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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 09:09:53 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/16/t1260980003lw3f7iajki7py0h.htm/, Retrieved Tue, 30 Apr 2024 11:00:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68453, Retrieved Tue, 30 Apr 2024 11:00:52 +0000

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Estimated Impact

102

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-       [(Partial) Autocorrelation Function] [] [2009-12-16 16:09:53] [df67ec12d4744494b58d8461e1971283] [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=68453&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=68453&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68453&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	0.207956	1.6108	0.056234
2	-0.005469	-0.0424	0.483176
3	0.158727	1.2295	0.111844
4	0.068392	0.5298	0.299115
5	0.287513	2.2271	0.014853
6	0.300124	2.3247	0.011743
7	0.16735	1.2963	0.09992
8	-0.002536	-0.0196	0.492195
9	-0.098377	-0.762	0.224516
10	-0.251925	-1.9514	0.027841
11	0.014914	0.1155	0.454207
12	0.418931	3.245	0.000961
13	-0.077693	-0.6018	0.274785
14	-0.271896	-2.1061	0.019694
15	-0.195502	-1.5144	0.067593
16	-0.111602	-0.8645	0.195388
17	0.056984	0.4414	0.330255

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.207956 & 1.6108 & 0.056234 \tabularnewline
2 & -0.005469 & -0.0424 & 0.483176 \tabularnewline
3 & 0.158727 & 1.2295 & 0.111844 \tabularnewline
4 & 0.068392 & 0.5298 & 0.299115 \tabularnewline
5 & 0.287513 & 2.2271 & 0.014853 \tabularnewline
6 & 0.300124 & 2.3247 & 0.011743 \tabularnewline
7 & 0.16735 & 1.2963 & 0.09992 \tabularnewline
8 & -0.002536 & -0.0196 & 0.492195 \tabularnewline
9 & -0.098377 & -0.762 & 0.224516 \tabularnewline
10 & -0.251925 & -1.9514 & 0.027841 \tabularnewline
11 & 0.014914 & 0.1155 & 0.454207 \tabularnewline
12 & 0.418931 & 3.245 & 0.000961 \tabularnewline
13 & -0.077693 & -0.6018 & 0.274785 \tabularnewline
14 & -0.271896 & -2.1061 & 0.019694 \tabularnewline
15 & -0.195502 & -1.5144 & 0.067593 \tabularnewline
16 & -0.111602 & -0.8645 & 0.195388 \tabularnewline
17 & 0.056984 & 0.4414 & 0.330255 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68453&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]0.207956[/C][C]1.6108[/C][C]0.056234[/C][/ROW]
[ROW][C]2[/C][C]-0.005469[/C][C]-0.0424[/C][C]0.483176[/C][/ROW]
[ROW][C]3[/C][C]0.158727[/C][C]1.2295[/C][C]0.111844[/C][/ROW]
[ROW][C]4[/C][C]0.068392[/C][C]0.5298[/C][C]0.299115[/C][/ROW]
[ROW][C]5[/C][C]0.287513[/C][C]2.2271[/C][C]0.014853[/C][/ROW]
[ROW][C]6[/C][C]0.300124[/C][C]2.3247[/C][C]0.011743[/C][/ROW]
[ROW][C]7[/C][C]0.16735[/C][C]1.2963[/C][C]0.09992[/C][/ROW]
[ROW][C]8[/C][C]-0.002536[/C][C]-0.0196[/C][C]0.492195[/C][/ROW]
[ROW][C]9[/C][C]-0.098377[/C][C]-0.762[/C][C]0.224516[/C][/ROW]
[ROW][C]10[/C][C]-0.251925[/C][C]-1.9514[/C][C]0.027841[/C][/ROW]
[ROW][C]11[/C][C]0.014914[/C][C]0.1155[/C][C]0.454207[/C][/ROW]
[ROW][C]12[/C][C]0.418931[/C][C]3.245[/C][C]0.000961[/C][/ROW]
[ROW][C]13[/C][C]-0.077693[/C][C]-0.6018[/C][C]0.274785[/C][/ROW]
[ROW][C]14[/C][C]-0.271896[/C][C]-2.1061[/C][C]0.019694[/C][/ROW]
[ROW][C]15[/C][C]-0.195502[/C][C]-1.5144[/C][C]0.067593[/C][/ROW]
[ROW][C]16[/C][C]-0.111602[/C][C]-0.8645[/C][C]0.195388[/C][/ROW]
[ROW][C]17[/C][C]0.056984[/C][C]0.4414[/C][C]0.330255[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68453&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68453&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	0.207956	1.6108	0.056234
2	-0.005469	-0.0424	0.483176
3	0.158727	1.2295	0.111844
4	0.068392	0.5298	0.299115
5	0.287513	2.2271	0.014853
6	0.300124	2.3247	0.011743
7	0.16735	1.2963	0.09992
8	-0.002536	-0.0196	0.492195
9	-0.098377	-0.762	0.224516
10	-0.251925	-1.9514	0.027841
11	0.014914	0.1155	0.454207
12	0.418931	3.245	0.000961
13	-0.077693	-0.6018	0.274785
14	-0.271896	-2.1061	0.019694
15	-0.195502	-1.5144	0.067593
16	-0.111602	-0.8645	0.195388
17	0.056984	0.4414	0.330255

