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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 10 Dec 2008 06:10:13 -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/10/t1228914648qxj190u4cwz6ppp.htm/, Retrieved Sat, 25 May 2024 18:05:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31940, Retrieved Sat, 25 May 2024 18:05:38 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

173

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

-       [(Partial) Autocorrelation Function] [bananen - Waerlop...] [2008-12-10 13:10:13] [d393909564acd650d077e72b144b40b8] [Current]

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Dataseries X:

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Boxplots

1,83
1,89
1,9
2,01
2,04
2,04
2,03
2,04
1,87
1,85
1,82
1,79
1,88
2,01
1,9
1,96
1,94
1,92
1,79
1,77
1,74
1,75
1,86
1,84
1,77
1,98
1,94
1,85
1,84
1,82
1,83
1,91
1,85
1,81
1,83
1,79
1,8
1,82
1,88
2,01
1,97
1,92
1,98
2,02
1,9
1,94
1,96
1,84
1,87
1,84
2,07
2,08
2,14
2,15
2,05
2,05
1,95
2,02
2,02
1,88
1,96
1,93
2,03
2,1
1,95
2,07
2,09
2,01
1,92
1,99
2,11
2

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31940&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31940&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31940&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.182639	-1.5389	0.064132
2	-0.132875	-1.1196	0.133324
3	0.112695	0.9496	0.172771
4	-0.150015	-1.2641	0.105173
5	-0.072786	-0.6133	0.270817
6	-0.186094	-1.5681	0.060657
7	-0.043532	-0.3668	0.357426
8	0.038944	0.3281	0.371884
9	0.029889	0.2518	0.400943
10	0.133637	1.126	0.13197
11	-0.145514	-1.2261	0.112102
12	0.27565	2.3227	0.011534
13	0.029206	0.2461	0.403161
14	-0.073044	-0.6155	0.270104
15	0.004192	0.0353	0.485961
16	-0.127528	-1.0746	0.143104
17	-0.034413	-0.29	0.386344
18	-0.017662	-0.1488	0.441057

