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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 computationMon, 21 Dec 2009 06:05:38 -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/21/t1261400862oxobf0pqy6445ao.htm/, Retrieved Sun, 05 May 2024 18:41:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70141, Retrieved Sun, 05 May 2024 18:41:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact110

Tree of Dependent Computations

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] [Autocorrelation f...] [2009-12-21 13:05:38] [0744dbfa8cdb263e2e292d0a5ee9dc89] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
114,1
110,3
103,9
101,6
94,6
95,9
104,7
102,8
98,1
113,9
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
112,5
122,4
113,3
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=70141&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=70141&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70141&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
10.2544651.98740.025684
20.0052230.04080.483796
30.1456571.13760.129865
40.0594130.4640.322138
50.2818482.20130.015754
60.309242.41520.009368
70.1728261.34980.091032
8-0.016577-0.12950.448707
9-0.095706-0.74750.228821
10-0.292391-2.28360.012944
11-0.007335-0.05730.47725
120.426623.3320.000734
13-0.055862-0.43630.332082
14-0.265195-2.07120.021287
15-0.214449-1.67490.049537
16-0.138002-1.07780.142676
170.0393690.30750.379762

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.254465 & 1.9874 & 0.025684 \tabularnewline
2 & 0.005223 & 0.0408 & 0.483796 \tabularnewline
3 & 0.145657 & 1.1376 & 0.129865 \tabularnewline
4 & 0.059413 & 0.464 & 0.322138 \tabularnewline
5 & 0.281848 & 2.2013 & 0.015754 \tabularnewline
6 & 0.30924 & 2.4152 & 0.009368 \tabularnewline
7 & 0.172826 & 1.3498 & 0.091032 \tabularnewline
8 & -0.016577 & -0.1295 & 0.448707 \tabularnewline
9 & -0.095706 & -0.7475 & 0.228821 \tabularnewline
10 & -0.292391 & -2.2836 & 0.012944 \tabularnewline
11 & -0.007335 & -0.0573 & 0.47725 \tabularnewline
12 & 0.42662 & 3.332 & 0.000734 \tabularnewline
13 & -0.055862 & -0.4363 & 0.332082 \tabularnewline
14 & -0.265195 & -2.0712 & 0.021287 \tabularnewline
15 & -0.214449 & -1.6749 & 0.049537 \tabularnewline
16 & -0.138002 & -1.0778 & 0.142676 \tabularnewline
17 & 0.039369 & 0.3075 & 0.379762 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70141&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]0.254465[/C][C]1.9874[/C][C]0.025684[/C][/ROW]
[ROW][C]2[/C][C]0.005223[/C][C]0.0408[/C][C]0.483796[/C][/ROW]
[ROW][C]3[/C][C]0.145657[/C][C]1.1376[/C][C]0.129865[/C][/ROW]
[ROW][C]4[/C][C]0.059413[/C][C]0.464[/C][C]0.322138[/C][/ROW]
[ROW][C]5[/C][C]0.281848[/C][C]2.2013[/C][C]0.015754[/C][/ROW]
[ROW][C]6[/C][C]0.30924[/C][C]2.4152[/C][C]0.009368[/C][/ROW]
[ROW][C]7[/C][C]0.172826[/C][C]1.3498[/C][C]0.091032[/C][/ROW]
[ROW][C]8[/C][C]-0.016577[/C][C]-0.1295[/C][C]0.448707[/C][/ROW]
[ROW][C]9[/C][C]-0.095706[/C][C]-0.7475[/C][C]0.228821[/C][/ROW]
[ROW][C]10[/C][C]-0.292391[/C][C]-2.2836[/C][C]0.012944[/C][/ROW]
[ROW][C]11[/C][C]-0.007335[/C][C]-0.0573[/C][C]0.47725[/C][/ROW]
[ROW][C]12[/C][C]0.42662[/C][C]3.332[/C][C]0.000734[/C][/ROW]
[ROW][C]13[/C][C]-0.055862[/C][C]-0.4363[/C][C]0.332082[/C][/ROW]
[ROW][C]14[/C][C]-0.265195[/C][C]-2.0712[/C][C]0.021287[/C][/ROW]
[ROW][C]15[/C][C]-0.214449[/C][C]-1.6749[/C][C]0.049537[/C][/ROW]
[ROW][C]16[/C][C]-0.138002[/C][C]-1.0778[/C][C]0.142676[/C][/ROW]
[ROW][C]17[/C][C]0.039369[/C][C]0.3075[/C][C]0.379762[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70141&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70141&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
10.2544651.98740.025684
20.0052230.04080.483796
30.1456571.13760.129865
40.0594130.4640.322138
50.2818482.20130.015754
60.309242.41520.009368
70.1728261.34980.091032
8-0.016577-0.12950.448707
9-0.095706-0.74750.228821
10-0.292391-2.28360.012944
11-0.007335-0.05730.47725
120.426623.3320.000734
13-0.055862-0.43630.332082
14-0.265195-2.07120.021287
15-0.214449-1.67490.049537
16-0.138002-1.07780.142676
170.0393690.30750.379762






