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 05:11:58 -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/t1195992170l5j1zb8v8kmx6ca.htm/, Retrieved Sat, 04 May 2024 13:16:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6416, Retrieved Sat, 04 May 2024 13:16:02 +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

193

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

-       [(Partial) Autocorrelation Function] [Autocorrelation f...] [2007-11-25 12:11:58] [9fe578921d87f9af8e79a90d6142ba02] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

7.7
7.8
7.7
7.7
7.7
7.7
7.6
7.5
7.4
7.4
7.5
7.6
7.6
8.1
7.8
8
7.9
7.9
7.8
6.7
6.6
6.6
7.7
7.9
8
7.7
7.5
7.6
7.8
7.8
7.7
7.4
7.5
7.2
7.5
7.6
7.6
7.8
7.7
7.7
8.2
8.2
8.1
7.8
7.8
7.7
6.7
6.7
6.7
7.2
6.9
6.8
7.2
7.1
6.9
6.9
6.7
6.5
6.6
6.6
6.5

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6416&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6416&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6416&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.02111	0.1635	0.435329
2	-0.035208	-0.2727	0.606998
3	-0.29496	-2.2847	0.987061
4	-0.104383	-0.8085	0.789014
5	0.053324	0.413	0.340524
6	-0.165522	-1.2821	0.897636
7	0.04916	0.3808	0.352351
8	-0.085318	-0.6609	0.744387
9	-0.079547	-0.6162	0.729943
10	0.029949	0.232	0.40867
11	0.017823	0.1381	0.445328
12	0.194887	1.5096	0.068199
13	0.074288	0.5754	0.283576
14	0.015047	0.1166	0.4538
15	0.017896	0.1386	0.445106
16	-0.120234	-0.9313	0.822291

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.02111 & 0.1635 & 0.435329 \tabularnewline
2 & -0.035208 & -0.2727 & 0.606998 \tabularnewline
3 & -0.29496 & -2.2847 & 0.987061 \tabularnewline
4 & -0.104383 & -0.8085 & 0.789014 \tabularnewline
5 & 0.053324 & 0.413 & 0.340524 \tabularnewline
6 & -0.165522 & -1.2821 & 0.897636 \tabularnewline
7 & 0.04916 & 0.3808 & 0.352351 \tabularnewline
8 & -0.085318 & -0.6609 & 0.744387 \tabularnewline
9 & -0.079547 & -0.6162 & 0.729943 \tabularnewline
10 & 0.029949 & 0.232 & 0.40867 \tabularnewline
11 & 0.017823 & 0.1381 & 0.445328 \tabularnewline
12 & 0.194887 & 1.5096 & 0.068199 \tabularnewline
13 & 0.074288 & 0.5754 & 0.283576 \tabularnewline
14 & 0.015047 & 0.1166 & 0.4538 \tabularnewline
15 & 0.017896 & 0.1386 & 0.445106 \tabularnewline
16 & -0.120234 & -0.9313 & 0.822291 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6416&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.02111[/C][C]0.1635[/C][C]0.435329[/C][/ROW]
[ROW][C]2[/C][C]-0.035208[/C][C]-0.2727[/C][C]0.606998[/C][/ROW]
[ROW][C]3[/C][C]-0.29496[/C][C]-2.2847[/C][C]0.987061[/C][/ROW]
[ROW][C]4[/C][C]-0.104383[/C][C]-0.8085[/C][C]0.789014[/C][/ROW]
[ROW][C]5[/C][C]0.053324[/C][C]0.413[/C][C]0.340524[/C][/ROW]
[ROW][C]6[/C][C]-0.165522[/C][C]-1.2821[/C][C]0.897636[/C][/ROW]
[ROW][C]7[/C][C]0.04916[/C][C]0.3808[/C][C]0.352351[/C][/ROW]
[ROW][C]8[/C][C]-0.085318[/C][C]-0.6609[/C][C]0.744387[/C][/ROW]
[ROW][C]9[/C][C]-0.079547[/C][C]-0.6162[/C][C]0.729943[/C][/ROW]
[ROW][C]10[/C][C]0.029949[/C][C]0.232[/C][C]0.40867[/C][/ROW]
[ROW][C]11[/C][C]0.017823[/C][C]0.1381[/C][C]0.445328[/C][/ROW]
[ROW][C]12[/C][C]0.194887[/C][C]1.5096[/C][C]0.068199[/C][/ROW]
[ROW][C]13[/C][C]0.074288[/C][C]0.5754[/C][C]0.283576[/C][/ROW]
[ROW][C]14[/C][C]0.015047[/C][C]0.1166[/C][C]0.4538[/C][/ROW]
[ROW][C]15[/C][C]0.017896[/C][C]0.1386[/C][C]0.445106[/C][/ROW]
[ROW][C]16[/C][C]-0.120234[/C][C]-0.9313[/C][C]0.822291[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6416&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6416&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	7.746	0
1	0.02111	0.1635	0.435329
2	-0.035208	-0.2727	0.606998
3	-0.29496	-2.2847	0.987061
4	-0.104383	-0.8085	0.789014
5	0.053324	0.413	0.340524
6	-0.165522	-1.2821	0.897636
7	0.04916	0.3808	0.352351
8	-0.085318	-0.6609	0.744387
9	-0.079547	-0.6162	0.729943
10	0.029949	0.232	0.40867
11	0.017823	0.1381	0.445328
12	0.194887	1.5096	0.068199
13	0.074288	0.5754	0.283576
14	0.015047	0.1166	0.4538
15	0.017896	0.1386	0.445106
16	-0.120234	-0.9313	0.822291

