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Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 19 Aug 2009 04:44:46 -0600

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/2009/Aug/19/t1250678723jxtm6101vz77tj7.htm/, Retrieved Tue, 07 May 2024 13:34:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42920, Retrieved Tue, 07 May 2024 13:34:03 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

153

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

-       [(Partial) Autocorrelation Function] [Opgave 6 - Time S...] [2009-08-19 10:44:46] [0d1085ed835696cdd537ad5fa07600ec] [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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42920&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42920&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42920&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.670932	2.3242	0.019237
2	0.231929	0.8034	0.218677
3	-0.20044	-0.6943	0.250344
4	-0.430814	-1.4924	0.080708
5	-0.491979	-1.7043	0.057031
6	-0.480741	-1.6653	0.060858
7	-0.264757	-0.9171	0.188566
8	-0.001313	-0.0045	0.498223
9	0.194891	0.6751	0.256199
10	0.182895	0.6336	0.269126
11	0.089396	0.3097	0.381059
12	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.670932 & 2.3242 & 0.019237 \tabularnewline
2 & 0.231929 & 0.8034 & 0.218677 \tabularnewline
3 & -0.20044 & -0.6943 & 0.250344 \tabularnewline
4 & -0.430814 & -1.4924 & 0.080708 \tabularnewline
5 & -0.491979 & -1.7043 & 0.057031 \tabularnewline
6 & -0.480741 & -1.6653 & 0.060858 \tabularnewline
7 & -0.264757 & -0.9171 & 0.188566 \tabularnewline
8 & -0.001313 & -0.0045 & 0.498223 \tabularnewline
9 & 0.194891 & 0.6751 & 0.256199 \tabularnewline
10 & 0.182895 & 0.6336 & 0.269126 \tabularnewline
11 & 0.089396 & 0.3097 & 0.381059 \tabularnewline
12 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42920&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]0.670932[/C][C]2.3242[/C][C]0.019237[/C][/ROW]
[ROW][C]2[/C][C]0.231929[/C][C]0.8034[/C][C]0.218677[/C][/ROW]
[ROW][C]3[/C][C]-0.20044[/C][C]-0.6943[/C][C]0.250344[/C][/ROW]
[ROW][C]4[/C][C]-0.430814[/C][C]-1.4924[/C][C]0.080708[/C][/ROW]
[ROW][C]5[/C][C]-0.491979[/C][C]-1.7043[/C][C]0.057031[/C][/ROW]
[ROW][C]6[/C][C]-0.480741[/C][C]-1.6653[/C][C]0.060858[/C][/ROW]
[ROW][C]7[/C][C]-0.264757[/C][C]-0.9171[/C][C]0.188566[/C][/ROW]
[ROW][C]8[/C][C]-0.001313[/C][C]-0.0045[/C][C]0.498223[/C][/ROW]
[ROW][C]9[/C][C]0.194891[/C][C]0.6751[/C][C]0.256199[/C][/ROW]
[ROW][C]10[/C][C]0.182895[/C][C]0.6336[/C][C]0.269126[/C][/ROW]
[ROW][C]11[/C][C]0.089396[/C][C]0.3097[/C][C]0.381059[/C][/ROW]
[ROW][C]12[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42920&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42920&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	0.670932	2.3242	0.019237
2	0.231929	0.8034	0.218677
3	-0.20044	-0.6943	0.250344
4	-0.430814	-1.4924	0.080708
5	-0.491979	-1.7043	0.057031
6	-0.480741	-1.6653	0.060858
7	-0.264757	-0.9171	0.188566
8	-0.001313	-0.0045	0.498223
9	0.194891	0.6751	0.256199
10	0.182895	0.6336	0.269126
11	0.089396	0.3097	0.381059
12	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.670932	2.3242	0.019237
2	-0.396874	-1.3748	0.097158
3	-0.327107	-1.1331	0.139646
4	-0.069062	-0.2392	0.40748
5	-0.155354	-0.5382	0.300152
6	-0.311354	-1.0786	0.150993
7	0.146564	0.5077	0.310428
8	-0.000427	-0.0015	0.499422
9	-0.175004	-0.6062	0.277827
10	-0.255464	-0.885	0.196784
11	-0.022726	-0.0787	0.469274
12	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.670932 & 2.3242 & 0.019237 \tabularnewline
2 & -0.396874 & -1.3748 & 0.097158 \tabularnewline
3 & -0.327107 & -1.1331 & 0.139646 \tabularnewline
4 & -0.069062 & -0.2392 & 0.40748 \tabularnewline
5 & -0.155354 & -0.5382 & 0.300152 \tabularnewline
6 & -0.311354 & -1.0786 & 0.150993 \tabularnewline
7 & 0.146564 & 0.5077 & 0.310428 \tabularnewline
8 & -0.000427 & -0.0015 & 0.499422 \tabularnewline
9 & -0.175004 & -0.6062 & 0.277827 \tabularnewline
10 & -0.255464 & -0.885 & 0.196784 \tabularnewline
11 & -0.022726 & -0.0787 & 0.469274 \tabularnewline
12 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42920&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]0.670932[/C][C]2.3242[/C][C]0.019237[/C][/ROW]
[ROW][C]2[/C][C]-0.396874[/C][C]-1.3748[/C][C]0.097158[/C][/ROW]
[ROW][C]3[/C][C]-0.327107[/C][C]-1.1331[/C][C]0.139646[/C][/ROW]
[ROW][C]4[/C][C]-0.069062[/C][C]-0.2392[/C][C]0.40748[/C][/ROW]
[ROW][C]5[/C][C]-0.155354[/C][C]-0.5382[/C][C]0.300152[/C][/ROW]
[ROW][C]6[/C][C]-0.311354[/C][C]-1.0786[/C][C]0.150993[/C][/ROW]
[ROW][C]7[/C][C]0.146564[/C][C]0.5077[/C][C]0.310428[/C][/ROW]
[ROW][C]8[/C][C]-0.000427[/C][C]-0.0015[/C][C]0.499422[/C][/ROW]
[ROW][C]9[/C][C]-0.175004[/C][C]-0.6062[/C][C]0.277827[/C][/ROW]
[ROW][C]10[/C][C]-0.255464[/C][C]-0.885[/C][C]0.196784[/C][/ROW]
[ROW][C]11[/C][C]-0.022726[/C][C]-0.0787[/C][C]0.469274[/C][/ROW]
[ROW][C]12[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42920&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42920&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	0.670932	2.3242	0.019237
2	-0.396874	-1.3748	0.097158
3	-0.327107	-1.1331	0.139646
4	-0.069062	-0.2392	0.40748
5	-0.155354	-0.5382	0.300152
6	-0.311354	-1.0786	0.150993
7	0.146564	0.5077	0.310428
8	-0.000427	-0.0015	0.499422
9	-0.175004	-0.6062	0.277827
10	-0.255464	-0.885	0.196784
11	-0.022726	-0.0787	0.469274
12	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 12 ; par2 = 1 ; par3 = 0 ; 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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code