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

Fri, 23 Nov 2007 09:51:05 -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/23/t1195836230ak0yxr2726b3vcb.htm/, Retrieved Mon, 29 Apr 2024 04:01:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6230, Retrieved Mon, 29 Apr 2024 04:01:20 +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

196

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

-       [(Partial) Autocorrelation Function] [autocorrelatie we...] [2007-11-23 16:51:05] [bd02e85be52eb1cb060a2c60779eb820] [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=6230&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=6230&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6230&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	8.4853	0
1	0.76586	6.4985	0
2	0.377576	3.2038	0.001011
3	0.033392	0.2833	0.388865
4	-0.15275	-1.2961	0.900465
5	-0.199413	-1.6921	0.952522
6	-0.20711	-1.7574	0.958449
7	-0.191489	-1.6248	0.945717
8	-0.138434	-1.1746	0.877997
9	0.030525	0.259	0.398184
10	0.308212	2.6153	0.005427
11	0.603849	5.1238	1e-06
12	0.752733	6.3872	0
13	0.530212	4.499	1.3e-05
14	0.19521	1.6564	0.050996
15	-0.092018	-0.7808	0.78126
16	-0.243797	-2.0687	0.978916
17	-0.283956	-2.4094	0.990732

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.76586 & 6.4985 & 0 \tabularnewline
2 & 0.377576 & 3.2038 & 0.001011 \tabularnewline
3 & 0.033392 & 0.2833 & 0.388865 \tabularnewline
4 & -0.15275 & -1.2961 & 0.900465 \tabularnewline
5 & -0.199413 & -1.6921 & 0.952522 \tabularnewline
6 & -0.20711 & -1.7574 & 0.958449 \tabularnewline
7 & -0.191489 & -1.6248 & 0.945717 \tabularnewline
8 & -0.138434 & -1.1746 & 0.877997 \tabularnewline
9 & 0.030525 & 0.259 & 0.398184 \tabularnewline
10 & 0.308212 & 2.6153 & 0.005427 \tabularnewline
11 & 0.603849 & 5.1238 & 1e-06 \tabularnewline
12 & 0.752733 & 6.3872 & 0 \tabularnewline
13 & 0.530212 & 4.499 & 1.3e-05 \tabularnewline
14 & 0.19521 & 1.6564 & 0.050996 \tabularnewline
15 & -0.092018 & -0.7808 & 0.78126 \tabularnewline
16 & -0.243797 & -2.0687 & 0.978916 \tabularnewline
17 & -0.283956 & -2.4094 & 0.990732 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6230&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]0.76586[/C][C]6.4985[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.377576[/C][C]3.2038[/C][C]0.001011[/C][/ROW]
[ROW][C]3[/C][C]0.033392[/C][C]0.2833[/C][C]0.388865[/C][/ROW]
[ROW][C]4[/C][C]-0.15275[/C][C]-1.2961[/C][C]0.900465[/C][/ROW]
[ROW][C]5[/C][C]-0.199413[/C][C]-1.6921[/C][C]0.952522[/C][/ROW]
[ROW][C]6[/C][C]-0.20711[/C][C]-1.7574[/C][C]0.958449[/C][/ROW]
[ROW][C]7[/C][C]-0.191489[/C][C]-1.6248[/C][C]0.945717[/C][/ROW]
[ROW][C]8[/C][C]-0.138434[/C][C]-1.1746[/C][C]0.877997[/C][/ROW]
[ROW][C]9[/C][C]0.030525[/C][C]0.259[/C][C]0.398184[/C][/ROW]
[ROW][C]10[/C][C]0.308212[/C][C]2.6153[/C][C]0.005427[/C][/ROW]
[ROW][C]11[/C][C]0.603849[/C][C]5.1238[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.752733[/C][C]6.3872[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.530212[/C][C]4.499[/C][C]1.3e-05[/C][/ROW]
[ROW][C]14[/C][C]0.19521[/C][C]1.6564[/C][C]0.050996[/C][/ROW]
[ROW][C]15[/C][C]-0.092018[/C][C]-0.7808[/C][C]0.78126[/C][/ROW]
[ROW][C]16[/C][C]-0.243797[/C][C]-2.0687[/C][C]0.978916[/C][/ROW]
[ROW][C]17[/C][C]-0.283956[/C][C]-2.4094[/C][C]0.990732[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6230&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6230&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	8.4853	0
1	0.76586	6.4985	0
2	0.377576	3.2038	0.001011
3	0.033392	0.2833	0.388865
4	-0.15275	-1.2961	0.900465
5	-0.199413	-1.6921	0.952522
6	-0.20711	-1.7574	0.958449
7	-0.191489	-1.6248	0.945717
8	-0.138434	-1.1746	0.877997
9	0.030525	0.259	0.398184
10	0.308212	2.6153	0.005427
11	0.603849	5.1238	1e-06
12	0.752733	6.3872	0
13	0.530212	4.499	1.3e-05
14	0.19521	1.6564	0.050996
15	-0.092018	-0.7808	0.78126
16	-0.243797	-2.0687	0.978916
17	-0.283956	-2.4094	0.990732

