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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 04:01:48 -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/21/t1229857390sg6sz72uh0nll63.htm/, Retrieved Sat, 25 May 2024 19:33:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35489, Retrieved Sat, 25 May 2024 19:33:53 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

190

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

-     [(Partial) Autocorrelation Function] [(Partial) autocor...] [2008-12-21 10:44:06] [8b0d202c3a0c4ea223fd8b8e731dacd8]
-   P     [(Partial) Autocorrelation Function] [ACF werkloosheid] [2008-12-21 11:01:48] [9ba97de59bb4d2edf0cfeac4ca7d2b73] [Current]
-   PD      [(Partial) Autocorrelation Function] [ACF, PACF inschri...] [2008-12-21 13:24:41] [8b0d202c3a0c4ea223fd8b8e731dacd8] 
-   P         [(Partial) Autocorrelation Function] [ACF inschr. perso...] [2008-12-21 13:57:40] [8b0d202c3a0c4ea223fd8b8e731dacd8] 

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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=35489&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=35489&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35489&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	0.053202	0.4483	0.327654
2	-0.044534	-0.3753	0.354296
3	-0.051655	-0.4353	0.33235
4	0.056204	0.4736	0.318626
5	0.047824	0.403	0.34409
6	-0.00917	-0.0773	0.469313
7	0.015864	0.1337	0.44702
8	0.05945	0.5009	0.308983
9	0.178467	1.5038	0.068536
10	-0.131196	-1.1055	0.136343
11	-0.00561	-0.0473	0.481214
12	-0.22936	-1.9326	0.028636
13	-0.005358	-0.0451	0.482058
14	0.1593	1.3423	0.09189
15	0.039435	0.3323	0.370326
16	-0.003633	-0.0306	0.487834
17	-0.11652	-0.9818	0.164763
18	0.122729	1.0341	0.152291
19	0.047582	0.4009	0.344836

