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

Mon, 26 Nov 2007 16:27:54 -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/27/t11961190867kymnv1ssaqfnyh.htm/, Retrieved Sun, 05 May 2024 17:00:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6741, Retrieved Sun, 05 May 2024 17:00:40 +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

210

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

-       [(Partial) Autocorrelation Function] [Inducing Stationa...] [2007-11-26 23:27:54] [640491d00f3c9cca22cbf779aa38ac16] [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	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=6741&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=6741&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6741&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	8.9443	0
1	0.94877	8.4861	0
2	0.896821	8.0214	0
3	0.83733	7.4893	0
4	0.773639	6.9196	0
5	0.712967	6.377	0
6	0.663094	5.9309	0
7	0.628318	5.6199	0
8	0.589303	5.2709	1e-06
9	0.555409	4.9677	2e-06
10	0.510916	4.5698	9e-06
11	0.467012	4.1771	3.7e-05
12	0.424874	3.8002	0.00014
13	0.385519	3.4482	0.000451
14	0.351684	3.1456	0.001164
15	0.32766	2.9307	0.002204
16	0.31542	2.8212	0.003016
17	0.303527	2.7148	0.00406
18	0.289464	2.589	0.005715

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.94877 & 8.4861 & 0 \tabularnewline
2 & 0.896821 & 8.0214 & 0 \tabularnewline
3 & 0.83733 & 7.4893 & 0 \tabularnewline
4 & 0.773639 & 6.9196 & 0 \tabularnewline
5 & 0.712967 & 6.377 & 0 \tabularnewline
6 & 0.663094 & 5.9309 & 0 \tabularnewline
7 & 0.628318 & 5.6199 & 0 \tabularnewline
8 & 0.589303 & 5.2709 & 1e-06 \tabularnewline
9 & 0.555409 & 4.9677 & 2e-06 \tabularnewline
10 & 0.510916 & 4.5698 & 9e-06 \tabularnewline
11 & 0.467012 & 4.1771 & 3.7e-05 \tabularnewline
12 & 0.424874 & 3.8002 & 0.00014 \tabularnewline
13 & 0.385519 & 3.4482 & 0.000451 \tabularnewline
14 & 0.351684 & 3.1456 & 0.001164 \tabularnewline
15 & 0.32766 & 2.9307 & 0.002204 \tabularnewline
16 & 0.31542 & 2.8212 & 0.003016 \tabularnewline
17 & 0.303527 & 2.7148 & 0.00406 \tabularnewline
18 & 0.289464 & 2.589 & 0.005715 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6741&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]8.9443[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.94877[/C][C]8.4861[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.896821[/C][C]8.0214[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.83733[/C][C]7.4893[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.773639[/C][C]6.9196[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.712967[/C][C]6.377[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.663094[/C][C]5.9309[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.628318[/C][C]5.6199[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.589303[/C][C]5.2709[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.555409[/C][C]4.9677[/C][C]2e-06[/C][/ROW]
[ROW][C]10[/C][C]0.510916[/C][C]4.5698[/C][C]9e-06[/C][/ROW]
[ROW][C]11[/C][C]0.467012[/C][C]4.1771[/C][C]3.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.424874[/C][C]3.8002[/C][C]0.00014[/C][/ROW]
[ROW][C]13[/C][C]0.385519[/C][C]3.4482[/C][C]0.000451[/C][/ROW]
[ROW][C]14[/C][C]0.351684[/C][C]3.1456[/C][C]0.001164[/C][/ROW]
[ROW][C]15[/C][C]0.32766[/C][C]2.9307[/C][C]0.002204[/C][/ROW]
[ROW][C]16[/C][C]0.31542[/C][C]2.8212[/C][C]0.003016[/C][/ROW]
[ROW][C]17[/C][C]0.303527[/C][C]2.7148[/C][C]0.00406[/C][/ROW]
[ROW][C]18[/C][C]0.289464[/C][C]2.589[/C][C]0.005715[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6741&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6741&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	8.9443	0
1	0.94877	8.4861	0
2	0.896821	8.0214	0
3	0.83733	7.4893	0
4	0.773639	6.9196	0
5	0.712967	6.377	0
6	0.663094	5.9309	0
7	0.628318	5.6199	0
8	0.589303	5.2709	1e-06
9	0.555409	4.9677	2e-06
10	0.510916	4.5698	9e-06
11	0.467012	4.1771	3.7e-05
12	0.424874	3.8002	0.00014
13	0.385519	3.4482	0.000451
14	0.351684	3.1456	0.001164
15	0.32766	2.9307	0.002204
16	0.31542	2.8212	0.003016
17	0.303527	2.7148	0.00406
18	0.289464	2.589	0.005715

