FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationTue, 09 Dec 2008 06:55:06 -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/t1228831031wkoidq85gxcdxdy.htm/, Retrieved Fri, 17 May 2024 03:19:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31399, Retrieved Fri, 17 May 2024 03:19:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsARIMA , stap 2 , eigen tijdreeks , ACF 1
Estimated Impact188

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] [loïqueverhasselt] [2008-12-09 13:55:06] [6440ec5a21e5d35520cb2ae6b4b70e45] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
99.4
97.5
94.6
92.6
92.5
89.8
88.8
87.4
85.2
83.1
84.7
84.8
85.8
86.3
89
89
89.3
91.9
94.9
94.4
96.8
96.9
98
97.9
100.9
103.9
103.1
102.5
104.3
102.6
101.7
102.8
105.4
110.9
113.5
116.3
124
128.8
133.5
132.6
128.4
127.3
126.7
123.3
123.2
124.4
128.2
128.7
135.7
139
145.4
142.4
137.7
137
137.1
139.3
139.6
140.4
142.3
148.3

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' @ 72.249.127.135

\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' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31399&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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31399&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31399&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' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9591087.42920
20.9172057.10460
30.8710716.74730
40.8229416.37450
50.7734415.9910
60.7271835.63270
70.6835835.2951e-06
80.6419874.97283e-06
90.592284.58781.2e-05
100.5351064.14495.4e-05
110.4848813.75590.000196
120.433813.36030.000679
130.3876263.00250.00195
140.3364182.60590.00577
150.2882982.23310.01464
160.2424151.87770.03264
170.1974581.52950.065698

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.959108 & 7.4292 & 0 \tabularnewline
2 & 0.917205 & 7.1046 & 0 \tabularnewline
3 & 0.871071 & 6.7473 & 0 \tabularnewline
4 & 0.822941 & 6.3745 & 0 \tabularnewline
5 & 0.773441 & 5.991 & 0 \tabularnewline
6 & 0.727183 & 5.6327 & 0 \tabularnewline
7 & 0.683583 & 5.295 & 1e-06 \tabularnewline
8 & 0.641987 & 4.9728 & 3e-06 \tabularnewline
9 & 0.59228 & 4.5878 & 1.2e-05 \tabularnewline
10 & 0.535106 & 4.1449 & 5.4e-05 \tabularnewline
11 & 0.484881 & 3.7559 & 0.000196 \tabularnewline
12 & 0.43381 & 3.3603 & 0.000679 \tabularnewline
13 & 0.387626 & 3.0025 & 0.00195 \tabularnewline
14 & 0.336418 & 2.6059 & 0.00577 \tabularnewline
15 & 0.288298 & 2.2331 & 0.01464 \tabularnewline
16 & 0.242415 & 1.8777 & 0.03264 \tabularnewline
17 & 0.197458 & 1.5295 & 0.065698 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31399&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]0.959108[/C][C]7.4292[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.917205[/C][C]7.1046[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.871071[/C][C]6.7473[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.822941[/C][C]6.3745[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.773441[/C][C]5.991[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.727183[/C][C]5.6327[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.683583[/C][C]5.295[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.641987[/C][C]4.9728[/C][C]3e-06[/C][/ROW]
[ROW][C]9[/C][C]0.59228[/C][C]4.5878[/C][C]1.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.535106[/C][C]4.1449[/C][C]5.4e-05[/C][/ROW]
[ROW][C]11[/C][C]0.484881[/C][C]3.7559[/C][C]0.000196[/C][/ROW]
[ROW][C]12[/C][C]0.43381[/C][C]3.3603[/C][C]0.000679[/C][/ROW]
[ROW][C]13[/C][C]0.387626[/C][C]3.0025[/C][C]0.00195[/C][/ROW]
[ROW][C]14[/C][C]0.336418[/C][C]2.6059[/C][C]0.00577[/C][/ROW]
[ROW][C]15[/C][C]0.288298[/C][C]2.2331[/C][C]0.01464[/C][/ROW]
[ROW][C]16[/C][C]0.242415[/C][C]1.8777[/C][C]0.03264[/C][/ROW]
[ROW][C]17[/C][C]0.197458[/C][C]1.5295[/C][C]0.065698[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31399&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31399&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
10.9591087.42920
20.9172057.10460
30.8710716.74730
40.8229416.37450
50.7734415.9910
60.7271835.63270
70.6835835.2951e-06
80.6419874.97283e-06
90.592284.58781.2e-05
100.5351064.14495.4e-05
110.4848813.75590.000196
120.433813.36030.000679
130.3876263.00250.00195
140.3364182.60590.00577
150.2882982.23310.01464
160.2424151.87770.03264
170.1974581.52950.065698






