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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 07 Dec 2010 19:13:31 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/07/t12917491271olihy5zbaytkgm.htm/, Retrieved Sat, 04 May 2024 02:47:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106651, Retrieved Sat, 04 May 2024 02:47:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact122

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [Workshop 9: ACF] [2010-12-04 15:14:11] [87d60b8864dc39f7ed759c345edfb471]
-   P   [(Partial) Autocorrelation Function] [Workshop 9: ACF D=1] [2010-12-04 15:33:20] [87d60b8864dc39f7ed759c345edfb471]
-    D    [(Partial) Autocorrelation Function] [] [2010-12-07 08:51:07] [1251ac2db27b84d4a3ba43449388906b]
-    D        [(Partial) Autocorrelation Function] [computation 3] [2010-12-07 19:13:31] [4f70e6cd0867f10d298e58e8e27859b5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
46
61
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
64

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106651&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106651&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106651&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0135670.10510.458327
20.0373450.28930.386685
3-0.112831-0.8740.192807
4-0.054997-0.4260.335813
5-0.100539-0.77880.219588
6-0.054178-0.41970.338115
70.029890.23150.408847
80.0318630.24680.402948
9-0.006407-0.04960.480292
100.0653870.50650.307186
110.161971.25460.107242
12-0.375694-2.91010.002531
13-0.099095-0.76760.222871
14-0.018046-0.13980.444649
150.0150430.11650.453814
16-0.032456-0.25140.401179
17-0.045505-0.35250.362857
180.0476820.36930.356585

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.013567 & 0.1051 & 0.458327 \tabularnewline
2 & 0.037345 & 0.2893 & 0.386685 \tabularnewline
3 & -0.112831 & -0.874 & 0.192807 \tabularnewline
4 & -0.054997 & -0.426 & 0.335813 \tabularnewline
5 & -0.100539 & -0.7788 & 0.219588 \tabularnewline
6 & -0.054178 & -0.4197 & 0.338115 \tabularnewline
7 & 0.02989 & 0.2315 & 0.408847 \tabularnewline
8 & 0.031863 & 0.2468 & 0.402948 \tabularnewline
9 & -0.006407 & -0.0496 & 0.480292 \tabularnewline
10 & 0.065387 & 0.5065 & 0.307186 \tabularnewline
11 & 0.16197 & 1.2546 & 0.107242 \tabularnewline
12 & -0.375694 & -2.9101 & 0.002531 \tabularnewline
13 & -0.099095 & -0.7676 & 0.222871 \tabularnewline
14 & -0.018046 & -0.1398 & 0.444649 \tabularnewline
15 & 0.015043 & 0.1165 & 0.453814 \tabularnewline
16 & -0.032456 & -0.2514 & 0.401179 \tabularnewline
17 & -0.045505 & -0.3525 & 0.362857 \tabularnewline
18 & 0.047682 & 0.3693 & 0.356585 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106651&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]0.013567[/C][C]0.1051[/C][C]0.458327[/C][/ROW]
[ROW][C]2[/C][C]0.037345[/C][C]0.2893[/C][C]0.386685[/C][/ROW]
[ROW][C]3[/C][C]-0.112831[/C][C]-0.874[/C][C]0.192807[/C][/ROW]
[ROW][C]4[/C][C]-0.054997[/C][C]-0.426[/C][C]0.335813[/C][/ROW]
[ROW][C]5[/C][C]-0.100539[/C][C]-0.7788[/C][C]0.219588[/C][/ROW]
[ROW][C]6[/C][C]-0.054178[/C][C]-0.4197[/C][C]0.338115[/C][/ROW]
[ROW][C]7[/C][C]0.02989[/C][C]0.2315[/C][C]0.408847[/C][/ROW]
[ROW][C]8[/C][C]0.031863[/C][C]0.2468[/C][C]0.402948[/C][/ROW]
[ROW][C]9[/C][C]-0.006407[/C][C]-0.0496[/C][C]0.480292[/C][/ROW]
[ROW][C]10[/C][C]0.065387[/C][C]0.5065[/C][C]0.307186[/C][/ROW]
[ROW][C]11[/C][C]0.16197[/C][C]1.2546[/C][C]0.107242[/C][/ROW]
[ROW][C]12[/C][C]-0.375694[/C][C]-2.9101[/C][C]0.002531[/C][/ROW]
[ROW][C]13[/C][C]-0.099095[/C][C]-0.7676[/C][C]0.222871[/C][/ROW]
[ROW][C]14[/C][C]-0.018046[/C][C]-0.1398[/C][C]0.444649[/C][/ROW]
[ROW][C]15[/C][C]0.015043[/C][C]0.1165[/C][C]0.453814[/C][/ROW]
[ROW][C]16[/C][C]-0.032456[/C][C]-0.2514[/C][C]0.401179[/C][/ROW]
[ROW][C]17[/C][C]-0.045505[/C][C]-0.3525[/C][C]0.362857[/C][/ROW]
[ROW][C]18[/C][C]0.047682[/C][C]0.3693[/C][C]0.356585[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106651&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106651&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.0135670.10510.458327
20.0373450.28930.386685
3-0.112831-0.8740.192807
4-0.054997-0.4260.335813
5-0.100539-0.77880.219588
6-0.054178-0.41970.338115
70.029890.23150.408847
80.0318630.24680.402948
9-0.006407-0.04960.480292
100.0653870.50650.307186
110.161971.25460.107242
12-0.375694-2.91010.002531
13-0.099095-0.76760.222871
14-0.018046-0.13980.444649
150.0150430.11650.453814
16-0.032456-0.25140.401179
17-0.045505-0.35250.362857
180.0476820.36930.356585






