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, 08 Dec 2010 11:00:09 +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/08/t12918059315guqdr3116rigxy.htm/, Retrieved Fri, 03 May 2024 14:09:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106847, Retrieved Fri, 03 May 2024 14:09:00 +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

166

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [ WS 9 : ACF - d=0...] [2010-12-08 10:48:57] [2c786c21adba4dd4c8af44dce5258f06]
-   P               [(Partial) Autocorrelation Function] [ws 9 : ACF d=0 D=1 ] [2010-12-08 11:00:09] [fea2623c21d84eea50328c29ea7301e7] [Current]
-   P                 [(Partial) Autocorrelation Function] [Ws 9 : ACF d=1 D=1 ] [2010-12-08 11:07:30] [2c786c21adba4dd4c8af44dce5258f06] 
-   P                   [(Partial) Autocorrelation Function] [Ws 9 : ACF d=1 D=...] [2010-12-08 14:58:09] [2c786c21adba4dd4c8af44dce5258f06] 
-   P                 [(Partial) Autocorrelation Function] [ws 9 : ACF d=0 D=...] [2010-12-08 14:54:21] [2c786c21adba4dd4c8af44dce5258f06] 
- R PD                  [(Partial) Autocorrelation Function] [] [2011-12-23 14:14:36] [53298c36f9bda1a036c4d70d0e7a311d] 

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	4 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 & 4 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106847&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]4 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=106847&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106847&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	4 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.311112	2.4099	0.009521
2	0.222003	1.7196	0.045328
3	0.283437	2.1955	0.016003
4	0.059262	0.459	0.32393
5	0.187995	1.4562	0.075275
6	0.312276	2.4189	0.009309
7	0.133006	1.0303	0.153512
8	0.396182	3.0688	0.001612
9	0.219589	1.7009	0.047067
10	0.085028	0.6586	0.256329
11	0.210231	1.6284	0.054336
12	-0.101466	-0.786	0.217494
13	-0.123252	-0.9547	0.171778
14	0.179642	1.3915	0.084606
15	0.038103	0.2951	0.384452
16	0.030582	0.2369	0.406776
17	0.118606	0.9187	0.18096
18	-0.021431	-0.166	0.434355

