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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 21 May 2009 05:52:28 -0600

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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/May/21/t124290680007no8kzlepuxgcx.htm/, Retrieved Mon, 06 May 2024 14:31:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=40239, Retrieved Mon, 06 May 2024 14:31:26 +0000

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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 6b - oef 2...] [2009-05-21 11:52:28] [822aa141fddc67f18188afbe1dd38d3f] [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	6 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 6 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40239&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]6 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40239&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40239&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	6 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.139875	-1.1869	0.119588
2	0.12893	1.094	0.1388
3	-0.015193	-0.1289	0.44889
4	0.041826	0.3549	0.361848
5	-0.062386	-0.5294	0.29909
6	0.188692	1.6011	0.056866
7	-0.069131	-0.5866	0.279655
8	0.144308	1.2245	0.112378
9	-0.244008	-2.0705	0.020997
10	0.06462	0.5483	0.292586
11	-0.124702	-1.0581	0.146767
12	0.232527	1.9731	0.026164
13	0.018694	0.1586	0.437206
14	0.130384	1.1063	0.136129
15	-0.238168	-2.0209	0.023504
16	0.022509	0.191	0.424534
17	0.05726	0.4859	0.314268
18	0.029518	0.2505	0.40147

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.139875 & -1.1869 & 0.119588 \tabularnewline
2 & 0.12893 & 1.094 & 0.1388 \tabularnewline
3 & -0.015193 & -0.1289 & 0.44889 \tabularnewline
4 & 0.041826 & 0.3549 & 0.361848 \tabularnewline
5 & -0.062386 & -0.5294 & 0.29909 \tabularnewline
6 & 0.188692 & 1.6011 & 0.056866 \tabularnewline
7 & -0.069131 & -0.5866 & 0.279655 \tabularnewline
8 & 0.144308 & 1.2245 & 0.112378 \tabularnewline
9 & -0.244008 & -2.0705 & 0.020997 \tabularnewline
10 & 0.06462 & 0.5483 & 0.292586 \tabularnewline
11 & -0.124702 & -1.0581 & 0.146767 \tabularnewline
12 & 0.232527 & 1.9731 & 0.026164 \tabularnewline
13 & 0.018694 & 0.1586 & 0.437206 \tabularnewline
14 & 0.130384 & 1.1063 & 0.136129 \tabularnewline
15 & -0.238168 & -2.0209 & 0.023504 \tabularnewline
16 & 0.022509 & 0.191 & 0.424534 \tabularnewline
17 & 0.05726 & 0.4859 & 0.314268 \tabularnewline
18 & 0.029518 & 0.2505 & 0.40147 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40239&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]-0.139875[/C][C]-1.1869[/C][C]0.119588[/C][/ROW]
[ROW][C]2[/C][C]0.12893[/C][C]1.094[/C][C]0.1388[/C][/ROW]
[ROW][C]3[/C][C]-0.015193[/C][C]-0.1289[/C][C]0.44889[/C][/ROW]
[ROW][C]4[/C][C]0.041826[/C][C]0.3549[/C][C]0.361848[/C][/ROW]
[ROW][C]5[/C][C]-0.062386[/C][C]-0.5294[/C][C]0.29909[/C][/ROW]
[ROW][C]6[/C][C]0.188692[/C][C]1.6011[/C][C]0.056866[/C][/ROW]
[ROW][C]7[/C][C]-0.069131[/C][C]-0.5866[/C][C]0.279655[/C][/ROW]
[ROW][C]8[/C][C]0.144308[/C][C]1.2245[/C][C]0.112378[/C][/ROW]
[ROW][C]9[/C][C]-0.244008[/C][C]-2.0705[/C][C]0.020997[/C][/ROW]
[ROW][C]10[/C][C]0.06462[/C][C]0.5483[/C][C]0.292586[/C][/ROW]
[ROW][C]11[/C][C]-0.124702[/C][C]-1.0581[/C][C]0.146767[/C][/ROW]
[ROW][C]12[/C][C]0.232527[/C][C]1.9731[/C][C]0.026164[/C][/ROW]
[ROW][C]13[/C][C]0.018694[/C][C]0.1586[/C][C]0.437206[/C][/ROW]
[ROW][C]14[/C][C]0.130384[/C][C]1.1063[/C][C]0.136129[/C][/ROW]
[ROW][C]15[/C][C]-0.238168[/C][C]-2.0209[/C][C]0.023504[/C][/ROW]
[ROW][C]16[/C][C]0.022509[/C][C]0.191[/C][C]0.424534[/C][/ROW]
[ROW][C]17[/C][C]0.05726[/C][C]0.4859[/C][C]0.314268[/C][/ROW]
[ROW][C]18[/C][C]0.029518[/C][C]0.2505[/C][C]0.40147[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40239&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40239&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	-0.139875	-1.1869	0.119588
2	0.12893	1.094	0.1388
3	-0.015193	-0.1289	0.44889
4	0.041826	0.3549	0.361848
5	-0.062386	-0.5294	0.29909
6	0.188692	1.6011	0.056866
7	-0.069131	-0.5866	0.279655
8	0.144308	1.2245	0.112378
9	-0.244008	-2.0705	0.020997
10	0.06462	0.5483	0.292586
11	-0.124702	-1.0581	0.146767
12	0.232527	1.9731	0.026164
13	0.018694	0.1586	0.437206
14	0.130384	1.1063	0.136129
15	-0.238168	-2.0209	0.023504
16	0.022509	0.191	0.424534
17	0.05726	0.4859	0.314268
18	0.029518	0.2505	0.40147

