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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 computationSun, 14 Dec 2008 07:18:58 -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/14/t1229264383nng8u64q06e4las.htm/, Retrieved Wed, 15 May 2024 16:25:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33389, Retrieved Wed, 15 May 2024 16:25:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact207

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] [VAC (Partiële) au...] [2008-12-14 13:47:12] [379d6c32f73e3218fd773d79e4063d07]
-    D    [(Partial) Autocorrelation Function] [VAC (Partiële) au...] [2008-12-14 14:18:58] [490fee4f334e2e025c95681783e3fd0b] [Current]
-   P       [(Partial) Autocorrelation Function] [VAC (Partiële) au...] [2008-12-17 11:25:15] [379d6c32f73e3218fd773d79e4063d07]
-   P         [(Partial) Autocorrelation Function] [VAC (Partiële) au...] [2008-12-23 15:15:29] [379d6c32f73e3218fd773d79e4063d07]
-  MP           [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2010-01-23 19:23:21] [f1bd7399181c649098ca7b814ee0e027]
-   P         [(Partial) Autocorrelation Function] [VAC (Partiële) au...] [2008-12-23 15:59:09] [379d6c32f73e3218fd773d79e4063d07]
-   PD      [(Partial) Autocorrelation Function] [VAC (Partiële) au...] [2008-12-17 11:28:36] [379d6c32f73e3218fd773d79e4063d07]
-   PD        [(Partial) Autocorrelation Function] [VAC (Partiële) au...] [2008-12-23 15:39:24] [379d6c32f73e3218fd773d79e4063d07]
-  MP           [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2010-01-23 19:24:41] [f1bd7399181c649098ca7b814ee0e027]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
124.1
124.4
115.7
108.3
102.3
104.6
104
103.5
96
96.6
95.4
92.1
93
90.4
93.3
97.1
111
114.1
113.3
111
107.2
118.3
134.1
139
116.7
112.5
122.8
130
125.6
123.8
135.8
136.4
135.3
149.5
159.6
161.4
175.2
199.5
245
257.8

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 4 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33389&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33389&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33389&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 time4 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3434192.03170.024915
2-0.065236-0.38590.350939
3-0.256777-1.51910.068858
4-0.118048-0.69840.244776
50.2988671.76810.042879
60.2392991.41570.082848
70.0156250.09240.463439
8-0.188959-1.11790.135613
9-0.115462-0.68310.249526
100.1347160.7970.215415

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.343419 & 2.0317 & 0.024915 \tabularnewline
2 & -0.065236 & -0.3859 & 0.350939 \tabularnewline
3 & -0.256777 & -1.5191 & 0.068858 \tabularnewline
4 & -0.118048 & -0.6984 & 0.244776 \tabularnewline
5 & 0.298867 & 1.7681 & 0.042879 \tabularnewline
6 & 0.239299 & 1.4157 & 0.082848 \tabularnewline
7 & 0.015625 & 0.0924 & 0.463439 \tabularnewline
8 & -0.188959 & -1.1179 & 0.135613 \tabularnewline
9 & -0.115462 & -0.6831 & 0.249526 \tabularnewline
10 & 0.134716 & 0.797 & 0.215415 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33389&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]0.343419[/C][C]2.0317[/C][C]0.024915[/C][/ROW]
[ROW][C]2[/C][C]-0.065236[/C][C]-0.3859[/C][C]0.350939[/C][/ROW]
[ROW][C]3[/C][C]-0.256777[/C][C]-1.5191[/C][C]0.068858[/C][/ROW]
[ROW][C]4[/C][C]-0.118048[/C][C]-0.6984[/C][C]0.244776[/C][/ROW]
[ROW][C]5[/C][C]0.298867[/C][C]1.7681[/C][C]0.042879[/C][/ROW]
[ROW][C]6[/C][C]0.239299[/C][C]1.4157[/C][C]0.082848[/C][/ROW]
[ROW][C]7[/C][C]0.015625[/C][C]0.0924[/C][C]0.463439[/C][/ROW]
[ROW][C]8[/C][C]-0.188959[/C][C]-1.1179[/C][C]0.135613[/C][/ROW]
[ROW][C]9[/C][C]-0.115462[/C][C]-0.6831[/C][C]0.249526[/C][/ROW]
[ROW][C]10[/C][C]0.134716[/C][C]0.797[/C][C]0.215415[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33389&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33389&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
10.3434192.03170.024915
2-0.065236-0.38590.350939
3-0.256777-1.51910.068858
4-0.118048-0.69840.244776
50.2988671.76810.042879
60.2392991.41570.082848
70.0156250.09240.463439
8-0.188959-1.11790.135613
9-0.115462-0.68310.249526
100.1347160.7970.215415






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3434192.03170.024915
2-0.207663-1.22860.113718
3-0.18768-1.11030.137214
40.0422720.25010.401992
50.3499312.07020.022937
6-0.062378-0.3690.357162
7-0.083156-0.4920.312911
8-0.038181-0.22590.411304
90.1047010.61940.269826
100.061640.36470.358777

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.343419 & 2.0317 & 0.024915 \tabularnewline
2 & -0.207663 & -1.2286 & 0.113718 \tabularnewline
3 & -0.18768 & -1.1103 & 0.137214 \tabularnewline
4 & 0.042272 & 0.2501 & 0.401992 \tabularnewline
5 & 0.349931 & 2.0702 & 0.022937 \tabularnewline
6 & -0.062378 & -0.369 & 0.357162 \tabularnewline
7 & -0.083156 & -0.492 & 0.312911 \tabularnewline
8 & -0.038181 & -0.2259 & 0.411304 \tabularnewline
9 & 0.104701 & 0.6194 & 0.269826 \tabularnewline
10 & 0.06164 & 0.3647 & 0.358777 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33389&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]0.343419[/C][C]2.0317[/C][C]0.024915[/C][/ROW]
[ROW][C]2[/C][C]-0.207663[/C][C]-1.2286[/C][C]0.113718[/C][/ROW]
[ROW][C]3[/C][C]-0.18768[/C][C]-1.1103[/C][C]0.137214[/C][/ROW]
[ROW][C]4[/C][C]0.042272[/C][C]0.2501[/C][C]0.401992[/C][/ROW]
[ROW][C]5[/C][C]0.349931[/C][C]2.0702[/C][C]0.022937[/C][/ROW]
[ROW][C]6[/C][C]-0.062378[/C][C]-0.369[/C][C]0.357162[/C][/ROW]
[ROW][C]7[/C][C]-0.083156[/C][C]-0.492[/C][C]0.312911[/C][/ROW]
[ROW][C]8[/C][C]-0.038181[/C][C]-0.2259[/C][C]0.411304[/C][/ROW]
[ROW][C]9[/C][C]0.104701[/C][C]0.6194[/C][C]0.269826[/C][/ROW]
[ROW][C]10[/C][C]0.06164[/C][C]0.3647[/C][C]0.358777[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33389&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33389&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
10.3434192.03170.024915
2-0.207663-1.22860.113718
3-0.18768-1.11030.137214
40.0422720.25010.401992
50.3499312.07020.022937
6-0.062378-0.3690.357162
7-0.083156-0.4920.312911
8-0.038181-0.22590.411304
90.1047010.61940.269826
100.061640.36470.358777


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1.1 ; par3 = 1 ; par4 = 1 ; par5 = 4 ;
Parameters (R input):
par1 = 10 ; par2 = 1.1 ; par3 = 1 ; par4 = 1 ; par5 = 4 ;
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')