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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 03:47:21 -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/t1259232613qyzvw17itbklylc.htm/, Retrieved Mon, 29 Apr 2024 00:11:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59809, Retrieved Mon, 29 Apr 2024 00:11:00 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact101

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] [] [2009-11-26 10:47:21] [4d89445a8ea4b299af2ee123046cffa6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97.4
97
105.4
102.7
98.1
104.5
87.4
89.9
109.8
111.7
98.6
96.9
95.1
97
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3

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=59809&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=59809&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59809&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
10.1126910.86560.195109
2-0.176078-1.35250.090692
30.0453890.34860.364301
4-0.088608-0.68060.24939
50.2330931.79040.039259
60.4344463.3370.000735
70.1746891.34180.092399
8-0.088398-0.6790.249897
90.0355310.27290.392933
10-0.252219-1.93730.028749
110.0626350.48110.316109
120.6854295.26491e-06
13-0.006422-0.04930.480413
14-0.165013-1.26750.104981
15-0.055427-0.42570.335922
16-0.186811-1.43490.078294
170.1202970.9240.179619

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.112691 & 0.8656 & 0.195109 \tabularnewline
2 & -0.176078 & -1.3525 & 0.090692 \tabularnewline
3 & 0.045389 & 0.3486 & 0.364301 \tabularnewline
4 & -0.088608 & -0.6806 & 0.24939 \tabularnewline
5 & 0.233093 & 1.7904 & 0.039259 \tabularnewline
6 & 0.434446 & 3.337 & 0.000735 \tabularnewline
7 & 0.174689 & 1.3418 & 0.092399 \tabularnewline
8 & -0.088398 & -0.679 & 0.249897 \tabularnewline
9 & 0.035531 & 0.2729 & 0.392933 \tabularnewline
10 & -0.252219 & -1.9373 & 0.028749 \tabularnewline
11 & 0.062635 & 0.4811 & 0.316109 \tabularnewline
12 & 0.685429 & 5.2649 & 1e-06 \tabularnewline
13 & -0.006422 & -0.0493 & 0.480413 \tabularnewline
14 & -0.165013 & -1.2675 & 0.104981 \tabularnewline
15 & -0.055427 & -0.4257 & 0.335922 \tabularnewline
16 & -0.186811 & -1.4349 & 0.078294 \tabularnewline
17 & 0.120297 & 0.924 & 0.179619 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59809&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]0.112691[/C][C]0.8656[/C][C]0.195109[/C][/ROW]
[ROW][C]2[/C][C]-0.176078[/C][C]-1.3525[/C][C]0.090692[/C][/ROW]
[ROW][C]3[/C][C]0.045389[/C][C]0.3486[/C][C]0.364301[/C][/ROW]
[ROW][C]4[/C][C]-0.088608[/C][C]-0.6806[/C][C]0.24939[/C][/ROW]
[ROW][C]5[/C][C]0.233093[/C][C]1.7904[/C][C]0.039259[/C][/ROW]
[ROW][C]6[/C][C]0.434446[/C][C]3.337[/C][C]0.000735[/C][/ROW]
[ROW][C]7[/C][C]0.174689[/C][C]1.3418[/C][C]0.092399[/C][/ROW]
[ROW][C]8[/C][C]-0.088398[/C][C]-0.679[/C][C]0.249897[/C][/ROW]
[ROW][C]9[/C][C]0.035531[/C][C]0.2729[/C][C]0.392933[/C][/ROW]
[ROW][C]10[/C][C]-0.252219[/C][C]-1.9373[/C][C]0.028749[/C][/ROW]
[ROW][C]11[/C][C]0.062635[/C][C]0.4811[/C][C]0.316109[/C][/ROW]
[ROW][C]12[/C][C]0.685429[/C][C]5.2649[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.006422[/C][C]-0.0493[/C][C]0.480413[/C][/ROW]
[ROW][C]14[/C][C]-0.165013[/C][C]-1.2675[/C][C]0.104981[/C][/ROW]
[ROW][C]15[/C][C]-0.055427[/C][C]-0.4257[/C][C]0.335922[/C][/ROW]
[ROW][C]16[/C][C]-0.186811[/C][C]-1.4349[/C][C]0.078294[/C][/ROW]
[ROW][C]17[/C][C]0.120297[/C][C]0.924[/C][C]0.179619[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59809&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59809&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
10.1126910.86560.195109
2-0.176078-1.35250.090692
30.0453890.34860.364301
4-0.088608-0.68060.24939
50.2330931.79040.039259
60.4344463.3370.000735
70.1746891.34180.092399
8-0.088398-0.6790.249897
90.0355310.27290.392933
10-0.252219-1.93730.028749
110.0626350.48110.316109
120.6854295.26491e-06
13-0.006422-0.04930.480413
14-0.165013-1.26750.104981
15-0.055427-0.42570.335922
16-0.186811-1.43490.078294
170.1202970.9240.179619






