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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationFri, 04 Dec 2009 02:13:30 -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/2009/Dec/04/t1259918042wtqkdw6jh4w1uys.htm/, Retrieved Sun, 28 Apr 2024 13:42:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63197, Retrieved Sun, 28 Apr 2024 13:42:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact128

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Werkloosheid bij ...] [2009-11-03 09:24:35] [1ff3eeaee490dfcff07aa4917fec66b8]
- RMPD    [(Partial) Autocorrelation Function] [ACF] [2009-12-04 09:13:30] [cfc54cb9f3f8d85fe8957f0f7c48844d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
127
123
118
114
108
111
151
159
158
148
138
137
136
133
126
120
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=63197&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=63197&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63197&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.532861-4.05827.5e-05
2-0.007147-0.05440.478389
30.0320240.24390.404089
40.0630260.480.316518
5-0.159374-1.21380.114881
60.1518121.15620.126176
70.0153910.11720.453547
8-0.067639-0.51510.304213
90.0757680.5770.283076
10-0.313846-2.39020.010054
110.5034783.83440.000156
12-0.29517-2.24790.014198
130.0009090.00690.497249
140.0021090.01610.493619
150.1442031.09820.138323
16-0.238241-1.81440.037396
170.1921261.46320.074408
18-0.010541-0.08030.468147

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.532861 & -4.0582 & 7.5e-05 \tabularnewline
2 & -0.007147 & -0.0544 & 0.478389 \tabularnewline
3 & 0.032024 & 0.2439 & 0.404089 \tabularnewline
4 & 0.063026 & 0.48 & 0.316518 \tabularnewline
5 & -0.159374 & -1.2138 & 0.114881 \tabularnewline
6 & 0.151812 & 1.1562 & 0.126176 \tabularnewline
7 & 0.015391 & 0.1172 & 0.453547 \tabularnewline
8 & -0.067639 & -0.5151 & 0.304213 \tabularnewline
9 & 0.075768 & 0.577 & 0.283076 \tabularnewline
10 & -0.313846 & -2.3902 & 0.010054 \tabularnewline
11 & 0.503478 & 3.8344 & 0.000156 \tabularnewline
12 & -0.29517 & -2.2479 & 0.014198 \tabularnewline
13 & 0.000909 & 0.0069 & 0.497249 \tabularnewline
14 & 0.002109 & 0.0161 & 0.493619 \tabularnewline
15 & 0.144203 & 1.0982 & 0.138323 \tabularnewline
16 & -0.238241 & -1.8144 & 0.037396 \tabularnewline
17 & 0.192126 & 1.4632 & 0.074408 \tabularnewline
18 & -0.010541 & -0.0803 & 0.468147 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63197&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]-0.532861[/C][C]-4.0582[/C][C]7.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.007147[/C][C]-0.0544[/C][C]0.478389[/C][/ROW]
[ROW][C]3[/C][C]0.032024[/C][C]0.2439[/C][C]0.404089[/C][/ROW]
[ROW][C]4[/C][C]0.063026[/C][C]0.48[/C][C]0.316518[/C][/ROW]
[ROW][C]5[/C][C]-0.159374[/C][C]-1.2138[/C][C]0.114881[/C][/ROW]
[ROW][C]6[/C][C]0.151812[/C][C]1.1562[/C][C]0.126176[/C][/ROW]
[ROW][C]7[/C][C]0.015391[/C][C]0.1172[/C][C]0.453547[/C][/ROW]
[ROW][C]8[/C][C]-0.067639[/C][C]-0.5151[/C][C]0.304213[/C][/ROW]
[ROW][C]9[/C][C]0.075768[/C][C]0.577[/C][C]0.283076[/C][/ROW]
[ROW][C]10[/C][C]-0.313846[/C][C]-2.3902[/C][C]0.010054[/C][/ROW]
[ROW][C]11[/C][C]0.503478[/C][C]3.8344[/C][C]0.000156[/C][/ROW]
[ROW][C]12[/C][C]-0.29517[/C][C]-2.2479[/C][C]0.014198[/C][/ROW]
[ROW][C]13[/C][C]0.000909[/C][C]0.0069[/C][C]0.497249[/C][/ROW]
[ROW][C]14[/C][C]0.002109[/C][C]0.0161[/C][C]0.493619[/C][/ROW]
[ROW][C]15[/C][C]0.144203[/C][C]1.0982[/C][C]0.138323[/C][/ROW]
[ROW][C]16[/C][C]-0.238241[/C][C]-1.8144[/C][C]0.037396[/C][/ROW]
[ROW][C]17[/C][C]0.192126[/C][C]1.4632[/C][C]0.074408[/C][/ROW]
[ROW][C]18[/C][C]-0.010541[/C][C]-0.0803[/C][C]0.468147[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63197&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63197&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
1-0.532861-4.05827.5e-05
2-0.007147-0.05440.478389
30.0320240.24390.404089
40.0630260.480.316518
5-0.159374-1.21380.114881
60.1518121.15620.126176
70.0153910.11720.453547
8-0.067639-0.51510.304213
90.0757680.5770.283076
10-0.313846-2.39020.010054
110.5034783.83440.000156
12-0.29517-2.24790.014198
130.0009090.00690.497249
140.0021090.01610.493619
150.1442031.09820.138323
16-0.238241-1.81440.037396
170.1921261.46320.074408
18-0.010541-0.08030.468147






