Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 05:11:32 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/28/t1196251297ibtwdtqm1zf6kfr.htm/, Retrieved Thu, 02 May 2024 01:46:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7044, Retrieved Thu, 02 May 2024 01:46:28 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

166

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [autocorrelation f...] [2007-11-28 12:11:32] [bebbf4ab6ac77d61a56e6916ab0650f9] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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=7044&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=7044&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7044&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.1854	0
1	0.931669	7.626	0
2	0.859839	7.0381	0
3	0.790905	6.4738	0
4	0.727921	5.9583	0
5	0.672001	5.5006	0
6	0.625924	5.1234	1e-06
7	0.574891	4.7057	7e-06
8	0.513575	4.2038	4e-05
9	0.4512	3.6932	0.000224
10	0.393811	3.2235	0.000979
11	0.340404	2.7863	0.003464
12	0.285697	2.3385	0.011176
13	0.209159	1.712	0.045757
14	0.131404	1.0756	0.142985
15	0.060308	0.4936	0.311587
16	-0.000359	-0.0029	0.501169
17	-0.047893	-0.392	0.651856

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & 0.931669 & 7.626 & 0 \tabularnewline
2 & 0.859839 & 7.0381 & 0 \tabularnewline
3 & 0.790905 & 6.4738 & 0 \tabularnewline
4 & 0.727921 & 5.9583 & 0 \tabularnewline
5 & 0.672001 & 5.5006 & 0 \tabularnewline
6 & 0.625924 & 5.1234 & 1e-06 \tabularnewline
7 & 0.574891 & 4.7057 & 7e-06 \tabularnewline
8 & 0.513575 & 4.2038 & 4e-05 \tabularnewline
9 & 0.4512 & 3.6932 & 0.000224 \tabularnewline
10 & 0.393811 & 3.2235 & 0.000979 \tabularnewline
11 & 0.340404 & 2.7863 & 0.003464 \tabularnewline
12 & 0.285697 & 2.3385 & 0.011176 \tabularnewline
13 & 0.209159 & 1.712 & 0.045757 \tabularnewline
14 & 0.131404 & 1.0756 & 0.142985 \tabularnewline
15 & 0.060308 & 0.4936 & 0.311587 \tabularnewline
16 & -0.000359 & -0.0029 & 0.501169 \tabularnewline
17 & -0.047893 & -0.392 & 0.651856 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7044&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]8.1854[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.931669[/C][C]7.626[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.859839[/C][C]7.0381[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.790905[/C][C]6.4738[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.727921[/C][C]5.9583[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.672001[/C][C]5.5006[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.625924[/C][C]5.1234[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.574891[/C][C]4.7057[/C][C]7e-06[/C][/ROW]
[ROW][C]8[/C][C]0.513575[/C][C]4.2038[/C][C]4e-05[/C][/ROW]
[ROW][C]9[/C][C]0.4512[/C][C]3.6932[/C][C]0.000224[/C][/ROW]
[ROW][C]10[/C][C]0.393811[/C][C]3.2235[/C][C]0.000979[/C][/ROW]
[ROW][C]11[/C][C]0.340404[/C][C]2.7863[/C][C]0.003464[/C][/ROW]
[ROW][C]12[/C][C]0.285697[/C][C]2.3385[/C][C]0.011176[/C][/ROW]
[ROW][C]13[/C][C]0.209159[/C][C]1.712[/C][C]0.045757[/C][/ROW]
[ROW][C]14[/C][C]0.131404[/C][C]1.0756[/C][C]0.142985[/C][/ROW]
[ROW][C]15[/C][C]0.060308[/C][C]0.4936[/C][C]0.311587[/C][/ROW]
[ROW][C]16[/C][C]-0.000359[/C][C]-0.0029[/C][C]0.501169[/C][/ROW]
[ROW][C]17[/C][C]-0.047893[/C][C]-0.392[/C][C]0.651856[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7044&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7044&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.1854	0
1	0.931669	7.626	0
2	0.859839	7.0381	0
3	0.790905	6.4738	0
4	0.727921	5.9583	0
5	0.672001	5.5006	0
6	0.625924	5.1234	1e-06
7	0.574891	4.7057	7e-06
8	0.513575	4.2038	4e-05
9	0.4512	3.6932	0.000224
10	0.393811	3.2235	0.000979
11	0.340404	2.7863	0.003464
12	0.285697	2.3385	0.011176
13	0.209159	1.712	0.045757
14	0.131404	1.0756	0.142985
15	0.060308	0.4936	0.311587
16	-0.000359	-0.0029	0.501169
17	-0.047893	-0.392	0.651856

