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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 computationSun, 16 Jan 2011 10:22:15 +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/2011/Jan/16/t1295173218k9d3u08mz97urv3.htm/, Retrieved Tue, 07 May 2024 22:25:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117370, Retrieved Tue, 07 May 2024 22:25:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKDGP2W12
Estimated Impact167

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] [opgave 6bis deel 1.2] [2010-11-17 09:49:18] [4fbbbfaec2662edf81d9d4e1604b565e]
- R PD  [(Partial) Autocorrelation Function] [Autocorrelatie ei...] [2011-01-16 10:14:11] [4fbbbfaec2662edf81d9d4e1604b565e]
- R PD      [(Partial) Autocorrelation Function] [6.2.2 autocorrela...] [2011-01-16 10:22:15] [63c073ae7ca4ef34c1cc2bde848eb699] [Current]
- R           [(Partial) Autocorrelation Function] [autocorrelatie 6....] [2011-01-16 10:32:56] [4fbbbfaec2662edf81d9d4e1604b565e]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
89.3
88.1
93.6
79.7
83.8
62.3
62.3
77.6
80.3
97
94
75.1
74
77.6
75.1
85
75.4
63.2
64.7
77
82.6
97.6
99
75.3
71.6
76.8
83.9
79.7
77.5
73.1
65.6
85.2
98.3
98
100.6
84.1
76.7
82.4
95.5
79.9
82.4
83.6
73.1
91.1
118.6
102.9
111.8
93.9
91.6
92
91.1
97.5
94.7
96.7
78.7
103.5
113.8
106.1
120.3
114.2
106.3
98.8
113.1
97.7
116.3
107.2
94.5
123.5
126.6
126.5
141.4
124.3
124.9
108.9
126.7
107.7
121.8
118.3
122.8
149.5
147
139.3
162.1
142.2
141.4
124.7
114
126.6
121.9
125.1
122.1
135.9
148.4
137.5
145.3
139.9
128.2
115.4
124.7
111.5
121.1
122.5
127.4
143.7
157.8
148.8
162.9
153.9

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'Gwilym Jenkins' @ www.wessa.org

\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' @ www.wessa.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117370&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' @ www.wessa.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117370&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117370&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' @ www.wessa.org


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; 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#
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##
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'#