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.311112 & 2.4099 & 0.009521 \tabularnewline
2 & 0.222003 & 1.7196 & 0.045328 \tabularnewline
3 & 0.283437 & 2.1955 & 0.016003 \tabularnewline
4 & 0.059262 & 0.459 & 0.32393 \tabularnewline
5 & 0.187995 & 1.4562 & 0.075275 \tabularnewline
6 & 0.312276 & 2.4189 & 0.009309 \tabularnewline
7 & 0.133006 & 1.0303 & 0.153512 \tabularnewline
8 & 0.396182 & 3.0688 & 0.001612 \tabularnewline
9 & 0.219589 & 1.7009 & 0.047067 \tabularnewline
10 & 0.085028 & 0.6586 & 0.256329 \tabularnewline
11 & 0.210231 & 1.6284 & 0.054336 \tabularnewline
12 & -0.101466 & -0.786 & 0.217494 \tabularnewline
13 & -0.123252 & -0.9547 & 0.171778 \tabularnewline
14 & 0.179642 & 1.3915 & 0.084606 \tabularnewline
15 & 0.038103 & 0.2951 & 0.384452 \tabularnewline
16 & 0.030582 & 0.2369 & 0.406776 \tabularnewline
17 & 0.118606 & 0.9187 & 0.18096 \tabularnewline
18 & -0.021431 & -0.166 & 0.434355 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106847&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]0.311112[/C][C]2.4099[/C][C]0.009521[/C][/ROW]
[ROW][C]2[/C][C]0.222003[/C][C]1.7196[/C][C]0.045328[/C][/ROW]
[ROW][C]3[/C][C]0.283437[/C][C]2.1955[/C][C]0.016003[/C][/ROW]
[ROW][C]4[/C][C]0.059262[/C][C]0.459[/C][C]0.32393[/C][/ROW]
[ROW][C]5[/C][C]0.187995[/C][C]1.4562[/C][C]0.075275[/C][/ROW]
[ROW][C]6[/C][C]0.312276[/C][C]2.4189[/C][C]0.009309[/C][/ROW]
[ROW][C]7[/C][C]0.133006[/C][C]1.0303[/C][C]0.153512[/C][/ROW]
[ROW][C]8[/C][C]0.396182[/C][C]3.0688[/C][C]0.001612[/C][/ROW]
[ROW][C]9[/C][C]0.219589[/C][C]1.7009[/C][C]0.047067[/C][/ROW]
[ROW][C]10[/C][C]0.085028[/C][C]0.6586[/C][C]0.256329[/C][/ROW]
[ROW][C]11[/C][C]0.210231[/C][C]1.6284[/C][C]0.054336[/C][/ROW]
[ROW][C]12[/C][C]-0.101466[/C][C]-0.786[/C][C]0.217494[/C][/ROW]
[ROW][C]13[/C][C]-0.123252[/C][C]-0.9547[/C][C]0.171778[/C][/ROW]
[ROW][C]14[/C][C]0.179642[/C][C]1.3915[/C][C]0.084606[/C][/ROW]
[ROW][C]15[/C][C]0.038103[/C][C]0.2951[/C][C]0.384452[/C][/ROW]
[ROW][C]16[/C][C]0.030582[/C][C]0.2369[/C][C]0.406776[/C][/ROW]
[ROW][C]17[/C][C]0.118606[/C][C]0.9187[/C][C]0.18096[/C][/ROW]
[ROW][C]18[/C][C]-0.021431[/C][C]-0.166[/C][C]0.434355[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106847&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106847&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	0.311112	2.4099	0.009521
2	0.222003	1.7196	0.045328
3	0.283437	2.1955	0.016003
4	0.059262	0.459	0.32393
5	0.187995	1.4562	0.075275
6	0.312276	2.4189	0.009309
7	0.133006	1.0303	0.153512
8	0.396182	3.0688	0.001612
9	0.219589	1.7009	0.047067
10	0.085028	0.6586	0.256329
11	0.210231	1.6284	0.054336
12	-0.101466	-0.786	0.217494
13	-0.123252	-0.9547	0.171778
14	0.179642	1.3915	0.084606
15	0.038103	0.2951	0.384452
16	0.030582	0.2369	0.406776
17	0.118606	0.9187	0.18096
18	-0.021431	-0.166	0.434355

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.311112	2.4099	0.009521
2	0.13863	1.0738	0.1436
3	0.204114	1.5811	0.059561
4	-0.106967	-0.8286	0.205318
5	0.15304	1.1854	0.120258
6	0.220286	1.7063	0.046559
7	-0.017695	-0.1371	0.445718
8	0.310334	2.4038	0.009665
9	-0.056271	-0.4359	0.332246
10	-0.020809	-0.1612	0.436243
11	0.027955	0.2165	0.41465
12	-0.297057	-2.301	0.012441
13	-0.156322	-1.2109	0.115348
14	0.108152	0.8377	0.202751
15	0.029073	0.2252	0.411296
16	-0.133037	-1.0305	0.153456
17	0.026471	0.205	0.419117
18	0.101001	0.7823	0.218544

