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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 09:39:37 -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/t11958354832ija4xdrlxb94bq.htm/, Retrieved Sun, 28 Apr 2024 21:19:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6226, Retrieved Sun, 28 Apr 2024 21:19:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact171

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] [autocorrelatie sp...] [2007-11-23 16:39:37] [bd02e85be52eb1cb060a2c60779eb820] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
13
17
17
13
14
13
17
17
15
9
10
9
14
18
18
12
16
12
19
13
12
13
11
10
16
12
6
8
6
8
8
9
13
8
11
8
10
15
12
13
12
15
13
13
16
14
12
15
14
19
16
16
11
13
12
11
6
9
6
15
17
13
12
13
10
14
13
10
11
12
7
11

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=6226&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=6226&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6226&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
018.48530
10.450243.82040.00014
20.2925972.48280.007684
30.1125770.95520.171325
40.0883060.74930.228058
50.1387241.17710.121513
60.219671.8640.033202
7-0.017849-0.15150.559979
8-0.071017-0.60260.725665
9-0.16227-1.37690.913597
10-0.028272-0.23990.594453
11-0.015791-0.1340.553107
120.0584860.49630.310606
13-0.114865-0.97470.833505
14-0.172479-1.46350.926163
15-0.226981-1.9260.970973
16-0.112099-0.95120.827655
17-0.111918-0.94970.827268

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.45024 & 3.8204 & 0.00014 \tabularnewline
2 & 0.292597 & 2.4828 & 0.007684 \tabularnewline
3 & 0.112577 & 0.9552 & 0.171325 \tabularnewline
4 & 0.088306 & 0.7493 & 0.228058 \tabularnewline
5 & 0.138724 & 1.1771 & 0.121513 \tabularnewline
6 & 0.21967 & 1.864 & 0.033202 \tabularnewline
7 & -0.017849 & -0.1515 & 0.559979 \tabularnewline
8 & -0.071017 & -0.6026 & 0.725665 \tabularnewline
9 & -0.16227 & -1.3769 & 0.913597 \tabularnewline
10 & -0.028272 & -0.2399 & 0.594453 \tabularnewline
11 & -0.015791 & -0.134 & 0.553107 \tabularnewline
12 & 0.058486 & 0.4963 & 0.310606 \tabularnewline
13 & -0.114865 & -0.9747 & 0.833505 \tabularnewline
14 & -0.172479 & -1.4635 & 0.926163 \tabularnewline
15 & -0.226981 & -1.926 & 0.970973 \tabularnewline
16 & -0.112099 & -0.9512 & 0.827655 \tabularnewline
17 & -0.111918 & -0.9497 & 0.827268 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6226&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.45024[/C][C]3.8204[/C][C]0.00014[/C][/ROW]
[ROW][C]2[/C][C]0.292597[/C][C]2.4828[/C][C]0.007684[/C][/ROW]
[ROW][C]3[/C][C]0.112577[/C][C]0.9552[/C][C]0.171325[/C][/ROW]
[ROW][C]4[/C][C]0.088306[/C][C]0.7493[/C][C]0.228058[/C][/ROW]
[ROW][C]5[/C][C]0.138724[/C][C]1.1771[/C][C]0.121513[/C][/ROW]
[ROW][C]6[/C][C]0.21967[/C][C]1.864[/C][C]0.033202[/C][/ROW]
[ROW][C]7[/C][C]-0.017849[/C][C]-0.1515[/C][C]0.559979[/C][/ROW]
[ROW][C]8[/C][C]-0.071017[/C][C]-0.6026[/C][C]0.725665[/C][/ROW]
[ROW][C]9[/C][C]-0.16227[/C][C]-1.3769[/C][C]0.913597[/C][/ROW]
[ROW][C]10[/C][C]-0.028272[/C][C]-0.2399[/C][C]0.594453[/C][/ROW]
[ROW][C]11[/C][C]-0.015791[/C][C]-0.134[/C][C]0.553107[/C][/ROW]
[ROW][C]12[/C][C]0.058486[/C][C]0.4963[/C][C]0.310606[/C][/ROW]
[ROW][C]13[/C][C]-0.114865[/C][C]-0.9747[/C][C]0.833505[/C][/ROW]
[ROW][C]14[/C][C]-0.172479[/C][C]-1.4635[/C][C]0.926163[/C][/ROW]
[ROW][C]15[/C][C]-0.226981[/C][C]-1.926[/C][C]0.970973[/C][/ROW]
[ROW][C]16[/C][C]-0.112099[/C][C]-0.9512[/C][C]0.827655[/C][/ROW]
[ROW][C]17[/C][C]-0.111918[/C][C]-0.9497[/C][C]0.827268[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6226&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6226&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
018.48530
10.450243.82040.00014
20.2925972.48280.007684
30.1125770.95520.171325
40.0883060.74930.228058
50.1387241.17710.121513
60.219671.8640.033202
7-0.017849-0.15150.559979
8-0.071017-0.60260.725665
9-0.16227-1.37690.913597
10-0.028272-0.23990.594453
11-0.015791-0.1340.553107
120.0584860.49630.310606
13-0.114865-0.97470.833505
14-0.172479-1.46350.926163
15-0.226981-1.9260.970973
16-0.112099-0.95120.827655
17-0.111918-0.94970.827268






