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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 computationFri, 19 Dec 2008 10:44:20 -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/19/t12297087211d2vqoq9fru630l.htm/, Retrieved Wed, 15 May 2024 10:10:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35238, Retrieved Wed, 15 May 2024 10:10:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact221

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Box-Cox Linearity Plot] [Box-Cox] [2008-11-11 14:29:04] [adb6b6905cde49db36d59ca44433140d]
- RM D  [Box-Cox Normality Plot] [Box-Cox Normality...] [2008-11-11 14:44:37] [adb6b6905cde49db36d59ca44433140d]
F    D    [Box-Cox Normality Plot] [Box-Cox Normality...] [2008-11-11 23:46:30] [b591abfa820a394aeb0c5ebd9cfa1091]
F RMPD      [Maximum-likelihood Fitting - Normal Distribution] [Normal Distribution ] [2008-11-12 15:48:53] [b478325fa744e3f2fc16a7222294469c]
F   PD        [Maximum-likelihood Fitting - Normal Distribution] [task 8 maximum li...] [2008-11-12 20:17:58] [1eab65e90adf64584b8e6f0da23ff414]
- RMPD          [Box-Cox Normality Plot] [4.2.1] [2008-12-18 18:51:19] [1eab65e90adf64584b8e6f0da23ff414]
- RMP             [(Partial) Autocorrelation Function] [4.2.2] [2008-12-19 10:57:29] [1eab65e90adf64584b8e6f0da23ff414]
- RMP               [ARIMA Backward Selection] [4.3] [2008-12-19 14:24:21] [1eab65e90adf64584b8e6f0da23ff414]
- RMP                   [(Partial) Autocorrelation Function] [4.2.2] [2008-12-19 17:44:20] [0458bd763b171003ec052ce63099d477] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
90.7
94.3
104.6
111.1
110
107.2
99
99
91
96.2
96.9
96.2
100.1
99
115.4
106.9
107.1
99.3
99.2
108.3
105.6
99.5
107.4
93.1
88.1
110.7
113.1
99.6
93.6
98.6
99.6
114.3
107.8
101.2
112.5
100.5
93.9
116.2
112
106.4
95.7
96
95.8
103
102.2
98.4
111.4
86.6
91.3
107.9
101.8
104.4
93.4
100.1
98.5
112.9
101.4
107.1
110.8
90.3
95.5
111.4
113
107.5
95.9
106.3
105.2
117.2
106.9
108.2
113
97.2
99.9
108.1
118.1
109.1
93.3
112.1
111.8
112.5
116.3
110.3
117.1
103.4
96.2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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=35238&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=35238&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35238&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.280322.39510.009592
20.2386112.03870.022551
30.1375011.17480.121945
40.0296340.25320.400416
50.0648210.55380.290693
60.1201121.02620.154084
7-0.047589-0.40660.342745
8-0.139196-1.18930.11909
90.0050040.04280.483006
10-0.14357-1.22670.111946
11-0.02946-0.25170.400987
12-0.127631-1.09050.139544
13-0.112416-0.96050.169991
14-0.093099-0.79540.214468
15-0.027671-0.23640.406886
16-0.078267-0.66870.252895
170.0190020.16240.435737
18-0.054569-0.46620.321217
190.0022420.01920.492385

