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

Sun, 21 Dec 2008 15:17:35 -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/2008/Dec/21/t1229897919vdl8bz999bq1jt0.htm/, Retrieved Fri, 17 May 2024 02:39:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35876, Retrieved Fri, 17 May 2024 02:39:19 +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

148

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

-     [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:13:26] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P   [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:16:00] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD      [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-21 22:17:35] [e8f764b122b426f433a1e1038b457077] [Current]
-   PD        [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:19:34] [4ddbf81f78ea7c738951638c7e93f6ee] 
-               [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:20:27] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   P             [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:22:06] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   PD              [(Partial) Autocorrelation Function] [autocorrelation t...] [2008-12-21 22:23:36] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   PD                [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:24:49] [4ddbf81f78ea7c738951638c7e93f6ee] 
-   P                   [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-21 22:26:12] [4ddbf81f78ea7c738951638c7e93f6ee] 
- RMPD                [Spectral Analysis] [cumulatieve perio...] [2008-12-21 22:30:15] [4ddbf81f78ea7c738951638c7e93f6ee] 
-    D                  [Spectral Analysis] [cumulatieve perio...] [2008-12-21 22:31:42] [4ddbf81f78ea7c738951638c7e93f6ee] 
-    D                    [Spectral Analysis] [cumulatieve perio...] [2008-12-21 22:33:19] [4ddbf81f78ea7c738951638c7e93f6ee] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

9,4
9,5
9,1
9
9,3
9,9
9,8
9,4
8,3
8
8,5
10,4
11,1
10,9
9,9
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9
9
9
9,8
10
9,9
9,3
9
9
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,8
7,9
7,9
8
7,9
7,5
7,2
6,9
6,6
6,7
7,3

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	'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=35876&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=35876&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35876&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.856579	6.635	0
2	0.595681	4.6141	1.1e-05
3	0.388386	3.0084	0.001917
4	0.343565	2.6612	0.004987
5	0.399647	3.0957	0.001492
6	0.442004	3.4237	0.000559
7	0.395001	3.0597	0.001655
8	0.287366	2.2259	0.014893
9	0.206821	1.602	0.057201
10	0.212543	1.6463	0.05246
11	0.254868	1.9742	0.026484
12	0.255803	1.9814	0.026065
13	0.15244	1.1808	0.121172
14	0.01408	0.1091	0.456758
15	-0.06795	-0.5263	0.300296
16	-0.057532	-0.4456	0.328731
17	-0.014721	-0.114	0.454797

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.856579 & 6.635 & 0 \tabularnewline
2 & 0.595681 & 4.6141 & 1.1e-05 \tabularnewline
3 & 0.388386 & 3.0084 & 0.001917 \tabularnewline
4 & 0.343565 & 2.6612 & 0.004987 \tabularnewline
5 & 0.399647 & 3.0957 & 0.001492 \tabularnewline
6 & 0.442004 & 3.4237 & 0.000559 \tabularnewline
7 & 0.395001 & 3.0597 & 0.001655 \tabularnewline
8 & 0.287366 & 2.2259 & 0.014893 \tabularnewline
9 & 0.206821 & 1.602 & 0.057201 \tabularnewline
10 & 0.212543 & 1.6463 & 0.05246 \tabularnewline
11 & 0.254868 & 1.9742 & 0.026484 \tabularnewline
12 & 0.255803 & 1.9814 & 0.026065 \tabularnewline
13 & 0.15244 & 1.1808 & 0.121172 \tabularnewline
14 & 0.01408 & 0.1091 & 0.456758 \tabularnewline
15 & -0.06795 & -0.5263 & 0.300296 \tabularnewline
16 & -0.057532 & -0.4456 & 0.328731 \tabularnewline
17 & -0.014721 & -0.114 & 0.454797 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35876&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]0.856579[/C][C]6.635[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.595681[/C][C]4.6141[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.388386[/C][C]3.0084[/C][C]0.001917[/C][/ROW]
[ROW][C]4[/C][C]0.343565[/C][C]2.6612[/C][C]0.004987[/C][/ROW]
[ROW][C]5[/C][C]0.399647[/C][C]3.0957[/C][C]0.001492[/C][/ROW]
[ROW][C]6[/C][C]0.442004[/C][C]3.4237[/C][C]0.000559[/C][/ROW]
[ROW][C]7[/C][C]0.395001[/C][C]3.0597[/C][C]0.001655[/C][/ROW]
[ROW][C]8[/C][C]0.287366[/C][C]2.2259[/C][C]0.014893[/C][/ROW]
[ROW][C]9[/C][C]0.206821[/C][C]1.602[/C][C]0.057201[/C][/ROW]
[ROW][C]10[/C][C]0.212543[/C][C]1.6463[/C][C]0.05246[/C][/ROW]
[ROW][C]11[/C][C]0.254868[/C][C]1.9742[/C][C]0.026484[/C][/ROW]
[ROW][C]12[/C][C]0.255803[/C][C]1.9814[/C][C]0.026065[/C][/ROW]
[ROW][C]13[/C][C]0.15244[/C][C]1.1808[/C][C]0.121172[/C][/ROW]
[ROW][C]14[/C][C]0.01408[/C][C]0.1091[/C][C]0.456758[/C][/ROW]
[ROW][C]15[/C][C]-0.06795[/C][C]-0.5263[/C][C]0.300296[/C][/ROW]
[ROW][C]16[/C][C]-0.057532[/C][C]-0.4456[/C][C]0.328731[/C][/ROW]
[ROW][C]17[/C][C]-0.014721[/C][C]-0.114[/C][C]0.454797[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35876&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35876&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	0.856579	6.635	0
2	0.595681	4.6141	1.1e-05
3	0.388386	3.0084	0.001917
4	0.343565	2.6612	0.004987
5	0.399647	3.0957	0.001492
6	0.442004	3.4237	0.000559
7	0.395001	3.0597	0.001655
8	0.287366	2.2259	0.014893
9	0.206821	1.602	0.057201
10	0.212543	1.6463	0.05246
11	0.254868	1.9742	0.026484
12	0.255803	1.9814	0.026065
13	0.15244	1.1808	0.121172
14	0.01408	0.1091	0.456758
15	-0.06795	-0.5263	0.300296
16	-0.057532	-0.4456	0.328731
17	-0.014721	-0.114	0.454797

