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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 12:45:49 -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/t1196364930bfwxxu8gq8s5b0r.htm/, Retrieved Fri, 03 May 2024 07:48:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7584, Retrieved Fri, 03 May 2024 07:48:45 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsElynne
Estimated Impact161

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] [Autocorrelation F...] [2007-11-29 19:45:49] [c119ddc84594f6b781d845667bf1cf2c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,065757
1,084952
1,099505
1,121076
1,143903
1,172058
1,161845
1,110494
1,097574
1,103875
1,125746
1,120574
1,132118
1,149425
1,141813
1,128923
1,090513
1,046682
1,007861
1,022704
1,019576
1,019264
0,998602
0,982029
0,941442
0,928247
0,925326
0,921829
0,863409
0,857412
0,879353
0,897747
0,891107
0,855286
0,854555
0,813935
0,792833
0,790764
0,815528
0,834376
0,832848
0,823859
0,815262
0,821288
0,818465
0,800641
0,769764
0,745823
0,762253
0,768403
0,757518
0,772917
0,787774
0,82203
0,830772
0,813537
0,815927
0,832293
0,848464
0,843455
0,826241
0,837661
0,831947
0,81493
0,783085
0,790514
0,788395
0,780579
0,785731
0,792959
0,776337
0,75683
0,76929
0,764877
0,755173
0,739864
0,740138
0,745212
0,729076
0,734107

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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=7584&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=7584&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7584&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
018.94430
10.971418.68860
20.9322418.33820
30.893647.9930
40.8543617.64160
50.8104797.24910
60.7644266.83720
70.7223316.46070
80.6845066.12240
90.6432865.75370
100.5992915.36020
110.5505084.92392e-06
120.4980644.45481.3e-05
130.4440223.97157.8e-05
140.3905753.49340.00039
150.3396993.03840.001606
160.291282.60530.005471
170.2522632.25630.01339
180.2174081.94460.027671

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.97141 & 8.6886 & 0 \tabularnewline
2 & 0.932241 & 8.3382 & 0 \tabularnewline
3 & 0.89364 & 7.993 & 0 \tabularnewline
4 & 0.854361 & 7.6416 & 0 \tabularnewline
5 & 0.810479 & 7.2491 & 0 \tabularnewline
6 & 0.764426 & 6.8372 & 0 \tabularnewline
7 & 0.722331 & 6.4607 & 0 \tabularnewline
8 & 0.684506 & 6.1224 & 0 \tabularnewline
9 & 0.643286 & 5.7537 & 0 \tabularnewline
10 & 0.599291 & 5.3602 & 0 \tabularnewline
11 & 0.550508 & 4.9239 & 2e-06 \tabularnewline
12 & 0.498064 & 4.4548 & 1.3e-05 \tabularnewline
13 & 0.444022 & 3.9715 & 7.8e-05 \tabularnewline
14 & 0.390575 & 3.4934 & 0.00039 \tabularnewline
15 & 0.339699 & 3.0384 & 0.001606 \tabularnewline
16 & 0.29128 & 2.6053 & 0.005471 \tabularnewline
17 & 0.252263 & 2.2563 & 0.01339 \tabularnewline
18 & 0.217408 & 1.9446 & 0.027671 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7584&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]8.9443[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.97141[/C][C]8.6886[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.932241[/C][C]8.3382[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.89364[/C][C]7.993[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.854361[/C][C]7.6416[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.810479[/C][C]7.2491[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.764426[/C][C]6.8372[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.722331[/C][C]6.4607[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.684506[/C][C]6.1224[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.643286[/C][C]5.7537[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.599291[/C][C]5.3602[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.550508[/C][C]4.9239[/C][C]2e-06[/C][/ROW]
[ROW][C]12[/C][C]0.498064[/C][C]4.4548[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.444022[/C][C]3.9715[/C][C]7.8e-05[/C][/ROW]
[ROW][C]14[/C][C]0.390575[/C][C]3.4934[/C][C]0.00039[/C][/ROW]
[ROW][C]15[/C][C]0.339699[/C][C]3.0384[/C][C]0.001606[/C][/ROW]
[ROW][C]16[/C][C]0.29128[/C][C]2.6053[/C][C]0.005471[/C][/ROW]
[ROW][C]17[/C][C]0.252263[/C][C]2.2563[/C][C]0.01339[/C][/ROW]
[ROW][C]18[/C][C]0.217408[/C][C]1.9446[/C][C]0.027671[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7584&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7584&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
018.94430
10.971418.68860
20.9322418.33820
30.893647.9930
40.8543617.64160
50.8104797.24910
60.7644266.83720
70.7223316.46070
80.6845066.12240
90.6432865.75370
100.5992915.36020
110.5505084.92392e-06
120.4980644.45481.3e-05
130.4440223.97157.8e-05
140.3905753.49340.00039
150.3396993.03840.001606
160.291282.60530.005471
170.2522632.25630.01339
180.2174081.94460.027671






