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

Wed, 10 Dec 2008 10:34:21 -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/10/t122893055653lh8rvwokfoy0d.htm/, Retrieved Sat, 18 May 2024 04:49:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32043, Retrieved Sat, 18 May 2024 04:49:11 +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

196

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

-       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-10 17:34:21] [6912578025c824de531bc660dd61b996] [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=32043&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=32043&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32043&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	0.968544	9.3904	0
2	0.930096	9.0176	0
3	0.892418	8.6523	0
4	0.855614	8.2955	0
5	0.81674	7.9186	0
6	0.776447	7.5279	0
7	0.733393	7.1105	0
8	0.689766	6.6875	0
9	0.647906	6.2817	0
10	0.605556	5.8711	0
11	0.562671	5.4553	0
12	0.520217	5.0437	1e-06
13	0.475872	4.6137	6e-06
14	0.436583	4.2328	2.7e-05
15	0.403393	3.911	8.7e-05
16	0.372996	3.6163	0.000241
17	0.34298	3.3253	0.00063
18	0.314198	3.0463	0.001504
19	0.282785	2.7417	0.003659

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.968544 & 9.3904 & 0 \tabularnewline
2 & 0.930096 & 9.0176 & 0 \tabularnewline
3 & 0.892418 & 8.6523 & 0 \tabularnewline
4 & 0.855614 & 8.2955 & 0 \tabularnewline
5 & 0.81674 & 7.9186 & 0 \tabularnewline
6 & 0.776447 & 7.5279 & 0 \tabularnewline
7 & 0.733393 & 7.1105 & 0 \tabularnewline
8 & 0.689766 & 6.6875 & 0 \tabularnewline
9 & 0.647906 & 6.2817 & 0 \tabularnewline
10 & 0.605556 & 5.8711 & 0 \tabularnewline
11 & 0.562671 & 5.4553 & 0 \tabularnewline
12 & 0.520217 & 5.0437 & 1e-06 \tabularnewline
13 & 0.475872 & 4.6137 & 6e-06 \tabularnewline
14 & 0.436583 & 4.2328 & 2.7e-05 \tabularnewline
15 & 0.403393 & 3.911 & 8.7e-05 \tabularnewline
16 & 0.372996 & 3.6163 & 0.000241 \tabularnewline
17 & 0.34298 & 3.3253 & 0.00063 \tabularnewline
18 & 0.314198 & 3.0463 & 0.001504 \tabularnewline
19 & 0.282785 & 2.7417 & 0.003659 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32043&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]0.968544[/C][C]9.3904[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.930096[/C][C]9.0176[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.892418[/C][C]8.6523[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.855614[/C][C]8.2955[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.81674[/C][C]7.9186[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.776447[/C][C]7.5279[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.733393[/C][C]7.1105[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.689766[/C][C]6.6875[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.647906[/C][C]6.2817[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.605556[/C][C]5.8711[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.562671[/C][C]5.4553[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.520217[/C][C]5.0437[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.475872[/C][C]4.6137[/C][C]6e-06[/C][/ROW]
[ROW][C]14[/C][C]0.436583[/C][C]4.2328[/C][C]2.7e-05[/C][/ROW]
[ROW][C]15[/C][C]0.403393[/C][C]3.911[/C][C]8.7e-05[/C][/ROW]
[ROW][C]16[/C][C]0.372996[/C][C]3.6163[/C][C]0.000241[/C][/ROW]
[ROW][C]17[/C][C]0.34298[/C][C]3.3253[/C][C]0.00063[/C][/ROW]
[ROW][C]18[/C][C]0.314198[/C][C]3.0463[/C][C]0.001504[/C][/ROW]
[ROW][C]19[/C][C]0.282785[/C][C]2.7417[/C][C]0.003659[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32043&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32043&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	0.968544	9.3904	0
2	0.930096	9.0176	0
3	0.892418	8.6523	0
4	0.855614	8.2955	0
5	0.81674	7.9186	0
6	0.776447	7.5279	0
7	0.733393	7.1105	0
8	0.689766	6.6875	0
9	0.647906	6.2817	0
10	0.605556	5.8711	0
11	0.562671	5.4553	0
12	0.520217	5.0437	1e-06
13	0.475872	4.6137	6e-06
14	0.436583	4.2328	2.7e-05
15	0.403393	3.911	8.7e-05
16	0.372996	3.6163	0.000241
17	0.34298	3.3253	0.00063
18	0.314198	3.0463	0.001504
19	0.282785	2.7417	0.003659

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.968544	9.3904	0
2	-0.128871	-1.2495	0.107301
3	0.004995	0.0484	0.480739
4	-0.009699	-0.094	0.462641
5	-0.056249	-0.5454	0.2934
6	-0.036553	-0.3544	0.361919
7	-0.06509	-0.6311	0.264762
8	-0.026644	-0.2583	0.398363
9	0.003449	0.0334	0.486697
10	-0.040378	-0.3915	0.348164
11	-0.028946	-0.2806	0.389803
12	-0.016863	-0.1635	0.43524
13	-0.061907	-0.6002	0.274905
14	0.061741	0.5986	0.275438
15	0.05295	0.5134	0.304448
16	0.005255	0.0509	0.479737
17	-0.014603	-0.1416	0.443857
18	-0.005754	-0.0558	0.477814
19	-0.07559	-0.7329	0.232731

