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

Mon, 08 Dec 2008 11:32:31 -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/08/t1228761203au13cs3dabszv3s.htm/, Retrieved Thu, 16 May 2024 21:53:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30658, Retrieved Thu, 16 May 2024 21:53:52 +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

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
F RM      [Variance Reduction Matrix] [variance reduction] [2008-12-06 12:44:59] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD        [(Partial) Autocorrelation Function] [ACF] [2008-12-08 18:32:31] [3817f5e632a8bfeb1be7b5e8c86bd450] [Current]
-   P           [(Partial) Autocorrelation Function] [ACF] [2008-12-08 18:34:40] [077ffec662d24c06be4c491541a44245] 
-   P             [(Partial) Autocorrelation Function] [ACF] [2008-12-08 18:36:48] [077ffec662d24c06be4c491541a44245] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'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=30658&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=30658&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30658&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.566966	4.3917	2.3e-05
2	0.412083	3.192	0.001125
3	0.509393	3.9457	0.000106
4	0.572262	4.4327	2e-05
5	0.439546	3.4047	0.000593
6	0.471897	3.6553	0.000271
7	0.354053	2.7425	0.004013
8	0.428772	3.3213	0.000765
9	0.324456	2.5132	0.007333
10	0.174748	1.3536	0.090471
11	0.246147	1.9066	0.030679
12	0.47856	3.7069	0.00023
13	0.164238	1.2722	0.104108
14	0.087487	0.6777	0.250294
15	0.132117	1.0234	0.15512
16	0.184663	1.4304	0.078896
17	0.096273	0.7457	0.229371

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.566966 & 4.3917 & 2.3e-05 \tabularnewline
2 & 0.412083 & 3.192 & 0.001125 \tabularnewline
3 & 0.509393 & 3.9457 & 0.000106 \tabularnewline
4 & 0.572262 & 4.4327 & 2e-05 \tabularnewline
5 & 0.439546 & 3.4047 & 0.000593 \tabularnewline
6 & 0.471897 & 3.6553 & 0.000271 \tabularnewline
7 & 0.354053 & 2.7425 & 0.004013 \tabularnewline
8 & 0.428772 & 3.3213 & 0.000765 \tabularnewline
9 & 0.324456 & 2.5132 & 0.007333 \tabularnewline
10 & 0.174748 & 1.3536 & 0.090471 \tabularnewline
11 & 0.246147 & 1.9066 & 0.030679 \tabularnewline
12 & 0.47856 & 3.7069 & 0.00023 \tabularnewline
13 & 0.164238 & 1.2722 & 0.104108 \tabularnewline
14 & 0.087487 & 0.6777 & 0.250294 \tabularnewline
15 & 0.132117 & 1.0234 & 0.15512 \tabularnewline
16 & 0.184663 & 1.4304 & 0.078896 \tabularnewline
17 & 0.096273 & 0.7457 & 0.229371 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30658&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]0.566966[/C][C]4.3917[/C][C]2.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.412083[/C][C]3.192[/C][C]0.001125[/C][/ROW]
[ROW][C]3[/C][C]0.509393[/C][C]3.9457[/C][C]0.000106[/C][/ROW]
[ROW][C]4[/C][C]0.572262[/C][C]4.4327[/C][C]2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.439546[/C][C]3.4047[/C][C]0.000593[/C][/ROW]
[ROW][C]6[/C][C]0.471897[/C][C]3.6553[/C][C]0.000271[/C][/ROW]
[ROW][C]7[/C][C]0.354053[/C][C]2.7425[/C][C]0.004013[/C][/ROW]
[ROW][C]8[/C][C]0.428772[/C][C]3.3213[/C][C]0.000765[/C][/ROW]
[ROW][C]9[/C][C]0.324456[/C][C]2.5132[/C][C]0.007333[/C][/ROW]
[ROW][C]10[/C][C]0.174748[/C][C]1.3536[/C][C]0.090471[/C][/ROW]
[ROW][C]11[/C][C]0.246147[/C][C]1.9066[/C][C]0.030679[/C][/ROW]
[ROW][C]12[/C][C]0.47856[/C][C]3.7069[/C][C]0.00023[/C][/ROW]
[ROW][C]13[/C][C]0.164238[/C][C]1.2722[/C][C]0.104108[/C][/ROW]
[ROW][C]14[/C][C]0.087487[/C][C]0.6777[/C][C]0.250294[/C][/ROW]
[ROW][C]15[/C][C]0.132117[/C][C]1.0234[/C][C]0.15512[/C][/ROW]
[ROW][C]16[/C][C]0.184663[/C][C]1.4304[/C][C]0.078896[/C][/ROW]
[ROW][C]17[/C][C]0.096273[/C][C]0.7457[/C][C]0.229371[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30658&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30658&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	0.566966	4.3917	2.3e-05
2	0.412083	3.192	0.001125
3	0.509393	3.9457	0.000106
4	0.572262	4.4327	2e-05
5	0.439546	3.4047	0.000593
6	0.471897	3.6553	0.000271
7	0.354053	2.7425	0.004013
8	0.428772	3.3213	0.000765
9	0.324456	2.5132	0.007333
10	0.174748	1.3536	0.090471
11	0.246147	1.9066	0.030679
12	0.47856	3.7069	0.00023
13	0.164238	1.2722	0.104108
14	0.087487	0.6777	0.250294
15	0.132117	1.0234	0.15512
16	0.184663	1.4304	0.078896
17	0.096273	0.7457	0.229371

