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

Thu, 29 Nov 2007 05:08:17 -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/29/t11963374841xxhrpphzbf97cv.htm/, Retrieved Fri, 03 May 2024 07:11:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7447, Retrieved Fri, 03 May 2024 07:11:14 +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

168

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

-       [(Partial) Autocorrelation Function] [totale bevolking ...] [2007-11-29 12:08:17] [dd38921fafddee0dfc20da83e9650a2a] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7447&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7447&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7447&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.4807	0
1	0.937509	6.0758	0
2	0.853738	5.5329	1e-06
3	0.754686	4.8909	8e-06
4	0.651462	4.222	6.3e-05
5	0.549306	3.5599	0.000469
6	0.451828	2.9282	0.002743
7	0.346202	2.2436	0.015093
8	0.231133	1.4979	0.070817
9	0.102135	0.6619	0.255822
10	-0.026446	-0.1714	0.56763
11	-0.142948	-0.9264	0.820236
12	-0.237653	-1.5402	0.93449
13	-0.312778	-2.027	0.975481
14	-0.3715	-2.4076	0.989735
15	-0.414807	-2.6883	0.994873
16	-0.448397	-2.9059	0.99709

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.4807 & 0 \tabularnewline
1 & 0.937509 & 6.0758 & 0 \tabularnewline
2 & 0.853738 & 5.5329 & 1e-06 \tabularnewline
3 & 0.754686 & 4.8909 & 8e-06 \tabularnewline
4 & 0.651462 & 4.222 & 6.3e-05 \tabularnewline
5 & 0.549306 & 3.5599 & 0.000469 \tabularnewline
6 & 0.451828 & 2.9282 & 0.002743 \tabularnewline
7 & 0.346202 & 2.2436 & 0.015093 \tabularnewline
8 & 0.231133 & 1.4979 & 0.070817 \tabularnewline
9 & 0.102135 & 0.6619 & 0.255822 \tabularnewline
10 & -0.026446 & -0.1714 & 0.56763 \tabularnewline
11 & -0.142948 & -0.9264 & 0.820236 \tabularnewline
12 & -0.237653 & -1.5402 & 0.93449 \tabularnewline
13 & -0.312778 & -2.027 & 0.975481 \tabularnewline
14 & -0.3715 & -2.4076 & 0.989735 \tabularnewline
15 & -0.414807 & -2.6883 & 0.994873 \tabularnewline
16 & -0.448397 & -2.9059 & 0.99709 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7447&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]6.4807[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.937509[/C][C]6.0758[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.853738[/C][C]5.5329[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.754686[/C][C]4.8909[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]0.651462[/C][C]4.222[/C][C]6.3e-05[/C][/ROW]
[ROW][C]5[/C][C]0.549306[/C][C]3.5599[/C][C]0.000469[/C][/ROW]
[ROW][C]6[/C][C]0.451828[/C][C]2.9282[/C][C]0.002743[/C][/ROW]
[ROW][C]7[/C][C]0.346202[/C][C]2.2436[/C][C]0.015093[/C][/ROW]
[ROW][C]8[/C][C]0.231133[/C][C]1.4979[/C][C]0.070817[/C][/ROW]
[ROW][C]9[/C][C]0.102135[/C][C]0.6619[/C][C]0.255822[/C][/ROW]
[ROW][C]10[/C][C]-0.026446[/C][C]-0.1714[/C][C]0.56763[/C][/ROW]
[ROW][C]11[/C][C]-0.142948[/C][C]-0.9264[/C][C]0.820236[/C][/ROW]
[ROW][C]12[/C][C]-0.237653[/C][C]-1.5402[/C][C]0.93449[/C][/ROW]
[ROW][C]13[/C][C]-0.312778[/C][C]-2.027[/C][C]0.975481[/C][/ROW]
[ROW][C]14[/C][C]-0.3715[/C][C]-2.4076[/C][C]0.989735[/C][/ROW]
[ROW][C]15[/C][C]-0.414807[/C][C]-2.6883[/C][C]0.994873[/C][/ROW]
[ROW][C]16[/C][C]-0.448397[/C][C]-2.9059[/C][C]0.99709[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7447&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7447&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	6.4807	0
1	0.937509	6.0758	0
2	0.853738	5.5329	1e-06
3	0.754686	4.8909	8e-06
4	0.651462	4.222	6.3e-05
5	0.549306	3.5599	0.000469
6	0.451828	2.9282	0.002743
7	0.346202	2.2436	0.015093
8	0.231133	1.4979	0.070817
9	0.102135	0.6619	0.255822
10	-0.026446	-0.1714	0.56763
11	-0.142948	-0.9264	0.820236
12	-0.237653	-1.5402	0.93449
13	-0.312778	-2.027	0.975481
14	-0.3715	-2.4076	0.989735
15	-0.414807	-2.6883	0.994873
16	-0.448397	-2.9059	0.99709

