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

Tue, 14 Dec 2010 12:56:07 +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/14/t1292331298i7tmek8eoh43anv.htm/, Retrieved Thu, 02 May 2024 22:42:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109537, Retrieved Thu, 02 May 2024 22:42:58 +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

114

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]
-    D      [(Partial) Autocorrelation Function] [] [2010-12-14 12:56:07] [6ca9362bade14820cda7467b7288bbb3] [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=109537&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=109537&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109537&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	0.8889	6.9425	0
2	0.709946	5.5449	0
3	0.590474	4.6117	1e-05
4	0.556337	4.3451	2.7e-05
5	0.573054	4.4757	1.7e-05
6	0.576368	4.5016	1.5e-05
7	0.516025	4.0303	7.9e-05
8	0.435579	3.402	0.000593
9	0.394294	3.0795	0.001553
10	0.427192	3.3365	0.000724
11	0.510906	3.9903	9e-05
12	0.532144	4.1562	5.1e-05
13	0.396682	3.0982	0.001471
14	0.215166	1.6805	0.048987
15	0.092378	0.7215	0.23668
16	0.041718	0.3258	0.372835
17	0.03481	0.2719	0.393319

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.8889 & 6.9425 & 0 \tabularnewline
2 & 0.709946 & 5.5449 & 0 \tabularnewline
3 & 0.590474 & 4.6117 & 1e-05 \tabularnewline
4 & 0.556337 & 4.3451 & 2.7e-05 \tabularnewline
5 & 0.573054 & 4.4757 & 1.7e-05 \tabularnewline
6 & 0.576368 & 4.5016 & 1.5e-05 \tabularnewline
7 & 0.516025 & 4.0303 & 7.9e-05 \tabularnewline
8 & 0.435579 & 3.402 & 0.000593 \tabularnewline
9 & 0.394294 & 3.0795 & 0.001553 \tabularnewline
10 & 0.427192 & 3.3365 & 0.000724 \tabularnewline
11 & 0.510906 & 3.9903 & 9e-05 \tabularnewline
12 & 0.532144 & 4.1562 & 5.1e-05 \tabularnewline
13 & 0.396682 & 3.0982 & 0.001471 \tabularnewline
14 & 0.215166 & 1.6805 & 0.048987 \tabularnewline
15 & 0.092378 & 0.7215 & 0.23668 \tabularnewline
16 & 0.041718 & 0.3258 & 0.372835 \tabularnewline
17 & 0.03481 & 0.2719 & 0.393319 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109537&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]0.8889[/C][C]6.9425[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.709946[/C][C]5.5449[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.590474[/C][C]4.6117[/C][C]1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.556337[/C][C]4.3451[/C][C]2.7e-05[/C][/ROW]
[ROW][C]5[/C][C]0.573054[/C][C]4.4757[/C][C]1.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.576368[/C][C]4.5016[/C][C]1.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.516025[/C][C]4.0303[/C][C]7.9e-05[/C][/ROW]
[ROW][C]8[/C][C]0.435579[/C][C]3.402[/C][C]0.000593[/C][/ROW]
[ROW][C]9[/C][C]0.394294[/C][C]3.0795[/C][C]0.001553[/C][/ROW]
[ROW][C]10[/C][C]0.427192[/C][C]3.3365[/C][C]0.000724[/C][/ROW]
[ROW][C]11[/C][C]0.510906[/C][C]3.9903[/C][C]9e-05[/C][/ROW]
[ROW][C]12[/C][C]0.532144[/C][C]4.1562[/C][C]5.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.396682[/C][C]3.0982[/C][C]0.001471[/C][/ROW]
[ROW][C]14[/C][C]0.215166[/C][C]1.6805[/C][C]0.048987[/C][/ROW]
[ROW][C]15[/C][C]0.092378[/C][C]0.7215[/C][C]0.23668[/C][/ROW]
[ROW][C]16[/C][C]0.041718[/C][C]0.3258[/C][C]0.372835[/C][/ROW]
[ROW][C]17[/C][C]0.03481[/C][C]0.2719[/C][C]0.393319[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109537&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109537&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	0.8889	6.9425	0
2	0.709946	5.5449	0
3	0.590474	4.6117	1e-05
4	0.556337	4.3451	2.7e-05
5	0.573054	4.4757	1.7e-05
6	0.576368	4.5016	1.5e-05
7	0.516025	4.0303	7.9e-05
8	0.435579	3.402	0.000593
9	0.394294	3.0795	0.001553
10	0.427192	3.3365	0.000724
11	0.510906	3.9903	9e-05
12	0.532144	4.1562	5.1e-05
13	0.396682	3.0982	0.001471
14	0.215166	1.6805	0.048987
15	0.092378	0.7215	0.23668
16	0.041718	0.3258	0.372835
17	0.03481	0.2719	0.393319

