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*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 06:42:05 -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/2008/Dec/06/t122857097469eqy6nf8vamykw.htm/, Retrieved Sat, 18 May 2024 22:55:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29594, Retrieved Sat, 18 May 2024 22:55:13 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

192

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

-     [(Partial) Autocorrelation Function] [energie_Q2] [2007-11-27 10:15:50] [75d515ccfbd49ab2c9a93737926697f5]
- R  D    [(Partial) Autocorrelation Function] [Partiele autocorr...] [2008-12-06 13:42:05] [6912578025c824de531bc660dd61b996] [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=29594&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=29594&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29594&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	0.907971	7.0915	0
2	0.799674	6.2457	0
3	0.695081	5.4288	1e-06
4	0.591218	4.6176	1e-05
5	0.488489	3.8152	0.00016
6	0.392447	3.0651	0.00162
7	0.298484	2.3312	0.011531
8	0.208764	1.6305	0.054074
9	0.12119	0.9465	0.173808
10	0.056852	0.444	0.329298
11	0.022798	0.1781	0.429632
12	0.010514	0.0821	0.467411
13	0.009967	0.0778	0.469103
14	0.01677	0.131	0.448113
15	0.034055	0.266	0.395576
16	0.070119	0.5476	0.292966
17	0.10067	0.7863	0.217379

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907971 & 7.0915 & 0 \tabularnewline
2 & 0.799674 & 6.2457 & 0 \tabularnewline
3 & 0.695081 & 5.4288 & 1e-06 \tabularnewline
4 & 0.591218 & 4.6176 & 1e-05 \tabularnewline
5 & 0.488489 & 3.8152 & 0.00016 \tabularnewline
6 & 0.392447 & 3.0651 & 0.00162 \tabularnewline
7 & 0.298484 & 2.3312 & 0.011531 \tabularnewline
8 & 0.208764 & 1.6305 & 0.054074 \tabularnewline
9 & 0.12119 & 0.9465 & 0.173808 \tabularnewline
10 & 0.056852 & 0.444 & 0.329298 \tabularnewline
11 & 0.022798 & 0.1781 & 0.429632 \tabularnewline
12 & 0.010514 & 0.0821 & 0.467411 \tabularnewline
13 & 0.009967 & 0.0778 & 0.469103 \tabularnewline
14 & 0.01677 & 0.131 & 0.448113 \tabularnewline
15 & 0.034055 & 0.266 & 0.395576 \tabularnewline
16 & 0.070119 & 0.5476 & 0.292966 \tabularnewline
17 & 0.10067 & 0.7863 & 0.217379 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29594&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]0.907971[/C][C]7.0915[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.799674[/C][C]6.2457[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.695081[/C][C]5.4288[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.591218[/C][C]4.6176[/C][C]1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.488489[/C][C]3.8152[/C][C]0.00016[/C][/ROW]
[ROW][C]6[/C][C]0.392447[/C][C]3.0651[/C][C]0.00162[/C][/ROW]
[ROW][C]7[/C][C]0.298484[/C][C]2.3312[/C][C]0.011531[/C][/ROW]
[ROW][C]8[/C][C]0.208764[/C][C]1.6305[/C][C]0.054074[/C][/ROW]
[ROW][C]9[/C][C]0.12119[/C][C]0.9465[/C][C]0.173808[/C][/ROW]
[ROW][C]10[/C][C]0.056852[/C][C]0.444[/C][C]0.329298[/C][/ROW]
[ROW][C]11[/C][C]0.022798[/C][C]0.1781[/C][C]0.429632[/C][/ROW]
[ROW][C]12[/C][C]0.010514[/C][C]0.0821[/C][C]0.467411[/C][/ROW]
[ROW][C]13[/C][C]0.009967[/C][C]0.0778[/C][C]0.469103[/C][/ROW]
[ROW][C]14[/C][C]0.01677[/C][C]0.131[/C][C]0.448113[/C][/ROW]
[ROW][C]15[/C][C]0.034055[/C][C]0.266[/C][C]0.395576[/C][/ROW]
[ROW][C]16[/C][C]0.070119[/C][C]0.5476[/C][C]0.292966[/C][/ROW]
[ROW][C]17[/C][C]0.10067[/C][C]0.7863[/C][C]0.217379[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29594&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29594&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	0.907971	7.0915	0
2	0.799674	6.2457	0
3	0.695081	5.4288	1e-06
4	0.591218	4.6176	1e-05
5	0.488489	3.8152	0.00016
6	0.392447	3.0651	0.00162
7	0.298484	2.3312	0.011531
8	0.208764	1.6305	0.054074
9	0.12119	0.9465	0.173808
10	0.056852	0.444	0.329298
11	0.022798	0.1781	0.429632
12	0.010514	0.0821	0.467411
13	0.009967	0.0778	0.469103
14	0.01677	0.131	0.448113
15	0.034055	0.266	0.395576
16	0.070119	0.5476	0.292966
17	0.10067	0.7863	0.217379

