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

Sat, 06 Dec 2008 04:04:15 -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/06/t1228561480lf2shkgmppd7pf5.htm/, Retrieved Sun, 19 May 2024 12:37:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29500, Retrieved Sun, 19 May 2024 12:37:48 +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

205

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] [Autocorrelation F...] [2008-12-06 11:04:15] [72e979bcc364082694890d2eccc1a66f] [Current]

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	'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=29500&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=29500&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29500&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.927457	7.1841	0
2	0.851275	6.5939	0
3	0.743905	5.7623	0
4	0.633761	4.9091	4e-06
5	0.522915	4.0505	7.4e-05
6	0.413096	3.1998	0.001099
7	0.308814	2.3921	0.009952
8	0.208181	1.6126	0.056043
9	0.123888	0.9596	0.170546
10	0.04955	0.3838	0.351238
11	-0.009926	-0.0769	0.469485
12	-0.045984	-0.3562	0.361475
13	-0.072517	-0.5617	0.288201
14	-0.077965	-0.6039	0.274087
15	-0.075821	-0.5873	0.279601
16	-0.07365	-0.5705	0.285239
17	-0.064157	-0.497	0.310516

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927457 & 7.1841 & 0 \tabularnewline
2 & 0.851275 & 6.5939 & 0 \tabularnewline
3 & 0.743905 & 5.7623 & 0 \tabularnewline
4 & 0.633761 & 4.9091 & 4e-06 \tabularnewline
5 & 0.522915 & 4.0505 & 7.4e-05 \tabularnewline
6 & 0.413096 & 3.1998 & 0.001099 \tabularnewline
7 & 0.308814 & 2.3921 & 0.009952 \tabularnewline
8 & 0.208181 & 1.6126 & 0.056043 \tabularnewline
9 & 0.123888 & 0.9596 & 0.170546 \tabularnewline
10 & 0.04955 & 0.3838 & 0.351238 \tabularnewline
11 & -0.009926 & -0.0769 & 0.469485 \tabularnewline
12 & -0.045984 & -0.3562 & 0.361475 \tabularnewline
13 & -0.072517 & -0.5617 & 0.288201 \tabularnewline
14 & -0.077965 & -0.6039 & 0.274087 \tabularnewline
15 & -0.075821 & -0.5873 & 0.279601 \tabularnewline
16 & -0.07365 & -0.5705 & 0.285239 \tabularnewline
17 & -0.064157 & -0.497 & 0.310516 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29500&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]0.927457[/C][C]7.1841[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.851275[/C][C]6.5939[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.743905[/C][C]5.7623[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.633761[/C][C]4.9091[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.522915[/C][C]4.0505[/C][C]7.4e-05[/C][/ROW]
[ROW][C]6[/C][C]0.413096[/C][C]3.1998[/C][C]0.001099[/C][/ROW]
[ROW][C]7[/C][C]0.308814[/C][C]2.3921[/C][C]0.009952[/C][/ROW]
[ROW][C]8[/C][C]0.208181[/C][C]1.6126[/C][C]0.056043[/C][/ROW]
[ROW][C]9[/C][C]0.123888[/C][C]0.9596[/C][C]0.170546[/C][/ROW]
[ROW][C]10[/C][C]0.04955[/C][C]0.3838[/C][C]0.351238[/C][/ROW]
[ROW][C]11[/C][C]-0.009926[/C][C]-0.0769[/C][C]0.469485[/C][/ROW]
[ROW][C]12[/C][C]-0.045984[/C][C]-0.3562[/C][C]0.361475[/C][/ROW]
[ROW][C]13[/C][C]-0.072517[/C][C]-0.5617[/C][C]0.288201[/C][/ROW]
[ROW][C]14[/C][C]-0.077965[/C][C]-0.6039[/C][C]0.274087[/C][/ROW]
[ROW][C]15[/C][C]-0.075821[/C][C]-0.5873[/C][C]0.279601[/C][/ROW]
[ROW][C]16[/C][C]-0.07365[/C][C]-0.5705[/C][C]0.285239[/C][/ROW]
[ROW][C]17[/C][C]-0.064157[/C][C]-0.497[/C][C]0.310516[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29500&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29500&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	0.927457	7.1841	0
2	0.851275	6.5939	0
3	0.743905	5.7623	0
4	0.633761	4.9091	4e-06
5	0.522915	4.0505	7.4e-05
6	0.413096	3.1998	0.001099
7	0.308814	2.3921	0.009952
8	0.208181	1.6126	0.056043
9	0.123888	0.9596	0.170546
10	0.04955	0.3838	0.351238
11	-0.009926	-0.0769	0.469485
12	-0.045984	-0.3562	0.361475
13	-0.072517	-0.5617	0.288201
14	-0.077965	-0.6039	0.274087
15	-0.075821	-0.5873	0.279601
16	-0.07365	-0.5705	0.285239
17	-0.064157	-0.497	0.310516

