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, 10 Dec 2008 10:27:36 -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/10/t1228930162rfcntljhinwk4c3.htm/, Retrieved Sun, 19 May 2024 07:08:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32042, Retrieved Sun, 19 May 2024 07:08:14 +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

175

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

-       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-10 17:27:36] [6912578025c824de531bc660dd61b996] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32042&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32042&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32042&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.279521	2.6956	0.00417
2	0.030507	0.2942	0.384632
3	0.08351	0.8053	0.211339
4	0.088669	0.8551	0.197349
5	0.087326	0.8421	0.200934
6	-0.077563	-0.748	0.228177
7	-0.089376	-0.8619	0.195476
8	0.11568	1.1156	0.133738
9	-0.131478	-1.2679	0.103994
10	-0.236866	-2.2843	0.012316
11	-0.134665	-1.2987	0.098635
12	0.105105	1.0136	0.156702
13	0.035094	0.3384	0.367899
14	-0.147812	-1.4254	0.078688
15	-0.221008	-2.1313	0.01785
16	0.014608	0.1409	0.444137
17	-0.007544	-0.0728	0.471081
18	-0.149337	-1.4402	0.076591
19	-0.051757	-0.4991	0.309434

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.279521 & 2.6956 & 0.00417 \tabularnewline
2 & 0.030507 & 0.2942 & 0.384632 \tabularnewline
3 & 0.08351 & 0.8053 & 0.211339 \tabularnewline
4 & 0.088669 & 0.8551 & 0.197349 \tabularnewline
5 & 0.087326 & 0.8421 & 0.200934 \tabularnewline
6 & -0.077563 & -0.748 & 0.228177 \tabularnewline
7 & -0.089376 & -0.8619 & 0.195476 \tabularnewline
8 & 0.11568 & 1.1156 & 0.133738 \tabularnewline
9 & -0.131478 & -1.2679 & 0.103994 \tabularnewline
10 & -0.236866 & -2.2843 & 0.012316 \tabularnewline
11 & -0.134665 & -1.2987 & 0.098635 \tabularnewline
12 & 0.105105 & 1.0136 & 0.156702 \tabularnewline
13 & 0.035094 & 0.3384 & 0.367899 \tabularnewline
14 & -0.147812 & -1.4254 & 0.078688 \tabularnewline
15 & -0.221008 & -2.1313 & 0.01785 \tabularnewline
16 & 0.014608 & 0.1409 & 0.444137 \tabularnewline
17 & -0.007544 & -0.0728 & 0.471081 \tabularnewline
18 & -0.149337 & -1.4402 & 0.076591 \tabularnewline
19 & -0.051757 & -0.4991 & 0.309434 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32042&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]0.279521[/C][C]2.6956[/C][C]0.00417[/C][/ROW]
[ROW][C]2[/C][C]0.030507[/C][C]0.2942[/C][C]0.384632[/C][/ROW]
[ROW][C]3[/C][C]0.08351[/C][C]0.8053[/C][C]0.211339[/C][/ROW]
[ROW][C]4[/C][C]0.088669[/C][C]0.8551[/C][C]0.197349[/C][/ROW]
[ROW][C]5[/C][C]0.087326[/C][C]0.8421[/C][C]0.200934[/C][/ROW]
[ROW][C]6[/C][C]-0.077563[/C][C]-0.748[/C][C]0.228177[/C][/ROW]
[ROW][C]7[/C][C]-0.089376[/C][C]-0.8619[/C][C]0.195476[/C][/ROW]
[ROW][C]8[/C][C]0.11568[/C][C]1.1156[/C][C]0.133738[/C][/ROW]
[ROW][C]9[/C][C]-0.131478[/C][C]-1.2679[/C][C]0.103994[/C][/ROW]
[ROW][C]10[/C][C]-0.236866[/C][C]-2.2843[/C][C]0.012316[/C][/ROW]
[ROW][C]11[/C][C]-0.134665[/C][C]-1.2987[/C][C]0.098635[/C][/ROW]
[ROW][C]12[/C][C]0.105105[/C][C]1.0136[/C][C]0.156702[/C][/ROW]
[ROW][C]13[/C][C]0.035094[/C][C]0.3384[/C][C]0.367899[/C][/ROW]
[ROW][C]14[/C][C]-0.147812[/C][C]-1.4254[/C][C]0.078688[/C][/ROW]
[ROW][C]15[/C][C]-0.221008[/C][C]-2.1313[/C][C]0.01785[/C][/ROW]
[ROW][C]16[/C][C]0.014608[/C][C]0.1409[/C][C]0.444137[/C][/ROW]
[ROW][C]17[/C][C]-0.007544[/C][C]-0.0728[/C][C]0.471081[/C][/ROW]
[ROW][C]18[/C][C]-0.149337[/C][C]-1.4402[/C][C]0.076591[/C][/ROW]
[ROW][C]19[/C][C]-0.051757[/C][C]-0.4991[/C][C]0.309434[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32042&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32042&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	0.279521	2.6956	0.00417
2	0.030507	0.2942	0.384632
3	0.08351	0.8053	0.211339
4	0.088669	0.8551	0.197349
5	0.087326	0.8421	0.200934
6	-0.077563	-0.748	0.228177
7	-0.089376	-0.8619	0.195476
8	0.11568	1.1156	0.133738
9	-0.131478	-1.2679	0.103994
10	-0.236866	-2.2843	0.012316
11	-0.134665	-1.2987	0.098635
12	0.105105	1.0136	0.156702
13	0.035094	0.3384	0.367899
14	-0.147812	-1.4254	0.078688
15	-0.221008	-2.1313	0.01785
16	0.014608	0.1409	0.444137
17	-0.007544	-0.0728	0.471081
18	-0.149337	-1.4402	0.076591
19	-0.051757	-0.4991	0.309434

