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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 19 Aug 2009 04:46:53 -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/t1250678851hvvcrwzfqo038a3.htm/, Retrieved Tue, 07 May 2024 14:41:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42921, Retrieved Tue, 07 May 2024 14:41:04 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

171

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 10:46:53] [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	'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=42921&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=42921&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42921&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	0.301948	1.0014	0.169066
2	0.078503	0.2604	0.399696
3	-0.017808	-0.0591	0.476981
4	-0.079003	-0.262	0.399073
5	-0.232695	-0.7718	0.228257
6	-0.383167	-1.2708	0.115005
7	-0.071602	-0.2375	0.408326
8	-0.06523	-0.2163	0.41634
9	-0.045967	-0.1525	0.440794
10	0.015021	0.0498	0.48058
11	NA	NA	NA
12	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.301948 & 1.0014 & 0.169066 \tabularnewline
2 & 0.078503 & 0.2604 & 0.399696 \tabularnewline
3 & -0.017808 & -0.0591 & 0.476981 \tabularnewline
4 & -0.079003 & -0.262 & 0.399073 \tabularnewline
5 & -0.232695 & -0.7718 & 0.228257 \tabularnewline
6 & -0.383167 & -1.2708 & 0.115005 \tabularnewline
7 & -0.071602 & -0.2375 & 0.408326 \tabularnewline
8 & -0.06523 & -0.2163 & 0.41634 \tabularnewline
9 & -0.045967 & -0.1525 & 0.440794 \tabularnewline
10 & 0.015021 & 0.0498 & 0.48058 \tabularnewline
11 & NA & NA & NA \tabularnewline
12 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42921&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]0.301948[/C][C]1.0014[/C][C]0.169066[/C][/ROW]
[ROW][C]2[/C][C]0.078503[/C][C]0.2604[/C][C]0.399696[/C][/ROW]
[ROW][C]3[/C][C]-0.017808[/C][C]-0.0591[/C][C]0.476981[/C][/ROW]
[ROW][C]4[/C][C]-0.079003[/C][C]-0.262[/C][C]0.399073[/C][/ROW]
[ROW][C]5[/C][C]-0.232695[/C][C]-0.7718[/C][C]0.228257[/C][/ROW]
[ROW][C]6[/C][C]-0.383167[/C][C]-1.2708[/C][C]0.115005[/C][/ROW]
[ROW][C]7[/C][C]-0.071602[/C][C]-0.2375[/C][C]0.408326[/C][/ROW]
[ROW][C]8[/C][C]-0.06523[/C][C]-0.2163[/C][C]0.41634[/C][/ROW]
[ROW][C]9[/C][C]-0.045967[/C][C]-0.1525[/C][C]0.440794[/C][/ROW]
[ROW][C]10[/C][C]0.015021[/C][C]0.0498[/C][C]0.48058[/C][/ROW]
[ROW][C]11[/C][C]NA[/C][C]NA[/C][C]NA[/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=42921&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42921&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	0.301948	1.0014	0.169066
2	0.078503	0.2604	0.399696
3	-0.017808	-0.0591	0.476981
4	-0.079003	-0.262	0.399073
5	-0.232695	-0.7718	0.228257
6	-0.383167	-1.2708	0.115005
7	-0.071602	-0.2375	0.408326
8	-0.06523	-0.2163	0.41634
9	-0.045967	-0.1525	0.440794
10	0.015021	0.0498	0.48058
11	NA	NA	NA
12	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.301948	1.0014	0.169066
2	-0.01394	-0.0462	0.481976
3	-0.041416	-0.1374	0.446614
4	-0.067201	-0.2229	0.413857
5	-0.206941	-0.6863	0.253352
6	-0.293785	-0.9744	0.175405
7	0.139522	0.4627	0.326284
8	-0.086782	-0.2878	0.389416
9	-0.059635	-0.1978	0.423409
10	-0.011611	-0.0385	0.484986
11	NA	NA	NA
12	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.301948 & 1.0014 & 0.169066 \tabularnewline
2 & -0.01394 & -0.0462 & 0.481976 \tabularnewline
3 & -0.041416 & -0.1374 & 0.446614 \tabularnewline
4 & -0.067201 & -0.2229 & 0.413857 \tabularnewline
5 & -0.206941 & -0.6863 & 0.253352 \tabularnewline
6 & -0.293785 & -0.9744 & 0.175405 \tabularnewline
7 & 0.139522 & 0.4627 & 0.326284 \tabularnewline
8 & -0.086782 & -0.2878 & 0.389416 \tabularnewline
9 & -0.059635 & -0.1978 & 0.423409 \tabularnewline
10 & -0.011611 & -0.0385 & 0.484986 \tabularnewline
11 & NA & NA & NA \tabularnewline
12 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42921&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]0.301948[/C][C]1.0014[/C][C]0.169066[/C][/ROW]
[ROW][C]2[/C][C]-0.01394[/C][C]-0.0462[/C][C]0.481976[/C][/ROW]
[ROW][C]3[/C][C]-0.041416[/C][C]-0.1374[/C][C]0.446614[/C][/ROW]
[ROW][C]4[/C][C]-0.067201[/C][C]-0.2229[/C][C]0.413857[/C][/ROW]
[ROW][C]5[/C][C]-0.206941[/C][C]-0.6863[/C][C]0.253352[/C][/ROW]
[ROW][C]6[/C][C]-0.293785[/C][C]-0.9744[/C][C]0.175405[/C][/ROW]
[ROW][C]7[/C][C]0.139522[/C][C]0.4627[/C][C]0.326284[/C][/ROW]
[ROW][C]8[/C][C]-0.086782[/C][C]-0.2878[/C][C]0.389416[/C][/ROW]
[ROW][C]9[/C][C]-0.059635[/C][C]-0.1978[/C][C]0.423409[/C][/ROW]
[ROW][C]10[/C][C]-0.011611[/C][C]-0.0385[/C][C]0.484986[/C][/ROW]
[ROW][C]11[/C][C]NA[/C][C]NA[/C][C]NA[/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=42921&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42921&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	0.301948	1.0014	0.169066
2	-0.01394	-0.0462	0.481976
3	-0.041416	-0.1374	0.446614
4	-0.067201	-0.2229	0.413857
5	-0.206941	-0.6863	0.253352
6	-0.293785	-0.9744	0.175405
7	0.139522	0.4627	0.326284
8	-0.086782	-0.2878	0.389416
9	-0.059635	-0.1978	0.423409
10	-0.011611	-0.0385	0.484986
11	NA	NA	NA
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 = 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')

Free Statistics

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code