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

Sun, 14 Dec 2008 02:41:41 -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/14/t1229247765ooj9gy4kxa7q2u1.htm/, Retrieved Wed, 15 May 2024 10:25:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33251, Retrieved Wed, 15 May 2024 10:25:02 +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

203

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

-     [Univariate Data Series] [Paper scaterplot ...] [2008-12-12 11:08:24] [b6c777429d07a05453509ef079833861]
-    D  [Univariate Data Series] [paper - scatterpl...] [2008-12-12 15:18:44] [b6c777429d07a05453509ef079833861]
- RMPD      [(Partial) Autocorrelation Function] [paper - inflatie ...] [2008-12-14 09:41:41] [1828943283e41f5e3270e2e73d6433b4] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

2.9
2.9
2.9
1.4
1.1
1.9
2.8
1.4
0.7
-0.8
-3.1
0.1
1
1.9
-0.5
1.5
3.9
1.9
2.6
1.7
1.4
2.8
0.5
1
1.5
1.8
2.7
3
-0.3
1.1
1.7
1.6
3
3.3
6.7
5.6
6
4.8
5.9
4.3
3.7
5.6
1.7
3.2
3.6
1.7
0.5
2.1
1.5
2.7
1.4
1.2
2.3
1.6
4.7
3.5
4.4
3.9
3.5
3

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33251&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33251&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33251&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.63721	4.9358	3e-06
2	0.520733	4.0336	7.9e-05
3	0.414046	3.2072	0.001076
4	0.281048	2.177	0.016713
5	0.230507	1.7855	0.039617
6	0.070569	0.5466	0.293331
7	0.00212	0.0164	0.493475
8	-0.077141	-0.5975	0.276201
9	-0.072262	-0.5597	0.28887
10	-0.115315	-0.8932	0.187652
11	-0.098187	-0.7606	0.224951
12	-0.190723	-1.4773	0.072408
13	-0.08084	-0.6262	0.266786
14	0.000135	0.001	0.499584
15	-0.001114	-0.0086	0.496571
16	0.006078	0.0471	0.481302
17	0.065734	0.5092	0.306249

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.63721 & 4.9358 & 3e-06 \tabularnewline
2 & 0.520733 & 4.0336 & 7.9e-05 \tabularnewline
3 & 0.414046 & 3.2072 & 0.001076 \tabularnewline
4 & 0.281048 & 2.177 & 0.016713 \tabularnewline
5 & 0.230507 & 1.7855 & 0.039617 \tabularnewline
6 & 0.070569 & 0.5466 & 0.293331 \tabularnewline
7 & 0.00212 & 0.0164 & 0.493475 \tabularnewline
8 & -0.077141 & -0.5975 & 0.276201 \tabularnewline
9 & -0.072262 & -0.5597 & 0.28887 \tabularnewline
10 & -0.115315 & -0.8932 & 0.187652 \tabularnewline
11 & -0.098187 & -0.7606 & 0.224951 \tabularnewline
12 & -0.190723 & -1.4773 & 0.072408 \tabularnewline
13 & -0.08084 & -0.6262 & 0.266786 \tabularnewline
14 & 0.000135 & 0.001 & 0.499584 \tabularnewline
15 & -0.001114 & -0.0086 & 0.496571 \tabularnewline
16 & 0.006078 & 0.0471 & 0.481302 \tabularnewline
17 & 0.065734 & 0.5092 & 0.306249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33251&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]0.63721[/C][C]4.9358[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.520733[/C][C]4.0336[/C][C]7.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.414046[/C][C]3.2072[/C][C]0.001076[/C][/ROW]
[ROW][C]4[/C][C]0.281048[/C][C]2.177[/C][C]0.016713[/C][/ROW]
[ROW][C]5[/C][C]0.230507[/C][C]1.7855[/C][C]0.039617[/C][/ROW]
[ROW][C]6[/C][C]0.070569[/C][C]0.5466[/C][C]0.293331[/C][/ROW]
[ROW][C]7[/C][C]0.00212[/C][C]0.0164[/C][C]0.493475[/C][/ROW]
[ROW][C]8[/C][C]-0.077141[/C][C]-0.5975[/C][C]0.276201[/C][/ROW]
[ROW][C]9[/C][C]-0.072262[/C][C]-0.5597[/C][C]0.28887[/C][/ROW]
[ROW][C]10[/C][C]-0.115315[/C][C]-0.8932[/C][C]0.187652[/C][/ROW]
[ROW][C]11[/C][C]-0.098187[/C][C]-0.7606[/C][C]0.224951[/C][/ROW]
[ROW][C]12[/C][C]-0.190723[/C][C]-1.4773[/C][C]0.072408[/C][/ROW]
[ROW][C]13[/C][C]-0.08084[/C][C]-0.6262[/C][C]0.266786[/C][/ROW]
[ROW][C]14[/C][C]0.000135[/C][C]0.001[/C][C]0.499584[/C][/ROW]
[ROW][C]15[/C][C]-0.001114[/C][C]-0.0086[/C][C]0.496571[/C][/ROW]
[ROW][C]16[/C][C]0.006078[/C][C]0.0471[/C][C]0.481302[/C][/ROW]
[ROW][C]17[/C][C]0.065734[/C][C]0.5092[/C][C]0.306249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33251&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33251&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	0.63721	4.9358	3e-06
2	0.520733	4.0336	7.9e-05
3	0.414046	3.2072	0.001076
4	0.281048	2.177	0.016713
5	0.230507	1.7855	0.039617
6	0.070569	0.5466	0.293331
7	0.00212	0.0164	0.493475
8	-0.077141	-0.5975	0.276201
9	-0.072262	-0.5597	0.28887
10	-0.115315	-0.8932	0.187652
11	-0.098187	-0.7606	0.224951
12	-0.190723	-1.4773	0.072408
13	-0.08084	-0.6262	0.266786
14	0.000135	0.001	0.499584
15	-0.001114	-0.0086	0.496571
16	0.006078	0.0471	0.481302
17	0.065734	0.5092	0.306249

