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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 06:59:00 -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/06/t1228572006qbqvj0l2pmkb42c.htm/, Retrieved Fri, 17 May 2024 01:42:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29615, Retrieved Fri, 17 May 2024 01:42:28 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

161

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

-     [(Partial) Autocorrelation Function] [Autocorrelatie En...] [2008-12-06 13:45:25] [4300be8b33fd3dcdacd2aa9800ceba23]
-   PD    [(Partial) Autocorrelation Function] [Autocorrelation E...] [2008-12-06 13:59:00] [6912578025c824de531bc660dd61b996] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29615&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29615&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29615&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.28129	2.1789	0.01664
2	0.004638	0.0359	0.48573
3	0.085603	0.6631	0.25491
4	0.063581	0.4925	0.312084
5	0.081356	0.6302	0.265484
6	-0.102216	-0.7918	0.21581
7	-0.096463	-0.7472	0.228931
8	0.117076	0.9069	0.184052
9	-0.142903	-1.1069	0.136373
10	-0.261273	-2.0238	0.023725
11	-0.149666	-1.1593	0.125462
12	0.119461	0.9253	0.179248
13	0.048999	0.3795	0.352813
14	-0.146274	-1.133	0.130854
15	-0.215522	-1.6694	0.050121
16	0.031778	0.2461	0.403204
17	-0.002468	-0.0191	0.492406

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.28129 & 2.1789 & 0.01664 \tabularnewline
2 & 0.004638 & 0.0359 & 0.48573 \tabularnewline
3 & 0.085603 & 0.6631 & 0.25491 \tabularnewline
4 & 0.063581 & 0.4925 & 0.312084 \tabularnewline
5 & 0.081356 & 0.6302 & 0.265484 \tabularnewline
6 & -0.102216 & -0.7918 & 0.21581 \tabularnewline
7 & -0.096463 & -0.7472 & 0.228931 \tabularnewline
8 & 0.117076 & 0.9069 & 0.184052 \tabularnewline
9 & -0.142903 & -1.1069 & 0.136373 \tabularnewline
10 & -0.261273 & -2.0238 & 0.023725 \tabularnewline
11 & -0.149666 & -1.1593 & 0.125462 \tabularnewline
12 & 0.119461 & 0.9253 & 0.179248 \tabularnewline
13 & 0.048999 & 0.3795 & 0.352813 \tabularnewline
14 & -0.146274 & -1.133 & 0.130854 \tabularnewline
15 & -0.215522 & -1.6694 & 0.050121 \tabularnewline
16 & 0.031778 & 0.2461 & 0.403204 \tabularnewline
17 & -0.002468 & -0.0191 & 0.492406 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29615&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]0.28129[/C][C]2.1789[/C][C]0.01664[/C][/ROW]
[ROW][C]2[/C][C]0.004638[/C][C]0.0359[/C][C]0.48573[/C][/ROW]
[ROW][C]3[/C][C]0.085603[/C][C]0.6631[/C][C]0.25491[/C][/ROW]
[ROW][C]4[/C][C]0.063581[/C][C]0.4925[/C][C]0.312084[/C][/ROW]
[ROW][C]5[/C][C]0.081356[/C][C]0.6302[/C][C]0.265484[/C][/ROW]
[ROW][C]6[/C][C]-0.102216[/C][C]-0.7918[/C][C]0.21581[/C][/ROW]
[ROW][C]7[/C][C]-0.096463[/C][C]-0.7472[/C][C]0.228931[/C][/ROW]
[ROW][C]8[/C][C]0.117076[/C][C]0.9069[/C][C]0.184052[/C][/ROW]
[ROW][C]9[/C][C]-0.142903[/C][C]-1.1069[/C][C]0.136373[/C][/ROW]
[ROW][C]10[/C][C]-0.261273[/C][C]-2.0238[/C][C]0.023725[/C][/ROW]
[ROW][C]11[/C][C]-0.149666[/C][C]-1.1593[/C][C]0.125462[/C][/ROW]
[ROW][C]12[/C][C]0.119461[/C][C]0.9253[/C][C]0.179248[/C][/ROW]
[ROW][C]13[/C][C]0.048999[/C][C]0.3795[/C][C]0.352813[/C][/ROW]
[ROW][C]14[/C][C]-0.146274[/C][C]-1.133[/C][C]0.130854[/C][/ROW]
[ROW][C]15[/C][C]-0.215522[/C][C]-1.6694[/C][C]0.050121[/C][/ROW]
[ROW][C]16[/C][C]0.031778[/C][C]0.2461[/C][C]0.403204[/C][/ROW]
[ROW][C]17[/C][C]-0.002468[/C][C]-0.0191[/C][C]0.492406[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29615&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29615&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	0.28129	2.1789	0.01664
2	0.004638	0.0359	0.48573
3	0.085603	0.6631	0.25491
4	0.063581	0.4925	0.312084
5	0.081356	0.6302	0.265484
6	-0.102216	-0.7918	0.21581
7	-0.096463	-0.7472	0.228931
8	0.117076	0.9069	0.184052
9	-0.142903	-1.1069	0.136373
10	-0.261273	-2.0238	0.023725
11	-0.149666	-1.1593	0.125462
12	0.119461	0.9253	0.179248
13	0.048999	0.3795	0.352813
14	-0.146274	-1.133	0.130854
15	-0.215522	-1.6694	0.050121
16	0.031778	0.2461	0.403204
17	-0.002468	-0.0191	0.492406

