Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 06 Jan 2008 13:48:17 -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/Jan/06/t1199652469ndfpa3hnd1oeybn.htm/, Retrieved Sun, 05 May 2024 07:12:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7894, Retrieved Sun, 05 May 2024 07:12:39 +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

inducing time seris Q2b WL

Estimated Impact

185

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

-     [Central Tendency] [WS2 - Robustness ...] [2007-10-20 13:06:37] [5343e105a400b9e32bf6f011133bbaf4]
- RM D    [(Partial) Autocorrelation Function] [CVWS7WLQ2b] [2008-01-06 20:48:17] [b523c8d839cc24a05ea912c062a47207] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

7,3
7,2
7,1
6,9
6,8
6,7
6,8
6,8
6,7
6,8
6,8
6,7
6,3
6,2
6,2
6,5
6,5
6,4
6,2
6,2
6,3
7,5
7,4
7,4
7,4
7,4
7,4
7,2
7,2
7,2
7,5
7,4
7,5
8,0
8,0
8,0
8,1
8,1
8,1
7,9
7,9
8,0
8,2
8,1
8,2
8,5
8,5
8,6
8,4
8,4
8,4
7,7
7,8
7,9
8,8
8,8
8,9
8,5
8,5
8,5
8,4
8,5
8,4
8,3
8,4
8,4
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,3
8,3
8,3
8,2
8,1
8,1
8,2
8,0
7,9
7,9
7,8
7,7
7,9
7,7
7,6

Summary of compuational 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 compuational 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=7894&T=0

[TABLE]
[ROW][C]Summary of compuational 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=7894&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7894&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 compuational 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
0	1	9.434	0
1	0.022708	0.2142	0.41543
2	-0.002938	-0.0277	0.511026
3	-0.240872	-2.2724	0.987264
4	-0.042369	-0.3997	0.654837
5	0.008293	0.0782	0.46891
6	-0.035522	-0.3351	0.630838
7	0.012907	0.1218	0.451679
8	-0.017359	-0.1638	0.564856
9	0.065954	0.6222	0.267697
10	-0.021829	-0.2059	0.581342
11	0.045003	0.4246	0.336091
12	0.268682	2.5347	0.0065
13	-0.029389	-0.2773	0.608888
14	0.028358	0.2675	0.39484
15	-0.020077	-0.1894	0.574896
16	-0.050109	-0.4727	0.681219
17	-0.01785	-0.1684	0.566673
18	-0.191259	-1.8043	0.962719