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.971418.68860
1-0.202187-1.80840.96285
20.0251460.22490.41131
3-0.043568-0.38970.651099
4-0.099307-0.88820.811459
5-0.03527-0.31550.623385
60.052430.46890.320191
70.0268590.24020.405383
8-0.099988-0.89430.813082
9-0.044584-0.39880.654438
10-0.119734-1.07090.856291
11-0.085149-0.76160.77573
12-0.038442-0.34380.634063
13-0.004656-0.04160.516556
140.0125270.1120.455533
15-0.006847-0.06120.524339
160.1282361.1470.127404
17-0.028911-0.25860.60169
18-0.006058-0.05420.521537

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.97141 & 8.6886 & 0 \tabularnewline
1 & -0.202187 & -1.8084 & 0.96285 \tabularnewline
2 & 0.025146 & 0.2249 & 0.41131 \tabularnewline
3 & -0.043568 & -0.3897 & 0.651099 \tabularnewline
4 & -0.099307 & -0.8882 & 0.811459 \tabularnewline
5 & -0.03527 & -0.3155 & 0.623385 \tabularnewline
6 & 0.05243 & 0.4689 & 0.320191 \tabularnewline
7 & 0.026859 & 0.2402 & 0.405383 \tabularnewline
8 & -0.099988 & -0.8943 & 0.813082 \tabularnewline
9 & -0.044584 & -0.3988 & 0.654438 \tabularnewline
10 & -0.119734 & -1.0709 & 0.856291 \tabularnewline
11 & -0.085149 & -0.7616 & 0.77573 \tabularnewline
12 & -0.038442 & -0.3438 & 0.634063 \tabularnewline
13 & -0.004656 & -0.0416 & 0.516556 \tabularnewline
14 & 0.012527 & 0.112 & 0.455533 \tabularnewline
15 & -0.006847 & -0.0612 & 0.524339 \tabularnewline
16 & 0.128236 & 1.147 & 0.127404 \tabularnewline
17 & -0.028911 & -0.2586 & 0.60169 \tabularnewline
18 & -0.006058 & -0.0542 & 0.521537 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7584&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]0.97141[/C][C]8.6886[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.202187[/C][C]-1.8084[/C][C]0.96285[/C][/ROW]
[ROW][C]2[/C][C]0.025146[/C][C]0.2249[/C][C]0.41131[/C][/ROW]
[ROW][C]3[/C][C]-0.043568[/C][C]-0.3897[/C][C]0.651099[/C][/ROW]
[ROW][C]4[/C][C]-0.099307[/C][C]-0.8882[/C][C]0.811459[/C][/ROW]
[ROW][C]5[/C][C]-0.03527[/C][C]-0.3155[/C][C]0.623385[/C][/ROW]
[ROW][C]6[/C][C]0.05243[/C][C]0.4689[/C][C]0.320191[/C][/ROW]
[ROW][C]7[/C][C]0.026859[/C][C]0.2402[/C][C]0.405383[/C][/ROW]
[ROW][C]8[/C][C]-0.099988[/C][C]-0.8943[/C][C]0.813082[/C][/ROW]
[ROW][C]9[/C][C]-0.044584[/C][C]-0.3988[/C][C]0.654438[/C][/ROW]
[ROW][C]10[/C][C]-0.119734[/C][C]-1.0709[/C][C]0.856291[/C][/ROW]
[ROW][C]11[/C][C]-0.085149[/C][C]-0.7616[/C][C]0.77573[/C][/ROW]
[ROW][C]12[/C][C]-0.038442[/C][C]-0.3438[/C][C]0.634063[/C][/ROW]
[ROW][C]13[/C][C]-0.004656[/C][C]-0.0416[/C][C]0.516556[/C][/ROW]
[ROW][C]14[/C][C]0.012527[/C][C]0.112[/C][C]0.455533[/C][/ROW]
[ROW][C]15[/C][C]-0.006847[/C][C]-0.0612[/C][C]0.524339[/C][/ROW]
[ROW][C]16[/C][C]0.128236[/C][C]1.147[/C][C]0.127404[/C][/ROW]
[ROW][C]17[/C][C]-0.028911[/C][C]-0.2586[/C][C]0.60169[/C][/ROW]
[ROW][C]18[/C][C]-0.006058[/C][C]-0.0542[/C][C]0.521537[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7584&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7584&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
00.971418.68860
1-0.202187-1.80840.96285
20.0251460.22490.41131
3-0.043568-0.38970.651099
4-0.099307-0.88820.811459
5-0.03527-0.31550.623385
60.052430.46890.320191
70.0268590.24020.405383
8-0.099988-0.89430.813082
9-0.044584-0.39880.654438
10-0.119734-1.07090.856291
11-0.085149-0.76160.77573
12-0.038442-0.34380.634063
13-0.004656-0.04160.516556
140.0125270.1120.455533
15-0.006847-0.06120.524339
160.1282361.1470.127404
17-0.028911-0.25860.60169
18-0.006058-0.05420.521537


Figures (Output of Computation)

Input Parameters & R Code

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')