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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 computationSat, 06 Dec 2008 06:55:59 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/06/t1228571840g339ed9udu8qlkf.htm/, Retrieved Fri, 01 Nov 2024 01:30:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29612, Retrieved Fri, 01 Nov 2024 01:30:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact251

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] [Autocorrelatie Vo...] [2008-12-06 13:51:01] [4300be8b33fd3dcdacd2aa9800ceba23]
-   PD    [(Partial) Autocorrelation Function] [Autocorrelation V...] [2008-12-06 13:55:59] [6912578025c824de531bc660dd61b996] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99.2
99.5
99.3
99.9
100
100.3
100.5
100.7
100.9
100.8
100.9
101
100.3
100.1
99.8
99.9
99.9
100.2
99.7
100.4
100.9
101.3
101.4
101.3
100.9
100.9
100.9
101.1
101.1
101.3
101.8
102.9
103.2
103.3
104.5
105
104.9
104.9
105.4
106
105.7
105.9
106.2
106.4
106.9
107.3
107.9
109.2
110.2
110.2
110.5
110.6
110.8
111.3
111.1
111.2
111.2
111.1
111.5
112.1
111.4

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29612&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29612&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29612&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 time2 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.2051691.58920.058632
20.0663870.51420.304491
30.1661811.28720.101479
40.145911.13020.131443
50.0081510.06310.474932
6-0.038498-0.29820.383287
7-0.214501-1.66150.050913
8-0.037477-0.29030.386296
9-0.052415-0.4060.343091
10-0.021765-0.16860.433344
110.0884110.68480.248044
120.1484071.14960.127444
130.0468450.36290.358991
140.197491.52980.065667
150.0344480.26680.395256
160.081060.62790.266229
170.012340.09560.462085

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.205169 & 1.5892 & 0.058632 \tabularnewline
2 & 0.066387 & 0.5142 & 0.304491 \tabularnewline
3 & 0.166181 & 1.2872 & 0.101479 \tabularnewline
4 & 0.14591 & 1.1302 & 0.131443 \tabularnewline
5 & 0.008151 & 0.0631 & 0.474932 \tabularnewline
6 & -0.038498 & -0.2982 & 0.383287 \tabularnewline
7 & -0.214501 & -1.6615 & 0.050913 \tabularnewline
8 & -0.037477 & -0.2903 & 0.386296 \tabularnewline
9 & -0.052415 & -0.406 & 0.343091 \tabularnewline
10 & -0.021765 & -0.1686 & 0.433344 \tabularnewline
11 & 0.088411 & 0.6848 & 0.248044 \tabularnewline
12 & 0.148407 & 1.1496 & 0.127444 \tabularnewline
13 & 0.046845 & 0.3629 & 0.358991 \tabularnewline
14 & 0.19749 & 1.5298 & 0.065667 \tabularnewline
15 & 0.034448 & 0.2668 & 0.395256 \tabularnewline
16 & 0.08106 & 0.6279 & 0.266229 \tabularnewline
17 & 0.01234 & 0.0956 & 0.462085 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29612&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]0.205169[/C][C]1.5892[/C][C]0.058632[/C][/ROW]
[ROW][C]2[/C][C]0.066387[/C][C]0.5142[/C][C]0.304491[/C][/ROW]
[ROW][C]3[/C][C]0.166181[/C][C]1.2872[/C][C]0.101479[/C][/ROW]
[ROW][C]4[/C][C]0.14591[/C][C]1.1302[/C][C]0.131443[/C][/ROW]
[ROW][C]5[/C][C]0.008151[/C][C]0.0631[/C][C]0.474932[/C][/ROW]
[ROW][C]6[/C][C]-0.038498[/C][C]-0.2982[/C][C]0.383287[/C][/ROW]
[ROW][C]7[/C][C]-0.214501[/C][C]-1.6615[/C][C]0.050913[/C][/ROW]
[ROW][C]8[/C][C]-0.037477[/C][C]-0.2903[/C][C]0.386296[/C][/ROW]
[ROW][C]9[/C][C]-0.052415[/C][C]-0.406[/C][C]0.343091[/C][/ROW]
[ROW][C]10[/C][C]-0.021765[/C][C]-0.1686[/C][C]0.433344[/C][/ROW]
[ROW][C]11[/C][C]0.088411[/C][C]0.6848[/C][C]0.248044[/C][/ROW]
[ROW][C]12[/C][C]0.148407[/C][C]1.1496[/C][C]0.127444[/C][/ROW]
[ROW][C]13[/C][C]0.046845[/C][C]0.3629[/C][C]0.358991[/C][/ROW]
[ROW][C]14[/C][C]0.19749[/C][C]1.5298[/C][C]0.065667[/C][/ROW]
[ROW][C]15[/C][C]0.034448[/C][C]0.2668[/C][C]0.395256[/C][/ROW]
[ROW][C]16[/C][C]0.08106[/C][C]0.6279[/C][C]0.266229[/C][/ROW]
[ROW][C]17[/C][C]0.01234[/C][C]0.0956[/C][C]0.462085[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29612&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29612&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
10.2051691.58920.058632
20.0663870.51420.304491
30.1661811.28720.101479
40.145911.13020.131443
50.0081510.06310.474932
6-0.038498-0.29820.383287
7-0.214501-1.66150.050913
8-0.037477-0.29030.386296
9-0.052415-0.4060.343091
10-0.021765-0.16860.433344
110.0884110.68480.248044
120.1484071.14960.127444
130.0468450.36290.358991
140.197491.52980.065667
150.0344480.26680.395256
160.081060.62790.266229
170.012340.09560.462085






