Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 10:08:52 -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/03/t1228324203jekohh28zjn9pcf.htm/, Retrieved Sun, 19 May 2024 07:16:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28797, Retrieved Sun, 19 May 2024 07:16:43 +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

Estimated Impact

233

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMPD  [(Partial) Autocorrelation Function] [taak 8 werklozen ...] [2008-12-03 16:32:44] [e1a46c1dcfccb0cb690f79a1a409b517]
-   P     [(Partial) Autocorrelation Function] [taak 8 werklozen ...] [2008-12-03 16:37:45] [e1a46c1dcfccb0cb690f79a1a409b517]
- RMP       [Spectral Analysis] [taak 8 werklozen ...] [2008-12-03 16:47:41] [e1a46c1dcfccb0cb690f79a1a409b517]
-   P         [Spectral Analysis] [taak 8 werklozen ...] [2008-12-03 16:51:44] [e1a46c1dcfccb0cb690f79a1a409b517]
-   P           [Spectral Analysis] [taak 8 werklozen ...] [2008-12-03 16:54:18] [e1a46c1dcfccb0cb690f79a1a409b517]
- RMP             [Standard Deviation-Mean Plot] [taak 8 werklozen ...] [2008-12-03 16:58:07] [e1a46c1dcfccb0cb690f79a1a409b517]
- RM                  [(Partial) Autocorrelation Function] [taak 8 werklozen ...] [2008-12-03 17:08:52] [bda7fba231d49184c6a1b627868bbb81] [Current]
-   P                   [(Partial) Autocorrelation Function] [taak 8 werklozen ...] [2008-12-05 11:44:45] [e1a46c1dcfccb0cb690f79a1a409b517] 
- RMP                     [ARIMA Backward Selection] [taak 8 werklozen ...] [2008-12-05 12:02:13] [e1a46c1dcfccb0cb690f79a1a409b517] 
-   P                       [ARIMA Backward Selection] [taak 8 werklozen ...] [2008-12-08 17:17:01] [e1a46c1dcfccb0cb690f79a1a409b517] 
- RMP                         [Univariate Data Series] [Time plot werkloo...] [2008-12-09 15:43:17] [e1a46c1dcfccb0cb690f79a1a409b517] 
-   P                     [(Partial) Autocorrelation Function] [Paper: Partial au...] [2008-12-13 09:24:08] [e1a46c1dcfccb0cb690f79a1a409b517] 

Feedback Forum

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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28797&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28797&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28797&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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.099241	-0.6876	0.24752
2	0.190993	1.3232	0.096012
3	-0.185577	-1.2857	0.102355
4	-0.211644	-1.4663	0.074542
5	0.162667	1.127	0.132674
6	-0.116761	-0.8089	0.21127
7	0.237417	1.6449	0.053265
8	-0.032318	-0.2239	0.411889
9	0.082228	0.5697	0.285772
10	-0.047559	-0.3295	0.371606
11	-0.057947	-0.4015	0.344927
12	-0.138131	-0.957	0.171682
13	-0.046174	-0.3199	0.375216
14	0.051732	0.3584	0.360803
15	-0.09115	-0.6315	0.265353
16	0.193021	1.3373	0.093715
17	-0.176699	-1.2242	0.113425

