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

Thu, 27 Nov 2008 15:33:51 -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/Nov/27/t1227825293oesqncuudui98s7.htm/, Retrieved Sun, 19 May 2024 12:01:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25933, Retrieved Sun, 19 May 2024 12:01:51 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

d=1 D=1

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

163

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:40:39] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Random Walk Simul...] [2008-11-27 19:45:04] [58bf45a666dc5198906262e8815a9722]
F RMPD    [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-11-27 22:08:29] [58bf45a666dc5198906262e8815a9722]
- RMP         [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-11-27 22:33:51] [63db34dadd44fb018112addcdefe949f] [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=25933&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=25933&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25933&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	-0.567323	-3.8894	0.000157
2	-0.067247	-0.461	0.323454
3	0.287402	1.9703	0.027354
4	-0.144658	-0.9917	0.163205
5	-0.120635	-0.827	0.206199
6	0.28762	1.9718	0.027266
7	-0.270412	-1.8539	0.035021
8	0.055762	0.3823	0.351987
9	0.147731	1.0128	0.158173
10	-0.082519	-0.5657	0.287137
11	-0.127774	-0.876	0.192749
12	0.175204	1.2011	0.117858
13	-0.082332	-0.5644	0.28757
14	-0.048681	-0.3337	0.37003
15	0.179051	1.2275	0.112871
16	-0.213293	-1.4623	0.075162
17	0.058356	0.4001	0.345458

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.567323 & -3.8894 & 0.000157 \tabularnewline
2 & -0.067247 & -0.461 & 0.323454 \tabularnewline
3 & 0.287402 & 1.9703 & 0.027354 \tabularnewline
4 & -0.144658 & -0.9917 & 0.163205 \tabularnewline
5 & -0.120635 & -0.827 & 0.206199 \tabularnewline
6 & 0.28762 & 1.9718 & 0.027266 \tabularnewline
7 & -0.270412 & -1.8539 & 0.035021 \tabularnewline
8 & 0.055762 & 0.3823 & 0.351987 \tabularnewline
9 & 0.147731 & 1.0128 & 0.158173 \tabularnewline
10 & -0.082519 & -0.5657 & 0.287137 \tabularnewline
11 & -0.127774 & -0.876 & 0.192749 \tabularnewline
12 & 0.175204 & 1.2011 & 0.117858 \tabularnewline
13 & -0.082332 & -0.5644 & 0.28757 \tabularnewline
14 & -0.048681 & -0.3337 & 0.37003 \tabularnewline
15 & 0.179051 & 1.2275 & 0.112871 \tabularnewline
16 & -0.213293 & -1.4623 & 0.075162 \tabularnewline
17 & 0.058356 & 0.4001 & 0.345458 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25933&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]-0.567323[/C][C]-3.8894[/C][C]0.000157[/C][/ROW]
[ROW][C]2[/C][C]-0.067247[/C][C]-0.461[/C][C]0.323454[/C][/ROW]
[ROW][C]3[/C][C]0.287402[/C][C]1.9703[/C][C]0.027354[/C][/ROW]
[ROW][C]4[/C][C]-0.144658[/C][C]-0.9917[/C][C]0.163205[/C][/ROW]
[ROW][C]5[/C][C]-0.120635[/C][C]-0.827[/C][C]0.206199[/C][/ROW]
[ROW][C]6[/C][C]0.28762[/C][C]1.9718[/C][C]0.027266[/C][/ROW]
[ROW][C]7[/C][C]-0.270412[/C][C]-1.8539[/C][C]0.035021[/C][/ROW]
[ROW][C]8[/C][C]0.055762[/C][C]0.3823[/C][C]0.351987[/C][/ROW]
[ROW][C]9[/C][C]0.147731[/C][C]1.0128[/C][C]0.158173[/C][/ROW]
[ROW][C]10[/C][C]-0.082519[/C][C]-0.5657[/C][C]0.287137[/C][/ROW]
[ROW][C]11[/C][C]-0.127774[/C][C]-0.876[/C][C]0.192749[/C][/ROW]
[ROW][C]12[/C][C]0.175204[/C][C]1.2011[/C][C]0.117858[/C][/ROW]
[ROW][C]13[/C][C]-0.082332[/C][C]-0.5644[/C][C]0.28757[/C][/ROW]
[ROW][C]14[/C][C]-0.048681[/C][C]-0.3337[/C][C]0.37003[/C][/ROW]
[ROW][C]15[/C][C]0.179051[/C][C]1.2275[/C][C]0.112871[/C][/ROW]
[ROW][C]16[/C][C]-0.213293[/C][C]-1.4623[/C][C]0.075162[/C][/ROW]
[ROW][C]17[/C][C]0.058356[/C][C]0.4001[/C][C]0.345458[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25933&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25933&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	-0.567323	-3.8894	0.000157
2	-0.067247	-0.461	0.323454
3	0.287402	1.9703	0.027354
4	-0.144658	-0.9917	0.163205
5	-0.120635	-0.827	0.206199
6	0.28762	1.9718	0.027266
7	-0.270412	-1.8539	0.035021
8	0.055762	0.3823	0.351987
9	0.147731	1.0128	0.158173
10	-0.082519	-0.5657	0.287137
11	-0.127774	-0.876	0.192749
12	0.175204	1.2011	0.117858
13	-0.082332	-0.5644	0.28757
14	-0.048681	-0.3337	0.37003
15	0.179051	1.2275	0.112871
16	-0.213293	-1.4623	0.075162
17	0.058356	0.4001	0.345458

