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Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 05 Dec 2007 15:30:16 -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/05/t1196893162on5qlfaw7yby62o.htm/, Retrieved Thu, 02 May 2024 13:59:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2536, Retrieved Thu, 02 May 2024 13:59:26 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

d=1 en D=0 s0650532

Estimated Impact

248

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

-       [(Partial) Autocorrelation Function] [prijs bakmeel acf...] [2007-12-05 22:30:16] [246ad84e93fbdd1336f5cbee368cde93] [Current]

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Histogram

Boxplots

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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=2536&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=2536&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2536&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	8.4261	0
1	-0.237896	-2.0046	0.975587
2	-0.125555	-1.0579	0.853167
3	0.324345	2.733	0.003958
4	-0.129082	-1.0877	0.859789
5	-0.182351	-1.5365	0.935572
6	-0.01375	-0.1159	0.545954
7	0.039162	0.33	0.371191
8	-0.073536	-0.6196	0.731257
9	0.038805	0.327	0.372324
10	-0.073893	-0.6226	0.732241
11	-0.077242	-0.6508	0.741378
12	-0.017991	-0.1516	0.560031
13	-0.130689	-1.1012	0.862737
14	-0.071438	-0.6019	0.725437
15	0.153423	1.2928	0.100142
16	-0.012366	-0.1042	0.541346
17	0.043716	0.3684	0.356853

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4261 & 0 \tabularnewline
1 & -0.237896 & -2.0046 & 0.975587 \tabularnewline
2 & -0.125555 & -1.0579 & 0.853167 \tabularnewline
3 & 0.324345 & 2.733 & 0.003958 \tabularnewline
4 & -0.129082 & -1.0877 & 0.859789 \tabularnewline
5 & -0.182351 & -1.5365 & 0.935572 \tabularnewline
6 & -0.01375 & -0.1159 & 0.545954 \tabularnewline
7 & 0.039162 & 0.33 & 0.371191 \tabularnewline
8 & -0.073536 & -0.6196 & 0.731257 \tabularnewline
9 & 0.038805 & 0.327 & 0.372324 \tabularnewline
10 & -0.073893 & -0.6226 & 0.732241 \tabularnewline
11 & -0.077242 & -0.6508 & 0.741378 \tabularnewline
12 & -0.017991 & -0.1516 & 0.560031 \tabularnewline
13 & -0.130689 & -1.1012 & 0.862737 \tabularnewline
14 & -0.071438 & -0.6019 & 0.725437 \tabularnewline
15 & 0.153423 & 1.2928 & 0.100142 \tabularnewline
16 & -0.012366 & -0.1042 & 0.541346 \tabularnewline
17 & 0.043716 & 0.3684 & 0.356853 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2536&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]8.4261[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.237896[/C][C]-2.0046[/C][C]0.975587[/C][/ROW]
[ROW][C]2[/C][C]-0.125555[/C][C]-1.0579[/C][C]0.853167[/C][/ROW]
[ROW][C]3[/C][C]0.324345[/C][C]2.733[/C][C]0.003958[/C][/ROW]
[ROW][C]4[/C][C]-0.129082[/C][C]-1.0877[/C][C]0.859789[/C][/ROW]
[ROW][C]5[/C][C]-0.182351[/C][C]-1.5365[/C][C]0.935572[/C][/ROW]
[ROW][C]6[/C][C]-0.01375[/C][C]-0.1159[/C][C]0.545954[/C][/ROW]
[ROW][C]7[/C][C]0.039162[/C][C]0.33[/C][C]0.371191[/C][/ROW]
[ROW][C]8[/C][C]-0.073536[/C][C]-0.6196[/C][C]0.731257[/C][/ROW]
[ROW][C]9[/C][C]0.038805[/C][C]0.327[/C][C]0.372324[/C][/ROW]
[ROW][C]10[/C][C]-0.073893[/C][C]-0.6226[/C][C]0.732241[/C][/ROW]
[ROW][C]11[/C][C]-0.077242[/C][C]-0.6508[/C][C]0.741378[/C][/ROW]
[ROW][C]12[/C][C]-0.017991[/C][C]-0.1516[/C][C]0.560031[/C][/ROW]
[ROW][C]13[/C][C]-0.130689[/C][C]-1.1012[/C][C]0.862737[/C][/ROW]
[ROW][C]14[/C][C]-0.071438[/C][C]-0.6019[/C][C]0.725437[/C][/ROW]
[ROW][C]15[/C][C]0.153423[/C][C]1.2928[/C][C]0.100142[/C][/ROW]
[ROW][C]16[/C][C]-0.012366[/C][C]-0.1042[/C][C]0.541346[/C][/ROW]
[ROW][C]17[/C][C]0.043716[/C][C]0.3684[/C][C]0.356853[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2536&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2536&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	8.4261	0
1	-0.237896	-2.0046	0.975587
2	-0.125555	-1.0579	0.853167
3	0.324345	2.733	0.003958
4	-0.129082	-1.0877	0.859789
5	-0.182351	-1.5365	0.935572
6	-0.01375	-0.1159	0.545954
7	0.039162	0.33	0.371191
8	-0.073536	-0.6196	0.731257
9	0.038805	0.327	0.372324
10	-0.073893	-0.6226	0.732241
11	-0.077242	-0.6508	0.741378
12	-0.017991	-0.1516	0.560031
13	-0.130689	-1.1012	0.862737
14	-0.071438	-0.6019	0.725437
15	0.153423	1.2928	0.100142
16	-0.012366	-0.1042	0.541346
17	0.043716	0.3684	0.356853

