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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 06 Jan 2008 13:46:14 -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/Jan/06/t1199652368p3uo44vb04pwxce.htm/, Retrieved Sat, 04 May 2024 23:40:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7893, Retrieved Sat, 04 May 2024 23:40:25 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

inducing time seris Q2b WG

Estimated Impact

147

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

-     [Central Tendency] [WS2 - Robustness ...] [2007-10-20 13:06:37] [5343e105a400b9e32bf6f011133bbaf4]
- RM D    [(Partial) Autocorrelation Function] [CVWS7WGQ2b] [2008-01-06 20:46:14] [b523c8d839cc24a05ea912c062a47207] [Current]

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Summary of compuational 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 compuational 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=7893&T=0

[TABLE]
[ROW][C]Summary of compuational 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=7893&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7893&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 compuational 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
0	1	9.434	0
1	-0.003532	-0.0333	0.513252
2	-0.003571	-0.0337	0.5134
3	-0.092108	-0.8689	0.806392
4	-0.001801	-0.017	0.506757
5	-0.00184	-0.0174	0.506904
6	-0.250743	-2.3655	0.989911
7	-0.002329	-0.022	0.508741
8	-0.002368	-0.0223	0.508888
9	-0.331527	-3.1276	0.998809
10	-0.002447	-0.0231	0.509182
11	-0.002486	-0.0235	0.50933
12	0.269953	2.5467	0.006296
13	-0.001126	-0.0106	0.504228
14	-0.001166	-0.011	0.504375
15	0.178872	1.6875	0.047507
16	-0.001861	-0.0176	0.506982
17	-0.0019	-0.0179	0.50713
18	-0.220482	-2.08	0.979801

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.434 & 0 \tabularnewline
1 & -0.003532 & -0.0333 & 0.513252 \tabularnewline
2 & -0.003571 & -0.0337 & 0.5134 \tabularnewline
3 & -0.092108 & -0.8689 & 0.806392 \tabularnewline
4 & -0.001801 & -0.017 & 0.506757 \tabularnewline
5 & -0.00184 & -0.0174 & 0.506904 \tabularnewline
6 & -0.250743 & -2.3655 & 0.989911 \tabularnewline
7 & -0.002329 & -0.022 & 0.508741 \tabularnewline
8 & -0.002368 & -0.0223 & 0.508888 \tabularnewline
9 & -0.331527 & -3.1276 & 0.998809 \tabularnewline
10 & -0.002447 & -0.0231 & 0.509182 \tabularnewline
11 & -0.002486 & -0.0235 & 0.50933 \tabularnewline
