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

Mon, 06 Dec 2010 21:59:44 +0000

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/2010/Dec/06/t1291672662vcssa73k7if9rmu.htm/, Retrieved Mon, 29 Apr 2024 06:43:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105940, Retrieved Mon, 29 Apr 2024 06:43:04 +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

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]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [ACF openstaande V...] [2010-12-06 21:59:44] [be034431ba35f7eb1ce695fc7ca4deb9] [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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105940&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105940&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105940&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.19301	-2.0788	0.019921
2	0.165598	1.7835	0.038556
3	0.072606	0.782	0.217907
4	0.149706	1.6124	0.054798
5	0.00802	0.0864	0.465657
6	-0.032505	-0.3501	0.363453
7	0.085449	0.9203	0.179658
8	0.064635	0.6961	0.243868
9	-0.128603	-1.3851	0.084341
10	0.00665	0.0716	0.471511
11	0.093383	1.0058	0.158312
12	-0.398814	-4.2954	1.8e-05
13	0.213399	2.2984	0.011666
14	-0.244272	-2.6309	0.004836
15	0.051933	0.5593	0.288506
16	-0.198445	-2.1373	0.017336
17	-0.082391	-0.8874	0.188356
18	0.035776	0.3853	0.350354
19	-0.024573	-0.2647	0.39587
20	-0.093497	-1.007	0.158018
21	0.18056	1.9447	0.027116

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.19301 & -2.0788 & 0.019921 \tabularnewline
2 & 0.165598 & 1.7835 & 0.038556 \tabularnewline
3 & 0.072606 & 0.782 & 0.217907 \tabularnewline
4 & 0.149706 & 1.6124 & 0.054798 \tabularnewline
5 & 0.00802 & 0.0864 & 0.465657 \tabularnewline
6 & -0.032505 & -0.3501 & 0.363453 \tabularnewline
7 & 0.085449 & 0.9203 & 0.179658 \tabularnewline
8 & 0.064635 & 0.6961 & 0.243868 \tabularnewline
9 & -0.128603 & -1.3851 & 0.084341 \tabularnewline
10 & 0.00665 & 0.0716 & 0.471511 \tabularnewline
11 & 0.093383 & 1.0058 & 0.158312 \tabularnewline
12 & -0.398814 & -4.2954 & 1.8e-05 \tabularnewline
13 & 0.213399 & 2.2984 & 0.011666 \tabularnewline
14 & -0.244272 & -2.6309 & 0.004836 \tabularnewline
15 & 0.051933 & 0.5593 & 0.288506 \tabularnewline
16 & -0.198445 & -2.1373 & 0.017336 \tabularnewline
17 & -0.082391 & -0.8874 & 0.188356 \tabularnewline
18 & 0.035776 & 0.3853 & 0.350354 \tabularnewline