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2051691.58920.058632
20.025360.19640.422466
30.1542921.19510.118367
40.0877880.680.249558
5-0.048266-0.37390.35491
6-0.06432-0.49820.310075
7-0.248788-1.92710.029353
80.0412340.31940.375267
9-0.026265-0.20350.419735
100.088160.68290.248653
110.1656661.28320.10217
120.1340961.03870.151556
13-0.014727-0.11410.454778
140.095620.74070.23089
15-0.133412-1.03340.152782
160.0190320.14740.441647
17-0.064793-0.50190.308792

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.205169 & 1.5892 & 0.058632 \tabularnewline
2 & 0.02536 & 0.1964 & 0.422466 \tabularnewline
3 & 0.154292 & 1.1951 & 0.118367 \tabularnewline
4 & 0.087788 & 0.68 & 0.249558 \tabularnewline
5 & -0.048266 & -0.3739 & 0.35491 \tabularnewline
6 & -0.06432 & -0.4982 & 0.310075 \tabularnewline
7 & -0.248788 & -1.9271 & 0.029353 \tabularnewline
8 & 0.041234 & 0.3194 & 0.375267 \tabularnewline
9 & -0.026265 & -0.2035 & 0.419735 \tabularnewline
10 & 0.08816 & 0.6829 & 0.248653 \tabularnewline
11 & 0.165666 & 1.2832 & 0.10217 \tabularnewline
12 & 0.134096 & 1.0387 & 0.151556 \tabularnewline
13 & -0.014727 & -0.1141 & 0.454778 \tabularnewline
14 & 0.09562 & 0.7407 & 0.23089 \tabularnewline
15 & -0.133412 & -1.0334 & 0.152782 \tabularnewline
16 & 0.019032 & 0.1474 & 0.441647 \tabularnewline
17 & -0.064793 & -0.5019 & 0.308792 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29612&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]0.205169[/C][C]1.5892[/C][C]0.058632[/C][/ROW]
[ROW][C]2[/C][C]0.02536[/C][C]0.1964[/C][C]0.422466[/C][/ROW]
[ROW][C]3[/C][C]0.154292[/C][C]1.1951[/C][C]0.118367[/C][/ROW]
[ROW][C]4[/C][C]0.087788[/C][C]0.68[/C][C]0.249558[/C][/ROW]
[ROW][C]5[/C][C]-0.048266[/C][C]-0.3739[/C][C]0.35491[/C][/ROW]
[ROW][C]6[/C][C]-0.06432[/C][C]-0.4982[/C][C]0.310075[/C][/ROW]
[ROW][C]7[/C][C]-0.248788[/C][C]-1.9271[/C][C]0.029353[/C][/ROW]
[ROW][C]8[/C][C]0.041234[/C][C]0.3194[/C][C]0.375267[/C][/ROW]
[ROW][C]9[/C][C]-0.026265[/C][C]-0.2035[/C][C]0.419735[/C][/ROW]
[ROW][C]10[/C][C]0.08816[/C][C]0.6829[/C][C]0.248653[/C][/ROW]
[ROW][C]11[/C][C]0.165666[/C][C]1.2832[/C][C]0.10217[/C][/ROW]
[ROW][C]12[/C][C]0.134096[/C][C]1.0387[/C][C]0.151556[/C][/ROW]
[ROW][C]13[/C][C]-0.014727[/C][C]-0.1141[/C][C]0.454778[/C][/ROW]
[ROW][C]14[/C][C]0.09562[/C][C]0.7407[/C][C]0.23089[/C][/ROW]
[ROW][C]15[/C][C]-0.133412[/C][C]-1.0334[/C][C]0.152782[/C][/ROW]
[ROW][C]16[/C][C]0.019032[/C][C]0.1474[/C][C]0.441647[/C][/ROW]
[ROW][C]17[/C][C]-0.064793[/C][C]-0.5019[/C][C]0.308792[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29612&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29612&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
10.2051691.58920.058632
20.025360.19640.422466
30.1542921.19510.118367
40.0877880.680.249558
5-0.048266-0.37390.35491
6-0.06432-0.49820.310075
7-0.248788-1.92710.029353
80.0412340.31940.375267
9-0.026265-0.20350.419735
100.088160.68290.248653
110.1656661.28320.10217
120.1340961.03870.151556
13-0.014727-0.11410.454778
140.095620.74070.23089
15-0.133412-1.03340.152782
160.0190320.14740.441647
17-0.064793-0.50190.308792


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 1 ; 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')