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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 11:29:15 -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/t1196187658s46nzdx1gdwk9yt.htm/, Retrieved Sun, 05 May 2024 11:21:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6915, Retrieved Sun, 05 May 2024 11:21:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsautocorrelatie met seizoenale differentiatie Tinne Van der Eycken
Estimated Impact175

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 18:29:15] [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 time2 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=6915&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=6915&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6915&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
0170
1-0.020523-0.14370.556822
20.2291471.6040.057568
30.3263562.28450.013356
4-0.006645-0.04650.518455
50.2065361.44570.077307
60.2040891.42860.079728
7-0.219541-1.53680.934611
80.0315060.22050.413183
90.0784590.54920.292677
10-0.25765-1.80360.961274
110.0361920.25330.400531
12-0.23212-1.62480.944694
13-0.143029-1.00120.839176
14-0.019301-0.13510.55346
15-0.06706-0.46940.679575
16-0.084775-0.59340.722188

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7 & 0 \tabularnewline
1 & -0.020523 & -0.1437 & 0.556822 \tabularnewline
2 & 0.229147 & 1.604 & 0.057568 \tabularnewline
3 & 0.326356 & 2.2845 & 0.013356 \tabularnewline
4 & -0.006645 & -0.0465 & 0.518455 \tabularnewline
5 & 0.206536 & 1.4457 & 0.077307 \tabularnewline
6 & 0.204089 & 1.4286 & 0.079728 \tabularnewline
7 & -0.219541 & -1.5368 & 0.934611 \tabularnewline
8 & 0.031506 & 0.2205 & 0.413183 \tabularnewline
9 & 0.078459 & 0.5492 & 0.292677 \tabularnewline
10 & -0.25765 & -1.8036 & 0.961274 \tabularnewline
11 & 0.036192 & 0.2533 & 0.400531 \tabularnewline
12 & -0.23212 & -1.6248 & 0.944694 \tabularnewline
13 & -0.143029 & -1.0012 & 0.839176 \tabularnewline
14 & -0.019301 & -0.1351 & 0.55346 \tabularnewline
15 & -0.06706 & -0.4694 & 0.679575 \tabularnewline
16 & -0.084775 & -0.5934 & 0.722188 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6915&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[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.020523[/C][C]-0.1437[/C][C]0.556822[/C][/ROW]
[ROW][C]2[/C][C]0.229147[/C][C]1.604[/C][C]0.057568[/C][/ROW]
[ROW][C]3[/C][C]0.326356[/C][C]2.2845[/C][C]0.013356[/C][/ROW]
[ROW][C]4[/C][C]-0.006645[/C][C]-0.0465[/C][C]0.518455[/C][/ROW]
[ROW][C]5[/C][C]0.206536[/C][C]1.4457[/C][C]0.077307[/C][/ROW]
[ROW][C]6[/C][C]0.204089[/C][C]1.4286[/C][C]0.079728[/C][/ROW]
[ROW][C]7[/C][C]-0.219541[/C][C]-1.5368[/C][C]0.934611[/C][/ROW]
[ROW][C]8[/C][C]0.031506[/C][C]0.2205[/C][C]0.413183[/C][/ROW]
[ROW][C]9[/C][C]0.078459[/C][C]0.5492[/C][C]0.292677[/C][/ROW]
[ROW][C]10[/C][C]-0.25765[/C][C]-1.8036[/C][C]0.961274[/C][/ROW]
[ROW][C]11[/C][C]0.036192[/C][C]0.2533[/C][C]0.400531[/C][/ROW]
[ROW][C]12[/C][C]-0.23212[/C][C]-1.6248[/C][C]0.944694[/C][/ROW]
[ROW][C]13[/C][C]-0.143029[/C][C]-1.0012[/C][C]0.839176[/C][/ROW]
[ROW][C]14[/C][C]-0.019301[/C][C]-0.1351[/C][C]0.55346[/C][/ROW]
[ROW][C]15[/C][C]-0.06706[/C][C]-0.4694[/C][C]0.679575[/C][/ROW]
[ROW][C]16[/C][C]-0.084775[/C][C]-0.5934[/C][C]0.722188[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6915&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6915&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
0170
1-0.020523-0.14370.556822
20.2291471.6040.057568
30.3263562.28450.013356
4-0.006645-0.04650.518455
50.2065361.44570.077307
60.2040891.42860.079728
7-0.219541-1.53680.934611
80.0315060.22050.413183
90.0784590.54920.292677
10-0.25765-1.80360.961274
110.0361920.25330.400531
12-0.23212-1.62480.944694
13-0.143029-1.00120.839176
14-0.019301-0.13510.55346
15-0.06706-0.46940.679575
16-0.084775-0.59340.722188






