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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 10:52:27 -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/2009/Dec/15/t1260899667t6wfbt9sgax4gap.htm/, Retrieved Wed, 08 May 2024 04:48:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68059, Retrieved Wed, 08 May 2024 04:48:42 +0000

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No (this computation is public)

User-defined keywords

DSHW, SDHW, paper

Estimated Impact

110

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

-     [Bivariate Explorative Data Analysis] [Paper Bivariate E...] [2009-12-13 14:39:24] [143cbdcaf7333bdd9926a1dde50d1082]
- RMPD    [(Partial) Autocorrelation Function] [Paper-ACF-Yt] [2009-12-15 17:52:27] [36295456a56d4c7dcc9b9537ce63463b] [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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68059&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]1 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=68059&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68059&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.09091	-0.8954	0.186405
2	-0.017835	-0.1757	0.430467
3	0.01705	0.1679	0.433498
4	0.156796	1.5443	0.062891
5	-0.175724	-1.7307	0.043344
6	0.023804	0.2344	0.407567
7	-0.199898	-1.9688	0.025917
8	0.144295	1.4211	0.079241
9	-0.041869	-0.4124	0.340492
10	-0.052135	-0.5135	0.304396
11	-0.16553	-1.6303	0.053143
12	0.656359	6.4644	0
13	-0.153514	-1.5119	0.0669
14	-0.140195	-1.3808	0.085263
15	-0.044158	-0.4349	0.332298
16	0.085929	0.8463	0.199734
17	-0.234951	-2.314	0.011389
18	-0.021227	-0.2091	0.417419
19	-0.191378	-1.8849	0.031221

