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

Wed, 13 May 2009 12:56:53 -0600

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/May/13/t12422410737f6tmdkk5e9ebvw.htm/, Retrieved Wed, 08 May 2024 21:53:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39912, Retrieved Wed, 08 May 2024 21:53:16 +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

137

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

-     [(Partial) Autocorrelation Function] [] [2008-12-16 08:48:48] [a18c43c8b63fa6800a53bb187b9ddd45]
-         [(Partial) Autocorrelation Function] [Maxime Jonckheere...] [2009-05-13 18:56:53] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39912&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39912&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39912&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.253036	2.3191	0.011409
2	-0.052141	-0.4779	0.316988
3	-0.022357	-0.2049	0.419071
4	0.16573	1.5189	0.066267
5	0.25047	2.2956	0.012095
6	0.078652	0.7209	0.236501
7	-0.056048	-0.5137	0.304409
8	-0.107632	-0.9865	0.163369
9	0.038598	0.3538	0.362206
10	0.002272	0.0208	0.491717
11	-0.021898	-0.2007	0.420711
12	-0.117116	-1.0734	0.143086
13	0.170532	1.563	0.060911
14	0.090719	0.8315	0.204038
15	0.079025	0.7243	0.235455
16	0.015229	0.1396	0.444664
17	0.063629	0.5832	0.280669
18	0.180364	1.6531	0.051026
19	0.041739	0.3825	0.351513

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.253036 & 2.3191 & 0.011409 \tabularnewline
2 & -0.052141 & -0.4779 & 0.316988 \tabularnewline
3 & -0.022357 & -0.2049 & 0.419071 \tabularnewline
4 & 0.16573 & 1.5189 & 0.066267 \tabularnewline
5 & 0.25047 & 2.2956 & 0.012095 \tabularnewline
6 & 0.078652 & 0.7209 & 0.236501 \tabularnewline
7 & -0.056048 & -0.5137 & 0.304409 \tabularnewline
8 & -0.107632 & -0.9865 & 0.163369 \tabularnewline
9 & 0.038598 & 0.3538 & 0.362206 \tabularnewline
10 & 0.002272 & 0.0208 & 0.491717 \tabularnewline
11 & -0.021898 & -0.2007 & 0.420711 \tabularnewline
12 & -0.117116 & -1.0734 & 0.143086 \tabularnewline
13 & 0.170532 & 1.563 & 0.060911 \tabularnewline
14 & 0.090719 & 0.8315 & 0.204038 \tabularnewline
15 & 0.079025 & 0.7243 & 0.235455 \tabularnewline
16 & 0.015229 & 0.1396 & 0.444664 \tabularnewline
17 & 0.063629 & 0.5832 & 0.280669 \tabularnewline
18 & 0.180364 & 1.6531 & 0.051026 \tabularnewline
19 & 0.041739 & 0.3825 & 0.351513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39912&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]0.253036[/C][C]2.3191[/C][C]0.011409[/C][/ROW]
[ROW][C]2[/C][C]-0.052141[/C][C]-0.4779[/C][C]0.316988[/C][/ROW]
[ROW][C]3[/C][C]-0.022357[/C][C]-0.2049[/C][C]0.419071[/C][/ROW]
[ROW][C]4[/C][C]0.16573[/C][C]1.5189[/C][C]0.066267[/C][/ROW]
[ROW][C]5[/C][C]0.25047[/C][C]2.2956[/C][C]0.012095[/C][/ROW]
[ROW][C]6[/C][C]0.078652[/C][C]0.7209[/C][C]0.236501[/C][/ROW]
[ROW][C]7[/C][C]-0.056048[/C][C]-0.5137[/C][C]0.304409[/C][/ROW]
[ROW][C]8[/C][C]-0.107632[/C][C]-0.9865[/C][C]0.163369[/C][/ROW]
[ROW][C]9[/C][C]0.038598[/C][C]0.3538[/C][C]0.362206[/C][/ROW]
[ROW][C]10[/C][C]0.002272[/C][C]0.0208[/C][C]0.491717[/C][/ROW]
[ROW][C]11[/C][C]-0.021898[/C][C]-0.2007[/C][C]0.420711[/C][/ROW]
[ROW][C]12[/C][C]-0.117116[/C][C]-1.0734[/C][C]0.143086[/C][/ROW]
[ROW][C]13[/C][C]0.170532[/C][C]1.563[/C][C]0.060911[/C][/ROW]
[ROW][C]14[/C][C]0.090719[/C][C]0.8315[/C][C]0.204038[/C][/ROW]
[ROW][C]15[/C][C]0.079025[/C][C]0.7243[/C][C]0.235455[/C][/ROW]
[ROW][C]16[/C][C]0.015229[/C][C]0.1396[/C][C]0.444664[/C][/ROW]
[ROW][C]17[/C][C]0.063629[/C][C]0.5832[/C][C]0.280669[/C][/ROW]
[ROW][C]18[/C][C]0.180364[/C][C]1.6531[/C][C]0.051026[/C][/ROW]
[ROW][C]19[/C][C]0.041739[/C][C]0.3825[/C][C]0.351513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39912&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39912&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	0.253036	2.3191	0.011409
2	-0.052141	-0.4779	0.316988
3	-0.022357	-0.2049	0.419071
4	0.16573	1.5189	0.066267
5	0.25047	2.2956	0.012095
6	0.078652	0.7209	0.236501
7	-0.056048	-0.5137	0.304409
8	-0.107632	-0.9865	0.163369
9	0.038598	0.3538	0.362206
10	0.002272	0.0208	0.491717
11	-0.021898	-0.2007	0.420711
12	-0.117116	-1.0734	0.143086
13	0.170532	1.563	0.060911
14	0.090719	0.8315	0.204038
15	0.079025	0.7243	0.235455
16	0.015229	0.1396	0.444664
17	0.063629	0.5832	0.280669
18	0.180364	1.6531	0.051026
19	0.041739	0.3825	0.351513

