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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 08:47:06 -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/t1196437004p4old3wbcjbk6dx.htm/, Retrieved Sun, 28 Apr 2024 14:56:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7743, Retrieved Sun, 28 Apr 2024 14:56:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact184

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] [Workshop8_q1d] [2007-11-30 15:47:06] [1ea0754dc57274996703e6220e342fe8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
102.86
102.12
100.74
100.96
101.01
100.41
100.35
99.33
98.66
98.69
98.61
96.41
96.3
96.12
97.32
101.78
102.28
101.12
104.55
107.4
108.41
109.43
110.34
115.06
113.13
116.56
121.39
119.12
123.31
128.57
127.71
125.68
133.8
130.97
129.99
124
118.63
121.86
119.97
125.03
130.09
126.65
121.7
119.24
122.63
116.66
114.12
113.11
112.61
113.4
115.18
121.01
119.44
116.68
117.07
117.41
119.58
120.92
117.09
116.77
119.39
122.49
124.08
118.29
112.94
113.79
114.43
118.7
120.36
118.27
118.34
117.82
117.65
118.18
121.02
124.78
131.16
130.14
131.75
134.73
135.35
140.32
136.35
131.6
128.9
133.89
138.25
146.23
144.76
149.3
156.8
159.08
165.12
163.14
153.43
151.01

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 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=7743&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]2 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=7743&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7743&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
019.74680
10.1845441.79870.03762
2-0.079608-0.77590.780139
3-0.038657-0.37680.646413
4-0.149292-1.45510.925533
50.0654410.63780.262557
60.0558080.54390.293876
7-0.065985-0.64310.739159
8-0.143715-1.40080.917728
9-0.090604-0.88310.810295
100.0567470.55310.290748
110.3310643.22680.000859

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.7468 & 0 \tabularnewline
1 & 0.184544 & 1.7987 & 0.03762 \tabularnewline
2 & -0.079608 & -0.7759 & 0.780139 \tabularnewline
3 & -0.038657 & -0.3768 & 0.646413 \tabularnewline
4 & -0.149292 & -1.4551 & 0.925533 \tabularnewline
5 & 0.065441 & 0.6378 & 0.262557 \tabularnewline
6 & 0.055808 & 0.5439 & 0.293876 \tabularnewline
7 & -0.065985 & -0.6431 & 0.739159 \tabularnewline
8 & -0.143715 & -1.4008 & 0.917728 \tabularnewline
9 & -0.090604 & -0.8831 & 0.810295 \tabularnewline
10 & 0.056747 & 0.5531 & 0.290748 \tabularnewline
11 & 0.331064 & 3.2268 & 0.000859 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7743&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]9.7468[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.184544[/C][C]1.7987[/C][C]0.03762[/C][/ROW]
[ROW][C]2[/C][C]-0.079608[/C][C]-0.7759[/C][C]0.780139[/C][/ROW]
[ROW][C]3[/C][C]-0.038657[/C][C]-0.3768[/C][C]0.646413[/C][/ROW]
[ROW][C]4[/C][C]-0.149292[/C][C]-1.4551[/C][C]0.925533[/C][/ROW]
[ROW][C]5[/C][C]0.065441[/C][C]0.6378[/C][C]0.262557[/C][/ROW]
[ROW][C]6[/C][C]0.055808[/C][C]0.5439[/C][C]0.293876[/C][/ROW]
[ROW][C]7[/C][C]-0.065985[/C][C]-0.6431[/C][C]0.739159[/C][/ROW]
[ROW][C]8[/C][C]-0.143715[/C][C]-1.4008[/C][C]0.917728[/C][/ROW]
[ROW][C]9[/C][C]-0.090604[/C][C]-0.8831[/C][C]0.810295[/C][/ROW]
[ROW][C]10[/C][C]0.056747[/C][C]0.5531[/C][C]0.290748[/C][/ROW]
[ROW][C]11[/C][C]0.331064[/C][C]3.2268[/C][C]0.000859[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7743&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7743&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
019.74680
10.1845441.79870.03762
2-0.079608-0.77590.780139
3-0.038657-0.37680.646413
4-0.149292-1.45510.925533
50.0654410.63780.262557
60.0558080.54390.293876
7-0.065985-0.64310.739159
8-0.143715-1.40080.917728
9-0.090604-0.88310.810295
100.0567470.55310.290748
110.3310643.22680.000859






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
00.1845441.79870.03762
1-0.117672-1.14690.872853
2-0.000548-0.00530.502124
3-0.158076-1.54070.936647
40.132081.28740.100549
5-0.018842-0.18370.572662
6-0.059963-0.58440.719846
7-0.149266-1.45490.925498
8-0.014619-0.14250.556501
90.0564550.55030.291719
100.3085173.00710.001688
11-0.122647-1.19540.882549

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.184544 & 1.7987 & 0.03762 \tabularnewline
1 & -0.117672 & -1.1469 & 0.872853 \tabularnewline
2 & -0.000548 & -0.0053 & 0.502124 \tabularnewline
3 & -0.158076 & -1.5407 & 0.936647 \tabularnewline
4 & 0.13208 & 1.2874 & 0.100549 \tabularnewline
5 & -0.018842 & -0.1837 & 0.572662 \tabularnewline
6 & -0.059963 & -0.5844 & 0.719846 \tabularnewline
7 & -0.149266 & -1.4549 & 0.925498 \tabularnewline
8 & -0.014619 & -0.1425 & 0.556501 \tabularnewline
9 & 0.056455 & 0.5503 & 0.291719 \tabularnewline
10 & 0.308517 & 3.0071 & 0.001688 \tabularnewline
11 & -0.122647 & -1.1954 & 0.882549 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7743&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]0.184544[/C][C]1.7987[/C][C]0.03762[/C][/ROW]
[ROW][C]1[/C][C]-0.117672[/C][C]-1.1469[/C][C]0.872853[/C][/ROW]
[ROW][C]2[/C][C]-0.000548[/C][C]-0.0053[/C][C]0.502124[/C][/ROW]
[ROW][C]3[/C][C]-0.158076[/C][C]-1.5407[/C][C]0.936647[/C][/ROW]
[ROW][C]4[/C][C]0.13208[/C][C]1.2874[/C][C]0.100549[/C][/ROW]
[ROW][C]5[/C][C]-0.018842[/C][C]-0.1837[/C][C]0.572662[/C][/ROW]
[ROW][C]6[/C][C]-0.059963[/C][C]-0.5844[/C][C]0.719846[/C][/ROW]
[ROW][C]7[/C][C]-0.149266[/C][C]-1.4549[/C][C]0.925498[/C][/ROW]
[ROW][C]8[/C][C]-0.014619[/C][C]-0.1425[/C][C]0.556501[/C][/ROW]
[ROW][C]9[/C][C]0.056455[/C][C]0.5503[/C][C]0.291719[/C][/ROW]
[ROW][C]10[/C][C]0.308517[/C][C]3.0071[/C][C]0.001688[/C][/ROW]
[ROW][C]11[/C][C]-0.122647[/C][C]-1.1954[/C][C]0.882549[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7743&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7743&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
00.1845441.79870.03762
1-0.117672-1.14690.872853
2-0.000548-0.00530.502124
3-0.158076-1.54070.936647
40.132081.28740.100549
5-0.018842-0.18370.572662
6-0.059963-0.58440.719846
7-0.149266-1.45490.925498
8-0.014619-0.14250.556501
90.0564550.55030.291719
100.3085173.00710.001688
11-0.122647-1.19540.882549


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 12 ; 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')