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.09091 & -0.8954 & 0.186405 \tabularnewline
2 & -0.017835 & -0.1757 & 0.430467 \tabularnewline
3 & 0.01705 & 0.1679 & 0.433498 \tabularnewline
4 & 0.156796 & 1.5443 & 0.062891 \tabularnewline
5 & -0.175724 & -1.7307 & 0.043344 \tabularnewline
6 & 0.023804 & 0.2344 & 0.407567 \tabularnewline
7 & -0.199898 & -1.9688 & 0.025917 \tabularnewline
8 & 0.144295 & 1.4211 & 0.079241 \tabularnewline
9 & -0.041869 & -0.4124 & 0.340492 \tabularnewline
10 & -0.052135 & -0.5135 & 0.304396 \tabularnewline
11 & -0.16553 & -1.6303 & 0.053143 \tabularnewline
12 & 0.656359 & 6.4644 & 0 \tabularnewline
13 & -0.153514 & -1.5119 & 0.0669 \tabularnewline
14 & -0.140195 & -1.3808 & 0.085263 \tabularnewline
15 & -0.044158 & -0.4349 & 0.332298 \tabularnewline
16 & 0.085929 & 0.8463 & 0.199734 \tabularnewline
17 & -0.234951 & -2.314 & 0.011389 \tabularnewline
18 & -0.021227 & -0.2091 & 0.417419 \tabularnewline
19 & -0.191378 & -1.8849 & 0.031221 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68059&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]-0.09091[/C][C]-0.8954[/C][C]0.186405[/C][/ROW]
[ROW][C]2[/C][C]-0.017835[/C][C]-0.1757[/C][C]0.430467[/C][/ROW]
[ROW][C]3[/C][C]0.01705[/C][C]0.1679[/C][C]0.433498[/C][/ROW]
[ROW][C]4[/C][C]0.156796[/C][C]1.5443[/C][C]0.062891[/C][/ROW]
[ROW][C]5[/C][C]-0.175724[/C][C]-1.7307[/C][C]0.043344[/C][/ROW]
[ROW][C]6[/C][C]0.023804[/C][C]0.2344[/C][C]0.407567[/C][/ROW]
[ROW][C]7[/C][C]-0.199898[/C][C]-1.9688[/C][C]0.025917[/C][/ROW]
[ROW][C]8[/C][C]0.144295[/C][C]1.4211[/C][C]0.079241[/C][/ROW]
[ROW][C]9[/C][C]-0.041869[/C][C]-0.4124[/C][C]0.340492[/C][/ROW]
[ROW][C]10[/C][C]-0.052135[/C][C]-0.5135[/C][C]0.304396[/C][/ROW]
[ROW][C]11[/C][C]-0.16553[/C][C]-1.6303[/C][C]0.053143[/C][/ROW]
[ROW][C]12[/C][C]0.656359[/C][C]6.4644[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.153514[/C][C]-1.5119[/C][C]0.0669[/C][/ROW]
[ROW][C]14[/C][C]-0.140195[/C][C]-1.3808[/C][C]0.085263[/C][/ROW]
[ROW][C]15[/C][C]-0.044158[/C][C]-0.4349[/C][C]0.332298[/C][/ROW]
[ROW][C]16[/C][C]0.085929[/C][C]0.8463[/C][C]0.199734[/C][/ROW]
[ROW][C]17[/C][C]-0.234951[/C][C]-2.314[/C][C]0.011389[/C][/ROW]
[ROW][C]18[/C][C]-0.021227[/C][C]-0.2091[/C][C]0.417419[/C][/ROW]
[ROW][C]19[/C][C]-0.191378[/C][C]-1.8849[/C][C]0.031221[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68059&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68059&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	-0.09091	-0.8954	0.186405
2	-0.017835	-0.1757	0.430467
3	0.01705	0.1679	0.433498
4	0.156796	1.5443	0.062891
5	-0.175724	-1.7307	0.043344
6	0.023804	0.2344	0.407567
7	-0.199898	-1.9688	0.025917
8	0.144295	1.4211	0.079241
9	-0.041869	-0.4124	0.340492
10	-0.052135	-0.5135	0.304396
11	-0.16553	-1.6303	0.053143
12	0.656359	6.4644	0
13	-0.153514	-1.5119	0.0669
14	-0.140195	-1.3808	0.085263
15	-0.044158	-0.4349	0.332298
16	0.085929	0.8463	0.199734
17	-0.234951	-2.314	0.011389
18	-0.021227	-0.2091	0.417419
19	-0.191378	-1.8849	0.031221

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.09091	-0.8954	0.186405
2	-0.026317	-0.2592	0.398018
3	0.013111	0.1291	0.448763
4	0.16059	1.5816	0.058495
5	-0.150581	-1.4831	0.070651
6	0.002634	0.0259	0.48968
7	-0.222671	-2.1931	0.015347
8	0.11148	1.0979	0.137473
9	0.009413	0.0927	0.463164
10	-0.063524	-0.6256	0.26651
11	-0.137964	-1.3588	0.088683
12	0.616682	6.0736	0
13	-0.16493	-1.6244	0.053771
14	-0.228697	-2.2524	0.013275
15	-0.082991	-0.8174	0.207862
16	-0.077696	-0.7652	0.222999
17	-0.109605	-1.0795	0.141524
18	-0.06042	-0.5951	0.276591
19	0.022659	0.2232	0.411938