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.253036	2.3191	0.011409
2	-0.124115	-1.1375	0.129275
3	0.025912	0.2375	0.406427
4	0.172377	1.5799	0.058949
5	0.174863	1.6026	0.056384
6	-0.006147	-0.0563	0.477602
7	-0.041264	-0.3782	0.35312
8	-0.105929	-0.9709	0.167204
9	0.025948	0.2378	0.406303
10	-0.094642	-0.8674	0.194095
11	0.000351	0.0032	0.49872
12	-0.081902	-0.7506	0.227483
13	0.299259	2.7428	0.003723
14	-0.043236	-0.3963	0.346456
15	0.146474	1.3425	0.091532
16	-0.018184	-0.1667	0.434018
17	0.097896	0.8972	0.186079
18	0.029057	0.2663	0.395326
19	-0.078123	-0.716	0.237986

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.253036 & 2.3191 & 0.011409 \tabularnewline
2 & -0.124115 & -1.1375 & 0.129275 \tabularnewline
3 & 0.025912 & 0.2375 & 0.406427 \tabularnewline
4 & 0.172377 & 1.5799 & 0.058949 \tabularnewline
5 & 0.174863 & 1.6026 & 0.056384 \tabularnewline
6 & -0.006147 & -0.0563 & 0.477602 \tabularnewline
7 & -0.041264 & -0.3782 & 0.35312 \tabularnewline
8 & -0.105929 & -0.9709 & 0.167204 \tabularnewline
9 & 0.025948 & 0.2378 & 0.406303 \tabularnewline
10 & -0.094642 & -0.8674 & 0.194095 \tabularnewline
11 & 0.000351 & 0.0032 & 0.49872 \tabularnewline
12 & -0.081902 & -0.7506 & 0.227483 \tabularnewline
13 & 0.299259 & 2.7428 & 0.003723 \tabularnewline
14 & -0.043236 & -0.3963 & 0.346456 \tabularnewline
15 & 0.146474 & 1.3425 & 0.091532 \tabularnewline
16 & -0.018184 & -0.1667 & 0.434018 \tabularnewline
17 & 0.097896 & 0.8972 & 0.186079 \tabularnewline
18 & 0.029057 & 0.2663 & 0.395326 \tabularnewline
19 & -0.078123 & -0.716 & 0.237986 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39912&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]0.253036[/C][C]2.3191[/C][C]0.011409[/C][/ROW]
[ROW][C]2[/C][C]-0.124115[/C][C]-1.1375[/C][C]0.129275[/C][/ROW]
[ROW][C]3[/C][C]0.025912[/C][C]0.2375[/C][C]0.406427[/C][/ROW]
[ROW][C]4[/C][C]0.172377[/C][C]1.5799[/C][C]0.058949[/C][/ROW]
[ROW][C]5[/C][C]0.174863[/C][C]1.6026[/C][C]0.056384[/C][/ROW]
[ROW][C]6[/C][C]-0.006147[/C][C]-0.0563[/C][C]0.477602[/C][/ROW]
[ROW][C]7[/C][C]-0.041264[/C][C]-0.3782[/C][C]0.35312[/C][/ROW]
[ROW][C]8[/C][C]-0.105929[/C][C]-0.9709[/C][C]0.167204[/C][/ROW]
[ROW][C]9[/C][C]0.025948[/C][C]0.2378[/C][C]0.406303[/C][/ROW]
[ROW][C]10[/C][C]-0.094642[/C][C]-0.8674[/C][C]0.194095[/C][/ROW]
[ROW][C]11[/C][C]0.000351[/C][C]0.0032[/C][C]0.49872[/C][/ROW]
[ROW][C]12[/C][C]-0.081902[/C][C]-0.7506[/C][C]0.227483[/C][/ROW]
[ROW][C]13[/C][C]0.299259[/C][C]2.7428[/C][C]0.003723[/C][/ROW]
[ROW][C]14[/C][C]-0.043236[/C][C]-0.3963[/C][C]0.346456[/C][/ROW]
[ROW][C]15[/C][C]0.146474[/C][C]1.3425[/C][C]0.091532[/C][/ROW]
[ROW][C]16[/C][C]-0.018184[/C][C]-0.1667[/C][C]0.434018[/C][/ROW]
[ROW][C]17[/C][C]0.097896[/C][C]0.8972[/C][C]0.186079[/C][/ROW]
[ROW][C]18[/C][C]0.029057[/C][C]0.2663[/C][C]0.395326[/C][/ROW]
[ROW][C]19[/C][C]-0.078123[/C][C]-0.716[/C][C]0.237986[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39912&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39912&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	0.253036	2.3191	0.011409
2	-0.124115	-1.1375	0.129275
3	0.025912	0.2375	0.406427
4	0.172377	1.5799	0.058949
5	0.174863	1.6026	0.056384
6	-0.006147	-0.0563	0.477602
7	-0.041264	-0.3782	0.35312
8	-0.105929	-0.9709	0.167204
9	0.025948	0.2378	0.406303
10	-0.094642	-0.8674	0.194095
11	0.000351	0.0032	0.49872
12	-0.081902	-0.7506	0.227483
13	0.299259	2.7428	0.003723
14	-0.043236	-0.3963	0.346456
15	0.146474	1.3425	0.091532
16	-0.018184	-0.1667	0.434018
17	0.097896	0.8972	0.186079
18	0.029057	0.2663	0.395326
19	-0.078123	-0.716	0.237986

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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 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