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, 02 Dec 2014 18:35:26 +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/2014/Dec/02/t141754536365ffo08ratzlxia.htm/, Retrieved Thu, 16 May 2024 09:20:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=262833, Retrieved Thu, 16 May 2024 09:20:54 +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

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

-       [(Partial) Autocorrelation Function] [WS9 faillissement...] [2014-12-02 18:35:26] [8568a324fefbb8dbb43f697bfa8d1be6] [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	'Sir Maurice George Kendall' @ kendall.wessa.net

\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 & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=262833&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]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=262833&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=262833&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	'Sir Maurice George Kendall' @ kendall.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.076506	0.6447	0.260616
2	-0.22641	-1.9078	0.030233
3	0.072891	0.6142	0.270526
4	-0.138818	-1.1697	0.123017
5	-0.206817	-1.7427	0.042861
6	0.063285	0.5332	0.297763
7	-0.115132	-0.9701	0.16764
8	-0.048423	-0.408	0.342244
9	0.129501	1.0912	0.139439
10	-0.114307	-0.9632	0.169365
11	0.118958	1.0024	0.159788
12	0.461132	3.8856	0.000113
13	-0.046529	-0.3921	0.348094
14	-0.258319	-2.1766	0.016418
15	0.053533	0.4511	0.326654
16	-0.13071	-1.1014	0.137225
17	-0.177669	-1.4971	0.069405
18	0.046503	0.3918	0.348174

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.076506 & 0.6447 & 0.260616 \tabularnewline
2 & -0.22641 & -1.9078 & 0.030233 \tabularnewline
3 & 0.072891 & 0.6142 & 0.270526 \tabularnewline
4 & -0.138818 & -1.1697 & 0.123017 \tabularnewline
5 & -0.206817 & -1.7427 & 0.042861 \tabularnewline
6 & 0.063285 & 0.5332 & 0.297763 \tabularnewline
7 & -0.115132 & -0.9701 & 0.16764 \tabularnewline
8 & -0.048423 & -0.408 & 0.342244 \tabularnewline
9 & 0.129501 & 1.0912 & 0.139439 \tabularnewline
10 & -0.114307 & -0.9632 & 0.169365 \tabularnewline
11 & 0.118958 & 1.0024 & 0.159788 \tabularnewline
12 & 0.461132 & 3.8856 & 0.000113 \tabularnewline
13 & -0.046529 & -0.3921 & 0.348094 \tabularnewline
14 & -0.258319 & -2.1766 & 0.016418 \tabularnewline
15 & 0.053533 & 0.4511 & 0.326654 \tabularnewline
16 & -0.13071 & -1.1014 & 0.137225 \tabularnewline
17 & -0.177669 & -1.4971 & 0.069405 \tabularnewline
18 & 0.046503 & 0.3918 & 0.348174 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=262833&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]0.076506[/C][C]0.6447[/C][C]0.260616[/C][/ROW]
[ROW][C]2[/C][C]-0.22641[/C][C]-1.9078[/C][C]0.030233[/C][/ROW]
[ROW][C]3[/C][C]0.072891[/C][C]0.6142[/C][C]0.270526[/C][/ROW]
[ROW][C]4[/C][C]-0.138818[/C][C]-1.1697[/C][C]0.123017[/C][/ROW]
[ROW][C]5[/C][C]-0.206817[/C][C]-1.7427[/C][C]0.042861[/C][/ROW]
[ROW][C]6[/C][C]0.063285[/C][C]0.5332[/C][C]0.297763[/C][/ROW]
[ROW][C]7[/C][C]-0.115132[/C][C]-0.9701[/C][C]0.16764[/C][/ROW]
[ROW][C]8[/C][C]-0.048423[/C][C]-0.408[/C][C]0.342244[/C][/ROW]
[ROW][C]9[/C][C]0.129501[/C][C]1.0912[/C][C]0.139439[/C][/ROW]
[ROW][C]10[/C][C]-0.114307[/C][C]-0.9632[/C][C]0.169365[/C][/ROW]
[ROW][C]11[/C][C]0.118958[/C][C]1.0024[/C][C]0.159788[/C][/ROW]
[ROW][C]12[/C][C]0.461132[/C][C]3.8856[/C][C]0.000113[/C][/ROW]
[ROW][C]13[/C][C]-0.046529[/C][C]-0.3921[/C][C]0.348094[/C][/ROW]
[ROW][C]14[/C][C]-0.258319[/C][C]-2.1766[/C][C]0.016418[/C][/ROW]
[ROW][C]15[/C][C]0.053533[/C][C]0.4511[/C][C]0.326654[/C][/ROW]
[ROW][C]16[/C][C]-0.13071[/C][C]-1.1014[/C][C]0.137225[/C][/ROW]
[ROW][C]17[/C][C]-0.177669[/C][C]-1.4971[/C][C]0.069405[/C][/ROW]
[ROW][C]18[/C][C]0.046503[/C][C]0.3918[/C][C]0.348174[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=262833&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=262833&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	0.076506	0.6447	0.260616
2	-0.22641	-1.9078	0.030233
3	0.072891	0.6142	0.270526
4	-0.138818	-1.1697	0.123017
5	-0.206817	-1.7427	0.042861
6	0.063285	0.5332	0.297763
7	-0.115132	-0.9701	0.16764
8	-0.048423	-0.408	0.342244
9	0.129501	1.0912	0.139439
10	-0.114307	-0.9632	0.169365
11	0.118958	1.0024	0.159788
12	0.461132	3.8856	0.000113
13	-0.046529	-0.3921	0.348094
14	-0.258319	-2.1766	0.016418
15	0.053533	0.4511	0.326654
16	-0.13071	-1.1014	0.137225
17	-0.177669	-1.4971	0.069405
18	0.046503	0.3918	0.348174

