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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 computationWed, 09 Dec 2009 07:31:06 -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/09/t126036916027mivks80fha5ir.htm/, Retrieved Mon, 29 Apr 2024 09:40:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64970, Retrieved Mon, 29 Apr 2024 09:40:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W21
Estimated Impact94

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] [bezettingsgraad b...] [2009-12-09 14:31:06] [5e78ed906b09bab42b8ec3dd93b6358a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
24.3
29.4
31.8
36.7
37.1
37.7
39.4
43.3
39.6
34.3
32
29.6
22.3
28.9
31.7
34.2
38.6
37.2
38.8
43.4
38.8
36.3
33
29.2
22.64
28.44
30.14
34.39
36.82
36.74
38.9
42.8
39.09
37.49
33.17
30.98
21.2
27.8
29
35.4
37.5
34.7
38.4
39.9
35.9
34.7
30.4
29
21.5
28
29.3
34.3
36.6
36.2
37.5
41.6
39.4
37.3
32.7
30.7
22.9
29.1
29.5
37.1
37.7
38.4
39.4
40.6
39.7
36.6
32.8
31.6
24.1
30.3
31.8
38.7
37.8
38.4
40.7
43.8
41.5
39.3
35.9
33.4

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'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64970&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64970&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'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.7100336.50760
20.4051983.71370.000183
3-0.011264-0.10320.459011
4-0.338724-3.10450.001299
5-0.592951-5.43450
6-0.663109-6.07750
7-0.628773-5.76280
8-0.377797-3.46260.000422
9-0.057725-0.52910.29908
100.3180152.91470.002282
110.5952285.45540
120.8185447.50210
130.5855495.36660
140.3362263.08160.001392
15-0.021991-0.20160.420376
16-0.299672-2.74650.003684
17-0.518078-4.74834e-06
18-0.575033-5.27031e-06
19-0.550093-5.04171e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.710033 & 6.5076 & 0 \tabularnewline
2 & 0.405198 & 3.7137 & 0.000183 \tabularnewline
3 & -0.011264 & -0.1032 & 0.459011 \tabularnewline
4 & -0.338724 & -3.1045 & 0.001299 \tabularnewline
5 & -0.592951 & -5.4345 & 0 \tabularnewline
6 & -0.663109 & -6.0775 & 0 \tabularnewline
7 & -0.628773 & -5.7628 & 0 \tabularnewline
8 & -0.377797 & -3.4626 & 0.000422 \tabularnewline
9 & -0.057725 & -0.5291 & 0.29908 \tabularnewline
10 & 0.318015 & 2.9147 & 0.002282 \tabularnewline
11 & 0.595228 & 5.4554 & 0 \tabularnewline
12 & 0.818544 & 7.5021 & 0 \tabularnewline
13 & 0.585549 & 5.3666 & 0 \tabularnewline
14 & 0.336226 & 3.0816 & 0.001392 \tabularnewline
15 & -0.021991 & -0.2016 & 0.420376 \tabularnewline
16 & -0.299672 & -2.7465 & 0.003684 \tabularnewline
17 & -0.518078 & -4.7483 & 4e-06 \tabularnewline
18 & -0.575033 & -5.2703 & 1e-06 \tabularnewline
19 & -0.550093 & -5.0417 & 1e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64970&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]0.710033[/C][C]6.5076[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.405198[/C][C]3.7137[/C][C]0.000183[/C][/ROW]
[ROW][C]3[/C][C]-0.011264[/C][C]-0.1032[/C][C]0.459011[/C][/ROW]
[ROW][C]4[/C][C]-0.338724[/C][C]-3.1045[/C][C]0.001299[/C][/ROW]
[ROW][C]5[/C][C]-0.592951[/C][C]-5.4345[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]-0.663109[/C][C]-6.0775[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.628773[/C][C]-5.7628[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]-0.377797[/C][C]-3.4626[/C][C]0.000422[/C][/ROW]
[ROW][C]9[/C][C]-0.057725[/C][C]-0.5291[/C][C]0.29908[/C][/ROW]
[ROW][C]10[/C][C]0.318015[/C][C]2.9147[/C][C]0.002282[/C][/ROW]
[ROW][C]11[/C][C]0.595228[/C][C]5.4554[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.818544[/C][C]7.5021[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.585549[/C][C]5.3666[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.336226[/C][C]3.0816[/C][C]0.001392[/C][/ROW]
[ROW][C]15[/C][C]-0.021991[/C][C]-0.2016[/C][C]0.420376[/C][/ROW]
[ROW][C]16[/C][C]-0.299672[/C][C]-2.7465[/C][C]0.003684[/C][/ROW]
[ROW][C]17[/C][C]-0.518078[/C][C]-4.7483[/C][C]4e-06[/C][/ROW]
[ROW][C]18[/C][C]-0.575033[/C][C]-5.2703[/C][C]1e-06[/C][/ROW]
[ROW][C]19[/C][C]-0.550093[/C][C]-5.0417[/C][C]1e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64970&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
10.7100336.50760
20.4051983.71370.000183
3-0.011264-0.10320.459011
4-0.338724-3.10450.001299
5-0.592951-5.43450
6-0.663109-6.07750
7-0.628773-5.76280
8-0.377797-3.46260.000422
9-0.057725-0.52910.29908
100.3180152.91470.002282
110.5952285.45540
120.8185447.50210
130.5855495.36660
140.3362263.08160.001392
15-0.021991-0.20160.420376
16-0.299672-2.74650.003684
17-0.518078-4.74834e-06
18-0.575033-5.27031e-06
19-0.550093-5.04171e-06