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.09091 & -0.8954 & 0.186405 \tabularnewline
2 & -0.026317 & -0.2592 & 0.398018 \tabularnewline
3 & 0.013111 & 0.1291 & 0.448763 \tabularnewline
4 & 0.16059 & 1.5816 & 0.058495 \tabularnewline
5 & -0.150581 & -1.4831 & 0.070651 \tabularnewline
6 & 0.002634 & 0.0259 & 0.48968 \tabularnewline
7 & -0.222671 & -2.1931 & 0.015347 \tabularnewline
8 & 0.11148 & 1.0979 & 0.137473 \tabularnewline
9 & 0.009413 & 0.0927 & 0.463164 \tabularnewline
10 & -0.063524 & -0.6256 & 0.26651 \tabularnewline
11 & -0.137964 & -1.3588 & 0.088683 \tabularnewline
12 & 0.616682 & 6.0736 & 0 \tabularnewline
13 & -0.16493 & -1.6244 & 0.053771 \tabularnewline
14 & -0.228697 & -2.2524 & 0.013275 \tabularnewline
15 & -0.082991 & -0.8174 & 0.207862 \tabularnewline
16 & -0.077696 & -0.7652 & 0.222999 \tabularnewline
17 & -0.109605 & -1.0795 & 0.141524 \tabularnewline
18 & -0.06042 & -0.5951 & 0.276591 \tabularnewline
19 & 0.022659 & 0.2232 & 0.411938 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68059&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]-0.09091[/C][C]-0.8954[/C][C]0.186405[/C][/ROW]
[ROW][C]2[/C][C]-0.026317[/C][C]-0.2592[/C][C]0.398018[/C][/ROW]
[ROW][C]3[/C][C]0.013111[/C][C]0.1291[/C][C]0.448763[/C][/ROW]
[ROW][C]4[/C][C]0.16059[/C][C]1.5816[/C][C]0.058495[/C][/ROW]
[ROW][C]5[/C][C]-0.150581[/C][C]-1.4831[/C][C]0.070651[/C][/ROW]
[ROW][C]6[/C][C]0.002634[/C][C]0.0259[/C][C]0.48968[/C][/ROW]
[ROW][C]7[/C][C]-0.222671[/C][C]-2.1931[/C][C]0.015347[/C][/ROW]
[ROW][C]8[/C][C]0.11148[/C][C]1.0979[/C][C]0.137473[/C][/ROW]
[ROW][C]9[/C][C]0.009413[/C][C]0.0927[/C][C]0.463164[/C][/ROW]
[ROW][C]10[/C][C]-0.063524[/C][C]-0.6256[/C][C]0.26651[/C][/ROW]
[ROW][C]11[/C][C]-0.137964[/C][C]-1.3588[/C][C]0.088683[/C][/ROW]
[ROW][C]12[/C][C]0.616682[/C][C]6.0736[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.16493[/C][C]-1.6244[/C][C]0.053771[/C][/ROW]
[ROW][C]14[/C][C]-0.228697[/C][C]-2.2524[/C][C]0.013275[/C][/ROW]
[ROW][C]15[/C][C]-0.082991[/C][C]-0.8174[/C][C]0.207862[/C][/ROW]
[ROW][C]16[/C][C]-0.077696[/C][C]-0.7652[/C][C]0.222999[/C][/ROW]
[ROW][C]17[/C][C]-0.109605[/C][C]-1.0795[/C][C]0.141524[/C][/ROW]
[ROW][C]18[/C][C]-0.06042[/C][C]-0.5951[/C][C]0.276591[/C][/ROW]
[ROW][C]19[/C][C]0.022659[/C][C]0.2232[/C][C]0.411938[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68059&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68059&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	-0.09091	-0.8954	0.186405
2	-0.026317	-0.2592	0.398018
3	0.013111	0.1291	0.448763
4	0.16059	1.5816	0.058495
5	-0.150581	-1.4831	0.070651
6	0.002634	0.0259	0.48968
7	-0.222671	-2.1931	0.015347
8	0.11148	1.0979	0.137473
9	0.009413	0.0927	0.463164
10	-0.063524	-0.6256	0.26651
11	-0.137964	-1.3588	0.088683
12	0.616682	6.0736	0
13	-0.16493	-1.6244	0.053771
14	-0.228697	-2.2524	0.013275
15	-0.082991	-0.8174	0.207862
16	-0.077696	-0.7652	0.222999
17	-0.109605	-1.0795	0.141524
18	-0.06042	-0.5951	0.276591
19	0.022659	0.2232	0.411938

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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