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.076506	0.6447	0.260616
2	-0.23363	-1.9686	0.026452
3	0.119306	1.0053	0.159085
4	-0.229143	-1.9308	0.028751
5	-0.128978	-1.0868	0.140403
6	0.003951	0.0333	0.486767
7	-0.208873	-1.76	0.041358
8	0.010707	0.0902	0.464185
9	-0.023403	-0.1972	0.422119
10	-0.170137	-1.4336	0.078038
11	0.193302	1.6288	0.053893
12	0.340077	2.8655	0.002736
13	-0.027049	-0.2279	0.410181
14	-0.117655	-0.9914	0.162433
15	0.032455	0.2735	0.392641
16	-0.050417	-0.4248	0.336124
17	-0.049645	-0.4183	0.338488
18	-0.063239	-0.5329	0.297898

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.076506 & 0.6447 & 0.260616 \tabularnewline
2 & -0.23363 & -1.9686 & 0.026452 \tabularnewline
3 & 0.119306 & 1.0053 & 0.159085 \tabularnewline
4 & -0.229143 & -1.9308 & 0.028751 \tabularnewline
5 & -0.128978 & -1.0868 & 0.140403 \tabularnewline
6 & 0.003951 & 0.0333 & 0.486767 \tabularnewline
7 & -0.208873 & -1.76 & 0.041358 \tabularnewline
8 & 0.010707 & 0.0902 & 0.464185 \tabularnewline
9 & -0.023403 & -0.1972 & 0.422119 \tabularnewline
10 & -0.170137 & -1.4336 & 0.078038 \tabularnewline
11 & 0.193302 & 1.6288 & 0.053893 \tabularnewline
12 & 0.340077 & 2.8655 & 0.002736 \tabularnewline
13 & -0.027049 & -0.2279 & 0.410181 \tabularnewline
14 & -0.117655 & -0.9914 & 0.162433 \tabularnewline
15 & 0.032455 & 0.2735 & 0.392641 \tabularnewline
16 & -0.050417 & -0.4248 & 0.336124 \tabularnewline
17 & -0.049645 & -0.4183 & 0.338488 \tabularnewline
18 & -0.063239 & -0.5329 & 0.297898 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=262833&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]0.076506[/C][C]0.6447[/C][C]0.260616[/C][/ROW]
[ROW][C]2[/C][C]-0.23363[/C][C]-1.9686[/C][C]0.026452[/C][/ROW]
[ROW][C]3[/C][C]0.119306[/C][C]1.0053[/C][C]0.159085[/C][/ROW]
[ROW][C]4[/C][C]-0.229143[/C][C]-1.9308[/C][C]0.028751[/C][/ROW]
[ROW][C]5[/C][C]-0.128978[/C][C]-1.0868[/C][C]0.140403[/C][/ROW]
[ROW][C]6[/C][C]0.003951[/C][C]0.0333[/C][C]0.486767[/C][/ROW]
[ROW][C]7[/C][C]-0.208873[/C][C]-1.76[/C][C]0.041358[/C][/ROW]
[ROW][C]8[/C][C]0.010707[/C][C]0.0902[/C][C]0.464185[/C][/ROW]
[ROW][C]9[/C][C]-0.023403[/C][C]-0.1972[/C][C]0.422119[/C][/ROW]
[ROW][C]10[/C][C]-0.170137[/C][C]-1.4336[/C][C]0.078038[/C][/ROW]
[ROW][C]11[/C][C]0.193302[/C][C]1.6288[/C][C]0.053893[/C][/ROW]
[ROW][C]12[/C][C]0.340077[/C][C]2.8655[/C][C]0.002736[/C][/ROW]
[ROW][C]13[/C][C]-0.027049[/C][C]-0.2279[/C][C]0.410181[/C][/ROW]
[ROW][C]14[/C][C]-0.117655[/C][C]-0.9914[/C][C]0.162433[/C][/ROW]
[ROW][C]15[/C][C]0.032455[/C][C]0.2735[/C][C]0.392641[/C][/ROW]
[ROW][C]16[/C][C]-0.050417[/C][C]-0.4248[/C][C]0.336124[/C][/ROW]
[ROW][C]17[/C][C]-0.049645[/C][C]-0.4183[/C][C]0.338488[/C][/ROW]
[ROW][C]18[/C][C]-0.063239[/C][C]-0.5329[/C][C]0.297898[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=262833&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=262833&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	0.076506	0.6447	0.260616
2	-0.23363	-1.9686	0.026452
3	0.119306	1.0053	0.159085
4	-0.229143	-1.9308	0.028751
5	-0.128978	-1.0868	0.140403
6	0.003951	0.0333	0.486767
7	-0.208873	-1.76	0.041358
8	0.010707	0.0902	0.464185
9	-0.023403	-0.1972	0.422119
10	-0.170137	-1.4336	0.078038
11	0.193302	1.6288	0.053893
12	0.340077	2.8655	0.002736
13	-0.027049	-0.2279	0.410181
14	-0.117655	-0.9914	0.162433
15	0.032455	0.2735	0.392641
16	-0.050417	-0.4248	0.336124
17	-0.049645	-0.4183	0.338488
18	-0.063239	-0.5329	0.297898

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 ; 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 (par8 != '') par8 <- as.numeric(par8)
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,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