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

Sun, 21 Dec 2008 15:19:34 -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/21/t1229898007k792zzwqiskst16.htm/, Retrieved Sun, 19 May 2024 09:24:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35877, Retrieved Sun, 19 May 2024 09:24:43 +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

129

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

-     [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:13:26] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P   [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:16:00] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD    [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-21 22:17:35] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD        [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:19:34] [e8f764b122b426f433a1e1038b457077] [Current]
-               [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:20:27] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   P             [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:22:06] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   PD              [(Partial) Autocorrelation Function] [autocorrelation t...] [2008-12-21 22:23:36] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   PD                [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:24:49] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   P                   [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:26:12] [4ddbf81f78ea7c738951638c7e93f6ee] 
- RMPD                [Spectral Analysis] [cumulatieve perio...] [2008-12-21 22:30:15] [4ddbf81f78ea7c738951638c7e93f6ee] 
-    D                  [Spectral Analysis] [cumulatieve perio...] [2008-12-21 22:31:42] [4ddbf81f78ea7c738951638c7e93f6ee] 
-    D                    [Spectral Analysis] [cumulatieve perio...] [2008-12-21 22:33:19] [4ddbf81f78ea7c738951638c7e93f6ee] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

9.4
9.5
9.1
9
9.3
9.9
9.8
9.4
8.3
8
8.5
10.4
11.1
10.9
9.9
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.9
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.8
7.9
7.9
8
7.9
7.5
7.2
6.9
6.6
6.7
7.3

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=35877&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=35877&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35877&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	0.418193	3.2122	0.001067
2	-0.239579	-1.8402	0.035382
3	-0.667064	-5.1238	2e-06
4	-0.413526	-3.1764	0.001186
5	0.07233	0.5556	0.290301
6	0.437547	3.3609	0.000684
7	0.284461	2.185	0.016437
8	-0.096443	-0.7408	0.230878
9	-0.365094	-2.8043	0.003408
10	-0.19122	-1.4688	0.073601
11	0.149205	1.1461	0.128197
12	0.459912	3.5326	0.000403
13	0.136349	1.0473	0.149612
14	-0.149417	-1.1477	0.127864
15	-0.326028	-2.5043	0.007527
16	-0.155478	-1.1942	0.11858
17	0.089343	0.6863	0.247621

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.418193 & 3.2122 & 0.001067 \tabularnewline
2 & -0.239579 & -1.8402 & 0.035382 \tabularnewline
3 & -0.667064 & -5.1238 & 2e-06 \tabularnewline
4 & -0.413526 & -3.1764 & 0.001186 \tabularnewline
5 & 0.07233 & 0.5556 & 0.290301 \tabularnewline
6 & 0.437547 & 3.3609 & 0.000684 \tabularnewline
7 & 0.284461 & 2.185 & 0.016437 \tabularnewline
8 & -0.096443 & -0.7408 & 0.230878 \tabularnewline
9 & -0.365094 & -2.8043 & 0.003408 \tabularnewline
10 & -0.19122 & -1.4688 & 0.073601 \tabularnewline
11 & 0.149205 & 1.1461 & 0.128197 \tabularnewline
12 & 0.459912 & 3.5326 & 0.000403 \tabularnewline
13 & 0.136349 & 1.0473 & 0.149612 \tabularnewline
14 & -0.149417 & -1.1477 & 0.127864 \tabularnewline
15 & -0.326028 & -2.5043 & 0.007527 \tabularnewline
16 & -0.155478 & -1.1942 & 0.11858 \tabularnewline
17 & 0.089343 & 0.6863 & 0.247621 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35877&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]0.418193[/C][C]3.2122[/C][C]0.001067[/C][/ROW]
[ROW][C]2[/C][C]-0.239579[/C][C]-1.8402[/C][C]0.035382[/C][/ROW]
[ROW][C]3[/C][C]-0.667064[/C][C]-5.1238[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.413526[/C][C]-3.1764[/C][C]0.001186[/C][/ROW]
[ROW][C]5[/C][C]0.07233[/C][C]0.5556[/C][C]0.290301[/C][/ROW]
[ROW][C]6[/C][C]0.437547[/C][C]3.3609[/C][C]0.000684[/C][/ROW]
[ROW][C]7[/C][C]0.284461[/C][C]2.185[/C][C]0.016437[/C][/ROW]
[ROW][C]8[/C][C]-0.096443[/C][C]-0.7408[/C][C]0.230878[/C][/ROW]
[ROW][C]9[/C][C]-0.365094[/C][C]-2.8043[/C][C]0.003408[/C][/ROW]
[ROW][C]10[/C][C]-0.19122[/C][C]-1.4688[/C][C]0.073601[/C][/ROW]
[ROW][C]11[/C][C]0.149205[/C][C]1.1461[/C][C]0.128197[/C][/ROW]
[ROW][C]12[/C][C]0.459912[/C][C]3.5326[/C][C]0.000403[/C][/ROW]
[ROW][C]13[/C][C]0.136349[/C][C]1.0473[/C][C]0.149612[/C][/ROW]
[ROW][C]14[/C][C]-0.149417[/C][C]-1.1477[/C][C]0.127864[/C][/ROW]
[ROW][C]15[/C][C]-0.326028[/C][C]-2.5043[/C][C]0.007527[/C][/ROW]
[ROW][C]16[/C][C]-0.155478[/C][C]-1.1942[/C][C]0.11858[/C][/ROW]
[ROW][C]17[/C][C]0.089343[/C][C]0.6863[/C][C]0.247621[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35877&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35877&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	0.418193	3.2122	0.001067
2	-0.239579	-1.8402	0.035382
3	-0.667064	-5.1238	2e-06
4	-0.413526	-3.1764	0.001186
5	0.07233	0.5556	0.290301
6	0.437547	3.3609	0.000684
7	0.284461	2.185	0.016437
8	-0.096443	-0.7408	0.230878
9	-0.365094	-2.8043	0.003408
10	-0.19122	-1.4688	0.073601
11	0.149205	1.1461	0.128197
12	0.459912	3.5326	0.000403
13	0.136349	1.0473	0.149612
14	-0.149417	-1.1477	0.127864
15	-0.326028	-2.5043	0.007527
16	-0.155478	-1.1942	0.11858
17	0.089343	0.6863	0.247621

