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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationThu, 26 Nov 2009 02:29:01 -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/Nov/26/t1259227801bi4i9zglzru7bui.htm/, Retrieved Sun, 28 Apr 2024 19:10:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59729, Retrieved Sun, 28 Apr 2024 19:10:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsBasisjaar 2000 = 100
Estimated Impact138

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [Grondstofprijsind...] [2009-11-26 09:29:01] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
117.1
118.7
126.5
127.5
134.6
131.8
135.9
142.7
141.7
153.4
145
137.7
148.3
152.2
169.4
168.6
161.1
174.1
179
190.6
190
181.6
174.8
180.5
196.8
193.8
197
216.3
221.4
217.9
229.7
227.4
204.2
196.6
198.8
207.5
190.7
201.6
210.5
223.5
223.8
231.2
244
234.7
250.2
265.7
287.6
283.3
295.4
312.3
333.8
347.7
383.2
407.1
413.6
362.7
321.9
239.4
191
159.7
163.4

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=59729&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=59729&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59729&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
10.6526854.52192e-05
20.3887282.69320.004859
30.0967950.67060.25284
4-0.031957-0.22140.412857
5-0.21292-1.47520.073351
6-0.15226-1.05490.148378
7-0.080783-0.55970.289149
8-0.068156-0.47220.319463
9-0.138938-0.96260.170288
10-0.099615-0.69020.246711
11-0.116599-0.80780.211589
12-0.210249-1.45660.075862
13-0.177859-1.23220.11193
14-0.087737-0.60790.273073
15-0.014533-0.10070.460109
16-0.059085-0.40940.342052
17-0.031641-0.21920.413707

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.652685 & 4.5219 & 2e-05 \tabularnewline
2 & 0.388728 & 2.6932 & 0.004859 \tabularnewline
3 & 0.096795 & 0.6706 & 0.25284 \tabularnewline
4 & -0.031957 & -0.2214 & 0.412857 \tabularnewline
5 & -0.21292 & -1.4752 & 0.073351 \tabularnewline
6 & -0.15226 & -1.0549 & 0.148378 \tabularnewline
7 & -0.080783 & -0.5597 & 0.289149 \tabularnewline
8 & -0.068156 & -0.4722 & 0.319463 \tabularnewline
9 & -0.138938 & -0.9626 & 0.170288 \tabularnewline
10 & -0.099615 & -0.6902 & 0.246711 \tabularnewline
11 & -0.116599 & -0.8078 & 0.211589 \tabularnewline
12 & -0.210249 & -1.4566 & 0.075862 \tabularnewline
13 & -0.177859 & -1.2322 & 0.11193 \tabularnewline
14 & -0.087737 & -0.6079 & 0.273073 \tabularnewline
15 & -0.014533 & -0.1007 & 0.460109 \tabularnewline
16 & -0.059085 & -0.4094 & 0.342052 \tabularnewline
17 & -0.031641 & -0.2192 & 0.413707 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59729&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]0.652685[/C][C]4.5219[/C][C]2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.388728[/C][C]2.6932[/C][C]0.004859[/C][/ROW]
[ROW][C]3[/C][C]0.096795[/C][C]0.6706[/C][C]0.25284[/C][/ROW]
[ROW][C]4[/C][C]-0.031957[/C][C]-0.2214[/C][C]0.412857[/C][/ROW]
[ROW][C]5[/C][C]-0.21292[/C][C]-1.4752[/C][C]0.073351[/C][/ROW]
[ROW][C]6[/C][C]-0.15226[/C][C]-1.0549[/C][C]0.148378[/C][/ROW]
[ROW][C]7[/C][C]-0.080783[/C][C]-0.5597[/C][C]0.289149[/C][/ROW]
[ROW][C]8[/C][C]-0.068156[/C][C]-0.4722[/C][C]0.319463[/C][/ROW]
[ROW][C]9[/C][C]-0.138938[/C][C]-0.9626[/C][C]0.170288[/C][/ROW]
[ROW][C]10[/C][C]-0.099615[/C][C]-0.6902[/C][C]0.246711[/C][/ROW]
[ROW][C]11[/C][C]-0.116599[/C][C]-0.8078[/C][C]0.211589[/C][/ROW]
[ROW][C]12[/C][C]-0.210249[/C][C]-1.4566[/C][C]0.075862[/C][/ROW]
[ROW][C]13[/C][C]-0.177859[/C][C]-1.2322[/C][C]0.11193[/C][/ROW]
[ROW][C]14[/C][C]-0.087737[/C][C]-0.6079[/C][C]0.273073[/C][/ROW]
[ROW][C]15[/C][C]-0.014533[/C][C]-0.1007[/C][C]0.460109[/C][/ROW]
[ROW][C]16[/C][C]-0.059085[/C][C]-0.4094[/C][C]0.342052[/C][/ROW]
[ROW][C]17[/C][C]-0.031641[/C][C]-0.2192[/C][C]0.413707[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59729&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59729&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
10.6526854.52192e-05
20.3887282.69320.004859
30.0967950.67060.25284
4-0.031957-0.22140.412857
5-0.21292-1.47520.073351
6-0.15226-1.05490.148378
7-0.080783-0.55970.289149
8-0.068156-0.47220.319463
9-0.138938-0.96260.170288
10-0.099615-0.69020.246711
11-0.116599-0.80780.211589
12-0.210249-1.45660.075862
13-0.177859-1.23220.11193
14-0.087737-0.60790.273073
15-0.014533-0.10070.460109
16-0.059085-0.40940.342052
17-0.031641-0.21920.413707






