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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

Thu, 06 Dec 2007 06:06:13 -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/06/t1196945757k75uatd2jps1ft7.htm/, Retrieved Fri, 03 May 2024 10:25:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2587, Retrieved Fri, 03 May 2024 10:25:31 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

198

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

-       [(Partial) Autocorrelation Function] [Workshop4-vraag1] [2007-12-06 13:06:13] [bad81931077d8a4f1668ce1551154583] [Current]

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Dataseries X:

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Histogram

Boxplots

4.68
4.68
4.67
4.58
4.48
4.46
4.46
4.46
4.45
4.45
4.45
4.45
4.45
4.45
4.45
4.45
4.44
4.44
4.44
4.44
4.44
4.43
4.38
4.23
4.2
4.2
4.2
4.2
4.2
4.19
4.16
4.06
4
3.99
3.95
3.81
3.8
3.8
3.8
3.8
3.79
3.79
3.78
3.69
3.69
3.69
3.69
3.69
3.69
3.69
3.69
3.68
3.63
3.61
3.61
3.61
3.6
3.58
3.52
3.52
3.52
3.52
3.52
3.52
3.52
3.52
3.52
3.51
3.47
3.43
3.42
3.42
3.42
3.42
3.42
3.42
3.42
3.42
3.42
3.42
3.42

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=2587&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=2587&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2587&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	0.967036	8.7033	0
2	0.930664	8.376	0
3	0.893731	8.0436	0
4	0.860569	7.7451	0
5	0.831535	7.4838	0
6	0.802828	7.2254	0
7	0.773522	6.9617	0
8	0.743321	6.6899	0
9	0.711291	6.4016	0
10	0.677518	6.0977	0
11	0.642792	5.7851	0
12	0.606885	5.462	0
13	0.569843	5.1286	1e-06
14	0.533194	4.7987	4e-06
15	0.496481	4.4683	1.3e-05
16	0.459086	4.1318	4.4e-05
17	0.421739	3.7957	0.000142
18	0.383397	3.4506	0.000446

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9 & 0 \tabularnewline
1 & 0.967036 & 8.7033 & 0 \tabularnewline
2 & 0.930664 & 8.376 & 0 \tabularnewline
3 & 0.893731 & 8.0436 & 0 \tabularnewline
4 & 0.860569 & 7.7451 & 0 \tabularnewline
5 & 0.831535 & 7.4838 & 0 \tabularnewline
6 & 0.802828 & 7.2254 & 0 \tabularnewline
7 & 0.773522 & 6.9617 & 0 \tabularnewline
8 & 0.743321 & 6.6899 & 0 \tabularnewline
9 & 0.711291 & 6.4016 & 0 \tabularnewline
10 & 0.677518 & 6.0977 & 0 \tabularnewline
11 & 0.642792 & 5.7851 & 0 \tabularnewline
12 & 0.606885 & 5.462 & 0 \tabularnewline
13 & 0.569843 & 5.1286 & 1e-06 \tabularnewline
14 & 0.533194 & 4.7987 & 4e-06 \tabularnewline
15 & 0.496481 & 4.4683 & 1.3e-05 \tabularnewline
16 & 0.459086 & 4.1318 & 4.4e-05 \tabularnewline
17 & 0.421739 & 3.7957 & 0.000142 \tabularnewline
18 & 0.383397 & 3.4506 & 0.000446 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2587&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]0.967036[/C][C]8.7033[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.930664[/C][C]8.376[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.893731[/C][C]8.0436[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.860569[/C][C]7.7451[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.831535[/C][C]7.4838[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.802828[/C][C]7.2254[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.773522[/C][C]6.9617[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.743321[/C][C]6.6899[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.711291[/C][C]6.4016[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.677518[/C][C]6.0977[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.642792[/C][C]5.7851[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.606885[/C][C]5.462[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.569843[/C][C]5.1286[/C][C]1e-06[/C][/ROW]
[ROW][C]14[/C][C]0.533194[/C][C]4.7987[/C][C]4e-06[/C][/ROW]
[ROW][C]15[/C][C]0.496481[/C][C]4.4683[/C][C]1.3e-05[/C][/ROW]
[ROW][C]16[/C][C]0.459086[/C][C]4.1318[/C][C]4.4e-05[/C][/ROW]
[ROW][C]17[/C][C]0.421739[/C][C]3.7957[/C][C]0.000142[/C][/ROW]
[ROW][C]18[/C][C]0.383397[/C][C]3.4506[/C][C]0.000446[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2587&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2587&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	0.967036	8.7033	0
2	0.930664	8.376	0
3	0.893731	8.0436	0
4	0.860569	7.7451	0
5	0.831535	7.4838	0
6	0.802828	7.2254	0
7	0.773522	6.9617	0
8	0.743321	6.6899	0
9	0.711291	6.4016	0
10	0.677518	6.0977	0
11	0.642792	5.7851	0
12	0.606885	5.462	0
13	0.569843	5.1286	1e-06
14	0.533194	4.7987	4e-06
15	0.496481	4.4683	1.3e-05
16	0.459086	4.1318	4.4e-05
17	0.421739	3.7957	0.000142
18	0.383397	3.4506	0.000446

