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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 computationSun, 26 Dec 2010 15:52:58 +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/26/t12933786354gdnwmm9a5ebi7r.htm/, Retrieved Mon, 06 May 2024 18:36:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115679, Retrieved Mon, 06 May 2024 18:36:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact130

Tree of Dependent Computations

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         [Standard Deviation-Mean Plot] [Births] [2010-11-29 10:52:49] [b98453cac15ba1066b407e146608df68]
- RMP           [(Partial) Autocorrelation Function] [WS6 - autocorrelatie] [2010-12-14 19:09:35] [8ed0bd3560b9ca2814a2ed0a29182575]
-   PD              [(Partial) Autocorrelation Function] [Partial autocorre...] [2010-12-26 15:52:58] [c9d5faca36bd2ada281161976df30bf1] [Current]
-    D                [(Partial) Autocorrelation Function] [Partial autocorre...] [2010-12-26 15:54:08] [8ed0bd3560b9ca2814a2ed0a29182575]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7,4271
7,7662
7,6289
7,5281
7,3831
7,2355
7,0617
7,1237
7,4533
7,5411
7,4978
7,3525
7,3862
7,311
7,2013
7,249
7,3321
7,59
7,9082
8,2123
8,0929
8,118
8,1206
8,2883
8,4281
8,7917
8,9168
8,9446
8,9786
9,5862
9,6533
9,4125
9,2195
9,2882
9,6774
9,6857
10,1688
10,4399
10,4675
10,149
9,9163
9,9268
10,0529
10,1622
10,083
10,1134
10,3423
10,7536
11,0967
10,8588
10,7719
10,9262
10,708
10,5062
10,0683
9,8954
9,9589
9,9177
9,7189
9,5273
9,5746
9,763
9,6117
9,6581
9,8361
10,2353
10,1285
10,1347
10,2141
10,0971
9,9651
10,1286
10,3356
10,1238
10,1326
10,2467
10,44
10,3689
10,2415
10,3899
10,3162
10,4533
10,6741
10,8957
10,7404
10,6568
10,5682
10,9833
11,0237
10,8462
10,7287
10,7809
10,2609
9,8252
9,1071
8,695
9,2205
9,0496
8,7406
8,921
9,011
9,3157
9,5786
9,6246
9,7485
9,9431
10,1152
10,1827
9,9777
9,7436
9,3462
9,2623
9,1505
8,5794
8,3245
8,6538
8,752
8,8104
9,2665
9,0895

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=115679&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=115679&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115679&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.96398710.55990
20.91907110.06790
30.8723479.55610
40.8227349.01260
50.7675948.40860
60.7091057.76790
70.6532487.1560
80.6067746.64690
90.5688316.23120
100.5329535.83820
110.4992285.46880
120.4650385.09421e-06
130.4362544.77893e-06
140.4093394.48418e-06
150.3794734.15693e-05
160.3464813.79550.000116
170.3110463.40730.000447
180.2746693.00880.001598
190.2360542.58580.005455
200.1923462.1070.018598

