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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 24 Dec 2008 07:09:34 -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/24/t1230127794ebwd208zejmk4d0.htm/, Retrieved Fri, 17 May 2024 22:29:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36578, Retrieved Fri, 17 May 2024 22:29:49 +0000

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No (this computation is public)

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Estimated Impact

174

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

-     [(Partial) Autocorrelation Function] [autocorrelatie: e...] [2007-12-15 09:28:58] [707a919fab5d6f3020ea3c395672cd86]
- R PD    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 14:09:34] [d41d8cd98f00b204e9800998ecf8427e] [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	'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36578&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36578&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36578&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.518032	-3.5515	0.000442
2	0.168481	1.155	0.126954
3	-0.225487	-1.5459	0.064423
4	0.117003	0.8021	0.213257
5	-0.059718	-0.4094	0.342052
6	0.168675	1.1564	0.126685
7	-0.178561	-1.2242	0.113498
8	-0.087306	-0.5985	0.276178
9	0.330316	2.2645	0.014097
10	-0.272508	-1.8682	0.033986
11	0.272116	1.8655	0.034178
12	-0.380643	-2.6096	0.006061
13	0.097807	0.6705	0.252901
14	0.028836	0.1977	0.422069
15	0.082078	0.5627	0.288158
16	-0.110228	-0.7557	0.226804
17	0.123882	0.8493	0.200012

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.518032 & -3.5515 & 0.000442 \tabularnewline
2 & 0.168481 & 1.155 & 0.126954 \tabularnewline
3 & -0.225487 & -1.5459 & 0.064423 \tabularnewline
4 & 0.117003 & 0.8021 & 0.213257 \tabularnewline
5 & -0.059718 & -0.4094 & 0.342052 \tabularnewline
6 & 0.168675 & 1.1564 & 0.126685 \tabularnewline
7 & -0.178561 & -1.2242 & 0.113498 \tabularnewline
8 & -0.087306 & -0.5985 & 0.276178 \tabularnewline
9 & 0.330316 & 2.2645 & 0.014097 \tabularnewline
10 & -0.272508 & -1.8682 & 0.033986 \tabularnewline
11 & 0.272116 & 1.8655 & 0.034178 \tabularnewline
12 & -0.380643 & -2.6096 & 0.006061 \tabularnewline
13 & 0.097807 & 0.6705 & 0.252901 \tabularnewline
14 & 0.028836 & 0.1977 & 0.422069 \tabularnewline
15 & 0.082078 & 0.5627 & 0.288158 \tabularnewline
16 & -0.110228 & -0.7557 & 0.226804 \tabularnewline
17 & 0.123882 & 0.8493 & 0.200012 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36578&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]-0.518032[/C][C]-3.5515[/C][C]0.000442[/C][/ROW]
[ROW][C]2[/C][C]0.168481[/C][C]1.155[/C][C]0.126954[/C][/ROW]
[ROW][C]3[/C][C]-0.225487[/C][C]-1.5459[/C][C]0.064423[/C][/ROW]
[ROW][C]4[/C][C]0.117003[/C][C]0.8021[/C][C]0.213257[/C][/ROW]
[ROW][C]5[/C][C]-0.059718[/C][C]-0.4094[/C][C]0.342052[/C][/ROW]
[ROW][C]6[/C][C]0.168675[/C][C]1.1564[/C][C]0.126685[/C][/ROW]
[ROW][C]7[/C][C]-0.178561[/C][C]-1.2242[/C][C]0.113498[/C][/ROW]
[ROW][C]8[/C][C]-0.087306[/C][C]-0.5985[/C][C]0.276178[/C][/ROW]
[ROW][C]9[/C][C]0.330316[/C][C]2.2645[/C][C]0.014097[/C][/ROW]
[ROW][C]10[/C][C]-0.272508[/C][C]-1.8682[/C][C]0.033986[/C][/ROW]
[ROW][C]11[/C][C]0.272116[/C][C]1.8655[/C][C]0.034178[/C][/ROW]
[ROW][C]12[/C][C]-0.380643[/C][C]-2.6096[/C][C]0.006061[/C][/ROW]
[ROW][C]13[/C][C]0.097807[/C][C]0.6705[/C][C]0.252901[/C][/ROW]
[ROW][C]14[/C][C]0.028836[/C][C]0.1977[/C][C]0.422069[/C][/ROW]
[ROW][C]15[/C][C]0.082078[/C][C]0.5627[/C][C]0.288158[/C][/ROW]
[ROW][C]16[/C][C]-0.110228[/C][C]-0.7557[/C][C]0.226804[/C][/ROW]
[ROW][C]17[/C][C]0.123882[/C][C]0.8493[/C][C]0.200012[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36578&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36578&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	-0.518032	-3.5515	0.000442
2	0.168481	1.155	0.126954
3	-0.225487	-1.5459	0.064423
4	0.117003	0.8021	0.213257
5	-0.059718	-0.4094	0.342052
6	0.168675	1.1564	0.126685
7	-0.178561	-1.2242	0.113498
8	-0.087306	-0.5985	0.276178
9	0.330316	2.2645	0.014097
10	-0.272508	-1.8682	0.033986
11	0.272116	1.8655	0.034178
12	-0.380643	-2.6096	0.006061
13	0.097807	0.6705	0.252901
14	0.028836	0.1977	0.422069
15	0.082078	0.5627	0.288158
16	-0.110228	-0.7557	0.226804
17	0.123882	0.8493	0.200012

