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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 11:53:16 -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/t1196189150g63qsdgls3sym7x.htm/, Retrieved Sun, 05 May 2024 14:33:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6918, Retrieved Sun, 05 May 2024 14:33:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsautocorrelatie, industriele productie bedrijfstak, geen differentiatie Tinne Van der Eycken
Estimated Impact186

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 18:53:16] [c8635c97647ba59406cb570a9fab7b02] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
86,5
104,1
110,9
114,5
112,2
96,4
92
102
99,7
102
98,9
87,4
94,4
109,3
116,4
101
105,5
97,8
95,5
113,7
103,7
100,8
113,8
84,6
95,3
110
107,5
107,6
116
96,9
97
108,1
101,9
107,2
110,2
78,7
96,5
115,2
104,7
109,1
108,4
95,5
97,8
115,1
96,2
112
111,8
82,5
100,8
116
116,3
116,6
112,9
100,9
104,1
117,4
103,3
111,6
115
92,6
105,2

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=6918&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=6918&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6918&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
10.0664340.51890.302867
2-0.250503-1.95650.972505
30.0468980.36630.35771
4-0.315823-2.46670.991769
50.0789260.61640.269952
60.5380674.20244.4e-05
7-0.089912-0.70220.757398
8-0.256499-2.00330.975204
90.039250.30660.380113
10-0.271008-2.11660.980811
110.0775740.60590.273424
120.6292134.91434e-06
13-0.094756-0.74010.768951
14-0.213345-1.66630.949607
150.0582310.45480.325434
16-0.314828-2.45890.991605

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.066434 & 0.5189 & 0.302867 \tabularnewline
2 & -0.250503 & -1.9565 & 0.972505 \tabularnewline
3 & 0.046898 & 0.3663 & 0.35771 \tabularnewline
4 & -0.315823 & -2.4667 & 0.991769 \tabularnewline
5 & 0.078926 & 0.6164 & 0.269952 \tabularnewline
6 & 0.538067 & 4.2024 & 4.4e-05 \tabularnewline
7 & -0.089912 & -0.7022 & 0.757398 \tabularnewline
8 & -0.256499 & -2.0033 & 0.975204 \tabularnewline
9 & 0.03925 & 0.3066 & 0.380113 \tabularnewline
10 & -0.271008 & -2.1166 & 0.980811 \tabularnewline
11 & 0.077574 & 0.6059 & 0.273424 \tabularnewline
12 & 0.629213 & 4.9143 & 4e-06 \tabularnewline
13 & -0.094756 & -0.7401 & 0.768951 \tabularnewline
14 & -0.213345 & -1.6663 & 0.949607 \tabularnewline
15 & 0.058231 & 0.4548 & 0.325434 \tabularnewline
16 & -0.314828 & -2.4589 & 0.991605 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6918&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]0.066434[/C][C]0.5189[/C][C]0.302867[/C][/ROW]
[ROW][C]2[/C][C]-0.250503[/C][C]-1.9565[/C][C]0.972505[/C][/ROW]
[ROW][C]3[/C][C]0.046898[/C][C]0.3663[/C][C]0.35771[/C][/ROW]
[ROW][C]4[/C][C]-0.315823[/C][C]-2.4667[/C][C]0.991769[/C][/ROW]
[ROW][C]5[/C][C]0.078926[/C][C]0.6164[/C][C]0.269952[/C][/ROW]
[ROW][C]6[/C][C]0.538067[/C][C]4.2024[/C][C]4.4e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.089912[/C][C]-0.7022[/C][C]0.757398[/C][/ROW]
[ROW][C]8[/C][C]-0.256499[/C][C]-2.0033[/C][C]0.975204[/C][/ROW]
[ROW][C]9[/C][C]0.03925[/C][C]0.3066[/C][C]0.380113[/C][/ROW]
[ROW][C]10[/C][C]-0.271008[/C][C]-2.1166[/C][C]0.980811[/C][/ROW]
[ROW][C]11[/C][C]0.077574[/C][C]0.6059[/C][C]0.273424[/C][/ROW]
[ROW][C]12[/C][C]0.629213[/C][C]4.9143[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.094756[/C][C]-0.7401[/C][C]0.768951[/C][/ROW]
[ROW][C]14[/C][C]-0.213345[/C][C]-1.6663[/C][C]0.949607[/C][/ROW]
[ROW][C]15[/C][C]0.058231[/C][C]0.4548[/C][C]0.325434[/C][/ROW]
[ROW][C]16[/C][C]-0.314828[/C][C]-2.4589[/C][C]0.991605[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6918&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6918&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
10.0664340.51890.302867
2-0.250503-1.95650.972505
30.0468980.36630.35771
4-0.315823-2.46670.991769
50.0789260.61640.269952
60.5380674.20244.4e-05
7-0.089912-0.70220.757398
8-0.256499-2.00330.975204
90.039250.30660.380113
10-0.271008-2.11660.980811
110.0775740.60590.273424
120.6292134.91434e-06
13-0.094756-0.74010.768951
14-0.213345-1.66630.949607
150.0582310.45480.325434
16-0.314828-2.45890.991605






