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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 computationTue, 02 Dec 2008 13:10:31 -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/2008/Dec/02/t1228248663zivf8v0rq8ielnq.htm/, Retrieved Mon, 27 May 2024 21:58:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28335, Retrieved Mon, 27 May 2024 21:58:03 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact147

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-02 20:08:00] [c94d7012e41b73cfa20d93e879679ede]
-   PD    [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-02 20:10:31] [72e979bcc364082694890d2eccc1a66f] [Current]
-   PD      [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-02 20:13:09] [c94d7012e41b73cfa20d93e879679ede]
-   PD        [(Partial) Autocorrelation Function] [autocorrelation] [2008-12-02 20:15:11] [c94d7012e41b73cfa20d93e879679ede]
F RMPD        [Cross Correlation Function] [cross correlation] [2008-12-02 20:19:09] [c94d7012e41b73cfa20d93e879679ede]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3.253
3.233
3.196
3.138
3.091
3.17
3.378
3.468
3.33
3.413
3.356
3.525
3.633
3.597
3.6
3.522
3.503
3.532
3.686
3.748
3.672
3.843
3.905
3.999
4.07
4.084
4.042
3.951
3.933
3.958
4.147
4.221
4.058
4.057
4.089
4.268
4.309
4.303
4.177
4.117
4.065
3.983
4.091
4.067
4.024
3.868
3.8
3.804
3.862
3.792
3.674
3.56
3.489
3.412
3.674
3.672
3.463
3.429
3.4
3.533

Tables (Output of Computation)





Summary of computational 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 computational 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=28335&T=0

[TABLE]
[ROW][C]Summary of computational 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=28335&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28335&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 computational 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
10.0553710.37960.352974
2-0.028288-0.19390.423531
3-0.172359-1.18160.121648
40.2214141.51790.067864
50.2226791.52660.06678
60.033270.22810.410284
7-0.074243-0.5090.306572
8-0.08603-0.58980.279078
90.2337351.60240.057883
100.0378430.25940.398215
11-0.171442-1.17530.122889
12-0.431204-2.95620.002429
130.0556390.38140.352298
140.0904790.62030.269031
150.1600611.09730.139045
16-0.186388-1.27780.103796
17-0.154587-1.05980.147327

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.055371 & 0.3796 & 0.352974 \tabularnewline
2 & -0.028288 & -0.1939 & 0.423531 \tabularnewline
3 & -0.172359 & -1.1816 & 0.121648 \tabularnewline
4 & 0.221414 & 1.5179 & 0.067864 \tabularnewline
5 & 0.222679 & 1.5266 & 0.06678 \tabularnewline
6 & 0.03327 & 0.2281 & 0.410284 \tabularnewline
7 & -0.074243 & -0.509 & 0.306572 \tabularnewline
8 & -0.08603 & -0.5898 & 0.279078 \tabularnewline
9 & 0.233735 & 1.6024 & 0.057883 \tabularnewline
10 & 0.037843 & 0.2594 & 0.398215 \tabularnewline
11 & -0.171442 & -1.1753 & 0.122889 \tabularnewline
12 & -0.431204 & -2.9562 & 0.002429 \tabularnewline
13 & 0.055639 & 0.3814 & 0.352298 \tabularnewline
14 & 0.090479 & 0.6203 & 0.269031 \tabularnewline
15 & 0.160061 & 1.0973 & 0.139045 \tabularnewline
16 & -0.186388 & -1.2778 & 0.103796 \tabularnewline
17 & -0.154587 & -1.0598 & 0.147327 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28335&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]1[/C][C]0.055371[/C][C]0.3796[/C][C]0.352974[/C][/ROW]
[ROW][C]2[/C][C]-0.028288[/C][C]-0.1939[/C][C]0.423531[/C][/ROW]
[ROW][C]3[/C][C]-0.172359[/C][C]-1.1816[/C][C]0.121648[/C][/ROW]
[ROW][C]4[/C][C]0.221414[/C][C]1.5179[/C][C]0.067864[/C][/ROW]
[ROW][C]5[/C][C]0.222679[/C][C]1.5266[/C][C]0.06678[/C][/ROW]
[ROW][C]6[/C][C]0.03327[/C][C]0.2281[/C][C]0.410284[/C][/ROW]
[ROW][C]7[/C][C]-0.074243[/C][C]-0.509[/C][C]0.306572[/C][/ROW]
[ROW][C]8[/C][C]-0.08603[/C][C]-0.5898[/C][C]0.279078[/C][/ROW]
[ROW][C]9[/C][C]0.233735[/C][C]1.6024[/C][C]0.057883[/C][/ROW]
[ROW][C]10[/C][C]0.037843[/C][C]0.2594[/C][C]0.398215[/C][/ROW]
[ROW][C]11[/C][C]-0.171442[/C][C]-1.1753[/C][C]0.122889[/C][/ROW]
[ROW][C]12[/C][C]-0.431204[/C][C]-2.9562[/C][C]0.002429[/C][/ROW]
[ROW][C]13[/C][C]0.055639[/C][C]0.3814[/C][C]0.352298[/C][/ROW]
[ROW][C]14[/C][C]0.090479[/C][C]0.6203[/C][C]0.269031[/C][/ROW]
[ROW][C]15[/C][C]0.160061[/C][C]1.0973[/C][C]0.139045[/C][/ROW]
[ROW][C]16[/C][C]-0.186388[/C][C]-1.2778[/C][C]0.103796[/C][/ROW]
[ROW][C]17[/C][C]-0.154587[/C][C]-1.0598[/C][C]0.147327[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28335&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28335&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
10.0553710.37960.352974
2-0.028288-0.19390.423531
3-0.172359-1.18160.121648
40.2214141.51790.067864
50.2226791.52660.06678
60.033270.22810.410284
7-0.074243-0.5090.306572
8-0.08603-0.58980.279078
90.2337351.60240.057883
100.0378430.25940.398215
11-0.171442-1.17530.122889
12-0.431204-2.95620.002429
130.0556390.38140.352298
140.0904790.62030.269031
150.1600611.09730.139045
16-0.186388-1.27780.103796
17-0.154587-1.05980.147327






