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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 13 Dec 2008 09:14:09 -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/13/t1229184910rhxncwgnumwvvao.htm/, Retrieved Sat, 25 May 2024 10:26:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33176, Retrieved Sat, 25 May 2024 10:26:52 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

165

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

-       [(Partial) Autocorrelation Function] [fqqsdfqsf] [2008-12-13 16:14:09] [a5ed2c45dea395ef181ba16fe56905d7] [Current]

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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	'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=33176&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=33176&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33176&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	0.885042	6.8555	0
2	0.722742	5.5983	0
3	0.60558	4.6908	8e-06
4	0.554837	4.2977	3.2e-05
5	0.549802	4.2588	3.7e-05
6	0.509153	3.9439	0.000106
7	0.433008	3.3541	0.000692
8	0.361669	2.8015	0.003419
9	0.336875	2.6094	0.005717
10	0.36711	2.8436	0.003045
11	0.430952	3.3381	0.000726
12	0.439164	3.4017	0.000599
13	0.30035	2.3265	0.011693
14	0.143271	1.1098	0.135763
15	0.030377	0.2353	0.407387
16	-0.015087	-0.1169	0.453681
17	-0.02922	-0.2263	0.410853

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885042 & 6.8555 & 0 \tabularnewline
2 & 0.722742 & 5.5983 & 0 \tabularnewline
3 & 0.60558 & 4.6908 & 8e-06 \tabularnewline
4 & 0.554837 & 4.2977 & 3.2e-05 \tabularnewline
5 & 0.549802 & 4.2588 & 3.7e-05 \tabularnewline
6 & 0.509153 & 3.9439 & 0.000106 \tabularnewline
7 & 0.433008 & 3.3541 & 0.000692 \tabularnewline
8 & 0.361669 & 2.8015 & 0.003419 \tabularnewline
9 & 0.336875 & 2.6094 & 0.005717 \tabularnewline
10 & 0.36711 & 2.8436 & 0.003045 \tabularnewline
11 & 0.430952 & 3.3381 & 0.000726 \tabularnewline
12 & 0.439164 & 3.4017 & 0.000599 \tabularnewline
13 & 0.30035 & 2.3265 & 0.011693 \tabularnewline
14 & 0.143271 & 1.1098 & 0.135763 \tabularnewline
15 & 0.030377 & 0.2353 & 0.407387 \tabularnewline
16 & -0.015087 & -0.1169 & 0.453681 \tabularnewline
17 & -0.02922 & -0.2263 & 0.410853 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33176&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]0.885042[/C][C]6.8555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.722742[/C][C]5.5983[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.60558[/C][C]4.6908[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]0.554837[/C][C]4.2977[/C][C]3.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.549802[/C][C]4.2588[/C][C]3.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.509153[/C][C]3.9439[/C][C]0.000106[/C][/ROW]
[ROW][C]7[/C][C]0.433008[/C][C]3.3541[/C][C]0.000692[/C][/ROW]
[ROW][C]8[/C][C]0.361669[/C][C]2.8015[/C][C]0.003419[/C][/ROW]
[ROW][C]9[/C][C]0.336875[/C][C]2.6094[/C][C]0.005717[/C][/ROW]
[ROW][C]10[/C][C]0.36711[/C][C]2.8436[/C][C]0.003045[/C][/ROW]
[ROW][C]11[/C][C]0.430952[/C][C]3.3381[/C][C]0.000726[/C][/ROW]
[ROW][C]12[/C][C]0.439164[/C][C]3.4017[/C][C]0.000599[/C][/ROW]
[ROW][C]13[/C][C]0.30035[/C][C]2.3265[/C][C]0.011693[/C][/ROW]
[ROW][C]14[/C][C]0.143271[/C][C]1.1098[/C][C]0.135763[/C][/ROW]
[ROW][C]15[/C][C]0.030377[/C][C]0.2353[/C][C]0.407387[/C][/ROW]
[ROW][C]16[/C][C]-0.015087[/C][C]-0.1169[/C][C]0.453681[/C][/ROW]
[ROW][C]17[/C][C]-0.02922[/C][C]-0.2263[/C][C]0.410853[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33176&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33176&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	0.885042	6.8555	0
2	0.722742	5.5983	0
3	0.60558	4.6908	8e-06
4	0.554837	4.2977	3.2e-05
5	0.549802	4.2588	3.7e-05
6	0.509153	3.9439	0.000106
7	0.433008	3.3541	0.000692
8	0.361669	2.8015	0.003419
9	0.336875	2.6094	0.005717
10	0.36711	2.8436	0.003045
11	0.430952	3.3381	0.000726
12	0.439164	3.4017	0.000599
13	0.30035	2.3265	0.011693
14	0.143271	1.1098	0.135763
15	0.030377	0.2353	0.407387
16	-0.015087	-0.1169	0.453681
17	-0.02922	-0.2263	0.410853