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.311112 & 2.4099 & 0.009521 \tabularnewline
2 & 0.13863 & 1.0738 & 0.1436 \tabularnewline
3 & 0.204114 & 1.5811 & 0.059561 \tabularnewline
4 & -0.106967 & -0.8286 & 0.205318 \tabularnewline
5 & 0.15304 & 1.1854 & 0.120258 \tabularnewline
6 & 0.220286 & 1.7063 & 0.046559 \tabularnewline
7 & -0.017695 & -0.1371 & 0.445718 \tabularnewline
8 & 0.310334 & 2.4038 & 0.009665 \tabularnewline
9 & -0.056271 & -0.4359 & 0.332246 \tabularnewline
10 & -0.020809 & -0.1612 & 0.436243 \tabularnewline
11 & 0.027955 & 0.2165 & 0.41465 \tabularnewline
12 & -0.297057 & -2.301 & 0.012441 \tabularnewline
13 & -0.156322 & -1.2109 & 0.115348 \tabularnewline
14 & 0.108152 & 0.8377 & 0.202751 \tabularnewline
15 & 0.029073 & 0.2252 & 0.411296 \tabularnewline
16 & -0.133037 & -1.0305 & 0.153456 \tabularnewline
17 & 0.026471 & 0.205 & 0.419117 \tabularnewline
18 & 0.101001 & 0.7823 & 0.218544 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106847&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]0.311112[/C][C]2.4099[/C][C]0.009521[/C][/ROW]
[ROW][C]2[/C][C]0.13863[/C][C]1.0738[/C][C]0.1436[/C][/ROW]
[ROW][C]3[/C][C]0.204114[/C][C]1.5811[/C][C]0.059561[/C][/ROW]
[ROW][C]4[/C][C]-0.106967[/C][C]-0.8286[/C][C]0.205318[/C][/ROW]
[ROW][C]5[/C][C]0.15304[/C][C]1.1854[/C][C]0.120258[/C][/ROW]
[ROW][C]6[/C][C]0.220286[/C][C]1.7063[/C][C]0.046559[/C][/ROW]
[ROW][C]7[/C][C]-0.017695[/C][C]-0.1371[/C][C]0.445718[/C][/ROW]
[ROW][C]8[/C][C]0.310334[/C][C]2.4038[/C][C]0.009665[/C][/ROW]
[ROW][C]9[/C][C]-0.056271[/C][C]-0.4359[/C][C]0.332246[/C][/ROW]
[ROW][C]10[/C][C]-0.020809[/C][C]-0.1612[/C][C]0.436243[/C][/ROW]
[ROW][C]11[/C][C]0.027955[/C][C]0.2165[/C][C]0.41465[/C][/ROW]
[ROW][C]12[/C][C]-0.297057[/C][C]-2.301[/C][C]0.012441[/C][/ROW]
[ROW][C]13[/C][C]-0.156322[/C][C]-1.2109[/C][C]0.115348[/C][/ROW]
[ROW][C]14[/C][C]0.108152[/C][C]0.8377[/C][C]0.202751[/C][/ROW]
[ROW][C]15[/C][C]0.029073[/C][C]0.2252[/C][C]0.411296[/C][/ROW]
[ROW][C]16[/C][C]-0.133037[/C][C]-1.0305[/C][C]0.153456[/C][/ROW]
[ROW][C]17[/C][C]0.026471[/C][C]0.205[/C][C]0.419117[/C][/ROW]
[ROW][C]18[/C][C]0.101001[/C][C]0.7823[/C][C]0.218544[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106847&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106847&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	0.311112	2.4099	0.009521
2	0.13863	1.0738	0.1436
3	0.204114	1.5811	0.059561
4	-0.106967	-0.8286	0.205318
5	0.15304	1.1854	0.120258
6	0.220286	1.7063	0.046559
7	-0.017695	-0.1371	0.445718
8	0.310334	2.4038	0.009665
9	-0.056271	-0.4359	0.332246
10	-0.020809	-0.1612	0.436243
11	0.027955	0.2165	0.41465
12	-0.297057	-2.301	0.012441
13	-0.156322	-1.2109	0.115348
14	0.108152	0.8377	0.202751
15	0.029073	0.2252	0.411296
16	-0.133037	-1.0305	0.153456
17	0.026471	0.205	0.419117
18	0.101001	0.7823	0.218544

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code