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.139875	-1.1869	0.119588
2	0.111547	0.9465	0.173528
3	0.016971	0.144	0.442951
4	0.028544	0.2422	0.404655
5	-0.055907	-0.4744	0.318331
6	0.172218	1.4613	0.074139
7	-0.013888	-0.1178	0.45326
8	0.099499	0.8443	0.200657
9	-0.224754	-1.9071	0.030248
10	-0.016694	-0.1416	0.443876
11	-0.069847	-0.5927	0.277628
12	0.214624	1.8211	0.03637
13	0.112882	0.9578	0.170675
14	0.070682	0.5998	0.275276
15	-0.216078	-1.8335	0.035432
16	-0.103126	-0.8751	0.192227
17	0.206445	1.7517	0.042038
18	-0.00581	-0.0493	0.480408

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.139875 & -1.1869 & 0.119588 \tabularnewline
2 & 0.111547 & 0.9465 & 0.173528 \tabularnewline
3 & 0.016971 & 0.144 & 0.442951 \tabularnewline
4 & 0.028544 & 0.2422 & 0.404655 \tabularnewline
5 & -0.055907 & -0.4744 & 0.318331 \tabularnewline
6 & 0.172218 & 1.4613 & 0.074139 \tabularnewline
7 & -0.013888 & -0.1178 & 0.45326 \tabularnewline
8 & 0.099499 & 0.8443 & 0.200657 \tabularnewline
9 & -0.224754 & -1.9071 & 0.030248 \tabularnewline
10 & -0.016694 & -0.1416 & 0.443876 \tabularnewline
11 & -0.069847 & -0.5927 & 0.277628 \tabularnewline
12 & 0.214624 & 1.8211 & 0.03637 \tabularnewline
13 & 0.112882 & 0.9578 & 0.170675 \tabularnewline
14 & 0.070682 & 0.5998 & 0.275276 \tabularnewline
15 & -0.216078 & -1.8335 & 0.035432 \tabularnewline
16 & -0.103126 & -0.8751 & 0.192227 \tabularnewline
17 & 0.206445 & 1.7517 & 0.042038 \tabularnewline
18 & -0.00581 & -0.0493 & 0.480408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40239&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]-0.139875[/C][C]-1.1869[/C][C]0.119588[/C][/ROW]
[ROW][C]2[/C][C]0.111547[/C][C]0.9465[/C][C]0.173528[/C][/ROW]
[ROW][C]3[/C][C]0.016971[/C][C]0.144[/C][C]0.442951[/C][/ROW]
[ROW][C]4[/C][C]0.028544[/C][C]0.2422[/C][C]0.404655[/C][/ROW]
[ROW][C]5[/C][C]-0.055907[/C][C]-0.4744[/C][C]0.318331[/C][/ROW]
[ROW][C]6[/C][C]0.172218[/C][C]1.4613[/C][C]0.074139[/C][/ROW]
[ROW][C]7[/C][C]-0.013888[/C][C]-0.1178[/C][C]0.45326[/C][/ROW]
[ROW][C]8[/C][C]0.099499[/C][C]0.8443[/C][C]0.200657[/C][/ROW]
[ROW][C]9[/C][C]-0.224754[/C][C]-1.9071[/C][C]0.030248[/C][/ROW]
[ROW][C]10[/C][C]-0.016694[/C][C]-0.1416[/C][C]0.443876[/C][/ROW]
[ROW][C]11[/C][C]-0.069847[/C][C]-0.5927[/C][C]0.277628[/C][/ROW]
[ROW][C]12[/C][C]0.214624[/C][C]1.8211[/C][C]0.03637[/C][/ROW]
[ROW][C]13[/C][C]0.112882[/C][C]0.9578[/C][C]0.170675[/C][/ROW]
[ROW][C]14[/C][C]0.070682[/C][C]0.5998[/C][C]0.275276[/C][/ROW]
[ROW][C]15[/C][C]-0.216078[/C][C]-1.8335[/C][C]0.035432[/C][/ROW]
[ROW][C]16[/C][C]-0.103126[/C][C]-0.8751[/C][C]0.192227[/C][/ROW]
[ROW][C]17[/C][C]0.206445[/C][C]1.7517[/C][C]0.042038[/C][/ROW]
[ROW][C]18[/C][C]-0.00581[/C][C]-0.0493[/C][C]0.480408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40239&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40239&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	-0.139875	-1.1869	0.119588
2	0.111547	0.9465	0.173528
3	0.016971	0.144	0.442951
4	0.028544	0.2422	0.404655
5	-0.055907	-0.4744	0.318331
6	0.172218	1.4613	0.074139
7	-0.013888	-0.1178	0.45326
8	0.099499	0.8443	0.200657
9	-0.224754	-1.9071	0.030248
10	-0.016694	-0.1416	0.443876
11	-0.069847	-0.5927	0.277628
12	0.214624	1.8211	0.03637
13	0.112882	0.9578	0.170675
14	0.070682	0.5998	0.275276
15	-0.216078	-1.8335	0.035432
16	-0.103126	-0.8751	0.192227
17	0.206445	1.7517	0.042038
18	-0.00581	-0.0493	0.480408

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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 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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