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

Fri, 30 Nov 2007 04:25:15 -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/30/t1196421268xfu4jq0j71a7tat.htm/, Retrieved Sun, 28 Apr 2024 00:24:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7648, Retrieved Sun, 28 Apr 2024 00:24:25 +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

Workshop 8, question 1, autocorrelation function, totale consumptiegoederen

Estimated Impact

202

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

-       [(Partial) Autocorrelation Function] [Workshop 8, quest...] [2007-11-30 11:25:15] [181c187d2008ac66a37ecc12859b08c5] [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=7648&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=7648&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7648&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	6.9282	0
1	0.093438	0.6474	0.260243
2	0.022206	0.1538	0.439188
3	0.232154	1.6084	0.057152
4	-0.066386	-0.4599	0.67618
5	0.015308	0.1061	0.457991
6	0.163979	1.1361	0.130782
7	-0.146226	-1.0131	0.84195
8	0.017661	0.1224	0.451563
9	0.201573	1.3965	0.084489
10	-0.168936	-1.1704	0.876195
11	-0.088285	-0.6117	0.728175
12	-0.154023	-1.0671	0.854369
13	-0.111887	-0.7752	0.77898
14	0.110064	0.7625	0.224733
15	-0.107331	-0.7436	0.769632
16	-0.108046	-0.7486	0.771114

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.093438 & 0.6474 & 0.260243 \tabularnewline
2 & 0.022206 & 0.1538 & 0.439188 \tabularnewline
3 & 0.232154 & 1.6084 & 0.057152 \tabularnewline
4 & -0.066386 & -0.4599 & 0.67618 \tabularnewline
5 & 0.015308 & 0.1061 & 0.457991 \tabularnewline
6 & 0.163979 & 1.1361 & 0.130782 \tabularnewline
7 & -0.146226 & -1.0131 & 0.84195 \tabularnewline
8 & 0.017661 & 0.1224 & 0.451563 \tabularnewline
9 & 0.201573 & 1.3965 & 0.084489 \tabularnewline
10 & -0.168936 & -1.1704 & 0.876195 \tabularnewline
11 & -0.088285 & -0.6117 & 0.728175 \tabularnewline
12 & -0.154023 & -1.0671 & 0.854369 \tabularnewline
13 & -0.111887 & -0.7752 & 0.77898 \tabularnewline
14 & 0.110064 & 0.7625 & 0.224733 \tabularnewline
15 & -0.107331 & -0.7436 & 0.769632 \tabularnewline
16 & -0.108046 & -0.7486 & 0.771114 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7648&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.093438[/C][C]0.6474[/C][C]0.260243[/C][/ROW]
[ROW][C]2[/C][C]0.022206[/C][C]0.1538[/C][C]0.439188[/C][/ROW]
[ROW][C]3[/C][C]0.232154[/C][C]1.6084[/C][C]0.057152[/C][/ROW]
[ROW][C]4[/C][C]-0.066386[/C][C]-0.4599[/C][C]0.67618[/C][/ROW]
[ROW][C]5[/C][C]0.015308[/C][C]0.1061[/C][C]0.457991[/C][/ROW]
[ROW][C]6[/C][C]0.163979[/C][C]1.1361[/C][C]0.130782[/C][/ROW]
[ROW][C]7[/C][C]-0.146226[/C][C]-1.0131[/C][C]0.84195[/C][/ROW]
[ROW][C]8[/C][C]0.017661[/C][C]0.1224[/C][C]0.451563[/C][/ROW]
[ROW][C]9[/C][C]0.201573[/C][C]1.3965[/C][C]0.084489[/C][/ROW]
[ROW][C]10[/C][C]-0.168936[/C][C]-1.1704[/C][C]0.876195[/C][/ROW]
[ROW][C]11[/C][C]-0.088285[/C][C]-0.6117[/C][C]0.728175[/C][/ROW]
[ROW][C]12[/C][C]-0.154023[/C][C]-1.0671[/C][C]0.854369[/C][/ROW]
[ROW][C]13[/C][C]-0.111887[/C][C]-0.7752[/C][C]0.77898[/C][/ROW]
[ROW][C]14[/C][C]0.110064[/C][C]0.7625[/C][C]0.224733[/C][/ROW]
[ROW][C]15[/C][C]-0.107331[/C][C]-0.7436[/C][C]0.769632[/C][/ROW]
[ROW][C]16[/C][C]-0.108046[/C][C]-0.7486[/C][C]0.771114[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7648&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7648&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	6.9282	0
1	0.093438	0.6474	0.260243
2	0.022206	0.1538	0.439188
3	0.232154	1.6084	0.057152
4	-0.066386	-0.4599	0.67618
5	0.015308	0.1061	0.457991
6	0.163979	1.1361	0.130782
7	-0.146226	-1.0131	0.84195
8	0.017661	0.1224	0.451563
9	0.201573	1.3965	0.084489
10	-0.168936	-1.1704	0.876195
11	-0.088285	-0.6117	0.728175
12	-0.154023	-1.0671	0.854369
13	-0.111887	-0.7752	0.77898
14	0.110064	0.7625	0.224733
15	-0.107331	-0.7436	0.769632
16	-0.108046	-0.7486	0.771114

