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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:28:06 -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/Nov/27/t12593249577ic7lthmtvbc819.htm/, Retrieved Mon, 29 Apr 2024 17:39:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60640, Retrieved Mon, 29 Apr 2024 17:39:21 +0000

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Estimated Impact

126

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-27 12:28:06] [c588bf81b9040ce04d6292d0d83341a9] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 12:33:45] [67b059d86b0623510c7b7cf332c16b18] 

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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=60640&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=60640&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60640&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	0.900737	7.643	0
2	0.824393	6.9952	0
3	0.724158	6.1447	0
4	0.635622	5.3934	0
5	0.529307	4.4913	1.3e-05
6	0.413362	3.5075	0.000392
7	0.30905	2.6224	0.005325
8	0.205888	1.747	0.042449
9	0.11168	0.9476	0.173243
10	0.013454	0.1142	0.454715
11	-0.056639	-0.4806	0.316131
12	-0.153538	-1.3028	0.098395
13	-0.2263	-1.9202	0.029396
14	-0.288648	-2.4493	0.008375
15	-0.315063	-2.6734	0.004642
16	-0.344932	-2.9268	0.00229
17	-0.351474	-2.9824	0.001951
18	-0.347962	-2.9526	0.002126

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.900737 & 7.643 & 0 \tabularnewline
2 & 0.824393 & 6.9952 & 0 \tabularnewline
3 & 0.724158 & 6.1447 & 0 \tabularnewline
4 & 0.635622 & 5.3934 & 0 \tabularnewline
5 & 0.529307 & 4.4913 & 1.3e-05 \tabularnewline
6 & 0.413362 & 3.5075 & 0.000392 \tabularnewline
7 & 0.30905 & 2.6224 & 0.005325 \tabularnewline
8 & 0.205888 & 1.747 & 0.042449 \tabularnewline
9 & 0.11168 & 0.9476 & 0.173243 \tabularnewline
10 & 0.013454 & 0.1142 & 0.454715 \tabularnewline
11 & -0.056639 & -0.4806 & 0.316131 \tabularnewline
12 & -0.153538 & -1.3028 & 0.098395 \tabularnewline
13 & -0.2263 & -1.9202 & 0.029396 \tabularnewline
14 & -0.288648 & -2.4493 & 0.008375 \tabularnewline
15 & -0.315063 & -2.6734 & 0.004642 \tabularnewline
16 & -0.344932 & -2.9268 & 0.00229 \tabularnewline
17 & -0.351474 & -2.9824 & 0.001951 \tabularnewline
18 & -0.347962 & -2.9526 & 0.002126 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60640&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]0.900737[/C][C]7.643[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.824393[/C][C]6.9952[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.724158[/C][C]6.1447[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.635622[/C][C]5.3934[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.529307[/C][C]4.4913[/C][C]1.3e-05[/C][/ROW]
[ROW][C]6[/C][C]0.413362[/C][C]3.5075[/C][C]0.000392[/C][/ROW]
[ROW][C]7[/C][C]0.30905[/C][C]2.6224[/C][C]0.005325[/C][/ROW]
[ROW][C]8[/C][C]0.205888[/C][C]1.747[/C][C]0.042449[/C][/ROW]
[ROW][C]9[/C][C]0.11168[/C][C]0.9476[/C][C]0.173243[/C][/ROW]
[ROW][C]10[/C][C]0.013454[/C][C]0.1142[/C][C]0.454715[/C][/ROW]
[ROW][C]11[/C][C]-0.056639[/C][C]-0.4806[/C][C]0.316131[/C][/ROW]
[ROW][C]12[/C][C]-0.153538[/C][C]-1.3028[/C][C]0.098395[/C][/ROW]
[ROW][C]13[/C][C]-0.2263[/C][C]-1.9202[/C][C]0.029396[/C][/ROW]
[ROW][C]14[/C][C]-0.288648[/C][C]-2.4493[/C][C]0.008375[/C][/ROW]
[ROW][C]15[/C][C]-0.315063[/C][C]-2.6734[/C][C]0.004642[/C][/ROW]
[ROW][C]16[/C][C]-0.344932[/C][C]-2.9268[/C][C]0.00229[/C][/ROW]
[ROW][C]17[/C][C]-0.351474[/C][C]-2.9824[/C][C]0.001951[/C][/ROW]
[ROW][C]18[/C][C]-0.347962[/C][C]-2.9526[/C][C]0.002126[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60640&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60640&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	0.900737	7.643	0
2	0.824393	6.9952	0
3	0.724158	6.1447	0
4	0.635622	5.3934	0
5	0.529307	4.4913	1.3e-05
6	0.413362	3.5075	0.000392
7	0.30905	2.6224	0.005325
8	0.205888	1.747	0.042449
9	0.11168	0.9476	0.173243
10	0.013454	0.1142	0.454715
11	-0.056639	-0.4806	0.316131
12	-0.153538	-1.3028	0.098395
13	-0.2263	-1.9202	0.029396
14	-0.288648	-2.4493	0.008375
15	-0.315063	-2.6734	0.004642
16	-0.344932	-2.9268	0.00229
17	-0.351474	-2.9824	0.001951
18	-0.347962	-2.9526	0.002126

