Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 01:47:46 -0700

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/2008/Dec/24/t12301085674r8il3l23td4eex.htm/, Retrieved Sat, 18 May 2024 20:43:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36436, Retrieved Sat, 18 May 2024 20:43:09 +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

206

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

-       [(Partial) Autocorrelation Function] [] [2008-12-24 08:47:46] [ba8414dd214a21fbd6c7bde748ac585f] [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	1 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=36436&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=36436&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36436&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.467486	6.4777	0
2	0.275593	3.8187	9e-05
3	0.174018	2.4113	0.00842
4	-0.012176	-0.1687	0.433097
5	-0.141454	-1.96	0.025719
6	-0.25731	-3.5654	0.000229
7	-0.194262	-2.6918	0.003867
8	-0.053692	-0.744	0.228898
9	0.082413	1.1419	0.12745
10	0.138461	1.9186	0.028261
11	0.304	4.2124	1.9e-05
12	0.725363	10.0509	0
13	0.291542	4.0397	3.9e-05
14	0.162365	2.2498	0.012798
15	0.056719	0.7859	0.21644
16	-0.077676	-1.0763	0.141569
17	-0.183311	-2.54	0.005938
18	-0.289358	-4.0095	4.4e-05
19	-0.216249	-2.9964	0.001546
20	-0.088764	-1.23	0.11011
21	0.055534	0.7695	0.221273
22	0.13433	1.8613	0.032113

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.467486 & 6.4777 & 0 \tabularnewline
2 & 0.275593 & 3.8187 & 9e-05 \tabularnewline
3 & 0.174018 & 2.4113 & 0.00842 \tabularnewline
4 & -0.012176 & -0.1687 & 0.433097 \tabularnewline
5 & -0.141454 & -1.96 & 0.025719 \tabularnewline
6 & -0.25731 & -3.5654 & 0.000229 \tabularnewline
7 & -0.194262 & -2.6918 & 0.003867 \tabularnewline
8 & -0.053692 & -0.744 & 0.228898 \tabularnewline
9 & 0.082413 & 1.1419 & 0.12745 \tabularnewline
10 & 0.138461 & 1.9186 & 0.028261 \tabularnewline
11 & 0.304 & 4.2124 & 1.9e-05 \tabularnewline
12 & 0.725363 & 10.0509 & 0 \tabularnewline
13 & 0.291542 & 4.0397 & 3.9e-05 \tabularnewline
14 & 0.162365 & 2.2498 & 0.012798 \tabularnewline
15 & 0.056719 & 0.7859 & 0.21644 \tabularnewline
16 & -0.077676 & -1.0763 & 0.141569 \tabularnewline
17 & -0.183311 & -2.54 & 0.005938 \tabularnewline
18 & -0.289358 & -4.0095 & 4.4e-05 \tabularnewline
19 & -0.216249 & -2.9964 & 0.001546 \tabularnewline