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.518032	-3.5515	0.000442
2	-0.13651	-0.9359	0.177064
3	-0.274385	-1.8811	0.033082
4	-0.174895	-1.199	0.118265
5	-0.133175	-0.913	0.182951
6	0.083041	0.5693	0.285931
7	-0.056875	-0.3899	0.349181
8	-0.315899	-2.1657	0.017721
9	0.263521	1.8066	0.038614
10	-0.03192	-0.2188	0.413863
11	0.150405	1.0311	0.153879
12	-0.192701	-1.3211	0.096433
13	-0.31303	-2.146	0.018533
14	-0.01731	-0.1187	0.453021
15	-0.25098	-1.7206	0.045948
16	-0.12768	-0.8753	0.192924
17	0.055278	0.379	0.35321

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.518032 & -3.5515 & 0.000442 \tabularnewline
2 & -0.13651 & -0.9359 & 0.177064 \tabularnewline
3 & -0.274385 & -1.8811 & 0.033082 \tabularnewline
4 & -0.174895 & -1.199 & 0.118265 \tabularnewline
5 & -0.133175 & -0.913 & 0.182951 \tabularnewline
6 & 0.083041 & 0.5693 & 0.285931 \tabularnewline
7 & -0.056875 & -0.3899 & 0.349181 \tabularnewline
8 & -0.315899 & -2.1657 & 0.017721 \tabularnewline
9 & 0.263521 & 1.8066 & 0.038614 \tabularnewline
10 & -0.03192 & -0.2188 & 0.413863 \tabularnewline
11 & 0.150405 & 1.0311 & 0.153879 \tabularnewline
12 & -0.192701 & -1.3211 & 0.096433 \tabularnewline
13 & -0.31303 & -2.146 & 0.018533 \tabularnewline
14 & -0.01731 & -0.1187 & 0.453021 \tabularnewline
15 & -0.25098 & -1.7206 & 0.045948 \tabularnewline
16 & -0.12768 & -0.8753 & 0.192924 \tabularnewline
17 & 0.055278 & 0.379 & 0.35321 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36578&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]-0.518032[/C][C]-3.5515[/C][C]0.000442[/C][/ROW]
[ROW][C]2[/C][C]-0.13651[/C][C]-0.9359[/C][C]0.177064[/C][/ROW]
[ROW][C]3[/C][C]-0.274385[/C][C]-1.8811[/C][C]0.033082[/C][/ROW]
[ROW][C]4[/C][C]-0.174895[/C][C]-1.199[/C][C]0.118265[/C][/ROW]
[ROW][C]5[/C][C]-0.133175[/C][C]-0.913[/C][C]0.182951[/C][/ROW]
[ROW][C]6[/C][C]0.083041[/C][C]0.5693[/C][C]0.285931[/C][/ROW]
[ROW][C]7[/C][C]-0.056875[/C][C]-0.3899[/C][C]0.349181[/C][/ROW]
[ROW][C]8[/C][C]-0.315899[/C][C]-2.1657[/C][C]0.017721[/C][/ROW]
[ROW][C]9[/C][C]0.263521[/C][C]1.8066[/C][C]0.038614[/C][/ROW]
[ROW][C]10[/C][C]-0.03192[/C][C]-0.2188[/C][C]0.413863[/C][/ROW]
[ROW][C]11[/C][C]0.150405[/C][C]1.0311[/C][C]0.153879[/C][/ROW]
[ROW][C]12[/C][C]-0.192701[/C][C]-1.3211[/C][C]0.096433[/C][/ROW]
[ROW][C]13[/C][C]-0.31303[/C][C]-2.146[/C][C]0.018533[/C][/ROW]
[ROW][C]14[/C][C]-0.01731[/C][C]-0.1187[/C][C]0.453021[/C][/ROW]
[ROW][C]15[/C][C]-0.25098[/C][C]-1.7206[/C][C]0.045948[/C][/ROW]
[ROW][C]16[/C][C]-0.12768[/C][C]-0.8753[/C][C]0.192924[/C][/ROW]
[ROW][C]17[/C][C]0.055278[/C][C]0.379[/C][C]0.35321[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36578&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36578&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	-0.518032	-3.5515	0.000442
2	-0.13651	-0.9359	0.177064
3	-0.274385	-1.8811	0.033082
4	-0.174895	-1.199	0.118265
5	-0.133175	-0.913	0.182951
6	0.083041	0.5693	0.285931
7	-0.056875	-0.3899	0.349181
8	-0.315899	-2.1657	0.017721
9	0.263521	1.8066	0.038614
10	-0.03192	-0.2188	0.413863
11	0.150405	1.0311	0.153879
12	-0.192701	-1.3211	0.096433
13	-0.31303	-2.146	0.018533
14	-0.01731	-0.1187	0.453021
15	-0.25098	-1.7206	0.045948
16	-0.12768	-0.8753	0.192924
17	0.055278	0.379	0.35321

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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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