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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 13:00:09 -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/Nov/27/t1259352252nxk0wx1hs3b1dfq.htm/, Retrieved Mon, 29 Apr 2024 18:06:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61218, Retrieved Mon, 29 Apr 2024 18:06:52 +0000

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No (this computation is public)

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Estimated Impact

105

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

-       [(Partial) Autocorrelation Function] [Autocorrelatie] [2009-11-27 20:00:09] [4c76f32a7a0cc9034048c3cdcdaf547e] [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=61218&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=61218&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61218&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	0.254372	1.9704	0.026708
2	0.005089	0.0394	0.484342
3	0.145643	1.1281	0.131874
4	0.059333	0.4596	0.323736
5	0.28178	2.1827	0.016493
6	0.309225	2.3952	0.009874
7	0.17275	1.3381	0.092954
8	-0.016668	-0.1291	0.448853
9	-0.095778	-0.7419	0.230522
10	-0.292433	-2.2652	0.013563
11	-0.007281	-0.0564	0.477607
12	0.426682	3.3051	0.000803
13	-0.055901	-0.433	0.33328
14	-0.265259	-2.0547	0.022136
15	-0.214391	-1.6607	0.050999
16	-0.137985	-1.0688	0.144714
17	0.039436	0.3055	0.380533

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.254372 & 1.9704 & 0.026708 \tabularnewline
2 & 0.005089 & 0.0394 & 0.484342 \tabularnewline
3 & 0.145643 & 1.1281 & 0.131874 \tabularnewline
4 & 0.059333 & 0.4596 & 0.323736 \tabularnewline
5 & 0.28178 & 2.1827 & 0.016493 \tabularnewline
6 & 0.309225 & 2.3952 & 0.009874 \tabularnewline
7 & 0.17275 & 1.3381 & 0.092954 \tabularnewline
8 & -0.016668 & -0.1291 & 0.448853 \tabularnewline
9 & -0.095778 & -0.7419 & 0.230522 \tabularnewline
10 & -0.292433 & -2.2652 & 0.013563 \tabularnewline
11 & -0.007281 & -0.0564 & 0.477607 \tabularnewline
12 & 0.426682 & 3.3051 & 0.000803 \tabularnewline
13 & -0.055901 & -0.433 & 0.33328 \tabularnewline
14 & -0.265259 & -2.0547 & 0.022136 \tabularnewline
15 & -0.214391 & -1.6607 & 0.050999 \tabularnewline
16 & -0.137985 & -1.0688 & 0.144714 \tabularnewline
17 & 0.039436 & 0.3055 & 0.380533 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61218&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]0.254372[/C][C]1.9704[/C][C]0.026708[/C][/ROW]
[ROW][C]2[/C][C]0.005089[/C][C]0.0394[/C][C]0.484342[/C][/ROW]
[ROW][C]3[/C][C]0.145643[/C][C]1.1281[/C][C]0.131874[/C][/ROW]
[ROW][C]4[/C][C]0.059333[/C][C]0.4596[/C][C]0.323736[/C][/ROW]
[ROW][C]5[/C][C]0.28178[/C][C]2.1827[/C][C]0.016493[/C][/ROW]
[ROW][C]6[/C][C]0.309225[/C][C]2.3952[/C][C]0.009874[/C][/ROW]
[ROW][C]7[/C][C]0.17275[/C][C]1.3381[/C][C]0.092954[/C][/ROW]
[ROW][C]8[/C][C]-0.016668[/C][C]-0.1291[/C][C]0.448853[/C][/ROW]
[ROW][C]9[/C][C]-0.095778[/C][C]-0.7419[/C][C]0.230522[/C][/ROW]
[ROW][C]10[/C][C]-0.292433[/C][C]-2.2652[/C][C]0.013563[/C][/ROW]
[ROW][C]11[/C][C]-0.007281[/C][C]-0.0564[/C][C]0.477607[/C][/ROW]
[ROW][C]12[/C][C]0.426682[/C][C]3.3051[/C][C]0.000803[/C][/ROW]
[ROW][C]13[/C][C]-0.055901[/C][C]-0.433[/C][C]0.33328[/C][/ROW]
[ROW][C]14[/C][C]-0.265259[/C][C]-2.0547[/C][C]0.022136[/C][/ROW]
[ROW][C]15[/C][C]-0.214391[/C][C]-1.6607[/C][C]0.050999[/C][/ROW]
[ROW][C]16[/C][C]-0.137985[/C][C]-1.0688[/C][C]0.144714[/C][/ROW]
[ROW][C]17[/C][C]0.039436[/C][C]0.3055[/C][C]0.380533[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61218&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61218&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	0.254372	1.9704	0.026708
2	0.005089	0.0394	0.484342
3	0.145643	1.1281	0.131874
4	0.059333	0.4596	0.323736
5	0.28178	2.1827	0.016493
6	0.309225	2.3952	0.009874
7	0.17275	1.3381	0.092954
8	-0.016668	-0.1291	0.448853
9	-0.095778	-0.7419	0.230522
10	-0.292433	-2.2652	0.013563
11	-0.007281	-0.0564	0.477607
12	0.426682	3.3051	0.000803
13	-0.055901	-0.433	0.33328
14	-0.265259	-2.0547	0.022136
15	-0.214391	-1.6607	0.050999
16	-0.137985	-1.0688	0.144714
17	0.039436	0.3055	0.380533