19 & -0.024573 & -0.2647 & 0.39587 \tabularnewline
20 & -0.093497 & -1.007 & 0.158018 \tabularnewline
21 & 0.18056 & 1.9447 & 0.027116 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105940&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]-0.19301[/C][C]-2.0788[/C][C]0.019921[/C][/ROW]
[ROW][C]2[/C][C]0.165598[/C][C]1.7835[/C][C]0.038556[/C][/ROW]
[ROW][C]3[/C][C]0.072606[/C][C]0.782[/C][C]0.217907[/C][/ROW]
[ROW][C]4[/C][C]0.149706[/C][C]1.6124[/C][C]0.054798[/C][/ROW]
[ROW][C]5[/C][C]0.00802[/C][C]0.0864[/C][C]0.465657[/C][/ROW]
[ROW][C]6[/C][C]-0.032505[/C][C]-0.3501[/C][C]0.363453[/C][/ROW]
[ROW][C]7[/C][C]0.085449[/C][C]0.9203[/C][C]0.179658[/C][/ROW]
[ROW][C]8[/C][C]0.064635[/C][C]0.6961[/C][C]0.243868[/C][/ROW]
[ROW][C]9[/C][C]-0.128603[/C][C]-1.3851[/C][C]0.084341[/C][/ROW]
[ROW][C]10[/C][C]0.00665[/C][C]0.0716[/C][C]0.471511[/C][/ROW]
[ROW][C]11[/C][C]0.093383[/C][C]1.0058[/C][C]0.158312[/C][/ROW]
[ROW][C]12[/C][C]-0.398814[/C][C]-4.2954[/C][C]1.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.213399[/C][C]2.2984[/C][C]0.011666[/C][/ROW]
[ROW][C]14[/C][C]-0.244272[/C][C]-2.6309[/C][C]0.004836[/C][/ROW]
[ROW][C]15[/C][C]0.051933[/C][C]0.5593[/C][C]0.288506[/C][/ROW]
[ROW][C]16[/C][C]-0.198445[/C][C]-2.1373[/C][C]0.017336[/C][/ROW]
[ROW][C]17[/C][C]-0.082391[/C][C]-0.8874[/C][C]0.188356[/C][/ROW]
[ROW][C]18[/C][C]0.035776[/C][C]0.3853[/C][C]0.350354[/C][/ROW]
[ROW][C]19[/C][C]-0.024573[/C][C]-0.2647[/C][C]0.39587[/C][/ROW]
[ROW][C]20[/C][C]-0.093497[/C][C]-1.007[/C][C]0.158018[/C][/ROW]
[ROW][C]21[/C][C]0.18056[/C][C]1.9447[/C][C]0.027116[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105940&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105940&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	-0.19301	-2.0788	0.019921
2	0.165598	1.7835	0.038556
3	0.072606	0.782	0.217907
4	0.149706	1.6124	0.054798
5	0.00802	0.0864	0.465657
6	-0.032505	-0.3501	0.363453
7	0.085449	0.9203	0.179658
8	0.064635	0.6961	0.243868
9	-0.128603	-1.3851	0.084341
10	0.00665	0.0716	0.471511
11	0.093383	1.0058	0.158312
12	-0.398814	-4.2954	1.8e-05
13	0.213399	2.2984	0.011666
14	-0.244272	-2.6309	0.004836
15	0.051933	0.5593	0.288506
16	-0.198445	-2.1373	0.017336
17	-0.082391	-0.8874	0.188356
18	0.035776	0.3853	0.350354
19	-0.024573	-0.2647	0.39587
20	-0.093497	-1.007	0.158018
21	0.18056	1.9447	0.027116