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.093438	0.6474	0.260243
1	0.013594	0.0942	0.462679
2	0.230896	1.5997	0.058115
3	-0.115596	-0.8009	0.786424
4	0.032868	0.2277	0.410418
5	0.113091	0.7835	0.218587
6	-0.147513	-1.022	0.844049
7	0.039016	0.2703	0.39404
8	0.154483	1.0703	0.14492
9	-0.148964	-1.0321	0.84639
10	-0.103445	-0.7167	0.761481
11	-0.235508	-1.6317	0.945351
12	0.072296	0.5009	0.309373
13	0.13604	0.9425	0.175325
14	-0.14434	-1	0.838842
15	-0.010442	-0.0723	0.528685
16	0.11343	0.7859	0.217905

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.093438 & 0.6474 & 0.260243 \tabularnewline
1 & 0.013594 & 0.0942 & 0.462679 \tabularnewline
2 & 0.230896 & 1.5997 & 0.058115 \tabularnewline
3 & -0.115596 & -0.8009 & 0.786424 \tabularnewline
4 & 0.032868 & 0.2277 & 0.410418 \tabularnewline
5 & 0.113091 & 0.7835 & 0.218587 \tabularnewline
6 & -0.147513 & -1.022 & 0.844049 \tabularnewline
7 & 0.039016 & 0.2703 & 0.39404 \tabularnewline
8 & 0.154483 & 1.0703 & 0.14492 \tabularnewline
9 & -0.148964 & -1.0321 & 0.84639 \tabularnewline
10 & -0.103445 & -0.7167 & 0.761481 \tabularnewline
11 & -0.235508 & -1.6317 & 0.945351 \tabularnewline
12 & 0.072296 & 0.5009 & 0.309373 \tabularnewline
13 & 0.13604 & 0.9425 & 0.175325 \tabularnewline
14 & -0.14434 & -1 & 0.838842 \tabularnewline
15 & -0.010442 & -0.0723 & 0.528685 \tabularnewline
16 & 0.11343 & 0.7859 & 0.217905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7648&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]0.093438[/C][C]0.6474[/C][C]0.260243[/C][/ROW]
[ROW][C]1[/C][C]0.013594[/C][C]0.0942[/C][C]0.462679[/C][/ROW]
[ROW][C]2[/C][C]0.230896[/C][C]1.5997[/C][C]0.058115[/C][/ROW]
[ROW][C]3[/C][C]-0.115596[/C][C]-0.8009[/C][C]0.786424[/C][/ROW]
[ROW][C]4[/C][C]0.032868[/C][C]0.2277[/C][C]0.410418[/C][/ROW]
[ROW][C]5[/C][C]0.113091[/C][C]0.7835[/C][C]0.218587[/C][/ROW]
[ROW][C]6[/C][C]-0.147513[/C][C]-1.022[/C][C]0.844049[/C][/ROW]
[ROW][C]7[/C][C]0.039016[/C][C]0.2703[/C][C]0.39404[/C][/ROW]
[ROW][C]8[/C][C]0.154483[/C][C]1.0703[/C][C]0.14492[/C][/ROW]
[ROW][C]9[/C][C]-0.148964[/C][C]-1.0321[/C][C]0.84639[/C][/ROW]
[ROW][C]10[/C][C]-0.103445[/C][C]-0.7167[/C][C]0.761481[/C][/ROW]
[ROW][C]11[/C][C]-0.235508[/C][C]-1.6317[/C][C]0.945351[/C][/ROW]
[ROW][C]12[/C][C]0.072296[/C][C]0.5009[/C][C]0.309373[/C][/ROW]
[ROW][C]13[/C][C]0.13604[/C][C]0.9425[/C][C]0.175325[/C][/ROW]
[ROW][C]14[/C][C]-0.14434[/C][C]-1[/C][C]0.838842[/C][/ROW]
[ROW][C]15[/C][C]-0.010442[/C][C]-0.0723[/C][C]0.528685[/C][/ROW]
[ROW][C]16[/C][C]0.11343[/C][C]0.7859[/C][C]0.217905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7648&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7648&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	0.093438	0.6474	0.260243
1	0.013594	0.0942	0.462679
2	0.230896	1.5997	0.058115
3	-0.115596	-0.8009	0.786424
4	0.032868	0.2277	0.410418
5	0.113091	0.7835	0.218587
6	-0.147513	-1.022	0.844049
7	0.039016	0.2703	0.39404
8	0.154483	1.0703	0.14492
9	-0.148964	-1.0321	0.84639
10	-0.103445	-0.7167	0.761481
11	-0.235508	-1.6317	0.945351
12	0.072296	0.5009	0.309373
13	0.13604	0.9425	0.175325
14	-0.14434	-1	0.838842
15	-0.010442	-0.0723	0.528685
16	0.11343	0.7859	0.217905

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

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