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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 06 Dec 2007 05:38:11 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/06/t1196944418jbucm99aay1yexb.htm/, Retrieved Fri, 03 May 2024 06:55:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2579, Retrieved Fri, 03 May 2024 06:55:54 +0000

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Estimated Impact

212

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-       [(Partial) Autocorrelation Function] [Workshop4-vraag1] [2007-12-06 12:38:11] [bad81931077d8a4f1668ce1551154583] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2579&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]2 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=2579&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2579&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	9	0
1	0.022072	0.1987	0.421516
2	-0.341903	-3.0771	0.998574
3	-0.133931	-1.2054	0.884216
4	-0.271983	-2.4478	0.991734
5	0.165512	1.4896	0.070105
6	0.325693	2.9312	0.002193
7	0.120805	1.0872	0.140077
8	-0.079845	-0.7186	0.762773
9	-0.160346	-1.4431	0.923577
10	-0.288975	-2.6008	0.994473
11	0.017915	0.1612	0.436154
12	0.540427	4.8638	3e-06
13	0.035295	0.3177	0.37578
14	-0.188138	-1.6932	0.952874
15	-0.038815	-0.3493	0.636127
16	-0.136886	-1.232	0.889238
17	0.024712	0.2224	0.412277
18	0.168111	1.513	0.067086

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9 & 0 \tabularnewline
1 & 0.022072 & 0.1987 & 0.421516 \tabularnewline
2 & -0.341903 & -3.0771 & 0.998574 \tabularnewline
3 & -0.133931 & -1.2054 & 0.884216 \tabularnewline
4 & -0.271983 & -2.4478 & 0.991734 \tabularnewline
5 & 0.165512 & 1.4896 & 0.070105 \tabularnewline
6 & 0.325693 & 2.9312 & 0.002193 \tabularnewline
7 & 0.120805 & 1.0872 & 0.140077 \tabularnewline
8 & -0.079845 & -0.7186 & 0.762773 \tabularnewline
9 & -0.160346 & -1.4431 & 0.923577 \tabularnewline
10 & -0.288975 & -2.6008 & 0.994473 \tabularnewline
11 & 0.017915 & 0.1612 & 0.436154 \tabularnewline
12 & 0.540427 & 4.8638 & 3e-06 \tabularnewline
13 & 0.035295 & 0.3177 & 0.37578 \tabularnewline
14 & -0.188138 & -1.6932 & 0.952874 \tabularnewline
15 & -0.038815 & -0.3493 & 0.636127 \tabularnewline
16 & -0.136886 & -1.232 & 0.889238 \tabularnewline
17 & 0.024712 & 0.2224 & 0.412277 \tabularnewline
18 & 0.168111 & 1.513 & 0.067086 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2579&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]9[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.022072[/C][C]0.1987[/C][C]0.421516[/C][/ROW]
[ROW][C]2[/C][C]-0.341903[/C][C]-3.0771[/C][C]0.998574[/C][/ROW]
[ROW][C]3[/C][C]-0.133931[/C][C]-1.2054[/C][C]0.884216[/C][/ROW]
[ROW][C]4[/C][C]-0.271983[/C][C]-2.4478[/C][C]0.991734[/C][/ROW]
[ROW][C]5[/C][C]0.165512[/C][C]1.4896[/C][C]0.070105[/C][/ROW]
[ROW][C]6[/C][C]0.325693[/C][C]2.9312[/C][C]0.002193[/C][/ROW]
[ROW][C]7[/C][C]0.120805[/C][C]1.0872[/C][C]0.140077[/C][/ROW]
[ROW][C]8[/C][C]-0.079845[/C][C]-0.7186[/C][C]0.762773[/C][/ROW]
[ROW][C]9[/C][C]-0.160346[/C][C]-1.4431[/C][C]0.923577[/C][/ROW]
[ROW][C]10[/C][C]-0.288975[/C][C]-2.6008[/C][C]0.994473[/C][/ROW]
[ROW][C]11[/C][C]0.017915[/C][C]0.1612[/C][C]0.436154[/C][/ROW]
[ROW][C]12[/C][C]0.540427[/C][C]4.8638[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]0.035295[/C][C]0.3177[/C][C]0.37578[/C][/ROW]
[ROW][C]14[/C][C]-0.188138[/C][C]-1.6932[/C][C]0.952874[/C][/ROW]
[ROW][C]15[/C][C]-0.038815[/C][C]-0.3493[/C][C]0.636127[/C][/ROW]
[ROW][C]16[/C][C]-0.136886[/C][C]-1.232[/C][C]0.889238[/C][/ROW]
[ROW][C]17[/C][C]0.024712[/C][C]0.2224[/C][C]0.412277[/C][/ROW]
[ROW][C]18[/C][C]0.168111[/C][C]1.513[/C][C]0.067086[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2579&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2579&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	9	0
1	0.022072	0.1987	0.421516
2	-0.341903	-3.0771	0.998574
3	-0.133931	-1.2054	0.884216
4	-0.271983	-2.4478	0.991734
5	0.165512	1.4896	0.070105
6	0.325693	2.9312	0.002193
7	0.120805	1.0872	0.140077
8	-0.079845	-0.7186	0.762773
9	-0.160346	-1.4431	0.923577
10	-0.288975	-2.6008	0.994473
11	0.017915	0.1612	0.436154
12	0.540427	4.8638	3e-06
13	0.035295	0.3177	0.37578
14	-0.188138	-1.6932	0.952874
15	-0.038815	-0.3493	0.636127
16	-0.136886	-1.232	0.889238
17	0.024712	0.2224	0.412277
18	0.168111	1.513	0.067086