12 & 0.269953 & 2.5467 & 0.006296 \tabularnewline
13 & -0.001126 & -0.0106 & 0.504228 \tabularnewline
14 & -0.001166 & -0.011 & 0.504375 \tabularnewline
15 & 0.178872 & 1.6875 & 0.047507 \tabularnewline
16 & -0.001861 & -0.0176 & 0.506982 \tabularnewline
17 & -0.0019 & -0.0179 & 0.50713 \tabularnewline
18 & -0.220482 & -2.08 & 0.979801 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7893&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]0[/C][C]1[/C][C]9.434[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.003532[/C][C]-0.0333[/C][C]0.513252[/C][/ROW]
[ROW][C]2[/C][C]-0.003571[/C][C]-0.0337[/C][C]0.5134[/C][/ROW]
[ROW][C]3[/C][C]-0.092108[/C][C]-0.8689[/C][C]0.806392[/C][/ROW]
[ROW][C]4[/C][C]-0.001801[/C][C]-0.017[/C][C]0.506757[/C][/ROW]
[ROW][C]5[/C][C]-0.00184[/C][C]-0.0174[/C][C]0.506904[/C][/ROW]
[ROW][C]6[/C][C]-0.250743[/C][C]-2.3655[/C][C]0.989911[/C][/ROW]
[ROW][C]7[/C][C]-0.002329[/C][C]-0.022[/C][C]0.508741[/C][/ROW]
[ROW][C]8[/C][C]-0.002368[/C][C]-0.0223[/C][C]0.508888[/C][/ROW]
[ROW][C]9[/C][C]-0.331527[/C][C]-3.1276[/C][C]0.998809[/C][/ROW]
[ROW][C]10[/C][C]-0.002447[/C][C]-0.0231[/C][C]0.509182[/C][/ROW]
[ROW][C]11[/C][C]-0.002486[/C][C]-0.0235[/C][C]0.50933[/C][/ROW]
[ROW][C]12[/C][C]0.269953[/C][C]2.5467[/C][C]0.006296[/C][/ROW]
[ROW][C]13[/C][C]-0.001126[/C][C]-0.0106[/C][C]0.504228[/C][/ROW]
[ROW][C]14[/C][C]-0.001166[/C][C]-0.011[/C][C]0.504375[/C][/ROW]
[ROW][C]15[/C][C]0.178872[/C][C]1.6875[/C][C]0.047507[/C][/ROW]
[ROW][C]16[/C][C]-0.001861[/C][C]-0.0176[/C][C]0.506982[/C][/ROW]
[ROW][C]17[/C][C]-0.0019[/C][C]-0.0179[/C][C]0.50713[/C][/ROW]
[ROW][C]18[/C][C]-0.220482[/C][C]-2.08[/C][C]0.979801[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7893&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7893&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
0	1	9.434	0
1	-0.003532	-0.0333	0.513252
2	-0.003571	-0.0337	0.5134
3	-0.092108	-0.8689	0.806392
4	-0.001801	-0.017	0.506757
5	-0.00184	-0.0174	0.506904
6	-0.250743	-2.3655	0.989911
7	-0.002329	-0.022	0.508741
8	-0.002368	-0.0223	0.508888
9	-0.331527	-3.1276	0.998809
10	-0.002447	-0.0231	0.509182
11	-0.002486	-0.0235	0.50933
12	0.269953	2.5467	0.006296
13	-0.001126	-0.0106	0.504228
14	-0.001166	-0.011	0.504375
15	0.178872	1.6875	0.047507
16	-0.001861	-0.0176	0.506982
17	-0.0019	-0.0179	0.50713
18	-0.220482	-2.08	0.979801