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.19301	-2.0788	0.019921
2	0.133311	1.4358	0.076874
3	0.133283	1.4355	0.076917
4	0.175593	1.8912	0.030546
5	0.040381	0.4349	0.332214
6	-0.092705	-0.9985	0.160067
7	0.017657	0.1902	0.424755
8	0.082824	0.892	0.187108
9	-0.120192	-1.2945	0.09903
10	-0.070567	-0.76	0.224389
11	0.098031	1.0558	0.14662
12	-0.403694	-4.3479	1.5e-05
13	0.131915	1.4208	0.079034
14	-0.10595	-1.1411	0.128087
15	-0.028626	-0.3083	0.3792
16	-0.04992	-0.5377	0.295922
17	-0.142396	-1.5336	0.063919
18	0.032074	0.3454	0.365194
19	0.151938	1.6364	0.052231
20	-0.019841	-0.2137	0.41558
21	0.158096	1.7027	0.045647

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.19301 & -2.0788 & 0.019921 \tabularnewline
2 & 0.133311 & 1.4358 & 0.076874 \tabularnewline
3 & 0.133283 & 1.4355 & 0.076917 \tabularnewline
4 & 0.175593 & 1.8912 & 0.030546 \tabularnewline
5 & 0.040381 & 0.4349 & 0.332214 \tabularnewline
6 & -0.092705 & -0.9985 & 0.160067 \tabularnewline
7 & 0.017657 & 0.1902 & 0.424755 \tabularnewline
8 & 0.082824 & 0.892 & 0.187108 \tabularnewline
9 & -0.120192 & -1.2945 & 0.09903 \tabularnewline
10 & -0.070567 & -0.76 & 0.224389 \tabularnewline
11 & 0.098031 & 1.0558 & 0.14662 \tabularnewline
12 & -0.403694 & -4.3479 & 1.5e-05 \tabularnewline
13 & 0.131915 & 1.4208 & 0.079034 \tabularnewline
14 & -0.10595 & -1.1411 & 0.128087 \tabularnewline
15 & -0.028626 & -0.3083 & 0.3792 \tabularnewline
16 & -0.04992 & -0.5377 & 0.295922 \tabularnewline
17 & -0.142396 & -1.5336 & 0.063919 \tabularnewline
18 & 0.032074 & 0.3454 & 0.365194 \tabularnewline
19 & 0.151938 & 1.6364 & 0.052231 \tabularnewline
20 & -0.019841 & -0.2137 & 0.41558 \tabularnewline
21 & 0.158096 & 1.7027 & 0.045647 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105940&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]-0.19301[/C][C]-2.0788[/C][C]0.019921[/C][/ROW]
[ROW][C]2[/C][C]0.133311[/C][C]1.4358[/C][C]0.076874[/C][/ROW]
[ROW][C]3[/C][C]0.133283[/C][C]1.4355[/C][C]0.076917[/C][/ROW]
[ROW][C]4[/C][C]0.175593[/C][C]1.8912[/C][C]0.030546[/C][/ROW]
[ROW][C]5[/C][C]0.040381[/C][C]0.4349[/C][C]0.332214[/C][/ROW]
[ROW][C]6[/C][C]-0.092705[/C][C]-0.9985[/C][C]0.160067[/C][/ROW]
[ROW][C]7[/C][C]0.017657[/C][C]0.1902[/C][C]0.424755[/C][/ROW]
[ROW][C]8[/C][C]0.082824[/C][C]0.892[/C][C]0.187108[/C][/ROW]
[ROW][C]9[/C][C]-0.120192[/C][C]-1.2945[/C][C]0.09903[/C][/ROW]
[ROW][C]10[/C][C]-0.070567[/C][C]-0.76[/C][C]0.224389[/C][/ROW]
[ROW][C]11[/C][C]0.098031[/C][C]1.0558[/C][C]0.14662[/C][/ROW]
[ROW][C]12[/C][C]-0.403694[/C][C]-4.3479[/C][C]1.5e-05[/C][/ROW]
[ROW][C]13[/C][C]0.131915[/C][C]1.4208[/C][C]0.079034[/C][/ROW]
[ROW][C]14[/C][C]-0.10595[/C][C]-1.1411[/C][C]0.128087[/C][/ROW]
[ROW][C]15[/C][C]-0.028626[/C][C]-0.3083[/C][C]0.3792[/C][/ROW]
[ROW][C]16[/C][C]-0.04992[/C][C]-0.5377[/C][C]0.295922[/C][/ROW]
[ROW][C]17[/C][C]-0.142396[/C][C]-1.5336[/C][C]0.063919[/C][/ROW]
[ROW][C]18[/C][C]0.032074[/C][C]0.3454[/C][C]0.365194[/C][/ROW]
[ROW][C]19[/C][C]0.151938[/C][C]1.6364[/C][C]0.052231[/C][/ROW]
[ROW][C]20[/C][C]-0.019841[/C][C]-0.2137[/C][C]0.41558[/C][/ROW]
[ROW][C]21[/C][C]0.158096[/C][C]1.7027[/C][C]0.045647[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105940&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105940&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	-0.19301	-2.0788	0.019921
2	0.133311	1.4358	0.076874
3	0.133283	1.4355	0.076917
4	0.175593	1.8912	0.030546
5	0.040381	0.4349	0.332214
6	-0.092705	-0.9985	0.160067
7	0.017657	0.1902	0.424755
8	0.082824	0.892	0.187108
9	-0.120192	-1.2945	0.09903
10	-0.070567	-0.76	0.224389
11	0.098031	1.0558	0.14662
12	-0.403694	-4.3479	1.5e-05
13	0.131915	1.4208	0.079034
14	-0.10595	-1.1411	0.128087
15	-0.028626	-0.3083	0.3792
16	-0.04992	-0.5377	0.295922
17	-0.142396	-1.5336	0.063919
18	0.032074	0.3454	0.365194
19	0.151938	1.6364	0.052231
20	-0.019841	-0.2137	0.41558
21	0.158096	1.7027	0.045647

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 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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