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

Thu, 15 Dec 2016 21:01:57 +0100

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/2016/Dec/15/t1481832152x8njq4zf415f4ld.htm/, Retrieved Fri, 03 May 2024 08:01:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299989, Retrieved Fri, 03 May 2024 08:01:40 +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

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

-       [(Partial) Autocorrelation Function] [Partial coorelatie ] [2016-12-15 20:01:57] [f07fac15bca656f595926f3a45d3c842] [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	1 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299989&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=299989&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299989&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	1 seconds
R Server	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.485248	-3.4312	0.000607
2	-0.080226	-0.5673	0.28653
3	0.052594	0.3719	0.355772
4	0.187493	1.3258	0.095469
5	-0.285725	-2.0204	0.024359
6	0.194908	1.3782	0.087138
7	-0.131496	-0.9298	0.178467
8	0.166609	1.1781	0.122166
9	-0.117815	-0.8331	0.204381
10	-0.043615	-0.3084	0.379529
11	0.053829	0.3806	0.352546
12	0.164023	1.1598	0.125816
13	-0.320322	-2.265	0.013939
14	0.113045	0.7993	0.213935
15	0.204698	1.4474	0.077009
16	-0.20176	-1.4267	0.079946
17	-0.039729	-0.2809	0.389962

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.485248 & -3.4312 & 0.000607 \tabularnewline
2 & -0.080226 & -0.5673 & 0.28653 \tabularnewline
3 & 0.052594 & 0.3719 & 0.355772 \tabularnewline
4 & 0.187493 & 1.3258 & 0.095469 \tabularnewline
5 & -0.285725 & -2.0204 & 0.024359 \tabularnewline
6 & 0.194908 & 1.3782 & 0.087138 \tabularnewline
7 & -0.131496 & -0.9298 & 0.178467 \tabularnewline
8 & 0.166609 & 1.1781 & 0.122166 \tabularnewline
9 & -0.117815 & -0.8331 & 0.204381 \tabularnewline
10 & -0.043615 & -0.3084 & 0.379529 \tabularnewline
11 & 0.053829 & 0.3806 & 0.352546 \tabularnewline
12 & 0.164023 & 1.1598 & 0.125816 \tabularnewline
13 & -0.320322 & -2.265 & 0.013939 \tabularnewline
14 & 0.113045 & 0.7993 & 0.213935 \tabularnewline
15 & 0.204698 & 1.4474 & 0.077009 \tabularnewline
16 & -0.20176 & -1.4267 & 0.079946 \tabularnewline
17 & -0.039729 & -0.2809 & 0.389962 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299989&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]-0.485248[/C][C]-3.4312[/C][C]0.000607[/C][/ROW]
[ROW][C]2[/C][C]-0.080226[/C][C]-0.5673[/C][C]0.28653[/C][/ROW]
[ROW][C]3[/C][C]0.052594[/C][C]0.3719[/C][C]0.355772[/C][/ROW]
[ROW][C]4[/C][C]0.187493[/C][C]1.3258[/C][C]0.095469[/C][/ROW]
[ROW][C]5[/C][C]-0.285725[/C][C]-2.0204[/C][C]0.024359[/C][/ROW]
[ROW][C]6[/C][C]0.194908[/C][C]1.3782[/C][C]0.087138[/C][/ROW]
[ROW][C]7[/C][C]-0.131496[/C][C]-0.9298[/C][C]0.178467[/C][/ROW]
[ROW][C]8[/C][C]0.166609[/C][C]1.1781[/C][C]0.122166[/C][/ROW]
[ROW][C]9[/C][C]-0.117815[/C][C]-0.8331[/C][C]0.204381[/C][/ROW]
[ROW][C]10[/C][C]-0.043615[/C][C]-0.3084[/C][C]0.379529[/C][/ROW]
[ROW][C]11[/C][C]0.053829[/C][C]0.3806[/C][C]0.352546[/C][/ROW]
[ROW][C]12[/C][C]0.164023[/C][C]1.1598[/C][C]0.125816[/C][/ROW]
[ROW][C]13[/C][C]-0.320322[/C][C]-2.265[/C][C]0.013939[/C][/ROW]
[ROW][C]14[/C][C]0.113045[/C][C]0.7993[/C][C]0.213935[/C][/ROW]
[ROW][C]15[/C][C]0.204698[/C][C]1.4474[/C][C]0.077009[/C][/ROW]
[ROW][C]16[/C][C]-0.20176[/C][C]-1.4267[/C][C]0.079946[/C][/ROW]
[ROW][C]17[/C][C]-0.039729[/C][C]-0.2809[/C][C]0.389962[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299989&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299989&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	-0.485248	-3.4312	0.000607
2	-0.080226	-0.5673	0.28653
3	0.052594	0.3719	0.355772
4	0.187493	1.3258	0.095469
5	-0.285725	-2.0204	0.024359
6	0.194908	1.3782	0.087138
7	-0.131496	-0.9298	0.178467
8	0.166609	1.1781	0.122166
9	-0.117815	-0.8331	0.204381
10	-0.043615	-0.3084	0.379529
11	0.053829	0.3806	0.352546
12	0.164023	1.1598	0.125816
13	-0.320322	-2.265	0.013939
14	0.113045	0.7993	0.213935
15	0.204698	1.4474	0.077009
16	-0.20176	-1.4267	0.079946
17	-0.039729	-0.2809	0.389962

