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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 12:00:12 -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/t1196189489rh1tp5gvfp8xb2t.htm/, Retrieved Sun, 05 May 2024 18:18:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6921, Retrieved Sun, 05 May 2024 18:18:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsautocorrelatie, industriele productie bedrijfstak, niet seizoenale differentiatie Tinne Van der Eycken
Estimated Impact180

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 19:00:12] [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=6921&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=6921&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6921&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
017.7460
1-0.306808-2.37650.989658
2-0.330561-2.56050.993507
30.372122.88240.002735
4-0.421655-3.26610.999098
5-0.067076-0.51960.697361
60.5945054.6051.1e-05
7-0.23651-1.8320.964042
8-0.262015-2.02960.976578
90.3382162.61980.005563
10-0.370596-2.87060.997174
11-0.134244-1.03980.848708
120.7198915.57630
13-0.304344-2.35740.98916
14-0.206843-1.60220.942818
150.3278652.53960.006853
16-0.408718-3.16590.998785

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & -0.306808 & -2.3765 & 0.989658 \tabularnewline
2 & -0.330561 & -2.5605 & 0.993507 \tabularnewline
3 & 0.37212 & 2.8824 & 0.002735 \tabularnewline
4 & -0.421655 & -3.2661 & 0.999098 \tabularnewline
5 & -0.067076 & -0.5196 & 0.697361 \tabularnewline
6 & 0.594505 & 4.605 & 1.1e-05 \tabularnewline
7 & -0.23651 & -1.832 & 0.964042 \tabularnewline
8 & -0.262015 & -2.0296 & 0.976578 \tabularnewline
9 & 0.338216 & 2.6198 & 0.005563 \tabularnewline
10 & -0.370596 & -2.8706 & 0.997174 \tabularnewline
11 & -0.134244 & -1.0398 & 0.848708 \tabularnewline
12 & 0.719891 & 5.5763 & 0 \tabularnewline
13 & -0.304344 & -2.3574 & 0.98916 \tabularnewline
14 & -0.206843 & -1.6022 & 0.942818 \tabularnewline
15 & 0.327865 & 2.5396 & 0.006853 \tabularnewline
16 & -0.408718 & -3.1659 & 0.998785 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6921&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.306808[/C][C]-2.3765[/C][C]0.989658[/C][/ROW]
[ROW][C]2[/C][C]-0.330561[/C][C]-2.5605[/C][C]0.993507[/C][/ROW]
[ROW][C]3[/C][C]0.37212[/C][C]2.8824[/C][C]0.002735[/C][/ROW]
[ROW][C]4[/C][C]-0.421655[/C][C]-3.2661[/C][C]0.999098[/C][/ROW]
[ROW][C]5[/C][C]-0.067076[/C][C]-0.5196[/C][C]0.697361[/C][/ROW]
[ROW][C]6[/C][C]0.594505[/C][C]4.605[/C][C]1.1e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.23651[/C][C]-1.832[/C][C]0.964042[/C][/ROW]
[ROW][C]8[/C][C]-0.262015[/C][C]-2.0296[/C][C]0.976578[/C][/ROW]
[ROW][C]9[/C][C]0.338216[/C][C]2.6198[/C][C]0.005563[/C][/ROW]
[ROW][C]10[/C][C]-0.370596[/C][C]-2.8706[/C][C]0.997174[/C][/ROW]
[ROW][C]11[/C][C]-0.134244[/C][C]-1.0398[/C][C]0.848708[/C][/ROW]
[ROW][C]12[/C][C]0.719891[/C][C]5.5763[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.304344[/C][C]-2.3574[/C][C]0.98916[/C][/ROW]
[ROW][C]14[/C][C]-0.206843[/C][C]-1.6022[/C][C]0.942818[/C][/ROW]
[ROW][C]15[/C][C]0.327865[/C][C]2.5396[/C][C]0.006853[/C][/ROW]
[ROW][C]16[/C][C]-0.408718[/C][C]-3.1659[/C][C]0.998785[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6921&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6921&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
017.7460
1-0.306808-2.37650.989658
2-0.330561-2.56050.993507
30.372122.88240.002735
4-0.421655-3.26610.999098
5-0.067076-0.51960.697361
60.5945054.6051.1e-05
7-0.23651-1.8320.964042
8-0.262015-2.02960.976578
90.3382162.61980.005563
10-0.370596-2.87060.997174
11-0.134244-1.03980.848708
120.7198915.57630
13-0.304344-2.35740.98916
14-0.206843-1.60220.942818
150.3278652.53960.006853
16-0.408718-3.16590.998785






