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 12:48:50 -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/t1196365099ijjq1ek1xx69b30.htm/, Retrieved Fri, 03 May 2024 07:03:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7585, Retrieved Fri, 03 May 2024 07:03:16 +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

Elynne

Estimated Impact

161

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 19:48:50] [c119ddc84594f6b781d845667bf1cf2c] [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=7585&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=7585&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7585&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	8.8882	0
1	0.347163	3.0857	0.0014
2	-0.075383	-0.67	0.747601
3	-0.171358	-1.5231	0.934132
4	0.041793	0.3715	0.355644
5	-0.029578	-0.2629	0.603341
6	-0.148669	-1.3214	0.904909
7	0.048733	0.4332	0.333043
8	0.125225	1.113	0.134536
9	0.158237	1.4064	0.081758
10	0.154314	1.3716	0.08704
11	0.121821	1.0828	0.141102
12	-0.069356	-0.6165	0.730315
13	-0.144792	-1.2869	0.899063
14	-0.132641	-1.1789	0.87902
15	-0.148212	-1.3173	0.904232
16	-0.132207	-1.1751	0.878254
17	0.091213	0.8107	0.209981
18	0.121936	1.0838	0.140877

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.8882 & 0 \tabularnewline
1 & 0.347163 & 3.0857 & 0.0014 \tabularnewline
2 & -0.075383 & -0.67 & 0.747601 \tabularnewline
3 & -0.171358 & -1.5231 & 0.934132 \tabularnewline
4 & 0.041793 & 0.3715 & 0.355644 \tabularnewline
5 & -0.029578 & -0.2629 & 0.603341 \tabularnewline
6 & -0.148669 & -1.3214 & 0.904909 \tabularnewline
7 & 0.048733 & 0.4332 & 0.333043 \tabularnewline
8 & 0.125225 & 1.113 & 0.134536 \tabularnewline
9 & 0.158237 & 1.4064 & 0.081758 \tabularnewline
10 & 0.154314 & 1.3716 & 0.08704 \tabularnewline
11 & 0.121821 & 1.0828 & 0.141102 \tabularnewline
12 & -0.069356 & -0.6165 & 0.730315 \tabularnewline
13 & -0.144792 & -1.2869 & 0.899063 \tabularnewline
14 & -0.132641 & -1.1789 & 0.87902 \tabularnewline
15 & -0.148212 & -1.3173 & 0.904232 \tabularnewline
16 & -0.132207 & -1.1751 & 0.878254 \tabularnewline
17 & 0.091213 & 0.8107 & 0.209981 \tabularnewline
18 & 0.121936 & 1.0838 & 0.140877 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7585&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]8.8882[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.347163[/C][C]3.0857[/C][C]0.0014[/C][/ROW]
[ROW][C]2[/C][C]-0.075383[/C][C]-0.67[/C][C]0.747601[/C][/ROW]
[ROW][C]3[/C][C]-0.171358[/C][C]-1.5231[/C][C]0.934132[/C][/ROW]
[ROW][C]4[/C][C]0.041793[/C][C]0.3715[/C][C]0.355644[/C][/ROW]
[ROW][C]5[/C][C]-0.029578[/C][C]-0.2629[/C][C]0.603341[/C][/ROW]
[ROW][C]6[/C][C]-0.148669[/C][C]-1.3214[/C][C]0.904909[/C][/ROW]
[ROW][C]7[/C][C]0.048733[/C][C]0.4332[/C][C]0.333043[/C][/ROW]
[ROW][C]8[/C][C]0.125225[/C][C]1.113[/C][C]0.134536[/C][/ROW]
[ROW][C]9[/C][C]0.158237[/C][C]1.4064[/C][C]0.081758[/C][/ROW]
[ROW][C]10[/C][C]0.154314[/C][C]1.3716[/C][C]0.08704[/C][/ROW]
[ROW][C]11[/C][C]0.121821[/C][C]1.0828[/C][C]0.141102[/C][/ROW]
[ROW][C]12[/C][C]-0.069356[/C][C]-0.6165[/C][C]0.730315[/C][/ROW]
[ROW][C]13[/C][C]-0.144792[/C][C]-1.2869[/C][C]0.899063[/C][/ROW]
[ROW][C]14[/C][C]-0.132641[/C][C]-1.1789[/C][C]0.87902[/C][/ROW]
[ROW][C]15[/C][C]-0.148212[/C][C]-1.3173[/C][C]0.904232[/C][/ROW]
[ROW][C]16[/C][C]-0.132207[/C][C]-1.1751[/C][C]0.878254[/C][/ROW]
[ROW][C]17[/C][C]0.091213[/C][C]0.8107[/C][C]0.209981[/C][/ROW]
[ROW][C]18[/C][C]0.121936[/C][C]1.0838[/C][C]0.140877[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7585&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7585&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	8.8882	0
1	0.347163	3.0857	0.0014
2	-0.075383	-0.67	0.747601
3	-0.171358	-1.5231	0.934132
4	0.041793	0.3715	0.355644
5	-0.029578	-0.2629	0.603341
6	-0.148669	-1.3214	0.904909
7	0.048733	0.4332	0.333043
8	0.125225	1.113	0.134536
9	0.158237	1.4064	0.081758
10	0.154314	1.3716	0.08704
11	0.121821	1.0828	0.141102
12	-0.069356	-0.6165	0.730315
13	-0.144792	-1.2869	0.899063
14	-0.132641	-1.1789	0.87902
15	-0.148212	-1.3173	0.904232
16	-0.132207	-1.1751	0.878254
17	0.091213	0.8107	0.209981
18	0.121936	1.0838	0.140877

