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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 computationThu, 29 Nov 2007 03:55:58 -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/29/t1196333186spmiy31baixstqh.htm/, Retrieved Fri, 03 May 2024 07:59:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7407, Retrieved Fri, 03 May 2024 07:59:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact198

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] [TotProd_autoCorr] [2007-11-29 10:55:58] [9474861d1948ba663981b67eaedfade5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106.5
112.3
102.8
96.5
101.0
98.9
105.1
103.0
99.0
104.3
94.6
90.4
108.9
111.4
100.8
102.5
98.2
98.7
113.3
104.6
99.3
111.8
97.3
97.7
115.6
111.9
107.0
107.1
100.6
99.2
108.4
103.0
99.8
115.0
90.8
95.9
114.4
108.2
112.6
109.1
105.0
105.0
118.5
103.7
112.5
116.6
96.6
101.9
116.5
119.3
115.4
108.5
111.5
108.8
121.8
109.6
112.2
119.6
103.4
105.3
113.5

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=7407&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=7407&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7407&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
10.0700190.49010.313114
20.188441.31910.096637
30.3790452.65330.005357
40.013990.09790.461195
50.1423130.99620.162026
60.1253910.87770.192186
7-0.260796-1.82560.962994
8-0.13079-0.91550.817801
9-0.039324-0.27530.607865
10-0.329262-2.30480.987274
11-0.119878-0.83910.797269
12-0.258516-1.80960.961754
13-0.243246-1.70270.952522
14-0.050646-0.35450.637765
15-0.07611-0.53280.7017
16-0.095468-0.66830.746454

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7 & 0 \tabularnewline
1 & 0.070019 & 0.4901 & 0.313114 \tabularnewline
2 & 0.18844 & 1.3191 & 0.096637 \tabularnewline
3 & 0.379045 & 2.6533 & 0.005357 \tabularnewline
4 & 0.01399 & 0.0979 & 0.461195 \tabularnewline
5 & 0.142313 & 0.9962 & 0.162026 \tabularnewline
6 & 0.125391 & 0.8777 & 0.192186 \tabularnewline
7 & -0.260796 & -1.8256 & 0.962994 \tabularnewline
8 & -0.13079 & -0.9155 & 0.817801 \tabularnewline
9 & -0.039324 & -0.2753 & 0.607865 \tabularnewline
10 & -0.329262 & -2.3048 & 0.987274 \tabularnewline
11 & -0.119878 & -0.8391 & 0.797269 \tabularnewline
12 & -0.258516 & -1.8096 & 0.961754 \tabularnewline
13 & -0.243246 & -1.7027 & 0.952522 \tabularnewline
14 & -0.050646 & -0.3545 & 0.637765 \tabularnewline
15 & -0.07611 & -0.5328 & 0.7017 \tabularnewline
16 & -0.095468 & -0.6683 & 0.746454 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7407&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]0.070019[/C][C]0.4901[/C][C]0.313114[/C][/ROW]
[ROW][C]2[/C][C]0.18844[/C][C]1.3191[/C][C]0.096637[/C][/ROW]
[ROW][C]3[/C][C]0.379045[/C][C]2.6533[/C][C]0.005357[/C][/ROW]
[ROW][C]4[/C][C]0.01399[/C][C]0.0979[/C][C]0.461195[/C][/ROW]
[ROW][C]5[/C][C]0.142313[/C][C]0.9962[/C][C]0.162026[/C][/ROW]
[ROW][C]6[/C][C]0.125391[/C][C]0.8777[/C][C]0.192186[/C][/ROW]
[ROW][C]7[/C][C]-0.260796[/C][C]-1.8256[/C][C]0.962994[/C][/ROW]
[ROW][C]8[/C][C]-0.13079[/C][C]-0.9155[/C][C]0.817801[/C][/ROW]
[ROW][C]9[/C][C]-0.039324[/C][C]-0.2753[/C][C]0.607865[/C][/ROW]
[ROW][C]10[/C][C]-0.329262[/C][C]-2.3048[/C][C]0.987274[/C][/ROW]
[ROW][C]11[/C][C]-0.119878[/C][C]-0.8391[/C][C]0.797269[/C][/ROW]
[ROW][C]12[/C][C]-0.258516[/C][C]-1.8096[/C][C]0.961754[/C][/ROW]
[ROW][C]13[/C][C]-0.243246[/C][C]-1.7027[/C][C]0.952522[/C][/ROW]
[ROW][C]14[/C][C]-0.050646[/C][C]-0.3545[/C][C]0.637765[/C][/ROW]
[ROW][C]15[/C][C]-0.07611[/C][C]-0.5328[/C][C]0.7017[/C][/ROW]
[ROW][C]16[/C][C]-0.095468[/C][C]-0.6683[/C][C]0.746454[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7407&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7407&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
10.0700190.49010.313114
20.188441.31910.096637
30.3790452.65330.005357
40.013990.09790.461195
50.1423130.99620.162026
60.1253910.87770.192186
7-0.260796-1.82560.962994
8-0.13079-0.91550.817801
9-0.039324-0.27530.607865
10-0.329262-2.30480.987274
11-0.119878-0.83910.797269
12-0.258516-1.80960.961754
13-0.243246-1.70270.952522
14-0.050646-0.35450.637765
15-0.07611-0.53280.7017
16-0.095468-0.66830.746454






