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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 computationTue, 27 Nov 2007 11:26:31 -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/t1196187475353s6selxx9zmhi.htm/, Retrieved Sun, 05 May 2024 11:08:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6914, Retrieved Sun, 05 May 2024 11:08:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsautocorrelatie functie zonder differentiatie Tinne Van der Eycken
Estimated Impact166

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] [Workshop 3] [2007-11-27 18:26:31] [c8635c97647ba59406cb570a9fab7b02] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
92.1
106.9
112.6
101.7
92
97.4
97
105.4
102.7
98.1
104.5
87.4
89.9
109.8
111.7
98.6
96.9
95.1
97
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
91.9
103.9

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6914&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]1 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=6914&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6914&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
017.81020
10.0492380.38460.350949
2-0.214576-1.67590.950561
30.0405530.31670.376267
4-0.131567-1.02760.845895
50.2070631.61720.055496
60.4072493.18070.001155
70.1286051.00440.159567
8-0.100782-0.78710.782874
9-0.010372-0.0810.532148
10-0.353708-2.76250.996215
110.0476560.37220.355514
120.6846675.34741e-06
13-0.076768-0.59960.724495
14-0.170083-1.32840.905501
15-0.034992-0.27330.607227
16-0.227499-1.77680.959708

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.049238 & 0.3846 & 0.350949 \tabularnewline
2 & -0.214576 & -1.6759 & 0.950561 \tabularnewline
3 & 0.040553 & 0.3167 & 0.376267 \tabularnewline
4 & -0.131567 & -1.0276 & 0.845895 \tabularnewline
5 & 0.207063 & 1.6172 & 0.055496 \tabularnewline
6 & 0.407249 & 3.1807 & 0.001155 \tabularnewline
7 & 0.128605 & 1.0044 & 0.159567 \tabularnewline
8 & -0.100782 & -0.7871 & 0.782874 \tabularnewline
9 & -0.010372 & -0.081 & 0.532148 \tabularnewline
10 & -0.353708 & -2.7625 & 0.996215 \tabularnewline
11 & 0.047656 & 0.3722 & 0.355514 \tabularnewline
12 & 0.684667 & 5.3474 & 1e-06 \tabularnewline
13 & -0.076768 & -0.5996 & 0.724495 \tabularnewline
14 & -0.170083 & -1.3284 & 0.905501 \tabularnewline
15 & -0.034992 & -0.2733 & 0.607227 \tabularnewline
16 & -0.227499 & -1.7768 & 0.959708 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6914&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]7.8102[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.049238[/C][C]0.3846[/C][C]0.350949[/C][/ROW]
[ROW][C]2[/C][C]-0.214576[/C][C]-1.6759[/C][C]0.950561[/C][/ROW]
[ROW][C]3[/C][C]0.040553[/C][C]0.3167[/C][C]0.376267[/C][/ROW]
[ROW][C]4[/C][C]-0.131567[/C][C]-1.0276[/C][C]0.845895[/C][/ROW]
[ROW][C]5[/C][C]0.207063[/C][C]1.6172[/C][C]0.055496[/C][/ROW]
[ROW][C]6[/C][C]0.407249[/C][C]3.1807[/C][C]0.001155[/C][/ROW]
[ROW][C]7[/C][C]0.128605[/C][C]1.0044[/C][C]0.159567[/C][/ROW]
[ROW][C]8[/C][C]-0.100782[/C][C]-0.7871[/C][C]0.782874[/C][/ROW]
[ROW][C]9[/C][C]-0.010372[/C][C]-0.081[/C][C]0.532148[/C][/ROW]
[ROW][C]10[/C][C]-0.353708[/C][C]-2.7625[/C][C]0.996215[/C][/ROW]
[ROW][C]11[/C][C]0.047656[/C][C]0.3722[/C][C]0.355514[/C][/ROW]
[ROW][C]12[/C][C]0.684667[/C][C]5.3474[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.076768[/C][C]-0.5996[/C][C]0.724495[/C][/ROW]
[ROW][C]14[/C][C]-0.170083[/C][C]-1.3284[/C][C]0.905501[/C][/ROW]
[ROW][C]15[/C][C]-0.034992[/C][C]-0.2733[/C][C]0.607227[/C][/ROW]
[ROW][C]16[/C][C]-0.227499[/C][C]-1.7768[/C][C]0.959708[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6914&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6914&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
017.81020
10.0492380.38460.350949
2-0.214576-1.67590.950561
30.0405530.31670.376267
4-0.131567-1.02760.845895
50.2070631.61720.055496
60.4072493.18070.001155
70.1286051.00440.159567
8-0.100782-0.78710.782874
9-0.010372-0.0810.532148
10-0.353708-2.76250.996215
110.0476560.37220.355514
120.6846675.34741e-06
13-0.076768-0.59960.724495
14-0.170083-1.32840.905501
15-0.034992-0.27330.607227
16-0.227499-1.77680.959708