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.099241 & -0.6876 & 0.24752 \tabularnewline
2 & 0.190993 & 1.3232 & 0.096012 \tabularnewline
3 & -0.185577 & -1.2857 & 0.102355 \tabularnewline
4 & -0.211644 & -1.4663 & 0.074542 \tabularnewline
5 & 0.162667 & 1.127 & 0.132674 \tabularnewline
6 & -0.116761 & -0.8089 & 0.21127 \tabularnewline
7 & 0.237417 & 1.6449 & 0.053265 \tabularnewline
8 & -0.032318 & -0.2239 & 0.411889 \tabularnewline
9 & 0.082228 & 0.5697 & 0.285772 \tabularnewline
10 & -0.047559 & -0.3295 & 0.371606 \tabularnewline
11 & -0.057947 & -0.4015 & 0.344927 \tabularnewline
12 & -0.138131 & -0.957 & 0.171682 \tabularnewline
13 & -0.046174 & -0.3199 & 0.375216 \tabularnewline
14 & 0.051732 & 0.3584 & 0.360803 \tabularnewline
15 & -0.09115 & -0.6315 & 0.265353 \tabularnewline
16 & 0.193021 & 1.3373 & 0.093715 \tabularnewline
17 & -0.176699 & -1.2242 & 0.113425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28797&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]-0.099241[/C][C]-0.6876[/C][C]0.24752[/C][/ROW]
[ROW][C]2[/C][C]0.190993[/C][C]1.3232[/C][C]0.096012[/C][/ROW]
[ROW][C]3[/C][C]-0.185577[/C][C]-1.2857[/C][C]0.102355[/C][/ROW]
[ROW][C]4[/C][C]-0.211644[/C][C]-1.4663[/C][C]0.074542[/C][/ROW]
[ROW][C]5[/C][C]0.162667[/C][C]1.127[/C][C]0.132674[/C][/ROW]
[ROW][C]6[/C][C]-0.116761[/C][C]-0.8089[/C][C]0.21127[/C][/ROW]
[ROW][C]7[/C][C]0.237417[/C][C]1.6449[/C][C]0.053265[/C][/ROW]
[ROW][C]8[/C][C]-0.032318[/C][C]-0.2239[/C][C]0.411889[/C][/ROW]
[ROW][C]9[/C][C]0.082228[/C][C]0.5697[/C][C]0.285772[/C][/ROW]
[ROW][C]10[/C][C]-0.047559[/C][C]-0.3295[/C][C]0.371606[/C][/ROW]
[ROW][C]11[/C][C]-0.057947[/C][C]-0.4015[/C][C]0.344927[/C][/ROW]
[ROW][C]12[/C][C]-0.138131[/C][C]-0.957[/C][C]0.171682[/C][/ROW]
[ROW][C]13[/C][C]-0.046174[/C][C]-0.3199[/C][C]0.375216[/C][/ROW]
[ROW][C]14[/C][C]0.051732[/C][C]0.3584[/C][C]0.360803[/C][/ROW]
[ROW][C]15[/C][C]-0.09115[/C][C]-0.6315[/C][C]0.265353[/C][/ROW]
[ROW][C]16[/C][C]0.193021[/C][C]1.3373[/C][C]0.093715[/C][/ROW]
[ROW][C]17[/C][C]-0.176699[/C][C]-1.2242[/C][C]0.113425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28797&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28797&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	-0.099241	-0.6876	0.24752
2	0.190993	1.3232	0.096012
3	-0.185577	-1.2857	0.102355
4	-0.211644	-1.4663	0.074542
5	0.162667	1.127	0.132674
6	-0.116761	-0.8089	0.21127
7	0.237417	1.6449	0.053265
8	-0.032318	-0.2239	0.411889
9	0.082228	0.5697	0.285772
10	-0.047559	-0.3295	0.371606
11	-0.057947	-0.4015	0.344927
12	-0.138131	-0.957	0.171682
13	-0.046174	-0.3199	0.375216
14	0.051732	0.3584	0.360803
15	-0.09115	-0.6315	0.265353
16	0.193021	1.3373	0.093715
17	-0.176699	-1.2242	0.113425

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.099241	-0.6876	0.24752
2	0.182946	1.2675	0.105548
3	-0.15876	-1.0999	0.138426
4	-0.28893	-2.0018	0.02549
5	0.218881	1.5165	0.067982
6	-0.030735	-0.2129	0.41614
7	0.064478	0.4467	0.328544
8	0.041103	0.2848	0.388524
9	0.082447	0.5712	0.28526
10	-0.060617	-0.42	0.338191
11	0.00665	0.0461	0.481723
12	-0.184679	-1.2795	0.103437
13	-0.018133	-0.1256	0.450274
14	0.056482	0.3913	0.348648
15	-0.166263	-1.1519	0.127533
16	0.101739	0.7049	0.242149
17	-0.060424	-0.4186	0.338677