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.937509	6.0758	0
1	-0.208008	-1.348	0.907565
2	-0.148298	-0.9611	0.828995
3	-0.05936	-0.3847	0.648799
4	-0.037223	-0.2412	0.594725
5	-0.026786	-0.1736	0.568489
6	-0.154272	-0.9998	0.838432
7	-0.153893	-0.9973	0.837845
8	-0.192551	-1.2479	0.890505
9	-0.078376	-0.5079	0.692922
10	-0.008445	-0.0547	0.521694
11	0.033088	0.2144	0.415623
12	-0.006481	-0.042	0.516653
13	-0.027579	-0.1787	0.570497
14	0.009345	0.0606	0.475997
15	-0.022075	-0.1431	0.556539
16	0.031604	0.2048	0.419353

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.937509 & 6.0758 & 0 \tabularnewline
1 & -0.208008 & -1.348 & 0.907565 \tabularnewline
2 & -0.148298 & -0.9611 & 0.828995 \tabularnewline
3 & -0.05936 & -0.3847 & 0.648799 \tabularnewline
4 & -0.037223 & -0.2412 & 0.594725 \tabularnewline
5 & -0.026786 & -0.1736 & 0.568489 \tabularnewline
6 & -0.154272 & -0.9998 & 0.838432 \tabularnewline
7 & -0.153893 & -0.9973 & 0.837845 \tabularnewline
8 & -0.192551 & -1.2479 & 0.890505 \tabularnewline
9 & -0.078376 & -0.5079 & 0.692922 \tabularnewline
10 & -0.008445 & -0.0547 & 0.521694 \tabularnewline
11 & 0.033088 & 0.2144 & 0.415623 \tabularnewline
12 & -0.006481 & -0.042 & 0.516653 \tabularnewline
13 & -0.027579 & -0.1787 & 0.570497 \tabularnewline
14 & 0.009345 & 0.0606 & 0.475997 \tabularnewline
15 & -0.022075 & -0.1431 & 0.556539 \tabularnewline
16 & 0.031604 & 0.2048 & 0.419353 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7447&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]0.937509[/C][C]6.0758[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.208008[/C][C]-1.348[/C][C]0.907565[/C][/ROW]
[ROW][C]2[/C][C]-0.148298[/C][C]-0.9611[/C][C]0.828995[/C][/ROW]
[ROW][C]3[/C][C]-0.05936[/C][C]-0.3847[/C][C]0.648799[/C][/ROW]
[ROW][C]4[/C][C]-0.037223[/C][C]-0.2412[/C][C]0.594725[/C][/ROW]
[ROW][C]5[/C][C]-0.026786[/C][C]-0.1736[/C][C]0.568489[/C][/ROW]
[ROW][C]6[/C][C]-0.154272[/C][C]-0.9998[/C][C]0.838432[/C][/ROW]
[ROW][C]7[/C][C]-0.153893[/C][C]-0.9973[/C][C]0.837845[/C][/ROW]
[ROW][C]8[/C][C]-0.192551[/C][C]-1.2479[/C][C]0.890505[/C][/ROW]
[ROW][C]9[/C][C]-0.078376[/C][C]-0.5079[/C][C]0.692922[/C][/ROW]
[ROW][C]10[/C][C]-0.008445[/C][C]-0.0547[/C][C]0.521694[/C][/ROW]
[ROW][C]11[/C][C]0.033088[/C][C]0.2144[/C][C]0.415623[/C][/ROW]
[ROW][C]12[/C][C]-0.006481[/C][C]-0.042[/C][C]0.516653[/C][/ROW]
[ROW][C]13[/C][C]-0.027579[/C][C]-0.1787[/C][C]0.570497[/C][/ROW]
[ROW][C]14[/C][C]0.009345[/C][C]0.0606[/C][C]0.475997[/C][/ROW]
[ROW][C]15[/C][C]-0.022075[/C][C]-0.1431[/C][C]0.556539[/C][/ROW]
[ROW][C]16[/C][C]0.031604[/C][C]0.2048[/C][C]0.419353[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7447&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7447&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	0.937509	6.0758	0
1	-0.208008	-1.348	0.907565
2	-0.148298	-0.9611	0.828995
3	-0.05936	-0.3847	0.648799
4	-0.037223	-0.2412	0.594725
5	-0.026786	-0.1736	0.568489
6	-0.154272	-0.9998	0.838432
7	-0.153893	-0.9973	0.837845
8	-0.192551	-1.2479	0.890505
9	-0.078376	-0.5079	0.692922
10	-0.008445	-0.0547	0.521694
11	0.033088	0.2144	0.415623
12	-0.006481	-0.042	0.516653
13	-0.027579	-0.1787	0.570497
14	0.009345	0.0606	0.475997
15	-0.022075	-0.1431	0.556539
16	0.031604	0.2048	0.419353

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code