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9591087.42920
2-0.033504-0.25950.39806
3-0.074576-0.57770.282826
4-0.048638-0.37680.353844
5-0.040695-0.31520.376844
60.0155380.12040.4523
70.0082120.06360.474746
8-0.004495-0.03480.486171
9-0.133293-1.03250.152995
10-0.131474-1.01840.156289
110.0625150.48420.314989
12-0.026753-0.20720.418266
130.0305670.23680.406822
14-0.109264-0.84640.20036
15-0.023874-0.18490.426955
16-0.009446-0.07320.470959
17-0.01238-0.09590.461963

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.959108 & 7.4292 & 0 \tabularnewline
2 & -0.033504 & -0.2595 & 0.39806 \tabularnewline
3 & -0.074576 & -0.5777 & 0.282826 \tabularnewline
4 & -0.048638 & -0.3768 & 0.353844 \tabularnewline
5 & -0.040695 & -0.3152 & 0.376844 \tabularnewline
6 & 0.015538 & 0.1204 & 0.4523 \tabularnewline
7 & 0.008212 & 0.0636 & 0.474746 \tabularnewline
8 & -0.004495 & -0.0348 & 0.486171 \tabularnewline
9 & -0.133293 & -1.0325 & 0.152995 \tabularnewline
10 & -0.131474 & -1.0184 & 0.156289 \tabularnewline
11 & 0.062515 & 0.4842 & 0.314989 \tabularnewline
12 & -0.026753 & -0.2072 & 0.418266 \tabularnewline
13 & 0.030567 & 0.2368 & 0.406822 \tabularnewline
14 & -0.109264 & -0.8464 & 0.20036 \tabularnewline
15 & -0.023874 & -0.1849 & 0.426955 \tabularnewline
16 & -0.009446 & -0.0732 & 0.470959 \tabularnewline
17 & -0.01238 & -0.0959 & 0.461963 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31399&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]0.959108[/C][C]7.4292[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.033504[/C][C]-0.2595[/C][C]0.39806[/C][/ROW]
[ROW][C]3[/C][C]-0.074576[/C][C]-0.5777[/C][C]0.282826[/C][/ROW]
[ROW][C]4[/C][C]-0.048638[/C][C]-0.3768[/C][C]0.353844[/C][/ROW]
[ROW][C]5[/C][C]-0.040695[/C][C]-0.3152[/C][C]0.376844[/C][/ROW]
[ROW][C]6[/C][C]0.015538[/C][C]0.1204[/C][C]0.4523[/C][/ROW]
[ROW][C]7[/C][C]0.008212[/C][C]0.0636[/C][C]0.474746[/C][/ROW]
[ROW][C]8[/C][C]-0.004495[/C][C]-0.0348[/C][C]0.486171[/C][/ROW]
[ROW][C]9[/C][C]-0.133293[/C][C]-1.0325[/C][C]0.152995[/C][/ROW]
[ROW][C]10[/C][C]-0.131474[/C][C]-1.0184[/C][C]0.156289[/C][/ROW]
[ROW][C]11[/C][C]0.062515[/C][C]0.4842[/C][C]0.314989[/C][/ROW]
[ROW][C]12[/C][C]-0.026753[/C][C]-0.2072[/C][C]0.418266[/C][/ROW]
[ROW][C]13[/C][C]0.030567[/C][C]0.2368[/C][C]0.406822[/C][/ROW]
[ROW][C]14[/C][C]-0.109264[/C][C]-0.8464[/C][C]0.20036[/C][/ROW]
[ROW][C]15[/C][C]-0.023874[/C][C]-0.1849[/C][C]0.426955[/C][/ROW]
[ROW][C]16[/C][C]-0.009446[/C][C]-0.0732[/C][C]0.470959[/C][/ROW]
[ROW][C]17[/C][C]-0.01238[/C][C]-0.0959[/C][C]0.461963[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31399&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31399&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
10.9591087.42920
2-0.033504-0.25950.39806
3-0.074576-0.57770.282826
4-0.048638-0.37680.353844
5-0.040695-0.31520.376844
60.0155380.12040.4523
70.0082120.06360.474746
8-0.004495-0.03480.486171
9-0.133293-1.03250.152995
10-0.131474-1.01840.156289
110.0625150.48420.314989
12-0.026753-0.20720.418266
130.0305670.23680.406822
14-0.109264-0.84640.20036
15-0.023874-0.18490.426955
16-0.009446-0.07320.470959
17-0.01238-0.09590.461963


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')