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

Tue, 16 Dec 2008 11:37:25 -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/16/t1229452731o4u5dysalcieokt.htm/, Retrieved Wed, 15 May 2024 05:56:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34091, Retrieved Wed, 15 May 2024 05:56:31 +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

166

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

-       [(Partial) Autocorrelation Function] [paper ACF] [2008-12-16 18:37:25] [c5d6d05aee6be5527ac4a30a8c3b8fe5] [Current]
-   P     [(Partial) Autocorrelation Function] [Paper ACF 00] [2008-12-24 12:53:53] [7849b5cbaea5f05923be73656f726e58] 

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	'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=34091&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=34091&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34091&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.922208	6.3223	0
2	0.844416	5.789	0
3	0.788765	5.4075	1e-06
4	0.727353	4.9865	4e-06
5	0.665942	4.5655	1.8e-05
6	0.60453	4.1444	7e-05
7	0.543119	3.7234	0.000263
8	0.481707	3.3024	0.000919
9	0.420295	2.8814	0.002974
10	0.367261	2.5178	0.007637
11	0.314227	2.1542	0.01819
12	0.261192	1.7906	0.039896
13	0.192548	1.32	0.096607
14	0.123904	0.8494	0.199971
15	0.081049	0.5556	0.290544
16	0.038195	0.2619	0.39729

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.922208 & 6.3223 & 0 \tabularnewline
2 & 0.844416 & 5.789 & 0 \tabularnewline
3 & 0.788765 & 5.4075 & 1e-06 \tabularnewline
4 & 0.727353 & 4.9865 & 4e-06 \tabularnewline
5 & 0.665942 & 4.5655 & 1.8e-05 \tabularnewline
6 & 0.60453 & 4.1444 & 7e-05 \tabularnewline
7 & 0.543119 & 3.7234 & 0.000263 \tabularnewline
8 & 0.481707 & 3.3024 & 0.000919 \tabularnewline
9 & 0.420295 & 2.8814 & 0.002974 \tabularnewline
10 & 0.367261 & 2.5178 & 0.007637 \tabularnewline
11 & 0.314227 & 2.1542 & 0.01819 \tabularnewline
12 & 0.261192 & 1.7906 & 0.039896 \tabularnewline
13 & 0.192548 & 1.32 & 0.096607 \tabularnewline
14 & 0.123904 & 0.8494 & 0.199971 \tabularnewline
15 & 0.081049 & 0.5556 & 0.290544 \tabularnewline
16 & 0.038195 & 0.2619 & 0.39729 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34091&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]0.922208[/C][C]6.3223[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.844416[/C][C]5.789[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.788765[/C][C]5.4075[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.727353[/C][C]4.9865[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.665942[/C][C]4.5655[/C][C]1.8e-05[/C][/ROW]
[ROW][C]6[/C][C]0.60453[/C][C]4.1444[/C][C]7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.543119[/C][C]3.7234[/C][C]0.000263[/C][/ROW]
[ROW][C]8[/C][C]0.481707[/C][C]3.3024[/C][C]0.000919[/C][/ROW]
[ROW][C]9[/C][C]0.420295[/C][C]2.8814[/C][C]0.002974[/C][/ROW]
[ROW][C]10[/C][C]0.367261[/C][C]2.5178[/C][C]0.007637[/C][/ROW]
[ROW][C]11[/C][C]0.314227[/C][C]2.1542[/C][C]0.01819[/C][/ROW]
[ROW][C]12[/C][C]0.261192[/C][C]1.7906[/C][C]0.039896[/C][/ROW]
[ROW][C]13[/C][C]0.192548[/C][C]1.32[/C][C]0.096607[/C][/ROW]
[ROW][C]14[/C][C]0.123904[/C][C]0.8494[/C][C]0.199971[/C][/ROW]
[ROW][C]15[/C][C]0.081049[/C][C]0.5556[/C][C]0.290544[/C][/ROW]
[ROW][C]16[/C][C]0.038195[/C][C]0.2619[/C][C]0.39729[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34091&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34091&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	0.922208	6.3223	0
2	0.844416	5.789	0
3	0.788765	5.4075	1e-06
4	0.727353	4.9865	4e-06
5	0.665942	4.5655	1.8e-05
6	0.60453	4.1444	7e-05
7	0.543119	3.7234	0.000263
8	0.481707	3.3024	0.000919
9	0.420295	2.8814	0.002974
10	0.367261	2.5178	0.007637
11	0.314227	2.1542	0.01819
12	0.261192	1.7906	0.039896
13	0.192548	1.32	0.096607
14	0.123904	0.8494	0.199971
15	0.081049	0.5556	0.290544
16	0.038195	0.2619	0.39729