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.485248	-3.4312	0.000607
2	-0.41292	-2.9198	0.00262
3	-0.31975	-2.261	0.014072
4	0.04325	0.3058	0.380505
5	-0.184828	-1.3069	0.098608
6	0.024548	0.1736	0.431449
7	-0.161445	-1.1416	0.129532
8	0.070051	0.4953	0.311268
9	0.058123	0.411	0.341418
10	-0.130503	-0.9228	0.180272
11	-0.035476	-0.2508	0.401479
12	0.128981	0.912	0.183064
13	-0.109861	-0.7768	0.220458
14	-0.161111	-1.1392	0.130019
15	0.118321	0.8367	0.203384
16	-0.03982	-0.2816	0.389717
17	-0.014536	-0.1028	0.459272

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.485248 & -3.4312 & 0.000607 \tabularnewline
2 & -0.41292 & -2.9198 & 0.00262 \tabularnewline
3 & -0.31975 & -2.261 & 0.014072 \tabularnewline
4 & 0.04325 & 0.3058 & 0.380505 \tabularnewline
5 & -0.184828 & -1.3069 & 0.098608 \tabularnewline
6 & 0.024548 & 0.1736 & 0.431449 \tabularnewline
7 & -0.161445 & -1.1416 & 0.129532 \tabularnewline
8 & 0.070051 & 0.4953 & 0.311268 \tabularnewline
9 & 0.058123 & 0.411 & 0.341418 \tabularnewline
10 & -0.130503 & -0.9228 & 0.180272 \tabularnewline
11 & -0.035476 & -0.2508 & 0.401479 \tabularnewline
12 & 0.128981 & 0.912 & 0.183064 \tabularnewline
13 & -0.109861 & -0.7768 & 0.220458 \tabularnewline
14 & -0.161111 & -1.1392 & 0.130019 \tabularnewline
15 & 0.118321 & 0.8367 & 0.203384 \tabularnewline
16 & -0.03982 & -0.2816 & 0.389717 \tabularnewline
17 & -0.014536 & -0.1028 & 0.459272 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299989&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]-0.485248[/C][C]-3.4312[/C][C]0.000607[/C][/ROW]
[ROW][C]2[/C][C]-0.41292[/C][C]-2.9198[/C][C]0.00262[/C][/ROW]
[ROW][C]3[/C][C]-0.31975[/C][C]-2.261[/C][C]0.014072[/C][/ROW]
[ROW][C]4[/C][C]0.04325[/C][C]0.3058[/C][C]0.380505[/C][/ROW]
[ROW][C]5[/C][C]-0.184828[/C][C]-1.3069[/C][C]0.098608[/C][/ROW]
[ROW][C]6[/C][C]0.024548[/C][C]0.1736[/C][C]0.431449[/C][/ROW]
[ROW][C]7[/C][C]-0.161445[/C][C]-1.1416[/C][C]0.129532[/C][/ROW]
[ROW][C]8[/C][C]0.070051[/C][C]0.4953[/C][C]0.311268[/C][/ROW]
[ROW][C]9[/C][C]0.058123[/C][C]0.411[/C][C]0.341418[/C][/ROW]
[ROW][C]10[/C][C]-0.130503[/C][C]-0.9228[/C][C]0.180272[/C][/ROW]
[ROW][C]11[/C][C]-0.035476[/C][C]-0.2508[/C][C]0.401479[/C][/ROW]
[ROW][C]12[/C][C]0.128981[/C][C]0.912[/C][C]0.183064[/C][/ROW]
[ROW][C]13[/C][C]-0.109861[/C][C]-0.7768[/C][C]0.220458[/C][/ROW]
[ROW][C]14[/C][C]-0.161111[/C][C]-1.1392[/C][C]0.130019[/C][/ROW]
[ROW][C]15[/C][C]0.118321[/C][C]0.8367[/C][C]0.203384[/C][/ROW]
[ROW][C]16[/C][C]-0.03982[/C][C]-0.2816[/C][C]0.389717[/C][/ROW]
[ROW][C]17[/C][C]-0.014536[/C][C]-0.1028[/C][C]0.459272[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299989&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299989&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	-0.485248	-3.4312	0.000607
2	-0.41292	-2.9198	0.00262
3	-0.31975	-2.261	0.014072
4	0.04325	0.3058	0.380505
5	-0.184828	-1.3069	0.098608
6	0.024548	0.1736	0.431449
7	-0.161445	-1.1416	0.129532
8	0.070051	0.4953	0.311268
9	0.058123	0.411	0.341418
10	-0.130503	-0.9228	0.180272
11	-0.035476	-0.2508	0.401479
12	0.128981	0.912	0.183064
13	-0.109861	-0.7768	0.220458
14	-0.161111	-1.1392	0.130019
15	0.118321	0.8367	0.203384
16	-0.03982	-0.2816	0.389717
17	-0.014536	-0.1028	0.459272

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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,'ACF(k)',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,'PACF(k)',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