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.532861-4.05827.5e-05
2-0.406515-3.09590.00151
3-0.317785-2.42020.009333
4-0.154045-1.17320.122761
5-0.309575-2.35770.010893
6-0.198422-1.51110.068091
7-0.044022-0.33530.369319
8-0.004612-0.03510.486052
90.1858191.41520.081185
10-0.390465-2.97370.002141
110.2014991.53460.065163
120.101450.77260.221441
130.0132820.10120.459889
14-0.083048-0.63250.264782
15-0.025519-0.19430.423292
16-0.014917-0.11360.454973
17-0.002389-0.01820.492772
18-0.018857-0.14360.443152

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.532861 & -4.0582 & 7.5e-05 \tabularnewline
2 & -0.406515 & -3.0959 & 0.00151 \tabularnewline
3 & -0.317785 & -2.4202 & 0.009333 \tabularnewline
4 & -0.154045 & -1.1732 & 0.122761 \tabularnewline
5 & -0.309575 & -2.3577 & 0.010893 \tabularnewline
6 & -0.198422 & -1.5111 & 0.068091 \tabularnewline
7 & -0.044022 & -0.3353 & 0.369319 \tabularnewline
8 & -0.004612 & -0.0351 & 0.486052 \tabularnewline
9 & 0.185819 & 1.4152 & 0.081185 \tabularnewline
10 & -0.390465 & -2.9737 & 0.002141 \tabularnewline
11 & 0.201499 & 1.5346 & 0.065163 \tabularnewline
12 & 0.10145 & 0.7726 & 0.221441 \tabularnewline
13 & 0.013282 & 0.1012 & 0.459889 \tabularnewline
14 & -0.083048 & -0.6325 & 0.264782 \tabularnewline
15 & -0.025519 & -0.1943 & 0.423292 \tabularnewline
16 & -0.014917 & -0.1136 & 0.454973 \tabularnewline
17 & -0.002389 & -0.0182 & 0.492772 \tabularnewline
18 & -0.018857 & -0.1436 & 0.443152 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63197&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]-0.532861[/C][C]-4.0582[/C][C]7.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.406515[/C][C]-3.0959[/C][C]0.00151[/C][/ROW]
[ROW][C]3[/C][C]-0.317785[/C][C]-2.4202[/C][C]0.009333[/C][/ROW]
[ROW][C]4[/C][C]-0.154045[/C][C]-1.1732[/C][C]0.122761[/C][/ROW]
[ROW][C]5[/C][C]-0.309575[/C][C]-2.3577[/C][C]0.010893[/C][/ROW]
[ROW][C]6[/C][C]-0.198422[/C][C]-1.5111[/C][C]0.068091[/C][/ROW]
[ROW][C]7[/C][C]-0.044022[/C][C]-0.3353[/C][C]0.369319[/C][/ROW]
[ROW][C]8[/C][C]-0.004612[/C][C]-0.0351[/C][C]0.486052[/C][/ROW]
[ROW][C]9[/C][C]0.185819[/C][C]1.4152[/C][C]0.081185[/C][/ROW]
[ROW][C]10[/C][C]-0.390465[/C][C]-2.9737[/C][C]0.002141[/C][/ROW]
[ROW][C]11[/C][C]0.201499[/C][C]1.5346[/C][C]0.065163[/C][/ROW]
[ROW][C]12[/C][C]0.10145[/C][C]0.7726[/C][C]0.221441[/C][/ROW]
[ROW][C]13[/C][C]0.013282[/C][C]0.1012[/C][C]0.459889[/C][/ROW]
[ROW][C]14[/C][C]-0.083048[/C][C]-0.6325[/C][C]0.264782[/C][/ROW]
[ROW][C]15[/C][C]-0.025519[/C][C]-0.1943[/C][C]0.423292[/C][/ROW]
[ROW][C]16[/C][C]-0.014917[/C][C]-0.1136[/C][C]0.454973[/C][/ROW]
[ROW][C]17[/C][C]-0.002389[/C][C]-0.0182[/C][C]0.492772[/C][/ROW]
[ROW][C]18[/C][C]-0.018857[/C][C]-0.1436[/C][C]0.443152[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63197&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63197&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
1-0.532861-4.05827.5e-05
2-0.406515-3.09590.00151
3-0.317785-2.42020.009333
4-0.154045-1.17320.122761
5-0.309575-2.35770.010893
6-0.198422-1.51110.068091
7-0.044022-0.33530.369319
8-0.004612-0.03510.486052
90.1858191.41520.081185
10-0.390465-2.97370.002141
110.2014991.53460.065163
120.101450.77260.221441
130.0132820.10120.459889
14-0.083048-0.63250.264782
15-0.025519-0.19430.423292
16-0.014917-0.11360.454973
17-0.002389-0.01820.492772
18-0.018857-0.14360.443152


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = -0.5 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = -0.5 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')