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.7100336.50760
2-0.199554-1.82890.035478
3-0.450929-4.13284.2e-05
4-0.223396-2.04750.021869
5-0.261201-2.39390.009447
6-0.150761-1.38170.085357
7-0.244195-2.23810.013931
80.0420140.38510.350581
90.0810720.7430.229766
100.1861241.70590.045865
110.1946631.78410.039008
120.4733294.33812e-05
13-0.525394-4.81533e-06
14-0.012109-0.1110.455947
150.1348231.23570.110013
160.0249690.22880.409774
170.0125130.11470.454483
180.1272551.16630.123395
190.0053270.04880.480587

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.710033 & 6.5076 & 0 \tabularnewline
2 & -0.199554 & -1.8289 & 0.035478 \tabularnewline
3 & -0.450929 & -4.1328 & 4.2e-05 \tabularnewline
4 & -0.223396 & -2.0475 & 0.021869 \tabularnewline
5 & -0.261201 & -2.3939 & 0.009447 \tabularnewline
6 & -0.150761 & -1.3817 & 0.085357 \tabularnewline
7 & -0.244195 & -2.2381 & 0.013931 \tabularnewline
8 & 0.042014 & 0.3851 & 0.350581 \tabularnewline
9 & 0.081072 & 0.743 & 0.229766 \tabularnewline
10 & 0.186124 & 1.7059 & 0.045865 \tabularnewline
11 & 0.194663 & 1.7841 & 0.039008 \tabularnewline
12 & 0.473329 & 4.3381 & 2e-05 \tabularnewline
13 & -0.525394 & -4.8153 & 3e-06 \tabularnewline
14 & -0.012109 & -0.111 & 0.455947 \tabularnewline
15 & 0.134823 & 1.2357 & 0.110013 \tabularnewline
16 & 0.024969 & 0.2288 & 0.409774 \tabularnewline
17 & 0.012513 & 0.1147 & 0.454483 \tabularnewline
18 & 0.127255 & 1.1663 & 0.123395 \tabularnewline
19 & 0.005327 & 0.0488 & 0.480587 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64970&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]0.710033[/C][C]6.5076[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.199554[/C][C]-1.8289[/C][C]0.035478[/C][/ROW]
[ROW][C]3[/C][C]-0.450929[/C][C]-4.1328[/C][C]4.2e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.223396[/C][C]-2.0475[/C][C]0.021869[/C][/ROW]
[ROW][C]5[/C][C]-0.261201[/C][C]-2.3939[/C][C]0.009447[/C][/ROW]
[ROW][C]6[/C][C]-0.150761[/C][C]-1.3817[/C][C]0.085357[/C][/ROW]
[ROW][C]7[/C][C]-0.244195[/C][C]-2.2381[/C][C]0.013931[/C][/ROW]
[ROW][C]8[/C][C]0.042014[/C][C]0.3851[/C][C]0.350581[/C][/ROW]
[ROW][C]9[/C][C]0.081072[/C][C]0.743[/C][C]0.229766[/C][/ROW]
[ROW][C]10[/C][C]0.186124[/C][C]1.7059[/C][C]0.045865[/C][/ROW]
[ROW][C]11[/C][C]0.194663[/C][C]1.7841[/C][C]0.039008[/C][/ROW]
[ROW][C]12[/C][C]0.473329[/C][C]4.3381[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.525394[/C][C]-4.8153[/C][C]3e-06[/C][/ROW]
[ROW][C]14[/C][C]-0.012109[/C][C]-0.111[/C][C]0.455947[/C][/ROW]
[ROW][C]15[/C][C]0.134823[/C][C]1.2357[/C][C]0.110013[/C][/ROW]
[ROW][C]16[/C][C]0.024969[/C][C]0.2288[/C][C]0.409774[/C][/ROW]
[ROW][C]17[/C][C]0.012513[/C][C]0.1147[/C][C]0.454483[/C][/ROW]
[ROW][C]18[/C][C]0.127255[/C][C]1.1663[/C][C]0.123395[/C][/ROW]
[ROW][C]19[/C][C]0.005327[/C][C]0.0488[/C][C]0.480587[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64970&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64970&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
10.7100336.50760
2-0.199554-1.82890.035478
3-0.450929-4.13284.2e-05
4-0.223396-2.04750.021869
5-0.261201-2.39390.009447
6-0.150761-1.38170.085357
7-0.244195-2.23810.013931
80.0420140.38510.350581
90.0810720.7430.229766
100.1861241.70590.045865
110.1946631.78410.039008
120.4733294.33812e-05
13-0.525394-4.81533e-06
14-0.012109-0.1110.455947
150.1348231.23570.110013
160.0249690.22880.409774
170.0125130.11470.454483
180.1272551.16630.123395
190.0053270.04880.480587


Figures (Output of Computation)

Input Parameters & R Code

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 ;
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')