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.963987 & 10.5599 & 0 \tabularnewline
2 & 0.919071 & 10.0679 & 0 \tabularnewline
3 & 0.872347 & 9.5561 & 0 \tabularnewline
4 & 0.822734 & 9.0126 & 0 \tabularnewline
5 & 0.767594 & 8.4086 & 0 \tabularnewline
6 & 0.709105 & 7.7679 & 0 \tabularnewline
7 & 0.653248 & 7.156 & 0 \tabularnewline
8 & 0.606774 & 6.6469 & 0 \tabularnewline
9 & 0.568831 & 6.2312 & 0 \tabularnewline
10 & 0.532953 & 5.8382 & 0 \tabularnewline
11 & 0.499228 & 5.4688 & 0 \tabularnewline
12 & 0.465038 & 5.0942 & 1e-06 \tabularnewline
13 & 0.436254 & 4.7789 & 3e-06 \tabularnewline
14 & 0.409339 & 4.4841 & 8e-06 \tabularnewline
15 & 0.379473 & 4.1569 & 3e-05 \tabularnewline
16 & 0.346481 & 3.7955 & 0.000116 \tabularnewline
17 & 0.311046 & 3.4073 & 0.000447 \tabularnewline
18 & 0.274669 & 3.0088 & 0.001598 \tabularnewline
19 & 0.236054 & 2.5858 & 0.005455 \tabularnewline
20 & 0.192346 & 2.107 & 0.018598 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115679&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]0.963987[/C][C]10.5599[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.919071[/C][C]10.0679[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.872347[/C][C]9.5561[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.822734[/C][C]9.0126[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.767594[/C][C]8.4086[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.709105[/C][C]7.7679[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.653248[/C][C]7.156[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.606774[/C][C]6.6469[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.568831[/C][C]6.2312[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.532953[/C][C]5.8382[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.499228[/C][C]5.4688[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.465038[/C][C]5.0942[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.436254[/C][C]4.7789[/C][C]3e-06[/C][/ROW]
[ROW][C]14[/C][C]0.409339[/C][C]4.4841[/C][C]8e-06[/C][/ROW]
[ROW][C]15[/C][C]0.379473[/C][C]4.1569[/C][C]3e-05[/C][/ROW]
[ROW][C]16[/C][C]0.346481[/C][C]3.7955[/C][C]0.000116[/C][/ROW]
[ROW][C]17[/C][C]0.311046[/C][C]3.4073[/C][C]0.000447[/C][/ROW]
[ROW][C]18[/C][C]0.274669[/C][C]3.0088[/C][C]0.001598[/C][/ROW]
[ROW][C]19[/C][C]0.236054[/C][C]2.5858[/C][C]0.005455[/C][/ROW]
[ROW][C]20[/C][C]0.192346[/C][C]2.107[/C][C]0.018598[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115679&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115679&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
10.96398710.55990
20.91907110.06790
30.8723479.55610
40.8227349.01260
50.7675948.40860
60.7091057.76790
70.6532487.1560
80.6067746.64690
90.5688316.23120
100.5329535.83820
110.4992285.46880
120.4650385.09421e-06
130.4362544.77893e-06
140.4093394.48418e-06
150.3794734.15693e-05
160.3464813.79550.000116
170.3110463.40730.000447
180.2746693.00880.001598
190.2360542.58580.005455
200.1923462.1070.018598






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.96398710.55990
2-0.144212-1.57980.058397
3-0.034287-0.37560.353939
4-0.062457-0.68420.247588
5-0.098084-1.07450.142386
6-0.062496-0.68460.247455
70.0153580.16820.433337
80.0995211.09020.138906
90.0748740.82020.206863
10-0.017954-0.19670.422206
11-0.012531-0.13730.445525
12-0.067462-0.7390.230671
130.0307780.33720.368295
14-0.013599-0.1490.440912
15-0.051004-0.55870.288698
16-0.038825-0.42530.335688
17-0.048501-0.53130.298097
18-0.035095-0.38440.350664
19-0.051982-0.56940.285062
20-0.081313-0.89070.187425

