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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 computationThu, 17 Dec 2009 15:29:35 -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/17/t1261089032zdfd2okd54xnpgp.htm/, Retrieved Tue, 30 Apr 2024 00:50:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69124, Retrieved Tue, 30 Apr 2024 00:50:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact117

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] [partial autocorre...] [2009-12-17 22:29:35] [e24e91da8d334fb8882bf413603fde71] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3.25
3.25
3.25
3.25
3.25
3.25
2.85
2.75
2.75
2.55
2.5
2.5
2.1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2.21
2.25
2.25
2.45
2.5
2.5
2.64
2.75
2.93
3
3.17
3.25
3.39
3.5
3.5
3.65
3.75
3.75
3.9
4
4
4
4
4
4
4
4
4
4
4
4
4.18
4.25
4.25
3.97
3.42
2.75
2.31
2
1.66
1.31
1.09
1
1
1

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=69124&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=69124&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69124&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
10.9612358.96580
20.9002298.39680
30.8221657.66860
40.7307546.8160
50.6349595.92250
60.5404875.04131e-06
70.4504164.20123.2e-05
80.3656973.4110.000492
90.2908542.71290.004019
100.23372.17980.015986
110.1896691.76910.04019
120.1518791.41660.08008
130.1155561.07780.142044
140.0769680.71790.237369
150.0335660.31310.377483
16-0.010718-0.10.4603
17-0.054681-0.510.305662
18-0.096705-0.9020.184772
19-0.137021-1.2780.102316

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.961235 & 8.9658 & 0 \tabularnewline
2 & 0.900229 & 8.3968 & 0 \tabularnewline
3 & 0.822165 & 7.6686 & 0 \tabularnewline
4 & 0.730754 & 6.816 & 0 \tabularnewline
5 & 0.634959 & 5.9225 & 0 \tabularnewline
6 & 0.540487 & 5.0413 & 1e-06 \tabularnewline
7 & 0.450416 & 4.2012 & 3.2e-05 \tabularnewline
8 & 0.365697 & 3.411 & 0.000492 \tabularnewline
9 & 0.290854 & 2.7129 & 0.004019 \tabularnewline
10 & 0.2337 & 2.1798 & 0.015986 \tabularnewline
11 & 0.189669 & 1.7691 & 0.04019 \tabularnewline
12 & 0.151879 & 1.4166 & 0.08008 \tabularnewline
13 & 0.115556 & 1.0778 & 0.142044 \tabularnewline
14 & 0.076968 & 0.7179 & 0.237369 \tabularnewline
15 & 0.033566 & 0.3131 & 0.377483 \tabularnewline
16 & -0.010718 & -0.1 & 0.4603 \tabularnewline
17 & -0.054681 & -0.51 & 0.305662 \tabularnewline
18 & -0.096705 & -0.902 & 0.184772 \tabularnewline
19 & -0.137021 & -1.278 & 0.102316 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69124&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]0.961235[/C][C]8.9658[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.900229[/C][C]8.3968[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.822165[/C][C]7.6686[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.730754[/C][C]6.816[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.634959[/C][C]5.9225[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.540487[/C][C]5.0413[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.450416[/C][C]4.2012[/C][C]3.2e-05[/C][/ROW]
[ROW][C]8[/C][C]0.365697[/C][C]3.411[/C][C]0.000492[/C][/ROW]
[ROW][C]9[/C][C]0.290854[/C][C]2.7129[/C][C]0.004019[/C][/ROW]
[ROW][C]10[/C][C]0.2337[/C][C]2.1798[/C][C]0.015986[/C][/ROW]
[ROW][C]11[/C][C]0.189669[/C][C]1.7691[/C][C]0.04019[/C][/ROW]
[ROW][C]12[/C][C]0.151879[/C][C]1.4166[/C][C]0.08008[/C][/ROW]
[ROW][C]13[/C][C]0.115556[/C][C]1.0778[/C][C]0.142044[/C][/ROW]
[ROW][C]14[/C][C]0.076968[/C][C]0.7179[/C][C]0.237369[/C][/ROW]
[ROW][C]15[/C][C]0.033566[/C][C]0.3131[/C][C]0.377483[/C][/ROW]
[ROW][C]16[/C][C]-0.010718[/C][C]-0.1[/C][C]0.4603[/C][/ROW]
[ROW][C]17[/C][C]-0.054681[/C][C]-0.51[/C][C]0.305662[/C][/ROW]
[ROW][C]18[/C][C]-0.096705[/C][C]-0.902[/C][C]0.184772[/C][/ROW]
[ROW][C]19[/C][C]-0.137021[/C][C]-1.278[/C][C]0.102316[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69124&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69124&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
10.9612358.96580
20.9002298.39680
30.8221657.66860
40.7307546.8160
50.6349595.92250
60.5404875.04131e-06
70.4504164.20123.2e-05
80.3656973.4110.000492
90.2908542.71290.004019
100.23372.17980.015986
110.1896691.76910.04019
120.1518791.41660.08008
130.1155561.07780.142044
140.0769680.71790.237369
150.0335660.31310.377483
16-0.010718-0.10.4603
17-0.054681-0.510.305662
18-0.096705-0.9020.184772
19-0.137021-1.2780.102316






