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, 09 Dec 2008 07:09:41 -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/09/t1228831843k5yz1hbn4wzcy7o.htm/, Retrieved Sun, 19 May 2024 10:51:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31429, Retrieved Sun, 19 May 2024 10:51:44 +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

195

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  [Variance Reduction Matrix] [] [2008-12-02 14:53:11] [3ba9e05a140f75dbe22af2042ab9e185]
- RMP       [(Partial) Autocorrelation Function] [] [2008-12-09 14:09:41] [84357e896eab491ec515599b43df427d] [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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31429&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31429&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31429&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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.10088	0.7062	0.241716
2	0.035942	0.2516	0.401204
3	-0.032655	-0.2286	0.410073
4	0.018054	0.1264	0.449974
5	0.06004	0.4203	0.338059
6	0.097635	0.6834	0.248772
7	0.097824	0.6848	0.248358
8	0.134813	0.9437	0.174978
9	-0.015372	-0.1076	0.457376
10	-0.058779	-0.4115	0.341267
11	-0.013335	-0.0933	0.463004
12	-0.158413	-1.1089	0.136445
13	-0.012757	-0.0893	0.464603
14	0.044391	0.3107	0.378659
15	0.029091	0.2036	0.41974
16	-0.121116	-0.8478	0.200332
17	-0.197441	-1.3821	0.086606

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.10088 & 0.7062 & 0.241716 \tabularnewline
2 & 0.035942 & 0.2516 & 0.401204 \tabularnewline
3 & -0.032655 & -0.2286 & 0.410073 \tabularnewline
4 & 0.018054 & 0.1264 & 0.449974 \tabularnewline
5 & 0.06004 & 0.4203 & 0.338059 \tabularnewline
6 & 0.097635 & 0.6834 & 0.248772 \tabularnewline
7 & 0.097824 & 0.6848 & 0.248358 \tabularnewline
8 & 0.134813 & 0.9437 & 0.174978 \tabularnewline
9 & -0.015372 & -0.1076 & 0.457376 \tabularnewline
10 & -0.058779 & -0.4115 & 0.341267 \tabularnewline
11 & -0.013335 & -0.0933 & 0.463004 \tabularnewline
12 & -0.158413 & -1.1089 & 0.136445 \tabularnewline
13 & -0.012757 & -0.0893 & 0.464603 \tabularnewline
14 & 0.044391 & 0.3107 & 0.378659 \tabularnewline
15 & 0.029091 & 0.2036 & 0.41974 \tabularnewline
16 & -0.121116 & -0.8478 & 0.200332 \tabularnewline
17 & -0.197441 & -1.3821 & 0.086606 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31429&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]0.10088[/C][C]0.7062[/C][C]0.241716[/C][/ROW]
[ROW][C]2[/C][C]0.035942[/C][C]0.2516[/C][C]0.401204[/C][/ROW]
[ROW][C]3[/C][C]-0.032655[/C][C]-0.2286[/C][C]0.410073[/C][/ROW]
[ROW][C]4[/C][C]0.018054[/C][C]0.1264[/C][C]0.449974[/C][/ROW]
[ROW][C]5[/C][C]0.06004[/C][C]0.4203[/C][C]0.338059[/C][/ROW]
[ROW][C]6[/C][C]0.097635[/C][C]0.6834[/C][C]0.248772[/C][/ROW]
[ROW][C]7[/C][C]0.097824[/C][C]0.6848[/C][C]0.248358[/C][/ROW]
[ROW][C]8[/C][C]0.134813[/C][C]0.9437[/C][C]0.174978[/C][/ROW]
[ROW][C]9[/C][C]-0.015372[/C][C]-0.1076[/C][C]0.457376[/C][/ROW]
[ROW][C]10[/C][C]-0.058779[/C][C]-0.4115[/C][C]0.341267[/C][/ROW]
[ROW][C]11[/C][C]-0.013335[/C][C]-0.0933[/C][C]0.463004[/C][/ROW]
[ROW][C]12[/C][C]-0.158413[/C][C]-1.1089[/C][C]0.136445[/C][/ROW]
[ROW][C]13[/C][C]-0.012757[/C][C]-0.0893[/C][C]0.464603[/C][/ROW]
[ROW][C]14[/C][C]0.044391[/C][C]0.3107[/C][C]0.378659[/C][/ROW]
[ROW][C]15[/C][C]0.029091[/C][C]0.2036[/C][C]0.41974[/C][/ROW]
[ROW][C]16[/C][C]-0.121116[/C][C]-0.8478[/C][C]0.200332[/C][/ROW]
[ROW][C]17[/C][C]-0.197441[/C][C]-1.3821[/C][C]0.086606[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31429&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31429&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	0.10088	0.7062	0.241716
2	0.035942	0.2516	0.401204
3	-0.032655	-0.2286	0.410073
4	0.018054	0.1264	0.449974
5	0.06004	0.4203	0.338059
6	0.097635	0.6834	0.248772
7	0.097824	0.6848	0.248358
8	0.134813	0.9437	0.174978
9	-0.015372	-0.1076	0.457376
10	-0.058779	-0.4115	0.341267
11	-0.013335	-0.0933	0.463004
12	-0.158413	-1.1089	0.136445
13	-0.012757	-0.0893	0.464603
14	0.044391	0.3107	0.378659
15	0.029091	0.2036	0.41974
16	-0.121116	-0.8478	0.200332
17	-0.197441	-1.3821	0.086606

