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

Thu, 21 Nov 2013 17:30:01 -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/2013/Nov/21/t138507301968x4c99yxeld9mf.htm/, Retrieved Fri, 03 May 2024 07:30:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=227435, Retrieved Fri, 03 May 2024 07:30:35 +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)

-       [(Partial) Autocorrelation Function] [] [2013-11-21 22:30:01] [818da16b08b21220aa14002c9e16e6e1] [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	'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227435&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227435&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227435&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	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.907183	7.027	0
2	0.799204	6.1906	0
3	0.693305	5.3703	1e-06
4	0.601238	4.6572	9e-06
5	0.530151	4.1065	6.2e-05
6	0.46714	3.6184	0.000305
7	0.404175	3.1307	0.001347
8	0.347288	2.6901	0.004619
9	0.315342	2.4426	0.008771
10	0.299412	2.3192	0.011902
11	0.28081	2.1751	0.016786
12	0.256066	1.9835	0.025948
13	0.227289	1.7606	0.041704
14	0.196393	1.5213	0.066725
15	0.169759	1.3149	0.096766
16	0.148546	1.1506	0.127225
17	0.129683	1.0045	0.15958

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907183 & 7.027 & 0 \tabularnewline
2 & 0.799204 & 6.1906 & 0 \tabularnewline
3 & 0.693305 & 5.3703 & 1e-06 \tabularnewline
4 & 0.601238 & 4.6572 & 9e-06 \tabularnewline
5 & 0.530151 & 4.1065 & 6.2e-05 \tabularnewline
6 & 0.46714 & 3.6184 & 0.000305 \tabularnewline
7 & 0.404175 & 3.1307 & 0.001347 \tabularnewline
8 & 0.347288 & 2.6901 & 0.004619 \tabularnewline
9 & 0.315342 & 2.4426 & 0.008771 \tabularnewline
10 & 0.299412 & 2.3192 & 0.011902 \tabularnewline
11 & 0.28081 & 2.1751 & 0.016786 \tabularnewline
12 & 0.256066 & 1.9835 & 0.025948 \tabularnewline
13 & 0.227289 & 1.7606 & 0.041704 \tabularnewline
14 & 0.196393 & 1.5213 & 0.066725 \tabularnewline
15 & 0.169759 & 1.3149 & 0.096766 \tabularnewline
16 & 0.148546 & 1.1506 & 0.127225 \tabularnewline
17 & 0.129683 & 1.0045 & 0.15958 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227435&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]0.907183[/C][C]7.027[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.799204[/C][C]6.1906[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.693305[/C][C]5.3703[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.601238[/C][C]4.6572[/C][C]9e-06[/C][/ROW]
[ROW][C]5[/C][C]0.530151[/C][C]4.1065[/C][C]6.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.46714[/C][C]3.6184[/C][C]0.000305[/C][/ROW]
[ROW][C]7[/C][C]0.404175[/C][C]3.1307[/C][C]0.001347[/C][/ROW]
[ROW][C]8[/C][C]0.347288[/C][C]2.6901[/C][C]0.004619[/C][/ROW]
[ROW][C]9[/C][C]0.315342[/C][C]2.4426[/C][C]0.008771[/C][/ROW]
[ROW][C]10[/C][C]0.299412[/C][C]2.3192[/C][C]0.011902[/C][/ROW]
[ROW][C]11[/C][C]0.28081[/C][C]2.1751[/C][C]0.016786[/C][/ROW]
[ROW][C]12[/C][C]0.256066[/C][C]1.9835[/C][C]0.025948[/C][/ROW]
[ROW][C]13[/C][C]0.227289[/C][C]1.7606[/C][C]0.041704[/C][/ROW]
[ROW][C]14[/C][C]0.196393[/C][C]1.5213[/C][C]0.066725[/C][/ROW]
[ROW][C]15[/C][C]0.169759[/C][C]1.3149[/C][C]0.096766[/C][/ROW]
[ROW][C]16[/C][C]0.148546[/C][C]1.1506[/C][C]0.127225[/C][/ROW]
[ROW][C]17[/C][C]0.129683[/C][C]1.0045[/C][C]0.15958[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227435&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227435&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	0.907183	7.027	0
2	0.799204	6.1906	0
3	0.693305	5.3703	1e-06
4	0.601238	4.6572	9e-06
5	0.530151	4.1065	6.2e-05
6	0.46714	3.6184	0.000305
7	0.404175	3.1307	0.001347
8	0.347288	2.6901	0.004619
9	0.315342	2.4426	0.008771
10	0.299412	2.3192	0.011902
11	0.28081	2.1751	0.016786
12	0.256066	1.9835	0.025948
13	0.227289	1.7606	0.041704
14	0.196393	1.5213	0.066725
15	0.169759	1.3149	0.096766
16	0.148546	1.1506	0.127225
17	0.129683	1.0045	0.15958

