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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 computationWed, 28 Nov 2007 04:03:09 -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/28/t1196247183vab8gjcxnh3p8ye.htm/, Retrieved Thu, 02 May 2024 10:17:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7015, Retrieved Thu, 02 May 2024 10:17:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact252

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...] [2007-11-28 11:03:09] [157a0cf3c12a7482b4e6935b4c49d48f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,7800
0,7800
0,7800
0,7800
0,7800
0,7800
0,7800
0,7800
0,7800
0,7800
0,7900
0,7900
0,7900
0,7900
0,8000
0,8000
0,8000
0,8000
0,8000
0,8200
0,8200
0,8300
0,8300
0,8300
0,8300
0,8300
0,8400
0,8400
0,8500
0,8500
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0,8600
0,8600
0,8700
0,8700
0,8700
0,8800
0,8800
0,8900
0,8900
0,8900
0,8900
0,9000
0,9000
0,9000
0,9000
0,9100
0,9200
0,9200
0,9300
0,9300
0,9400
0,9300
0,9400
0,9500
0,9500
0,9500
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0,9600
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0,9600
0,9700
0,9700
0,9700
0,9700
0,9700
0,9700
0,9700
0,9800
0,9800
0,9800
0,9800

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=7015&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=7015&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7015&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
018.48530
10.9677768.21180
20.9355417.93830
30.9012377.64730
40.8658347.34680
50.8314217.05480
60.7940466.73770
70.7566426.42030
80.7158266.0740
90.6739275.71850
100.6298785.34471e-06
110.5875364.98542e-06
120.5461844.63458e-06
130.5024954.26383e-05
140.457983.88610.000112
150.4175073.54270.00035
160.3754023.18540.001069
170.3321012.8180.003117

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.967776 & 8.2118 & 0 \tabularnewline
2 & 0.935541 & 7.9383 & 0 \tabularnewline
3 & 0.901237 & 7.6473 & 0 \tabularnewline
4 & 0.865834 & 7.3468 & 0 \tabularnewline
5 & 0.831421 & 7.0548 & 0 \tabularnewline
6 & 0.794046 & 6.7377 & 0 \tabularnewline
7 & 0.756642 & 6.4203 & 0 \tabularnewline
8 & 0.715826 & 6.074 & 0 \tabularnewline
9 & 0.673927 & 5.7185 & 0 \tabularnewline
10 & 0.629878 & 5.3447 & 1e-06 \tabularnewline
11 & 0.587536 & 4.9854 & 2e-06 \tabularnewline
12 & 0.546184 & 4.6345 & 8e-06 \tabularnewline
13 & 0.502495 & 4.2638 & 3e-05 \tabularnewline
14 & 0.45798 & 3.8861 & 0.000112 \tabularnewline
15 & 0.417507 & 3.5427 & 0.00035 \tabularnewline
16 & 0.375402 & 3.1854 & 0.001069 \tabularnewline
17 & 0.332101 & 2.818 & 0.003117 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7015&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.967776[/C][C]8.2118[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.935541[/C][C]7.9383[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.901237[/C][C]7.6473[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.865834[/C][C]7.3468[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.831421[/C][C]7.0548[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.794046[/C][C]6.7377[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.756642[/C][C]6.4203[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.715826[/C][C]6.074[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.673927[/C][C]5.7185[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.629878[/C][C]5.3447[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.587536[/C][C]4.9854[/C][C]2e-06[/C][/ROW]
[ROW][C]12[/C][C]0.546184[/C][C]4.6345[/C][C]8e-06[/C][/ROW]
[ROW][C]13[/C][C]0.502495[/C][C]4.2638[/C][C]3e-05[/C][/ROW]
[ROW][C]14[/C][C]0.45798[/C][C]3.8861[/C][C]0.000112[/C][/ROW]
[ROW][C]15[/C][C]0.417507[/C][C]3.5427[/C][C]0.00035[/C][/ROW]
[ROW][C]16[/C][C]0.375402[/C][C]3.1854[/C][C]0.001069[/C][/ROW]
[ROW][C]17[/C][C]0.332101[/C][C]2.818[/C][C]0.003117[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7015&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7015&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
018.48530
10.9677768.21180
20.9355417.93830
30.9012377.64730
40.8658347.34680
50.8314217.05480
60.7940466.73770
70.7566426.42030
80.7158266.0740
90.6739275.71850
100.6298785.34471e-06
110.5875364.98542e-06
120.5461844.63458e-06
130.5024954.26383e-05
140.457983.88610.000112
150.4175073.54270.00035
160.3754023.18540.001069
170.3321012.8180.003117






