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of Irreproducible Research!

Author's title

Prijsindexcijfers van de grondstoffen , Energiegrondstoffen, Ruwe aardolie ...

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 26 Nov 2007 13:05:47 -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/26/t119610696519b8vi7e1iawr47.htm/, Retrieved Thu, 02 May 2024 19:57:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6664, Retrieved Thu, 02 May 2024 19:57:08 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

171

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

-       [(Partial) Autocorrelation Function] [Prijsindexcijfers...] [2007-11-26 20:05:47] [5338a3370b0f0a39c3af1ba0be9c6dab] [Current]

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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=6664&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=6664&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6664&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	7.746	0
1	0.94193	7.2962	0
2	0.882083	6.8326	0
3	0.831131	6.4379	0
4	0.795665	6.1632	0
5	0.769233	5.9585	0
6	0.723536	5.6045	0
7	0.674598	5.2254	1e-06
8	0.628274	4.8666	4e-06
9	0.59707	4.6249	1e-05
10	0.563117	4.3619	2.6e-05
11	0.522797	4.0496	7.5e-05
12	0.471033	3.6486	0.000277
13	0.416304	3.2247	0.001021
14	0.35453	2.7462	0.003973
15	0.290575	2.2508	0.014038
16	0.225216	1.7445	0.043095

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.94193 & 7.2962 & 0 \tabularnewline
2 & 0.882083 & 6.8326 & 0 \tabularnewline
3 & 0.831131 & 6.4379 & 0 \tabularnewline
4 & 0.795665 & 6.1632 & 0 \tabularnewline
5 & 0.769233 & 5.9585 & 0 \tabularnewline
6 & 0.723536 & 5.6045 & 0 \tabularnewline
7 & 0.674598 & 5.2254 & 1e-06 \tabularnewline
8 & 0.628274 & 4.8666 & 4e-06 \tabularnewline
9 & 0.59707 & 4.6249 & 1e-05 \tabularnewline
10 & 0.563117 & 4.3619 & 2.6e-05 \tabularnewline
11 & 0.522797 & 4.0496 & 7.5e-05 \tabularnewline
12 & 0.471033 & 3.6486 & 0.000277 \tabularnewline
13 & 0.416304 & 3.2247 & 0.001021 \tabularnewline
14 & 0.35453 & 2.7462 & 0.003973 \tabularnewline
15 & 0.290575 & 2.2508 & 0.014038 \tabularnewline
16 & 0.225216 & 1.7445 & 0.043095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6664&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]0.94193[/C][C]7.2962[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.882083[/C][C]6.8326[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.831131[/C][C]6.4379[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.795665[/C][C]6.1632[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.769233[/C][C]5.9585[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.723536[/C][C]5.6045[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.674598[/C][C]5.2254[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.628274[/C][C]4.8666[/C][C]4e-06[/C][/ROW]
[ROW][C]9[/C][C]0.59707[/C][C]4.6249[/C][C]1e-05[/C][/ROW]
[ROW][C]10[/C][C]0.563117[/C][C]4.3619[/C][C]2.6e-05[/C][/ROW]
[ROW][C]11[/C][C]0.522797[/C][C]4.0496[/C][C]7.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.471033[/C][C]3.6486[/C][C]0.000277[/C][/ROW]
[ROW][C]13[/C][C]0.416304[/C][C]3.2247[/C][C]0.001021[/C][/ROW]
[ROW][C]14[/C][C]0.35453[/C][C]2.7462[/C][C]0.003973[/C][/ROW]
[ROW][C]15[/C][C]0.290575[/C][C]2.2508[/C][C]0.014038[/C][/ROW]
[ROW][C]16[/C][C]0.225216[/C][C]1.7445[/C][C]0.043095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6664&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6664&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	0.94193	7.2962	0
2	0.882083	6.8326	0
3	0.831131	6.4379	0
4	0.795665	6.1632	0
5	0.769233	5.9585	0
6	0.723536	5.6045	0
7	0.674598	5.2254	1e-06
8	0.628274	4.8666	4e-06
9	0.59707	4.6249	1e-05
10	0.563117	4.3619	2.6e-05
11	0.522797	4.0496	7.5e-05
12	0.471033	3.6486	0.000277
13	0.416304	3.2247	0.001021
14	0.35453	2.7462	0.003973
15	0.290575	2.2508	0.014038
16	0.225216	1.7445	0.043095

