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

Tue, 02 Dec 2008 13:31:04 -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/2008/Dec/02/t1228249891sphi3rufqhhvlgo.htm/, Retrieved Sun, 19 May 2024 10:50:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28387, Retrieved Sun, 19 May 2024 10:50:06 +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

Van Dooren Leen

Estimated Impact

150

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD    [(Partial) Autocorrelation Function] [NST Q8] [2008-12-02 20:31:04] [006ad2c49b6a7c2ad6ab685cfc1dae56] [Current]

Feedback Forum

2008-12-07 11:23:56 [006ad2c49b6a7c2ad6ab685cfc1dae56] [reply] 
Goede differentiaties.

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28387&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]2 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=28387&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28387&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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.923888	7.7298	0
2	0.83676	7.0008	0
3	0.777056	6.5013	0
4	0.735811	6.1562	0
5	0.689259	5.7668	0
6	0.62408	5.2214	1e-06
7	0.556107	4.6527	8e-06
8	0.473059	3.9579	9e-05
9	0.407238	3.4072	0.000546
10	0.364479	3.0495	0.001618
11	0.330008	2.761	0.003676
12	0.277629	2.3228	0.011551
13	0.182578	1.5276	0.065565
14	0.088591	0.7412	0.230523
15	0.022583	0.1889	0.425342
16	-0.038514	-0.3222	0.374118
17	-0.107355	-0.8982	0.18608
18	-0.17651	-1.4768	0.072108

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.923888 & 7.7298 & 0 \tabularnewline
2 & 0.83676 & 7.0008 & 0 \tabularnewline
3 & 0.777056 & 6.5013 & 0 \tabularnewline
4 & 0.735811 & 6.1562 & 0 \tabularnewline
5 & 0.689259 & 5.7668 & 0 \tabularnewline
6 & 0.62408 & 5.2214 & 1e-06 \tabularnewline
7 & 0.556107 & 4.6527 & 8e-06 \tabularnewline
8 & 0.473059 & 3.9579 & 9e-05 \tabularnewline
9 & 0.407238 & 3.4072 & 0.000546 \tabularnewline
10 & 0.364479 & 3.0495 & 0.001618 \tabularnewline
11 & 0.330008 & 2.761 & 0.003676 \tabularnewline
12 & 0.277629 & 2.3228 & 0.011551 \tabularnewline
13 & 0.182578 & 1.5276 & 0.065565 \tabularnewline
14 & 0.088591 & 0.7412 & 0.230523 \tabularnewline
15 & 0.022583 & 0.1889 & 0.425342 \tabularnewline
16 & -0.038514 & -0.3222 & 0.374118 \tabularnewline
17 & -0.107355 & -0.8982 & 0.18608 \tabularnewline
18 & -0.17651 & -1.4768 & 0.072108 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28387&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]0.923888[/C][C]7.7298[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.83676[/C][C]7.0008[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.777056[/C][C]6.5013[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.735811[/C][C]6.1562[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.689259[/C][C]5.7668[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.62408[/C][C]5.2214[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.556107[/C][C]4.6527[/C][C]8e-06[/C][/ROW]
[ROW][C]8[/C][C]0.473059[/C][C]3.9579[/C][C]9e-05[/C][/ROW]
[ROW][C]9[/C][C]0.407238[/C][C]3.4072[/C][C]0.000546[/C][/ROW]
[ROW][C]10[/C][C]0.364479[/C][C]3.0495[/C][C]0.001618[/C][/ROW]
[ROW][C]11[/C][C]0.330008[/C][C]2.761[/C][C]0.003676[/C][/ROW]
[ROW][C]12[/C][C]0.277629[/C][C]2.3228[/C][C]0.011551[/C][/ROW]
[ROW][C]13[/C][C]0.182578[/C][C]1.5276[/C][C]0.065565[/C][/ROW]
[ROW][C]14[/C][C]0.088591[/C][C]0.7412[/C][C]0.230523[/C][/ROW]
[ROW][C]15[/C][C]0.022583[/C][C]0.1889[/C][C]0.425342[/C][/ROW]
[ROW][C]16[/C][C]-0.038514[/C][C]-0.3222[/C][C]0.374118[/C][/ROW]
[ROW][C]17[/C][C]-0.107355[/C][C]-0.8982[/C][C]0.18608[/C][/ROW]
[ROW][C]18[/C][C]-0.17651[/C][C]-1.4768[/C][C]0.072108[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28387&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28387&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
1	0.923888	7.7298	0
2	0.83676	7.0008	0
3	0.777056	6.5013	0
4	0.735811	6.1562	0
5	0.689259	5.7668	0
6	0.62408	5.2214	1e-06
7	0.556107	4.6527	8e-06
8	0.473059	3.9579	9e-05
9	0.407238	3.4072	0.000546
10	0.364479	3.0495	0.001618
11	0.330008	2.761	0.003676
12	0.277629	2.3228	0.011551
13	0.182578	1.5276	0.065565
14	0.088591	0.7412	0.230523
15	0.022583	0.1889	0.425342
16	-0.038514	-0.3222	0.374118
17	-0.107355	-0.8982	0.18608
18	-0.17651	-1.4768	0.072108