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.10088	0.7062	0.241716
2	0.02603	0.1822	0.428085
3	-0.039238	-0.2747	0.392365
4	0.024483	0.1714	0.432314
5	0.058975	0.4128	0.340769
6	0.084484	0.5914	0.278488
7	0.07962	0.5573	0.289917
8	0.120206	0.8414	0.202095
9	-0.038749	-0.2712	0.393673
10	-0.063303	-0.4431	0.329815
11	-0.004978	-0.0348	0.486173
12	-0.186078	-1.3025	0.099409
13	-0.019708	-0.138	0.445419
14	0.033736	0.2362	0.407148
15	0.001103	0.0077	0.496935
16	-0.127213	-0.8905	0.188776
17	-0.14979	-1.0485	0.14977

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.10088 & 0.7062 & 0.241716 \tabularnewline
2 & 0.02603 & 0.1822 & 0.428085 \tabularnewline
3 & -0.039238 & -0.2747 & 0.392365 \tabularnewline
4 & 0.024483 & 0.1714 & 0.432314 \tabularnewline
5 & 0.058975 & 0.4128 & 0.340769 \tabularnewline
6 & 0.084484 & 0.5914 & 0.278488 \tabularnewline
7 & 0.07962 & 0.5573 & 0.289917 \tabularnewline
8 & 0.120206 & 0.8414 & 0.202095 \tabularnewline
9 & -0.038749 & -0.2712 & 0.393673 \tabularnewline
10 & -0.063303 & -0.4431 & 0.329815 \tabularnewline
11 & -0.004978 & -0.0348 & 0.486173 \tabularnewline
12 & -0.186078 & -1.3025 & 0.099409 \tabularnewline
13 & -0.019708 & -0.138 & 0.445419 \tabularnewline
14 & 0.033736 & 0.2362 & 0.407148 \tabularnewline
15 & 0.001103 & 0.0077 & 0.496935 \tabularnewline
16 & -0.127213 & -0.8905 & 0.188776 \tabularnewline
17 & -0.14979 & -1.0485 & 0.14977 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31429&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]0.10088[/C][C]0.7062[/C][C]0.241716[/C][/ROW]
[ROW][C]2[/C][C]0.02603[/C][C]0.1822[/C][C]0.428085[/C][/ROW]
[ROW][C]3[/C][C]-0.039238[/C][C]-0.2747[/C][C]0.392365[/C][/ROW]
[ROW][C]4[/C][C]0.024483[/C][C]0.1714[/C][C]0.432314[/C][/ROW]
[ROW][C]5[/C][C]0.058975[/C][C]0.4128[/C][C]0.340769[/C][/ROW]
[ROW][C]6[/C][C]0.084484[/C][C]0.5914[/C][C]0.278488[/C][/ROW]
[ROW][C]7[/C][C]0.07962[/C][C]0.5573[/C][C]0.289917[/C][/ROW]
[ROW][C]8[/C][C]0.120206[/C][C]0.8414[/C][C]0.202095[/C][/ROW]
[ROW][C]9[/C][C]-0.038749[/C][C]-0.2712[/C][C]0.393673[/C][/ROW]
[ROW][C]10[/C][C]-0.063303[/C][C]-0.4431[/C][C]0.329815[/C][/ROW]
[ROW][C]11[/C][C]-0.004978[/C][C]-0.0348[/C][C]0.486173[/C][/ROW]
[ROW][C]12[/C][C]-0.186078[/C][C]-1.3025[/C][C]0.099409[/C][/ROW]
[ROW][C]13[/C][C]-0.019708[/C][C]-0.138[/C][C]0.445419[/C][/ROW]
[ROW][C]14[/C][C]0.033736[/C][C]0.2362[/C][C]0.407148[/C][/ROW]
[ROW][C]15[/C][C]0.001103[/C][C]0.0077[/C][C]0.496935[/C][/ROW]
[ROW][C]16[/C][C]-0.127213[/C][C]-0.8905[/C][C]0.188776[/C][/ROW]
[ROW][C]17[/C][C]-0.14979[/C][C]-1.0485[/C][C]0.14977[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31429&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31429&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	0.10088	0.7062	0.241716
2	0.02603	0.1822	0.428085
3	-0.039238	-0.2747	0.392365
4	0.024483	0.1714	0.432314
5	0.058975	0.4128	0.340769
6	0.084484	0.5914	0.278488
7	0.07962	0.5573	0.289917
8	0.120206	0.8414	0.202095
9	-0.038749	-0.2712	0.393673
10	-0.063303	-0.4431	0.329815
11	-0.004978	-0.0348	0.486173
12	-0.186078	-1.3025	0.099409
13	-0.019708	-0.138	0.445419
14	0.033736	0.2362	0.407148
15	0.001103	0.0077	0.496935
16	-0.127213	-0.8905	0.188776
17	-0.14979	-1.0485	0.14977

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

Parameters (R input):

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