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0553710.37960.352974
2-0.031451-0.21560.41511
3-0.169689-1.16330.125284
40.2472091.69480.048367
50.1984821.36070.090045
6-0.018895-0.12950.448742
70.0061390.04210.483303
8-0.068473-0.46940.320466
90.1730331.18630.120743
10-0.04709-0.32280.374126
11-0.227697-1.5610.062615
12-0.369892-2.53590.007301
130.0430470.29510.384602
14-0.012468-0.08550.466124
150.1446550.99170.16321
160.0493580.33840.368292
170.0205180.14070.444368

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.055371 & 0.3796 & 0.352974 \tabularnewline
2 & -0.031451 & -0.2156 & 0.41511 \tabularnewline
3 & -0.169689 & -1.1633 & 0.125284 \tabularnewline
4 & 0.247209 & 1.6948 & 0.048367 \tabularnewline
5 & 0.198482 & 1.3607 & 0.090045 \tabularnewline
6 & -0.018895 & -0.1295 & 0.448742 \tabularnewline
7 & 0.006139 & 0.0421 & 0.483303 \tabularnewline
8 & -0.068473 & -0.4694 & 0.320466 \tabularnewline
9 & 0.173033 & 1.1863 & 0.120743 \tabularnewline
10 & -0.04709 & -0.3228 & 0.374126 \tabularnewline
11 & -0.227697 & -1.561 & 0.062615 \tabularnewline
12 & -0.369892 & -2.5359 & 0.007301 \tabularnewline
13 & 0.043047 & 0.2951 & 0.384602 \tabularnewline
14 & -0.012468 & -0.0855 & 0.466124 \tabularnewline
15 & 0.144655 & 0.9917 & 0.16321 \tabularnewline
16 & 0.049358 & 0.3384 & 0.368292 \tabularnewline
17 & 0.020518 & 0.1407 & 0.444368 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28335&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]1[/C][C]0.055371[/C][C]0.3796[/C][C]0.352974[/C][/ROW]
[ROW][C]2[/C][C]-0.031451[/C][C]-0.2156[/C][C]0.41511[/C][/ROW]
[ROW][C]3[/C][C]-0.169689[/C][C]-1.1633[/C][C]0.125284[/C][/ROW]
[ROW][C]4[/C][C]0.247209[/C][C]1.6948[/C][C]0.048367[/C][/ROW]
[ROW][C]5[/C][C]0.198482[/C][C]1.3607[/C][C]0.090045[/C][/ROW]
[ROW][C]6[/C][C]-0.018895[/C][C]-0.1295[/C][C]0.448742[/C][/ROW]
[ROW][C]7[/C][C]0.006139[/C][C]0.0421[/C][C]0.483303[/C][/ROW]
[ROW][C]8[/C][C]-0.068473[/C][C]-0.4694[/C][C]0.320466[/C][/ROW]
[ROW][C]9[/C][C]0.173033[/C][C]1.1863[/C][C]0.120743[/C][/ROW]
[ROW][C]10[/C][C]-0.04709[/C][C]-0.3228[/C][C]0.374126[/C][/ROW]
[ROW][C]11[/C][C]-0.227697[/C][C]-1.561[/C][C]0.062615[/C][/ROW]
[ROW][C]12[/C][C]-0.369892[/C][C]-2.5359[/C][C]0.007301[/C][/ROW]
[ROW][C]13[/C][C]0.043047[/C][C]0.2951[/C][C]0.384602[/C][/ROW]
[ROW][C]14[/C][C]-0.012468[/C][C]-0.0855[/C][C]0.466124[/C][/ROW]
[ROW][C]15[/C][C]0.144655[/C][C]0.9917[/C][C]0.16321[/C][/ROW]
[ROW][C]16[/C][C]0.049358[/C][C]0.3384[/C][C]0.368292[/C][/ROW]
[ROW][C]17[/C][C]0.020518[/C][C]0.1407[/C][C]0.444368[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28335&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28335&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
10.0553710.37960.352974
2-0.031451-0.21560.41511
3-0.169689-1.16330.125284
40.2472091.69480.048367
50.1984821.36070.090045
6-0.018895-0.12950.448742
70.0061390.04210.483303
8-0.068473-0.46940.320466
90.1730331.18630.120743
10-0.04709-0.32280.374126
11-0.227697-1.5610.062615
12-0.369892-2.53590.007301
130.0430470.29510.384602
14-0.012468-0.08550.466124
150.1446550.99170.16321
160.0493580.33840.368292
170.0205180.14070.444368


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 1 ; 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 2:(par1+1)) {
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(abs(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,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(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')