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

Sun, 25 Nov 2007 04:22:32 -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/25/t1195989194fnw0tr18m3vsit4.htm/, Retrieved Sat, 04 May 2024 15:00:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6407, Retrieved Sat, 04 May 2024 15:00:33 +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

216

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

-       [(Partial) Autocorrelation Function] [ws 7] [2007-11-25 11:22:32] [e2f7a6e26aa7cf06a3d27eb5298a4843] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

8,5
8,6
8,5
8,5
9
9
8,8
8
7,9
8,1
9,3
9,4
9,4
9,3
9
9,1
9,7
9,7
9,6
8,3
8,2
8,4
10,6
10,9
10,9
9,6
9,3
9,3
9,6
9,5
9,5
9
8,9
9
10,1
10,2
10,2
9,5
9,3
9,3
9,4
9,3
9,1
9
8,9
9
9,8
10
9,8
9,4
9
8,9
9,3
9,1
8,8
8,9
8,7
8,6
9,1
9,3
8,9

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 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 & 3 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=6407&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]3 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=6407&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6407&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.9282	0
1	0.04278	0.2964	0.384106
2	-0.077926	-0.5399	0.704115
3	-0.535979	-3.7134	0.999734
4	-0.071157	-0.493	0.687867
5	-0.049594	-0.3436	0.633674
6	0.127942	0.8864	0.189909
7	0.017605	0.122	0.451715
8	0.067085	0.4648	0.322095
9	0.163013	1.1294	0.132173
10	-0.042788	-0.2964	0.615915
11	-0.078316	-0.5426	0.705038
12	-0.101906	-0.706	0.758208
13	-0.052379	-0.3629	0.640861
14	0.05961	0.413	0.340726
15	0.095683	0.6629	0.255278
16	0.062105	0.4303	0.334462

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.04278 & 0.2964 & 0.384106 \tabularnewline
2 & -0.077926 & -0.5399 & 0.704115 \tabularnewline
3 & -0.535979 & -3.7134 & 0.999734 \tabularnewline
4 & -0.071157 & -0.493 & 0.687867 \tabularnewline
5 & -0.049594 & -0.3436 & 0.633674 \tabularnewline
6 & 0.127942 & 0.8864 & 0.189909 \tabularnewline
7 & 0.017605 & 0.122 & 0.451715 \tabularnewline
8 & 0.067085 & 0.4648 & 0.322095 \tabularnewline
9 & 0.163013 & 1.1294 & 0.132173 \tabularnewline
10 & -0.042788 & -0.2964 & 0.615915 \tabularnewline
11 & -0.078316 & -0.5426 & 0.705038 \tabularnewline
12 & -0.101906 & -0.706 & 0.758208 \tabularnewline
13 & -0.052379 & -0.3629 & 0.640861 \tabularnewline
14 & 0.05961 & 0.413 & 0.340726 \tabularnewline
15 & 0.095683 & 0.6629 & 0.255278 \tabularnewline
16 & 0.062105 & 0.4303 & 0.334462 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6407&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.04278[/C][C]0.2964[/C][C]0.384106[/C][/ROW]
[ROW][C]2[/C][C]-0.077926[/C][C]-0.5399[/C][C]0.704115[/C][/ROW]
[ROW][C]3[/C][C]-0.535979[/C][C]-3.7134[/C][C]0.999734[/C][/ROW]
[ROW][C]4[/C][C]-0.071157[/C][C]-0.493[/C][C]0.687867[/C][/ROW]
[ROW][C]5[/C][C]-0.049594[/C][C]-0.3436[/C][C]0.633674[/C][/ROW]
[ROW][C]6[/C][C]0.127942[/C][C]0.8864[/C][C]0.189909[/C][/ROW]
[ROW][C]7[/C][C]0.017605[/C][C]0.122[/C][C]0.451715[/C][/ROW]
[ROW][C]8[/C][C]0.067085[/C][C]0.4648[/C][C]0.322095[/C][/ROW]
[ROW][C]9[/C][C]0.163013[/C][C]1.1294[/C][C]0.132173[/C][/ROW]
[ROW][C]10[/C][C]-0.042788[/C][C]-0.2964[/C][C]0.615915[/C][/ROW]
[ROW][C]11[/C][C]-0.078316[/C][C]-0.5426[/C][C]0.705038[/C][/ROW]
[ROW][C]12[/C][C]-0.101906[/C][C]-0.706[/C][C]0.758208[/C][/ROW]
[ROW][C]13[/C][C]-0.052379[/C][C]-0.3629[/C][C]0.640861[/C][/ROW]
[ROW][C]14[/C][C]0.05961[/C][C]0.413[/C][C]0.340726[/C][/ROW]
[ROW][C]15[/C][C]0.095683[/C][C]0.6629[/C][C]0.255278[/C][/ROW]
[ROW][C]16[/C][C]0.062105[/C][C]0.4303[/C][C]0.334462[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6407&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6407&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	6.9282	0
1	0.04278	0.2964	0.384106
2	-0.077926	-0.5399	0.704115
3	-0.535979	-3.7134	0.999734
4	-0.071157	-0.493	0.687867
5	-0.049594	-0.3436	0.633674
6	0.127942	0.8864	0.189909
7	0.017605	0.122	0.451715
8	0.067085	0.4648	0.322095
9	0.163013	1.1294	0.132173
10	-0.042788	-0.2964	0.615915
11	-0.078316	-0.5426	0.705038
12	-0.101906	-0.706	0.758208
13	-0.052379	-0.3629	0.640861
14	0.05961	0.413	0.340726
15	0.095683	0.6629	0.255278
16	0.062105	0.4303	0.334462