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.94877	8.4861	0
1	-0.033486	-0.2995	0.617336
2	-0.102965	-0.9209	0.820075
3	-0.074321	-0.6647	0.745938
4	1.7e-05	1e-04	0.499941
5	0.080466	0.7197	0.236901
6	0.121638	1.088	0.13994
7	-0.085057	-0.7608	0.775486
8	-0.007206	-0.0645	0.525616
9	-0.136495	-1.2208	0.887135
10	-0.005593	-0.05	0.519887
11	0.03229	0.2888	0.386737
12	0.025589	0.2289	0.409775
13	0.011408	0.102	0.459493
14	0.055853	0.4996	0.309375
15	0.058391	0.5223	0.301464
16	-0.006835	-0.0611	0.524297
17	-0.055789	-0.499	0.690423
18	-0.032014	-0.2863	0.612323

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.94877 & 8.4861 & 0 \tabularnewline
1 & -0.033486 & -0.2995 & 0.617336 \tabularnewline
2 & -0.102965 & -0.9209 & 0.820075 \tabularnewline
3 & -0.074321 & -0.6647 & 0.745938 \tabularnewline
4 & 1.7e-05 & 1e-04 & 0.499941 \tabularnewline
5 & 0.080466 & 0.7197 & 0.236901 \tabularnewline
6 & 0.121638 & 1.088 & 0.13994 \tabularnewline
7 & -0.085057 & -0.7608 & 0.775486 \tabularnewline
8 & -0.007206 & -0.0645 & 0.525616 \tabularnewline
9 & -0.136495 & -1.2208 & 0.887135 \tabularnewline
10 & -0.005593 & -0.05 & 0.519887 \tabularnewline
11 & 0.03229 & 0.2888 & 0.386737 \tabularnewline
12 & 0.025589 & 0.2289 & 0.409775 \tabularnewline
13 & 0.011408 & 0.102 & 0.459493 \tabularnewline
14 & 0.055853 & 0.4996 & 0.309375 \tabularnewline
15 & 0.058391 & 0.5223 & 0.301464 \tabularnewline
16 & -0.006835 & -0.0611 & 0.524297 \tabularnewline
17 & -0.055789 & -0.499 & 0.690423 \tabularnewline
18 & -0.032014 & -0.2863 & 0.612323 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6741&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]0.94877[/C][C]8.4861[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.033486[/C][C]-0.2995[/C][C]0.617336[/C][/ROW]
[ROW][C]2[/C][C]-0.102965[/C][C]-0.9209[/C][C]0.820075[/C][/ROW]
[ROW][C]3[/C][C]-0.074321[/C][C]-0.6647[/C][C]0.745938[/C][/ROW]
[ROW][C]4[/C][C]1.7e-05[/C][C]1e-04[/C][C]0.499941[/C][/ROW]
[ROW][C]5[/C][C]0.080466[/C][C]0.7197[/C][C]0.236901[/C][/ROW]
[ROW][C]6[/C][C]0.121638[/C][C]1.088[/C][C]0.13994[/C][/ROW]
[ROW][C]7[/C][C]-0.085057[/C][C]-0.7608[/C][C]0.775486[/C][/ROW]
[ROW][C]8[/C][C]-0.007206[/C][C]-0.0645[/C][C]0.525616[/C][/ROW]
[ROW][C]9[/C][C]-0.136495[/C][C]-1.2208[/C][C]0.887135[/C][/ROW]
[ROW][C]10[/C][C]-0.005593[/C][C]-0.05[/C][C]0.519887[/C][/ROW]
[ROW][C]11[/C][C]0.03229[/C][C]0.2888[/C][C]0.386737[/C][/ROW]
[ROW][C]12[/C][C]0.025589[/C][C]0.2289[/C][C]0.409775[/C][/ROW]
[ROW][C]13[/C][C]0.011408[/C][C]0.102[/C][C]0.459493[/C][/ROW]
[ROW][C]14[/C][C]0.055853[/C][C]0.4996[/C][C]0.309375[/C][/ROW]
[ROW][C]15[/C][C]0.058391[/C][C]0.5223[/C][C]0.301464[/C][/ROW]
[ROW][C]16[/C][C]-0.006835[/C][C]-0.0611[/C][C]0.524297[/C][/ROW]
[ROW][C]17[/C][C]-0.055789[/C][C]-0.499[/C][C]0.690423[/C][/ROW]
[ROW][C]18[/C][C]-0.032014[/C][C]-0.2863[/C][C]0.612323[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6741&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6741&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	0.94877	8.4861	0
1	-0.033486	-0.2995	0.617336
2	-0.102965	-0.9209	0.820075
3	-0.074321	-0.6647	0.745938
4	1.7e-05	1e-04	0.499941
5	0.080466	0.7197	0.236901
6	0.121638	1.088	0.13994
7	-0.085057	-0.7608	0.775486
8	-0.007206	-0.0645	0.525616
9	-0.136495	-1.2208	0.887135
10	-0.005593	-0.05	0.519887
11	0.03229	0.2888	0.386737
12	0.025589	0.2289	0.409775
13	0.011408	0.102	0.459493
14	0.055853	0.4996	0.309375
15	0.058391	0.5223	0.301464
16	-0.006835	-0.0611	0.524297
17	-0.055789	-0.499	0.690423
18	-0.032014	-0.2863	0.612323

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 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

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code