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, 25 Nov 2009 13:22:12 -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/2009/Nov/25/t12591805793oh3n207ijk1l6w.htm/, Retrieved Tue, 07 May 2024 20:54:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59618, Retrieved Tue, 07 May 2024 20:54:36 +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

108

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

-       [(Partial) Autocorrelation Function] [acf methode] [2009-11-25 20:22:12] [bef26de542bed2eafc60fe4615b06e47] [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	2 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=59618&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=59618&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59618&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.596547	-4.0897	8.4e-05
2	0.266575	1.8275	0.036985
3	-0.00403	-0.0276	0.489037
4	-0.064801	-0.4443	0.32945
5	0.079668	0.5462	0.293763
6	0.035751	0.2451	0.403725
7	-0.113756	-0.7799	0.219689
8	0.156442	1.0725	0.144482
9	-0.174541	-1.1966	0.118733
10	0.105707	0.7247	0.236118
11	0.055632	0.3814	0.352314
12	-0.11349	-0.778	0.220221
13	0.157714	1.0812	0.142555
14	-0.245964	-1.6862	0.049188
15	0.270298	1.8531	0.035078
16	-0.202591	-1.3889	0.085706
17	0.180302	1.2361	0.111284

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.596547 & -4.0897 & 8.4e-05 \tabularnewline
2 & 0.266575 & 1.8275 & 0.036985 \tabularnewline
3 & -0.00403 & -0.0276 & 0.489037 \tabularnewline
4 & -0.064801 & -0.4443 & 0.32945 \tabularnewline
5 & 0.079668 & 0.5462 & 0.293763 \tabularnewline
6 & 0.035751 & 0.2451 & 0.403725 \tabularnewline
7 & -0.113756 & -0.7799 & 0.219689 \tabularnewline
8 & 0.156442 & 1.0725 & 0.144482 \tabularnewline
9 & -0.174541 & -1.1966 & 0.118733 \tabularnewline
10 & 0.105707 & 0.7247 & 0.236118 \tabularnewline
11 & 0.055632 & 0.3814 & 0.352314 \tabularnewline
12 & -0.11349 & -0.778 & 0.220221 \tabularnewline
13 & 0.157714 & 1.0812 & 0.142555 \tabularnewline
14 & -0.245964 & -1.6862 & 0.049188 \tabularnewline
15 & 0.270298 & 1.8531 & 0.035078 \tabularnewline
16 & -0.202591 & -1.3889 & 0.085706 \tabularnewline
17 & 0.180302 & 1.2361 & 0.111284 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59618&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]-0.596547[/C][C]-4.0897[/C][C]8.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.266575[/C][C]1.8275[/C][C]0.036985[/C][/ROW]
[ROW][C]3[/C][C]-0.00403[/C][C]-0.0276[/C][C]0.489037[/C][/ROW]
[ROW][C]4[/C][C]-0.064801[/C][C]-0.4443[/C][C]0.32945[/C][/ROW]
[ROW][C]5[/C][C]0.079668[/C][C]0.5462[/C][C]0.293763[/C][/ROW]
[ROW][C]6[/C][C]0.035751[/C][C]0.2451[/C][C]0.403725[/C][/ROW]
[ROW][C]7[/C][C]-0.113756[/C][C]-0.7799[/C][C]0.219689[/C][/ROW]
[ROW][C]8[/C][C]0.156442[/C][C]1.0725[/C][C]0.144482[/C][/ROW]
[ROW][C]9[/C][C]-0.174541[/C][C]-1.1966[/C][C]0.118733[/C][/ROW]
[ROW][C]10[/C][C]0.105707[/C][C]0.7247[/C][C]0.236118[/C][/ROW]
[ROW][C]11[/C][C]0.055632[/C][C]0.3814[/C][C]0.352314[/C][/ROW]
[ROW][C]12[/C][C]-0.11349[/C][C]-0.778[/C][C]0.220221[/C][/ROW]
[ROW][C]13[/C][C]0.157714[/C][C]1.0812[/C][C]0.142555[/C][/ROW]
[ROW][C]14[/C][C]-0.245964[/C][C]-1.6862[/C][C]0.049188[/C][/ROW]
[ROW][C]15[/C][C]0.270298[/C][C]1.8531[/C][C]0.035078[/C][/ROW]
[ROW][C]16[/C][C]-0.202591[/C][C]-1.3889[/C][C]0.085706[/C][/ROW]
[ROW][C]17[/C][C]0.180302[/C][C]1.2361[/C][C]0.111284[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59618&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59618&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	-0.596547	-4.0897	8.4e-05
2	0.266575	1.8275	0.036985
3	-0.00403	-0.0276	0.489037
4	-0.064801	-0.4443	0.32945
5	0.079668	0.5462	0.293763
6	0.035751	0.2451	0.403725
7	-0.113756	-0.7799	0.219689
8	0.156442	1.0725	0.144482
9	-0.174541	-1.1966	0.118733
10	0.105707	0.7247	0.236118
11	0.055632	0.3814	0.352314
12	-0.11349	-0.778	0.220221
13	0.157714	1.0812	0.142555
14	-0.245964	-1.6862	0.049188
15	0.270298	1.8531	0.035078
16	-0.202591	-1.3889	0.085706
17	0.180302	1.2361	0.111284