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0492380.38460.350949
1-0.217528-1.69890.952788
20.0674760.5270.300052
3-0.196037-1.53110.934542
40.2821182.20340.015676
50.3249272.53780.006864
60.2752012.14940.01779
70.0145280.11350.455015
80.1194620.9330.177241
9-0.529942-4.1390.999946
10-0.107553-0.840.79791
110.4494663.51040.000424
12-0.124857-0.97520.833336
13-0.009861-0.0770.53057
140.072690.56770.286151
150.0173560.13560.446309
16-0.073557-0.57450.716127

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.049238 & 0.3846 & 0.350949 \tabularnewline
1 & -0.217528 & -1.6989 & 0.952788 \tabularnewline
2 & 0.067476 & 0.527 & 0.300052 \tabularnewline
3 & -0.196037 & -1.5311 & 0.934542 \tabularnewline
4 & 0.282118 & 2.2034 & 0.015676 \tabularnewline
5 & 0.324927 & 2.5378 & 0.006864 \tabularnewline
6 & 0.275201 & 2.1494 & 0.01779 \tabularnewline
7 & 0.014528 & 0.1135 & 0.455015 \tabularnewline
8 & 0.119462 & 0.933 & 0.177241 \tabularnewline
9 & -0.529942 & -4.139 & 0.999946 \tabularnewline
10 & -0.107553 & -0.84 & 0.79791 \tabularnewline
11 & 0.449466 & 3.5104 & 0.000424 \tabularnewline
12 & -0.124857 & -0.9752 & 0.833336 \tabularnewline
13 & -0.009861 & -0.077 & 0.53057 \tabularnewline
14 & 0.07269 & 0.5677 & 0.286151 \tabularnewline
15 & 0.017356 & 0.1356 & 0.446309 \tabularnewline
16 & -0.073557 & -0.5745 & 0.716127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6914&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]0.049238[/C][C]0.3846[/C][C]0.350949[/C][/ROW]
[ROW][C]1[/C][C]-0.217528[/C][C]-1.6989[/C][C]0.952788[/C][/ROW]
[ROW][C]2[/C][C]0.067476[/C][C]0.527[/C][C]0.300052[/C][/ROW]
[ROW][C]3[/C][C]-0.196037[/C][C]-1.5311[/C][C]0.934542[/C][/ROW]
[ROW][C]4[/C][C]0.282118[/C][C]2.2034[/C][C]0.015676[/C][/ROW]
[ROW][C]5[/C][C]0.324927[/C][C]2.5378[/C][C]0.006864[/C][/ROW]
[ROW][C]6[/C][C]0.275201[/C][C]2.1494[/C][C]0.01779[/C][/ROW]
[ROW][C]7[/C][C]0.014528[/C][C]0.1135[/C][C]0.455015[/C][/ROW]
[ROW][C]8[/C][C]0.119462[/C][C]0.933[/C][C]0.177241[/C][/ROW]
[ROW][C]9[/C][C]-0.529942[/C][C]-4.139[/C][C]0.999946[/C][/ROW]
[ROW][C]10[/C][C]-0.107553[/C][C]-0.84[/C][C]0.79791[/C][/ROW]
[ROW][C]11[/C][C]0.449466[/C][C]3.5104[/C][C]0.000424[/C][/ROW]
[ROW][C]12[/C][C]-0.124857[/C][C]-0.9752[/C][C]0.833336[/C][/ROW]
[ROW][C]13[/C][C]-0.009861[/C][C]-0.077[/C][C]0.53057[/C][/ROW]
[ROW][C]14[/C][C]0.07269[/C][C]0.5677[/C][C]0.286151[/C][/ROW]
[ROW][C]15[/C][C]0.017356[/C][C]0.1356[/C][C]0.446309[/C][/ROW]
[ROW][C]16[/C][C]-0.073557[/C][C]-0.5745[/C][C]0.716127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6914&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6914&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
00.0492380.38460.350949
1-0.217528-1.69890.952788
20.0674760.5270.300052
3-0.196037-1.53110.934542
40.2821182.20340.015676
50.3249272.53780.006864
60.2752012.14940.01779
70.0145280.11350.455015
80.1194620.9330.177241
9-0.529942-4.1390.999946
10-0.107553-0.840.79791
110.4494663.51040.000424
12-0.124857-0.97520.833336
13-0.009861-0.0770.53057
140.072690.56770.286151
150.0173560.13560.446309
16-0.073557-0.57450.716127


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; 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')