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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 04 Dec 2007 06:08:51 -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/2007/Dec/04/t1196772981rym6an8oh3250if.htm/, Retrieved Thu, 02 May 2024 05:55:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2373, Retrieved Thu, 02 May 2024 05:55:47 +0000

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No (this computation is public)

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Estimated Impact

222

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

-       [(Partial) Autocorrelation Function] [] [2007-12-04 13:08:51] [67794d83edd3193bd9ea9816803ddb96] [Current]

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Summary of compuational 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 compuational 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=2373&T=0

[TABLE]
[ROW][C]Summary of compuational 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=2373&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2373&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 compuational 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
0	1	7.746	0
1	0.21002	1.6268	0.054509
2	0.238145	1.8447	0.035012
3	-0.08852	-0.6857	0.752221
4	-0.130523	-1.011	0.841968
5	-0.160995	-1.2471	0.891389
6	0.000849	0.0066	0.497387
7	0.274622	2.1272	0.018761
8	0.269815	2.09	0.020433
9	0.320806	2.485	0.007882
10	0.147527	1.1427	0.128843
11	0.063214	0.4897	0.313082
12	-0.367312	-2.8452	0.996968
13	-0.02902	-0.2248	0.588545
14	-0.098741	-0.7648	0.776319
15	-0.022412	-0.1736	0.568617
16	0.116818	0.9049	0.184577

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.21002 & 1.6268 & 0.054509 \tabularnewline
2 & 0.238145 & 1.8447 & 0.035012 \tabularnewline
3 & -0.08852 & -0.6857 & 0.752221 \tabularnewline
4 & -0.130523 & -1.011 & 0.841968 \tabularnewline
5 & -0.160995 & -1.2471 & 0.891389 \tabularnewline
6 & 0.000849 & 0.0066 & 0.497387 \tabularnewline
7 & 0.274622 & 2.1272 & 0.018761 \tabularnewline
8 & 0.269815 & 2.09 & 0.020433 \tabularnewline
9 & 0.320806 & 2.485 & 0.007882 \tabularnewline
10 & 0.147527 & 1.1427 & 0.128843 \tabularnewline
11 & 0.063214 & 0.4897 & 0.313082 \tabularnewline
12 & -0.367312 & -2.8452 & 0.996968 \tabularnewline
13 & -0.02902 & -0.2248 & 0.588545 \tabularnewline
14 & -0.098741 & -0.7648 & 0.776319 \tabularnewline
15 & -0.022412 & -0.1736 & 0.568617 \tabularnewline
16 & 0.116818 & 0.9049 & 0.184577 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2373&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]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.21002[/C][C]1.6268[/C][C]0.054509[/C][/ROW]
[ROW][C]2[/C][C]0.238145[/C][C]1.8447[/C][C]0.035012[/C][/ROW]
[ROW][C]3[/C][C]-0.08852[/C][C]-0.6857[/C][C]0.752221[/C][/ROW]
[ROW][C]4[/C][C]-0.130523[/C][C]-1.011[/C][C]0.841968[/C][/ROW]
[ROW][C]5[/C][C]-0.160995[/C][C]-1.2471[/C][C]0.891389[/C][/ROW]
[ROW][C]6[/C][C]0.000849[/C][C]0.0066[/C][C]0.497387[/C][/ROW]
[ROW][C]7[/C][C]0.274622[/C][C]2.1272[/C][C]0.018761[/C][/ROW]
[ROW][C]8[/C][C]0.269815[/C][C]2.09[/C][C]0.020433[/C][/ROW]
[ROW][C]9[/C][C]0.320806[/C][C]2.485[/C][C]0.007882[/C][/ROW]
[ROW][C]10[/C][C]0.147527[/C][C]1.1427[/C][C]0.128843[/C][/ROW]
[ROW][C]11[/C][C]0.063214[/C][C]0.4897[/C][C]0.313082[/C][/ROW]
[ROW][C]12[/C][C]-0.367312[/C][C]-2.8452[/C][C]0.996968[/C][/ROW]
[ROW][C]13[/C][C]-0.02902[/C][C]-0.2248[/C][C]0.588545[/C][/ROW]
[ROW][C]14[/C][C]-0.098741[/C][C]-0.7648[/C][C]0.776319[/C][/ROW]
[ROW][C]15[/C][C]-0.022412[/C][C]-0.1736[/C][C]0.568617[/C][/ROW]
[ROW][C]16[/C][C]0.116818[/C][C]0.9049[/C][C]0.184577[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2373&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2373&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
0	1	7.746	0
1	0.21002	1.6268	0.054509
2	0.238145	1.8447	0.035012
3	-0.08852	-0.6857	0.752221
4	-0.130523	-1.011	0.841968
5	-0.160995	-1.2471	0.891389
6	0.000849	0.0066	0.497387
7	0.274622	2.1272	0.018761
8	0.269815	2.09	0.020433
9	0.320806	2.485	0.007882
10	0.147527	1.1427	0.128843
11	0.063214	0.4897	0.313082
12	-0.367312	-2.8452	0.996968
13	-0.02902	-0.2248	0.588545
14	-0.098741	-0.7648	0.776319
15	-0.022412	-0.1736	0.568617
16	0.116818	0.9049	0.184577