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.003532	-0.0333	0.513252
1	-0.003584	-0.0338	0.513447
2	-0.092136	-0.8692	0.806463
3	-0.002518	-0.0238	0.50945
4	-0.002568	-0.0242	0.509637
5	-0.261494	-2.4669	0.992229
6	-0.005431	-0.0512	0.520374
7	-0.005531	-0.0522	0.520748
8	-0.416688	-3.931	0.999917
9	-0.01331	-0.1256	0.549821
10	-0.013609	-0.1284	0.550934
11	0.103231	0.9739	0.166377
12	-0.007821	-0.0738	0.529324
13	-0.008001	-0.0755	0.53
14	0.061486	0.5801	0.281671
15	-0.007724	-0.0729	0.528961
16	-0.007931	-0.0748	0.529737
17	-0.277991	-2.6226	0.994867
18	-0.015492	-0.1462	0.557934

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.003532 & -0.0333 & 0.513252 \tabularnewline
1 & -0.003584 & -0.0338 & 0.513447 \tabularnewline
2 & -0.092136 & -0.8692 & 0.806463 \tabularnewline
3 & -0.002518 & -0.0238 & 0.50945 \tabularnewline
4 & -0.002568 & -0.0242 & 0.509637 \tabularnewline
5 & -0.261494 & -2.4669 & 0.992229 \tabularnewline
6 & -0.005431 & -0.0512 & 0.520374 \tabularnewline
7 & -0.005531 & -0.0522 & 0.520748 \tabularnewline
8 & -0.416688 & -3.931 & 0.999917 \tabularnewline
9 & -0.01331 & -0.1256 & 0.549821 \tabularnewline
10 & -0.013609 & -0.1284 & 0.550934 \tabularnewline
11 & 0.103231 & 0.9739 & 0.166377 \tabularnewline
12 & -0.007821 & -0.0738 & 0.529324 \tabularnewline
13 & -0.008001 & -0.0755 & 0.53 \tabularnewline
14 & 0.061486 & 0.5801 & 0.281671 \tabularnewline
15 & -0.007724 & -0.0729 & 0.528961 \tabularnewline
16 & -0.007931 & -0.0748 & 0.529737 \tabularnewline
17 & -0.277991 & -2.6226 & 0.994867 \tabularnewline
18 & -0.015492 & -0.1462 & 0.557934 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7893&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]0[/C][C]-0.003532[/C][C]-0.0333[/C][C]0.513252[/C][/ROW]
[ROW][C]1[/C][C]-0.003584[/C][C]-0.0338[/C][C]0.513447[/C][/ROW]
[ROW][C]2[/C][C]-0.092136[/C][C]-0.8692[/C][C]0.806463[/C][/ROW]
[ROW][C]3[/C][C]-0.002518[/C][C]-0.0238[/C][C]0.50945[/C][/ROW]
[ROW][C]4[/C][C]-0.002568[/C][C]-0.0242[/C][C]0.509637[/C][/ROW]
[ROW][C]5[/C][C]-0.261494[/C][C]-2.4669[/C][C]0.992229[/C][/ROW]
[ROW][C]6[/C][C]-0.005431[/C][C]-0.0512[/C][C]0.520374[/C][/ROW]
[ROW][C]7[/C][C]-0.005531[/C][C]-0.0522[/C][C]0.520748[/C][/ROW]
[ROW][C]8[/C][C]-0.416688[/C][C]-3.931[/C][C]0.999917[/C][/ROW]
[ROW][C]9[/C][C]-0.01331[/C][C]-0.1256[/C][C]0.549821[/C][/ROW]
[ROW][C]10[/C][C]-0.013609[/C][C]-0.1284[/C][C]0.550934[/C][/ROW]
[ROW][C]11[/C][C]0.103231[/C][C]0.9739[/C][C]0.166377[/C][/ROW]
[ROW][C]12[/C][C]-0.007821[/C][C]-0.0738[/C][C]0.529324[/C][/ROW]
[ROW][C]13[/C][C]-0.008001[/C][C]-0.0755[/C][C]0.53[/C][/ROW]
[ROW][C]14[/C][C]0.061486[/C][C]0.5801[/C][C]0.281671[/C][/ROW]
[ROW][C]15[/C][C]-0.007724[/C][C]-0.0729[/C][C]0.528961[/C][/ROW]
[ROW][C]16[/C][C]-0.007931[/C][C]-0.0748[/C][C]0.529737[/C][/ROW]
[ROW][C]17[/C][C]-0.277991[/C][C]-2.6226[/C][C]0.994867[/C][/ROW]
[ROW][C]18[/C][C]-0.015492[/C][C]-0.1462[/C][C]0.557934[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7893&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7893&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
0	-0.003532	-0.0333	0.513252
1	-0.003584	-0.0338	0.513447
2	-0.092136	-0.8692	0.806463
3	-0.002518	-0.0238	0.50945
4	-0.002568	-0.0242	0.509637
5	-0.261494	-2.4669	0.992229
6	-0.005431	-0.0512	0.520374
7	-0.005531	-0.0522	0.520748
8	-0.416688	-3.931	0.999917
9	-0.01331	-0.1256	0.549821
10	-0.013609	-0.1284	0.550934
11	0.103231	0.9739	0.166377
12	-0.007821	-0.0738	0.529324
13	-0.008001	-0.0755	0.53
14	0.061486	0.5801	0.281671
15	-0.007724	-0.0729	0.528961
16	-0.007931	-0.0748	0.529737
17	-0.277991	-2.6226	0.994867
18	-0.015492	-0.1462	0.557934

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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 1:par1) {
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(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-1,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(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