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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 computationFri, 30 Nov 2007 04:26:38 -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/30/t11964213780wq68sk2bk80bt7.htm/, Retrieved Sun, 28 Apr 2024 02:48:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7649, Retrieved Sun, 28 Apr 2024 02:48:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsWorkshop 8, question 1, autocorrelation function, duurzame consumptiegoederen
Estimated Impact200

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] [Workshop 8, quest...] [2007-11-30 11:26:38] [181c187d2008ac66a37ecc12859b08c5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
106,7
100,6
101,2
93,1
84,2
85,8
91,8
92,4
80,3
79,7
62,5
57,1
100,8
100,7
86,2
83,2
71,7
77,5
89,8
80,3
78,7
93,8
57,6
60,6
91
85,3
77,4
77,3
68,3
69,9
81,7
75,1
69,9
84
54,3
60
89,9
77
85,3
77,6
69,2
75,5
85,7
72,2
79,9
85,3
52,2
61,2
82,4
85,4
78,2
70,2
70,2
69,3
77,5
66,1
69
75,3
58,2
59,7

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=7649&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=7649&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7649&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
016.92820
10.1866351.2930.101092
20.1874621.29880.100113
30.2611721.80950.038323
4-0.078519-0.5440.705519
50.0760680.5270.300304
60.0306460.21230.416378
7-0.092895-0.64360.738549
80.0541240.3750.354662
9-0.057899-0.40110.654949
10-0.040794-0.28260.610661
110.0035610.02470.49021
12-0.234953-1.62780.944943
13-0.092873-0.64340.7385
14-0.004766-0.0330.513102
15-0.07508-0.52020.697333
16-0.145553-1.00840.840845

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.186635 & 1.293 & 0.101092 \tabularnewline
2 & 0.187462 & 1.2988 & 0.100113 \tabularnewline
3 & 0.261172 & 1.8095 & 0.038323 \tabularnewline
4 & -0.078519 & -0.544 & 0.705519 \tabularnewline
5 & 0.076068 & 0.527 & 0.300304 \tabularnewline
6 & 0.030646 & 0.2123 & 0.416378 \tabularnewline
7 & -0.092895 & -0.6436 & 0.738549 \tabularnewline
8 & 0.054124 & 0.375 & 0.354662 \tabularnewline
9 & -0.057899 & -0.4011 & 0.654949 \tabularnewline
10 & -0.040794 & -0.2826 & 0.610661 \tabularnewline
11 & 0.003561 & 0.0247 & 0.49021 \tabularnewline
12 & -0.234953 & -1.6278 & 0.944943 \tabularnewline
13 & -0.092873 & -0.6434 & 0.7385 \tabularnewline
14 & -0.004766 & -0.033 & 0.513102 \tabularnewline
15 & -0.07508 & -0.5202 & 0.697333 \tabularnewline
16 & -0.145553 & -1.0084 & 0.840845 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7649&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]0.186635[/C][C]1.293[/C][C]0.101092[/C][/ROW]
[ROW][C]2[/C][C]0.187462[/C][C]1.2988[/C][C]0.100113[/C][/ROW]
[ROW][C]3[/C][C]0.261172[/C][C]1.8095[/C][C]0.038323[/C][/ROW]
[ROW][C]4[/C][C]-0.078519[/C][C]-0.544[/C][C]0.705519[/C][/ROW]
[ROW][C]5[/C][C]0.076068[/C][C]0.527[/C][C]0.300304[/C][/ROW]
[ROW][C]6[/C][C]0.030646[/C][C]0.2123[/C][C]0.416378[/C][/ROW]
[ROW][C]7[/C][C]-0.092895[/C][C]-0.6436[/C][C]0.738549[/C][/ROW]
[ROW][C]8[/C][C]0.054124[/C][C]0.375[/C][C]0.354662[/C][/ROW]
[ROW][C]9[/C][C]-0.057899[/C][C]-0.4011[/C][C]0.654949[/C][/ROW]
[ROW][C]10[/C][C]-0.040794[/C][C]-0.2826[/C][C]0.610661[/C][/ROW]
[ROW][C]11[/C][C]0.003561[/C][C]0.0247[/C][C]0.49021[/C][/ROW]
[ROW][C]12[/C][C]-0.234953[/C][C]-1.6278[/C][C]0.944943[/C][/ROW]
[ROW][C]13[/C][C]-0.092873[/C][C]-0.6434[/C][C]0.7385[/C][/ROW]
[ROW][C]14[/C][C]-0.004766[/C][C]-0.033[/C][C]0.513102[/C][/ROW]
[ROW][C]15[/C][C]-0.07508[/C][C]-0.5202[/C][C]0.697333[/C][/ROW]
[ROW][C]16[/C][C]-0.145553[/C][C]-1.0084[/C][C]0.840845[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7649&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7649&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
016.92820
10.1866351.2930.101092
20.1874621.29880.100113
30.2611721.80950.038323
4-0.078519-0.5440.705519
50.0760680.5270.300304
60.0306460.21230.416378
7-0.092895-0.64360.738549
80.0541240.3750.354662
9-0.057899-0.40110.654949
10-0.040794-0.28260.610661
110.0035610.02470.49021
12-0.234953-1.62780.944943
13-0.092873-0.64340.7385
14-0.004766-0.0330.513102
15-0.07508-0.52020.697333
16-0.145553-1.00840.840845