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.182639 & -1.5389 & 0.064132 \tabularnewline
2 & -0.132875 & -1.1196 & 0.133324 \tabularnewline
3 & 0.112695 & 0.9496 & 0.172771 \tabularnewline
4 & -0.150015 & -1.2641 & 0.105173 \tabularnewline
5 & -0.072786 & -0.6133 & 0.270817 \tabularnewline
6 & -0.186094 & -1.5681 & 0.060657 \tabularnewline
7 & -0.043532 & -0.3668 & 0.357426 \tabularnewline
8 & 0.038944 & 0.3281 & 0.371884 \tabularnewline
9 & 0.029889 & 0.2518 & 0.400943 \tabularnewline
10 & 0.133637 & 1.126 & 0.13197 \tabularnewline
11 & -0.145514 & -1.2261 & 0.112102 \tabularnewline
12 & 0.27565 & 2.3227 & 0.011534 \tabularnewline
13 & 0.029206 & 0.2461 & 0.403161 \tabularnewline
14 & -0.073044 & -0.6155 & 0.270104 \tabularnewline
15 & 0.004192 & 0.0353 & 0.485961 \tabularnewline
16 & -0.127528 & -1.0746 & 0.143104 \tabularnewline
17 & -0.034413 & -0.29 & 0.386344 \tabularnewline
18 & -0.017662 & -0.1488 & 0.441057 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31940&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]-0.182639[/C][C]-1.5389[/C][C]0.064132[/C][/ROW]
[ROW][C]2[/C][C]-0.132875[/C][C]-1.1196[/C][C]0.133324[/C][/ROW]
[ROW][C]3[/C][C]0.112695[/C][C]0.9496[/C][C]0.172771[/C][/ROW]
[ROW][C]4[/C][C]-0.150015[/C][C]-1.2641[/C][C]0.105173[/C][/ROW]
[ROW][C]5[/C][C]-0.072786[/C][C]-0.6133[/C][C]0.270817[/C][/ROW]
[ROW][C]6[/C][C]-0.186094[/C][C]-1.5681[/C][C]0.060657[/C][/ROW]
[ROW][C]7[/C][C]-0.043532[/C][C]-0.3668[/C][C]0.357426[/C][/ROW]
[ROW][C]8[/C][C]0.038944[/C][C]0.3281[/C][C]0.371884[/C][/ROW]
[ROW][C]9[/C][C]0.029889[/C][C]0.2518[/C][C]0.400943[/C][/ROW]
[ROW][C]10[/C][C]0.133637[/C][C]1.126[/C][C]0.13197[/C][/ROW]
[ROW][C]11[/C][C]-0.145514[/C][C]-1.2261[/C][C]0.112102[/C][/ROW]
[ROW][C]12[/C][C]0.27565[/C][C]2.3227[/C][C]0.011534[/C][/ROW]
[ROW][C]13[/C][C]0.029206[/C][C]0.2461[/C][C]0.403161[/C][/ROW]
[ROW][C]14[/C][C]-0.073044[/C][C]-0.6155[/C][C]0.270104[/C][/ROW]
[ROW][C]15[/C][C]0.004192[/C][C]0.0353[/C][C]0.485961[/C][/ROW]
[ROW][C]16[/C][C]-0.127528[/C][C]-1.0746[/C][C]0.143104[/C][/ROW]
[ROW][C]17[/C][C]-0.034413[/C][C]-0.29[/C][C]0.386344[/C][/ROW]
[ROW][C]18[/C][C]-0.017662[/C][C]-0.1488[/C][C]0.441057[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31940&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31940&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	-0.182639	-1.5389	0.064132
2	-0.132875	-1.1196	0.133324
3	0.112695	0.9496	0.172771
4	-0.150015	-1.2641	0.105173
5	-0.072786	-0.6133	0.270817
6	-0.186094	-1.5681	0.060657
7	-0.043532	-0.3668	0.357426
8	0.038944	0.3281	0.371884
9	0.029889	0.2518	0.400943
10	0.133637	1.126	0.13197
11	-0.145514	-1.2261	0.112102
12	0.27565	2.3227	0.011534
13	0.029206	0.2461	0.403161
14	-0.073044	-0.6155	0.270104
15	0.004192	0.0353	0.485961
16	-0.127528	-1.0746	0.143104
17	-0.034413	-0.29	0.386344
18	-0.017662	-0.1488	0.441057

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.182639	-1.5389	0.064132
2	-0.171968	-1.449	0.075867
3	0.056336	0.4747	0.318231
4	-0.147521	-1.243	0.108972
5	-0.114766	-0.967	0.168405
6	-0.302214	-2.5465	0.006525
7	-0.194073	-1.6353	0.053207
8	-0.148125	-1.2481	0.108044
9	-0.067381	-0.5678	0.285994
10	0.025334	0.2135	0.415787
11	-0.252997	-2.1318	0.018243
12	0.141147	1.1893	0.119137
13	0.002039	0.0172	0.49317
14	0.099247	0.8363	0.202903
15	-0.021651	-0.1824	0.427881
16	-0.043262	-0.3645	0.358273
17	-0.068897	-0.5805	0.281696
18	0.023307	0.1964	0.422435