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.907183	7.027	0
2	-0.134321	-1.0404	0.151154
3	-0.041722	-0.3232	0.373844
4	0.014835	0.1149	0.454451
5	0.051255	0.397	0.34638
6	-0.018121	-0.1404	0.444422
7	-0.045496	-0.3524	0.362883
8	0.001702	0.0132	0.494764
9	0.108158	0.8378	0.202738
10	0.046453	0.3598	0.360121
11	-0.046079	-0.3569	0.361199
12	-0.033666	-0.2608	0.397579
13	-0.004885	-0.0378	0.484971
14	-0.014506	-0.1124	0.455455
15	-0.005036	-0.039	0.484507
16	0.001986	0.0154	0.493888
17	0.006685	0.0518	0.479438

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907183 & 7.027 & 0 \tabularnewline
2 & -0.134321 & -1.0404 & 0.151154 \tabularnewline
3 & -0.041722 & -0.3232 & 0.373844 \tabularnewline
4 & 0.014835 & 0.1149 & 0.454451 \tabularnewline
5 & 0.051255 & 0.397 & 0.34638 \tabularnewline
6 & -0.018121 & -0.1404 & 0.444422 \tabularnewline
7 & -0.045496 & -0.3524 & 0.362883 \tabularnewline
8 & 0.001702 & 0.0132 & 0.494764 \tabularnewline
9 & 0.108158 & 0.8378 & 0.202738 \tabularnewline
10 & 0.046453 & 0.3598 & 0.360121 \tabularnewline
11 & -0.046079 & -0.3569 & 0.361199 \tabularnewline
12 & -0.033666 & -0.2608 & 0.397579 \tabularnewline
13 & -0.004885 & -0.0378 & 0.484971 \tabularnewline
14 & -0.014506 & -0.1124 & 0.455455 \tabularnewline
15 & -0.005036 & -0.039 & 0.484507 \tabularnewline
16 & 0.001986 & 0.0154 & 0.493888 \tabularnewline
17 & 0.006685 & 0.0518 & 0.479438 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227435&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]0.907183[/C][C]7.027[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.134321[/C][C]-1.0404[/C][C]0.151154[/C][/ROW]
[ROW][C]3[/C][C]-0.041722[/C][C]-0.3232[/C][C]0.373844[/C][/ROW]
[ROW][C]4[/C][C]0.014835[/C][C]0.1149[/C][C]0.454451[/C][/ROW]
[ROW][C]5[/C][C]0.051255[/C][C]0.397[/C][C]0.34638[/C][/ROW]
[ROW][C]6[/C][C]-0.018121[/C][C]-0.1404[/C][C]0.444422[/C][/ROW]
[ROW][C]7[/C][C]-0.045496[/C][C]-0.3524[/C][C]0.362883[/C][/ROW]
[ROW][C]8[/C][C]0.001702[/C][C]0.0132[/C][C]0.494764[/C][/ROW]
[ROW][C]9[/C][C]0.108158[/C][C]0.8378[/C][C]0.202738[/C][/ROW]
[ROW][C]10[/C][C]0.046453[/C][C]0.3598[/C][C]0.360121[/C][/ROW]
[ROW][C]11[/C][C]-0.046079[/C][C]-0.3569[/C][C]0.361199[/C][/ROW]
[ROW][C]12[/C][C]-0.033666[/C][C]-0.2608[/C][C]0.397579[/C][/ROW]
[ROW][C]13[/C][C]-0.004885[/C][C]-0.0378[/C][C]0.484971[/C][/ROW]
[ROW][C]14[/C][C]-0.014506[/C][C]-0.1124[/C][C]0.455455[/C][/ROW]
[ROW][C]15[/C][C]-0.005036[/C][C]-0.039[/C][C]0.484507[/C][/ROW]
[ROW][C]16[/C][C]0.001986[/C][C]0.0154[/C][C]0.493888[/C][/ROW]
[ROW][C]17[/C][C]0.006685[/C][C]0.0518[/C][C]0.479438[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227435&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227435&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	0.907183	7.027	0
2	-0.134321	-1.0404	0.151154
3	-0.041722	-0.3232	0.373844
4	0.014835	0.1149	0.454451
5	0.051255	0.397	0.34638
6	-0.018121	-0.1404	0.444422
7	-0.045496	-0.3524	0.362883
8	0.001702	0.0132	0.494764
9	0.108158	0.8378	0.202738
10	0.046453	0.3598	0.360121
11	-0.046079	-0.3569	0.361199
12	-0.033666	-0.2608	0.397579
13	-0.004885	-0.0378	0.484971
14	-0.014506	-0.1124	0.455455
15	-0.005036	-0.039	0.484507
16	0.001986	0.0154	0.493888
17	0.006685	0.0518	0.479438

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 = 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 ; 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