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.418193	3.2122	0.001067
2	-0.502312	-3.8583	0.000143
3	-0.496793	-3.8159	0.000164
4	0.002771	0.0213	0.491546
5	-0.037551	-0.2884	0.387014
6	0.014712	0.113	0.455205
7	-0.16353	-1.2561	0.107015
8	-0.144755	-1.1119	0.135348
9	-0.095896	-0.7366	0.232145
10	0.073795	0.5668	0.286491
11	0.045977	0.3532	0.362616
12	0.268721	2.0641	0.021708
13	-0.313599	-2.4088	0.009573
14	0.23008	1.7673	0.041177
15	0.146114	1.1223	0.133137
16	-0.085943	-0.6601	0.255865
17	0.050672	0.3892	0.349258

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.418193 & 3.2122 & 0.001067 \tabularnewline
2 & -0.502312 & -3.8583 & 0.000143 \tabularnewline
3 & -0.496793 & -3.8159 & 0.000164 \tabularnewline
4 & 0.002771 & 0.0213 & 0.491546 \tabularnewline
5 & -0.037551 & -0.2884 & 0.387014 \tabularnewline
6 & 0.014712 & 0.113 & 0.455205 \tabularnewline
7 & -0.16353 & -1.2561 & 0.107015 \tabularnewline
8 & -0.144755 & -1.1119 & 0.135348 \tabularnewline
9 & -0.095896 & -0.7366 & 0.232145 \tabularnewline
10 & 0.073795 & 0.5668 & 0.286491 \tabularnewline
11 & 0.045977 & 0.3532 & 0.362616 \tabularnewline
12 & 0.268721 & 2.0641 & 0.021708 \tabularnewline
13 & -0.313599 & -2.4088 & 0.009573 \tabularnewline
14 & 0.23008 & 1.7673 & 0.041177 \tabularnewline
15 & 0.146114 & 1.1223 & 0.133137 \tabularnewline
16 & -0.085943 & -0.6601 & 0.255865 \tabularnewline
17 & 0.050672 & 0.3892 & 0.349258 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35877&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]0.418193[/C][C]3.2122[/C][C]0.001067[/C][/ROW]
[ROW][C]2[/C][C]-0.502312[/C][C]-3.8583[/C][C]0.000143[/C][/ROW]
[ROW][C]3[/C][C]-0.496793[/C][C]-3.8159[/C][C]0.000164[/C][/ROW]
[ROW][C]4[/C][C]0.002771[/C][C]0.0213[/C][C]0.491546[/C][/ROW]
[ROW][C]5[/C][C]-0.037551[/C][C]-0.2884[/C][C]0.387014[/C][/ROW]
[ROW][C]6[/C][C]0.014712[/C][C]0.113[/C][C]0.455205[/C][/ROW]
[ROW][C]7[/C][C]-0.16353[/C][C]-1.2561[/C][C]0.107015[/C][/ROW]
[ROW][C]8[/C][C]-0.144755[/C][C]-1.1119[/C][C]0.135348[/C][/ROW]
[ROW][C]9[/C][C]-0.095896[/C][C]-0.7366[/C][C]0.232145[/C][/ROW]
[ROW][C]10[/C][C]0.073795[/C][C]0.5668[/C][C]0.286491[/C][/ROW]
[ROW][C]11[/C][C]0.045977[/C][C]0.3532[/C][C]0.362616[/C][/ROW]
[ROW][C]12[/C][C]0.268721[/C][C]2.0641[/C][C]0.021708[/C][/ROW]
[ROW][C]13[/C][C]-0.313599[/C][C]-2.4088[/C][C]0.009573[/C][/ROW]
[ROW][C]14[/C][C]0.23008[/C][C]1.7673[/C][C]0.041177[/C][/ROW]
[ROW][C]15[/C][C]0.146114[/C][C]1.1223[/C][C]0.133137[/C][/ROW]
[ROW][C]16[/C][C]-0.085943[/C][C]-0.6601[/C][C]0.255865[/C][/ROW]
[ROW][C]17[/C][C]0.050672[/C][C]0.3892[/C][C]0.349258[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35877&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35877&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	0.418193	3.2122	0.001067
2	-0.502312	-3.8583	0.000143
3	-0.496793	-3.8159	0.000164
4	0.002771	0.0213	0.491546
5	-0.037551	-0.2884	0.387014
6	0.014712	0.113	0.455205
7	-0.16353	-1.2561	0.107015
8	-0.144755	-1.1119	0.135348
9	-0.095896	-0.7366	0.232145
10	0.073795	0.5668	0.286491
11	0.045977	0.3532	0.362616
12	0.268721	2.0641	0.021708
13	-0.313599	-2.4088	0.009573
14	0.23008	1.7673	0.041177
15	0.146114	1.1223	0.133137
16	-0.085943	-0.6601	0.255865
17	0.050672	0.3892	0.349258

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