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.8889	6.9425	0
2	-0.38215	-2.9847	0.00204
3	0.323269	2.5248	0.007096
4	0.148666	1.1611	0.125058
5	0.129755	1.0134	0.157432
6	-0.03709	-0.2897	0.38652
7	-0.153874	-1.2018	0.117045
8	0.104625	0.8171	0.208512
9	0.078151	0.6104	0.271939
10	0.221622	1.7309	0.04426
11	0.155715	1.2162	0.114302
12	-0.281126	-2.1957	0.015965
13	-0.537125	-4.1951	4.5e-05
14	0.076203	0.5952	0.276966
15	-0.059172	-0.4621	0.322809
16	-0.164737	-1.2866	0.101542
17	-0.079567	-0.6214	0.268313

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.8889 & 6.9425 & 0 \tabularnewline
2 & -0.38215 & -2.9847 & 0.00204 \tabularnewline
3 & 0.323269 & 2.5248 & 0.007096 \tabularnewline
4 & 0.148666 & 1.1611 & 0.125058 \tabularnewline
5 & 0.129755 & 1.0134 & 0.157432 \tabularnewline
6 & -0.03709 & -0.2897 & 0.38652 \tabularnewline
7 & -0.153874 & -1.2018 & 0.117045 \tabularnewline
8 & 0.104625 & 0.8171 & 0.208512 \tabularnewline
9 & 0.078151 & 0.6104 & 0.271939 \tabularnewline
10 & 0.221622 & 1.7309 & 0.04426 \tabularnewline
11 & 0.155715 & 1.2162 & 0.114302 \tabularnewline
12 & -0.281126 & -2.1957 & 0.015965 \tabularnewline
13 & -0.537125 & -4.1951 & 4.5e-05 \tabularnewline
14 & 0.076203 & 0.5952 & 0.276966 \tabularnewline
15 & -0.059172 & -0.4621 & 0.322809 \tabularnewline
16 & -0.164737 & -1.2866 & 0.101542 \tabularnewline
17 & -0.079567 & -0.6214 & 0.268313 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109537&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]0.8889[/C][C]6.9425[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.38215[/C][C]-2.9847[/C][C]0.00204[/C][/ROW]
[ROW][C]3[/C][C]0.323269[/C][C]2.5248[/C][C]0.007096[/C][/ROW]
[ROW][C]4[/C][C]0.148666[/C][C]1.1611[/C][C]0.125058[/C][/ROW]
[ROW][C]5[/C][C]0.129755[/C][C]1.0134[/C][C]0.157432[/C][/ROW]
[ROW][C]6[/C][C]-0.03709[/C][C]-0.2897[/C][C]0.38652[/C][/ROW]
[ROW][C]7[/C][C]-0.153874[/C][C]-1.2018[/C][C]0.117045[/C][/ROW]
[ROW][C]8[/C][C]0.104625[/C][C]0.8171[/C][C]0.208512[/C][/ROW]
[ROW][C]9[/C][C]0.078151[/C][C]0.6104[/C][C]0.271939[/C][/ROW]
[ROW][C]10[/C][C]0.221622[/C][C]1.7309[/C][C]0.04426[/C][/ROW]
[ROW][C]11[/C][C]0.155715[/C][C]1.2162[/C][C]0.114302[/C][/ROW]
[ROW][C]12[/C][C]-0.281126[/C][C]-2.1957[/C][C]0.015965[/C][/ROW]
[ROW][C]13[/C][C]-0.537125[/C][C]-4.1951[/C][C]4.5e-05[/C][/ROW]
[ROW][C]14[/C][C]0.076203[/C][C]0.5952[/C][C]0.276966[/C][/ROW]
[ROW][C]15[/C][C]-0.059172[/C][C]-0.4621[/C][C]0.322809[/C][/ROW]
[ROW][C]16[/C][C]-0.164737[/C][C]-1.2866[/C][C]0.101542[/C][/ROW]
[ROW][C]17[/C][C]-0.079567[/C][C]-0.6214[/C][C]0.268313[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109537&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109537&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	0.8889	6.9425	0
2	-0.38215	-2.9847	0.00204
3	0.323269	2.5248	0.007096
4	0.148666	1.1611	0.125058
5	0.129755	1.0134	0.157432
6	-0.03709	-0.2897	0.38652
7	-0.153874	-1.2018	0.117045
8	0.104625	0.8171	0.208512
9	0.078151	0.6104	0.271939
10	0.221622	1.7309	0.04426
11	0.155715	1.2162	0.114302
12	-0.281126	-2.1957	0.015965
13	-0.537125	-4.1951	4.5e-05
14	0.076203	0.5952	0.276966
15	-0.059172	-0.4621	0.322809
16	-0.164737	-1.2866	0.101542
17	-0.079567	-0.6214	0.268313

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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