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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 06:24:26 -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/14/t1229262370fenq087eb8w4to4.htm/, Retrieved Wed, 15 May 2024 16:32:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33373, Retrieved Wed, 15 May 2024 16:32:00 +0000

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No (this computation is public)

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Estimated Impact

138

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

-       [(Partial) Autocorrelation Function] [VAC (Parti�le) au...] [2008-12-14 13:24:26] [490fee4f334e2e025c95681783e3fd0b] [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	3 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 & 3 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=33373&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]3 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=33373&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33373&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.107749	-0.6729	0.252491
2	-0.005702	-0.0356	0.485887
3	-0.236765	-1.4786	0.07364
4	0.019463	0.1215	0.451941
5	-0.222023	-1.3865	0.08673
6	0.05455	0.3407	0.367592
7	-0.08376	-0.5231	0.301939
8	0.219268	1.3693	0.089366
9	-0.004539	-0.0283	0.488766
10	-0.246659	-1.5404	0.065771
11	0.113503	0.7088	0.241325
12	0.087221	0.5447	0.294532
13	0.071741	0.448	0.328308
14	-0.150822	-0.9419	0.176026
15	0.118282	0.7387	0.232265
16	0.001	0.0062	0.497524

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.107749 & -0.6729 & 0.252491 \tabularnewline
2 & -0.005702 & -0.0356 & 0.485887 \tabularnewline
3 & -0.236765 & -1.4786 & 0.07364 \tabularnewline
4 & 0.019463 & 0.1215 & 0.451941 \tabularnewline
5 & -0.222023 & -1.3865 & 0.08673 \tabularnewline
6 & 0.05455 & 0.3407 & 0.367592 \tabularnewline
7 & -0.08376 & -0.5231 & 0.301939 \tabularnewline
8 & 0.219268 & 1.3693 & 0.089366 \tabularnewline
9 & -0.004539 & -0.0283 & 0.488766 \tabularnewline
10 & -0.246659 & -1.5404 & 0.065771 \tabularnewline
11 & 0.113503 & 0.7088 & 0.241325 \tabularnewline
12 & 0.087221 & 0.5447 & 0.294532 \tabularnewline
13 & 0.071741 & 0.448 & 0.328308 \tabularnewline
14 & -0.150822 & -0.9419 & 0.176026 \tabularnewline
15 & 0.118282 & 0.7387 & 0.232265 \tabularnewline
16 & 0.001 & 0.0062 & 0.497524 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33373&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]-0.107749[/C][C]-0.6729[/C][C]0.252491[/C][/ROW]
[ROW][C]2[/C][C]-0.005702[/C][C]-0.0356[/C][C]0.485887[/C][/ROW]
[ROW][C]3[/C][C]-0.236765[/C][C]-1.4786[/C][C]0.07364[/C][/ROW]
[ROW][C]4[/C][C]0.019463[/C][C]0.1215[/C][C]0.451941[/C][/ROW]
[ROW][C]5[/C][C]-0.222023[/C][C]-1.3865[/C][C]0.08673[/C][/ROW]
[ROW][C]6[/C][C]0.05455[/C][C]0.3407[/C][C]0.367592[/C][/ROW]
[ROW][C]7[/C][C]-0.08376[/C][C]-0.5231[/C][C]0.301939[/C][/ROW]
[ROW][C]8[/C][C]0.219268[/C][C]1.3693[/C][C]0.089366[/C][/ROW]
[ROW][C]9[/C][C]-0.004539[/C][C]-0.0283[/C][C]0.488766[/C][/ROW]
[ROW][C]10[/C][C]-0.246659[/C][C]-1.5404[/C][C]0.065771[/C][/ROW]
[ROW][C]11[/C][C]0.113503[/C][C]0.7088[/C][C]0.241325[/C][/ROW]
[ROW][C]12[/C][C]0.087221[/C][C]0.5447[/C][C]0.294532[/C][/ROW]
[ROW][C]13[/C][C]0.071741[/C][C]0.448[/C][C]0.328308[/C][/ROW]
[ROW][C]14[/C][C]-0.150822[/C][C]-0.9419[/C][C]0.176026[/C][/ROW]
[ROW][C]15[/C][C]0.118282[/C][C]0.7387[/C][C]0.232265[/C][/ROW]
[ROW][C]16[/C][C]0.001[/C][C]0.0062[/C][C]0.497524[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33373&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33373&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	-0.107749	-0.6729	0.252491
2	-0.005702	-0.0356	0.485887
3	-0.236765	-1.4786	0.07364
4	0.019463	0.1215	0.451941
5	-0.222023	-1.3865	0.08673
6	0.05455	0.3407	0.367592
7	-0.08376	-0.5231	0.301939
8	0.219268	1.3693	0.089366
9	-0.004539	-0.0283	0.488766
10	-0.246659	-1.5404	0.065771
11	0.113503	0.7088	0.241325
12	0.087221	0.5447	0.294532
13	0.071741	0.448	0.328308
14	-0.150822	-0.9419	0.176026
15	0.118282	0.7387	0.232265
16	0.001	0.0062	0.497524