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.567323	-3.8894	0.000157
2	-0.573776	-3.9336	0.000137
3	-0.21578	-1.4793	0.072865
4	-0.060936	-0.4178	0.339014
5	-0.206328	-1.4145	0.081901
6	0.069024	0.4732	0.319128
7	-0.111708	-0.7658	0.223803
8	-0.152223	-1.0436	0.151008
9	-0.067053	-0.4597	0.323929
10	0.138137	0.947	0.174236
11	-0.018516	-0.1269	0.449765
12	-0.10146	-0.6956	0.245059
13	-0.100589	-0.6896	0.246917
14	-0.147913	-1.014	0.157878
15	0.100563	0.6894	0.246973
16	-0.071112	-0.4875	0.314078
17	-0.097292	-0.667	0.254018

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.567323 & -3.8894 & 0.000157 \tabularnewline
2 & -0.573776 & -3.9336 & 0.000137 \tabularnewline
3 & -0.21578 & -1.4793 & 0.072865 \tabularnewline
4 & -0.060936 & -0.4178 & 0.339014 \tabularnewline
5 & -0.206328 & -1.4145 & 0.081901 \tabularnewline
6 & 0.069024 & 0.4732 & 0.319128 \tabularnewline
7 & -0.111708 & -0.7658 & 0.223803 \tabularnewline
8 & -0.152223 & -1.0436 & 0.151008 \tabularnewline
9 & -0.067053 & -0.4597 & 0.323929 \tabularnewline
10 & 0.138137 & 0.947 & 0.174236 \tabularnewline
11 & -0.018516 & -0.1269 & 0.449765 \tabularnewline
12 & -0.10146 & -0.6956 & 0.245059 \tabularnewline
13 & -0.100589 & -0.6896 & 0.246917 \tabularnewline
14 & -0.147913 & -1.014 & 0.157878 \tabularnewline
15 & 0.100563 & 0.6894 & 0.246973 \tabularnewline
16 & -0.071112 & -0.4875 & 0.314078 \tabularnewline
17 & -0.097292 & -0.667 & 0.254018 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25933&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]-0.567323[/C][C]-3.8894[/C][C]0.000157[/C][/ROW]
[ROW][C]2[/C][C]-0.573776[/C][C]-3.9336[/C][C]0.000137[/C][/ROW]
[ROW][C]3[/C][C]-0.21578[/C][C]-1.4793[/C][C]0.072865[/C][/ROW]
[ROW][C]4[/C][C]-0.060936[/C][C]-0.4178[/C][C]0.339014[/C][/ROW]
[ROW][C]5[/C][C]-0.206328[/C][C]-1.4145[/C][C]0.081901[/C][/ROW]
[ROW][C]6[/C][C]0.069024[/C][C]0.4732[/C][C]0.319128[/C][/ROW]
[ROW][C]7[/C][C]-0.111708[/C][C]-0.7658[/C][C]0.223803[/C][/ROW]
[ROW][C]8[/C][C]-0.152223[/C][C]-1.0436[/C][C]0.151008[/C][/ROW]
[ROW][C]9[/C][C]-0.067053[/C][C]-0.4597[/C][C]0.323929[/C][/ROW]
[ROW][C]10[/C][C]0.138137[/C][C]0.947[/C][C]0.174236[/C][/ROW]
[ROW][C]11[/C][C]-0.018516[/C][C]-0.1269[/C][C]0.449765[/C][/ROW]
[ROW][C]12[/C][C]-0.10146[/C][C]-0.6956[/C][C]0.245059[/C][/ROW]
[ROW][C]13[/C][C]-0.100589[/C][C]-0.6896[/C][C]0.246917[/C][/ROW]
[ROW][C]14[/C][C]-0.147913[/C][C]-1.014[/C][C]0.157878[/C][/ROW]
[ROW][C]15[/C][C]0.100563[/C][C]0.6894[/C][C]0.246973[/C][/ROW]
[ROW][C]16[/C][C]-0.071112[/C][C]-0.4875[/C][C]0.314078[/C][/ROW]
[ROW][C]17[/C][C]-0.097292[/C][C]-0.667[/C][C]0.254018[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25933&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25933&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	-0.567323	-3.8894	0.000157
2	-0.573776	-3.9336	0.000137
3	-0.21578	-1.4793	0.072865
4	-0.060936	-0.4178	0.339014
5	-0.206328	-1.4145	0.081901
6	0.069024	0.4732	0.319128
7	-0.111708	-0.7658	0.223803
8	-0.152223	-1.0436	0.151008
9	-0.067053	-0.4597	0.323929
10	0.138137	0.947	0.174236
11	-0.018516	-0.1269	0.449765
12	-0.10146	-0.6956	0.245059
13	-0.100589	-0.6896	0.246917
14	-0.147913	-1.014	0.157878
15	0.100563	0.6894	0.246973
16	-0.071112	-0.4875	0.314078
17	-0.097292	-0.667	0.254018

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; 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