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0664340.51890.302867
1-0.256046-1.99980.975009
20.0911630.7120.239587
3-0.425905-3.32640.999253
40.2715312.12070.019009
50.3447482.69260.004571
6-0.118552-0.92590.820932
7-0.208639-1.62950.945822
80.0976980.7630.224189
9-0.140346-1.09610.861337
100.053820.42030.337854
110.421533.29230.000828
12-0.10099-0.78880.783345
13-0.050329-0.39310.652186
140.0352650.27540.39196
15-0.056035-0.43760.668405
16-0.119163-0.93070.82216

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.066434 & 0.5189 & 0.302867 \tabularnewline
1 & -0.256046 & -1.9998 & 0.975009 \tabularnewline
2 & 0.091163 & 0.712 & 0.239587 \tabularnewline
3 & -0.425905 & -3.3264 & 0.999253 \tabularnewline
4 & 0.271531 & 2.1207 & 0.019009 \tabularnewline
5 & 0.344748 & 2.6926 & 0.004571 \tabularnewline
6 & -0.118552 & -0.9259 & 0.820932 \tabularnewline
7 & -0.208639 & -1.6295 & 0.945822 \tabularnewline
8 & 0.097698 & 0.763 & 0.224189 \tabularnewline
9 & -0.140346 & -1.0961 & 0.861337 \tabularnewline
10 & 0.05382 & 0.4203 & 0.337854 \tabularnewline
11 & 0.42153 & 3.2923 & 0.000828 \tabularnewline
12 & -0.10099 & -0.7888 & 0.783345 \tabularnewline
13 & -0.050329 & -0.3931 & 0.652186 \tabularnewline
14 & 0.035265 & 0.2754 & 0.39196 \tabularnewline
15 & -0.056035 & -0.4376 & 0.668405 \tabularnewline
16 & -0.119163 & -0.9307 & 0.82216 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6918&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]0.066434[/C][C]0.5189[/C][C]0.302867[/C][/ROW]
[ROW][C]1[/C][C]-0.256046[/C][C]-1.9998[/C][C]0.975009[/C][/ROW]
[ROW][C]2[/C][C]0.091163[/C][C]0.712[/C][C]0.239587[/C][/ROW]
[ROW][C]3[/C][C]-0.425905[/C][C]-3.3264[/C][C]0.999253[/C][/ROW]
[ROW][C]4[/C][C]0.271531[/C][C]2.1207[/C][C]0.019009[/C][/ROW]
[ROW][C]5[/C][C]0.344748[/C][C]2.6926[/C][C]0.004571[/C][/ROW]
[ROW][C]6[/C][C]-0.118552[/C][C]-0.9259[/C][C]0.820932[/C][/ROW]
[ROW][C]7[/C][C]-0.208639[/C][C]-1.6295[/C][C]0.945822[/C][/ROW]
[ROW][C]8[/C][C]0.097698[/C][C]0.763[/C][C]0.224189[/C][/ROW]
[ROW][C]9[/C][C]-0.140346[/C][C]-1.0961[/C][C]0.861337[/C][/ROW]
[ROW][C]10[/C][C]0.05382[/C][C]0.4203[/C][C]0.337854[/C][/ROW]
[ROW][C]11[/C][C]0.42153[/C][C]3.2923[/C][C]0.000828[/C][/ROW]
[ROW][C]12[/C][C]-0.10099[/C][C]-0.7888[/C][C]0.783345[/C][/ROW]
[ROW][C]13[/C][C]-0.050329[/C][C]-0.3931[/C][C]0.652186[/C][/ROW]
[ROW][C]14[/C][C]0.035265[/C][C]0.2754[/C][C]0.39196[/C][/ROW]
[ROW][C]15[/C][C]-0.056035[/C][C]-0.4376[/C][C]0.668405[/C][/ROW]
[ROW][C]16[/C][C]-0.119163[/C][C]-0.9307[/C][C]0.82216[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6918&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6918&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
00.0664340.51890.302867
1-0.256046-1.99980.975009
20.0911630.7120.239587
3-0.425905-3.32640.999253
40.2715312.12070.019009
50.3447482.69260.004571
6-0.118552-0.92590.820932
7-0.208639-1.62950.945822
80.0976980.7630.224189
9-0.140346-1.09610.861337
100.053820.42030.337854
110.421533.29230.000828
12-0.10099-0.78880.783345
13-0.050329-0.39310.652186
140.0352650.27540.39196
15-0.056035-0.43760.668405
16-0.119163-0.93070.82216


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')