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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 13:39:05 -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/02/t1228250384i5itvhjkyltv9ad.htm/, Retrieved Fri, 17 May 2024 03:19:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28408, Retrieved Fri, 17 May 2024 03:19:32 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

164

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [(Partial) Autocorrelation Function] [17.7.2] [2008-12-02 20:23:41] [1eab65e90adf64584b8e6f0da23ff414]
F    D      [(Partial) Autocorrelation Function] [17.8.2] [2008-12-02 20:39:05] [0458bd763b171003ec052ce63099d477] [Current]

Feedback Forum

2008-12-08 18:39:48 [5faab2fc6fb120339944528a32d48a04] [reply] 
Door differentiatie werd de lange termijn trend en de seizonaliteit uit de reeks verwijderd. De reeks is stationair gemaakt. Dit had op verschillende wijzen gekunt.

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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=28408&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=28408&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28408&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	-0.5716	-4.4276	2e-05
2	0.076395	0.5918	0.27812
3	0.063424	0.4913	0.312512
4	-0.022641	-0.1754	0.430687
5	-0.04694	-0.3636	0.358719
6	0.080056	0.6201	0.268767
7	-0.041974	-0.3251	0.373107
8	-0.05321	-0.4122	0.340845
9	0.05758	0.446	0.328596
10	-0.012965	-0.1004	0.46017
11	0.272973	2.1144	0.019321
12	-0.460093	-3.5639	0.000362
13	0.247719	1.9188	0.029884
14	-0.042284	-0.3275	0.372202
15	-0.055034	-0.4263	0.33571
16	0.030263	0.2344	0.40773
17	0.049307	0.3819	0.351931
18	-0.09777	-0.7573	0.22591
19	0.033768	0.2616	0.397277