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.053202 & 0.4483 & 0.327654 \tabularnewline
2 & -0.044534 & -0.3753 & 0.354296 \tabularnewline
3 & -0.051655 & -0.4353 & 0.33235 \tabularnewline
4 & 0.056204 & 0.4736 & 0.318626 \tabularnewline
5 & 0.047824 & 0.403 & 0.34409 \tabularnewline
6 & -0.00917 & -0.0773 & 0.469313 \tabularnewline
7 & 0.015864 & 0.1337 & 0.44702 \tabularnewline
8 & 0.05945 & 0.5009 & 0.308983 \tabularnewline
9 & 0.178467 & 1.5038 & 0.068536 \tabularnewline
10 & -0.131196 & -1.1055 & 0.136343 \tabularnewline
11 & -0.00561 & -0.0473 & 0.481214 \tabularnewline
12 & -0.22936 & -1.9326 & 0.028636 \tabularnewline
13 & -0.005358 & -0.0451 & 0.482058 \tabularnewline
14 & 0.1593 & 1.3423 & 0.09189 \tabularnewline
15 & 0.039435 & 0.3323 & 0.370326 \tabularnewline
16 & -0.003633 & -0.0306 & 0.487834 \tabularnewline
17 & -0.11652 & -0.9818 & 0.164763 \tabularnewline
18 & 0.122729 & 1.0341 & 0.152291 \tabularnewline
19 & 0.047582 & 0.4009 & 0.344836 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35489&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]0.053202[/C][C]0.4483[/C][C]0.327654[/C][/ROW]
[ROW][C]2[/C][C]-0.044534[/C][C]-0.3753[/C][C]0.354296[/C][/ROW]
[ROW][C]3[/C][C]-0.051655[/C][C]-0.4353[/C][C]0.33235[/C][/ROW]
[ROW][C]4[/C][C]0.056204[/C][C]0.4736[/C][C]0.318626[/C][/ROW]
[ROW][C]5[/C][C]0.047824[/C][C]0.403[/C][C]0.34409[/C][/ROW]
[ROW][C]6[/C][C]-0.00917[/C][C]-0.0773[/C][C]0.469313[/C][/ROW]
[ROW][C]7[/C][C]0.015864[/C][C]0.1337[/C][C]0.44702[/C][/ROW]
[ROW][C]8[/C][C]0.05945[/C][C]0.5009[/C][C]0.308983[/C][/ROW]
[ROW][C]9[/C][C]0.178467[/C][C]1.5038[/C][C]0.068536[/C][/ROW]
[ROW][C]10[/C][C]-0.131196[/C][C]-1.1055[/C][C]0.136343[/C][/ROW]
[ROW][C]11[/C][C]-0.00561[/C][C]-0.0473[/C][C]0.481214[/C][/ROW]
[ROW][C]12[/C][C]-0.22936[/C][C]-1.9326[/C][C]0.028636[/C][/ROW]
[ROW][C]13[/C][C]-0.005358[/C][C]-0.0451[/C][C]0.482058[/C][/ROW]
[ROW][C]14[/C][C]0.1593[/C][C]1.3423[/C][C]0.09189[/C][/ROW]
[ROW][C]15[/C][C]0.039435[/C][C]0.3323[/C][C]0.370326[/C][/ROW]
[ROW][C]16[/C][C]-0.003633[/C][C]-0.0306[/C][C]0.487834[/C][/ROW]
[ROW][C]17[/C][C]-0.11652[/C][C]-0.9818[/C][C]0.164763[/C][/ROW]
[ROW][C]18[/C][C]0.122729[/C][C]1.0341[/C][C]0.152291[/C][/ROW]
[ROW][C]19[/C][C]0.047582[/C][C]0.4009[/C][C]0.344836[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35489&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35489&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	0.053202	0.4483	0.327654
2	-0.044534	-0.3753	0.354296
3	-0.051655	-0.4353	0.33235
4	0.056204	0.4736	0.318626
5	0.047824	0.403	0.34409
6	-0.00917	-0.0773	0.469313
7	0.015864	0.1337	0.44702
8	0.05945	0.5009	0.308983
9	0.178467	1.5038	0.068536
10	-0.131196	-1.1055	0.136343
11	-0.00561	-0.0473	0.481214
12	-0.22936	-1.9326	0.028636
13	-0.005358	-0.0451	0.482058
14	0.1593	1.3423	0.09189
15	0.039435	0.3323	0.370326
16	-0.003633	-0.0306	0.487834
17	-0.11652	-0.9818	0.164763
18	0.122729	1.0341	0.152291
19	0.047582	0.4009	0.344836

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.053202	0.4483	0.327654
2	-0.047499	-0.4002	0.345093
3	-0.046884	-0.3951	0.346994
4	0.059898	0.5047	0.307663
5	0.037468	0.3157	0.376575
6	-0.011556	-0.0974	0.461351
7	0.026619	0.2243	0.411587
8	0.058117	0.4897	0.312927
9	0.17064	1.4378	0.077437
10	-0.148562	-1.2518	0.107374
11	0.030775	0.2593	0.398072
12	-0.248554	-2.0943	0.0199
13	-0.006096	-0.0514	0.479588
14	0.153279	1.2915	0.100351
15	0.011962	0.1008	0.46
16	0.026469	0.223	0.412076
17	-0.119679	-1.0084	0.158336
18	0.125746	1.0596	0.146469
19	0.075567	0.6367	0.263171