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.2544651.98740.025684
2-0.063651-0.49710.310442
30.1722461.34530.091757
4-0.027508-0.21480.415303
50.3182212.48540.007849
60.1532261.19670.11802
70.1284141.00290.159925
8-0.156151-1.21960.113659
9-0.122063-0.95330.17209
10-0.493977-3.85810.000139
110.0156690.12240.451499
120.4115313.21420.001046
13-0.078073-0.60980.272141
14-0.175057-1.36720.088284
15-0.108901-0.85050.199174
160.1913171.49420.070135
17-0.000241-0.00190.499251

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.254465 & 1.9874 & 0.025684 \tabularnewline
2 & -0.063651 & -0.4971 & 0.310442 \tabularnewline
3 & 0.172246 & 1.3453 & 0.091757 \tabularnewline
4 & -0.027508 & -0.2148 & 0.415303 \tabularnewline
5 & 0.318221 & 2.4854 & 0.007849 \tabularnewline
6 & 0.153226 & 1.1967 & 0.11802 \tabularnewline
7 & 0.128414 & 1.0029 & 0.159925 \tabularnewline
8 & -0.156151 & -1.2196 & 0.113659 \tabularnewline
9 & -0.122063 & -0.9533 & 0.17209 \tabularnewline
10 & -0.493977 & -3.8581 & 0.000139 \tabularnewline
11 & 0.015669 & 0.1224 & 0.451499 \tabularnewline
12 & 0.411531 & 3.2142 & 0.001046 \tabularnewline
13 & -0.078073 & -0.6098 & 0.272141 \tabularnewline
14 & -0.175057 & -1.3672 & 0.088284 \tabularnewline
15 & -0.108901 & -0.8505 & 0.199174 \tabularnewline
16 & 0.191317 & 1.4942 & 0.070135 \tabularnewline
17 & -0.000241 & -0.0019 & 0.499251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70141&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]0.254465[/C][C]1.9874[/C][C]0.025684[/C][/ROW]
[ROW][C]2[/C][C]-0.063651[/C][C]-0.4971[/C][C]0.310442[/C][/ROW]
[ROW][C]3[/C][C]0.172246[/C][C]1.3453[/C][C]0.091757[/C][/ROW]
[ROW][C]4[/C][C]-0.027508[/C][C]-0.2148[/C][C]0.415303[/C][/ROW]
[ROW][C]5[/C][C]0.318221[/C][C]2.4854[/C][C]0.007849[/C][/ROW]
[ROW][C]6[/C][C]0.153226[/C][C]1.1967[/C][C]0.11802[/C][/ROW]
[ROW][C]7[/C][C]0.128414[/C][C]1.0029[/C][C]0.159925[/C][/ROW]
[ROW][C]8[/C][C]-0.156151[/C][C]-1.2196[/C][C]0.113659[/C][/ROW]
[ROW][C]9[/C][C]-0.122063[/C][C]-0.9533[/C][C]0.17209[/C][/ROW]
[ROW][C]10[/C][C]-0.493977[/C][C]-3.8581[/C][C]0.000139[/C][/ROW]
[ROW][C]11[/C][C]0.015669[/C][C]0.1224[/C][C]0.451499[/C][/ROW]
[ROW][C]12[/C][C]0.411531[/C][C]3.2142[/C][C]0.001046[/C][/ROW]
[ROW][C]13[/C][C]-0.078073[/C][C]-0.6098[/C][C]0.272141[/C][/ROW]
[ROW][C]14[/C][C]-0.175057[/C][C]-1.3672[/C][C]0.088284[/C][/ROW]
[ROW][C]15[/C][C]-0.108901[/C][C]-0.8505[/C][C]0.199174[/C][/ROW]
[ROW][C]16[/C][C]0.191317[/C][C]1.4942[/C][C]0.070135[/C][/ROW]
[ROW][C]17[/C][C]-0.000241[/C][C]-0.0019[/C][C]0.499251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70141&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70141&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
10.2544651.98740.025684
2-0.063651-0.49710.310442
30.1722461.34530.091757
4-0.027508-0.21480.415303
50.3182212.48540.007849
60.1532261.19670.11802
70.1284141.00290.159925
8-0.156151-1.21960.113659
9-0.122063-0.95330.17209
10-0.493977-3.85810.000139
110.0156690.12240.451499
120.4115313.21420.001046
13-0.078073-0.60980.272141
14-0.175057-1.36720.088284
15-0.108901-0.85050.199174
160.1913171.49420.070135
17-0.000241-0.00190.499251


Figures (Output of Computation)

Input Parameters & R Code

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