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.9677768.21180
1-0.016539-0.14030.555609
2-0.049288-0.41820.661485
3-0.035464-0.30090.61783
4-0.002338-0.01980.507887
5-0.064561-0.54780.707246
6-0.022186-0.18830.574397
7-0.073324-0.62220.732103
8-0.039809-0.33780.631747
9-0.058373-0.49530.689057
100.0039890.03380.486547
11-0.010538-0.08940.5355
12-0.061023-0.51780.696905
13-0.044681-0.37910.647145
140.0421060.35730.360963
15-0.053-0.44970.672869
16-0.052718-0.44730.672009
17-0.061307-0.52020.697743

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.967776 & 8.2118 & 0 \tabularnewline
1 & -0.016539 & -0.1403 & 0.555609 \tabularnewline
2 & -0.049288 & -0.4182 & 0.661485 \tabularnewline
3 & -0.035464 & -0.3009 & 0.61783 \tabularnewline
4 & -0.002338 & -0.0198 & 0.507887 \tabularnewline
5 & -0.064561 & -0.5478 & 0.707246 \tabularnewline
6 & -0.022186 & -0.1883 & 0.574397 \tabularnewline
7 & -0.073324 & -0.6222 & 0.732103 \tabularnewline
8 & -0.039809 & -0.3378 & 0.631747 \tabularnewline
9 & -0.058373 & -0.4953 & 0.689057 \tabularnewline
10 & 0.003989 & 0.0338 & 0.486547 \tabularnewline
11 & -0.010538 & -0.0894 & 0.5355 \tabularnewline
12 & -0.061023 & -0.5178 & 0.696905 \tabularnewline
13 & -0.044681 & -0.3791 & 0.647145 \tabularnewline
14 & 0.042106 & 0.3573 & 0.360963 \tabularnewline
15 & -0.053 & -0.4497 & 0.672869 \tabularnewline
16 & -0.052718 & -0.4473 & 0.672009 \tabularnewline
17 & -0.061307 & -0.5202 & 0.697743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7015&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]0.967776[/C][C]8.2118[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.016539[/C][C]-0.1403[/C][C]0.555609[/C][/ROW]
[ROW][C]2[/C][C]-0.049288[/C][C]-0.4182[/C][C]0.661485[/C][/ROW]
[ROW][C]3[/C][C]-0.035464[/C][C]-0.3009[/C][C]0.61783[/C][/ROW]
[ROW][C]4[/C][C]-0.002338[/C][C]-0.0198[/C][C]0.507887[/C][/ROW]
[ROW][C]5[/C][C]-0.064561[/C][C]-0.5478[/C][C]0.707246[/C][/ROW]
[ROW][C]6[/C][C]-0.022186[/C][C]-0.1883[/C][C]0.574397[/C][/ROW]
[ROW][C]7[/C][C]-0.073324[/C][C]-0.6222[/C][C]0.732103[/C][/ROW]
[ROW][C]8[/C][C]-0.039809[/C][C]-0.3378[/C][C]0.631747[/C][/ROW]
[ROW][C]9[/C][C]-0.058373[/C][C]-0.4953[/C][C]0.689057[/C][/ROW]
[ROW][C]10[/C][C]0.003989[/C][C]0.0338[/C][C]0.486547[/C][/ROW]
[ROW][C]11[/C][C]-0.010538[/C][C]-0.0894[/C][C]0.5355[/C][/ROW]
[ROW][C]12[/C][C]-0.061023[/C][C]-0.5178[/C][C]0.696905[/C][/ROW]
[ROW][C]13[/C][C]-0.044681[/C][C]-0.3791[/C][C]0.647145[/C][/ROW]
[ROW][C]14[/C][C]0.042106[/C][C]0.3573[/C][C]0.360963[/C][/ROW]
[ROW][C]15[/C][C]-0.053[/C][C]-0.4497[/C][C]0.672869[/C][/ROW]
[ROW][C]16[/C][C]-0.052718[/C][C]-0.4473[/C][C]0.672009[/C][/ROW]
[ROW][C]17[/C][C]-0.061307[/C][C]-0.5202[/C][C]0.697743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7015&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7015&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
00.9677768.21180
1-0.016539-0.14030.555609
2-0.049288-0.41820.661485
3-0.035464-0.30090.61783
4-0.002338-0.01980.507887
5-0.064561-0.54780.707246
6-0.022186-0.18830.574397
7-0.073324-0.62220.732103
8-0.039809-0.33780.631747
9-0.058373-0.49530.689057
100.0039890.03380.486547
11-0.010538-0.08940.5355
12-0.061023-0.51780.696905
13-0.044681-0.37910.647145
140.0421060.35730.360963
15-0.053-0.44970.672869
16-0.052718-0.44730.672009
17-0.061307-0.52020.697743


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 0.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 0.1 ; 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')