20 & -0.088764 & -1.23 & 0.11011 \tabularnewline
21 & 0.055534 & 0.7695 & 0.221273 \tabularnewline
22 & 0.13433 & 1.8613 & 0.032113 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36436&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]0.467486[/C][C]6.4777[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.275593[/C][C]3.8187[/C][C]9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.174018[/C][C]2.4113[/C][C]0.00842[/C][/ROW]
[ROW][C]4[/C][C]-0.012176[/C][C]-0.1687[/C][C]0.433097[/C][/ROW]
[ROW][C]5[/C][C]-0.141454[/C][C]-1.96[/C][C]0.025719[/C][/ROW]
[ROW][C]6[/C][C]-0.25731[/C][C]-3.5654[/C][C]0.000229[/C][/ROW]
[ROW][C]7[/C][C]-0.194262[/C][C]-2.6918[/C][C]0.003867[/C][/ROW]
[ROW][C]8[/C][C]-0.053692[/C][C]-0.744[/C][C]0.228898[/C][/ROW]
[ROW][C]9[/C][C]0.082413[/C][C]1.1419[/C][C]0.12745[/C][/ROW]
[ROW][C]10[/C][C]0.138461[/C][C]1.9186[/C][C]0.028261[/C][/ROW]
[ROW][C]11[/C][C]0.304[/C][C]4.2124[/C][C]1.9e-05[/C][/ROW]
[ROW][C]12[/C][C]0.725363[/C][C]10.0509[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.291542[/C][C]4.0397[/C][C]3.9e-05[/C][/ROW]
[ROW][C]14[/C][C]0.162365[/C][C]2.2498[/C][C]0.012798[/C][/ROW]
[ROW][C]15[/C][C]0.056719[/C][C]0.7859[/C][C]0.21644[/C][/ROW]
[ROW][C]16[/C][C]-0.077676[/C][C]-1.0763[/C][C]0.141569[/C][/ROW]
[ROW][C]17[/C][C]-0.183311[/C][C]-2.54[/C][C]0.005938[/C][/ROW]
[ROW][C]18[/C][C]-0.289358[/C][C]-4.0095[/C][C]4.4e-05[/C][/ROW]
[ROW][C]19[/C][C]-0.216249[/C][C]-2.9964[/C][C]0.001546[/C][/ROW]
[ROW][C]20[/C][C]-0.088764[/C][C]-1.23[/C][C]0.11011[/C][/ROW]
[ROW][C]21[/C][C]0.055534[/C][C]0.7695[/C][C]0.221273[/C][/ROW]
[ROW][C]22[/C][C]0.13433[/C][C]1.8613[/C][C]0.032113[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36436&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36436&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	0.467486	6.4777	0
2	0.275593	3.8187	9e-05
3	0.174018	2.4113	0.00842
4	-0.012176	-0.1687	0.433097
5	-0.141454	-1.96	0.025719
6	-0.25731	-3.5654	0.000229
7	-0.194262	-2.6918	0.003867
8	-0.053692	-0.744	0.228898
9	0.082413	1.1419	0.12745
10	0.138461	1.9186	0.028261
11	0.304	4.2124	1.9e-05
12	0.725363	10.0509	0
13	0.291542	4.0397	3.9e-05
14	0.162365	2.2498	0.012798
15	0.056719	0.7859	0.21644
16	-0.077676	-1.0763	0.141569
17	-0.183311	-2.54	0.005938
18	-0.289358	-4.0095	4.4e-05
19	-0.216249	-2.9964	0.001546
20	-0.088764	-1.23	0.11011
21	0.055534	0.7695	0.221273
22	0.13433	1.8613	0.032113

