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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 computationThu, 24 Nov 2011 11:08:51 -0500
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/Nov/24/t1322150959o19qafpr3imo60o.htm/, Retrieved Tue, 16 Apr 2024 18:43:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=147029, Retrieved Tue, 16 Apr 2024 18:43:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact101

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] [Workshop 8 autoco...] [2010-11-28 20:30:20] [3635fb7041b1998c5a1332cf9de22bce]
-       [(Partial) Autocorrelation Function] [Workshop 8, autoc...] [2010-11-29 20:17:15] [3635fb7041b1998c5a1332cf9de22bce]
- R  D      [(Partial) Autocorrelation Function] [] [2011-11-24 16:08:51] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-    D        [(Partial) Autocorrelation Function] [] [2011-11-25 08:38:31] [46896e8a404bb9354f2d070359621409]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9,676
8.642
9.402
9.610
9.294
9.448
10.319
9.548
9.801
9.596
8.923
9.746
9.829
9.125
9.782
9.441
9.162
9.915
10.444
10.209
9.985
9.842
9.429
10.132
9.849
9.172
10.313
9.819
9.955
10.048
10.082
10.541
10.208
10.233
9.439
9.963
10.158
9.225
10.474
9.757
10.490
10.281
10.444
10.640
10.695
10.786
9.832
9.747
10.411
9.511
10.402
9.701
10.540
10.112
10.915
11.183
10.384
10.834
9.886
10.216

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' @ yule.wessa.net

\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' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147029&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' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147029&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147029&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' @ yule.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3397992.63210.005387
20.4055453.14130.001306
30.3357942.6010.005844
40.109230.84610.200432
50.1748611.35450.090333
60.0749820.58080.281774
70.1361481.05460.147919
80.0469630.36380.358654
90.2934992.27340.013297
100.2202231.70580.046605
110.1629761.26240.105844
120.5477224.24263.9e-05
130.1668671.29250.100562
140.2430991.8830.032273
150.1575991.22080.113478
16-0.065569-0.50790.306694
17-0.001161-0.0090.496426

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.339799 & 2.6321 & 0.005387 \tabularnewline
2 & 0.405545 & 3.1413 & 0.001306 \tabularnewline
3 & 0.335794 & 2.601 & 0.005844 \tabularnewline
4 & 0.10923 & 0.8461 & 0.200432 \tabularnewline
5 & 0.174861 & 1.3545 & 0.090333 \tabularnewline
6 & 0.074982 & 0.5808 & 0.281774 \tabularnewline
7 & 0.136148 & 1.0546 & 0.147919 \tabularnewline
8 & 0.046963 & 0.3638 & 0.358654 \tabularnewline
9 & 0.293499 & 2.2734 & 0.013297 \tabularnewline
10 & 0.220223 & 1.7058 & 0.046605 \tabularnewline
11 & 0.162976 & 1.2624 & 0.105844 \tabularnewline
12 & 0.547722 & 4.2426 & 3.9e-05 \tabularnewline
13 & 0.166867 & 1.2925 & 0.100562 \tabularnewline
14 & 0.243099 & 1.883 & 0.032273 \tabularnewline
15 & 0.157599 & 1.2208 & 0.113478 \tabularnewline
16 & -0.065569 & -0.5079 & 0.306694 \tabularnewline
17 & -0.001161 & -0.009 & 0.496426 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147029&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]0.339799[/C][C]2.6321[/C][C]0.005387[/C][/ROW]
[ROW][C]2[/C][C]0.405545[/C][C]3.1413[/C][C]0.001306[/C][/ROW]
[ROW][C]3[/C][C]0.335794[/C][C]2.601[/C][C]0.005844[/C][/ROW]
[ROW][C]4[/C][C]0.10923[/C][C]0.8461[/C][C]0.200432[/C][/ROW]
[ROW][C]5[/C][C]0.174861[/C][C]1.3545[/C][C]0.090333[/C][/ROW]
[ROW][C]6[/C][C]0.074982[/C][C]0.5808[/C][C]0.281774[/C][/ROW]
[ROW][C]7[/C][C]0.136148[/C][C]1.0546[/C][C]0.147919[/C][/ROW]
[ROW][C]8[/C][C]0.046963[/C][C]0.3638[/C][C]0.358654[/C][/ROW]
[ROW][C]9[/C][C]0.293499[/C][C]2.2734[/C][C]0.013297[/C][/ROW]
[ROW][C]10[/C][C]0.220223[/C][C]1.7058[/C][C]0.046605[/C][/ROW]
[ROW][C]11[/C][C]0.162976[/C][C]1.2624[/C][C]0.105844[/C][/ROW]
[ROW][C]12[/C][C]0.547722[/C][C]4.2426[/C][C]3.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.166867[/C][C]1.2925[/C][C]0.100562[/C][/ROW]
[ROW][C]14[/C][C]0.243099[/C][C]1.883[/C][C]0.032273[/C][/ROW]
[ROW][C]15[/C][C]0.157599[/C][C]1.2208[/C][C]0.113478[/C][/ROW]
[ROW][C]16[/C][C]-0.065569[/C][C]-0.5079[/C][C]0.306694[/C][/ROW]
[ROW][C]17[/C][C]-0.001161[/C][C]-0.009[/C][C]0.496426[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147029&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147029&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
10.3397992.63210.005387
20.4055453.14130.001306
30.3357942.6010.005844
40.109230.84610.200432
50.1748611.35450.090333
60.0749820.58080.281774
70.1361481.05460.147919
80.0469630.36380.358654
90.2934992.27340.013297
100.2202231.70580.046605
110.1629761.26240.105844
120.5477224.24263.9e-05
130.1668671.29250.100562
140.2430991.8830.032273
150.1575991.22080.113478
16-0.065569-0.50790.306694
17-0.001161-0.0090.496426