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.434 & 0 \tabularnewline
1 & 0.022708 & 0.2142 & 0.41543 \tabularnewline
2 & -0.002938 & -0.0277 & 0.511026 \tabularnewline
3 & -0.240872 & -2.2724 & 0.987264 \tabularnewline
4 & -0.042369 & -0.3997 & 0.654837 \tabularnewline
5 & 0.008293 & 0.0782 & 0.46891 \tabularnewline
6 & -0.035522 & -0.3351 & 0.630838 \tabularnewline
7 & 0.012907 & 0.1218 & 0.451679 \tabularnewline
8 & -0.017359 & -0.1638 & 0.564856 \tabularnewline
9 & 0.065954 & 0.6222 & 0.267697 \tabularnewline
10 & -0.021829 & -0.2059 & 0.581342 \tabularnewline
11 & 0.045003 & 0.4246 & 0.336091 \tabularnewline
12 & 0.268682 & 2.5347 & 0.0065 \tabularnewline
13 & -0.029389 & -0.2773 & 0.608888 \tabularnewline
14 & 0.028358 & 0.2675 & 0.39484 \tabularnewline
15 & -0.020077 & -0.1894 & 0.574896 \tabularnewline
16 & -0.050109 & -0.4727 & 0.681219 \tabularnewline
17 & -0.01785 & -0.1684 & 0.566673 \tabularnewline
18 & -0.191259 & -1.8043 & 0.962719 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7894&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]0[/C][C]1[/C][C]9.434[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.022708[/C][C]0.2142[/C][C]0.41543[/C][/ROW]
[ROW][C]2[/C][C]-0.002938[/C][C]-0.0277[/C][C]0.511026[/C][/ROW]
[ROW][C]3[/C][C]-0.240872[/C][C]-2.2724[/C][C]0.987264[/C][/ROW]
[ROW][C]4[/C][C]-0.042369[/C][C]-0.3997[/C][C]0.654837[/C][/ROW]
[ROW][C]5[/C][C]0.008293[/C][C]0.0782[/C][C]0.46891[/C][/ROW]
[ROW][C]6[/C][C]-0.035522[/C][C]-0.3351[/C][C]0.630838[/C][/ROW]
[ROW][C]7[/C][C]0.012907[/C][C]0.1218[/C][C]0.451679[/C][/ROW]
[ROW][C]8[/C][C]-0.017359[/C][C]-0.1638[/C][C]0.564856[/C][/ROW]
[ROW][C]9[/C][C]0.065954[/C][C]0.6222[/C][C]0.267697[/C][/ROW]
[ROW][C]10[/C][C]-0.021829[/C][C]-0.2059[/C][C]0.581342[/C][/ROW]
[ROW][C]11[/C][C]0.045003[/C][C]0.4246[/C][C]0.336091[/C][/ROW]
[ROW][C]12[/C][C]0.268682[/C][C]2.5347[/C][C]0.0065[/C][/ROW]
[ROW][C]13[/C][C]-0.029389[/C][C]-0.2773[/C][C]0.608888[/C][/ROW]
[ROW][C]14[/C][C]0.028358[/C][C]0.2675[/C][C]0.39484[/C][/ROW]
[ROW][C]15[/C][C]-0.020077[/C][C]-0.1894[/C][C]0.574896[/C][/ROW]
[ROW][C]16[/C][C]-0.050109[/C][C]-0.4727[/C][C]0.681219[/C][/ROW]
[ROW][C]17[/C][C]-0.01785[/C][C]-0.1684[/C][C]0.566673[/C][/ROW]
[ROW][C]18[/C][C]-0.191259[/C][C]-1.8043[/C][C]0.962719[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7894&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7894&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
0	1	9.434	0
1	0.022708	0.2142	0.41543
2	-0.002938	-0.0277	0.511026
3	-0.240872	-2.2724	0.987264
4	-0.042369	-0.3997	0.654837
5	0.008293	0.0782	0.46891
6	-0.035522	-0.3351	0.630838
7	0.012907	0.1218	0.451679
8	-0.017359	-0.1638	0.564856
9	0.065954	0.6222	0.267697
10	-0.021829	-0.2059	0.581342
11	0.045003	0.4246	0.336091
12	0.268682	2.5347	0.0065
13	-0.029389	-0.2773	0.608888
14	0.028358	0.2675	0.39484
15	-0.020077	-0.1894	0.574896
16	-0.050109	-0.4727	0.681219
17	-0.01785	-0.1684	0.566673
18	-0.191259	-1.8043	0.962719

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.022708	0.2142	0.41543
1	-0.003456	-0.0326	0.512967
2	-0.240853	-2.2722	0.987258
3	-0.03357	-0.3167	0.623893
4	0.010041	0.0947	0.462372
5	-0.099558	-0.9392	0.824923
6	-0.003723	-0.0351	0.513971
7	-0.015269	-0.144	0.557106
8	0.036328	0.3427	0.366308
9	-0.028313	-0.2671	0.604997
10	0.041903	0.3953	0.346781
11	0.311292	2.9367	0.002111
12	-0.051021	-0.4813	0.684269
13	0.053589	0.5056	0.307209
14	0.166001	1.5661	0.060443
15	-0.068287	-0.6442	0.739455
16	0.003226	0.0304	0.487896
17	-0.157603	-1.4868	0.929703
18	-0.062943	-0.5938	0.722925