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.254372	1.9704	0.026708
2	-0.06374	-0.4937	0.31165
3	0.172282	1.3345	0.093543
4	-0.027591	-0.2137	0.415746
5	0.318227	2.465	0.008291
6	0.15323	1.1869	0.11997
7	0.128436	0.9949	0.1619
8	-0.156189	-1.2098	0.115544
9	-0.12208	-0.9456	0.174065
10	-0.494008	-3.8266	0.000156
11	0.015777	0.1222	0.45157
12	0.411537	3.1878	0.001139
13	-0.077934	-0.6037	0.274167
14	-0.175058	-1.356	0.090091
15	-0.108977	-0.8441	0.200974
16	0.191191	1.481	0.071925
17	-0.000164	-0.0013	0.499497

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.254372 & 1.9704 & 0.026708 \tabularnewline
2 & -0.06374 & -0.4937 & 0.31165 \tabularnewline
3 & 0.172282 & 1.3345 & 0.093543 \tabularnewline
4 & -0.027591 & -0.2137 & 0.415746 \tabularnewline
5 & 0.318227 & 2.465 & 0.008291 \tabularnewline
6 & 0.15323 & 1.1869 & 0.11997 \tabularnewline
7 & 0.128436 & 0.9949 & 0.1619 \tabularnewline
8 & -0.156189 & -1.2098 & 0.115544 \tabularnewline
9 & -0.12208 & -0.9456 & 0.174065 \tabularnewline
10 & -0.494008 & -3.8266 & 0.000156 \tabularnewline
11 & 0.015777 & 0.1222 & 0.45157 \tabularnewline
12 & 0.411537 & 3.1878 & 0.001139 \tabularnewline
13 & -0.077934 & -0.6037 & 0.274167 \tabularnewline
14 & -0.175058 & -1.356 & 0.090091 \tabularnewline
15 & -0.108977 & -0.8441 & 0.200974 \tabularnewline
16 & 0.191191 & 1.481 & 0.071925 \tabularnewline
17 & -0.000164 & -0.0013 & 0.499497 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61218&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]0.254372[/C][C]1.9704[/C][C]0.026708[/C][/ROW]
[ROW][C]2[/C][C]-0.06374[/C][C]-0.4937[/C][C]0.31165[/C][/ROW]
[ROW][C]3[/C][C]0.172282[/C][C]1.3345[/C][C]0.093543[/C][/ROW]
[ROW][C]4[/C][C]-0.027591[/C][C]-0.2137[/C][C]0.415746[/C][/ROW]
[ROW][C]5[/C][C]0.318227[/C][C]2.465[/C][C]0.008291[/C][/ROW]
[ROW][C]6[/C][C]0.15323[/C][C]1.1869[/C][C]0.11997[/C][/ROW]
[ROW][C]7[/C][C]0.128436[/C][C]0.9949[/C][C]0.1619[/C][/ROW]
[ROW][C]8[/C][C]-0.156189[/C][C]-1.2098[/C][C]0.115544[/C][/ROW]
[ROW][C]9[/C][C]-0.12208[/C][C]-0.9456[/C][C]0.174065[/C][/ROW]
[ROW][C]10[/C][C]-0.494008[/C][C]-3.8266[/C][C]0.000156[/C][/ROW]
[ROW][C]11[/C][C]0.015777[/C][C]0.1222[/C][C]0.45157[/C][/ROW]
[ROW][C]12[/C][C]0.411537[/C][C]3.1878[/C][C]0.001139[/C][/ROW]
[ROW][C]13[/C][C]-0.077934[/C][C]-0.6037[/C][C]0.274167[/C][/ROW]
[ROW][C]14[/C][C]-0.175058[/C][C]-1.356[/C][C]0.090091[/C][/ROW]
[ROW][C]15[/C][C]-0.108977[/C][C]-0.8441[/C][C]0.200974[/C][/ROW]
[ROW][C]16[/C][C]0.191191[/C][C]1.481[/C][C]0.071925[/C][/ROW]
[ROW][C]17[/C][C]-0.000164[/C][C]-0.0013[/C][C]0.499497[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61218&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61218&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	0.254372	1.9704	0.026708
2	-0.06374	-0.4937	0.31165
3	0.172282	1.3345	0.093543
4	-0.027591	-0.2137	0.415746
5	0.318227	2.465	0.008291
6	0.15323	1.1869	0.11997
7	0.128436	0.9949	0.1619
8	-0.156189	-1.2098	0.115544
9	-0.12208	-0.9456	0.174065
10	-0.494008	-3.8266	0.000156
11	0.015777	0.1222	0.45157
12	0.411537	3.1878	0.001139
13	-0.077934	-0.6037	0.274167
14	-0.175058	-1.356	0.090091
15	-0.108977	-0.8441	0.200974
16	0.191191	1.481	0.071925
17	-0.000164	-0.0013	0.499497

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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