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.596547	-4.0897	8.4e-05
2	-0.138625	-0.9504	0.173393
3	0.149334	1.0238	0.155589
4	0.05107	0.3501	0.363907
5	0.029298	0.2009	0.420838
6	0.139248	0.9546	0.172324
7	-0.04088	-0.2803	0.390255
8	0.035006	0.24	0.405691
9	-0.090927	-0.6234	0.26803
10	-0.058486	-0.401	0.345132
11	0.14391	0.9866	0.164446
12	0.040111	0.275	0.392266
13	0.09384	0.6433	0.261567
14	-0.218245	-1.4962	0.070642
15	0.076252	0.5228	0.3018
16	-0.023239	-0.1593	0.437051
17	0.133199	0.9132	0.182909

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.596547 & -4.0897 & 8.4e-05 \tabularnewline
2 & -0.138625 & -0.9504 & 0.173393 \tabularnewline
3 & 0.149334 & 1.0238 & 0.155589 \tabularnewline
4 & 0.05107 & 0.3501 & 0.363907 \tabularnewline
5 & 0.029298 & 0.2009 & 0.420838 \tabularnewline
6 & 0.139248 & 0.9546 & 0.172324 \tabularnewline
7 & -0.04088 & -0.2803 & 0.390255 \tabularnewline
8 & 0.035006 & 0.24 & 0.405691 \tabularnewline
9 & -0.090927 & -0.6234 & 0.26803 \tabularnewline
10 & -0.058486 & -0.401 & 0.345132 \tabularnewline
11 & 0.14391 & 0.9866 & 0.164446 \tabularnewline
12 & 0.040111 & 0.275 & 0.392266 \tabularnewline
13 & 0.09384 & 0.6433 & 0.261567 \tabularnewline
14 & -0.218245 & -1.4962 & 0.070642 \tabularnewline
15 & 0.076252 & 0.5228 & 0.3018 \tabularnewline
16 & -0.023239 & -0.1593 & 0.437051 \tabularnewline
17 & 0.133199 & 0.9132 & 0.182909 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59618&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]-0.596547[/C][C]-4.0897[/C][C]8.4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.138625[/C][C]-0.9504[/C][C]0.173393[/C][/ROW]
[ROW][C]3[/C][C]0.149334[/C][C]1.0238[/C][C]0.155589[/C][/ROW]
[ROW][C]4[/C][C]0.05107[/C][C]0.3501[/C][C]0.363907[/C][/ROW]
[ROW][C]5[/C][C]0.029298[/C][C]0.2009[/C][C]0.420838[/C][/ROW]
[ROW][C]6[/C][C]0.139248[/C][C]0.9546[/C][C]0.172324[/C][/ROW]
[ROW][C]7[/C][C]-0.04088[/C][C]-0.2803[/C][C]0.390255[/C][/ROW]
[ROW][C]8[/C][C]0.035006[/C][C]0.24[/C][C]0.405691[/C][/ROW]
[ROW][C]9[/C][C]-0.090927[/C][C]-0.6234[/C][C]0.26803[/C][/ROW]
[ROW][C]10[/C][C]-0.058486[/C][C]-0.401[/C][C]0.345132[/C][/ROW]
[ROW][C]11[/C][C]0.14391[/C][C]0.9866[/C][C]0.164446[/C][/ROW]
[ROW][C]12[/C][C]0.040111[/C][C]0.275[/C][C]0.392266[/C][/ROW]
[ROW][C]13[/C][C]0.09384[/C][C]0.6433[/C][C]0.261567[/C][/ROW]
[ROW][C]14[/C][C]-0.218245[/C][C]-1.4962[/C][C]0.070642[/C][/ROW]
[ROW][C]15[/C][C]0.076252[/C][C]0.5228[/C][C]0.3018[/C][/ROW]
[ROW][C]16[/C][C]-0.023239[/C][C]-0.1593[/C][C]0.437051[/C][/ROW]
[ROW][C]17[/C][C]0.133199[/C][C]0.9132[/C][C]0.182909[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59618&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59618&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	-0.596547	-4.0897	8.4e-05
2	-0.138625	-0.9504	0.173393
3	0.149334	1.0238	0.155589
4	0.05107	0.3501	0.363907
5	0.029298	0.2009	0.420838
6	0.139248	0.9546	0.172324
7	-0.04088	-0.2803	0.390255
8	0.035006	0.24	0.405691
9	-0.090927	-0.6234	0.26803
10	-0.058486	-0.401	0.345132
11	0.14391	0.9866	0.164446
12	0.040111	0.275	0.392266
13	0.09384	0.6433	0.261567
14	-0.218245	-1.4962	0.070642
15	0.076252	0.5228	0.3018
16	-0.023239	-0.1593	0.437051
17	0.133199	0.9132	0.182909

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code