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1866351.2930.101092
10.1581371.09560.139359
20.2148741.48870.071555
3-0.193965-1.34380.907339
40.0482370.33420.369843
5-0.004045-0.0280.511119
6-0.053573-0.37120.643925
70.033360.23110.4091
8-0.045233-0.31340.622327
90.000460.00320.498736
10-0.021705-0.15040.559451
11-0.212296-1.47080.926069
12-0.030578-0.21190.58344
130.0901530.62460.267597
140.049640.34390.366207
15-0.231533-1.60410.942375
160.1269410.87950.191763

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.186635 & 1.293 & 0.101092 \tabularnewline
1 & 0.158137 & 1.0956 & 0.139359 \tabularnewline
2 & 0.214874 & 1.4887 & 0.071555 \tabularnewline
3 & -0.193965 & -1.3438 & 0.907339 \tabularnewline
4 & 0.048237 & 0.3342 & 0.369843 \tabularnewline
5 & -0.004045 & -0.028 & 0.511119 \tabularnewline
6 & -0.053573 & -0.3712 & 0.643925 \tabularnewline
7 & 0.03336 & 0.2311 & 0.4091 \tabularnewline
8 & -0.045233 & -0.3134 & 0.622327 \tabularnewline
9 & 0.00046 & 0.0032 & 0.498736 \tabularnewline
10 & -0.021705 & -0.1504 & 0.559451 \tabularnewline
11 & -0.212296 & -1.4708 & 0.926069 \tabularnewline
12 & -0.030578 & -0.2119 & 0.58344 \tabularnewline
13 & 0.090153 & 0.6246 & 0.267597 \tabularnewline
14 & 0.04964 & 0.3439 & 0.366207 \tabularnewline
15 & -0.231533 & -1.6041 & 0.942375 \tabularnewline
16 & 0.126941 & 0.8795 & 0.191763 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7649&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]0.186635[/C][C]1.293[/C][C]0.101092[/C][/ROW]
[ROW][C]1[/C][C]0.158137[/C][C]1.0956[/C][C]0.139359[/C][/ROW]
[ROW][C]2[/C][C]0.214874[/C][C]1.4887[/C][C]0.071555[/C][/ROW]
[ROW][C]3[/C][C]-0.193965[/C][C]-1.3438[/C][C]0.907339[/C][/ROW]
[ROW][C]4[/C][C]0.048237[/C][C]0.3342[/C][C]0.369843[/C][/ROW]
[ROW][C]5[/C][C]-0.004045[/C][C]-0.028[/C][C]0.511119[/C][/ROW]
[ROW][C]6[/C][C]-0.053573[/C][C]-0.3712[/C][C]0.643925[/C][/ROW]
[ROW][C]7[/C][C]0.03336[/C][C]0.2311[/C][C]0.4091[/C][/ROW]
[ROW][C]8[/C][C]-0.045233[/C][C]-0.3134[/C][C]0.622327[/C][/ROW]
[ROW][C]9[/C][C]0.00046[/C][C]0.0032[/C][C]0.498736[/C][/ROW]
[ROW][C]10[/C][C]-0.021705[/C][C]-0.1504[/C][C]0.559451[/C][/ROW]
[ROW][C]11[/C][C]-0.212296[/C][C]-1.4708[/C][C]0.926069[/C][/ROW]
[ROW][C]12[/C][C]-0.030578[/C][C]-0.2119[/C][C]0.58344[/C][/ROW]
[ROW][C]13[/C][C]0.090153[/C][C]0.6246[/C][C]0.267597[/C][/ROW]
[ROW][C]14[/C][C]0.04964[/C][C]0.3439[/C][C]0.366207[/C][/ROW]
[ROW][C]15[/C][C]-0.231533[/C][C]-1.6041[/C][C]0.942375[/C][/ROW]
[ROW][C]16[/C][C]0.126941[/C][C]0.8795[/C][C]0.191763[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7649&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7649&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
00.1866351.2930.101092
10.1581371.09560.139359
20.2148741.48870.071555
3-0.193965-1.34380.907339
40.0482370.33420.369843
5-0.004045-0.0280.511119
6-0.053573-0.37120.643925
70.033360.23110.4091
8-0.045233-0.31340.622327
90.000460.00320.498736
10-0.021705-0.15040.559451
11-0.212296-1.47080.926069
12-0.030578-0.21190.58344
130.0901530.62460.267597
140.049640.34390.366207
15-0.231533-1.60410.942375
160.1269410.87950.191763


Figures (Output of Computation)

Input Parameters & R Code

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')