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.907971	7.0915	0
2	-0.140887	-1.1004	0.13775
3	-0.031226	-0.2439	0.40407
4	-0.061677	-0.4817	0.315867
5	-0.058477	-0.4567	0.324746
6	-0.030901	-0.2413	0.405049
7	-0.063133	-0.4931	0.311862
8	-0.047599	-0.3718	0.35568
9	-0.065973	-0.5153	0.304114
10	0.058071	0.4536	0.325881
11	0.092056	0.719	0.23745
12	0.060403	0.4718	0.319389
13	0.024817	0.1938	0.423479
14	0.011079	0.0865	0.465664
15	0.043987	0.3436	0.366182
16	0.100229	0.7828	0.218383
17	-0.035293	-0.2756	0.391875

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907971 & 7.0915 & 0 \tabularnewline
2 & -0.140887 & -1.1004 & 0.13775 \tabularnewline
3 & -0.031226 & -0.2439 & 0.40407 \tabularnewline
4 & -0.061677 & -0.4817 & 0.315867 \tabularnewline
5 & -0.058477 & -0.4567 & 0.324746 \tabularnewline
6 & -0.030901 & -0.2413 & 0.405049 \tabularnewline
7 & -0.063133 & -0.4931 & 0.311862 \tabularnewline
8 & -0.047599 & -0.3718 & 0.35568 \tabularnewline
9 & -0.065973 & -0.5153 & 0.304114 \tabularnewline
10 & 0.058071 & 0.4536 & 0.325881 \tabularnewline
11 & 0.092056 & 0.719 & 0.23745 \tabularnewline
12 & 0.060403 & 0.4718 & 0.319389 \tabularnewline
13 & 0.024817 & 0.1938 & 0.423479 \tabularnewline
14 & 0.011079 & 0.0865 & 0.465664 \tabularnewline
15 & 0.043987 & 0.3436 & 0.366182 \tabularnewline
16 & 0.100229 & 0.7828 & 0.218383 \tabularnewline
17 & -0.035293 & -0.2756 & 0.391875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29594&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]0.907971[/C][C]7.0915[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.140887[/C][C]-1.1004[/C][C]0.13775[/C][/ROW]
[ROW][C]3[/C][C]-0.031226[/C][C]-0.2439[/C][C]0.40407[/C][/ROW]
[ROW][C]4[/C][C]-0.061677[/C][C]-0.4817[/C][C]0.315867[/C][/ROW]
[ROW][C]5[/C][C]-0.058477[/C][C]-0.4567[/C][C]0.324746[/C][/ROW]
[ROW][C]6[/C][C]-0.030901[/C][C]-0.2413[/C][C]0.405049[/C][/ROW]
[ROW][C]7[/C][C]-0.063133[/C][C]-0.4931[/C][C]0.311862[/C][/ROW]
[ROW][C]8[/C][C]-0.047599[/C][C]-0.3718[/C][C]0.35568[/C][/ROW]
[ROW][C]9[/C][C]-0.065973[/C][C]-0.5153[/C][C]0.304114[/C][/ROW]
[ROW][C]10[/C][C]0.058071[/C][C]0.4536[/C][C]0.325881[/C][/ROW]
[ROW][C]11[/C][C]0.092056[/C][C]0.719[/C][C]0.23745[/C][/ROW]
[ROW][C]12[/C][C]0.060403[/C][C]0.4718[/C][C]0.319389[/C][/ROW]
[ROW][C]13[/C][C]0.024817[/C][C]0.1938[/C][C]0.423479[/C][/ROW]
[ROW][C]14[/C][C]0.011079[/C][C]0.0865[/C][C]0.465664[/C][/ROW]
[ROW][C]15[/C][C]0.043987[/C][C]0.3436[/C][C]0.366182[/C][/ROW]
[ROW][C]16[/C][C]0.100229[/C][C]0.7828[/C][C]0.218383[/C][/ROW]
[ROW][C]17[/C][C]-0.035293[/C][C]-0.2756[/C][C]0.391875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29594&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29594&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	0.907971	7.0915	0
2	-0.140887	-1.1004	0.13775
3	-0.031226	-0.2439	0.40407
4	-0.061677	-0.4817	0.315867
5	-0.058477	-0.4567	0.324746
6	-0.030901	-0.2413	0.405049
7	-0.063133	-0.4931	0.311862
8	-0.047599	-0.3718	0.35568
9	-0.065973	-0.5153	0.304114
10	0.058071	0.4536	0.325881
11	0.092056	0.719	0.23745
12	0.060403	0.4718	0.319389
13	0.024817	0.1938	0.423479
14	0.011079	0.0865	0.465664
15	0.043987	0.3436	0.366182
16	0.100229	0.7828	0.218383
17	-0.035293	-0.2756	0.391875

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 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; 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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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code