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.931669	7.626	0
1	-0.061875	-0.5065	0.692906
2	-0.015977	-0.1308	0.551829
3	0.005668	0.0464	0.481567
4	0.015328	0.1255	0.450267
5	0.039966	0.3271	0.372293
6	-0.06737	-0.5514	0.708419
7	-0.103136	-0.8442	0.799221
8	-0.038054	-0.3115	0.621799
9	-0.001811	-0.0148	0.505893
10	-0.015456	-0.1265	0.550149
11	-0.062645	-0.5128	0.695101
12	-0.218742	-1.7905	0.961053
13	-0.058068	-0.4753	0.681943
14	-0.005064	-0.0415	0.516471
15	0.007037	0.0576	0.47712
16	0.017399	0.1424	0.44359
17	0.082615	0.6762	0.25061

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.931669 & 7.626 & 0 \tabularnewline
1 & -0.061875 & -0.5065 & 0.692906 \tabularnewline
2 & -0.015977 & -0.1308 & 0.551829 \tabularnewline
3 & 0.005668 & 0.0464 & 0.481567 \tabularnewline
4 & 0.015328 & 0.1255 & 0.450267 \tabularnewline
5 & 0.039966 & 0.3271 & 0.372293 \tabularnewline
6 & -0.06737 & -0.5514 & 0.708419 \tabularnewline
7 & -0.103136 & -0.8442 & 0.799221 \tabularnewline
8 & -0.038054 & -0.3115 & 0.621799 \tabularnewline
9 & -0.001811 & -0.0148 & 0.505893 \tabularnewline
10 & -0.015456 & -0.1265 & 0.550149 \tabularnewline
11 & -0.062645 & -0.5128 & 0.695101 \tabularnewline
12 & -0.218742 & -1.7905 & 0.961053 \tabularnewline
13 & -0.058068 & -0.4753 & 0.681943 \tabularnewline
14 & -0.005064 & -0.0415 & 0.516471 \tabularnewline
15 & 0.007037 & 0.0576 & 0.47712 \tabularnewline
16 & 0.017399 & 0.1424 & 0.44359 \tabularnewline
17 & 0.082615 & 0.6762 & 0.25061 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7044&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]0.931669[/C][C]7.626[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.061875[/C][C]-0.5065[/C][C]0.692906[/C][/ROW]
[ROW][C]2[/C][C]-0.015977[/C][C]-0.1308[/C][C]0.551829[/C][/ROW]
[ROW][C]3[/C][C]0.005668[/C][C]0.0464[/C][C]0.481567[/C][/ROW]
[ROW][C]4[/C][C]0.015328[/C][C]0.1255[/C][C]0.450267[/C][/ROW]
[ROW][C]5[/C][C]0.039966[/C][C]0.3271[/C][C]0.372293[/C][/ROW]
[ROW][C]6[/C][C]-0.06737[/C][C]-0.5514[/C][C]0.708419[/C][/ROW]
[ROW][C]7[/C][C]-0.103136[/C][C]-0.8442[/C][C]0.799221[/C][/ROW]
[ROW][C]8[/C][C]-0.038054[/C][C]-0.3115[/C][C]0.621799[/C][/ROW]
[ROW][C]9[/C][C]-0.001811[/C][C]-0.0148[/C][C]0.505893[/C][/ROW]
[ROW][C]10[/C][C]-0.015456[/C][C]-0.1265[/C][C]0.550149[/C][/ROW]
[ROW][C]11[/C][C]-0.062645[/C][C]-0.5128[/C][C]0.695101[/C][/ROW]
[ROW][C]12[/C][C]-0.218742[/C][C]-1.7905[/C][C]0.961053[/C][/ROW]
[ROW][C]13[/C][C]-0.058068[/C][C]-0.4753[/C][C]0.681943[/C][/ROW]
[ROW][C]14[/C][C]-0.005064[/C][C]-0.0415[/C][C]0.516471[/C][/ROW]
[ROW][C]15[/C][C]0.007037[/C][C]0.0576[/C][C]0.47712[/C][/ROW]
[ROW][C]16[/C][C]0.017399[/C][C]0.1424[/C][C]0.44359[/C][/ROW]
[ROW][C]17[/C][C]0.082615[/C][C]0.6762[/C][C]0.25061[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7044&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7044&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.931669	7.626	0
1	-0.061875	-0.5065	0.692906
2	-0.015977	-0.1308	0.551829
3	0.005668	0.0464	0.481567
4	0.015328	0.1255	0.450267
5	0.039966	0.3271	0.372293
6	-0.06737	-0.5514	0.708419
7	-0.103136	-0.8442	0.799221
8	-0.038054	-0.3115	0.621799
9	-0.001811	-0.0148	0.505893
10	-0.015456	-0.1265	0.550149
11	-0.062645	-0.5128	0.695101
12	-0.218742	-1.7905	0.961053
13	-0.058068	-0.4753	0.681943
14	-0.005064	-0.0415	0.516471
15	0.007037	0.0576	0.47712
16	0.017399	0.1424	0.44359
17	0.082615	0.6762	0.25061

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code