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.968544 & 9.3904 & 0 \tabularnewline
2 & -0.128871 & -1.2495 & 0.107301 \tabularnewline
3 & 0.004995 & 0.0484 & 0.480739 \tabularnewline
4 & -0.009699 & -0.094 & 0.462641 \tabularnewline
5 & -0.056249 & -0.5454 & 0.2934 \tabularnewline
6 & -0.036553 & -0.3544 & 0.361919 \tabularnewline
7 & -0.06509 & -0.6311 & 0.264762 \tabularnewline
8 & -0.026644 & -0.2583 & 0.398363 \tabularnewline
9 & 0.003449 & 0.0334 & 0.486697 \tabularnewline
10 & -0.040378 & -0.3915 & 0.348164 \tabularnewline
11 & -0.028946 & -0.2806 & 0.389803 \tabularnewline
12 & -0.016863 & -0.1635 & 0.43524 \tabularnewline
13 & -0.061907 & -0.6002 & 0.274905 \tabularnewline
14 & 0.061741 & 0.5986 & 0.275438 \tabularnewline
15 & 0.05295 & 0.5134 & 0.304448 \tabularnewline
16 & 0.005255 & 0.0509 & 0.479737 \tabularnewline
17 & -0.014603 & -0.1416 & 0.443857 \tabularnewline
18 & -0.005754 & -0.0558 & 0.477814 \tabularnewline
19 & -0.07559 & -0.7329 & 0.232731 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32043&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]0.968544[/C][C]9.3904[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.128871[/C][C]-1.2495[/C][C]0.107301[/C][/ROW]
[ROW][C]3[/C][C]0.004995[/C][C]0.0484[/C][C]0.480739[/C][/ROW]
[ROW][C]4[/C][C]-0.009699[/C][C]-0.094[/C][C]0.462641[/C][/ROW]
[ROW][C]5[/C][C]-0.056249[/C][C]-0.5454[/C][C]0.2934[/C][/ROW]
[ROW][C]6[/C][C]-0.036553[/C][C]-0.3544[/C][C]0.361919[/C][/ROW]
[ROW][C]7[/C][C]-0.06509[/C][C]-0.6311[/C][C]0.264762[/C][/ROW]
[ROW][C]8[/C][C]-0.026644[/C][C]-0.2583[/C][C]0.398363[/C][/ROW]
[ROW][C]9[/C][C]0.003449[/C][C]0.0334[/C][C]0.486697[/C][/ROW]
[ROW][C]10[/C][C]-0.040378[/C][C]-0.3915[/C][C]0.348164[/C][/ROW]
[ROW][C]11[/C][C]-0.028946[/C][C]-0.2806[/C][C]0.389803[/C][/ROW]
[ROW][C]12[/C][C]-0.016863[/C][C]-0.1635[/C][C]0.43524[/C][/ROW]
[ROW][C]13[/C][C]-0.061907[/C][C]-0.6002[/C][C]0.274905[/C][/ROW]
[ROW][C]14[/C][C]0.061741[/C][C]0.5986[/C][C]0.275438[/C][/ROW]
[ROW][C]15[/C][C]0.05295[/C][C]0.5134[/C][C]0.304448[/C][/ROW]
[ROW][C]16[/C][C]0.005255[/C][C]0.0509[/C][C]0.479737[/C][/ROW]
[ROW][C]17[/C][C]-0.014603[/C][C]-0.1416[/C][C]0.443857[/C][/ROW]
[ROW][C]18[/C][C]-0.005754[/C][C]-0.0558[/C][C]0.477814[/C][/ROW]
[ROW][C]19[/C][C]-0.07559[/C][C]-0.7329[/C][C]0.232731[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32043&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32043&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	0.968544	9.3904	0
2	-0.128871	-1.2495	0.107301
3	0.004995	0.0484	0.480739
4	-0.009699	-0.094	0.462641
5	-0.056249	-0.5454	0.2934
6	-0.036553	-0.3544	0.361919
7	-0.06509	-0.6311	0.264762
8	-0.026644	-0.2583	0.398363
9	0.003449	0.0334	0.486697
10	-0.040378	-0.3915	0.348164
11	-0.028946	-0.2806	0.389803
12	-0.016863	-0.1635	0.43524
13	-0.061907	-0.6002	0.274905
14	0.061741	0.5986	0.275438
15	0.05295	0.5134	0.304448
16	0.005255	0.0509	0.479737
17	-0.014603	-0.1416	0.443857
18	-0.005754	-0.0558	0.477814
19	-0.07559	-0.7329	0.232731

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