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0135670.10510.458327
20.0371680.28790.387208
3-0.114001-0.8830.190367
4-0.053724-0.41610.339396
5-0.091975-0.71240.239477
6-0.062612-0.4850.314725
70.0255370.19780.421932
80.0111290.08620.465794
9-0.03248-0.25160.401109
100.0569840.44140.330257
110.1648981.27730.10321
12-0.404067-3.12990.00135
13-0.08786-0.68060.249383
140.0856310.66330.25484
15-0.061928-0.47970.316594
16-0.080655-0.62480.267251
17-0.105153-0.81450.209287
18-0.015169-0.11750.45343

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.013567 & 0.1051 & 0.458327 \tabularnewline
2 & 0.037168 & 0.2879 & 0.387208 \tabularnewline
3 & -0.114001 & -0.883 & 0.190367 \tabularnewline
4 & -0.053724 & -0.4161 & 0.339396 \tabularnewline
5 & -0.091975 & -0.7124 & 0.239477 \tabularnewline
6 & -0.062612 & -0.485 & 0.314725 \tabularnewline
7 & 0.025537 & 0.1978 & 0.421932 \tabularnewline
8 & 0.011129 & 0.0862 & 0.465794 \tabularnewline
9 & -0.03248 & -0.2516 & 0.401109 \tabularnewline
10 & 0.056984 & 0.4414 & 0.330257 \tabularnewline
11 & 0.164898 & 1.2773 & 0.10321 \tabularnewline
12 & -0.404067 & -3.1299 & 0.00135 \tabularnewline
13 & -0.08786 & -0.6806 & 0.249383 \tabularnewline
14 & 0.085631 & 0.6633 & 0.25484 \tabularnewline
15 & -0.061928 & -0.4797 & 0.316594 \tabularnewline
16 & -0.080655 & -0.6248 & 0.267251 \tabularnewline
17 & -0.105153 & -0.8145 & 0.209287 \tabularnewline
18 & -0.015169 & -0.1175 & 0.45343 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106651&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]0.013567[/C][C]0.1051[/C][C]0.458327[/C][/ROW]
[ROW][C]2[/C][C]0.037168[/C][C]0.2879[/C][C]0.387208[/C][/ROW]
[ROW][C]3[/C][C]-0.114001[/C][C]-0.883[/C][C]0.190367[/C][/ROW]
[ROW][C]4[/C][C]-0.053724[/C][C]-0.4161[/C][C]0.339396[/C][/ROW]
[ROW][C]5[/C][C]-0.091975[/C][C]-0.7124[/C][C]0.239477[/C][/ROW]
[ROW][C]6[/C][C]-0.062612[/C][C]-0.485[/C][C]0.314725[/C][/ROW]
[ROW][C]7[/C][C]0.025537[/C][C]0.1978[/C][C]0.421932[/C][/ROW]
[ROW][C]8[/C][C]0.011129[/C][C]0.0862[/C][C]0.465794[/C][/ROW]
[ROW][C]9[/C][C]-0.03248[/C][C]-0.2516[/C][C]0.401109[/C][/ROW]
[ROW][C]10[/C][C]0.056984[/C][C]0.4414[/C][C]0.330257[/C][/ROW]
[ROW][C]11[/C][C]0.164898[/C][C]1.2773[/C][C]0.10321[/C][/ROW]
[ROW][C]12[/C][C]-0.404067[/C][C]-3.1299[/C][C]0.00135[/C][/ROW]
[ROW][C]13[/C][C]-0.08786[/C][C]-0.6806[/C][C]0.249383[/C][/ROW]
[ROW][C]14[/C][C]0.085631[/C][C]0.6633[/C][C]0.25484[/C][/ROW]
[ROW][C]15[/C][C]-0.061928[/C][C]-0.4797[/C][C]0.316594[/C][/ROW]
[ROW][C]16[/C][C]-0.080655[/C][C]-0.6248[/C][C]0.267251[/C][/ROW]
[ROW][C]17[/C][C]-0.105153[/C][C]-0.8145[/C][C]0.209287[/C][/ROW]
[ROW][C]18[/C][C]-0.015169[/C][C]-0.1175[/C][C]0.45343[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106651&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106651&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.0135670.10510.458327
20.0371680.28790.387208
3-0.114001-0.8830.190367
4-0.053724-0.41610.339396
5-0.091975-0.71240.239477
6-0.062612-0.4850.314725
70.0255370.19780.421932
80.0111290.08620.465794
9-0.03248-0.25160.401109
100.0569840.44140.330257
110.1648981.27730.10321
12-0.404067-3.12990.00135
13-0.08786-0.68060.249383
140.0856310.66330.25484
15-0.061928-0.47970.316594
16-0.080655-0.62480.267251
17-0.105153-0.81450.209287
18-0.015169-0.11750.45343


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; 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')