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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 computationMon, 26 Nov 2007 16:39:30 -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/27/t1196119801m4t9fbdbk929w7v.htm/, Retrieved Sun, 05 May 2024 11:20:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6748, Retrieved Sun, 05 May 2024 11:20:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact204

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] [Inducing Stationa...] [2007-11-26 23:39:30] [640491d00f3c9cca22cbf779aa38ac16] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99,80
103,50
103,10
105,60
105,70
106,60
107,00
105,20
105,70
105,00
105,10
105,90
105,30
104,90
103,20
103,40
104,40
104,50
105,90
110,60
112,40
111,80
111,00
111,00
109,10
107,80
107,20
108,40
107,50
106,40
106,20
104,90
106,20
107,60
107,00
104,50
105,10
104,70
103,70
104,90
105,90
106,10
106,10
106,80
106,40
107,80
107,60
107,60
108,40
109,50
109,20
109,10
110,00
109,00
109,00
111,90
109,30
112,10
112,10
112,50
113,60
112,90
114,00
116,10
116,50
117,10
117,10
117,10
116,50
116,50
116,30
116,50
119,20
118,60
117,50
117,10
117,60
118,30
118,60
116,70

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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=6748&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=6748&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6748&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.94430
10.914368.17830
20.8499987.60260
30.7775446.95460
40.7171046.4140
50.6663915.96040
60.6232775.57480
70.5871985.25211e-06
80.5356994.79144e-06
90.4953074.43021.5e-05
100.4512654.03626.2e-05
110.4067583.63820.000242
120.3788733.38870.000546
130.3445933.08210.001409
140.3071082.74690.003715
150.2505652.24110.013895
160.1877191.6790.048526
170.1340511.1990.117036
180.0811570.72590.235012

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.91436 & 8.1783 & 0 \tabularnewline
2 & 0.849998 & 7.6026 & 0 \tabularnewline
3 & 0.777544 & 6.9546 & 0 \tabularnewline
4 & 0.717104 & 6.414 & 0 \tabularnewline
5 & 0.666391 & 5.9604 & 0 \tabularnewline
6 & 0.623277 & 5.5748 & 0 \tabularnewline
7 & 0.587198 & 5.2521 & 1e-06 \tabularnewline
8 & 0.535699 & 4.7914 & 4e-06 \tabularnewline
9 & 0.495307 & 4.4302 & 1.5e-05 \tabularnewline
10 & 0.451265 & 4.0362 & 6.2e-05 \tabularnewline
11 & 0.406758 & 3.6382 & 0.000242 \tabularnewline
12 & 0.378873 & 3.3887 & 0.000546 \tabularnewline
13 & 0.344593 & 3.0821 & 0.001409 \tabularnewline
14 & 0.307108 & 2.7469 & 0.003715 \tabularnewline
15 & 0.250565 & 2.2411 & 0.013895 \tabularnewline
16 & 0.187719 & 1.679 & 0.048526 \tabularnewline
17 & 0.134051 & 1.199 & 0.117036 \tabularnewline
18 & 0.081157 & 0.7259 & 0.235012 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6748&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]0.91436[/C][C]8.1783[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.849998[/C][C]7.6026[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.777544[/C][C]6.9546[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.717104[/C][C]6.414[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.666391[/C][C]5.9604[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.623277[/C][C]5.5748[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.587198[/C][C]5.2521[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.535699[/C][C]4.7914[/C][C]4e-06[/C][/ROW]
[ROW][C]9[/C][C]0.495307[/C][C]4.4302[/C][C]1.5e-05[/C][/ROW]
[ROW][C]10[/C][C]0.451265[/C][C]4.0362[/C][C]6.2e-05[/C][/ROW]
[ROW][C]11[/C][C]0.406758[/C][C]3.6382[/C][C]0.000242[/C][/ROW]
[ROW][C]12[/C][C]0.378873[/C][C]3.3887[/C][C]0.000546[/C][/ROW]
[ROW][C]13[/C][C]0.344593[/C][C]3.0821[/C][C]0.001409[/C][/ROW]
[ROW][C]14[/C][C]0.307108[/C][C]2.7469[/C][C]0.003715[/C][/ROW]
[ROW][C]15[/C][C]0.250565[/C][C]2.2411[/C][C]0.013895[/C][/ROW]
[ROW][C]16[/C][C]0.187719[/C][C]1.679[/C][C]0.048526[/C][/ROW]
[ROW][C]17[/C][C]0.134051[/C][C]1.199[/C][C]0.117036[/C][/ROW]
[ROW][C]18[/C][C]0.081157[/C][C]0.7259[/C][C]0.235012[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6748&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6748&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
018.94430
10.914368.17830
20.8499987.60260
30.7775446.95460
40.7171046.4140
50.6663915.96040
60.6232775.57480
70.5871985.25211e-06
80.5356994.79144e-06
90.4953074.43021.5e-05
100.4512654.03626.2e-05
110.4067583.63820.000242
120.3788733.38870.000546
130.3445933.08210.001409
140.3071082.74690.003715
150.2505652.24110.013895
160.1877191.6790.048526
170.1340511.1990.117036
180.0811570.72590.235012