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.923888	7.7298	0
2	-0.114794	-0.9604	0.170071
3	0.147377	1.233	0.110842
4	0.065413	0.5473	0.292962
5	-0.048268	-0.4038	0.343782
6	-0.1174	-0.9822	0.164682
7	-0.040163	-0.336	0.368927
8	-0.19109	-1.5988	0.057188
9	0.065034	0.5441	0.294047
10	0.064926	0.5432	0.294356
11	0.03173	0.2655	0.395713
12	-0.097956	-0.8196	0.207626
13	-0.282968	-2.3675	0.010339
14	-0.091533	-0.7658	0.223179
15	0.017828	0.1492	0.44093
16	-0.125342	-1.0487	0.148964
17	-0.065357	-0.5468	0.293122
18	0.010851	0.0908	0.463961

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.923888 & 7.7298 & 0 \tabularnewline
2 & -0.114794 & -0.9604 & 0.170071 \tabularnewline
3 & 0.147377 & 1.233 & 0.110842 \tabularnewline
4 & 0.065413 & 0.5473 & 0.292962 \tabularnewline
5 & -0.048268 & -0.4038 & 0.343782 \tabularnewline
6 & -0.1174 & -0.9822 & 0.164682 \tabularnewline
7 & -0.040163 & -0.336 & 0.368927 \tabularnewline
8 & -0.19109 & -1.5988 & 0.057188 \tabularnewline
9 & 0.065034 & 0.5441 & 0.294047 \tabularnewline
10 & 0.064926 & 0.5432 & 0.294356 \tabularnewline
11 & 0.03173 & 0.2655 & 0.395713 \tabularnewline
12 & -0.097956 & -0.8196 & 0.207626 \tabularnewline
13 & -0.282968 & -2.3675 & 0.010339 \tabularnewline
14 & -0.091533 & -0.7658 & 0.223179 \tabularnewline
15 & 0.017828 & 0.1492 & 0.44093 \tabularnewline
16 & -0.125342 & -1.0487 & 0.148964 \tabularnewline
17 & -0.065357 & -0.5468 & 0.293122 \tabularnewline
18 & 0.010851 & 0.0908 & 0.463961 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28387&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]0.923888[/C][C]7.7298[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.114794[/C][C]-0.9604[/C][C]0.170071[/C][/ROW]
[ROW][C]3[/C][C]0.147377[/C][C]1.233[/C][C]0.110842[/C][/ROW]
[ROW][C]4[/C][C]0.065413[/C][C]0.5473[/C][C]0.292962[/C][/ROW]
[ROW][C]5[/C][C]-0.048268[/C][C]-0.4038[/C][C]0.343782[/C][/ROW]
[ROW][C]6[/C][C]-0.1174[/C][C]-0.9822[/C][C]0.164682[/C][/ROW]
[ROW][C]7[/C][C]-0.040163[/C][C]-0.336[/C][C]0.368927[/C][/ROW]
[ROW][C]8[/C][C]-0.19109[/C][C]-1.5988[/C][C]0.057188[/C][/ROW]
[ROW][C]9[/C][C]0.065034[/C][C]0.5441[/C][C]0.294047[/C][/ROW]
[ROW][C]10[/C][C]0.064926[/C][C]0.5432[/C][C]0.294356[/C][/ROW]
[ROW][C]11[/C][C]0.03173[/C][C]0.2655[/C][C]0.395713[/C][/ROW]
[ROW][C]12[/C][C]-0.097956[/C][C]-0.8196[/C][C]0.207626[/C][/ROW]
[ROW][C]13[/C][C]-0.282968[/C][C]-2.3675[/C][C]0.010339[/C][/ROW]
[ROW][C]14[/C][C]-0.091533[/C][C]-0.7658[/C][C]0.223179[/C][/ROW]
[ROW][C]15[/C][C]0.017828[/C][C]0.1492[/C][C]0.44093[/C][/ROW]
[ROW][C]16[/C][C]-0.125342[/C][C]-1.0487[/C][C]0.148964[/C][/ROW]
[ROW][C]17[/C][C]-0.065357[/C][C]-0.5468[/C][C]0.293122[/C][/ROW]
[ROW][C]18[/C][C]0.010851[/C][C]0.0908[/C][C]0.463961[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28387&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28387&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
1	0.923888	7.7298	0
2	-0.114794	-0.9604	0.170071
3	0.147377	1.233	0.110842
4	0.065413	0.5473	0.292962
5	-0.048268	-0.4038	0.343782
6	-0.1174	-0.9822	0.164682
7	-0.040163	-0.336	0.368927
8	-0.19109	-1.5988	0.057188
9	0.065034	0.5441	0.294047
10	0.064926	0.5432	0.294356
11	0.03173	0.2655	0.395713
12	-0.097956	-0.8196	0.207626
13	-0.282968	-2.3675	0.010339
14	-0.091533	-0.7658	0.223179
15	0.017828	0.1492	0.44093
16	-0.125342	-1.0487	0.148964
17	-0.065357	-0.5468	0.293122
18	0.010851	0.0908	0.463961

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; 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 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code