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.450243.82040.00014
10.1127330.95660.170991
2-0.069959-0.59360.722687
30.041850.35510.361772
40.1201311.01930.155727
50.1431661.21480.114204
6-0.258382-2.19240.98421
7-0.067355-0.57150.71529
8-0.0604-0.51250.69507
90.1262361.07110.14384
10-0.047309-0.40140.655354
110.0376770.31970.37506
12-0.131189-1.11320.865332
13-0.085241-0.72330.764078
14-0.075496-0.64060.738093
150.0108910.09240.463314
16-0.054249-0.46030.676662
17-0.093447-0.79290.784786

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.45024 & 3.8204 & 0.00014 \tabularnewline
1 & 0.112733 & 0.9566 & 0.170991 \tabularnewline
2 & -0.069959 & -0.5936 & 0.722687 \tabularnewline
3 & 0.04185 & 0.3551 & 0.361772 \tabularnewline
4 & 0.120131 & 1.0193 & 0.155727 \tabularnewline
5 & 0.143166 & 1.2148 & 0.114204 \tabularnewline
6 & -0.258382 & -2.1924 & 0.98421 \tabularnewline
7 & -0.067355 & -0.5715 & 0.71529 \tabularnewline
8 & -0.0604 & -0.5125 & 0.69507 \tabularnewline
9 & 0.126236 & 1.0711 & 0.14384 \tabularnewline
10 & -0.047309 & -0.4014 & 0.655354 \tabularnewline
11 & 0.037677 & 0.3197 & 0.37506 \tabularnewline
12 & -0.131189 & -1.1132 & 0.865332 \tabularnewline
13 & -0.085241 & -0.7233 & 0.764078 \tabularnewline
14 & -0.075496 & -0.6406 & 0.738093 \tabularnewline
15 & 0.010891 & 0.0924 & 0.463314 \tabularnewline
16 & -0.054249 & -0.4603 & 0.676662 \tabularnewline
17 & -0.093447 & -0.7929 & 0.784786 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6226&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]0.45024[/C][C]3.8204[/C][C]0.00014[/C][/ROW]
[ROW][C]1[/C][C]0.112733[/C][C]0.9566[/C][C]0.170991[/C][/ROW]
[ROW][C]2[/C][C]-0.069959[/C][C]-0.5936[/C][C]0.722687[/C][/ROW]
[ROW][C]3[/C][C]0.04185[/C][C]0.3551[/C][C]0.361772[/C][/ROW]
[ROW][C]4[/C][C]0.120131[/C][C]1.0193[/C][C]0.155727[/C][/ROW]
[ROW][C]5[/C][C]0.143166[/C][C]1.2148[/C][C]0.114204[/C][/ROW]
[ROW][C]6[/C][C]-0.258382[/C][C]-2.1924[/C][C]0.98421[/C][/ROW]
[ROW][C]7[/C][C]-0.067355[/C][C]-0.5715[/C][C]0.71529[/C][/ROW]
[ROW][C]8[/C][C]-0.0604[/C][C]-0.5125[/C][C]0.69507[/C][/ROW]
[ROW][C]9[/C][C]0.126236[/C][C]1.0711[/C][C]0.14384[/C][/ROW]
[ROW][C]10[/C][C]-0.047309[/C][C]-0.4014[/C][C]0.655354[/C][/ROW]
[ROW][C]11[/C][C]0.037677[/C][C]0.3197[/C][C]0.37506[/C][/ROW]
[ROW][C]12[/C][C]-0.131189[/C][C]-1.1132[/C][C]0.865332[/C][/ROW]
[ROW][C]13[/C][C]-0.085241[/C][C]-0.7233[/C][C]0.764078[/C][/ROW]
[ROW][C]14[/C][C]-0.075496[/C][C]-0.6406[/C][C]0.738093[/C][/ROW]
[ROW][C]15[/C][C]0.010891[/C][C]0.0924[/C][C]0.463314[/C][/ROW]
[ROW][C]16[/C][C]-0.054249[/C][C]-0.4603[/C][C]0.676662[/C][/ROW]
[ROW][C]17[/C][C]-0.093447[/C][C]-0.7929[/C][C]0.784786[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6226&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6226&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
00.450243.82040.00014
10.1127330.95660.170991
2-0.069959-0.59360.722687
30.041850.35510.361772
40.1201311.01930.155727
50.1431661.21480.114204
6-0.258382-2.19240.98421
7-0.067355-0.57150.71529
8-0.0604-0.51250.69507
90.1262361.07110.14384
10-0.047309-0.40140.655354
110.0376770.31970.37506
12-0.131189-1.11320.865332
13-0.085241-0.72330.764078
14-0.075496-0.64060.738093
150.0108910.09240.463314
16-0.054249-0.46030.676662
17-0.093447-0.79290.784786


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')