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.94193	7.2962	0
1	-0.045663	-0.3537	0.637601
2	0.047473	0.3677	0.357186
3	0.107373	0.8317	0.204435
4	0.062391	0.4833	0.315328
5	-0.17232	-1.3348	0.906505
6	-0.023569	-0.1826	0.572121
7	-0.003969	-0.0307	0.512211
8	0.076298	0.591	0.278369
9	-0.077686	-0.6018	0.725198
10	-0.039327	-0.3046	0.619149
11	-0.102306	-0.7925	0.784392
12	-0.057199	-0.4431	0.670342
13	-0.167417	-1.2968	0.900168
14	-0.086544	-0.6704	0.747402
15	-0.087822	-0.6803	0.750523
16	-0.01094	-0.0847	0.533627

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.94193 & 7.2962 & 0 \tabularnewline
1 & -0.045663 & -0.3537 & 0.637601 \tabularnewline
2 & 0.047473 & 0.3677 & 0.357186 \tabularnewline
3 & 0.107373 & 0.8317 & 0.204435 \tabularnewline
4 & 0.062391 & 0.4833 & 0.315328 \tabularnewline
5 & -0.17232 & -1.3348 & 0.906505 \tabularnewline
6 & -0.023569 & -0.1826 & 0.572121 \tabularnewline
7 & -0.003969 & -0.0307 & 0.512211 \tabularnewline
8 & 0.076298 & 0.591 & 0.278369 \tabularnewline
9 & -0.077686 & -0.6018 & 0.725198 \tabularnewline
10 & -0.039327 & -0.3046 & 0.619149 \tabularnewline
11 & -0.102306 & -0.7925 & 0.784392 \tabularnewline
12 & -0.057199 & -0.4431 & 0.670342 \tabularnewline
13 & -0.167417 & -1.2968 & 0.900168 \tabularnewline
14 & -0.086544 & -0.6704 & 0.747402 \tabularnewline
15 & -0.087822 & -0.6803 & 0.750523 \tabularnewline
16 & -0.01094 & -0.0847 & 0.533627 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6664&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]0.94193[/C][C]7.2962[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.045663[/C][C]-0.3537[/C][C]0.637601[/C][/ROW]
[ROW][C]2[/C][C]0.047473[/C][C]0.3677[/C][C]0.357186[/C][/ROW]
[ROW][C]3[/C][C]0.107373[/C][C]0.8317[/C][C]0.204435[/C][/ROW]
[ROW][C]4[/C][C]0.062391[/C][C]0.4833[/C][C]0.315328[/C][/ROW]
[ROW][C]5[/C][C]-0.17232[/C][C]-1.3348[/C][C]0.906505[/C][/ROW]
[ROW][C]6[/C][C]-0.023569[/C][C]-0.1826[/C][C]0.572121[/C][/ROW]
[ROW][C]7[/C][C]-0.003969[/C][C]-0.0307[/C][C]0.512211[/C][/ROW]
[ROW][C]8[/C][C]0.076298[/C][C]0.591[/C][C]0.278369[/C][/ROW]
[ROW][C]9[/C][C]-0.077686[/C][C]-0.6018[/C][C]0.725198[/C][/ROW]
[ROW][C]10[/C][C]-0.039327[/C][C]-0.3046[/C][C]0.619149[/C][/ROW]
[ROW][C]11[/C][C]-0.102306[/C][C]-0.7925[/C][C]0.784392[/C][/ROW]
[ROW][C]12[/C][C]-0.057199[/C][C]-0.4431[/C][C]0.670342[/C][/ROW]
[ROW][C]13[/C][C]-0.167417[/C][C]-1.2968[/C][C]0.900168[/C][/ROW]
[ROW][C]14[/C][C]-0.086544[/C][C]-0.6704[/C][C]0.747402[/C][/ROW]
[ROW][C]15[/C][C]-0.087822[/C][C]-0.6803[/C][C]0.750523[/C][/ROW]
[ROW][C]16[/C][C]-0.01094[/C][C]-0.0847[/C][C]0.533627[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6664&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6664&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	0.94193	7.2962	0
1	-0.045663	-0.3537	0.637601
2	0.047473	0.3677	0.357186
3	0.107373	0.8317	0.204435
4	0.062391	0.4833	0.315328
5	-0.17232	-1.3348	0.906505
6	-0.023569	-0.1826	0.572121
7	-0.003969	-0.0307	0.512211
8	0.076298	0.591	0.278369
9	-0.077686	-0.6018	0.725198
10	-0.039327	-0.3046	0.619149
11	-0.102306	-0.7925	0.784392
12	-0.057199	-0.4431	0.670342
13	-0.167417	-1.2968	0.900168
14	-0.086544	-0.6704	0.747402
15	-0.087822	-0.6803	0.750523
16	-0.01094	-0.0847	0.533627

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 0.0 ; 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

Prijsindexcijfers van de grondstoffen , Energiegrondstoffen, Ruwe aardolie ...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code