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.76586	6.4985	0
1	-0.505411	-4.2886	0.999973
2	-0.048251	-0.4094	0.658277
3	0.053218	0.4516	0.326467
4	-0.040088	-0.3402	0.632636
5	-0.160788	-1.3643	0.911644
6	0.018546	0.1574	0.437697
7	0.056129	0.4763	0.31766
8	0.290767	2.4672	0.007998
9	0.315628	2.6782	0.004582
10	0.352591	2.9918	0.001898
11	0.179655	1.5244	0.065891
12	-0.581987	-4.9383	0.999998
13	0.27411	2.3259	0.011422
14	-0.042496	-0.3606	0.64027
15	-0.178789	-1.5171	0.933187
16	-0.071866	-0.6098	0.728044
17	0.018266	0.155	0.438631

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.76586 & 6.4985 & 0 \tabularnewline
1 & -0.505411 & -4.2886 & 0.999973 \tabularnewline
2 & -0.048251 & -0.4094 & 0.658277 \tabularnewline
3 & 0.053218 & 0.4516 & 0.326467 \tabularnewline
4 & -0.040088 & -0.3402 & 0.632636 \tabularnewline
5 & -0.160788 & -1.3643 & 0.911644 \tabularnewline
6 & 0.018546 & 0.1574 & 0.437697 \tabularnewline
7 & 0.056129 & 0.4763 & 0.31766 \tabularnewline
8 & 0.290767 & 2.4672 & 0.007998 \tabularnewline
9 & 0.315628 & 2.6782 & 0.004582 \tabularnewline
10 & 0.352591 & 2.9918 & 0.001898 \tabularnewline
11 & 0.179655 & 1.5244 & 0.065891 \tabularnewline
12 & -0.581987 & -4.9383 & 0.999998 \tabularnewline
13 & 0.27411 & 2.3259 & 0.011422 \tabularnewline
14 & -0.042496 & -0.3606 & 0.64027 \tabularnewline
15 & -0.178789 & -1.5171 & 0.933187 \tabularnewline
16 & -0.071866 & -0.6098 & 0.728044 \tabularnewline
17 & 0.018266 & 0.155 & 0.438631 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6230&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]0.76586[/C][C]6.4985[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.505411[/C][C]-4.2886[/C][C]0.999973[/C][/ROW]
[ROW][C]2[/C][C]-0.048251[/C][C]-0.4094[/C][C]0.658277[/C][/ROW]
[ROW][C]3[/C][C]0.053218[/C][C]0.4516[/C][C]0.326467[/C][/ROW]
[ROW][C]4[/C][C]-0.040088[/C][C]-0.3402[/C][C]0.632636[/C][/ROW]
[ROW][C]5[/C][C]-0.160788[/C][C]-1.3643[/C][C]0.911644[/C][/ROW]
[ROW][C]6[/C][C]0.018546[/C][C]0.1574[/C][C]0.437697[/C][/ROW]
[ROW][C]7[/C][C]0.056129[/C][C]0.4763[/C][C]0.31766[/C][/ROW]
[ROW][C]8[/C][C]0.290767[/C][C]2.4672[/C][C]0.007998[/C][/ROW]
[ROW][C]9[/C][C]0.315628[/C][C]2.6782[/C][C]0.004582[/C][/ROW]
[ROW][C]10[/C][C]0.352591[/C][C]2.9918[/C][C]0.001898[/C][/ROW]
[ROW][C]11[/C][C]0.179655[/C][C]1.5244[/C][C]0.065891[/C][/ROW]
[ROW][C]12[/C][C]-0.581987[/C][C]-4.9383[/C][C]0.999998[/C][/ROW]
[ROW][C]13[/C][C]0.27411[/C][C]2.3259[/C][C]0.011422[/C][/ROW]
[ROW][C]14[/C][C]-0.042496[/C][C]-0.3606[/C][C]0.64027[/C][/ROW]
[ROW][C]15[/C][C]-0.178789[/C][C]-1.5171[/C][C]0.933187[/C][/ROW]
[ROW][C]16[/C][C]-0.071866[/C][C]-0.6098[/C][C]0.728044[/C][/ROW]
[ROW][C]17[/C][C]0.018266[/C][C]0.155[/C][C]0.438631[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6230&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6230&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	0.76586	6.4985	0
1	-0.505411	-4.2886	0.999973
2	-0.048251	-0.4094	0.658277
3	0.053218	0.4516	0.326467
4	-0.040088	-0.3402	0.632636
5	-0.160788	-1.3643	0.911644
6	0.018546	0.1574	0.437697
7	0.056129	0.4763	0.31766
8	0.290767	2.4672	0.007998
9	0.315628	2.6782	0.004582
10	0.352591	2.9918	0.001898
11	0.179655	1.5244	0.065891
12	-0.581987	-4.9383	0.999998
13	0.27411	2.3259	0.011422
14	-0.042496	-0.3606	0.64027
15	-0.178789	-1.5171	0.933187
16	-0.071866	-0.6098	0.728044
17	0.018266	0.155	0.438631

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