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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

Tue, 09 Dec 2008 13:18:51 -0700

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/2008/Dec/09/t1228853988nnihtfk4z8nqv95.htm/, Retrieved Tue, 14 May 2024 10:38:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31775, Retrieved Tue, 14 May 2024 10:38:33 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Partial autocorrelation function paper- voor differentiatie

Estimated Impact

203

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

-       [(Partial) Autocorrelation Function] [Partial autocorre...] [2008-12-09 20:18:51] [0cdfeda4aa2f9e551c2e529c44a404df] [Current]
-   P     [(Partial) Autocorrelation Function] [Partial autocorre...] [2008-12-09 20:27:26] [12d343c4448a5f9e527bb31caeac580b] 
-  MPD      [(Partial) Autocorrelation Function] [] [2009-12-11 11:51:14] [cf890101a20378422561610e0d41fd9c] 
-   P         [(Partial) Autocorrelation Function] [] [2009-12-11 12:06:31] [cf890101a20378422561610e0d41fd9c] 
- R PD        [(Partial) Autocorrelation Function] [] [2010-12-21 12:03:44] [4f85667043e8913570b3eb8f368f82b2] 
- R PD        [(Partial) Autocorrelation Function] [] [2010-12-21 13:14:30] [4f85667043e8913570b3eb8f368f82b2] 
- R PD        [(Partial) Autocorrelation Function] [] [2010-12-21 19:24:48] [4f85667043e8913570b3eb8f368f82b2] 
- R PD        [(Partial) Autocorrelation Function] [] [2010-12-22 10:09:35] [4f85667043e8913570b3eb8f368f82b2] 
-  MPD      [(Partial) Autocorrelation Function] [] [2009-12-14 22:08:47] [bb3c50fa849023ee18f70dac946932de] 
-   P         [(Partial) Autocorrelation Function] [] [2009-12-14 23:44:06] [bb3c50fa849023ee18f70dac946932de] 
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-17 10:05:30] [fa44bc1b850de3469c0e3e9a5981c418] 
- R  D        [(Partial) Autocorrelation Function] [autocorrelatie vo...] [2010-12-29 18:17:26] [5a05da414fd67612c3b80d44effe0727] 
- R PD        [(Partial) Autocorrelation Function] [autocorrelatie na...] [2010-12-29 18:34:59] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Variance Reduction Matrix] [variance reductio...] [2010-12-29 18:59:19] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Spectral Analysis] [spectraalanalyse ...] [2010-12-29 19:43:01] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Spectral Analysis] [spectraalanalyse ...] [2010-12-29 19:46:05] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Spectral Analysis] [spectraalanalyse ...] [2010-12-29 19:55:51] [5a05da414fd67612c3b80d44effe0727] 
- R PD        [(Partial) Autocorrelation Function] [partial autocorre...] [2010-12-29 21:21:39] [5a05da414fd67612c3b80d44effe0727] 
- R PD        [(Partial) Autocorrelation Function] [partial autocorre...] [2010-12-29 21:23:25] [5a05da414fd67612c3b80d44effe0727] 
- RMPD      [(Partial) Autocorrelation Function] [Partial correlati...] [2009-12-17 10:35:53] [fa44bc1b850de3469c0e3e9a5981c418] 
- RMPD      [(Partial) Autocorrelation Function] [Differentiatie 2] [2009-12-17 11:33:23] [fa44bc1b850de3469c0e3e9a5981c418] 
-  MPD      [(Partial) Autocorrelation Function] [ACF met: d=0, D=0...] [2009-12-19 10:53:32] [34d27ebe78dc2d31581e8710befe8733] 
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-21 12:19:04] [5d3787a0898969f50f64a85def6703e1] 
- RMPD      [Standard Deviation-Mean Plot] [] [2009-12-21 12:21:15] [5d3787a0898969f50f64a85def6703e1] 
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-21 12:47:04] [5d3787a0898969f50f64a85def6703e1] 
- RMPD      [(Partial) Autocorrelation Function] [Autocorrelatie bi...] [2009-12-21 14:51:48] [9dbb467a28ad600d808a4e47d5e0774e] 
-   P         [(Partial) Autocorrelation Function] [Autocorrelatie bi...] [2009-12-21 15:07:00] [9dbb467a28ad600d808a4e47d5e0774e] 
-               [(Partial) Autocorrelation Function] [paper] [2010-12-28 16:30:36] [654616a560d52fe6eb611aa3bbf6b3c7] 
-   P         [(Partial) Autocorrelation Function] [Autocorrelatie bi...] [2009-12-21 15:18:45] [9dbb467a28ad600d808a4e47d5e0774e] 
-               [(Partial) Autocorrelation Function] [paper] [2010-12-28 16:33:51] [654616a560d52fe6eb611aa3bbf6b3c7] 
-             [(Partial) Autocorrelation Function] [paper] [2010-12-28 16:27:45] [654616a560d52fe6eb611aa3bbf6b3c7] 
- RM D      [(Partial) Autocorrelation Function] [acf geboortes] [2010-12-03 11:53:51] [4eaa304e6a28c475ba490fccf4c01ad3] 

