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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 computationSat, 24 Nov 2007 06:47:14 -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/24/t1195911567pr7ynwspmuj1nq6.htm/, Retrieved Fri, 03 May 2024 04:25:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6290, Retrieved Fri, 03 May 2024 04:25:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact249

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] [WS7Q2.2] [2007-11-24 13:47:14] [77c9c0d97755c69877fabe95ec1f485a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
91,25
91,5
91,68
91,81
91,84
91,93
92,08
92,11
92,26
92,28
92,39
92,46
92,82
93,16
93,33
93,51
93,56
93,67
93,76
93,88
94,01
94,21
94,31
94,4
94,9
95,31
95,52
95,68
95,91
95,97
96,15
96,34
96,42
96,54
96,72
96,81
97,19
97,5
97,71
97,86
98,04
98,2
98,25
98,41
98,56
98,62
98,75
98,71
99,05
99,52
99,71
99,8
100,01
99,99
100,12
100,15
100,27
100,42
100,43
100,5
100,95
101,26
101,42
101,68
101,75
101,89
102,07
102,22
102,45
102,62
102,67
102,86
104,78
104,87
105,06
105,14
105,32
105,54
105,68
105,77
106,07
106,03
106,13
106,28
106,61
106,74
107,01
107,1
107,28
107,4
107,59
107,69
107,78

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=6290&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=6290&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6290&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
019.59170
10.0134190.12870.448935
2-0.054454-0.52230.698642
3-0.050498-0.48440.685358
4-0.00583-0.05590.522238
5-0.041105-0.39430.65285
6-0.01572-0.15080.55976
7-0.103284-0.99070.837776
8-0.013976-0.13410.553175
9-0.079073-0.75840.774937
10-0.067817-0.65050.741497
110.1219511.16970.122569
120.3077542.95190.002004
13-0.025073-0.24050.59476
14-0.03585-0.34390.634132
15-0.0733-0.70310.758105
16-0.044477-0.42660.664669
17-0.107519-1.03130.847445
18-0.044237-0.42430.663833

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.5917 & 0 \tabularnewline
1 & 0.013419 & 0.1287 & 0.448935 \tabularnewline
2 & -0.054454 & -0.5223 & 0.698642 \tabularnewline
3 & -0.050498 & -0.4844 & 0.685358 \tabularnewline
4 & -0.00583 & -0.0559 & 0.522238 \tabularnewline
5 & -0.041105 & -0.3943 & 0.65285 \tabularnewline
6 & -0.01572 & -0.1508 & 0.55976 \tabularnewline
7 & -0.103284 & -0.9907 & 0.837776 \tabularnewline
8 & -0.013976 & -0.1341 & 0.553175 \tabularnewline
9 & -0.079073 & -0.7584 & 0.774937 \tabularnewline
10 & -0.067817 & -0.6505 & 0.741497 \tabularnewline
11 & 0.121951 & 1.1697 & 0.122569 \tabularnewline
12 & 0.307754 & 2.9519 & 0.002004 \tabularnewline
13 & -0.025073 & -0.2405 & 0.59476 \tabularnewline
14 & -0.03585 & -0.3439 & 0.634132 \tabularnewline
15 & -0.0733 & -0.7031 & 0.758105 \tabularnewline
16 & -0.044477 & -0.4266 & 0.664669 \tabularnewline
17 & -0.107519 & -1.0313 & 0.847445 \tabularnewline
18 & -0.044237 & -0.4243 & 0.663833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6290&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]9.5917[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.013419[/C][C]0.1287[/C][C]0.448935[/C][/ROW]
[ROW][C]2[/C][C]-0.054454[/C][C]-0.5223[/C][C]0.698642[/C][/ROW]
[ROW][C]3[/C][C]-0.050498[/C][C]-0.4844[/C][C]0.685358[/C][/ROW]
[ROW][C]4[/C][C]-0.00583[/C][C]-0.0559[/C][C]0.522238[/C][/ROW]
[ROW][C]5[/C][C]-0.041105[/C][C]-0.3943[/C][C]0.65285[/C][/ROW]
[ROW][C]6[/C][C]-0.01572[/C][C]-0.1508[/C][C]0.55976[/C][/ROW]
[ROW][C]7[/C][C]-0.103284[/C][C]-0.9907[/C][C]0.837776[/C][/ROW]
[ROW][C]8[/C][C]-0.013976[/C][C]-0.1341[/C][C]0.553175[/C][/ROW]
[ROW][C]9[/C][C]-0.079073[/C][C]-0.7584[/C][C]0.774937[/C][/ROW]
[ROW][C]10[/C][C]-0.067817[/C][C]-0.6505[/C][C]0.741497[/C][/ROW]
[ROW][C]11[/C][C]0.121951[/C][C]1.1697[/C][C]0.122569[/C][/ROW]
[ROW][C]12[/C][C]0.307754[/C][C]2.9519[/C][C]0.002004[/C][/ROW]
[ROW][C]13[/C][C]-0.025073[/C][C]-0.2405[/C][C]0.59476[/C][/ROW]
[ROW][C]14[/C][C]-0.03585[/C][C]-0.3439[/C][C]0.634132[/C][/ROW]
[ROW][C]15[/C][C]-0.0733[/C][C]-0.7031[/C][C]0.758105[/C][/ROW]
[ROW][C]16[/C][C]-0.044477[/C][C]-0.4266[/C][C]0.664669[/C][/ROW]
[ROW][C]17[/C][C]-0.107519[/C][C]-1.0313[/C][C]0.847445[/C][/ROW]
[ROW][C]18[/C][C]-0.044237[/C][C]-0.4243[/C][C]0.663833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6290&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6290&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
019.59170
10.0134190.12870.448935
2-0.054454-0.52230.698642
3-0.050498-0.48440.685358
4-0.00583-0.05590.522238
5-0.041105-0.39430.65285
6-0.01572-0.15080.55976
7-0.103284-0.99070.837776
8-0.013976-0.13410.553175
9-0.079073-0.75840.774937
10-0.067817-0.65050.741497
110.1219511.16970.122569
120.3077542.95190.002004
13-0.025073-0.24050.59476
14-0.03585-0.34390.634132
15-0.0733-0.70310.758105
16-0.044477-0.42660.664669
17-0.107519-1.03130.847445
18-0.044237-0.42430.663833