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.963987 & 10.5599 & 0 \tabularnewline
2 & -0.144212 & -1.5798 & 0.058397 \tabularnewline
3 & -0.034287 & -0.3756 & 0.353939 \tabularnewline
4 & -0.062457 & -0.6842 & 0.247588 \tabularnewline
5 & -0.098084 & -1.0745 & 0.142386 \tabularnewline
6 & -0.062496 & -0.6846 & 0.247455 \tabularnewline
7 & 0.015358 & 0.1682 & 0.433337 \tabularnewline
8 & 0.099521 & 1.0902 & 0.138906 \tabularnewline
9 & 0.074874 & 0.8202 & 0.206863 \tabularnewline
10 & -0.017954 & -0.1967 & 0.422206 \tabularnewline
11 & -0.012531 & -0.1373 & 0.445525 \tabularnewline
12 & -0.067462 & -0.739 & 0.230671 \tabularnewline
13 & 0.030778 & 0.3372 & 0.368295 \tabularnewline
14 & -0.013599 & -0.149 & 0.440912 \tabularnewline
15 & -0.051004 & -0.5587 & 0.288698 \tabularnewline
16 & -0.038825 & -0.4253 & 0.335688 \tabularnewline
17 & -0.048501 & -0.5313 & 0.298097 \tabularnewline
18 & -0.035095 & -0.3844 & 0.350664 \tabularnewline
19 & -0.051982 & -0.5694 & 0.285062 \tabularnewline
20 & -0.081313 & -0.8907 & 0.187425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115679&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]0.963987[/C][C]10.5599[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.144212[/C][C]-1.5798[/C][C]0.058397[/C][/ROW]
[ROW][C]3[/C][C]-0.034287[/C][C]-0.3756[/C][C]0.353939[/C][/ROW]
[ROW][C]4[/C][C]-0.062457[/C][C]-0.6842[/C][C]0.247588[/C][/ROW]
[ROW][C]5[/C][C]-0.098084[/C][C]-1.0745[/C][C]0.142386[/C][/ROW]
[ROW][C]6[/C][C]-0.062496[/C][C]-0.6846[/C][C]0.247455[/C][/ROW]
[ROW][C]7[/C][C]0.015358[/C][C]0.1682[/C][C]0.433337[/C][/ROW]
[ROW][C]8[/C][C]0.099521[/C][C]1.0902[/C][C]0.138906[/C][/ROW]
[ROW][C]9[/C][C]0.074874[/C][C]0.8202[/C][C]0.206863[/C][/ROW]
[ROW][C]10[/C][C]-0.017954[/C][C]-0.1967[/C][C]0.422206[/C][/ROW]
[ROW][C]11[/C][C]-0.012531[/C][C]-0.1373[/C][C]0.445525[/C][/ROW]
[ROW][C]12[/C][C]-0.067462[/C][C]-0.739[/C][C]0.230671[/C][/ROW]
[ROW][C]13[/C][C]0.030778[/C][C]0.3372[/C][C]0.368295[/C][/ROW]
[ROW][C]14[/C][C]-0.013599[/C][C]-0.149[/C][C]0.440912[/C][/ROW]
[ROW][C]15[/C][C]-0.051004[/C][C]-0.5587[/C][C]0.288698[/C][/ROW]
[ROW][C]16[/C][C]-0.038825[/C][C]-0.4253[/C][C]0.335688[/C][/ROW]
[ROW][C]17[/C][C]-0.048501[/C][C]-0.5313[/C][C]0.298097[/C][/ROW]
[ROW][C]18[/C][C]-0.035095[/C][C]-0.3844[/C][C]0.350664[/C][/ROW]
[ROW][C]19[/C][C]-0.051982[/C][C]-0.5694[/C][C]0.285062[/C][/ROW]
[ROW][C]20[/C][C]-0.081313[/C][C]-0.8907[/C][C]0.187425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115679&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115679&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
10.96398710.55990
2-0.144212-1.57980.058397
3-0.034287-0.37560.353939
4-0.062457-0.68420.247588
5-0.098084-1.07450.142386
6-0.062496-0.68460.247455
70.0153580.16820.433337
80.0995211.09020.138906
90.0748740.82020.206863
10-0.017954-0.19670.422206
11-0.012531-0.13730.445525
12-0.067462-0.7390.230671
130.0307780.33720.368295
14-0.013599-0.1490.440912
15-0.051004-0.55870.288698
16-0.038825-0.42530.335688
17-0.048501-0.53130.298097
18-0.035095-0.38440.350664
19-0.051982-0.56940.285062
20-0.081313-0.89070.187425


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;
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')