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.207956	1.6108	0.056234
2	-0.050916	-0.3944	0.347344
3	0.178681	1.3841	0.085735
4	-0.005835	-0.0452	0.482051
5	0.312234	2.4186	0.009317
6	0.174487	1.3516	0.090793
7	0.141603	1.0969	0.138544
8	-0.123027	-0.953	0.172217
9	-0.163579	-1.2671	0.105012
10	-0.463583	-3.5909	0.000332
11	-0.100621	-0.7794	0.219402
12	0.408251	3.1623	0.001228
13	-0.02974	-0.2304	0.409295
14	-0.126598	-0.9806	0.165358
15	-0.133713	-1.0357	0.15224
16	0.164976	1.2779	0.103103
17	0.039443	0.3055	0.380513

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.207956 & 1.6108 & 0.056234 \tabularnewline
2 & -0.050916 & -0.3944 & 0.347344 \tabularnewline
3 & 0.178681 & 1.3841 & 0.085735 \tabularnewline
4 & -0.005835 & -0.0452 & 0.482051 \tabularnewline
5 & 0.312234 & 2.4186 & 0.009317 \tabularnewline
6 & 0.174487 & 1.3516 & 0.090793 \tabularnewline
7 & 0.141603 & 1.0969 & 0.138544 \tabularnewline
8 & -0.123027 & -0.953 & 0.172217 \tabularnewline
9 & -0.163579 & -1.2671 & 0.105012 \tabularnewline
10 & -0.463583 & -3.5909 & 0.000332 \tabularnewline
11 & -0.100621 & -0.7794 & 0.219402 \tabularnewline
12 & 0.408251 & 3.1623 & 0.001228 \tabularnewline
13 & -0.02974 & -0.2304 & 0.409295 \tabularnewline
14 & -0.126598 & -0.9806 & 0.165358 \tabularnewline
15 & -0.133713 & -1.0357 & 0.15224 \tabularnewline
16 & 0.164976 & 1.2779 & 0.103103 \tabularnewline
17 & 0.039443 & 0.3055 & 0.380513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68453&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]0.207956[/C][C]1.6108[/C][C]0.056234[/C][/ROW]
[ROW][C]2[/C][C]-0.050916[/C][C]-0.3944[/C][C]0.347344[/C][/ROW]
[ROW][C]3[/C][C]0.178681[/C][C]1.3841[/C][C]0.085735[/C][/ROW]
[ROW][C]4[/C][C]-0.005835[/C][C]-0.0452[/C][C]0.482051[/C][/ROW]
[ROW][C]5[/C][C]0.312234[/C][C]2.4186[/C][C]0.009317[/C][/ROW]
[ROW][C]6[/C][C]0.174487[/C][C]1.3516[/C][C]0.090793[/C][/ROW]
[ROW][C]7[/C][C]0.141603[/C][C]1.0969[/C][C]0.138544[/C][/ROW]
[ROW][C]8[/C][C]-0.123027[/C][C]-0.953[/C][C]0.172217[/C][/ROW]
[ROW][C]9[/C][C]-0.163579[/C][C]-1.2671[/C][C]0.105012[/C][/ROW]
[ROW][C]10[/C][C]-0.463583[/C][C]-3.5909[/C][C]0.000332[/C][/ROW]
[ROW][C]11[/C][C]-0.100621[/C][C]-0.7794[/C][C]0.219402[/C][/ROW]
[ROW][C]12[/C][C]0.408251[/C][C]3.1623[/C][C]0.001228[/C][/ROW]
[ROW][C]13[/C][C]-0.02974[/C][C]-0.2304[/C][C]0.409295[/C][/ROW]
[ROW][C]14[/C][C]-0.126598[/C][C]-0.9806[/C][C]0.165358[/C][/ROW]
[ROW][C]15[/C][C]-0.133713[/C][C]-1.0357[/C][C]0.15224[/C][/ROW]
[ROW][C]16[/C][C]0.164976[/C][C]1.2779[/C][C]0.103103[/C][/ROW]
[ROW][C]17[/C][C]0.039443[/C][C]0.3055[/C][C]0.380513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68453&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68453&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	0.207956	1.6108	0.056234
2	-0.050916	-0.3944	0.347344
3	0.178681	1.3841	0.085735
4	-0.005835	-0.0452	0.482051
5	0.312234	2.4186	0.009317
6	0.174487	1.3516	0.090793
7	0.141603	1.0969	0.138544
8	-0.123027	-0.953	0.172217
9	-0.163579	-1.2671	0.105012
10	-0.463583	-3.5909	0.000332
11	-0.100621	-0.7794	0.219402
12	0.408251	3.1623	0.001228
13	-0.02974	-0.2304	0.409295
14	-0.126598	-0.9806	0.165358
15	-0.133713	-1.0357	0.15224
16	0.164976	1.2779	0.103103
17	0.039443	0.3055	0.380513

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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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code