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, 15 Dec 2009 17:26:22 -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/2009/Dec/16/t1260923237yrr1i8bip4pl36d.htm/, Retrieved Tue, 30 Apr 2024 12:43:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68199, Retrieved Tue, 30 Apr 2024 12:43:32 +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

147

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Shwws8_v1] [2009-11-27 19:01:50] [5f89c040fdf1f8599c99d7f78a662321]
-    D            [(Partial) Autocorrelation Function] [Paper] [2009-12-16 00:26:22] [93b66894f6318f3da4fcda772f2ffa6f] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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

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=68199&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=68199&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68199&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	0.935652	6.4145	0
2	0.834562	5.7215	0
3	0.707887	4.853	7e-06
4	0.556402	3.8145	0.000199
5	0.359639	2.4656	0.008693
6	0.187992	1.2888	0.101886
7	0.026414	0.1811	0.428539
8	-0.139628	-0.9572	0.171671
9	-0.295783	-2.0278	0.024136
10	-0.41121	-2.8191	0.003513
11	-0.501451	-3.4378	0.000619
12	-0.577451	-3.9588	0.000127
13	-0.596728	-4.091	8.4e-05
14	-0.565343	-3.8758	0.000164
15	-0.507917	-3.4821	0.000543
16	-0.446975	-3.0643	0.001804

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935652 & 6.4145 & 0 \tabularnewline
2 & 0.834562 & 5.7215 & 0 \tabularnewline
3 & 0.707887 & 4.853 & 7e-06 \tabularnewline
4 & 0.556402 & 3.8145 & 0.000199 \tabularnewline
5 & 0.359639 & 2.4656 & 0.008693 \tabularnewline
6 & 0.187992 & 1.2888 & 0.101886 \tabularnewline
7 & 0.026414 & 0.1811 & 0.428539 \tabularnewline
8 & -0.139628 & -0.9572 & 0.171671 \tabularnewline
9 & -0.295783 & -2.0278 & 0.024136 \tabularnewline
10 & -0.41121 & -2.8191 & 0.003513 \tabularnewline
11 & -0.501451 & -3.4378 & 0.000619 \tabularnewline
12 & -0.577451 & -3.9588 & 0.000127 \tabularnewline
13 & -0.596728 & -4.091 & 8.4e-05 \tabularnewline
14 & -0.565343 & -3.8758 & 0.000164 \tabularnewline
15 & -0.507917 & -3.4821 & 0.000543 \tabularnewline
16 & -0.446975 & -3.0643 & 0.001804 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68199&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]0.935652[/C][C]6.4145[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.834562[/C][C]5.7215[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.707887[/C][C]4.853[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]0.556402[/C][C]3.8145[/C][C]0.000199[/C][/ROW]
[ROW][C]5[/C][C]0.359639[/C][C]2.4656[/C][C]0.008693[/C][/ROW]
[ROW][C]6[/C][C]0.187992[/C][C]1.2888[/C][C]0.101886[/C][/ROW]
[ROW][C]7[/C][C]0.026414[/C][C]0.1811[/C][C]0.428539[/C][/ROW]
[ROW][C]8[/C][C]-0.139628[/C][C]-0.9572[/C][C]0.171671[/C][/ROW]
[ROW][C]9[/C][C]-0.295783[/C][C]-2.0278[/C][C]0.024136[/C][/ROW]
[ROW][C]10[/C][C]-0.41121[/C][C]-2.8191[/C][C]0.003513[/C][/ROW]
[ROW][C]11[/C][C]-0.501451[/C][C]-3.4378[/C][C]0.000619[/C][/ROW]
[ROW][C]12[/C][C]-0.577451[/C][C]-3.9588[/C][C]0.000127[/C][/ROW]
[ROW][C]13[/C][C]-0.596728[/C][C]-4.091[/C][C]8.4e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.565343[/C][C]-3.8758[/C][C]0.000164[/C][/ROW]
[ROW][C]15[/C][C]-0.507917[/C][C]-3.4821[/C][C]0.000543[/C][/ROW]
[ROW][C]16[/C][C]-0.446975[/C][C]-3.0643[/C][C]0.001804[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68199&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68199&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	0.935652	6.4145	0
2	0.834562	5.7215	0
3	0.707887	4.853	7e-06
4	0.556402	3.8145	0.000199
5	0.359639	2.4656	0.008693
6	0.187992	1.2888	0.101886
7	0.026414	0.1811	0.428539
8	-0.139628	-0.9572	0.171671
9	-0.295783	-2.0278	0.024136
10	-0.41121	-2.8191	0.003513
11	-0.501451	-3.4378	0.000619
12	-0.577451	-3.9588	0.000127
13	-0.596728	-4.091	8.4e-05
14	-0.565343	-3.8758	0.000164
15	-0.507917	-3.4821	0.000543
16	-0.446975	-3.0643	0.001804