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.022708 & 0.2142 & 0.41543 \tabularnewline
1 & -0.003456 & -0.0326 & 0.512967 \tabularnewline
2 & -0.240853 & -2.2722 & 0.987258 \tabularnewline
3 & -0.03357 & -0.3167 & 0.623893 \tabularnewline
4 & 0.010041 & 0.0947 & 0.462372 \tabularnewline
5 & -0.099558 & -0.9392 & 0.824923 \tabularnewline
6 & -0.003723 & -0.0351 & 0.513971 \tabularnewline
7 & -0.015269 & -0.144 & 0.557106 \tabularnewline
8 & 0.036328 & 0.3427 & 0.366308 \tabularnewline
9 & -0.028313 & -0.2671 & 0.604997 \tabularnewline
10 & 0.041903 & 0.3953 & 0.346781 \tabularnewline
11 & 0.311292 & 2.9367 & 0.002111 \tabularnewline
12 & -0.051021 & -0.4813 & 0.684269 \tabularnewline
13 & 0.053589 & 0.5056 & 0.307209 \tabularnewline
14 & 0.166001 & 1.5661 & 0.060443 \tabularnewline
15 & -0.068287 & -0.6442 & 0.739455 \tabularnewline
16 & 0.003226 & 0.0304 & 0.487896 \tabularnewline
17 & -0.157603 & -1.4868 & 0.929703 \tabularnewline
18 & -0.062943 & -0.5938 & 0.722925 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7894&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]0[/C][C]0.022708[/C][C]0.2142[/C][C]0.41543[/C][/ROW]
[ROW][C]1[/C][C]-0.003456[/C][C]-0.0326[/C][C]0.512967[/C][/ROW]
[ROW][C]2[/C][C]-0.240853[/C][C]-2.2722[/C][C]0.987258[/C][/ROW]
[ROW][C]3[/C][C]-0.03357[/C][C]-0.3167[/C][C]0.623893[/C][/ROW]
[ROW][C]4[/C][C]0.010041[/C][C]0.0947[/C][C]0.462372[/C][/ROW]
[ROW][C]5[/C][C]-0.099558[/C][C]-0.9392[/C][C]0.824923[/C][/ROW]
[ROW][C]6[/C][C]-0.003723[/C][C]-0.0351[/C][C]0.513971[/C][/ROW]
[ROW][C]7[/C][C]-0.015269[/C][C]-0.144[/C][C]0.557106[/C][/ROW]
[ROW][C]8[/C][C]0.036328[/C][C]0.3427[/C][C]0.366308[/C][/ROW]
[ROW][C]9[/C][C]-0.028313[/C][C]-0.2671[/C][C]0.604997[/C][/ROW]
[ROW][C]10[/C][C]0.041903[/C][C]0.3953[/C][C]0.346781[/C][/ROW]
[ROW][C]11[/C][C]0.311292[/C][C]2.9367[/C][C]0.002111[/C][/ROW]
[ROW][C]12[/C][C]-0.051021[/C][C]-0.4813[/C][C]0.684269[/C][/ROW]
[ROW][C]13[/C][C]0.053589[/C][C]0.5056[/C][C]0.307209[/C][/ROW]
[ROW][C]14[/C][C]0.166001[/C][C]1.5661[/C][C]0.060443[/C][/ROW]
[ROW][C]15[/C][C]-0.068287[/C][C]-0.6442[/C][C]0.739455[/C][/ROW]
[ROW][C]16[/C][C]0.003226[/C][C]0.0304[/C][C]0.487896[/C][/ROW]
[ROW][C]17[/C][C]-0.157603[/C][C]-1.4868[/C][C]0.929703[/C][/ROW]
[ROW][C]18[/C][C]-0.062943[/C][C]-0.5938[/C][C]0.722925[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7894&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7894&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
0	0.022708	0.2142	0.41543
1	-0.003456	-0.0326	0.512967
2	-0.240853	-2.2722	0.987258
3	-0.03357	-0.3167	0.623893
4	0.010041	0.0947	0.462372
5	-0.099558	-0.9392	0.824923
6	-0.003723	-0.0351	0.513971
7	-0.015269	-0.144	0.557106
8	0.036328	0.3427	0.366308
9	-0.028313	-0.2671	0.604997
10	0.041903	0.3953	0.346781
11	0.311292	2.9367	0.002111
12	-0.051021	-0.4813	0.684269
13	0.053589	0.5056	0.307209
14	0.166001	1.5661	0.060443
15	-0.068287	-0.6442	0.739455
16	0.003226	0.0304	0.487896
17	-0.157603	-1.4868	0.929703
18	-0.062943	-0.5938	0.722925

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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 1:par1) {
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(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-1,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(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