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.856579	6.635	0
2	-0.518445	-4.0159	8.4e-05
3	0.296305	2.2952	0.012618
4	0.356587	2.7621	0.003806
5	-0.070128	-0.5432	0.294499
6	-0.053967	-0.418	0.338711
7	-0.03367	-0.2608	0.397567
8	0.025995	0.2014	0.420551
9	0.100253	0.7766	0.220235
10	0.083557	0.6472	0.259975
11	-0.148463	-1.15	0.127355
12	-0.068265	-0.5288	0.299455
13	-0.203636	-1.5774	0.059985
14	0.094698	0.7335	0.233048
15	0.032846	0.2544	0.400018
16	-0.106549	-0.8253	0.206229
17	-0.095157	-0.7371	0.231972

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.856579 & 6.635 & 0 \tabularnewline
2 & -0.518445 & -4.0159 & 8.4e-05 \tabularnewline
3 & 0.296305 & 2.2952 & 0.012618 \tabularnewline
4 & 0.356587 & 2.7621 & 0.003806 \tabularnewline
5 & -0.070128 & -0.5432 & 0.294499 \tabularnewline
6 & -0.053967 & -0.418 & 0.338711 \tabularnewline
7 & -0.03367 & -0.2608 & 0.397567 \tabularnewline
8 & 0.025995 & 0.2014 & 0.420551 \tabularnewline
9 & 0.100253 & 0.7766 & 0.220235 \tabularnewline
10 & 0.083557 & 0.6472 & 0.259975 \tabularnewline
11 & -0.148463 & -1.15 & 0.127355 \tabularnewline
12 & -0.068265 & -0.5288 & 0.299455 \tabularnewline
13 & -0.203636 & -1.5774 & 0.059985 \tabularnewline
14 & 0.094698 & 0.7335 & 0.233048 \tabularnewline
15 & 0.032846 & 0.2544 & 0.400018 \tabularnewline
16 & -0.106549 & -0.8253 & 0.206229 \tabularnewline
17 & -0.095157 & -0.7371 & 0.231972 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35876&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]0.856579[/C][C]6.635[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.518445[/C][C]-4.0159[/C][C]8.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.296305[/C][C]2.2952[/C][C]0.012618[/C][/ROW]
[ROW][C]4[/C][C]0.356587[/C][C]2.7621[/C][C]0.003806[/C][/ROW]
[ROW][C]5[/C][C]-0.070128[/C][C]-0.5432[/C][C]0.294499[/C][/ROW]
[ROW][C]6[/C][C]-0.053967[/C][C]-0.418[/C][C]0.338711[/C][/ROW]
[ROW][C]7[/C][C]-0.03367[/C][C]-0.2608[/C][C]0.397567[/C][/ROW]
[ROW][C]8[/C][C]0.025995[/C][C]0.2014[/C][C]0.420551[/C][/ROW]
[ROW][C]9[/C][C]0.100253[/C][C]0.7766[/C][C]0.220235[/C][/ROW]
[ROW][C]10[/C][C]0.083557[/C][C]0.6472[/C][C]0.259975[/C][/ROW]
[ROW][C]11[/C][C]-0.148463[/C][C]-1.15[/C][C]0.127355[/C][/ROW]
[ROW][C]12[/C][C]-0.068265[/C][C]-0.5288[/C][C]0.299455[/C][/ROW]
[ROW][C]13[/C][C]-0.203636[/C][C]-1.5774[/C][C]0.059985[/C][/ROW]
[ROW][C]14[/C][C]0.094698[/C][C]0.7335[/C][C]0.233048[/C][/ROW]
[ROW][C]15[/C][C]0.032846[/C][C]0.2544[/C][C]0.400018[/C][/ROW]
[ROW][C]16[/C][C]-0.106549[/C][C]-0.8253[/C][C]0.206229[/C][/ROW]
[ROW][C]17[/C][C]-0.095157[/C][C]-0.7371[/C][C]0.231972[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35876&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35876&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	0.856579	6.635	0
2	-0.518445	-4.0159	8.4e-05
3	0.296305	2.2952	0.012618
4	0.356587	2.7621	0.003806
5	-0.070128	-0.5432	0.294499
6	-0.053967	-0.418	0.338711
7	-0.03367	-0.2608	0.397567
8	0.025995	0.2014	0.420551
9	0.100253	0.7766	0.220235
10	0.083557	0.6472	0.259975
11	-0.148463	-1.15	0.127355
12	-0.068265	-0.5288	0.299455
13	-0.203636	-1.5774	0.059985
14	0.094698	0.7335	0.233048
15	0.032846	0.2544	0.400018
16	-0.106549	-0.8253	0.206229
17	-0.095157	-0.7371	0.231972

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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