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.182639 & -1.5389 & 0.064132 \tabularnewline
2 & -0.171968 & -1.449 & 0.075867 \tabularnewline
3 & 0.056336 & 0.4747 & 0.318231 \tabularnewline
4 & -0.147521 & -1.243 & 0.108972 \tabularnewline
5 & -0.114766 & -0.967 & 0.168405 \tabularnewline
6 & -0.302214 & -2.5465 & 0.006525 \tabularnewline
7 & -0.194073 & -1.6353 & 0.053207 \tabularnewline
8 & -0.148125 & -1.2481 & 0.108044 \tabularnewline
9 & -0.067381 & -0.5678 & 0.285994 \tabularnewline
10 & 0.025334 & 0.2135 & 0.415787 \tabularnewline
11 & -0.252997 & -2.1318 & 0.018243 \tabularnewline
12 & 0.141147 & 1.1893 & 0.119137 \tabularnewline
13 & 0.002039 & 0.0172 & 0.49317 \tabularnewline
14 & 0.099247 & 0.8363 & 0.202903 \tabularnewline
15 & -0.021651 & -0.1824 & 0.427881 \tabularnewline
16 & -0.043262 & -0.3645 & 0.358273 \tabularnewline
17 & -0.068897 & -0.5805 & 0.281696 \tabularnewline
18 & 0.023307 & 0.1964 & 0.422435 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31940&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]-0.182639[/C][C]-1.5389[/C][C]0.064132[/C][/ROW]
[ROW][C]2[/C][C]-0.171968[/C][C]-1.449[/C][C]0.075867[/C][/ROW]
[ROW][C]3[/C][C]0.056336[/C][C]0.4747[/C][C]0.318231[/C][/ROW]
[ROW][C]4[/C][C]-0.147521[/C][C]-1.243[/C][C]0.108972[/C][/ROW]
[ROW][C]5[/C][C]-0.114766[/C][C]-0.967[/C][C]0.168405[/C][/ROW]
[ROW][C]6[/C][C]-0.302214[/C][C]-2.5465[/C][C]0.006525[/C][/ROW]
[ROW][C]7[/C][C]-0.194073[/C][C]-1.6353[/C][C]0.053207[/C][/ROW]
[ROW][C]8[/C][C]-0.148125[/C][C]-1.2481[/C][C]0.108044[/C][/ROW]
[ROW][C]9[/C][C]-0.067381[/C][C]-0.5678[/C][C]0.285994[/C][/ROW]
[ROW][C]10[/C][C]0.025334[/C][C]0.2135[/C][C]0.415787[/C][/ROW]
[ROW][C]11[/C][C]-0.252997[/C][C]-2.1318[/C][C]0.018243[/C][/ROW]
[ROW][C]12[/C][C]0.141147[/C][C]1.1893[/C][C]0.119137[/C][/ROW]
[ROW][C]13[/C][C]0.002039[/C][C]0.0172[/C][C]0.49317[/C][/ROW]
[ROW][C]14[/C][C]0.099247[/C][C]0.8363[/C][C]0.202903[/C][/ROW]
[ROW][C]15[/C][C]-0.021651[/C][C]-0.1824[/C][C]0.427881[/C][/ROW]
[ROW][C]16[/C][C]-0.043262[/C][C]-0.3645[/C][C]0.358273[/C][/ROW]
[ROW][C]17[/C][C]-0.068897[/C][C]-0.5805[/C][C]0.281696[/C][/ROW]
[ROW][C]18[/C][C]0.023307[/C][C]0.1964[/C][C]0.422435[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31940&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31940&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	-0.182639	-1.5389	0.064132
2	-0.171968	-1.449	0.075867
3	0.056336	0.4747	0.318231
4	-0.147521	-1.243	0.108972
5	-0.114766	-0.967	0.168405
6	-0.302214	-2.5465	0.006525
7	-0.194073	-1.6353	0.053207
8	-0.148125	-1.2481	0.108044
9	-0.067381	-0.5678	0.285994
10	0.025334	0.2135	0.415787
11	-0.252997	-2.1318	0.018243
12	0.141147	1.1893	0.119137
13	0.002039	0.0172	0.49317
14	0.099247	0.8363	0.202903
15	-0.021651	-0.1824	0.427881
16	-0.043262	-0.3645	0.358273
17	-0.068897	-0.5805	0.281696
18	0.023307	0.1964	0.422435

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')

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code