FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationFri, 27 Nov 2009 12:14:36 -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/27/t1259349371y8cx2g8i5t0svnk.htm/, Retrieved Sun, 28 Apr 2024 20:17:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61152, Retrieved Sun, 28 Apr 2024 20:17:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact105

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] [] [2009-11-27 19:14:36] [7cc673c2b3a8ab442a3ec6ca430f2445] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
17,9
15,9
13,9
17,8
17,9
17,4
16,7
16
16,6
19,1
17,8
17,2
18,6
16,3
15,1
19,2
17,7
19,1
18
17,5
17,8
21,1
17,2
19,4
19,8
17,6
16,2
19,5
19,9
20
17,3
18,9
18,6
21,4
18,6
19,8
20,8
19,6
17,7
19,8
22,2
20,7
17,9
20,9
21,2
21,4
23
21,3
23,9
22,4
18,3
22,8
22,3
17,8
16,4
16
16,4
17,7
16,6
16,2
18,3

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=61152&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=61152&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61152&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
10.5336434.16794.9e-05
20.3419522.67070.004845
30.4244493.3150.000773
40.4001893.12560.001358
50.2930712.2890.012779
60.2606542.03580.023061
70.0628440.49080.312654
80.1406621.09860.138129
90.017110.13360.447066
10-0.099456-0.77680.220146
110.0443060.3460.36525
120.2657612.07570.021074
130.0056610.04420.48244
14-0.10444-0.81570.208923
15-0.033882-0.26460.396095
160.0621520.48540.314557
17-0.020646-0.16120.436216

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.533643 & 4.1679 & 4.9e-05 \tabularnewline
2 & 0.341952 & 2.6707 & 0.004845 \tabularnewline
3 & 0.424449 & 3.315 & 0.000773 \tabularnewline
4 & 0.400189 & 3.1256 & 0.001358 \tabularnewline
5 & 0.293071 & 2.289 & 0.012779 \tabularnewline
6 & 0.260654 & 2.0358 & 0.023061 \tabularnewline
7 & 0.062844 & 0.4908 & 0.312654 \tabularnewline
8 & 0.140662 & 1.0986 & 0.138129 \tabularnewline
9 & 0.01711 & 0.1336 & 0.447066 \tabularnewline
10 & -0.099456 & -0.7768 & 0.220146 \tabularnewline
11 & 0.044306 & 0.346 & 0.36525 \tabularnewline
12 & 0.265761 & 2.0757 & 0.021074 \tabularnewline
13 & 0.005661 & 0.0442 & 0.48244 \tabularnewline
14 & -0.10444 & -0.8157 & 0.208923 \tabularnewline
15 & -0.033882 & -0.2646 & 0.396095 \tabularnewline
16 & 0.062152 & 0.4854 & 0.314557 \tabularnewline
17 & -0.020646 & -0.1612 & 0.436216 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61152&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]0.533643[/C][C]4.1679[/C][C]4.9e-05[/C][/ROW]
[ROW][C]2[/C][C]0.341952[/C][C]2.6707[/C][C]0.004845[/C][/ROW]
[ROW][C]3[/C][C]0.424449[/C][C]3.315[/C][C]0.000773[/C][/ROW]
[ROW][C]4[/C][C]0.400189[/C][C]3.1256[/C][C]0.001358[/C][/ROW]
[ROW][C]5[/C][C]0.293071[/C][C]2.289[/C][C]0.012779[/C][/ROW]
[ROW][C]6[/C][C]0.260654[/C][C]2.0358[/C][C]0.023061[/C][/ROW]
[ROW][C]7[/C][C]0.062844[/C][C]0.4908[/C][C]0.312654[/C][/ROW]
[ROW][C]8[/C][C]0.140662[/C][C]1.0986[/C][C]0.138129[/C][/ROW]
[ROW][C]9[/C][C]0.01711[/C][C]0.1336[/C][C]0.447066[/C][/ROW]
[ROW][C]10[/C][C]-0.099456[/C][C]-0.7768[/C][C]0.220146[/C][/ROW]
[ROW][C]11[/C][C]0.044306[/C][C]0.346[/C][C]0.36525[/C][/ROW]
[ROW][C]12[/C][C]0.265761[/C][C]2.0757[/C][C]0.021074[/C][/ROW]
[ROW][C]13[/C][C]0.005661[/C][C]0.0442[/C][C]0.48244[/C][/ROW]
[ROW][C]14[/C][C]-0.10444[/C][C]-0.8157[/C][C]0.208923[/C][/ROW]
[ROW][C]15[/C][C]-0.033882[/C][C]-0.2646[/C][C]0.396095[/C][/ROW]
[ROW][C]16[/C][C]0.062152[/C][C]0.4854[/C][C]0.314557[/C][/ROW]
[ROW][C]17[/C][C]-0.020646[/C][C]-0.1612[/C][C]0.436216[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61152&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61152&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
10.5336434.16794.9e-05
20.3419522.67070.004845
30.4244493.3150.000773
40.4001893.12560.001358
50.2930712.2890.012779
60.2606542.03580.023061
70.0628440.49080.312654
80.1406621.09860.138129
90.017110.13360.447066
10-0.099456-0.77680.220146
110.0443060.3460.36525
120.2657612.07570.021074
130.0056610.04420.48244
14-0.10444-0.81570.208923
15-0.033882-0.26460.396095
160.0621520.48540.314557
17-0.020646-0.16120.436216