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.5716 & -4.4276 & 2e-05 \tabularnewline
2 & 0.076395 & 0.5918 & 0.27812 \tabularnewline
3 & 0.063424 & 0.4913 & 0.312512 \tabularnewline
4 & -0.022641 & -0.1754 & 0.430687 \tabularnewline
5 & -0.04694 & -0.3636 & 0.358719 \tabularnewline
6 & 0.080056 & 0.6201 & 0.268767 \tabularnewline
7 & -0.041974 & -0.3251 & 0.373107 \tabularnewline
8 & -0.05321 & -0.4122 & 0.340845 \tabularnewline
9 & 0.05758 & 0.446 & 0.328596 \tabularnewline
10 & -0.012965 & -0.1004 & 0.46017 \tabularnewline
11 & 0.272973 & 2.1144 & 0.019321 \tabularnewline
12 & -0.460093 & -3.5639 & 0.000362 \tabularnewline
13 & 0.247719 & 1.9188 & 0.029884 \tabularnewline
14 & -0.042284 & -0.3275 & 0.372202 \tabularnewline
15 & -0.055034 & -0.4263 & 0.33571 \tabularnewline
16 & 0.030263 & 0.2344 & 0.40773 \tabularnewline
17 & 0.049307 & 0.3819 & 0.351931 \tabularnewline
18 & -0.09777 & -0.7573 & 0.22591 \tabularnewline
19 & 0.033768 & 0.2616 & 0.397277 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28408&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]-0.5716[/C][C]-4.4276[/C][C]2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.076395[/C][C]0.5918[/C][C]0.27812[/C][/ROW]
[ROW][C]3[/C][C]0.063424[/C][C]0.4913[/C][C]0.312512[/C][/ROW]
[ROW][C]4[/C][C]-0.022641[/C][C]-0.1754[/C][C]0.430687[/C][/ROW]
[ROW][C]5[/C][C]-0.04694[/C][C]-0.3636[/C][C]0.358719[/C][/ROW]
[ROW][C]6[/C][C]0.080056[/C][C]0.6201[/C][C]0.268767[/C][/ROW]
[ROW][C]7[/C][C]-0.041974[/C][C]-0.3251[/C][C]0.373107[/C][/ROW]
[ROW][C]8[/C][C]-0.05321[/C][C]-0.4122[/C][C]0.340845[/C][/ROW]
[ROW][C]9[/C][C]0.05758[/C][C]0.446[/C][C]0.328596[/C][/ROW]
[ROW][C]10[/C][C]-0.012965[/C][C]-0.1004[/C][C]0.46017[/C][/ROW]
[ROW][C]11[/C][C]0.272973[/C][C]2.1144[/C][C]0.019321[/C][/ROW]
[ROW][C]12[/C][C]-0.460093[/C][C]-3.5639[/C][C]0.000362[/C][/ROW]
[ROW][C]13[/C][C]0.247719[/C][C]1.9188[/C][C]0.029884[/C][/ROW]
[ROW][C]14[/C][C]-0.042284[/C][C]-0.3275[/C][C]0.372202[/C][/ROW]
[ROW][C]15[/C][C]-0.055034[/C][C]-0.4263[/C][C]0.33571[/C][/ROW]
[ROW][C]16[/C][C]0.030263[/C][C]0.2344[/C][C]0.40773[/C][/ROW]
[ROW][C]17[/C][C]0.049307[/C][C]0.3819[/C][C]0.351931[/C][/ROW]
[ROW][C]18[/C][C]-0.09777[/C][C]-0.7573[/C][C]0.22591[/C][/ROW]
[ROW][C]19[/C][C]0.033768[/C][C]0.2616[/C][C]0.397277[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28408&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28408&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	-0.5716	-4.4276	2e-05
2	0.076395	0.5918	0.27812
3	0.063424	0.4913	0.312512
4	-0.022641	-0.1754	0.430687
5	-0.04694	-0.3636	0.358719
6	0.080056	0.6201	0.268767
7	-0.041974	-0.3251	0.373107
8	-0.05321	-0.4122	0.340845
9	0.05758	0.446	0.328596
10	-0.012965	-0.1004	0.46017
11	0.272973	2.1144	0.019321
12	-0.460093	-3.5639	0.000362
13	0.247719	1.9188	0.029884
14	-0.042284	-0.3275	0.372202
15	-0.055034	-0.4263	0.33571
16	0.030263	0.2344	0.40773
17	0.049307	0.3819	0.351931
18	-0.09777	-0.7573	0.22591
19	0.033768	0.2616	0.397277

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.5716	-4.4276	2e-05
2	-0.371812	-2.88	0.002753
3	-0.153742	-1.1909	0.119195
4	-0.034508	-0.2673	0.395078
5	-0.069925	-0.5416	0.295037
6	0.016734	0.1296	0.448649
7	0.028094	0.2176	0.414234
8	-0.077263	-0.5985	0.275888
9	-0.068803	-0.5329	0.298021
10	-0.037913	-0.2937	0.385012
11	0.495218	3.8359	0.000151
12	0.010839	0.084	0.466683
13	-0.149873	-1.1609	0.125138
14	-0.191134	-1.4805	0.071984
15	-0.15914	-1.2327	0.11125
16	-0.091743	-0.7106	0.24003
17	0.002689	0.0208	0.491726
18	0.057377	0.4444	0.329161
19	-0.010371	-0.0803	0.468119

