0.049854-0.48850.686834
18-0.004577-0.04480.517839


Figures (Output of Computation)

Input Parameters & R Code

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')