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.053202 & 0.4483 & 0.327654 \tabularnewline
2 & -0.047499 & -0.4002 & 0.345093 \tabularnewline
3 & -0.046884 & -0.3951 & 0.346994 \tabularnewline
4 & 0.059898 & 0.5047 & 0.307663 \tabularnewline
5 & 0.037468 & 0.3157 & 0.376575 \tabularnewline
6 & -0.011556 & -0.0974 & 0.461351 \tabularnewline
7 & 0.026619 & 0.2243 & 0.411587 \tabularnewline
8 & 0.058117 & 0.4897 & 0.312927 \tabularnewline
9 & 0.17064 & 1.4378 & 0.077437 \tabularnewline
10 & -0.148562 & -1.2518 & 0.107374 \tabularnewline
11 & 0.030775 & 0.2593 & 0.398072 \tabularnewline
12 & -0.248554 & -2.0943 & 0.0199 \tabularnewline
13 & -0.006096 & -0.0514 & 0.479588 \tabularnewline
14 & 0.153279 & 1.2915 & 0.100351 \tabularnewline
15 & 0.011962 & 0.1008 & 0.46 \tabularnewline
16 & 0.026469 & 0.223 & 0.412076 \tabularnewline
17 & -0.119679 & -1.0084 & 0.158336 \tabularnewline
18 & 0.125746 & 1.0596 & 0.146469 \tabularnewline
19 & 0.075567 & 0.6367 & 0.263171 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35489&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]0.053202[/C][C]0.4483[/C][C]0.327654[/C][/ROW]
[ROW][C]2[/C][C]-0.047499[/C][C]-0.4002[/C][C]0.345093[/C][/ROW]
[ROW][C]3[/C][C]-0.046884[/C][C]-0.3951[/C][C]0.346994[/C][/ROW]
[ROW][C]4[/C][C]0.059898[/C][C]0.5047[/C][C]0.307663[/C][/ROW]
[ROW][C]5[/C][C]0.037468[/C][C]0.3157[/C][C]0.376575[/C][/ROW]
[ROW][C]6[/C][C]-0.011556[/C][C]-0.0974[/C][C]0.461351[/C][/ROW]
[ROW][C]7[/C][C]0.026619[/C][C]0.2243[/C][C]0.411587[/C][/ROW]
[ROW][C]8[/C][C]0.058117[/C][C]0.4897[/C][C]0.312927[/C][/ROW]
[ROW][C]9[/C][C]0.17064[/C][C]1.4378[/C][C]0.077437[/C][/ROW]
[ROW][C]10[/C][C]-0.148562[/C][C]-1.2518[/C][C]0.107374[/C][/ROW]
[ROW][C]11[/C][C]0.030775[/C][C]0.2593[/C][C]0.398072[/C][/ROW]
[ROW][C]12[/C][C]-0.248554[/C][C]-2.0943[/C][C]0.0199[/C][/ROW]
[ROW][C]13[/C][C]-0.006096[/C][C]-0.0514[/C][C]0.479588[/C][/ROW]
[ROW][C]14[/C][C]0.153279[/C][C]1.2915[/C][C]0.100351[/C][/ROW]
[ROW][C]15[/C][C]0.011962[/C][C]0.1008[/C][C]0.46[/C][/ROW]
[ROW][C]16[/C][C]0.026469[/C][C]0.223[/C][C]0.412076[/C][/ROW]
[ROW][C]17[/C][C]-0.119679[/C][C]-1.0084[/C][C]0.158336[/C][/ROW]
[ROW][C]18[/C][C]0.125746[/C][C]1.0596[/C][C]0.146469[/C][/ROW]
[ROW][C]19[/C][C]0.075567[/C][C]0.6367[/C][C]0.263171[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35489&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35489&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	0.053202	0.4483	0.327654
2	-0.047499	-0.4002	0.345093
3	-0.046884	-0.3951	0.346994
4	0.059898	0.5047	0.307663
5	0.037468	0.3157	0.376575
6	-0.011556	-0.0974	0.461351
7	0.026619	0.2243	0.411587
8	0.058117	0.4897	0.312927
9	0.17064	1.4378	0.077437
10	-0.148562	-1.2518	0.107374
11	0.030775	0.2593	0.398072
12	-0.248554	-2.0943	0.0199
13	-0.006096	-0.0514	0.479588
14	0.153279	1.2915	0.100351
15	0.011962	0.1008	0.46
16	0.026469	0.223	0.412076
17	-0.119679	-1.0084	0.158336
18	0.125746	1.0596	0.146469
19	0.075567	0.6367	0.263171

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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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Input Parameters & R Code