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.279521	2.6956	0.00417
2	-0.051662	-0.4982	0.309756
3	0.096783	0.9333	0.176531
4	0.042923	0.4139	0.339939
5	0.058331	0.5625	0.287555
6	-0.132811	-1.2808	0.101728
7	-0.039598	-0.3819	0.351714
8	0.149324	1.44	0.076609
9	-0.233634	-2.2531	0.013302
10	-0.132018	-1.2731	0.103071
11	-0.030305	-0.2923	0.385372
12	0.194605	1.8767	0.031847
13	-0.065983	-0.6363	0.263067
14	-0.096182	-0.9275	0.178021
15	-0.164597	-1.5873	0.057917
16	0.069165	0.667	0.25321
17	-0.039777	-0.3836	0.351076
18	-0.097517	-0.9404	0.17472
19	0.04517	0.4356	0.332066

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.279521 & 2.6956 & 0.00417 \tabularnewline
2 & -0.051662 & -0.4982 & 0.309756 \tabularnewline
3 & 0.096783 & 0.9333 & 0.176531 \tabularnewline
4 & 0.042923 & 0.4139 & 0.339939 \tabularnewline
5 & 0.058331 & 0.5625 & 0.287555 \tabularnewline
6 & -0.132811 & -1.2808 & 0.101728 \tabularnewline
7 & -0.039598 & -0.3819 & 0.351714 \tabularnewline
8 & 0.149324 & 1.44 & 0.076609 \tabularnewline
9 & -0.233634 & -2.2531 & 0.013302 \tabularnewline
10 & -0.132018 & -1.2731 & 0.103071 \tabularnewline
11 & -0.030305 & -0.2923 & 0.385372 \tabularnewline
12 & 0.194605 & 1.8767 & 0.031847 \tabularnewline
13 & -0.065983 & -0.6363 & 0.263067 \tabularnewline
14 & -0.096182 & -0.9275 & 0.178021 \tabularnewline
15 & -0.164597 & -1.5873 & 0.057917 \tabularnewline
16 & 0.069165 & 0.667 & 0.25321 \tabularnewline
17 & -0.039777 & -0.3836 & 0.351076 \tabularnewline
18 & -0.097517 & -0.9404 & 0.17472 \tabularnewline
19 & 0.04517 & 0.4356 & 0.332066 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32042&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]0.279521[/C][C]2.6956[/C][C]0.00417[/C][/ROW]
[ROW][C]2[/C][C]-0.051662[/C][C]-0.4982[/C][C]0.309756[/C][/ROW]
[ROW][C]3[/C][C]0.096783[/C][C]0.9333[/C][C]0.176531[/C][/ROW]
[ROW][C]4[/C][C]0.042923[/C][C]0.4139[/C][C]0.339939[/C][/ROW]
[ROW][C]5[/C][C]0.058331[/C][C]0.5625[/C][C]0.287555[/C][/ROW]
[ROW][C]6[/C][C]-0.132811[/C][C]-1.2808[/C][C]0.101728[/C][/ROW]
[ROW][C]7[/C][C]-0.039598[/C][C]-0.3819[/C][C]0.351714[/C][/ROW]
[ROW][C]8[/C][C]0.149324[/C][C]1.44[/C][C]0.076609[/C][/ROW]
[ROW][C]9[/C][C]-0.233634[/C][C]-2.2531[/C][C]0.013302[/C][/ROW]
[ROW][C]10[/C][C]-0.132018[/C][C]-1.2731[/C][C]0.103071[/C][/ROW]
[ROW][C]11[/C][C]-0.030305[/C][C]-0.2923[/C][C]0.385372[/C][/ROW]
[ROW][C]12[/C][C]0.194605[/C][C]1.8767[/C][C]0.031847[/C][/ROW]
[ROW][C]13[/C][C]-0.065983[/C][C]-0.6363[/C][C]0.263067[/C][/ROW]
[ROW][C]14[/C][C]-0.096182[/C][C]-0.9275[/C][C]0.178021[/C][/ROW]
[ROW][C]15[/C][C]-0.164597[/C][C]-1.5873[/C][C]0.057917[/C][/ROW]
[ROW][C]16[/C][C]0.069165[/C][C]0.667[/C][C]0.25321[/C][/ROW]
[ROW][C]17[/C][C]-0.039777[/C][C]-0.3836[/C][C]0.351076[/C][/ROW]
[ROW][C]18[/C][C]-0.097517[/C][C]-0.9404[/C][C]0.17472[/C][/ROW]
[ROW][C]19[/C][C]0.04517[/C][C]0.4356[/C][C]0.332066[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32042&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32042&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	0.279521	2.6956	0.00417
2	-0.051662	-0.4982	0.309756
3	0.096783	0.9333	0.176531
4	0.042923	0.4139	0.339939
5	0.058331	0.5625	0.287555
6	-0.132811	-1.2808	0.101728
7	-0.039598	-0.3819	0.351714
8	0.149324	1.44	0.076609
9	-0.233634	-2.2531	0.013302
10	-0.132018	-1.2731	0.103071
11	-0.030305	-0.2923	0.385372
12	0.194605	1.8767	0.031847
13	-0.065983	-0.6363	0.263067
14	-0.096182	-0.9275	0.178021
15	-0.164597	-1.5873	0.057917
16	0.069165	0.667	0.25321
17	-0.039777	-0.3836	0.351076
18	-0.097517	-0.9404	0.17472
19	0.04517	0.4356	0.332066

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 = 0 ; par5 = 12 ;

Parameters (R input):

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