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Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 11:03:31 -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/11/t1229018649mk5v6z9lb0oo1aj.htm/, Retrieved Fri, 17 May 2024 03:03:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32411, Retrieved Fri, 17 May 2024 03:03:53 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

147

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

-     [(Partial) Autocorrelation Function] [Guy Van Hasselt I...] [2008-12-11 17:56:00] [5bc2f8cd11ccb2b40c195aee8b3abfdc]
-    D    [(Partial) Autocorrelation Function] [Guy Van Hasselt M...] [2008-12-11 18:03:31] [6998899cd6ebdd3d2c6ef8366ab46470] [Current]

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Dataseries X:

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Histogram

Boxplots

31/01/1998		0,6200
28/02/1998		0,6200
31/03/1998		0,6200
30/04/1998		0,6300
31/05/1998		0,6200
30/06/1998		0,6300
31/07/1998		0,6300
31/08/1998		0,6200
30/09/1998		0,6300
31/10/1998		0,6300
30/11/1998		0,6300
31/12/1998		0,6400
31/01/1999		0,6400
28/02/1999		0,6400
31/03/1999		0,6400
30/04/1999		0,6400
31/05/1999		0,6400
30/06/1999		0,6400
31/07/1999		0,6400
31/08/1999		0,6300
30/09/1999		0,6400
31/10/1999		0,6400
30/11/1999		0,6400
31/12/1999		0,6400
31/01/2000		0,6400
29/02/2000		0,6400
31/03/2000		0,6400
30/04/2000		0,6400
31/05/2000		0,6400
30/06/2000		0,6400
31/07/2000		0,6400
31/08/2000		0,6400
30/09/2000		0,6500
31/10/2000		0,6500
30/11/2000		0,6500
31/12/2000		0,6500
31/01/2001		0,6500
28/02/2001		0,6500
31/03/2001		0,6600
30/04/2001		0,6600
31/05/2001		0,6600
30/06/2001		0,6600
31/07/2001		0,6800
31/08/2001		0,6900
30/09/2001		0,7000
31/10/2001		0,7000
30/11/2001		0,7000
31/12/2001		0,7000
31/01/2002		0,7000
28/02/2002		0,7000
31/03/2002		0,7000
30/04/2002		0,7000
31/05/2002		0,7000
30/06/2002		0,7100
31/07/2002		0,7000
31/08/2002		0,7100
30/09/2002		0,7000
31/10/2002		0,7100
30/11/2002		0,7100
31/12/2002		0,7100
31/01/2003		0,7100
28/02/2003		0,7100
31/03/2003		0,7100
30/04/2003		0,7100
31/05/2003		0,7100
30/06/2003		0,7100
31/07/2003		0,7100
31/08/2003		0,7100
30/09/2003		0,7100
31/10/2003		0,7100
30/11/2003		0,7000
31/12/2003		0,7000
31/01/2004		0,7000
29/02/2004		0,7000
31/03/2004		0,7000
30/04/2004		0,7000
31/05/2004		0,7000
30/06/2004		0,7000
31/07/2004		0,7000
31/08/2004		0,7100
30/09/2004		0,7100
31/10/2004		0,7000
30/11/2004		0,7100
31/12/2004		0,7100
31/01/2005		0,7100
28/02/2005		0,7100
31/03/2005		0,7100
30/04/2005		0,7100
31/05/2005		0,7100
30/06/2005		0,7100
31/07/2005		0,7100
31/08/2005		0,7100
30/09/2005		0,7100
31/10/2005		0,7100
30/11/2005		0,7000
31/12/2005		0,7000

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32411&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]0 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=32411&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32411&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	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; 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')

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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code