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.237896	-2.0046	0.975587
1	-0.193077	-1.6269	0.945905
2	0.267306	2.2524	0.013696
3	-0.005796	-0.0488	0.519407
4	-0.168237	-1.4176	0.919657
5	-0.232944	-1.9628	0.973207
6	-0.00509	-0.0429	0.517044
7	0.032323	0.2724	0.393067
8	0.088824	0.7484	0.228333
9	-0.172509	-1.4536	0.924766
10	-0.213755	-1.8011	0.962036
11	-0.168174	-1.4171	0.919581
12	-0.132319	-1.1149	0.865682
13	-0.133556	-1.1254	0.867888
14	0.072671	0.6123	0.271134
15	0.00663	0.0559	0.477804
16	0.036895	0.3109	0.378401
17	-0.075583	-0.6369	0.736872

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.237896 & -2.0046 & 0.975587 \tabularnewline
1 & -0.193077 & -1.6269 & 0.945905 \tabularnewline
2 & 0.267306 & 2.2524 & 0.013696 \tabularnewline
3 & -0.005796 & -0.0488 & 0.519407 \tabularnewline
4 & -0.168237 & -1.4176 & 0.919657 \tabularnewline
5 & -0.232944 & -1.9628 & 0.973207 \tabularnewline
6 & -0.00509 & -0.0429 & 0.517044 \tabularnewline
7 & 0.032323 & 0.2724 & 0.393067 \tabularnewline
8 & 0.088824 & 0.7484 & 0.228333 \tabularnewline
9 & -0.172509 & -1.4536 & 0.924766 \tabularnewline
10 & -0.213755 & -1.8011 & 0.962036 \tabularnewline
11 & -0.168174 & -1.4171 & 0.919581 \tabularnewline
12 & -0.132319 & -1.1149 & 0.865682 \tabularnewline
13 & -0.133556 & -1.1254 & 0.867888 \tabularnewline
14 & 0.072671 & 0.6123 & 0.271134 \tabularnewline
15 & 0.00663 & 0.0559 & 0.477804 \tabularnewline
16 & 0.036895 & 0.3109 & 0.378401 \tabularnewline
17 & -0.075583 & -0.6369 & 0.736872 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2536&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]-0.237896[/C][C]-2.0046[/C][C]0.975587[/C][/ROW]
[ROW][C]1[/C][C]-0.193077[/C][C]-1.6269[/C][C]0.945905[/C][/ROW]
[ROW][C]2[/C][C]0.267306[/C][C]2.2524[/C][C]0.013696[/C][/ROW]
[ROW][C]3[/C][C]-0.005796[/C][C]-0.0488[/C][C]0.519407[/C][/ROW]
[ROW][C]4[/C][C]-0.168237[/C][C]-1.4176[/C][C]0.919657[/C][/ROW]
[ROW][C]5[/C][C]-0.232944[/C][C]-1.9628[/C][C]0.973207[/C][/ROW]
[ROW][C]6[/C][C]-0.00509[/C][C]-0.0429[/C][C]0.517044[/C][/ROW]
[ROW][C]7[/C][C]0.032323[/C][C]0.2724[/C][C]0.393067[/C][/ROW]
[ROW][C]8[/C][C]0.088824[/C][C]0.7484[/C][C]0.228333[/C][/ROW]
[ROW][C]9[/C][C]-0.172509[/C][C]-1.4536[/C][C]0.924766[/C][/ROW]
[ROW][C]10[/C][C]-0.213755[/C][C]-1.8011[/C][C]0.962036[/C][/ROW]
[ROW][C]11[/C][C]-0.168174[/C][C]-1.4171[/C][C]0.919581[/C][/ROW]
[ROW][C]12[/C][C]-0.132319[/C][C]-1.1149[/C][C]0.865682[/C][/ROW]
[ROW][C]13[/C][C]-0.133556[/C][C]-1.1254[/C][C]0.867888[/C][/ROW]
[ROW][C]14[/C][C]0.072671[/C][C]0.6123[/C][C]0.271134[/C][/ROW]
[ROW][C]15[/C][C]0.00663[/C][C]0.0559[/C][C]0.477804[/C][/ROW]
[ROW][C]16[/C][C]0.036895[/C][C]0.3109[/C][C]0.378401[/C][/ROW]
[ROW][C]17[/C][C]-0.075583[/C][C]-0.6369[/C][C]0.736872[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2536&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2536&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	-0.237896	-2.0046	0.975587
1	-0.193077	-1.6269	0.945905
2	0.267306	2.2524	0.013696
3	-0.005796	-0.0488	0.519407
4	-0.168237	-1.4176	0.919657
5	-0.232944	-1.9628	0.973207
6	-0.00509	-0.0429	0.517044
7	0.032323	0.2724	0.393067
8	0.088824	0.7484	0.228333
9	-0.172509	-1.4536	0.924766
10	-0.213755	-1.8011	0.962036
11	-0.168174	-1.4171	0.919581
12	-0.132319	-1.1149	0.865682
13	-0.133556	-1.1254	0.867888
14	0.072671	0.6123	0.271134
15	0.00663	0.0559	0.477804
16	0.036895	0.3109	0.378401
17	-0.075583	-0.6369	0.736872

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code