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.566966	4.3917	2.3e-05
2	0.133569	1.0346	0.1525
3	0.346967	2.6876	0.00465
4	0.279954	2.1685	0.017047
5	0.006818	0.0528	0.479029
6	0.19306	1.4954	0.070021
7	-0.200617	-1.554	0.062725
8	0.1911	1.4803	0.072019
9	-0.220215	-1.7058	0.046611
10	-0.236099	-1.8288	0.036199
11	0.147942	1.146	0.128183
12	0.298982	2.3159	0.011999
13	-0.302831	-2.3457	0.011157
14	0.021355	0.1654	0.434587
15	-0.136241	-1.0553	0.147755
16	0.039346	0.3048	0.380796
17	-0.006243	-0.0484	0.480795

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.566966 & 4.3917 & 2.3e-05 \tabularnewline
2 & 0.133569 & 1.0346 & 0.1525 \tabularnewline
3 & 0.346967 & 2.6876 & 0.00465 \tabularnewline
4 & 0.279954 & 2.1685 & 0.017047 \tabularnewline
5 & 0.006818 & 0.0528 & 0.479029 \tabularnewline
6 & 0.19306 & 1.4954 & 0.070021 \tabularnewline
7 & -0.200617 & -1.554 & 0.062725 \tabularnewline
8 & 0.1911 & 1.4803 & 0.072019 \tabularnewline
9 & -0.220215 & -1.7058 & 0.046611 \tabularnewline
10 & -0.236099 & -1.8288 & 0.036199 \tabularnewline
11 & 0.147942 & 1.146 & 0.128183 \tabularnewline
12 & 0.298982 & 2.3159 & 0.011999 \tabularnewline
13 & -0.302831 & -2.3457 & 0.011157 \tabularnewline
14 & 0.021355 & 0.1654 & 0.434587 \tabularnewline
15 & -0.136241 & -1.0553 & 0.147755 \tabularnewline
16 & 0.039346 & 0.3048 & 0.380796 \tabularnewline
17 & -0.006243 & -0.0484 & 0.480795 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30658&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]0.566966[/C][C]4.3917[/C][C]2.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.133569[/C][C]1.0346[/C][C]0.1525[/C][/ROW]
[ROW][C]3[/C][C]0.346967[/C][C]2.6876[/C][C]0.00465[/C][/ROW]
[ROW][C]4[/C][C]0.279954[/C][C]2.1685[/C][C]0.017047[/C][/ROW]
[ROW][C]5[/C][C]0.006818[/C][C]0.0528[/C][C]0.479029[/C][/ROW]
[ROW][C]6[/C][C]0.19306[/C][C]1.4954[/C][C]0.070021[/C][/ROW]
[ROW][C]7[/C][C]-0.200617[/C][C]-1.554[/C][C]0.062725[/C][/ROW]
[ROW][C]8[/C][C]0.1911[/C][C]1.4803[/C][C]0.072019[/C][/ROW]
[ROW][C]9[/C][C]-0.220215[/C][C]-1.7058[/C][C]0.046611[/C][/ROW]
[ROW][C]10[/C][C]-0.236099[/C][C]-1.8288[/C][C]0.036199[/C][/ROW]
[ROW][C]11[/C][C]0.147942[/C][C]1.146[/C][C]0.128183[/C][/ROW]
[ROW][C]12[/C][C]0.298982[/C][C]2.3159[/C][C]0.011999[/C][/ROW]
[ROW][C]13[/C][C]-0.302831[/C][C]-2.3457[/C][C]0.011157[/C][/ROW]
[ROW][C]14[/C][C]0.021355[/C][C]0.1654[/C][C]0.434587[/C][/ROW]
[ROW][C]15[/C][C]-0.136241[/C][C]-1.0553[/C][C]0.147755[/C][/ROW]
[ROW][C]16[/C][C]0.039346[/C][C]0.3048[/C][C]0.380796[/C][/ROW]
[ROW][C]17[/C][C]-0.006243[/C][C]-0.0484[/C][C]0.480795[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30658&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30658&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	0.566966	4.3917	2.3e-05
2	0.133569	1.0346	0.1525
3	0.346967	2.6876	0.00465
4	0.279954	2.1685	0.017047
5	0.006818	0.0528	0.479029
6	0.19306	1.4954	0.070021
7	-0.200617	-1.554	0.062725
8	0.1911	1.4803	0.072019
9	-0.220215	-1.7058	0.046611
10	-0.236099	-1.8288	0.036199
11	0.147942	1.146	0.128183
12	0.298982	2.3159	0.011999
13	-0.302831	-2.3457	0.011157
14	0.021355	0.1654	0.434587
15	-0.136241	-1.0553	0.147755
16	0.039346	0.3048	0.380796
17	-0.006243	-0.0484	0.480795

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