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.28129	2.1789	0.01664
2	-0.080886	-0.6265	0.266669
3	0.116899	0.9055	0.184413
4	0.004878	0.0378	0.484992
5	0.07699	0.5964	0.276587
6	-0.169368	-1.3119	0.097272
7	-0.013219	-0.1024	0.459391
8	0.137216	1.0629	0.14605
9	-0.243177	-1.8836	0.032231
10	-0.142263	-1.102	0.137438
11	-0.050075	-0.3879	0.349739
12	0.230266	1.7836	0.039771
13	-0.090022	-0.6973	0.244151
14	-0.07607	-0.5892	0.278957
15	-0.193301	-1.4973	0.069779
16	0.10768	0.8341	0.203772
17	-0.081389	-0.6304	0.265402

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.28129 & 2.1789 & 0.01664 \tabularnewline
2 & -0.080886 & -0.6265 & 0.266669 \tabularnewline
3 & 0.116899 & 0.9055 & 0.184413 \tabularnewline
4 & 0.004878 & 0.0378 & 0.484992 \tabularnewline
5 & 0.07699 & 0.5964 & 0.276587 \tabularnewline
6 & -0.169368 & -1.3119 & 0.097272 \tabularnewline
7 & -0.013219 & -0.1024 & 0.459391 \tabularnewline
8 & 0.137216 & 1.0629 & 0.14605 \tabularnewline
9 & -0.243177 & -1.8836 & 0.032231 \tabularnewline
10 & -0.142263 & -1.102 & 0.137438 \tabularnewline
11 & -0.050075 & -0.3879 & 0.349739 \tabularnewline
12 & 0.230266 & 1.7836 & 0.039771 \tabularnewline
13 & -0.090022 & -0.6973 & 0.244151 \tabularnewline
14 & -0.07607 & -0.5892 & 0.278957 \tabularnewline
15 & -0.193301 & -1.4973 & 0.069779 \tabularnewline
16 & 0.10768 & 0.8341 & 0.203772 \tabularnewline
17 & -0.081389 & -0.6304 & 0.265402 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29615&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]0.28129[/C][C]2.1789[/C][C]0.01664[/C][/ROW]
[ROW][C]2[/C][C]-0.080886[/C][C]-0.6265[/C][C]0.266669[/C][/ROW]
[ROW][C]3[/C][C]0.116899[/C][C]0.9055[/C][C]0.184413[/C][/ROW]
[ROW][C]4[/C][C]0.004878[/C][C]0.0378[/C][C]0.484992[/C][/ROW]
[ROW][C]5[/C][C]0.07699[/C][C]0.5964[/C][C]0.276587[/C][/ROW]
[ROW][C]6[/C][C]-0.169368[/C][C]-1.3119[/C][C]0.097272[/C][/ROW]
[ROW][C]7[/C][C]-0.013219[/C][C]-0.1024[/C][C]0.459391[/C][/ROW]
[ROW][C]8[/C][C]0.137216[/C][C]1.0629[/C][C]0.14605[/C][/ROW]
[ROW][C]9[/C][C]-0.243177[/C][C]-1.8836[/C][C]0.032231[/C][/ROW]
[ROW][C]10[/C][C]-0.142263[/C][C]-1.102[/C][C]0.137438[/C][/ROW]
[ROW][C]11[/C][C]-0.050075[/C][C]-0.3879[/C][C]0.349739[/C][/ROW]
[ROW][C]12[/C][C]0.230266[/C][C]1.7836[/C][C]0.039771[/C][/ROW]
[ROW][C]13[/C][C]-0.090022[/C][C]-0.6973[/C][C]0.244151[/C][/ROW]
[ROW][C]14[/C][C]-0.07607[/C][C]-0.5892[/C][C]0.278957[/C][/ROW]
[ROW][C]15[/C][C]-0.193301[/C][C]-1.4973[/C][C]0.069779[/C][/ROW]
[ROW][C]16[/C][C]0.10768[/C][C]0.8341[/C][C]0.203772[/C][/ROW]
[ROW][C]17[/C][C]-0.081389[/C][C]-0.6304[/C][C]0.265402[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29615&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29615&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	0.28129	2.1789	0.01664
2	-0.080886	-0.6265	0.266669
3	0.116899	0.9055	0.184413
4	0.004878	0.0378	0.484992
5	0.07699	0.5964	0.276587
6	-0.169368	-1.3119	0.097272
7	-0.013219	-0.1024	0.459391
8	0.137216	1.0629	0.14605
9	-0.243177	-1.8836	0.032231
10	-0.142263	-1.102	0.137438
11	-0.050075	-0.3879	0.349739
12	0.230266	1.7836	0.039771
13	-0.090022	-0.6973	0.244151
14	-0.07607	-0.5892	0.278957
15	-0.193301	-1.4973	0.069779
16	0.10768	0.8341	0.203772
17	-0.081389	-0.6304	0.265402

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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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code