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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	'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=31775&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=31775&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31775&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.610099	4.7258	7e-06
2	0.474087	3.6723	0.000257
3	0.599042	4.6402	1e-05
4	0.409965	3.1756	0.001181
5	0.468716	3.6307	0.000293
6	0.669842	5.1886	1e-06
7	0.38309	2.9674	0.002154
8	0.291389	2.2571	0.013828
9	0.395467	3.0633	0.001638
10	0.183529	1.4216	0.080158
11	0.272543	2.1111	0.019469
12	0.488549	3.7843	0.000179
13	0.173867	1.3468	0.09156
14	0.070008	0.5423	0.294816
15	0.133979	1.0378	0.151765
16	-0.038059	-0.2948	0.384582
17	0.050343	0.39	0.348974

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.610099 & 4.7258 & 7e-06 \tabularnewline
2 & 0.474087 & 3.6723 & 0.000257 \tabularnewline
3 & 0.599042 & 4.6402 & 1e-05 \tabularnewline
4 & 0.409965 & 3.1756 & 0.001181 \tabularnewline
5 & 0.468716 & 3.6307 & 0.000293 \tabularnewline
6 & 0.669842 & 5.1886 & 1e-06 \tabularnewline
7 & 0.38309 & 2.9674 & 0.002154 \tabularnewline
8 & 0.291389 & 2.2571 & 0.013828 \tabularnewline
9 & 0.395467 & 3.0633 & 0.001638 \tabularnewline
10 & 0.183529 & 1.4216 & 0.080158 \tabularnewline
11 & 0.272543 & 2.1111 & 0.019469 \tabularnewline
12 & 0.488549 & 3.7843 & 0.000179 \tabularnewline
13 & 0.173867 & 1.3468 & 0.09156 \tabularnewline
14 & 0.070008 & 0.5423 & 0.294816 \tabularnewline
15 & 0.133979 & 1.0378 & 0.151765 \tabularnewline
16 & -0.038059 & -0.2948 & 0.384582 \tabularnewline
17 & 0.050343 & 0.39 & 0.348974 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31775&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]0.610099[/C][C]4.7258[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]0.474087[/C][C]3.6723[/C][C]0.000257[/C][/ROW]
[ROW][C]3[/C][C]0.599042[/C][C]4.6402[/C][C]1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.409965[/C][C]3.1756[/C][C]0.001181[/C][/ROW]
[ROW][C]5[/C][C]0.468716[/C][C]3.6307[/C][C]0.000293[/C][/ROW]
[ROW][C]6[/C][C]0.669842[/C][C]5.1886[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.38309[/C][C]2.9674[/C][C]0.002154[/C][/ROW]
[ROW][C]8[/C][C]0.291389[/C][C]2.2571[/C][C]0.013828[/C][/ROW]
[ROW][C]9[/C][C]0.395467[/C][C]3.0633[/C][C]0.001638[/C][/ROW]
[ROW][C]10[/C][C]0.183529[/C][C]1.4216[/C][C]0.080158[/C][/ROW]
[ROW][C]11[/C][C]0.272543[/C][C]2.1111[/C][C]0.019469[/C][/ROW]
[ROW][C]12[/C][C]0.488549[/C][C]3.7843[/C][C]0.000179[/C][/ROW]
[ROW][C]13[/C][C]0.173867[/C][C]1.3468[/C][C]0.09156[/C][/ROW]
[ROW][C]14[/C][C]0.070008[/C][C]0.5423[/C][C]0.294816[/C][/ROW]
[ROW][C]15[/C][C]0.133979[/C][C]1.0378[/C][C]0.151765[/C][/ROW]
[ROW][C]16[/C][C]-0.038059[/C][C]-0.2948[/C][C]0.384582[/C][/ROW]
[ROW][C]17[/C][C]0.050343[/C][C]0.39[/C][C]0.348974[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31775&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31775&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	0.610099	4.7258	7e-06
2	0.474087	3.6723	0.000257
3	0.599042	4.6402	1e-05
4	0.409965	3.1756	0.001181
5	0.468716	3.6307	0.000293
6	0.669842	5.1886	1e-06
7	0.38309	2.9674	0.002154
8	0.291389	2.2571	0.013828
9	0.395467	3.0633	0.001638
10	0.183529	1.4216	0.080158
11	0.272543	2.1111	0.019469
12	0.488549	3.7843	0.000179
13	0.173867	1.3468	0.09156
14	0.070008	0.5423	0.294816
15	0.133979	1.0378	0.151765
16	-0.038059	-0.2948	0.384582
17	0.050343	0.39	0.348974