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.914368.17830
10.0850440.76070.224549
2-0.069577-0.62230.732249
30.0238630.21340.415763
40.041460.37080.355873
50.0262290.23460.407559
60.0267190.2390.405866
7-0.103841-0.92880.822102
80.0238330.21320.415868
9-0.017712-0.15840.562737
10-0.041385-0.37020.643878
110.0727480.65070.258558
12-0.040869-0.36550.642164
13-0.063459-0.56760.71405
14-0.131008-1.17180.877617
15-0.107894-0.9650.831281
160.0147950.13230.447528
17-0.035162-0.31450.623018
18-0.083767-0.74920.772045

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.91436 & 8.1783 & 0 \tabularnewline
1 & 0.085044 & 0.7607 & 0.224549 \tabularnewline
2 & -0.069577 & -0.6223 & 0.732249 \tabularnewline
3 & 0.023863 & 0.2134 & 0.415763 \tabularnewline
4 & 0.04146 & 0.3708 & 0.355873 \tabularnewline
5 & 0.026229 & 0.2346 & 0.407559 \tabularnewline
6 & 0.026719 & 0.239 & 0.405866 \tabularnewline
7 & -0.103841 & -0.9288 & 0.822102 \tabularnewline
8 & 0.023833 & 0.2132 & 0.415868 \tabularnewline
9 & -0.017712 & -0.1584 & 0.562737 \tabularnewline
10 & -0.041385 & -0.3702 & 0.643878 \tabularnewline
11 & 0.072748 & 0.6507 & 0.258558 \tabularnewline
12 & -0.040869 & -0.3655 & 0.642164 \tabularnewline
13 & -0.063459 & -0.5676 & 0.71405 \tabularnewline
14 & -0.131008 & -1.1718 & 0.877617 \tabularnewline
15 & -0.107894 & -0.965 & 0.831281 \tabularnewline
16 & 0.014795 & 0.1323 & 0.447528 \tabularnewline
17 & -0.035162 & -0.3145 & 0.623018 \tabularnewline
18 & -0.083767 & -0.7492 & 0.772045 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6748&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]0.91436[/C][C]8.1783[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.085044[/C][C]0.7607[/C][C]0.224549[/C][/ROW]
[ROW][C]2[/C][C]-0.069577[/C][C]-0.6223[/C][C]0.732249[/C][/ROW]
[ROW][C]3[/C][C]0.023863[/C][C]0.2134[/C][C]0.415763[/C][/ROW]
[ROW][C]4[/C][C]0.04146[/C][C]0.3708[/C][C]0.355873[/C][/ROW]
[ROW][C]5[/C][C]0.026229[/C][C]0.2346[/C][C]0.407559[/C][/ROW]
[ROW][C]6[/C][C]0.026719[/C][C]0.239[/C][C]0.405866[/C][/ROW]
[ROW][C]7[/C][C]-0.103841[/C][C]-0.9288[/C][C]0.822102[/C][/ROW]
[ROW][C]8[/C][C]0.023833[/C][C]0.2132[/C][C]0.415868[/C][/ROW]
[ROW][C]9[/C][C]-0.017712[/C][C]-0.1584[/C][C]0.562737[/C][/ROW]
[ROW][C]10[/C][C]-0.041385[/C][C]-0.3702[/C][C]0.643878[/C][/ROW]
[ROW][C]11[/C][C]0.072748[/C][C]0.6507[/C][C]0.258558[/C][/ROW]
[ROW][C]12[/C][C]-0.040869[/C][C]-0.3655[/C][C]0.642164[/C][/ROW]
[ROW][C]13[/C][C]-0.063459[/C][C]-0.5676[/C][C]0.71405[/C][/ROW]
[ROW][C]14[/C][C]-0.131008[/C][C]-1.1718[/C][C]0.877617[/C][/ROW]
[ROW][C]15[/C][C]-0.107894[/C][C]-0.965[/C][C]0.831281[/C][/ROW]
[ROW][C]16[/C][C]0.014795[/C][C]0.1323[/C][C]0.447528[/C][/ROW]
[ROW][C]17[/C][C]-0.035162[/C][C]-0.3145[/C][C]0.623018[/C][/ROW]
[ROW][C]18[/C][C]-0.083767[/C][C]-0.7492[/C][C]0.772045[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6748&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6748&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
00.914368.17830
10.0850440.76070.224549
2-0.069577-0.62230.732249
30.0238630.21340.415763
40.041460.37080.355873
50.0262290.23460.407559
60.0267190.2390.405866
7-0.103841-0.92880.822102
80.0238330.21320.415868
9-0.017712-0.15840.562737
10-0.041385-0.37020.643878
110.0727480.65070.258558
12-0.040869-0.36550.642164
13-0.063459-0.56760.71405
14-0.131008-1.17180.877617
15-0.107894-0.9650.831281
160.0147950.13230.447528
17-0.035162-0.31450.623018
18-0.083767-0.74920.772045


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = Default ; par2 = -1.7 ; 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')