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.885042	6.8555	0
2	-0.279454	-2.1646	0.017202
3	0.172678	1.3376	0.093045
4	0.156543	1.2126	0.115022
5	0.11947	0.9254	0.179229
6	-0.18368	-1.4228	0.079989
7	-0.018087	-0.1401	0.444523
8	0.04007	0.3104	0.378672
9	0.124523	0.9645	0.169321
10	0.120621	0.9343	0.17694
11	0.189239	1.4658	0.073957
12	-0.178134	-1.3798	0.086381
13	-0.582263	-4.5102	1.5e-05
14	0.069226	0.5362	0.296893
15	-0.074474	-0.5769	0.283092
16	-0.041682	-0.3229	0.373959
17	-0.04601	-0.3564	0.361398

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885042 & 6.8555 & 0 \tabularnewline
2 & -0.279454 & -2.1646 & 0.017202 \tabularnewline
3 & 0.172678 & 1.3376 & 0.093045 \tabularnewline
4 & 0.156543 & 1.2126 & 0.115022 \tabularnewline
5 & 0.11947 & 0.9254 & 0.179229 \tabularnewline
6 & -0.18368 & -1.4228 & 0.079989 \tabularnewline
7 & -0.018087 & -0.1401 & 0.444523 \tabularnewline
8 & 0.04007 & 0.3104 & 0.378672 \tabularnewline
9 & 0.124523 & 0.9645 & 0.169321 \tabularnewline
10 & 0.120621 & 0.9343 & 0.17694 \tabularnewline
11 & 0.189239 & 1.4658 & 0.073957 \tabularnewline
12 & -0.178134 & -1.3798 & 0.086381 \tabularnewline
13 & -0.582263 & -4.5102 & 1.5e-05 \tabularnewline
14 & 0.069226 & 0.5362 & 0.296893 \tabularnewline
15 & -0.074474 & -0.5769 & 0.283092 \tabularnewline
16 & -0.041682 & -0.3229 & 0.373959 \tabularnewline
17 & -0.04601 & -0.3564 & 0.361398 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33176&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]0.885042[/C][C]6.8555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.279454[/C][C]-2.1646[/C][C]0.017202[/C][/ROW]
[ROW][C]3[/C][C]0.172678[/C][C]1.3376[/C][C]0.093045[/C][/ROW]
[ROW][C]4[/C][C]0.156543[/C][C]1.2126[/C][C]0.115022[/C][/ROW]
[ROW][C]5[/C][C]0.11947[/C][C]0.9254[/C][C]0.179229[/C][/ROW]
[ROW][C]6[/C][C]-0.18368[/C][C]-1.4228[/C][C]0.079989[/C][/ROW]
[ROW][C]7[/C][C]-0.018087[/C][C]-0.1401[/C][C]0.444523[/C][/ROW]
[ROW][C]8[/C][C]0.04007[/C][C]0.3104[/C][C]0.378672[/C][/ROW]
[ROW][C]9[/C][C]0.124523[/C][C]0.9645[/C][C]0.169321[/C][/ROW]
[ROW][C]10[/C][C]0.120621[/C][C]0.9343[/C][C]0.17694[/C][/ROW]
[ROW][C]11[/C][C]0.189239[/C][C]1.4658[/C][C]0.073957[/C][/ROW]
[ROW][C]12[/C][C]-0.178134[/C][C]-1.3798[/C][C]0.086381[/C][/ROW]
[ROW][C]13[/C][C]-0.582263[/C][C]-4.5102[/C][C]1.5e-05[/C][/ROW]
[ROW][C]14[/C][C]0.069226[/C][C]0.5362[/C][C]0.296893[/C][/ROW]
[ROW][C]15[/C][C]-0.074474[/C][C]-0.5769[/C][C]0.283092[/C][/ROW]
[ROW][C]16[/C][C]-0.041682[/C][C]-0.3229[/C][C]0.373959[/C][/ROW]
[ROW][C]17[/C][C]-0.04601[/C][C]-0.3564[/C][C]0.361398[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33176&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33176&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	0.885042	6.8555	0
2	-0.279454	-2.1646	0.017202
3	0.172678	1.3376	0.093045
4	0.156543	1.2126	0.115022
5	0.11947	0.9254	0.179229
6	-0.18368	-1.4228	0.079989
7	-0.018087	-0.1401	0.444523
8	0.04007	0.3104	0.378672
9	0.124523	0.9645	0.169321
10	0.120621	0.9343	0.17694
11	0.189239	1.4658	0.073957
12	-0.178134	-1.3798	0.086381
13	-0.582263	-4.5102	1.5e-05
14	0.069226	0.5362	0.296893
15	-0.074474	-0.5769	0.283092
16	-0.041682	-0.3229	0.373959
17	-0.04601	-0.3564	0.361398

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')

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