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

Mon, 12 Nov 2012 13:42:13 -0500

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/2012/Nov/12/t1352746067u936jy6mu2hehb5.htm/, Retrieved Sun, 28 Apr 2024 20:09:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=188272, Retrieved Sun, 28 Apr 2024 20:09:13 +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

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [WS8 autocorrelatie] [2012-11-12 18:38:27] [48f852fd41a4fa7d41d1802199989991]
- R P       [(Partial) Autocorrelation Function] [WS8 autocorrelatie] [2012-11-12 18:42:13] [951f0bbf00246852608bf7fcd40f4937] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=188272&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=188272&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=188272&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.570374	-10.792	0
2	0.184937	3.4992	0.000263
3	-0.122624	-2.3201	0.010447
4	0.059094	1.1181	0.132136
5	-0.033502	-0.6339	0.263277
6	0.069254	1.3103	0.09546

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.570374 & -10.792 & 0 \tabularnewline
2 & 0.184937 & 3.4992 & 0.000263 \tabularnewline
3 & -0.122624 & -2.3201 & 0.010447 \tabularnewline
4 & 0.059094 & 1.1181 & 0.132136 \tabularnewline
5 & -0.033502 & -0.6339 & 0.263277 \tabularnewline
6 & 0.069254 & 1.3103 & 0.09546 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=188272&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]-0.570374[/C][C]-10.792[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.184937[/C][C]3.4992[/C][C]0.000263[/C][/ROW]
[ROW][C]3[/C][C]-0.122624[/C][C]-2.3201[/C][C]0.010447[/C][/ROW]
[ROW][C]4[/C][C]0.059094[/C][C]1.1181[/C][C]0.132136[/C][/ROW]
[ROW][C]5[/C][C]-0.033502[/C][C]-0.6339[/C][C]0.263277[/C][/ROW]
[ROW][C]6[/C][C]0.069254[/C][C]1.3103[/C][C]0.09546[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=188272&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=188272&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	-0.570374	-10.792	0
2	0.184937	3.4992	0.000263
3	-0.122624	-2.3201	0.010447
4	0.059094	1.1181	0.132136
5	-0.033502	-0.6339	0.263277
6	0.069254	1.3103	0.09546

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.570374	-10.792	0
2	-0.208086	-3.9372	5e-05
3	-0.176429	-3.3382	0.000466
4	-0.111244	-2.1048	0.018001
5	-0.081384	-1.5399	0.062238
6	0.02778	0.5256	0.299738

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.570374 & -10.792 & 0 \tabularnewline
2 & -0.208086 & -3.9372 & 5e-05 \tabularnewline
3 & -0.176429 & -3.3382 & 0.000466 \tabularnewline
4 & -0.111244 & -2.1048 & 0.018001 \tabularnewline
5 & -0.081384 & -1.5399 & 0.062238 \tabularnewline
6 & 0.02778 & 0.5256 & 0.299738 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=188272&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]-0.570374[/C][C]-10.792[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.208086[/C][C]-3.9372[/C][C]5e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.176429[/C][C]-3.3382[/C][C]0.000466[/C][/ROW]
[ROW][C]4[/C][C]-0.111244[/C][C]-2.1048[/C][C]0.018001[/C][/ROW]
[ROW][C]5[/C][C]-0.081384[/C][C]-1.5399[/C][C]0.062238[/C][/ROW]
[ROW][C]6[/C][C]0.02778[/C][C]0.5256[/C][C]0.299738[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=188272&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=188272&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	-0.570374	-10.792	0
2	-0.208086	-3.9372	5e-05
3	-0.176429	-3.3382	0.000466
4	-0.111244	-2.1048	0.018001
5	-0.081384	-1.5399	0.062238
6	0.02778	0.5256	0.299738

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 6 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 6 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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