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.0700190.49010.313114
10.1844421.29110.101365
20.3696982.58790.006336
3-0.046361-0.32450.626539
40.0134350.0940.462728
5-0.011037-0.07730.530633
6-0.332492-2.32740.987942
7-0.277177-1.94020.970942
8-0.00529-0.0370.514695
9-0.106469-0.74530.770169
100.0147230.10310.459168
11-0.124683-0.87280.80648
120.0131160.09180.463611
130.0315860.22110.412966
140.082360.57650.283451
150.0268770.18810.425772
160.1142880.80.213781

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.070019 & 0.4901 & 0.313114 \tabularnewline
1 & 0.184442 & 1.2911 & 0.101365 \tabularnewline
2 & 0.369698 & 2.5879 & 0.006336 \tabularnewline
3 & -0.046361 & -0.3245 & 0.626539 \tabularnewline
4 & 0.013435 & 0.094 & 0.462728 \tabularnewline
5 & -0.011037 & -0.0773 & 0.530633 \tabularnewline
6 & -0.332492 & -2.3274 & 0.987942 \tabularnewline
7 & -0.277177 & -1.9402 & 0.970942 \tabularnewline
8 & -0.00529 & -0.037 & 0.514695 \tabularnewline
9 & -0.106469 & -0.7453 & 0.770169 \tabularnewline
10 & 0.014723 & 0.1031 & 0.459168 \tabularnewline
11 & -0.124683 & -0.8728 & 0.80648 \tabularnewline
12 & 0.013116 & 0.0918 & 0.463611 \tabularnewline
13 & 0.031586 & 0.2211 & 0.412966 \tabularnewline
14 & 0.08236 & 0.5765 & 0.283451 \tabularnewline
15 & 0.026877 & 0.1881 & 0.425772 \tabularnewline
16 & 0.114288 & 0.8 & 0.213781 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7407&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]0.070019[/C][C]0.4901[/C][C]0.313114[/C][/ROW]
[ROW][C]1[/C][C]0.184442[/C][C]1.2911[/C][C]0.101365[/C][/ROW]
[ROW][C]2[/C][C]0.369698[/C][C]2.5879[/C][C]0.006336[/C][/ROW]
[ROW][C]3[/C][C]-0.046361[/C][C]-0.3245[/C][C]0.626539[/C][/ROW]
[ROW][C]4[/C][C]0.013435[/C][C]0.094[/C][C]0.462728[/C][/ROW]
[ROW][C]5[/C][C]-0.011037[/C][C]-0.0773[/C][C]0.530633[/C][/ROW]
[ROW][C]6[/C][C]-0.332492[/C][C]-2.3274[/C][C]0.987942[/C][/ROW]
[ROW][C]7[/C][C]-0.277177[/C][C]-1.9402[/C][C]0.970942[/C][/ROW]
[ROW][C]8[/C][C]-0.00529[/C][C]-0.037[/C][C]0.514695[/C][/ROW]
[ROW][C]9[/C][C]-0.106469[/C][C]-0.7453[/C][C]0.770169[/C][/ROW]
[ROW][C]10[/C][C]0.014723[/C][C]0.1031[/C][C]0.459168[/C][/ROW]
[ROW][C]11[/C][C]-0.124683[/C][C]-0.8728[/C][C]0.80648[/C][/ROW]
[ROW][C]12[/C][C]0.013116[/C][C]0.0918[/C][C]0.463611[/C][/ROW]
[ROW][C]13[/C][C]0.031586[/C][C]0.2211[/C][C]0.412966[/C][/ROW]
[ROW][C]14[/C][C]0.08236[/C][C]0.5765[/C][C]0.283451[/C][/ROW]
[ROW][C]15[/C][C]0.026877[/C][C]0.1881[/C][C]0.425772[/C][/ROW]
[ROW][C]16[/C][C]0.114288[/C][C]0.8[/C][C]0.213781[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7407&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7407&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
00.0700190.49010.313114
10.1844421.29110.101365
20.3696982.58790.006336
3-0.046361-0.32450.626539
40.0134350.0940.462728
5-0.011037-0.07730.530633
6-0.332492-2.32740.987942
7-0.277177-1.94020.970942
8-0.00529-0.0370.514695
9-0.106469-0.74530.770169
100.0147230.10310.459168
11-0.124683-0.87280.80648
120.0131160.09180.463611
130.0315860.22110.412966
140.082360.57650.283451
150.0268770.18810.425772
160.1142880.80.213781


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1.3 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1.3 ; 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')