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.022072	0.1987	0.421516
1	-0.342557	-3.083	0.998599
2	-0.131755	-1.1858	0.880415
3	-0.44634	-4.0171	0.999934
4	0.060703	0.5463	0.29317
5	0.05145	0.463	0.322287
6	0.216868	1.9518	0.027208
7	0.022107	0.199	0.421396
8	0.135471	1.2192	0.113145
9	-0.26969	-2.4272	0.991283
10	0.005807	0.0523	0.479223
11	0.339319	3.0539	0.001528
12	-0.05376	-0.4838	0.685099
13	-0.003941	-0.0355	0.514103
14	0.097493	0.8774	0.191421
15	0.206415	1.8577	0.03342
16	-0.088195	-0.7938	0.785171
17	0.004638	0.0417	0.483404
18	-0.131832	-1.1865	0.880552

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.022072 & 0.1987 & 0.421516 \tabularnewline
1 & -0.342557 & -3.083 & 0.998599 \tabularnewline
2 & -0.131755 & -1.1858 & 0.880415 \tabularnewline
3 & -0.44634 & -4.0171 & 0.999934 \tabularnewline
4 & 0.060703 & 0.5463 & 0.29317 \tabularnewline
5 & 0.05145 & 0.463 & 0.322287 \tabularnewline
6 & 0.216868 & 1.9518 & 0.027208 \tabularnewline
7 & 0.022107 & 0.199 & 0.421396 \tabularnewline
8 & 0.135471 & 1.2192 & 0.113145 \tabularnewline
9 & -0.26969 & -2.4272 & 0.991283 \tabularnewline
10 & 0.005807 & 0.0523 & 0.479223 \tabularnewline
11 & 0.339319 & 3.0539 & 0.001528 \tabularnewline
12 & -0.05376 & -0.4838 & 0.685099 \tabularnewline
13 & -0.003941 & -0.0355 & 0.514103 \tabularnewline
14 & 0.097493 & 0.8774 & 0.191421 \tabularnewline
15 & 0.206415 & 1.8577 & 0.03342 \tabularnewline
16 & -0.088195 & -0.7938 & 0.785171 \tabularnewline
17 & 0.004638 & 0.0417 & 0.483404 \tabularnewline
18 & -0.131832 & -1.1865 & 0.880552 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2579&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]0.022072[/C][C]0.1987[/C][C]0.421516[/C][/ROW]
[ROW][C]1[/C][C]-0.342557[/C][C]-3.083[/C][C]0.998599[/C][/ROW]
[ROW][C]2[/C][C]-0.131755[/C][C]-1.1858[/C][C]0.880415[/C][/ROW]
[ROW][C]3[/C][C]-0.44634[/C][C]-4.0171[/C][C]0.999934[/C][/ROW]
[ROW][C]4[/C][C]0.060703[/C][C]0.5463[/C][C]0.29317[/C][/ROW]
[ROW][C]5[/C][C]0.05145[/C][C]0.463[/C][C]0.322287[/C][/ROW]
[ROW][C]6[/C][C]0.216868[/C][C]1.9518[/C][C]0.027208[/C][/ROW]
[ROW][C]7[/C][C]0.022107[/C][C]0.199[/C][C]0.421396[/C][/ROW]
[ROW][C]8[/C][C]0.135471[/C][C]1.2192[/C][C]0.113145[/C][/ROW]
[ROW][C]9[/C][C]-0.26969[/C][C]-2.4272[/C][C]0.991283[/C][/ROW]
[ROW][C]10[/C][C]0.005807[/C][C]0.0523[/C][C]0.479223[/C][/ROW]
[ROW][C]11[/C][C]0.339319[/C][C]3.0539[/C][C]0.001528[/C][/ROW]
[ROW][C]12[/C][C]-0.05376[/C][C]-0.4838[/C][C]0.685099[/C][/ROW]
[ROW][C]13[/C][C]-0.003941[/C][C]-0.0355[/C][C]0.514103[/C][/ROW]
[ROW][C]14[/C][C]0.097493[/C][C]0.8774[/C][C]0.191421[/C][/ROW]
[ROW][C]15[/C][C]0.206415[/C][C]1.8577[/C][C]0.03342[/C][/ROW]
[ROW][C]16[/C][C]-0.088195[/C][C]-0.7938[/C][C]0.785171[/C][/ROW]
[ROW][C]17[/C][C]0.004638[/C][C]0.0417[/C][C]0.483404[/C][/ROW]
[ROW][C]18[/C][C]-0.131832[/C][C]-1.1865[/C][C]0.880552[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2579&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2579&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	0.022072	0.1987	0.421516
1	-0.342557	-3.083	0.998599
2	-0.131755	-1.1858	0.880415
3	-0.44634	-4.0171	0.999934
4	0.060703	0.5463	0.29317
5	0.05145	0.463	0.322287
6	0.216868	1.9518	0.027208
7	0.022107	0.199	0.421396
8	0.135471	1.2192	0.113145
9	-0.26969	-2.4272	0.991283
10	0.005807	0.0523	0.479223
11	0.339319	3.0539	0.001528
12	-0.05376	-0.4838	0.685099
13	-0.003941	-0.0355	0.514103
14	0.097493	0.8774	0.191421
15	0.206415	1.8577	0.03342
16	-0.088195	-0.7938	0.785171
17	0.004638	0.0417	0.483404
18	-0.131832	-1.1865	0.880552

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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