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.347163	3.0857	0.0014
1	-0.222752	-1.9799	0.974399
2	-0.074209	-0.6596	0.74428
3	0.148027	1.3157	0.096041
4	-0.167946	-1.4927	0.930256
5	-0.102234	-0.9087	0.816857
6	0.224113	1.992	0.024916
7	-0.055116	-0.4899	0.687212
8	0.118793	1.0559	0.147127
9	0.207198	1.8416	0.034642
10	-0.032155	-0.2858	0.61211
11	-0.121175	-1.077	0.857627
12	0.056399	0.5013	0.308783
13	-0.14662	-1.3032	0.901852
14	-0.177362	-1.5764	0.940538
15	0.024642	0.219	0.413599
16	0.132941	1.1816	0.120454
17	-0.177858	-1.5808	0.941045
18	0.086987	0.7732	0.220869

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.347163 & 3.0857 & 0.0014 \tabularnewline
1 & -0.222752 & -1.9799 & 0.974399 \tabularnewline
2 & -0.074209 & -0.6596 & 0.74428 \tabularnewline
3 & 0.148027 & 1.3157 & 0.096041 \tabularnewline
4 & -0.167946 & -1.4927 & 0.930256 \tabularnewline
5 & -0.102234 & -0.9087 & 0.816857 \tabularnewline
6 & 0.224113 & 1.992 & 0.024916 \tabularnewline
7 & -0.055116 & -0.4899 & 0.687212 \tabularnewline
8 & 0.118793 & 1.0559 & 0.147127 \tabularnewline
9 & 0.207198 & 1.8416 & 0.034642 \tabularnewline
10 & -0.032155 & -0.2858 & 0.61211 \tabularnewline
11 & -0.121175 & -1.077 & 0.857627 \tabularnewline
12 & 0.056399 & 0.5013 & 0.308783 \tabularnewline
13 & -0.14662 & -1.3032 & 0.901852 \tabularnewline
14 & -0.177362 & -1.5764 & 0.940538 \tabularnewline
15 & 0.024642 & 0.219 & 0.413599 \tabularnewline
16 & 0.132941 & 1.1816 & 0.120454 \tabularnewline
17 & -0.177858 & -1.5808 & 0.941045 \tabularnewline
18 & 0.086987 & 0.7732 & 0.220869 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7585&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]0.347163[/C][C]3.0857[/C][C]0.0014[/C][/ROW]
[ROW][C]1[/C][C]-0.222752[/C][C]-1.9799[/C][C]0.974399[/C][/ROW]
[ROW][C]2[/C][C]-0.074209[/C][C]-0.6596[/C][C]0.74428[/C][/ROW]
[ROW][C]3[/C][C]0.148027[/C][C]1.3157[/C][C]0.096041[/C][/ROW]
[ROW][C]4[/C][C]-0.167946[/C][C]-1.4927[/C][C]0.930256[/C][/ROW]
[ROW][C]5[/C][C]-0.102234[/C][C]-0.9087[/C][C]0.816857[/C][/ROW]
[ROW][C]6[/C][C]0.224113[/C][C]1.992[/C][C]0.024916[/C][/ROW]
[ROW][C]7[/C][C]-0.055116[/C][C]-0.4899[/C][C]0.687212[/C][/ROW]
[ROW][C]8[/C][C]0.118793[/C][C]1.0559[/C][C]0.147127[/C][/ROW]
[ROW][C]9[/C][C]0.207198[/C][C]1.8416[/C][C]0.034642[/C][/ROW]
[ROW][C]10[/C][C]-0.032155[/C][C]-0.2858[/C][C]0.61211[/C][/ROW]
[ROW][C]11[/C][C]-0.121175[/C][C]-1.077[/C][C]0.857627[/C][/ROW]
[ROW][C]12[/C][C]0.056399[/C][C]0.5013[/C][C]0.308783[/C][/ROW]
[ROW][C]13[/C][C]-0.14662[/C][C]-1.3032[/C][C]0.901852[/C][/ROW]
[ROW][C]14[/C][C]-0.177362[/C][C]-1.5764[/C][C]0.940538[/C][/ROW]
[ROW][C]15[/C][C]0.024642[/C][C]0.219[/C][C]0.413599[/C][/ROW]
[ROW][C]16[/C][C]0.132941[/C][C]1.1816[/C][C]0.120454[/C][/ROW]
[ROW][C]17[/C][C]-0.177858[/C][C]-1.5808[/C][C]0.941045[/C][/ROW]
[ROW][C]18[/C][C]0.086987[/C][C]0.7732[/C][C]0.220869[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7585&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7585&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	0.347163	3.0857	0.0014
1	-0.222752	-1.9799	0.974399
2	-0.074209	-0.6596	0.74428
3	0.148027	1.3157	0.096041
4	-0.167946	-1.4927	0.930256
5	-0.102234	-0.9087	0.816857
6	0.224113	1.992	0.024916
7	-0.055116	-0.4899	0.687212
8	0.118793	1.0559	0.147127
9	0.207198	1.8416	0.034642
10	-0.032155	-0.2858	0.61211
11	-0.121175	-1.077	0.857627
12	0.056399	0.5013	0.308783
13	-0.14662	-1.3032	0.901852
14	-0.177362	-1.5764	0.940538
15	0.024642	0.219	0.413599
16	0.132941	1.1816	0.120454
17	-0.177858	-1.5808	0.941045
18	0.086987	0.7732	0.220869

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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