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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 computationFri, 25 Nov 2016 19:31:14 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Nov/25/t1480098999f22s1blg6a0yczl.htm/, Retrieved Sun, 19 May 2024 01:59:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=297104, Retrieved Sun, 19 May 2024 01:59:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact46

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] [(Partial) Autocor...] [2016-11-25 18:31:14] [4c05fa0998bf98e29c2e453b139976f4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2954.4
1769.7
1509.9
2257.2
3433.2
2083.8
1664.7
2463.3
3995.4
2447.4
2042.7
3198.6
4935.3
3024
2573.7
3957.9
5640.6
3630
3028.2
4534.2
6815.1
3962.4
3236.4
4946.1
6911.7
4376.1
3276
5187
7664.1
4283.7
3254.7
5046.6
7470.6
3655.8
2937.3
4923.9
6344.7
2981.7
2114.7
3919.5
5380.8
2661
1935.9
3669.9
5669.7
2508.9
1911.6
3758.1
5597.7
2573.4
1916.7
4160.1
5292.6
2547
1850.4
3855.6

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297104&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297104&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297104&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2855142.13660.018507
2-0.306447-2.29320.012805
30.2478141.85450.03447
40.8782316.57210
50.1801831.34840.091485
6-0.37366-2.79620.003536
70.148081.10810.136272
80.7073085.2931e-06
90.046210.34580.365392
10-0.464327-3.47470.000497
110.0183590.13740.445608
120.5273723.94650.000112

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.285514 & 2.1366 & 0.018507 \tabularnewline
2 & -0.306447 & -2.2932 & 0.012805 \tabularnewline
3 & 0.247814 & 1.8545 & 0.03447 \tabularnewline
4 & 0.878231 & 6.5721 & 0 \tabularnewline
5 & 0.180183 & 1.3484 & 0.091485 \tabularnewline
6 & -0.37366 & -2.7962 & 0.003536 \tabularnewline
7 & 0.14808 & 1.1081 & 0.136272 \tabularnewline
8 & 0.707308 & 5.293 & 1e-06 \tabularnewline
9 & 0.04621 & 0.3458 & 0.365392 \tabularnewline
10 & -0.464327 & -3.4747 & 0.000497 \tabularnewline
11 & 0.018359 & 0.1374 & 0.445608 \tabularnewline
12 & 0.527372 & 3.9465 & 0.000112 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297104&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]0.285514[/C][C]2.1366[/C][C]0.018507[/C][/ROW]
[ROW][C]2[/C][C]-0.306447[/C][C]-2.2932[/C][C]0.012805[/C][/ROW]
[ROW][C]3[/C][C]0.247814[/C][C]1.8545[/C][C]0.03447[/C][/ROW]
[ROW][C]4[/C][C]0.878231[/C][C]6.5721[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.180183[/C][C]1.3484[/C][C]0.091485[/C][/ROW]
[ROW][C]6[/C][C]-0.37366[/C][C]-2.7962[/C][C]0.003536[/C][/ROW]
[ROW][C]7[/C][C]0.14808[/C][C]1.1081[/C][C]0.136272[/C][/ROW]
[ROW][C]8[/C][C]0.707308[/C][C]5.293[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.04621[/C][C]0.3458[/C][C]0.365392[/C][/ROW]
[ROW][C]10[/C][C]-0.464327[/C][C]-3.4747[/C][C]0.000497[/C][/ROW]
[ROW][C]11[/C][C]0.018359[/C][C]0.1374[/C][C]0.445608[/C][/ROW]
[ROW][C]12[/C][C]0.527372[/C][C]3.9465[/C][C]0.000112[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297104&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297104&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
10.2855142.13660.018507
2-0.306447-2.29320.012805
30.2478141.85450.03447
40.8782316.57210
50.1801831.34840.091485
6-0.37366-2.79620.003536
70.148081.10810.136272
80.7073085.2931e-06
90.046210.34580.365392
10-0.464327-3.47470.000497
110.0183590.13740.445608
120.5273723.94650.000112






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2855142.13660.018507
2-0.422398-3.16090.001269
30.6531454.88774e-06
40.7210935.39621e-06
5-0.549106-4.10916.5e-05
60.048040.35950.360287
7-0.247624-1.8530.034574
8-0.058351-0.43670.332018
9-0.048802-0.36520.358169
10-0.10083-0.75450.226843
11-0.145334-1.08760.14072
12-0.004761-0.03560.485853

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.285514 & 2.1366 & 0.018507 \tabularnewline
2 & -0.422398 & -3.1609 & 0.001269 \tabularnewline
3 & 0.653145 & 4.8877 & 4e-06 \tabularnewline
4 & 0.721093 & 5.3962 & 1e-06 \tabularnewline
5 & -0.549106 & -4.1091 & 6.5e-05 \tabularnewline
6 & 0.04804 & 0.3595 & 0.360287 \tabularnewline
7 & -0.247624 & -1.853 & 0.034574 \tabularnewline
8 & -0.058351 & -0.4367 & 0.332018 \tabularnewline
9 & -0.048802 & -0.3652 & 0.358169 \tabularnewline
10 & -0.10083 & -0.7545 & 0.226843 \tabularnewline
11 & -0.145334 & -1.0876 & 0.14072 \tabularnewline
12 & -0.004761 & -0.0356 & 0.485853 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297104&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]0.285514[/C][C]2.1366[/C][C]0.018507[/C][/ROW]
[ROW][C]2[/C][C]-0.422398[/C][C]-3.1609[/C][C]0.001269[/C][/ROW]
[ROW][C]3[/C][C]0.653145[/C][C]4.8877[/C][C]4e-06[/C][/ROW]
[ROW][C]4[/C][C]0.721093[/C][C]5.3962[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.549106[/C][C]-4.1091[/C][C]6.5e-05[/C][/ROW]
[ROW][C]6[/C][C]0.04804[/C][C]0.3595[/C][C]0.360287[/C][/ROW]
[ROW][C]7[/C][C]-0.247624[/C][C]-1.853[/C][C]0.034574[/C][/ROW]
[ROW][C]8[/C][C]-0.058351[/C][C]-0.4367[/C][C]0.332018[/C][/ROW]
[ROW][C]9[/C][C]-0.048802[/C][C]-0.3652[/C][C]0.358169[/C][/ROW]
[ROW][C]10[/C][C]-0.10083[/C][C]-0.7545[/C][C]0.226843[/C][/ROW]
[ROW][C]11[/C][C]-0.145334[/C][C]-1.0876[/C][C]0.14072[/C][/ROW]
[ROW][C]12[/C][C]-0.004761[/C][C]-0.0356[/C][C]0.485853[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297104&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297104&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
10.2855142.13660.018507
2-0.422398-3.16090.001269
30.6531454.88774e-06
40.7210935.39621e-06
5-0.549106-4.10916.5e-05
60.048040.35950.360287
7-0.247624-1.8530.034574
8-0.058351-0.43670.332018
9-0.048802-0.36520.358169
10-0.10083-0.75450.226843
11-0.145334-1.08760.14072
12-0.004761-0.03560.485853


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par4 = 12 ;
Parameters (R input):
par1 = 12 ; 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):
par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '1'
par3 <- '1'
par2 <- '1'
par1 <- '12'
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 (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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,'ACF(k)',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,'PACF(k)',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')