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.099241 & -0.6876 & 0.24752 \tabularnewline
2 & 0.182946 & 1.2675 & 0.105548 \tabularnewline
3 & -0.15876 & -1.0999 & 0.138426 \tabularnewline
4 & -0.28893 & -2.0018 & 0.02549 \tabularnewline
5 & 0.218881 & 1.5165 & 0.067982 \tabularnewline
6 & -0.030735 & -0.2129 & 0.41614 \tabularnewline
7 & 0.064478 & 0.4467 & 0.328544 \tabularnewline
8 & 0.041103 & 0.2848 & 0.388524 \tabularnewline
9 & 0.082447 & 0.5712 & 0.28526 \tabularnewline
10 & -0.060617 & -0.42 & 0.338191 \tabularnewline
11 & 0.00665 & 0.0461 & 0.481723 \tabularnewline
12 & -0.184679 & -1.2795 & 0.103437 \tabularnewline
13 & -0.018133 & -0.1256 & 0.450274 \tabularnewline
14 & 0.056482 & 0.3913 & 0.348648 \tabularnewline
15 & -0.166263 & -1.1519 & 0.127533 \tabularnewline
16 & 0.101739 & 0.7049 & 0.242149 \tabularnewline
17 & -0.060424 & -0.4186 & 0.338677 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28797&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]-0.099241[/C][C]-0.6876[/C][C]0.24752[/C][/ROW]
[ROW][C]2[/C][C]0.182946[/C][C]1.2675[/C][C]0.105548[/C][/ROW]
[ROW][C]3[/C][C]-0.15876[/C][C]-1.0999[/C][C]0.138426[/C][/ROW]
[ROW][C]4[/C][C]-0.28893[/C][C]-2.0018[/C][C]0.02549[/C][/ROW]
[ROW][C]5[/C][C]0.218881[/C][C]1.5165[/C][C]0.067982[/C][/ROW]
[ROW][C]6[/C][C]-0.030735[/C][C]-0.2129[/C][C]0.41614[/C][/ROW]
[ROW][C]7[/C][C]0.064478[/C][C]0.4467[/C][C]0.328544[/C][/ROW]
[ROW][C]8[/C][C]0.041103[/C][C]0.2848[/C][C]0.388524[/C][/ROW]
[ROW][C]9[/C][C]0.082447[/C][C]0.5712[/C][C]0.28526[/C][/ROW]
[ROW][C]10[/C][C]-0.060617[/C][C]-0.42[/C][C]0.338191[/C][/ROW]
[ROW][C]11[/C][C]0.00665[/C][C]0.0461[/C][C]0.481723[/C][/ROW]
[ROW][C]12[/C][C]-0.184679[/C][C]-1.2795[/C][C]0.103437[/C][/ROW]
[ROW][C]13[/C][C]-0.018133[/C][C]-0.1256[/C][C]0.450274[/C][/ROW]
[ROW][C]14[/C][C]0.056482[/C][C]0.3913[/C][C]0.348648[/C][/ROW]
[ROW][C]15[/C][C]-0.166263[/C][C]-1.1519[/C][C]0.127533[/C][/ROW]
[ROW][C]16[/C][C]0.101739[/C][C]0.7049[/C][C]0.242149[/C][/ROW]
[ROW][C]17[/C][C]-0.060424[/C][C]-0.4186[/C][C]0.338677[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28797&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28797&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	-0.099241	-0.6876	0.24752
2	0.182946	1.2675	0.105548
3	-0.15876	-1.0999	0.138426
4	-0.28893	-2.0018	0.02549
5	0.218881	1.5165	0.067982
6	-0.030735	-0.2129	0.41614
7	0.064478	0.4467	0.328544
8	0.041103	0.2848	0.388524
9	0.082447	0.5712	0.28526
10	-0.060617	-0.42	0.338191
11	0.00665	0.0461	0.481723
12	-0.184679	-1.2795	0.103437
13	-0.018133	-0.1256	0.450274
14	0.056482	0.3913	0.348648
15	-0.166263	-1.1519	0.127533
16	0.101739	0.7049	0.242149
17	-0.060424	-0.4186	0.338677

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1.5 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code