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.21002	1.6268	0.054509
1	0.20299	1.5724	0.060564
2	-0.186595	-1.4454	0.92322
3	-0.145766	-1.1291	0.868324
4	-0.053214	-0.4122	0.659166
5	0.107994	0.8365	0.203092
6	0.33043	2.5595	0.00651
7	0.141683	1.0975	0.13841
8	0.101747	0.7881	0.216863
9	0.022912	0.1775	0.429866
10	0.042632	0.3302	0.371191
11	-0.362676	-2.8093	0.996653
12	0.163736	1.2683	0.104796
13	0.080881	0.6265	0.26668
14	-0.241693	-1.8721	0.966969
15	-0.036663	-0.284	0.611303
16	0.042198	0.3269	0.372453

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.21002 & 1.6268 & 0.054509 \tabularnewline
1 & 0.20299 & 1.5724 & 0.060564 \tabularnewline
2 & -0.186595 & -1.4454 & 0.92322 \tabularnewline
3 & -0.145766 & -1.1291 & 0.868324 \tabularnewline
4 & -0.053214 & -0.4122 & 0.659166 \tabularnewline
5 & 0.107994 & 0.8365 & 0.203092 \tabularnewline
6 & 0.33043 & 2.5595 & 0.00651 \tabularnewline
7 & 0.141683 & 1.0975 & 0.13841 \tabularnewline
8 & 0.101747 & 0.7881 & 0.216863 \tabularnewline
9 & 0.022912 & 0.1775 & 0.429866 \tabularnewline
10 & 0.042632 & 0.3302 & 0.371191 \tabularnewline
11 & -0.362676 & -2.8093 & 0.996653 \tabularnewline
12 & 0.163736 & 1.2683 & 0.104796 \tabularnewline
13 & 0.080881 & 0.6265 & 0.26668 \tabularnewline
14 & -0.241693 & -1.8721 & 0.966969 \tabularnewline
15 & -0.036663 & -0.284 & 0.611303 \tabularnewline
16 & 0.042198 & 0.3269 & 0.372453 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2373&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]0[/C][C]0.21002[/C][C]1.6268[/C][C]0.054509[/C][/ROW]
[ROW][C]1[/C][C]0.20299[/C][C]1.5724[/C][C]0.060564[/C][/ROW]
[ROW][C]2[/C][C]-0.186595[/C][C]-1.4454[/C][C]0.92322[/C][/ROW]
[ROW][C]3[/C][C]-0.145766[/C][C]-1.1291[/C][C]0.868324[/C][/ROW]
[ROW][C]4[/C][C]-0.053214[/C][C]-0.4122[/C][C]0.659166[/C][/ROW]
[ROW][C]5[/C][C]0.107994[/C][C]0.8365[/C][C]0.203092[/C][/ROW]
[ROW][C]6[/C][C]0.33043[/C][C]2.5595[/C][C]0.00651[/C][/ROW]
[ROW][C]7[/C][C]0.141683[/C][C]1.0975[/C][C]0.13841[/C][/ROW]
[ROW][C]8[/C][C]0.101747[/C][C]0.7881[/C][C]0.216863[/C][/ROW]
[ROW][C]9[/C][C]0.022912[/C][C]0.1775[/C][C]0.429866[/C][/ROW]
[ROW][C]10[/C][C]0.042632[/C][C]0.3302[/C][C]0.371191[/C][/ROW]
[ROW][C]11[/C][C]-0.362676[/C][C]-2.8093[/C][C]0.996653[/C][/ROW]
[ROW][C]12[/C][C]0.163736[/C][C]1.2683[/C][C]0.104796[/C][/ROW]
[ROW][C]13[/C][C]0.080881[/C][C]0.6265[/C][C]0.26668[/C][/ROW]
[ROW][C]14[/C][C]-0.241693[/C][C]-1.8721[/C][C]0.966969[/C][/ROW]
[ROW][C]15[/C][C]-0.036663[/C][C]-0.284[/C][C]0.611303[/C][/ROW]
[ROW][C]16[/C][C]0.042198[/C][C]0.3269[/C][C]0.372453[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2373&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2373&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
0	0.21002	1.6268	0.054509
1	0.20299	1.5724	0.060564
2	-0.186595	-1.4454	0.92322
3	-0.145766	-1.1291	0.868324
4	-0.053214	-0.4122	0.659166
5	0.107994	0.8365	0.203092
6	0.33043	2.5595	0.00651
7	0.141683	1.0975	0.13841
8	0.101747	0.7881	0.216863
9	0.022912	0.1775	0.429866
10	0.042632	0.3302	0.371191
11	-0.362676	-2.8093	0.996653
12	0.163736	1.2683	0.104796
13	0.080881	0.6265	0.26668
14	-0.241693	-1.8721	0.966969
15	-0.036663	-0.284	0.611303
16	0.042198	0.3269	0.372453

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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

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Dataset

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