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5336434.16794.9e-05
20.0799420.62440.267356
30.3009842.35080.010992
40.0999310.78050.219061
50.0060520.04730.481229
60.0207160.16180.436001
7-0.287068-2.24210.014302
80.1582871.23630.11055
9-0.286048-2.23410.014576
10-0.017285-0.1350.446528
110.2155211.68330.048717
120.3904393.04940.001695
13-0.198513-1.55040.063105
14-0.21564-1.68420.048627
15-0.067778-0.52940.299238
16-0.016774-0.1310.448098
17-0.137705-1.07550.143191

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.533643 & 4.1679 & 4.9e-05 \tabularnewline
2 & 0.079942 & 0.6244 & 0.267356 \tabularnewline
3 & 0.300984 & 2.3508 & 0.010992 \tabularnewline
4 & 0.099931 & 0.7805 & 0.219061 \tabularnewline
5 & 0.006052 & 0.0473 & 0.481229 \tabularnewline
6 & 0.020716 & 0.1618 & 0.436001 \tabularnewline
7 & -0.287068 & -2.2421 & 0.014302 \tabularnewline
8 & 0.158287 & 1.2363 & 0.11055 \tabularnewline
9 & -0.286048 & -2.2341 & 0.014576 \tabularnewline
10 & -0.017285 & -0.135 & 0.446528 \tabularnewline
11 & 0.215521 & 1.6833 & 0.048717 \tabularnewline
12 & 0.390439 & 3.0494 & 0.001695 \tabularnewline
13 & -0.198513 & -1.5504 & 0.063105 \tabularnewline
14 & -0.21564 & -1.6842 & 0.048627 \tabularnewline
15 & -0.067778 & -0.5294 & 0.299238 \tabularnewline
16 & -0.016774 & -0.131 & 0.448098 \tabularnewline
17 & -0.137705 & -1.0755 & 0.143191 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61152&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]0.533643[/C][C]4.1679[/C][C]4.9e-05[/C][/ROW]
[ROW][C]2[/C][C]0.079942[/C][C]0.6244[/C][C]0.267356[/C][/ROW]
[ROW][C]3[/C][C]0.300984[/C][C]2.3508[/C][C]0.010992[/C][/ROW]
[ROW][C]4[/C][C]0.099931[/C][C]0.7805[/C][C]0.219061[/C][/ROW]
[ROW][C]5[/C][C]0.006052[/C][C]0.0473[/C][C]0.481229[/C][/ROW]
[ROW][C]6[/C][C]0.020716[/C][C]0.1618[/C][C]0.436001[/C][/ROW]
[ROW][C]7[/C][C]-0.287068[/C][C]-2.2421[/C][C]0.014302[/C][/ROW]
[ROW][C]8[/C][C]0.158287[/C][C]1.2363[/C][C]0.11055[/C][/ROW]
[ROW][C]9[/C][C]-0.286048[/C][C]-2.2341[/C][C]0.014576[/C][/ROW]
[ROW][C]10[/C][C]-0.017285[/C][C]-0.135[/C][C]0.446528[/C][/ROW]
[ROW][C]11[/C][C]0.215521[/C][C]1.6833[/C][C]0.048717[/C][/ROW]
[ROW][C]12[/C][C]0.390439[/C][C]3.0494[/C][C]0.001695[/C][/ROW]
[ROW][C]13[/C][C]-0.198513[/C][C]-1.5504[/C][C]0.063105[/C][/ROW]
[ROW][C]14[/C][C]-0.21564[/C][C]-1.6842[/C][C]0.048627[/C][/ROW]
[ROW][C]15[/C][C]-0.067778[/C][C]-0.5294[/C][C]0.299238[/C][/ROW]
[ROW][C]16[/C][C]-0.016774[/C][C]-0.131[/C][C]0.448098[/C][/ROW]
[ROW][C]17[/C][C]-0.137705[/C][C]-1.0755[/C][C]0.143191[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61152&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61152&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
10.5336434.16794.9e-05
20.0799420.62440.267356
30.3009842.35080.010992
40.0999310.78050.219061
50.0060520.04730.481229
60.0207160.16180.436001
7-0.287068-2.24210.014302
80.1582871.23630.11055
9-0.286048-2.23410.014576
10-0.017285-0.1350.446528
110.2155211.68330.048717
120.3904393.04940.001695
13-0.198513-1.55040.063105
14-0.21564-1.68420.048627
15-0.067778-0.52940.299238
16-0.016774-0.1310.448098
17-0.137705-1.07550.143191


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')