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6526854.52192e-05
2-0.064929-0.44980.327426
3-0.229219-1.58810.059418
40.0279180.19340.423723
5-0.224708-1.55680.063041
60.1834921.27130.104879
70.051570.35730.361222
8-0.198403-1.37460.087823
9-0.107883-0.74740.229224
100.0738280.51150.305675
11-0.071258-0.49370.311887
12-0.215929-1.4960.0706
130.1185740.82150.20771
14-0.001234-0.00860.496607
15-0.010188-0.07060.47201
16-0.139982-0.96980.168499
17-0.064055-0.44380.329596

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.652685 & 4.5219 & 2e-05 \tabularnewline
2 & -0.064929 & -0.4498 & 0.327426 \tabularnewline
3 & -0.229219 & -1.5881 & 0.059418 \tabularnewline
4 & 0.027918 & 0.1934 & 0.423723 \tabularnewline
5 & -0.224708 & -1.5568 & 0.063041 \tabularnewline
6 & 0.183492 & 1.2713 & 0.104879 \tabularnewline
7 & 0.05157 & 0.3573 & 0.361222 \tabularnewline
8 & -0.198403 & -1.3746 & 0.087823 \tabularnewline
9 & -0.107883 & -0.7474 & 0.229224 \tabularnewline
10 & 0.073828 & 0.5115 & 0.305675 \tabularnewline
11 & -0.071258 & -0.4937 & 0.311887 \tabularnewline
12 & -0.215929 & -1.496 & 0.0706 \tabularnewline
13 & 0.118574 & 0.8215 & 0.20771 \tabularnewline
14 & -0.001234 & -0.0086 & 0.496607 \tabularnewline
15 & -0.010188 & -0.0706 & 0.47201 \tabularnewline
16 & -0.139982 & -0.9698 & 0.168499 \tabularnewline
17 & -0.064055 & -0.4438 & 0.329596 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59729&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]0.652685[/C][C]4.5219[/C][C]2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.064929[/C][C]-0.4498[/C][C]0.327426[/C][/ROW]
[ROW][C]3[/C][C]-0.229219[/C][C]-1.5881[/C][C]0.059418[/C][/ROW]
[ROW][C]4[/C][C]0.027918[/C][C]0.1934[/C][C]0.423723[/C][/ROW]
[ROW][C]5[/C][C]-0.224708[/C][C]-1.5568[/C][C]0.063041[/C][/ROW]
[ROW][C]6[/C][C]0.183492[/C][C]1.2713[/C][C]0.104879[/C][/ROW]
[ROW][C]7[/C][C]0.05157[/C][C]0.3573[/C][C]0.361222[/C][/ROW]
[ROW][C]8[/C][C]-0.198403[/C][C]-1.3746[/C][C]0.087823[/C][/ROW]
[ROW][C]9[/C][C]-0.107883[/C][C]-0.7474[/C][C]0.229224[/C][/ROW]
[ROW][C]10[/C][C]0.073828[/C][C]0.5115[/C][C]0.305675[/C][/ROW]
[ROW][C]11[/C][C]-0.071258[/C][C]-0.4937[/C][C]0.311887[/C][/ROW]
[ROW][C]12[/C][C]-0.215929[/C][C]-1.496[/C][C]0.0706[/C][/ROW]
[ROW][C]13[/C][C]0.118574[/C][C]0.8215[/C][C]0.20771[/C][/ROW]
[ROW][C]14[/C][C]-0.001234[/C][C]-0.0086[/C][C]0.496607[/C][/ROW]
[ROW][C]15[/C][C]-0.010188[/C][C]-0.0706[/C][C]0.47201[/C][/ROW]
[ROW][C]16[/C][C]-0.139982[/C][C]-0.9698[/C][C]0.168499[/C][/ROW]
[ROW][C]17[/C][C]-0.064055[/C][C]-0.4438[/C][C]0.329596[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59729&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59729&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
10.6526854.52192e-05
2-0.064929-0.44980.327426
3-0.229219-1.58810.059418
40.0279180.19340.423723
5-0.224708-1.55680.063041
60.1834921.27130.104879
70.051570.35730.361222
8-0.198403-1.37460.087823
9-0.107883-0.74740.229224
100.0738280.51150.305675
11-0.071258-0.49370.311887
12-0.215929-1.4960.0706
130.1185740.82150.20771
14-0.001234-0.00860.496607
15-0.010188-0.07060.47201
16-0.139982-0.96980.168499
17-0.064055-0.44380.329596


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 2.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; 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')