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1126910.86560.195109
2-0.191205-1.46870.073616
30.0952190.73140.233719
4-0.150836-1.15860.125645
50.3217122.47110.008188
60.3378882.59540.005952
70.2707592.07970.020952
8-0.019459-0.14950.440847
90.1629611.25170.107805
10-0.459375-3.52850.000408
110.0066590.05110.47969
120.4395073.37590.000653
13-0.1962-1.5070.068569
14-0.036671-0.28170.389588
15-0.075038-0.57640.283275
16-0.052289-0.40160.3447
17-0.091417-0.70220.242662

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.112691 & 0.8656 & 0.195109 \tabularnewline
2 & -0.191205 & -1.4687 & 0.073616 \tabularnewline
3 & 0.095219 & 0.7314 & 0.233719 \tabularnewline
4 & -0.150836 & -1.1586 & 0.125645 \tabularnewline
5 & 0.321712 & 2.4711 & 0.008188 \tabularnewline
6 & 0.337888 & 2.5954 & 0.005952 \tabularnewline
7 & 0.270759 & 2.0797 & 0.020952 \tabularnewline
8 & -0.019459 & -0.1495 & 0.440847 \tabularnewline
9 & 0.162961 & 1.2517 & 0.107805 \tabularnewline
10 & -0.459375 & -3.5285 & 0.000408 \tabularnewline
11 & 0.006659 & 0.0511 & 0.47969 \tabularnewline
12 & 0.439507 & 3.3759 & 0.000653 \tabularnewline
13 & -0.1962 & -1.507 & 0.068569 \tabularnewline
14 & -0.036671 & -0.2817 & 0.389588 \tabularnewline
15 & -0.075038 & -0.5764 & 0.283275 \tabularnewline
16 & -0.052289 & -0.4016 & 0.3447 \tabularnewline
17 & -0.091417 & -0.7022 & 0.242662 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59809&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]0.112691[/C][C]0.8656[/C][C]0.195109[/C][/ROW]
[ROW][C]2[/C][C]-0.191205[/C][C]-1.4687[/C][C]0.073616[/C][/ROW]
[ROW][C]3[/C][C]0.095219[/C][C]0.7314[/C][C]0.233719[/C][/ROW]
[ROW][C]4[/C][C]-0.150836[/C][C]-1.1586[/C][C]0.125645[/C][/ROW]
[ROW][C]5[/C][C]0.321712[/C][C]2.4711[/C][C]0.008188[/C][/ROW]
[ROW][C]6[/C][C]0.337888[/C][C]2.5954[/C][C]0.005952[/C][/ROW]
[ROW][C]7[/C][C]0.270759[/C][C]2.0797[/C][C]0.020952[/C][/ROW]
[ROW][C]8[/C][C]-0.019459[/C][C]-0.1495[/C][C]0.440847[/C][/ROW]
[ROW][C]9[/C][C]0.162961[/C][C]1.2517[/C][C]0.107805[/C][/ROW]
[ROW][C]10[/C][C]-0.459375[/C][C]-3.5285[/C][C]0.000408[/C][/ROW]
[ROW][C]11[/C][C]0.006659[/C][C]0.0511[/C][C]0.47969[/C][/ROW]
[ROW][C]12[/C][C]0.439507[/C][C]3.3759[/C][C]0.000653[/C][/ROW]
[ROW][C]13[/C][C]-0.1962[/C][C]-1.507[/C][C]0.068569[/C][/ROW]
[ROW][C]14[/C][C]-0.036671[/C][C]-0.2817[/C][C]0.389588[/C][/ROW]
[ROW][C]15[/C][C]-0.075038[/C][C]-0.5764[/C][C]0.283275[/C][/ROW]
[ROW][C]16[/C][C]-0.052289[/C][C]-0.4016[/C][C]0.3447[/C][/ROW]
[ROW][C]17[/C][C]-0.091417[/C][C]-0.7022[/C][C]0.242662[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59809&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59809&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
10.1126910.86560.195109
2-0.191205-1.46870.073616
30.0952190.73140.233719
4-0.150836-1.15860.125645
50.3217122.47110.008188
60.3378882.59540.005952
70.2707592.07970.020952
8-0.019459-0.14950.440847
90.1629611.25170.107805
10-0.459375-3.52850.000408
110.0066590.05110.47969
120.4395073.37590.000653
13-0.1962-1.5070.068569
14-0.036671-0.28170.389588
15-0.075038-0.57640.283275
16-0.052289-0.40160.3447
17-0.091417-0.70220.242662


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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')