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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 09 Dec 2008 07:27:10 -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/2008/Dec/09/t1228832870jwew6qvpq3v78m1.htm/, Retrieved Sat, 25 May 2024 05:18:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31458, Retrieved Sat, 25 May 2024 05:18:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact126

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] [] [2008-12-09 14:27:10] [76e580e81b2082744334eb1f6d9ccc3e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
105,3
103
103,8
103,4
105,8
101,4
97
94,3
96,6
97,1
95,7
96,9
97,4
95,3
93,6
91,5
93,1
91,7
94,3
93,9
90,9
88,3
91,3
91,7
92,4
92
95,6
95,8
96,4
99
107
109,7
116,2
115,9
113,8
112,6
113,7
115,9
110,3
111,3
113,4
108,2
104,8
106
110,9
115
118,4
121,4
128,8
131,7
141,7
142,9
139,4
134,7
125
113,6
111,5
108,5
112,3
116,6
115,5
120,1
132,9
128,1
129,3
132,5
131
124,9
120,8
122
122,1
127,4
135,2
137,3
135
136
138,4
134,7
138,4
133,9
133,6
141,2
151,8
155,4
156,6
161,6
160,7
156
159,5
168,7
169,9
169,9
185,9
190,8
195,8
211,9

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31458&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31458&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31458&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'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9185228.99960
20.847118.29990
30.7780197.6230
40.7066766.9240
50.6571376.43860
60.6129246.00540
70.5713065.59760
80.5427635.3180
90.5230425.12471e-06
100.4988244.88752e-06
110.4678794.58437e-06
120.4384354.29582.1e-05
130.4059973.97796.7e-05
140.3704793.62990.000228
150.3406293.33750.000602
160.3234283.16890.001026
170.3058172.99640.001738
180.2809812.7530.003531
190.2631462.57830.005724

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918522 & 8.9996 & 0 \tabularnewline
2 & 0.84711 & 8.2999 & 0 \tabularnewline
3 & 0.778019 & 7.623 & 0 \tabularnewline
4 & 0.706676 & 6.924 & 0 \tabularnewline
5 & 0.657137 & 6.4386 & 0 \tabularnewline
6 & 0.612924 & 6.0054 & 0 \tabularnewline
7 & 0.571306 & 5.5976 & 0 \tabularnewline
8 & 0.542763 & 5.318 & 0 \tabularnewline
9 & 0.523042 & 5.1247 & 1e-06 \tabularnewline
10 & 0.498824 & 4.8875 & 2e-06 \tabularnewline
11 & 0.467879 & 4.5843 & 7e-06 \tabularnewline
12 & 0.438435 & 4.2958 & 2.1e-05 \tabularnewline
13 & 0.405997 & 3.9779 & 6.7e-05 \tabularnewline
14 & 0.370479 & 3.6299 & 0.000228 \tabularnewline
15 & 0.340629 & 3.3375 & 0.000602 \tabularnewline
16 & 0.323428 & 3.1689 & 0.001026 \tabularnewline
17 & 0.305817 & 2.9964 & 0.001738 \tabularnewline
18 & 0.280981 & 2.753 & 0.003531 \tabularnewline
19 & 0.263146 & 2.5783 & 0.005724 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31458&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]0.918522[/C][C]8.9996[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.84711[/C][C]8.2999[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.778019[/C][C]7.623[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.706676[/C][C]6.924[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.657137[/C][C]6.4386[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.612924[/C][C]6.0054[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.571306[/C][C]5.5976[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.542763[/C][C]5.318[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.523042[/C][C]5.1247[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.498824[/C][C]4.8875[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.467879[/C][C]4.5843[/C][C]7e-06[/C][/ROW]
[ROW][C]12[/C][C]0.438435[/C][C]4.2958[/C][C]2.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.405997[/C][C]3.9779[/C][C]6.7e-05[/C][/ROW]
[ROW][C]14[/C][C]0.370479[/C][C]3.6299[/C][C]0.000228[/C][/ROW]
[ROW][C]15[/C][C]0.340629[/C][C]3.3375[/C][C]0.000602[/C][/ROW]
[ROW][C]16[/C][C]0.323428[/C][C]3.1689[/C][C]0.001026[/C][/ROW]
[ROW][C]17[/C][C]0.305817[/C][C]2.9964[/C][C]0.001738[/C][/ROW]
[ROW][C]18[/C][C]0.280981[/C][C]2.753[/C][C]0.003531[/C][/ROW]
[ROW][C]19[/C][C]0.263146[/C][C]2.5783[/C][C]0.005724[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31458&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31458&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
10.9185228.99960
20.847118.29990
30.7780197.6230
40.7066766.9240
50.6571376.43860
60.6129246.00540
70.5713065.59760
80.5427635.3180
90.5230425.12471e-06
100.4988244.88752e-06
110.4678794.58437e-06
120.4384354.29582.1e-05
130.4059973.97796.7e-05
140.3704793.62990.000228
150.3406293.33750.000602
160.3234283.16890.001026
170.3058172.99640.001738
180.2809812.7530.003531
190.2631462.57830.005724