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.107749	-0.6729	0.252491
2	-0.017515	-0.1094	0.456729
3	-0.242163	-1.5123	0.069259
4	-0.036385	-0.2272	0.410718
5	-0.253816	-1.5851	0.060512
6	-0.070684	-0.4414	0.330672
7	-0.141322	-0.8826	0.191442
8	0.083536	0.5217	0.302422
9	0.001879	0.0117	0.495349
10	-0.376858	-2.3535	0.011867
11	0.134725	0.8414	0.202639
12	0.035495	0.2217	0.412865
13	0.039768	0.2484	0.402583
14	-0.136856	-0.8547	0.198978
15	0.05612	0.3505	0.363937
16	0.121105	0.7563	0.227007

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.107749 & -0.6729 & 0.252491 \tabularnewline
2 & -0.017515 & -0.1094 & 0.456729 \tabularnewline
3 & -0.242163 & -1.5123 & 0.069259 \tabularnewline
4 & -0.036385 & -0.2272 & 0.410718 \tabularnewline
5 & -0.253816 & -1.5851 & 0.060512 \tabularnewline
6 & -0.070684 & -0.4414 & 0.330672 \tabularnewline
7 & -0.141322 & -0.8826 & 0.191442 \tabularnewline
8 & 0.083536 & 0.5217 & 0.302422 \tabularnewline
9 & 0.001879 & 0.0117 & 0.495349 \tabularnewline
10 & -0.376858 & -2.3535 & 0.011867 \tabularnewline
11 & 0.134725 & 0.8414 & 0.202639 \tabularnewline
12 & 0.035495 & 0.2217 & 0.412865 \tabularnewline
13 & 0.039768 & 0.2484 & 0.402583 \tabularnewline
14 & -0.136856 & -0.8547 & 0.198978 \tabularnewline
15 & 0.05612 & 0.3505 & 0.363937 \tabularnewline
16 & 0.121105 & 0.7563 & 0.227007 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33373&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]-0.107749[/C][C]-0.6729[/C][C]0.252491[/C][/ROW]
[ROW][C]2[/C][C]-0.017515[/C][C]-0.1094[/C][C]0.456729[/C][/ROW]
[ROW][C]3[/C][C]-0.242163[/C][C]-1.5123[/C][C]0.069259[/C][/ROW]
[ROW][C]4[/C][C]-0.036385[/C][C]-0.2272[/C][C]0.410718[/C][/ROW]
[ROW][C]5[/C][C]-0.253816[/C][C]-1.5851[/C][C]0.060512[/C][/ROW]
[ROW][C]6[/C][C]-0.070684[/C][C]-0.4414[/C][C]0.330672[/C][/ROW]
[ROW][C]7[/C][C]-0.141322[/C][C]-0.8826[/C][C]0.191442[/C][/ROW]
[ROW][C]8[/C][C]0.083536[/C][C]0.5217[/C][C]0.302422[/C][/ROW]
[ROW][C]9[/C][C]0.001879[/C][C]0.0117[/C][C]0.495349[/C][/ROW]
[ROW][C]10[/C][C]-0.376858[/C][C]-2.3535[/C][C]0.011867[/C][/ROW]
[ROW][C]11[/C][C]0.134725[/C][C]0.8414[/C][C]0.202639[/C][/ROW]
[ROW][C]12[/C][C]0.035495[/C][C]0.2217[/C][C]0.412865[/C][/ROW]
[ROW][C]13[/C][C]0.039768[/C][C]0.2484[/C][C]0.402583[/C][/ROW]
[ROW][C]14[/C][C]-0.136856[/C][C]-0.8547[/C][C]0.198978[/C][/ROW]
[ROW][C]15[/C][C]0.05612[/C][C]0.3505[/C][C]0.363937[/C][/ROW]
[ROW][C]16[/C][C]0.121105[/C][C]0.7563[/C][C]0.227007[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33373&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33373&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	-0.107749	-0.6729	0.252491
2	-0.017515	-0.1094	0.456729
3	-0.242163	-1.5123	0.069259
4	-0.036385	-0.2272	0.410718
5	-0.253816	-1.5851	0.060512
6	-0.070684	-0.4414	0.330672
7	-0.141322	-0.8826	0.191442
8	0.083536	0.5217	0.302422
9	0.001879	0.0117	0.495349
10	-0.376858	-2.3535	0.011867
11	0.134725	0.8414	0.202639
12	0.035495	0.2217	0.412865
13	0.039768	0.2484	0.402583
14	-0.136856	-0.8547	0.198978
15	0.05612	0.3505	0.363937
16	0.121105	0.7563	0.227007

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1.1 ; par3 = 1 ; par4 = 0 ; par5 = 4 ;

Parameters (R input):

par1 = Default ; par2 = 1.1 ; par3 = 1 ; par4 = 0 ; par5 = 4 ;

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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