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.922208	6.3223	0
2	-0.04047	-0.2774	0.391326
3	0.106131	0.7276	0.235235
4	-0.071728	-0.4917	0.312596
5	-0.014896	-0.1021	0.459548
6	-0.047755	-0.3274	0.372413
7	-0.033859	-0.2321	0.408724
8	-0.042276	-0.2898	0.386611
9	-0.040467	-0.2774	0.391334
10	0.013581	0.0931	0.463106
11	-0.040878	-0.2802	0.390261
12	-0.02549	-0.1748	0.431013
13	-0.154494	-1.0592	0.147471
14	-0.050328	-0.345	0.365804
15	0.089409	0.613	0.271429
16	-0.038485	-0.2638	0.396528

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.922208 & 6.3223 & 0 \tabularnewline
2 & -0.04047 & -0.2774 & 0.391326 \tabularnewline
3 & 0.106131 & 0.7276 & 0.235235 \tabularnewline
4 & -0.071728 & -0.4917 & 0.312596 \tabularnewline
5 & -0.014896 & -0.1021 & 0.459548 \tabularnewline
6 & -0.047755 & -0.3274 & 0.372413 \tabularnewline
7 & -0.033859 & -0.2321 & 0.408724 \tabularnewline
8 & -0.042276 & -0.2898 & 0.386611 \tabularnewline
9 & -0.040467 & -0.2774 & 0.391334 \tabularnewline
10 & 0.013581 & 0.0931 & 0.463106 \tabularnewline
11 & -0.040878 & -0.2802 & 0.390261 \tabularnewline
12 & -0.02549 & -0.1748 & 0.431013 \tabularnewline
13 & -0.154494 & -1.0592 & 0.147471 \tabularnewline
14 & -0.050328 & -0.345 & 0.365804 \tabularnewline
15 & 0.089409 & 0.613 & 0.271429 \tabularnewline
16 & -0.038485 & -0.2638 & 0.396528 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34091&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]0.922208[/C][C]6.3223[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.04047[/C][C]-0.2774[/C][C]0.391326[/C][/ROW]
[ROW][C]3[/C][C]0.106131[/C][C]0.7276[/C][C]0.235235[/C][/ROW]
[ROW][C]4[/C][C]-0.071728[/C][C]-0.4917[/C][C]0.312596[/C][/ROW]
[ROW][C]5[/C][C]-0.014896[/C][C]-0.1021[/C][C]0.459548[/C][/ROW]
[ROW][C]6[/C][C]-0.047755[/C][C]-0.3274[/C][C]0.372413[/C][/ROW]
[ROW][C]7[/C][C]-0.033859[/C][C]-0.2321[/C][C]0.408724[/C][/ROW]
[ROW][C]8[/C][C]-0.042276[/C][C]-0.2898[/C][C]0.386611[/C][/ROW]
[ROW][C]9[/C][C]-0.040467[/C][C]-0.2774[/C][C]0.391334[/C][/ROW]
[ROW][C]10[/C][C]0.013581[/C][C]0.0931[/C][C]0.463106[/C][/ROW]
[ROW][C]11[/C][C]-0.040878[/C][C]-0.2802[/C][C]0.390261[/C][/ROW]
[ROW][C]12[/C][C]-0.02549[/C][C]-0.1748[/C][C]0.431013[/C][/ROW]
[ROW][C]13[/C][C]-0.154494[/C][C]-1.0592[/C][C]0.147471[/C][/ROW]
[ROW][C]14[/C][C]-0.050328[/C][C]-0.345[/C][C]0.365804[/C][/ROW]
[ROW][C]15[/C][C]0.089409[/C][C]0.613[/C][C]0.271429[/C][/ROW]
[ROW][C]16[/C][C]-0.038485[/C][C]-0.2638[/C][C]0.396528[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34091&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34091&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	0.922208	6.3223	0
2	-0.04047	-0.2774	0.391326
3	0.106131	0.7276	0.235235
4	-0.071728	-0.4917	0.312596
5	-0.014896	-0.1021	0.459548
6	-0.047755	-0.3274	0.372413
7	-0.033859	-0.2321	0.408724
8	-0.042276	-0.2898	0.386611
9	-0.040467	-0.2774	0.391334
10	0.013581	0.0931	0.463106
11	-0.040878	-0.2802	0.390261
12	-0.02549	-0.1748	0.431013
13	-0.154494	-1.0592	0.147471
14	-0.050328	-0.345	0.365804
15	0.089409	0.613	0.271429
16	-0.038485	-0.2638	0.396528

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