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.967036	8.7033	0
1	-0.069307	-0.6238	0.732731
2	-0.024925	-0.2243	0.588464
3	0.039721	0.3575	0.360829
4	0.04038	0.3634	0.358619
5	-0.018131	-0.1632	0.564607
6	-0.023674	-0.2131	0.584094
7	-0.023161	-0.2085	0.5823
8	-0.040886	-0.368	0.643075
9	-0.043766	-0.3939	0.652653
10	-0.033807	-0.3043	0.619146
11	-0.04143	-0.3729	0.644892
12	-0.043719	-0.3935	0.652496
13	-0.019809	-0.1783	0.570527
14	-0.028503	-0.2565	0.600903
15	-0.039028	-0.3512	0.636843
16	-0.024647	-0.2218	0.587495
17	-0.040208	-0.3619	0.640806
18	-0.045144	-0.4063	0.657203

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.967036 & 8.7033 & 0 \tabularnewline
1 & -0.069307 & -0.6238 & 0.732731 \tabularnewline
2 & -0.024925 & -0.2243 & 0.588464 \tabularnewline
3 & 0.039721 & 0.3575 & 0.360829 \tabularnewline
4 & 0.04038 & 0.3634 & 0.358619 \tabularnewline
5 & -0.018131 & -0.1632 & 0.564607 \tabularnewline
6 & -0.023674 & -0.2131 & 0.584094 \tabularnewline
7 & -0.023161 & -0.2085 & 0.5823 \tabularnewline
8 & -0.040886 & -0.368 & 0.643075 \tabularnewline
9 & -0.043766 & -0.3939 & 0.652653 \tabularnewline
10 & -0.033807 & -0.3043 & 0.619146 \tabularnewline
11 & -0.04143 & -0.3729 & 0.644892 \tabularnewline
12 & -0.043719 & -0.3935 & 0.652496 \tabularnewline
13 & -0.019809 & -0.1783 & 0.570527 \tabularnewline
14 & -0.028503 & -0.2565 & 0.600903 \tabularnewline
15 & -0.039028 & -0.3512 & 0.636843 \tabularnewline
16 & -0.024647 & -0.2218 & 0.587495 \tabularnewline
17 & -0.040208 & -0.3619 & 0.640806 \tabularnewline
18 & -0.045144 & -0.4063 & 0.657203 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2587&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]0.967036[/C][C]8.7033[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.069307[/C][C]-0.6238[/C][C]0.732731[/C][/ROW]
[ROW][C]2[/C][C]-0.024925[/C][C]-0.2243[/C][C]0.588464[/C][/ROW]
[ROW][C]3[/C][C]0.039721[/C][C]0.3575[/C][C]0.360829[/C][/ROW]
[ROW][C]4[/C][C]0.04038[/C][C]0.3634[/C][C]0.358619[/C][/ROW]
[ROW][C]5[/C][C]-0.018131[/C][C]-0.1632[/C][C]0.564607[/C][/ROW]
[ROW][C]6[/C][C]-0.023674[/C][C]-0.2131[/C][C]0.584094[/C][/ROW]
[ROW][C]7[/C][C]-0.023161[/C][C]-0.2085[/C][C]0.5823[/C][/ROW]
[ROW][C]8[/C][C]-0.040886[/C][C]-0.368[/C][C]0.643075[/C][/ROW]
[ROW][C]9[/C][C]-0.043766[/C][C]-0.3939[/C][C]0.652653[/C][/ROW]
[ROW][C]10[/C][C]-0.033807[/C][C]-0.3043[/C][C]0.619146[/C][/ROW]
[ROW][C]11[/C][C]-0.04143[/C][C]-0.3729[/C][C]0.644892[/C][/ROW]
[ROW][C]12[/C][C]-0.043719[/C][C]-0.3935[/C][C]0.652496[/C][/ROW]
[ROW][C]13[/C][C]-0.019809[/C][C]-0.1783[/C][C]0.570527[/C][/ROW]
[ROW][C]14[/C][C]-0.028503[/C][C]-0.2565[/C][C]0.600903[/C][/ROW]
[ROW][C]15[/C][C]-0.039028[/C][C]-0.3512[/C][C]0.636843[/C][/ROW]
[ROW][C]16[/C][C]-0.024647[/C][C]-0.2218[/C][C]0.587495[/C][/ROW]
[ROW][C]17[/C][C]-0.040208[/C][C]-0.3619[/C][C]0.640806[/C][/ROW]
[ROW][C]18[/C][C]-0.045144[/C][C]-0.4063[/C][C]0.657203[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2587&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2587&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	0.967036	8.7033	0
1	-0.069307	-0.6238	0.732731
2	-0.024925	-0.2243	0.588464
3	0.039721	0.3575	0.360829
4	0.04038	0.3634	0.358619
5	-0.018131	-0.1632	0.564607
6	-0.023674	-0.2131	0.584094
7	-0.023161	-0.2085	0.5823
8	-0.040886	-0.368	0.643075
9	-0.043766	-0.3939	0.652653
10	-0.033807	-0.3043	0.619146
11	-0.04143	-0.3729	0.644892
12	-0.043719	-0.3935	0.652496
13	-0.019809	-0.1783	0.570527
14	-0.028503	-0.2565	0.600903
15	-0.039028	-0.3512	0.636843
16	-0.024647	-0.2218	0.587495
17	-0.040208	-0.3619	0.640806
18	-0.045144	-0.4063	0.657203

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')

Free Statistics

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code