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.04278	0.2964	0.384106
1	-0.079903	-0.5536	0.708783
2	-0.533335	-3.6951	0.999718
3	-0.071478	-0.4952	0.688647
4	-0.173175	-1.1998	0.881945
5	-0.255533	-1.7704	0.958493
6	-0.146113	-1.0123	0.841765
7	-0.131949	-0.9142	0.8174
8	0.115681	0.8015	0.213407
9	-0.136974	-0.949	0.826309
10	-0.077341	-0.5358	0.702726
11	0.103295	0.7157	0.238837
12	-0.161228	-1.117	0.865227
13	0.033474	0.2319	0.408795
14	0.085636	0.5933	0.277883
15	-0.00907	-0.0628	0.524923
16	0.04203	0.2912	0.38608

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.04278 & 0.2964 & 0.384106 \tabularnewline
1 & -0.079903 & -0.5536 & 0.708783 \tabularnewline
2 & -0.533335 & -3.6951 & 0.999718 \tabularnewline
3 & -0.071478 & -0.4952 & 0.688647 \tabularnewline
4 & -0.173175 & -1.1998 & 0.881945 \tabularnewline
5 & -0.255533 & -1.7704 & 0.958493 \tabularnewline
6 & -0.146113 & -1.0123 & 0.841765 \tabularnewline
7 & -0.131949 & -0.9142 & 0.8174 \tabularnewline
8 & 0.115681 & 0.8015 & 0.213407 \tabularnewline
9 & -0.136974 & -0.949 & 0.826309 \tabularnewline
10 & -0.077341 & -0.5358 & 0.702726 \tabularnewline
11 & 0.103295 & 0.7157 & 0.238837 \tabularnewline
12 & -0.161228 & -1.117 & 0.865227 \tabularnewline
13 & 0.033474 & 0.2319 & 0.408795 \tabularnewline
14 & 0.085636 & 0.5933 & 0.277883 \tabularnewline
15 & -0.00907 & -0.0628 & 0.524923 \tabularnewline
16 & 0.04203 & 0.2912 & 0.38608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6407&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]0.04278[/C][C]0.2964[/C][C]0.384106[/C][/ROW]
[ROW][C]1[/C][C]-0.079903[/C][C]-0.5536[/C][C]0.708783[/C][/ROW]
[ROW][C]2[/C][C]-0.533335[/C][C]-3.6951[/C][C]0.999718[/C][/ROW]
[ROW][C]3[/C][C]-0.071478[/C][C]-0.4952[/C][C]0.688647[/C][/ROW]
[ROW][C]4[/C][C]-0.173175[/C][C]-1.1998[/C][C]0.881945[/C][/ROW]
[ROW][C]5[/C][C]-0.255533[/C][C]-1.7704[/C][C]0.958493[/C][/ROW]
[ROW][C]6[/C][C]-0.146113[/C][C]-1.0123[/C][C]0.841765[/C][/ROW]
[ROW][C]7[/C][C]-0.131949[/C][C]-0.9142[/C][C]0.8174[/C][/ROW]
[ROW][C]8[/C][C]0.115681[/C][C]0.8015[/C][C]0.213407[/C][/ROW]
[ROW][C]9[/C][C]-0.136974[/C][C]-0.949[/C][C]0.826309[/C][/ROW]
[ROW][C]10[/C][C]-0.077341[/C][C]-0.5358[/C][C]0.702726[/C][/ROW]
[ROW][C]11[/C][C]0.103295[/C][C]0.7157[/C][C]0.238837[/C][/ROW]
[ROW][C]12[/C][C]-0.161228[/C][C]-1.117[/C][C]0.865227[/C][/ROW]
[ROW][C]13[/C][C]0.033474[/C][C]0.2319[/C][C]0.408795[/C][/ROW]
[ROW][C]14[/C][C]0.085636[/C][C]0.5933[/C][C]0.277883[/C][/ROW]
[ROW][C]15[/C][C]-0.00907[/C][C]-0.0628[/C][C]0.524923[/C][/ROW]
[ROW][C]16[/C][C]0.04203[/C][C]0.2912[/C][C]0.38608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6407&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6407&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	0.04278	0.2964	0.384106
1	-0.079903	-0.5536	0.708783
2	-0.533335	-3.6951	0.999718
3	-0.071478	-0.4952	0.688647
4	-0.173175	-1.1998	0.881945
5	-0.255533	-1.7704	0.958493
6	-0.146113	-1.0123	0.841765
7	-0.131949	-0.9142	0.8174
8	0.115681	0.8015	0.213407
9	-0.136974	-0.949	0.826309
10	-0.077341	-0.5358	0.702726
11	0.103295	0.7157	0.238837
12	-0.161228	-1.117	0.865227
13	0.033474	0.2319	0.408795
14	0.085636	0.5933	0.277883
15	-0.00907	-0.0628	0.524923
16	0.04203	0.2912	0.38608

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = -1.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = -1.6 ; par3 = 1 ; par4 = 1 ; 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