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9612358.96580
2-0.312292-2.91290.002275
3-0.192622-1.79670.03793
4-0.141232-1.31730.095595
5-0.023537-0.21950.413372
60.0095370.0890.464661
70.0034590.03230.487167
8-0.023303-0.21740.41422
90.030220.28190.389357
100.1288691.2020.116311
110.0144530.13480.446538
12-0.090198-0.84130.20124
13-0.120345-1.12250.132369
14-0.103184-0.96240.169248
15-0.081532-0.76050.224511
160.0071150.06640.473619
170.0011030.01030.495908
180.0109860.10250.459309
19-0.004868-0.04540.481944

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.961235 & 8.9658 & 0 \tabularnewline
2 & -0.312292 & -2.9129 & 0.002275 \tabularnewline
3 & -0.192622 & -1.7967 & 0.03793 \tabularnewline
4 & -0.141232 & -1.3173 & 0.095595 \tabularnewline
5 & -0.023537 & -0.2195 & 0.413372 \tabularnewline
6 & 0.009537 & 0.089 & 0.464661 \tabularnewline
7 & 0.003459 & 0.0323 & 0.487167 \tabularnewline
8 & -0.023303 & -0.2174 & 0.41422 \tabularnewline
9 & 0.03022 & 0.2819 & 0.389357 \tabularnewline
10 & 0.128869 & 1.202 & 0.116311 \tabularnewline
11 & 0.014453 & 0.1348 & 0.446538 \tabularnewline
12 & -0.090198 & -0.8413 & 0.20124 \tabularnewline
13 & -0.120345 & -1.1225 & 0.132369 \tabularnewline
14 & -0.103184 & -0.9624 & 0.169248 \tabularnewline
15 & -0.081532 & -0.7605 & 0.224511 \tabularnewline
16 & 0.007115 & 0.0664 & 0.473619 \tabularnewline
17 & 0.001103 & 0.0103 & 0.495908 \tabularnewline
18 & 0.010986 & 0.1025 & 0.459309 \tabularnewline
19 & -0.004868 & -0.0454 & 0.481944 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69124&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]0.961235[/C][C]8.9658[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.312292[/C][C]-2.9129[/C][C]0.002275[/C][/ROW]
[ROW][C]3[/C][C]-0.192622[/C][C]-1.7967[/C][C]0.03793[/C][/ROW]
[ROW][C]4[/C][C]-0.141232[/C][C]-1.3173[/C][C]0.095595[/C][/ROW]
[ROW][C]5[/C][C]-0.023537[/C][C]-0.2195[/C][C]0.413372[/C][/ROW]
[ROW][C]6[/C][C]0.009537[/C][C]0.089[/C][C]0.464661[/C][/ROW]
[ROW][C]7[/C][C]0.003459[/C][C]0.0323[/C][C]0.487167[/C][/ROW]
[ROW][C]8[/C][C]-0.023303[/C][C]-0.2174[/C][C]0.41422[/C][/ROW]
[ROW][C]9[/C][C]0.03022[/C][C]0.2819[/C][C]0.389357[/C][/ROW]
[ROW][C]10[/C][C]0.128869[/C][C]1.202[/C][C]0.116311[/C][/ROW]
[ROW][C]11[/C][C]0.014453[/C][C]0.1348[/C][C]0.446538[/C][/ROW]
[ROW][C]12[/C][C]-0.090198[/C][C]-0.8413[/C][C]0.20124[/C][/ROW]
[ROW][C]13[/C][C]-0.120345[/C][C]-1.1225[/C][C]0.132369[/C][/ROW]
[ROW][C]14[/C][C]-0.103184[/C][C]-0.9624[/C][C]0.169248[/C][/ROW]
[ROW][C]15[/C][C]-0.081532[/C][C]-0.7605[/C][C]0.224511[/C][/ROW]
[ROW][C]16[/C][C]0.007115[/C][C]0.0664[/C][C]0.473619[/C][/ROW]
[ROW][C]17[/C][C]0.001103[/C][C]0.0103[/C][C]0.495908[/C][/ROW]
[ROW][C]18[/C][C]0.010986[/C][C]0.1025[/C][C]0.459309[/C][/ROW]
[ROW][C]19[/C][C]-0.004868[/C][C]-0.0454[/C][C]0.481944[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69124&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69124&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
10.9612358.96580
2-0.312292-2.91290.002275
3-0.192622-1.79670.03793
4-0.141232-1.31730.095595
5-0.023537-0.21950.413372
60.0095370.0890.464661
70.0034590.03230.487167
8-0.023303-0.21740.41422
90.030220.28190.389357
100.1288691.2020.116311
110.0144530.13480.446538
12-0.090198-0.84130.20124
13-0.120345-1.12250.132369
14-0.103184-0.96240.169248
15-0.081532-0.76050.224511
160.0071150.06640.473619
170.0011030.01030.495908
180.0109860.10250.459309
19-0.004868-0.04540.481944


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')