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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 computationWed, 16 Dec 2009 09:23:09 -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/2009/Dec/16/t1260980672i2o1e8n3ixm27n7.htm/, Retrieved Tue, 30 Apr 2024 09:57:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68460, Retrieved Tue, 30 Apr 2024 09:57:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112

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] [] [2009-12-16 16:23:09] [df67ec12d4744494b58d8461e1971283] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
119.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.2
122.4
113.1
100
110.7
112.8
109.8
117.3
109.1
115.9
96
99.8
116.8
115.7
99.4
94.3
91
93.2
103.1
94.1
91.8
102.7
82.6
89.1
104.5

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=68460&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=68460&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68460&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5186033.5930.000384
20.6394964.43062.7e-05
30.6761974.68481.2e-05
40.4186772.90070.002802
50.4503773.12030.001527
60.3885112.69170.004879
70.2051851.42160.080809
80.2665821.84690.035463
90.0925540.64120.262211
100.0831950.57640.283521
110.0953220.66040.256074
12-0.059175-0.410.341823
130.013920.09640.461787
14-0.007225-0.05010.480142
15-0.029709-0.20580.418898
16-0.076186-0.52780.300024
17-0.034332-0.23790.406502

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.518603 & 3.593 & 0.000384 \tabularnewline
2 & 0.639496 & 4.4306 & 2.7e-05 \tabularnewline
3 & 0.676197 & 4.6848 & 1.2e-05 \tabularnewline
4 & 0.418677 & 2.9007 & 0.002802 \tabularnewline
5 & 0.450377 & 3.1203 & 0.001527 \tabularnewline
6 & 0.388511 & 2.6917 & 0.004879 \tabularnewline
7 & 0.205185 & 1.4216 & 0.080809 \tabularnewline
8 & 0.266582 & 1.8469 & 0.035463 \tabularnewline
9 & 0.092554 & 0.6412 & 0.262211 \tabularnewline
10 & 0.083195 & 0.5764 & 0.283521 \tabularnewline
11 & 0.095322 & 0.6604 & 0.256074 \tabularnewline
12 & -0.059175 & -0.41 & 0.341823 \tabularnewline
13 & 0.01392 & 0.0964 & 0.461787 \tabularnewline
14 & -0.007225 & -0.0501 & 0.480142 \tabularnewline
15 & -0.029709 & -0.2058 & 0.418898 \tabularnewline
16 & -0.076186 & -0.5278 & 0.300024 \tabularnewline
17 & -0.034332 & -0.2379 & 0.406502 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68460&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]0.518603[/C][C]3.593[/C][C]0.000384[/C][/ROW]
[ROW][C]2[/C][C]0.639496[/C][C]4.4306[/C][C]2.7e-05[/C][/ROW]
[ROW][C]3[/C][C]0.676197[/C][C]4.6848[/C][C]1.2e-05[/C][/ROW]
[ROW][C]4[/C][C]0.418677[/C][C]2.9007[/C][C]0.002802[/C][/ROW]
[ROW][C]5[/C][C]0.450377[/C][C]3.1203[/C][C]0.001527[/C][/ROW]
[ROW][C]6[/C][C]0.388511[/C][C]2.6917[/C][C]0.004879[/C][/ROW]
[ROW][C]7[/C][C]0.205185[/C][C]1.4216[/C][C]0.080809[/C][/ROW]
[ROW][C]8[/C][C]0.266582[/C][C]1.8469[/C][C]0.035463[/C][/ROW]
[ROW][C]9[/C][C]0.092554[/C][C]0.6412[/C][C]0.262211[/C][/ROW]
[ROW][C]10[/C][C]0.083195[/C][C]0.5764[/C][C]0.283521[/C][/ROW]
[ROW][C]11[/C][C]0.095322[/C][C]0.6604[/C][C]0.256074[/C][/ROW]
[ROW][C]12[/C][C]-0.059175[/C][C]-0.41[/C][C]0.341823[/C][/ROW]
[ROW][C]13[/C][C]0.01392[/C][C]0.0964[/C][C]0.461787[/C][/ROW]
[ROW][C]14[/C][C]-0.007225[/C][C]-0.0501[/C][C]0.480142[/C][/ROW]
[ROW][C]15[/C][C]-0.029709[/C][C]-0.2058[/C][C]0.418898[/C][/ROW]
[ROW][C]16[/C][C]-0.076186[/C][C]-0.5278[/C][C]0.300024[/C][/ROW]
[ROW][C]17[/C][C]-0.034332[/C][C]-0.2379[/C][C]0.406502[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68460&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68460&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
10.5186033.5930.000384
20.6394964.43062.7e-05
30.6761974.68481.2e-05
40.4186772.90070.002802
50.4503773.12030.001527
60.3885112.69170.004879
70.2051851.42160.080809
80.2665821.84690.035463
90.0925540.64120.262211
100.0831950.57640.283521
110.0953220.66040.256074
12-0.059175-0.410.341823
130.013920.09640.461787
14-0.007225-0.05010.480142
15-0.029709-0.20580.418898
16-0.076186-0.52780.300024
17-0.034332-0.23790.406502