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.28032 & 2.3951 & 0.009592 \tabularnewline
2 & 0.238611 & 2.0387 & 0.022551 \tabularnewline
3 & 0.137501 & 1.1748 & 0.121945 \tabularnewline
4 & 0.029634 & 0.2532 & 0.400416 \tabularnewline
5 & 0.064821 & 0.5538 & 0.290693 \tabularnewline
6 & 0.120112 & 1.0262 & 0.154084 \tabularnewline
7 & -0.047589 & -0.4066 & 0.342745 \tabularnewline
8 & -0.139196 & -1.1893 & 0.11909 \tabularnewline
9 & 0.005004 & 0.0428 & 0.483006 \tabularnewline
10 & -0.14357 & -1.2267 & 0.111946 \tabularnewline
11 & -0.02946 & -0.2517 & 0.400987 \tabularnewline
12 & -0.127631 & -1.0905 & 0.139544 \tabularnewline
13 & -0.112416 & -0.9605 & 0.169991 \tabularnewline
14 & -0.093099 & -0.7954 & 0.214468 \tabularnewline
15 & -0.027671 & -0.2364 & 0.406886 \tabularnewline
16 & -0.078267 & -0.6687 & 0.252895 \tabularnewline
17 & 0.019002 & 0.1624 & 0.435737 \tabularnewline
18 & -0.054569 & -0.4662 & 0.321217 \tabularnewline
19 & 0.002242 & 0.0192 & 0.492385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35238&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]0.28032[/C][C]2.3951[/C][C]0.009592[/C][/ROW]
[ROW][C]2[/C][C]0.238611[/C][C]2.0387[/C][C]0.022551[/C][/ROW]
[ROW][C]3[/C][C]0.137501[/C][C]1.1748[/C][C]0.121945[/C][/ROW]
[ROW][C]4[/C][C]0.029634[/C][C]0.2532[/C][C]0.400416[/C][/ROW]
[ROW][C]5[/C][C]0.064821[/C][C]0.5538[/C][C]0.290693[/C][/ROW]
[ROW][C]6[/C][C]0.120112[/C][C]1.0262[/C][C]0.154084[/C][/ROW]
[ROW][C]7[/C][C]-0.047589[/C][C]-0.4066[/C][C]0.342745[/C][/ROW]
[ROW][C]8[/C][C]-0.139196[/C][C]-1.1893[/C][C]0.11909[/C][/ROW]
[ROW][C]9[/C][C]0.005004[/C][C]0.0428[/C][C]0.483006[/C][/ROW]
[ROW][C]10[/C][C]-0.14357[/C][C]-1.2267[/C][C]0.111946[/C][/ROW]
[ROW][C]11[/C][C]-0.02946[/C][C]-0.2517[/C][C]0.400987[/C][/ROW]
[ROW][C]12[/C][C]-0.127631[/C][C]-1.0905[/C][C]0.139544[/C][/ROW]
[ROW][C]13[/C][C]-0.112416[/C][C]-0.9605[/C][C]0.169991[/C][/ROW]
[ROW][C]14[/C][C]-0.093099[/C][C]-0.7954[/C][C]0.214468[/C][/ROW]
[ROW][C]15[/C][C]-0.027671[/C][C]-0.2364[/C][C]0.406886[/C][/ROW]
[ROW][C]16[/C][C]-0.078267[/C][C]-0.6687[/C][C]0.252895[/C][/ROW]
[ROW][C]17[/C][C]0.019002[/C][C]0.1624[/C][C]0.435737[/C][/ROW]
[ROW][C]18[/C][C]-0.054569[/C][C]-0.4662[/C][C]0.321217[/C][/ROW]
[ROW][C]19[/C][C]0.002242[/C][C]0.0192[/C][C]0.492385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35238&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35238&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
10.280322.39510.009592
20.2386112.03870.022551
30.1375011.17480.121945
40.0296340.25320.400416
50.0648210.55380.290693
60.1201121.02620.154084
7-0.047589-0.40660.342745
8-0.139196-1.18930.11909
90.0050040.04280.483006
10-0.14357-1.22670.111946
11-0.02946-0.25170.400987
12-0.127631-1.09050.139544
13-0.112416-0.96050.169991
14-0.093099-0.79540.214468
15-0.027671-0.23640.406886
16-0.078267-0.66870.252895
170.0190020.16240.435737
18-0.054569-0.46620.321217
190.0022420.01920.492385






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.280322.39510.009592
20.1736791.48390.071068
30.0375380.32070.374669
4-0.057386-0.49030.312695
50.0428880.36640.357549
60.1106140.94510.173866
7-0.12626-1.07880.142122
8-0.176532-1.50830.067899
90.109730.93750.175788
10-0.095325-0.81450.209016
110.0087380.07470.470344
12-0.128389-1.0970.138134
13-0.000181-0.00160.499384
140.0062210.05320.478878
150.0040110.03430.486377
16-0.062646-0.53520.297054
170.0763910.65270.258005
18-0.067051-0.57290.284241
190.0524780.44840.327607