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.467486	6.4777	0
2	0.073005	1.0116	0.156506
3	0.026321	0.3647	0.357861
4	-0.150028	-2.0789	0.01948
5	-0.136231	-1.8877	0.030289
6	-0.169674	-2.3511	0.009867
7	0.039216	0.5434	0.293747
8	0.141873	1.9659	0.025379
9	0.165747	2.2967	0.011359
10	0.035965	0.4983	0.309407
11	0.180974	2.5077	0.006491
12	0.64757	8.973	0
13	-0.504615	-6.9922	0
14	-0.080187	-1.1111	0.133957
15	-0.112296	-1.556	0.060674
16	0.106156	1.4709	0.071471
17	-0.098424	-1.3638	0.087113
18	0.079099	1.096	0.137219
19	0.046886	0.6497	0.25834
20	-0.075583	-1.0473	0.148138
21	0.11179	1.549	0.061514
22	0.145742	2.0195	0.022415

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.467486 & 6.4777 & 0 \tabularnewline
2 & 0.073005 & 1.0116 & 0.156506 \tabularnewline
3 & 0.026321 & 0.3647 & 0.357861 \tabularnewline
4 & -0.150028 & -2.0789 & 0.01948 \tabularnewline
5 & -0.136231 & -1.8877 & 0.030289 \tabularnewline
6 & -0.169674 & -2.3511 & 0.009867 \tabularnewline
7 & 0.039216 & 0.5434 & 0.293747 \tabularnewline
8 & 0.141873 & 1.9659 & 0.025379 \tabularnewline
9 & 0.165747 & 2.2967 & 0.011359 \tabularnewline
10 & 0.035965 & 0.4983 & 0.309407 \tabularnewline
11 & 0.180974 & 2.5077 & 0.006491 \tabularnewline
12 & 0.64757 & 8.973 & 0 \tabularnewline
13 & -0.504615 & -6.9922 & 0 \tabularnewline
14 & -0.080187 & -1.1111 & 0.133957 \tabularnewline
15 & -0.112296 & -1.556 & 0.060674 \tabularnewline
16 & 0.106156 & 1.4709 & 0.071471 \tabularnewline
17 & -0.098424 & -1.3638 & 0.087113 \tabularnewline
18 & 0.079099 & 1.096 & 0.137219 \tabularnewline
19 & 0.046886 & 0.6497 & 0.25834 \tabularnewline
20 & -0.075583 & -1.0473 & 0.148138 \tabularnewline
21 & 0.11179 & 1.549 & 0.061514 \tabularnewline
22 & 0.145742 & 2.0195 & 0.022415 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36436&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]0.467486[/C][C]6.4777[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.073005[/C][C]1.0116[/C][C]0.156506[/C][/ROW]
[ROW][C]3[/C][C]0.026321[/C][C]0.3647[/C][C]0.357861[/C][/ROW]
[ROW][C]4[/C][C]-0.150028[/C][C]-2.0789[/C][C]0.01948[/C][/ROW]
[ROW][C]5[/C][C]-0.136231[/C][C]-1.8877[/C][C]0.030289[/C][/ROW]
[ROW][C]6[/C][C]-0.169674[/C][C]-2.3511[/C][C]0.009867[/C][/ROW]
[ROW][C]7[/C][C]0.039216[/C][C]0.5434[/C][C]0.293747[/C][/ROW]
[ROW][C]8[/C][C]0.141873[/C][C]1.9659[/C][C]0.025379[/C][/ROW]
[ROW][C]9[/C][C]0.165747[/C][C]2.2967[/C][C]0.011359[/C][/ROW]
[ROW][C]10[/C][C]0.035965[/C][C]0.4983[/C][C]0.309407[/C][/ROW]
[ROW][C]11[/C][C]0.180974[/C][C]2.5077[/C][C]0.006491[/C][/ROW]
[ROW][C]12[/C][C]0.64757[/C][C]8.973[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.504615[/C][C]-6.9922[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.080187[/C][C]-1.1111[/C][C]0.133957[/C][/ROW]
[ROW][C]15[/C][C]-0.112296[/C][C]-1.556[/C][C]0.060674[/C][/ROW]
[ROW][C]16[/C][C]0.106156[/C][C]1.4709[/C][C]0.071471[/C][/ROW]
[ROW][C]17[/C][C]-0.098424[/C][C]-1.3638[/C][C]0.087113[/C][/ROW]
[ROW][C]18[/C][C]0.079099[/C][C]1.096[/C][C]0.137219[/C][/ROW]
[ROW][C]19[/C][C]0.046886[/C][C]0.6497[/C][C]0.25834[/C][/ROW]
[ROW][C]20[/C][C]-0.075583[/C][C]-1.0473[/C][C]0.148138[/C][/ROW]
[ROW][C]21[/C][C]0.11179[/C][C]1.549[/C][C]0.061514[/C][/ROW]
[ROW][C]22[/C][C]0.145742[/C][C]2.0195[/C][C]0.022415[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36436&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36436&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	0.467486	6.4777	0
2	0.073005	1.0116	0.156506
3	0.026321	0.3647	0.357861
4	-0.150028	-2.0789	0.01948
5	-0.136231	-1.8877	0.030289
6	-0.169674	-2.3511	0.009867
7	0.039216	0.5434	0.293747
8	0.141873	1.9659	0.025379
9	0.165747	2.2967	0.011359
10	0.035965	0.4983	0.309407
11	0.180974	2.5077	0.006491
12	0.64757	8.973	0
13	-0.504615	-6.9922	0
14	-0.080187	-1.1111	0.133957
15	-0.112296	-1.556	0.060674
16	0.106156	1.4709	0.071471
17	-0.098424	-1.3638	0.087113
18	0.079099	1.096	0.137219
19	0.046886	0.6497	0.25834
20	-0.075583	-1.0473	0.148138
21	0.11179	1.549	0.061514
22	0.145742	2.0195	0.022415

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 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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