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3397992.63210.005387
20.3279472.54030.006842
30.1668921.29270.100528
4-0.160702-1.24480.109024
50.0208780.16170.436034
6-0.000316-0.00240.499028
70.1193550.92450.17946
8-0.061948-0.47980.31654
90.3103782.40420.009657
100.0896060.69410.245155
11-0.069431-0.53780.296349
120.4357283.37510.000649
13-0.125701-0.97370.167064
14-0.13848-1.07270.14386
15-0.086873-0.67290.251792
16-0.179361-1.38930.084935
17-0.047908-0.37110.355938

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.339799 & 2.6321 & 0.005387 \tabularnewline
2 & 0.327947 & 2.5403 & 0.006842 \tabularnewline
3 & 0.166892 & 1.2927 & 0.100528 \tabularnewline
4 & -0.160702 & -1.2448 & 0.109024 \tabularnewline
5 & 0.020878 & 0.1617 & 0.436034 \tabularnewline
6 & -0.000316 & -0.0024 & 0.499028 \tabularnewline
7 & 0.119355 & 0.9245 & 0.17946 \tabularnewline
8 & -0.061948 & -0.4798 & 0.31654 \tabularnewline
9 & 0.310378 & 2.4042 & 0.009657 \tabularnewline
10 & 0.089606 & 0.6941 & 0.245155 \tabularnewline
11 & -0.069431 & -0.5378 & 0.296349 \tabularnewline
12 & 0.435728 & 3.3751 & 0.000649 \tabularnewline
13 & -0.125701 & -0.9737 & 0.167064 \tabularnewline
14 & -0.13848 & -1.0727 & 0.14386 \tabularnewline
15 & -0.086873 & -0.6729 & 0.251792 \tabularnewline
16 & -0.179361 & -1.3893 & 0.084935 \tabularnewline
17 & -0.047908 & -0.3711 & 0.355938 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=147029&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]0.339799[/C][C]2.6321[/C][C]0.005387[/C][/ROW]
[ROW][C]2[/C][C]0.327947[/C][C]2.5403[/C][C]0.006842[/C][/ROW]
[ROW][C]3[/C][C]0.166892[/C][C]1.2927[/C][C]0.100528[/C][/ROW]
[ROW][C]4[/C][C]-0.160702[/C][C]-1.2448[/C][C]0.109024[/C][/ROW]
[ROW][C]5[/C][C]0.020878[/C][C]0.1617[/C][C]0.436034[/C][/ROW]
[ROW][C]6[/C][C]-0.000316[/C][C]-0.0024[/C][C]0.499028[/C][/ROW]
[ROW][C]7[/C][C]0.119355[/C][C]0.9245[/C][C]0.17946[/C][/ROW]
[ROW][C]8[/C][C]-0.061948[/C][C]-0.4798[/C][C]0.31654[/C][/ROW]
[ROW][C]9[/C][C]0.310378[/C][C]2.4042[/C][C]0.009657[/C][/ROW]
[ROW][C]10[/C][C]0.089606[/C][C]0.6941[/C][C]0.245155[/C][/ROW]
[ROW][C]11[/C][C]-0.069431[/C][C]-0.5378[/C][C]0.296349[/C][/ROW]
[ROW][C]12[/C][C]0.435728[/C][C]3.3751[/C][C]0.000649[/C][/ROW]
[ROW][C]13[/C][C]-0.125701[/C][C]-0.9737[/C][C]0.167064[/C][/ROW]
[ROW][C]14[/C][C]-0.13848[/C][C]-1.0727[/C][C]0.14386[/C][/ROW]
[ROW][C]15[/C][C]-0.086873[/C][C]-0.6729[/C][C]0.251792[/C][/ROW]
[ROW][C]16[/C][C]-0.179361[/C][C]-1.3893[/C][C]0.084935[/C][/ROW]
[ROW][C]17[/C][C]-0.047908[/C][C]-0.3711[/C][C]0.355938[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=147029&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=147029&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
10.3397992.63210.005387
20.3279472.54030.006842
30.1668921.29270.100528
4-0.160702-1.24480.109024
50.0208780.16170.436034
6-0.000316-0.00240.499028
70.1193550.92450.17946
8-0.061948-0.47980.31654
90.3103782.40420.009657
100.0896060.69410.245155
11-0.069431-0.53780.296349
120.4357283.37510.000649
13-0.125701-0.97370.167064
14-0.13848-1.07270.14386
15-0.086873-0.67290.251792
16-0.179361-1.38930.084935
17-0.047908-0.37110.355938


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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')