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.900737	7.643	0
2	0.069248	0.5876	0.279324
3	-0.156346	-1.3266	0.09441
4	-0.019894	-0.1688	0.433212
5	-0.128604	-1.0912	0.139402
6	-0.15042	-1.2764	0.102966
7	-0.013544	-0.1149	0.454414
8	-0.054552	-0.4629	0.322421
9	-0.04473	-0.3795	0.352699
10	-0.084545	-0.7174	0.237729
11	0.049693	0.4217	0.337266
12	-0.206798	-1.7547	0.041779
13	-0.031855	-0.2703	0.393852
14	0.020773	0.1763	0.43029
15	0.08352	0.7087	0.240403
16	-0.058928	-0.5	0.309293
17	0.05873	0.4983	0.30988
18	0.003621	0.0307	0.487786

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.900737 & 7.643 & 0 \tabularnewline
2 & 0.069248 & 0.5876 & 0.279324 \tabularnewline
3 & -0.156346 & -1.3266 & 0.09441 \tabularnewline
4 & -0.019894 & -0.1688 & 0.433212 \tabularnewline
5 & -0.128604 & -1.0912 & 0.139402 \tabularnewline
6 & -0.15042 & -1.2764 & 0.102966 \tabularnewline
7 & -0.013544 & -0.1149 & 0.454414 \tabularnewline
8 & -0.054552 & -0.4629 & 0.322421 \tabularnewline
9 & -0.04473 & -0.3795 & 0.352699 \tabularnewline
10 & -0.084545 & -0.7174 & 0.237729 \tabularnewline
11 & 0.049693 & 0.4217 & 0.337266 \tabularnewline
12 & -0.206798 & -1.7547 & 0.041779 \tabularnewline
13 & -0.031855 & -0.2703 & 0.393852 \tabularnewline
14 & 0.020773 & 0.1763 & 0.43029 \tabularnewline
15 & 0.08352 & 0.7087 & 0.240403 \tabularnewline
16 & -0.058928 & -0.5 & 0.309293 \tabularnewline
17 & 0.05873 & 0.4983 & 0.30988 \tabularnewline
18 & 0.003621 & 0.0307 & 0.487786 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60640&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]0.900737[/C][C]7.643[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.069248[/C][C]0.5876[/C][C]0.279324[/C][/ROW]
[ROW][C]3[/C][C]-0.156346[/C][C]-1.3266[/C][C]0.09441[/C][/ROW]
[ROW][C]4[/C][C]-0.019894[/C][C]-0.1688[/C][C]0.433212[/C][/ROW]
[ROW][C]5[/C][C]-0.128604[/C][C]-1.0912[/C][C]0.139402[/C][/ROW]
[ROW][C]6[/C][C]-0.15042[/C][C]-1.2764[/C][C]0.102966[/C][/ROW]
[ROW][C]7[/C][C]-0.013544[/C][C]-0.1149[/C][C]0.454414[/C][/ROW]
[ROW][C]8[/C][C]-0.054552[/C][C]-0.4629[/C][C]0.322421[/C][/ROW]
[ROW][C]9[/C][C]-0.04473[/C][C]-0.3795[/C][C]0.352699[/C][/ROW]
[ROW][C]10[/C][C]-0.084545[/C][C]-0.7174[/C][C]0.237729[/C][/ROW]
[ROW][C]11[/C][C]0.049693[/C][C]0.4217[/C][C]0.337266[/C][/ROW]
[ROW][C]12[/C][C]-0.206798[/C][C]-1.7547[/C][C]0.041779[/C][/ROW]
[ROW][C]13[/C][C]-0.031855[/C][C]-0.2703[/C][C]0.393852[/C][/ROW]
[ROW][C]14[/C][C]0.020773[/C][C]0.1763[/C][C]0.43029[/C][/ROW]
[ROW][C]15[/C][C]0.08352[/C][C]0.7087[/C][C]0.240403[/C][/ROW]
[ROW][C]16[/C][C]-0.058928[/C][C]-0.5[/C][C]0.309293[/C][/ROW]
[ROW][C]17[/C][C]0.05873[/C][C]0.4983[/C][C]0.30988[/C][/ROW]
[ROW][C]18[/C][C]0.003621[/C][C]0.0307[/C][C]0.487786[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60640&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60640&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	0.900737	7.643	0
2	0.069248	0.5876	0.279324
3	-0.156346	-1.3266	0.09441
4	-0.019894	-0.1688	0.433212
5	-0.128604	-1.0912	0.139402
6	-0.15042	-1.2764	0.102966
7	-0.013544	-0.1149	0.454414
8	-0.054552	-0.4629	0.322421
9	-0.04473	-0.3795	0.352699
10	-0.084545	-0.7174	0.237729
11	0.049693	0.4217	0.337266
12	-0.206798	-1.7547	0.041779
13	-0.031855	-0.2703	0.393852
14	0.020773	0.1763	0.43029
15	0.08352	0.7087	0.240403
16	-0.058928	-0.5	0.309293
17	0.05873	0.4983	0.30988
18	0.003621	0.0307	0.487786

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')

Free Statistics

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code