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.02111	0.1635	0.435329
1	-0.03567	-0.2763	0.608365
2	-0.293942	-2.2769	0.986813
3	-0.105096	-0.8141	0.790589
4	0.037326	0.2891	0.386742
5	-0.285754	-2.2134	0.98466
6	-0.01626	-0.126	0.549904
7	-0.103504	-0.8017	0.787065
8	-0.264647	-2.0499	0.977626
9	-0.036604	-0.2835	0.611127
10	-0.06826	-0.5287	0.700533
11	-0.005325	-0.0412	0.516381
12	0.073565	0.5698	0.28546
13	-0.019375	-0.1501	0.559398
14	0.057925	0.4487	0.327638
15	-0.030675	-0.2376	0.593501
16	0.086873	0.6729	0.251793

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.02111 & 0.1635 & 0.435329 \tabularnewline
1 & -0.03567 & -0.2763 & 0.608365 \tabularnewline
2 & -0.293942 & -2.2769 & 0.986813 \tabularnewline
3 & -0.105096 & -0.8141 & 0.790589 \tabularnewline
4 & 0.037326 & 0.2891 & 0.386742 \tabularnewline
5 & -0.285754 & -2.2134 & 0.98466 \tabularnewline
6 & -0.01626 & -0.126 & 0.549904 \tabularnewline
7 & -0.103504 & -0.8017 & 0.787065 \tabularnewline
8 & -0.264647 & -2.0499 & 0.977626 \tabularnewline
9 & -0.036604 & -0.2835 & 0.611127 \tabularnewline
10 & -0.06826 & -0.5287 & 0.700533 \tabularnewline
11 & -0.005325 & -0.0412 & 0.516381 \tabularnewline
12 & 0.073565 & 0.5698 & 0.28546 \tabularnewline
13 & -0.019375 & -0.1501 & 0.559398 \tabularnewline
14 & 0.057925 & 0.4487 & 0.327638 \tabularnewline
15 & -0.030675 & -0.2376 & 0.593501 \tabularnewline
16 & 0.086873 & 0.6729 & 0.251793 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6416&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]0.02111[/C][C]0.1635[/C][C]0.435329[/C][/ROW]
[ROW][C]1[/C][C]-0.03567[/C][C]-0.2763[/C][C]0.608365[/C][/ROW]
[ROW][C]2[/C][C]-0.293942[/C][C]-2.2769[/C][C]0.986813[/C][/ROW]
[ROW][C]3[/C][C]-0.105096[/C][C]-0.8141[/C][C]0.790589[/C][/ROW]
[ROW][C]4[/C][C]0.037326[/C][C]0.2891[/C][C]0.386742[/C][/ROW]
[ROW][C]5[/C][C]-0.285754[/C][C]-2.2134[/C][C]0.98466[/C][/ROW]
[ROW][C]6[/C][C]-0.01626[/C][C]-0.126[/C][C]0.549904[/C][/ROW]
[ROW][C]7[/C][C]-0.103504[/C][C]-0.8017[/C][C]0.787065[/C][/ROW]
[ROW][C]8[/C][C]-0.264647[/C][C]-2.0499[/C][C]0.977626[/C][/ROW]
[ROW][C]9[/C][C]-0.036604[/C][C]-0.2835[/C][C]0.611127[/C][/ROW]
[ROW][C]10[/C][C]-0.06826[/C][C]-0.5287[/C][C]0.700533[/C][/ROW]
[ROW][C]11[/C][C]-0.005325[/C][C]-0.0412[/C][C]0.516381[/C][/ROW]
[ROW][C]12[/C][C]0.073565[/C][C]0.5698[/C][C]0.28546[/C][/ROW]
[ROW][C]13[/C][C]-0.019375[/C][C]-0.1501[/C][C]0.559398[/C][/ROW]
[ROW][C]14[/C][C]0.057925[/C][C]0.4487[/C][C]0.327638[/C][/ROW]
[ROW][C]15[/C][C]-0.030675[/C][C]-0.2376[/C][C]0.593501[/C][/ROW]
[ROW][C]16[/C][C]0.086873[/C][C]0.6729[/C][C]0.251793[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6416&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6416&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	0.02111	0.1635	0.435329
1	-0.03567	-0.2763	0.608365
2	-0.293942	-2.2769	0.986813
3	-0.105096	-0.8141	0.790589
4	0.037326	0.2891	0.386742
5	-0.285754	-2.2134	0.98466
6	-0.01626	-0.126	0.549904
7	-0.103504	-0.8017	0.787065
8	-0.264647	-2.0499	0.977626
9	-0.036604	-0.2835	0.611127
10	-0.06826	-0.5287	0.700533
11	-0.005325	-0.0412	0.516381
12	0.073565	0.5698	0.28546
13	-0.019375	-0.1501	0.559398
14	0.057925	0.4487	0.327638
15	-0.030675	-0.2376	0.593501
16	0.086873	0.6729	0.251793

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code