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.5716 & -4.4276 & 2e-05 \tabularnewline
2 & -0.371812 & -2.88 & 0.002753 \tabularnewline
3 & -0.153742 & -1.1909 & 0.119195 \tabularnewline
4 & -0.034508 & -0.2673 & 0.395078 \tabularnewline
5 & -0.069925 & -0.5416 & 0.295037 \tabularnewline
6 & 0.016734 & 0.1296 & 0.448649 \tabularnewline
7 & 0.028094 & 0.2176 & 0.414234 \tabularnewline
8 & -0.077263 & -0.5985 & 0.275888 \tabularnewline
9 & -0.068803 & -0.5329 & 0.298021 \tabularnewline
10 & -0.037913 & -0.2937 & 0.385012 \tabularnewline
11 & 0.495218 & 3.8359 & 0.000151 \tabularnewline
12 & 0.010839 & 0.084 & 0.466683 \tabularnewline
13 & -0.149873 & -1.1609 & 0.125138 \tabularnewline
14 & -0.191134 & -1.4805 & 0.071984 \tabularnewline
15 & -0.15914 & -1.2327 & 0.11125 \tabularnewline
16 & -0.091743 & -0.7106 & 0.24003 \tabularnewline
17 & 0.002689 & 0.0208 & 0.491726 \tabularnewline
18 & 0.057377 & 0.4444 & 0.329161 \tabularnewline
19 & -0.010371 & -0.0803 & 0.468119 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28408&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]-0.5716[/C][C]-4.4276[/C][C]2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.371812[/C][C]-2.88[/C][C]0.002753[/C][/ROW]
[ROW][C]3[/C][C]-0.153742[/C][C]-1.1909[/C][C]0.119195[/C][/ROW]
[ROW][C]4[/C][C]-0.034508[/C][C]-0.2673[/C][C]0.395078[/C][/ROW]
[ROW][C]5[/C][C]-0.069925[/C][C]-0.5416[/C][C]0.295037[/C][/ROW]
[ROW][C]6[/C][C]0.016734[/C][C]0.1296[/C][C]0.448649[/C][/ROW]
[ROW][C]7[/C][C]0.028094[/C][C]0.2176[/C][C]0.414234[/C][/ROW]
[ROW][C]8[/C][C]-0.077263[/C][C]-0.5985[/C][C]0.275888[/C][/ROW]
[ROW][C]9[/C][C]-0.068803[/C][C]-0.5329[/C][C]0.298021[/C][/ROW]
[ROW][C]10[/C][C]-0.037913[/C][C]-0.2937[/C][C]0.385012[/C][/ROW]
[ROW][C]11[/C][C]0.495218[/C][C]3.8359[/C][C]0.000151[/C][/ROW]
[ROW][C]12[/C][C]0.010839[/C][C]0.084[/C][C]0.466683[/C][/ROW]
[ROW][C]13[/C][C]-0.149873[/C][C]-1.1609[/C][C]0.125138[/C][/ROW]
[ROW][C]14[/C][C]-0.191134[/C][C]-1.4805[/C][C]0.071984[/C][/ROW]
[ROW][C]15[/C][C]-0.15914[/C][C]-1.2327[/C][C]0.11125[/C][/ROW]
[ROW][C]16[/C][C]-0.091743[/C][C]-0.7106[/C][C]0.24003[/C][/ROW]
[ROW][C]17[/C][C]0.002689[/C][C]0.0208[/C][C]0.491726[/C][/ROW]
[ROW][C]18[/C][C]0.057377[/C][C]0.4444[/C][C]0.329161[/C][/ROW]
[ROW][C]19[/C][C]-0.010371[/C][C]-0.0803[/C][C]0.468119[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28408&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28408&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	-0.5716	-4.4276	2e-05
2	-0.371812	-2.88	0.002753
3	-0.153742	-1.1909	0.119195
4	-0.034508	-0.2673	0.395078
5	-0.069925	-0.5416	0.295037
6	0.016734	0.1296	0.448649
7	0.028094	0.2176	0.414234
8	-0.077263	-0.5985	0.275888
9	-0.068803	-0.5329	0.298021
10	-0.037913	-0.2937	0.385012
11	0.495218	3.8359	0.000151
12	0.010839	0.084	0.466683
13	-0.149873	-1.1609	0.125138
14	-0.191134	-1.4805	0.071984
15	-0.15914	-1.2327	0.11125
16	-0.091743	-0.7106	0.24003
17	0.002689	0.0208	0.491726
18	0.057377	0.4444	0.329161
19	-0.010371	-0.0803	0.468119

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 = 1 ; par4 = 2 ; 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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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code