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.63721	4.9358	3e-06
2	0.193104	1.4958	0.069977
3	0.040673	0.315	0.376909
4	-0.077373	-0.5993	0.275605
5	0.032141	0.249	0.40212
6	-0.178365	-1.3816	0.086108
7	-0.041038	-0.3179	0.375842
8	-0.072278	-0.5599	0.288829
9	0.080628	0.6245	0.26732
10	-0.066694	-0.5166	0.303665
11	0.063834	0.4945	0.311395
12	-0.204822	-1.5865	0.058937
13	0.225034	1.7431	0.043219
14	0.065233	0.5053	0.307603
15	0.01113	0.0862	0.465794
16	-0.13147	-1.0184	0.156297
17	0.201413	1.5601	0.061993

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.63721 & 4.9358 & 3e-06 \tabularnewline
2 & 0.193104 & 1.4958 & 0.069977 \tabularnewline
3 & 0.040673 & 0.315 & 0.376909 \tabularnewline
4 & -0.077373 & -0.5993 & 0.275605 \tabularnewline
5 & 0.032141 & 0.249 & 0.40212 \tabularnewline
6 & -0.178365 & -1.3816 & 0.086108 \tabularnewline
7 & -0.041038 & -0.3179 & 0.375842 \tabularnewline
8 & -0.072278 & -0.5599 & 0.288829 \tabularnewline
9 & 0.080628 & 0.6245 & 0.26732 \tabularnewline
10 & -0.066694 & -0.5166 & 0.303665 \tabularnewline
11 & 0.063834 & 0.4945 & 0.311395 \tabularnewline
12 & -0.204822 & -1.5865 & 0.058937 \tabularnewline
13 & 0.225034 & 1.7431 & 0.043219 \tabularnewline
14 & 0.065233 & 0.5053 & 0.307603 \tabularnewline
15 & 0.01113 & 0.0862 & 0.465794 \tabularnewline
16 & -0.13147 & -1.0184 & 0.156297 \tabularnewline
17 & 0.201413 & 1.5601 & 0.061993 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33251&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]0.63721[/C][C]4.9358[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.193104[/C][C]1.4958[/C][C]0.069977[/C][/ROW]
[ROW][C]3[/C][C]0.040673[/C][C]0.315[/C][C]0.376909[/C][/ROW]
[ROW][C]4[/C][C]-0.077373[/C][C]-0.5993[/C][C]0.275605[/C][/ROW]
[ROW][C]5[/C][C]0.032141[/C][C]0.249[/C][C]0.40212[/C][/ROW]
[ROW][C]6[/C][C]-0.178365[/C][C]-1.3816[/C][C]0.086108[/C][/ROW]
[ROW][C]7[/C][C]-0.041038[/C][C]-0.3179[/C][C]0.375842[/C][/ROW]
[ROW][C]8[/C][C]-0.072278[/C][C]-0.5599[/C][C]0.288829[/C][/ROW]
[ROW][C]9[/C][C]0.080628[/C][C]0.6245[/C][C]0.26732[/C][/ROW]
[ROW][C]10[/C][C]-0.066694[/C][C]-0.5166[/C][C]0.303665[/C][/ROW]
[ROW][C]11[/C][C]0.063834[/C][C]0.4945[/C][C]0.311395[/C][/ROW]
[ROW][C]12[/C][C]-0.204822[/C][C]-1.5865[/C][C]0.058937[/C][/ROW]
[ROW][C]13[/C][C]0.225034[/C][C]1.7431[/C][C]0.043219[/C][/ROW]
[ROW][C]14[/C][C]0.065233[/C][C]0.5053[/C][C]0.307603[/C][/ROW]
[ROW][C]15[/C][C]0.01113[/C][C]0.0862[/C][C]0.465794[/C][/ROW]
[ROW][C]16[/C][C]-0.13147[/C][C]-1.0184[/C][C]0.156297[/C][/ROW]
[ROW][C]17[/C][C]0.201413[/C][C]1.5601[/C][C]0.061993[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33251&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33251&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	0.63721	4.9358	3e-06
2	0.193104	1.4958	0.069977
3	0.040673	0.315	0.376909
4	-0.077373	-0.5993	0.275605
5	0.032141	0.249	0.40212
6	-0.178365	-1.3816	0.086108
7	-0.041038	-0.3179	0.375842
8	-0.072278	-0.5599	0.288829
9	0.080628	0.6245	0.26732
10	-0.066694	-0.5166	0.303665
11	0.063834	0.4945	0.311395
12	-0.204822	-1.5865	0.058937
13	0.225034	1.7431	0.043219
14	0.065233	0.5053	0.307603
15	0.01113	0.0862	0.465794
16	-0.13147	-1.0184	0.156297
17	0.201413	1.5601	0.061993

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