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.610099	4.7258	7e-06
2	0.162265	1.2569	0.106831
3	0.421657	3.2661	0.000902
4	-0.173566	-1.3444	0.091934
5	0.336918	2.6098	0.005712
6	0.330964	2.5636	0.006441
7	-0.323424	-2.5052	0.007485
8	-0.099551	-0.7711	0.221832
9	-0.015581	-0.1207	0.452171
10	-0.170158	-1.318	0.09625
11	0.175753	1.3614	0.089243
12	0.216438	1.6765	0.04942
13	-0.297512	-2.3045	0.012335
14	-0.176441	-1.3667	0.088408
15	-0.15043	-1.1652	0.12427
16	0.058596	0.4539	0.325775
17	0.029	0.2246	0.411515

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.610099 & 4.7258 & 7e-06 \tabularnewline
2 & 0.162265 & 1.2569 & 0.106831 \tabularnewline
3 & 0.421657 & 3.2661 & 0.000902 \tabularnewline
4 & -0.173566 & -1.3444 & 0.091934 \tabularnewline
5 & 0.336918 & 2.6098 & 0.005712 \tabularnewline
6 & 0.330964 & 2.5636 & 0.006441 \tabularnewline
7 & -0.323424 & -2.5052 & 0.007485 \tabularnewline
8 & -0.099551 & -0.7711 & 0.221832 \tabularnewline
9 & -0.015581 & -0.1207 & 0.452171 \tabularnewline
10 & -0.170158 & -1.318 & 0.09625 \tabularnewline
11 & 0.175753 & 1.3614 & 0.089243 \tabularnewline
12 & 0.216438 & 1.6765 & 0.04942 \tabularnewline
13 & -0.297512 & -2.3045 & 0.012335 \tabularnewline
14 & -0.176441 & -1.3667 & 0.088408 \tabularnewline
15 & -0.15043 & -1.1652 & 0.12427 \tabularnewline
16 & 0.058596 & 0.4539 & 0.325775 \tabularnewline
17 & 0.029 & 0.2246 & 0.411515 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31775&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]0.610099[/C][C]4.7258[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]0.162265[/C][C]1.2569[/C][C]0.106831[/C][/ROW]
[ROW][C]3[/C][C]0.421657[/C][C]3.2661[/C][C]0.000902[/C][/ROW]
[ROW][C]4[/C][C]-0.173566[/C][C]-1.3444[/C][C]0.091934[/C][/ROW]
[ROW][C]5[/C][C]0.336918[/C][C]2.6098[/C][C]0.005712[/C][/ROW]
[ROW][C]6[/C][C]0.330964[/C][C]2.5636[/C][C]0.006441[/C][/ROW]
[ROW][C]7[/C][C]-0.323424[/C][C]-2.5052[/C][C]0.007485[/C][/ROW]
[ROW][C]8[/C][C]-0.099551[/C][C]-0.7711[/C][C]0.221832[/C][/ROW]
[ROW][C]9[/C][C]-0.015581[/C][C]-0.1207[/C][C]0.452171[/C][/ROW]
[ROW][C]10[/C][C]-0.170158[/C][C]-1.318[/C][C]0.09625[/C][/ROW]
[ROW][C]11[/C][C]0.175753[/C][C]1.3614[/C][C]0.089243[/C][/ROW]
[ROW][C]12[/C][C]0.216438[/C][C]1.6765[/C][C]0.04942[/C][/ROW]
[ROW][C]13[/C][C]-0.297512[/C][C]-2.3045[/C][C]0.012335[/C][/ROW]
[ROW][C]14[/C][C]-0.176441[/C][C]-1.3667[/C][C]0.088408[/C][/ROW]
[ROW][C]15[/C][C]-0.15043[/C][C]-1.1652[/C][C]0.12427[/C][/ROW]
[ROW][C]16[/C][C]0.058596[/C][C]0.4539[/C][C]0.325775[/C][/ROW]
[ROW][C]17[/C][C]0.029[/C][C]0.2246[/C][C]0.411515[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31775&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31775&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	0.610099	4.7258	7e-06
2	0.162265	1.2569	0.106831
3	0.421657	3.2661	0.000902
4	-0.173566	-1.3444	0.091934
5	0.336918	2.6098	0.005712
6	0.330964	2.5636	0.006441
7	-0.323424	-2.5052	0.007485
8	-0.099551	-0.7711	0.221832
9	-0.015581	-0.1207	0.452171
10	-0.170158	-1.318	0.09625
11	0.175753	1.3614	0.089243
12	0.216438	1.6765	0.04942
13	-0.297512	-2.3045	0.012335
14	-0.176441	-1.3667	0.088408
15	-0.15043	-1.1652	0.12427
16	0.058596	0.4539	0.325775
17	0.029	0.2246	0.411515

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; 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