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.020523-0.14370.556822
10.2288221.60180.057819
20.3533192.47320.008452
3-0.026006-0.1820.571848
40.0561820.39330.347911
50.144381.01070.158572
6-0.296949-2.07860.978546
7-0.220512-1.54360.935439
80.1186220.83040.205184
9-0.114561-0.80190.786767
10-0.074925-0.52450.698844
11-0.160299-1.12210.866354
120.079220.55450.290866
130.0068860.04820.480875
140.0809370.56660.2868
150.110180.77130.222127
160.1442241.00960.158831

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.020523 & -0.1437 & 0.556822 \tabularnewline
1 & 0.228822 & 1.6018 & 0.057819 \tabularnewline
2 & 0.353319 & 2.4732 & 0.008452 \tabularnewline
3 & -0.026006 & -0.182 & 0.571848 \tabularnewline
4 & 0.056182 & 0.3933 & 0.347911 \tabularnewline
5 & 0.14438 & 1.0107 & 0.158572 \tabularnewline
6 & -0.296949 & -2.0786 & 0.978546 \tabularnewline
7 & -0.220512 & -1.5436 & 0.935439 \tabularnewline
8 & 0.118622 & 0.8304 & 0.205184 \tabularnewline
9 & -0.114561 & -0.8019 & 0.786767 \tabularnewline
10 & -0.074925 & -0.5245 & 0.698844 \tabularnewline
11 & -0.160299 & -1.1221 & 0.866354 \tabularnewline
12 & 0.07922 & 0.5545 & 0.290866 \tabularnewline
13 & 0.006886 & 0.0482 & 0.480875 \tabularnewline
14 & 0.080937 & 0.5666 & 0.2868 \tabularnewline
15 & 0.11018 & 0.7713 & 0.222127 \tabularnewline
16 & 0.144224 & 1.0096 & 0.158831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6915&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]-0.020523[/C][C]-0.1437[/C][C]0.556822[/C][/ROW]
[ROW][C]1[/C][C]0.228822[/C][C]1.6018[/C][C]0.057819[/C][/ROW]
[ROW][C]2[/C][C]0.353319[/C][C]2.4732[/C][C]0.008452[/C][/ROW]
[ROW][C]3[/C][C]-0.026006[/C][C]-0.182[/C][C]0.571848[/C][/ROW]
[ROW][C]4[/C][C]0.056182[/C][C]0.3933[/C][C]0.347911[/C][/ROW]
[ROW][C]5[/C][C]0.14438[/C][C]1.0107[/C][C]0.158572[/C][/ROW]
[ROW][C]6[/C][C]-0.296949[/C][C]-2.0786[/C][C]0.978546[/C][/ROW]
[ROW][C]7[/C][C]-0.220512[/C][C]-1.5436[/C][C]0.935439[/C][/ROW]
[ROW][C]8[/C][C]0.118622[/C][C]0.8304[/C][C]0.205184[/C][/ROW]
[ROW][C]9[/C][C]-0.114561[/C][C]-0.8019[/C][C]0.786767[/C][/ROW]
[ROW][C]10[/C][C]-0.074925[/C][C]-0.5245[/C][C]0.698844[/C][/ROW]
[ROW][C]11[/C][C]-0.160299[/C][C]-1.1221[/C][C]0.866354[/C][/ROW]
[ROW][C]12[/C][C]0.07922[/C][C]0.5545[/C][C]0.290866[/C][/ROW]
[ROW][C]13[/C][C]0.006886[/C][C]0.0482[/C][C]0.480875[/C][/ROW]
[ROW][C]14[/C][C]0.080937[/C][C]0.5666[/C][C]0.2868[/C][/ROW]
[ROW][C]15[/C][C]0.11018[/C][C]0.7713[/C][C]0.222127[/C][/ROW]
[ROW][C]16[/C][C]0.144224[/C][C]1.0096[/C][C]0.158831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6915&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6915&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
0-0.020523-0.14370.556822
10.2288221.60180.057819
20.3533192.47320.008452
3-0.026006-0.1820.571848
40.0561820.39330.347911
50.144381.01070.158572
6-0.296949-2.07860.978546
7-0.220512-1.54360.935439
80.1186220.83040.205184
9-0.114561-0.80190.786767
10-0.074925-0.52450.698844
11-0.160299-1.12210.866354
120.079220.55450.290866
130.0068860.04820.480875
140.0809370.56660.2868
150.110180.77130.222127
160.1442241.00960.158831


Figures (Output of Computation)

Input Parameters & R Code

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