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.935652	6.4145	0
2	-0.328226	-2.2502	0.014578
3	-0.199445	-1.3673	0.089014
4	-0.218421	-1.4974	0.070485
5	-0.449156	-3.0793	0.00173
6	0.28909	1.9819	0.026678
7	-0.112359	-0.7703	0.22249
8	-0.263432	-1.806	0.038662
9	0.032516	0.2229	0.412283
10	-0.112831	-0.7735	0.221541
11	0.023664	0.1622	0.435909
12	-0.069748	-0.4782	0.317373
13	0.24136	1.6547	0.052327
14	0.070016	0.48	0.316726
15	-0.04861	-0.3333	0.370212
16	-0.178167	-1.2214	0.114004

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935652 & 6.4145 & 0 \tabularnewline
2 & -0.328226 & -2.2502 & 0.014578 \tabularnewline
3 & -0.199445 & -1.3673 & 0.089014 \tabularnewline
4 & -0.218421 & -1.4974 & 0.070485 \tabularnewline
5 & -0.449156 & -3.0793 & 0.00173 \tabularnewline
6 & 0.28909 & 1.9819 & 0.026678 \tabularnewline
7 & -0.112359 & -0.7703 & 0.22249 \tabularnewline
8 & -0.263432 & -1.806 & 0.038662 \tabularnewline
9 & 0.032516 & 0.2229 & 0.412283 \tabularnewline
10 & -0.112831 & -0.7735 & 0.221541 \tabularnewline
11 & 0.023664 & 0.1622 & 0.435909 \tabularnewline
12 & -0.069748 & -0.4782 & 0.317373 \tabularnewline
13 & 0.24136 & 1.6547 & 0.052327 \tabularnewline
14 & 0.070016 & 0.48 & 0.316726 \tabularnewline
15 & -0.04861 & -0.3333 & 0.370212 \tabularnewline
16 & -0.178167 & -1.2214 & 0.114004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68199&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]0.935652[/C][C]6.4145[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.328226[/C][C]-2.2502[/C][C]0.014578[/C][/ROW]
[ROW][C]3[/C][C]-0.199445[/C][C]-1.3673[/C][C]0.089014[/C][/ROW]
[ROW][C]4[/C][C]-0.218421[/C][C]-1.4974[/C][C]0.070485[/C][/ROW]
[ROW][C]5[/C][C]-0.449156[/C][C]-3.0793[/C][C]0.00173[/C][/ROW]
[ROW][C]6[/C][C]0.28909[/C][C]1.9819[/C][C]0.026678[/C][/ROW]
[ROW][C]7[/C][C]-0.112359[/C][C]-0.7703[/C][C]0.22249[/C][/ROW]
[ROW][C]8[/C][C]-0.263432[/C][C]-1.806[/C][C]0.038662[/C][/ROW]
[ROW][C]9[/C][C]0.032516[/C][C]0.2229[/C][C]0.412283[/C][/ROW]
[ROW][C]10[/C][C]-0.112831[/C][C]-0.7735[/C][C]0.221541[/C][/ROW]
[ROW][C]11[/C][C]0.023664[/C][C]0.1622[/C][C]0.435909[/C][/ROW]
[ROW][C]12[/C][C]-0.069748[/C][C]-0.4782[/C][C]0.317373[/C][/ROW]
[ROW][C]13[/C][C]0.24136[/C][C]1.6547[/C][C]0.052327[/C][/ROW]
[ROW][C]14[/C][C]0.070016[/C][C]0.48[/C][C]0.316726[/C][/ROW]
[ROW][C]15[/C][C]-0.04861[/C][C]-0.3333[/C][C]0.370212[/C][/ROW]
[ROW][C]16[/C][C]-0.178167[/C][C]-1.2214[/C][C]0.114004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68199&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68199&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	0.935652	6.4145	0
2	-0.328226	-2.2502	0.014578
3	-0.199445	-1.3673	0.089014
4	-0.218421	-1.4974	0.070485
5	-0.449156	-3.0793	0.00173
6	0.28909	1.9819	0.026678
7	-0.112359	-0.7703	0.22249
8	-0.263432	-1.806	0.038662
9	0.032516	0.2229	0.412283
10	-0.112831	-0.7735	0.221541
11	0.023664	0.1622	0.435909
12	-0.069748	-0.4782	0.317373
13	0.24136	1.6547	0.052327
14	0.070016	0.48	0.316726
15	-0.04861	-0.3333	0.370212
16	-0.178167	-1.2214	0.114004

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 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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