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.927457	7.1841	0
2	-0.063661	-0.4931	0.311864
3	-0.264512	-2.0489	0.022427
4	-0.078679	-0.6094	0.272264
5	-0.027464	-0.2127	0.416128
6	-0.059055	-0.4574	0.324503
7	-0.043292	-0.3353	0.369271
8	-0.056578	-0.4383	0.331389
9	0.028511	0.2208	0.412981
10	-0.00845	-0.0655	0.474015
11	-0.004031	-0.0312	0.487598
12	0.085654	0.6635	0.254786
13	-0.01153	-0.0893	0.464566
14	0.050834	0.3938	0.347578
15	0.005298	0.041	0.4837
16	-0.076289	-0.5909	0.278393
17	0.016785	0.13	0.448496

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927457 & 7.1841 & 0 \tabularnewline
2 & -0.063661 & -0.4931 & 0.311864 \tabularnewline
3 & -0.264512 & -2.0489 & 0.022427 \tabularnewline
4 & -0.078679 & -0.6094 & 0.272264 \tabularnewline
5 & -0.027464 & -0.2127 & 0.416128 \tabularnewline
6 & -0.059055 & -0.4574 & 0.324503 \tabularnewline
7 & -0.043292 & -0.3353 & 0.369271 \tabularnewline
8 & -0.056578 & -0.4383 & 0.331389 \tabularnewline
9 & 0.028511 & 0.2208 & 0.412981 \tabularnewline
10 & -0.00845 & -0.0655 & 0.474015 \tabularnewline
11 & -0.004031 & -0.0312 & 0.487598 \tabularnewline
12 & 0.085654 & 0.6635 & 0.254786 \tabularnewline
13 & -0.01153 & -0.0893 & 0.464566 \tabularnewline
14 & 0.050834 & 0.3938 & 0.347578 \tabularnewline
15 & 0.005298 & 0.041 & 0.4837 \tabularnewline
16 & -0.076289 & -0.5909 & 0.278393 \tabularnewline
17 & 0.016785 & 0.13 & 0.448496 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29500&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]0.927457[/C][C]7.1841[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.063661[/C][C]-0.4931[/C][C]0.311864[/C][/ROW]
[ROW][C]3[/C][C]-0.264512[/C][C]-2.0489[/C][C]0.022427[/C][/ROW]
[ROW][C]4[/C][C]-0.078679[/C][C]-0.6094[/C][C]0.272264[/C][/ROW]
[ROW][C]5[/C][C]-0.027464[/C][C]-0.2127[/C][C]0.416128[/C][/ROW]
[ROW][C]6[/C][C]-0.059055[/C][C]-0.4574[/C][C]0.324503[/C][/ROW]
[ROW][C]7[/C][C]-0.043292[/C][C]-0.3353[/C][C]0.369271[/C][/ROW]
[ROW][C]8[/C][C]-0.056578[/C][C]-0.4383[/C][C]0.331389[/C][/ROW]
[ROW][C]9[/C][C]0.028511[/C][C]0.2208[/C][C]0.412981[/C][/ROW]
[ROW][C]10[/C][C]-0.00845[/C][C]-0.0655[/C][C]0.474015[/C][/ROW]
[ROW][C]11[/C][C]-0.004031[/C][C]-0.0312[/C][C]0.487598[/C][/ROW]
[ROW][C]12[/C][C]0.085654[/C][C]0.6635[/C][C]0.254786[/C][/ROW]
[ROW][C]13[/C][C]-0.01153[/C][C]-0.0893[/C][C]0.464566[/C][/ROW]
[ROW][C]14[/C][C]0.050834[/C][C]0.3938[/C][C]0.347578[/C][/ROW]
[ROW][C]15[/C][C]0.005298[/C][C]0.041[/C][C]0.4837[/C][/ROW]
[ROW][C]16[/C][C]-0.076289[/C][C]-0.5909[/C][C]0.278393[/C][/ROW]
[ROW][C]17[/C][C]0.016785[/C][C]0.13[/C][C]0.448496[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29500&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29500&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	0.927457	7.1841	0
2	-0.063661	-0.4931	0.311864
3	-0.264512	-2.0489	0.022427
4	-0.078679	-0.6094	0.272264
5	-0.027464	-0.2127	0.416128
6	-0.059055	-0.4574	0.324503
7	-0.043292	-0.3353	0.369271
8	-0.056578	-0.4383	0.331389
9	0.028511	0.2208	0.412981
10	-0.00845	-0.0655	0.474015
11	-0.004031	-0.0312	0.487598
12	0.085654	0.6635	0.254786
13	-0.01153	-0.0893	0.464566
14	0.050834	0.3938	0.347578
15	0.005298	0.041	0.4837
16	-0.076289	-0.5909	0.278393
17	0.016785	0.13	0.448496

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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