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
0-0.306808-2.37650.989658
1-0.468823-3.63150.999708
20.1122220.86930.194081
3-0.540745-4.18860.999953
4-0.343208-2.65850.994976
50.1632381.26440.105482
60.1324171.02570.154576
7-0.247062-1.91370.969786
80.0085730.06640.473639
9-0.214819-1.6640.949334
10-0.403295-3.12390.998626
110.2375971.84040.035327
120.0791360.6130.2711
130.0115360.08940.464549
14-0.046704-0.36180.640602
150.0755280.5850.280359
160.0774480.59990.275413

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.306808 & -2.3765 & 0.989658 \tabularnewline
1 & -0.468823 & -3.6315 & 0.999708 \tabularnewline
2 & 0.112222 & 0.8693 & 0.194081 \tabularnewline
3 & -0.540745 & -4.1886 & 0.999953 \tabularnewline
4 & -0.343208 & -2.6585 & 0.994976 \tabularnewline
5 & 0.163238 & 1.2644 & 0.105482 \tabularnewline
6 & 0.132417 & 1.0257 & 0.154576 \tabularnewline
7 & -0.247062 & -1.9137 & 0.969786 \tabularnewline
8 & 0.008573 & 0.0664 & 0.473639 \tabularnewline
9 & -0.214819 & -1.664 & 0.949334 \tabularnewline
10 & -0.403295 & -3.1239 & 0.998626 \tabularnewline
11 & 0.237597 & 1.8404 & 0.035327 \tabularnewline
12 & 0.079136 & 0.613 & 0.2711 \tabularnewline
13 & 0.011536 & 0.0894 & 0.464549 \tabularnewline
14 & -0.046704 & -0.3618 & 0.640602 \tabularnewline
15 & 0.075528 & 0.585 & 0.280359 \tabularnewline
16 & 0.077448 & 0.5999 & 0.275413 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6921&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]-0.306808[/C][C]-2.3765[/C][C]0.989658[/C][/ROW]
[ROW][C]1[/C][C]-0.468823[/C][C]-3.6315[/C][C]0.999708[/C][/ROW]
[ROW][C]2[/C][C]0.112222[/C][C]0.8693[/C][C]0.194081[/C][/ROW]
[ROW][C]3[/C][C]-0.540745[/C][C]-4.1886[/C][C]0.999953[/C][/ROW]
[ROW][C]4[/C][C]-0.343208[/C][C]-2.6585[/C][C]0.994976[/C][/ROW]
[ROW][C]5[/C][C]0.163238[/C][C]1.2644[/C][C]0.105482[/C][/ROW]
[ROW][C]6[/C][C]0.132417[/C][C]1.0257[/C][C]0.154576[/C][/ROW]
[ROW][C]7[/C][C]-0.247062[/C][C]-1.9137[/C][C]0.969786[/C][/ROW]
[ROW][C]8[/C][C]0.008573[/C][C]0.0664[/C][C]0.473639[/C][/ROW]
[ROW][C]9[/C][C]-0.214819[/C][C]-1.664[/C][C]0.949334[/C][/ROW]
[ROW][C]10[/C][C]-0.403295[/C][C]-3.1239[/C][C]0.998626[/C][/ROW]
[ROW][C]11[/C][C]0.237597[/C][C]1.8404[/C][C]0.035327[/C][/ROW]
[ROW][C]12[/C][C]0.079136[/C][C]0.613[/C][C]0.2711[/C][/ROW]
[ROW][C]13[/C][C]0.011536[/C][C]0.0894[/C][C]0.464549[/C][/ROW]
[ROW][C]14[/C][C]-0.046704[/C][C]-0.3618[/C][C]0.640602[/C][/ROW]
[ROW][C]15[/C][C]0.075528[/C][C]0.585[/C][C]0.280359[/C][/ROW]
[ROW][C]16[/C][C]0.077448[/C][C]0.5999[/C][C]0.275413[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6921&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6921&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
0-0.306808-2.37650.989658
1-0.468823-3.63150.999708
20.1122220.86930.194081
3-0.540745-4.18860.999953
4-0.343208-2.65850.994976
50.1632381.26440.105482
60.1324171.02570.154576
7-0.247062-1.91370.969786
80.0085730.06640.473639
9-0.214819-1.6640.949334
10-0.403295-3.12390.998626
110.2375971.84040.035327
120.0791360.6130.2711
130.0115360.08940.464549
14-0.046704-0.36180.640602
150.0755280.5850.280359
160.0774480.59990.275413


Figures (Output of Computation)

Input Parameters & R Code

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