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0134190.12870.448935
1-0.054643-0.52410.699273
2-0.049149-0.47140.680773
3-0.007572-0.07260.528869
4-0.046617-0.44710.672087
5-0.018114-0.17370.568775
6-0.109349-1.04880.851499
7-0.018903-0.18130.571738
8-0.095717-0.91810.819512
9-0.085032-0.81560.791581
100.1086851.04250.149962
110.289932.78090.003287
12-0.023695-0.22730.589644
13-0.017314-0.16610.565767
14-0.066779-0.64050.738286
15-0.067146-0.6440.739424
16-0.127239-1.22040.88729
17-0.040588-0.38930.651027
18-0.120049-1.15150.873739

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.013419 & 0.1287 & 0.448935 \tabularnewline
1 & -0.054643 & -0.5241 & 0.699273 \tabularnewline
2 & -0.049149 & -0.4714 & 0.680773 \tabularnewline
3 & -0.007572 & -0.0726 & 0.528869 \tabularnewline
4 & -0.046617 & -0.4471 & 0.672087 \tabularnewline
5 & -0.018114 & -0.1737 & 0.568775 \tabularnewline
6 & -0.109349 & -1.0488 & 0.851499 \tabularnewline
7 & -0.018903 & -0.1813 & 0.571738 \tabularnewline
8 & -0.095717 & -0.9181 & 0.819512 \tabularnewline
9 & -0.085032 & -0.8156 & 0.791581 \tabularnewline
10 & 0.108685 & 1.0425 & 0.149962 \tabularnewline
11 & 0.28993 & 2.7809 & 0.003287 \tabularnewline
12 & -0.023695 & -0.2273 & 0.589644 \tabularnewline
13 & -0.017314 & -0.1661 & 0.565767 \tabularnewline
14 & -0.066779 & -0.6405 & 0.738286 \tabularnewline
15 & -0.067146 & -0.644 & 0.739424 \tabularnewline
16 & -0.127239 & -1.2204 & 0.88729 \tabularnewline
17 & -0.040588 & -0.3893 & 0.651027 \tabularnewline
18 & -0.120049 & -1.1515 & 0.873739 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6290&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]0.013419[/C][C]0.1287[/C][C]0.448935[/C][/ROW]
[ROW][C]1[/C][C]-0.054643[/C][C]-0.5241[/C][C]0.699273[/C][/ROW]
[ROW][C]2[/C][C]-0.049149[/C][C]-0.4714[/C][C]0.680773[/C][/ROW]
[ROW][C]3[/C][C]-0.007572[/C][C]-0.0726[/C][C]0.528869[/C][/ROW]
[ROW][C]4[/C][C]-0.046617[/C][C]-0.4471[/C][C]0.672087[/C][/ROW]
[ROW][C]5[/C][C]-0.018114[/C][C]-0.1737[/C][C]0.568775[/C][/ROW]
[ROW][C]6[/C][C]-0.109349[/C][C]-1.0488[/C][C]0.851499[/C][/ROW]
[ROW][C]7[/C][C]-0.018903[/C][C]-0.1813[/C][C]0.571738[/C][/ROW]
[ROW][C]8[/C][C]-0.095717[/C][C]-0.9181[/C][C]0.819512[/C][/ROW]
[ROW][C]9[/C][C]-0.085032[/C][C]-0.8156[/C][C]0.791581[/C][/ROW]
[ROW][C]10[/C][C]0.108685[/C][C]1.0425[/C][C]0.149962[/C][/ROW]
[ROW][C]11[/C][C]0.28993[/C][C]2.7809[/C][C]0.003287[/C][/ROW]
[ROW][C]12[/C][C]-0.023695[/C][C]-0.2273[/C][C]0.589644[/C][/ROW]
[ROW][C]13[/C][C]-0.017314[/C][C]-0.1661[/C][C]0.565767[/C][/ROW]
[ROW][C]14[/C][C]-0.066779[/C][C]-0.6405[/C][C]0.738286[/C][/ROW]
[ROW][C]15[/C][C]-0.067146[/C][C]-0.644[/C][C]0.739424[/C][/ROW]
[ROW][C]16[/C][C]-0.127239[/C][C]-1.2204[/C][C]0.88729[/C][/ROW]
[ROW][C]17[/C][C]-0.040588[/C][C]-0.3893[/C][C]0.651027[/C][/ROW]
[ROW][C]18[/C][C]-0.120049[/C][C]-1.1515[/C][C]0.873739[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6290&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6290&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
00.0134190.12870.448935
1-0.054643-0.52410.699273
2-0.049149-0.47140.680773
3-0.007572-0.07260.528869
4-0.046617-0.44710.672087
5-0.018114-0.17370.568775
6-0.109349-1.04880.851499
7-0.018903-0.18130.571738
8-0.095717-0.91810.819512
9-0.085032-0.81560.791581
100.1086851.04250.149962
110.289932.78090.003287
12-0.023695-0.22730.589644
13-0.017314-0.16610.565767
14-0.066779-0.64050.738286
15-0.067146-0.6440.739424
16-0.127239-1.22040.88729
17-0.040588-0.38930.651027
18-0.120049-1.15150.873739


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 1 ; 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')