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9185228.99960
20.0219210.21480.415196
3-0.020155-0.19750.421937
4-0.051388-0.50350.307883
50.0968920.94930.172415
60.0185440.18170.428102
7-0.003474-0.0340.48646
80.0568490.5570.289411
90.0627690.6150.270001
10-0.024949-0.24450.403701
11-0.057225-0.56070.288158
120.0048140.04720.481239
13-0.014005-0.13720.445573
14-0.039449-0.38650.349984
150.0066240.06490.474195
160.0766660.75120.227194
17-0.007565-0.07410.470535
18-0.077415-0.75850.225003
190.0233840.22910.409635

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918522 & 8.9996 & 0 \tabularnewline
2 & 0.021921 & 0.2148 & 0.415196 \tabularnewline
3 & -0.020155 & -0.1975 & 0.421937 \tabularnewline
4 & -0.051388 & -0.5035 & 0.307883 \tabularnewline
5 & 0.096892 & 0.9493 & 0.172415 \tabularnewline
6 & 0.018544 & 0.1817 & 0.428102 \tabularnewline
7 & -0.003474 & -0.034 & 0.48646 \tabularnewline
8 & 0.056849 & 0.557 & 0.289411 \tabularnewline
9 & 0.062769 & 0.615 & 0.270001 \tabularnewline
10 & -0.024949 & -0.2445 & 0.403701 \tabularnewline
11 & -0.057225 & -0.5607 & 0.288158 \tabularnewline
12 & 0.004814 & 0.0472 & 0.481239 \tabularnewline
13 & -0.014005 & -0.1372 & 0.445573 \tabularnewline
14 & -0.039449 & -0.3865 & 0.349984 \tabularnewline
15 & 0.006624 & 0.0649 & 0.474195 \tabularnewline
16 & 0.076666 & 0.7512 & 0.227194 \tabularnewline
17 & -0.007565 & -0.0741 & 0.470535 \tabularnewline
18 & -0.077415 & -0.7585 & 0.225003 \tabularnewline
19 & 0.023384 & 0.2291 & 0.409635 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31458&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]0.918522[/C][C]8.9996[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.021921[/C][C]0.2148[/C][C]0.415196[/C][/ROW]
[ROW][C]3[/C][C]-0.020155[/C][C]-0.1975[/C][C]0.421937[/C][/ROW]
[ROW][C]4[/C][C]-0.051388[/C][C]-0.5035[/C][C]0.307883[/C][/ROW]
[ROW][C]5[/C][C]0.096892[/C][C]0.9493[/C][C]0.172415[/C][/ROW]
[ROW][C]6[/C][C]0.018544[/C][C]0.1817[/C][C]0.428102[/C][/ROW]
[ROW][C]7[/C][C]-0.003474[/C][C]-0.034[/C][C]0.48646[/C][/ROW]
[ROW][C]8[/C][C]0.056849[/C][C]0.557[/C][C]0.289411[/C][/ROW]
[ROW][C]9[/C][C]0.062769[/C][C]0.615[/C][C]0.270001[/C][/ROW]
[ROW][C]10[/C][C]-0.024949[/C][C]-0.2445[/C][C]0.403701[/C][/ROW]
[ROW][C]11[/C][C]-0.057225[/C][C]-0.5607[/C][C]0.288158[/C][/ROW]
[ROW][C]12[/C][C]0.004814[/C][C]0.0472[/C][C]0.481239[/C][/ROW]
[ROW][C]13[/C][C]-0.014005[/C][C]-0.1372[/C][C]0.445573[/C][/ROW]
[ROW][C]14[/C][C]-0.039449[/C][C]-0.3865[/C][C]0.349984[/C][/ROW]
[ROW][C]15[/C][C]0.006624[/C][C]0.0649[/C][C]0.474195[/C][/ROW]
[ROW][C]16[/C][C]0.076666[/C][C]0.7512[/C][C]0.227194[/C][/ROW]
[ROW][C]17[/C][C]-0.007565[/C][C]-0.0741[/C][C]0.470535[/C][/ROW]
[ROW][C]18[/C][C]-0.077415[/C][C]-0.7585[/C][C]0.225003[/C][/ROW]
[ROW][C]19[/C][C]0.023384[/C][C]0.2291[/C][C]0.409635[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31458&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31458&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
10.9185228.99960
20.0219210.21480.415196
3-0.020155-0.19750.421937
4-0.051388-0.50350.307883
50.0968920.94930.172415
60.0185440.18170.428102
7-0.003474-0.0340.48646
80.0568490.5570.289411
90.0627690.6150.270001
10-0.024949-0.24450.403701
11-0.057225-0.56070.288158
120.0048140.04720.481239
13-0.014005-0.13720.445573
14-0.039449-0.38650.349984
150.0066240.06490.474195
160.0766660.75120.227194
17-0.007565-0.07410.470535
18-0.077415-0.75850.225003
190.0233840.22910.409635


Figures (Output of Computation)

Input Parameters & R Code

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')