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5186033.5930.000384
20.5068693.51170.00049
30.459823.18570.001269
4-0.196224-1.35950.090173
5-0.259552-1.79820.039216
6-0.101853-0.70570.241906
7-0.125268-0.86790.194888
80.0805610.55810.28967
9-0.096803-0.67070.252823
100.030810.21350.415938
110.1253510.86850.194733
12-0.05233-0.36260.359266
13-0.011615-0.08050.4681
140.0347990.24110.405254
150.1835151.27140.104851
16-0.226974-1.57250.061199
17-0.145544-1.00840.159169

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.518603 & 3.593 & 0.000384 \tabularnewline
2 & 0.506869 & 3.5117 & 0.00049 \tabularnewline
3 & 0.45982 & 3.1857 & 0.001269 \tabularnewline
4 & -0.196224 & -1.3595 & 0.090173 \tabularnewline
5 & -0.259552 & -1.7982 & 0.039216 \tabularnewline
6 & -0.101853 & -0.7057 & 0.241906 \tabularnewline
7 & -0.125268 & -0.8679 & 0.194888 \tabularnewline
8 & 0.080561 & 0.5581 & 0.28967 \tabularnewline
9 & -0.096803 & -0.6707 & 0.252823 \tabularnewline
10 & 0.03081 & 0.2135 & 0.415938 \tabularnewline
11 & 0.125351 & 0.8685 & 0.194733 \tabularnewline
12 & -0.05233 & -0.3626 & 0.359266 \tabularnewline
13 & -0.011615 & -0.0805 & 0.4681 \tabularnewline
14 & 0.034799 & 0.2411 & 0.405254 \tabularnewline
15 & 0.183515 & 1.2714 & 0.104851 \tabularnewline
16 & -0.226974 & -1.5725 & 0.061199 \tabularnewline
17 & -0.145544 & -1.0084 & 0.159169 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68460&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]0.518603[/C][C]3.593[/C][C]0.000384[/C][/ROW]
[ROW][C]2[/C][C]0.506869[/C][C]3.5117[/C][C]0.00049[/C][/ROW]
[ROW][C]3[/C][C]0.45982[/C][C]3.1857[/C][C]0.001269[/C][/ROW]
[ROW][C]4[/C][C]-0.196224[/C][C]-1.3595[/C][C]0.090173[/C][/ROW]
[ROW][C]5[/C][C]-0.259552[/C][C]-1.7982[/C][C]0.039216[/C][/ROW]
[ROW][C]6[/C][C]-0.101853[/C][C]-0.7057[/C][C]0.241906[/C][/ROW]
[ROW][C]7[/C][C]-0.125268[/C][C]-0.8679[/C][C]0.194888[/C][/ROW]
[ROW][C]8[/C][C]0.080561[/C][C]0.5581[/C][C]0.28967[/C][/ROW]
[ROW][C]9[/C][C]-0.096803[/C][C]-0.6707[/C][C]0.252823[/C][/ROW]
[ROW][C]10[/C][C]0.03081[/C][C]0.2135[/C][C]0.415938[/C][/ROW]
[ROW][C]11[/C][C]0.125351[/C][C]0.8685[/C][C]0.194733[/C][/ROW]
[ROW][C]12[/C][C]-0.05233[/C][C]-0.3626[/C][C]0.359266[/C][/ROW]
[ROW][C]13[/C][C]-0.011615[/C][C]-0.0805[/C][C]0.4681[/C][/ROW]
[ROW][C]14[/C][C]0.034799[/C][C]0.2411[/C][C]0.405254[/C][/ROW]
[ROW][C]15[/C][C]0.183515[/C][C]1.2714[/C][C]0.104851[/C][/ROW]
[ROW][C]16[/C][C]-0.226974[/C][C]-1.5725[/C][C]0.061199[/C][/ROW]
[ROW][C]17[/C][C]-0.145544[/C][C]-1.0084[/C][C]0.159169[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68460&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68460&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
10.5186033.5930.000384
20.5068693.51170.00049
30.459823.18570.001269
4-0.196224-1.35950.090173
5-0.259552-1.79820.039216
6-0.101853-0.70570.241906
7-0.125268-0.86790.194888
80.0805610.55810.28967
9-0.096803-0.67070.252823
100.030810.21350.415938
110.1253510.86850.194733
12-0.05233-0.36260.359266
13-0.011615-0.08050.4681
140.0347990.24110.405254
150.1835151.27140.104851
16-0.226974-1.57250.061199
17-0.145544-1.00840.159169


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')