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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 computationFri, 27 Nov 2015 10:50:07 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Nov/27/t1448621429l1s9kz8gmwhqluc.htm/, Retrieved Wed, 15 May 2024 20:43:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=284297, Retrieved Wed, 15 May 2024 20:43:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact93

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] [] [2015-11-27 10:50:07] [11e09077693c238f0a6e6f4d2cf77105] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
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NA
NA
NA
76.83
77.74
80.47
79.56
82.28
100.92
113.2
90.92
86.83
82.74
83.65
80.92
83.19
83.65
83.65
83.65
86.83
100.47
91.38
101.38
95.92
88.19
88.19
80.47
80.92
79.56
80.92
88.19
91.83
96.38
97.29
102.29
99.1
92.74
87.29
85.47
91.38
92.74
89.56
88.65
93.2
99.56
109.11
124.56
115.47
96.38
92.29
86.83
87.29
85.92
85.92
88.65
91.83
112.29
101.83
125.02
102.74
95.01
91.83
86.38
87.29
88.19
89.1
89.1
103.65
127.75
125.47
125.47
109.11
100.01
95.01
85.01
86.83
86.83
86.83
86.83
100.47
111.38
105.47
102.74
105.01
96.38
94.1
86.83
92.74
93.2
95.47
96.38
99.56
120.47
123.2
114.11
120.93
102.74
101.83
95.47
100.01
100.01
98.2
100.01
103.65
114.56
134.11
131.84
113.65
107.29
102.29
94.56
97.29
98.2
95.47
100.47
116.38
117.29
140.93
120.02
111.38
108.65
105.92
99.1
101.83
102.74
102.74
105.47
108.65
139.57
110.47
118.65
120.02
109.11
108.2
101.38
106.38
108.65
107.74
105.92
129.56
139.11
125.93
123.65
118.65
110.47
110.02
100.47
104.1
106.6
105.5
107.5
117.9
136.3
156.8
135.8
130
117.5
115.8
105.5
111.6
113.2
113.1
112.5
120
147.6
149.9
131.2
134.6
122.2
117.7
106.8
111.5
111.3
109.5
112.1
127
135.9
150.4
135.6
134.9
124.1
120.8
112.8
117.4
118.6
119.2
119.7
128.6
142.8
170
145.9
140.1
128.7
123.4
114.6
120.2
122
121.3
123.2
141.1
129.7
152.4
141.9
137
129
124.6
117.3
122.7
121
122
122
126.3
158.1
164.9
143.3
151.4
136.8
133.1
124.8
132.6
130.2
129.6
129.7
133.7
148.3
155.1
157.2
147.2
142.7
135.9
123.8
132.3
132.7
130.7
129.9
145.5
156.6
161.7
156
146.1
136.8
132.5
129.5
129.5
134.7
136.6
138.4
149.6
159.5
171.4
162.1
163.1
152.4
145.5
133.9
136.6
139.4
141.2
144.9
181.4
187
211.4
178.1
168
154.4
150.4
139.4
144.7
143
148.3
152.7
173.3
226.3
218.2
184.6
174.9
161.4
161.4
145.8

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net
R Engine error message
Error in na.fail.default(as.ts(x)) : missing values in object
Calls: acf -> na.action -> na.fail.default
Execution halted


\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 & 0 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
R Engine error message & 
Error in na.fail.default(as.ts(x)) : missing values in object
Calls: acf -> na.action -> na.fail.default
Execution halted

 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=284297&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[ROW][C]R Engine error message[/C][C]
Error in na.fail.default(as.ts(x)) : missing values in object
Calls: acf -> na.action -> na.fail.default
Execution halted

[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=284297&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=284297&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 time0 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net
R Engine error message
Error in na.fail.default(as.ts(x)) : missing values in object
Calls: acf -> na.action -> na.fail.default
Execution halted


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 ; 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)
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,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')