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.28032 & 2.3951 & 0.009592 \tabularnewline
2 & 0.173679 & 1.4839 & 0.071068 \tabularnewline
3 & 0.037538 & 0.3207 & 0.374669 \tabularnewline
4 & -0.057386 & -0.4903 & 0.312695 \tabularnewline
5 & 0.042888 & 0.3664 & 0.357549 \tabularnewline
6 & 0.110614 & 0.9451 & 0.173866 \tabularnewline
7 & -0.12626 & -1.0788 & 0.142122 \tabularnewline
8 & -0.176532 & -1.5083 & 0.067899 \tabularnewline
9 & 0.10973 & 0.9375 & 0.175788 \tabularnewline
10 & -0.095325 & -0.8145 & 0.209016 \tabularnewline
11 & 0.008738 & 0.0747 & 0.470344 \tabularnewline
12 & -0.128389 & -1.097 & 0.138134 \tabularnewline
13 & -0.000181 & -0.0016 & 0.499384 \tabularnewline
14 & 0.006221 & 0.0532 & 0.478878 \tabularnewline
15 & 0.004011 & 0.0343 & 0.486377 \tabularnewline
16 & -0.062646 & -0.5352 & 0.297054 \tabularnewline
17 & 0.076391 & 0.6527 & 0.258005 \tabularnewline
18 & -0.067051 & -0.5729 & 0.284241 \tabularnewline
19 & 0.052478 & 0.4484 & 0.327607 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35238&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]0.28032[/C][C]2.3951[/C][C]0.009592[/C][/ROW]
[ROW][C]2[/C][C]0.173679[/C][C]1.4839[/C][C]0.071068[/C][/ROW]
[ROW][C]3[/C][C]0.037538[/C][C]0.3207[/C][C]0.374669[/C][/ROW]
[ROW][C]4[/C][C]-0.057386[/C][C]-0.4903[/C][C]0.312695[/C][/ROW]
[ROW][C]5[/C][C]0.042888[/C][C]0.3664[/C][C]0.357549[/C][/ROW]
[ROW][C]6[/C][C]0.110614[/C][C]0.9451[/C][C]0.173866[/C][/ROW]
[ROW][C]7[/C][C]-0.12626[/C][C]-1.0788[/C][C]0.142122[/C][/ROW]
[ROW][C]8[/C][C]-0.176532[/C][C]-1.5083[/C][C]0.067899[/C][/ROW]
[ROW][C]9[/C][C]0.10973[/C][C]0.9375[/C][C]0.175788[/C][/ROW]
[ROW][C]10[/C][C]-0.095325[/C][C]-0.8145[/C][C]0.209016[/C][/ROW]
[ROW][C]11[/C][C]0.008738[/C][C]0.0747[/C][C]0.470344[/C][/ROW]
[ROW][C]12[/C][C]-0.128389[/C][C]-1.097[/C][C]0.138134[/C][/ROW]
[ROW][C]13[/C][C]-0.000181[/C][C]-0.0016[/C][C]0.499384[/C][/ROW]
[ROW][C]14[/C][C]0.006221[/C][C]0.0532[/C][C]0.478878[/C][/ROW]
[ROW][C]15[/C][C]0.004011[/C][C]0.0343[/C][C]0.486377[/C][/ROW]
[ROW][C]16[/C][C]-0.062646[/C][C]-0.5352[/C][C]0.297054[/C][/ROW]
[ROW][C]17[/C][C]0.076391[/C][C]0.6527[/C][C]0.258005[/C][/ROW]
[ROW][C]18[/C][C]-0.067051[/C][C]-0.5729[/C][C]0.284241[/C][/ROW]
[ROW][C]19[/C][C]0.052478[/C][C]0.4484[/C][C]0.327607[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35238&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35238&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
10.280322.39510.009592
20.1736791.48390.071068
30.0375380.32070.374669
4-0.057386-0.49030.312695
50.0428880.36640.357549
60.1106140.94510.173866
7-0.12626-1.07880.142122
8-0.176532-1.50830.067899
90.109730.93750.175788
10-0.095325-0.81450.209016
110.0087380.07470.470344
12-0.128389-1.0970.138134
13-0.000181-0.00160.499384
140.0062210.05320.478878
150.0040110.03430.486377
16-0.062646-0.53520.297054
170.0763910.65270.258005
18-0.067051-0.57290.284241
190.0524780.44840.327607


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')