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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 07 Dec 2007 03:46:28 -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/07/t11970235932a6jkytoddnzjeo.htm/, Retrieved Sun, 28 Apr 2024 20:26:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2737, Retrieved Sun, 28 Apr 2024 20:26:01 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

202

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

-       [(Partial) Autocorrelation Function] [Autocorrelatie me...] [2007-12-07 10:46:28] [ca5e0f9f346e091f4d0fe7e17f7dba21] [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=2737&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=2737&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2737&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	6.9282	0
1	0.034676	0.2402	0.405584
2	-0.094427	-0.6542	0.741949
3	0.23655	1.6389	0.05389
4	0.117807	0.8162	0.209212
5	0.035628	0.2468	0.403044
6	0.164169	1.1374	0.13051
7	0.009237	0.064	0.47462
8	0.037336	0.2587	0.398498
9	0.088478	0.613	0.271388
10	0.042108	0.2917	0.385873
11	0.009621	0.0667	0.473566
12	-0.238874	-1.655	0.947772
13	-0.061602	-0.4268	0.66428
14	0.012728	0.0882	0.465049
15	-0.01531	-0.1061	0.542016
16	-0.052104	-0.361	0.640154

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.034676 & 0.2402 & 0.405584 \tabularnewline
2 & -0.094427 & -0.6542 & 0.741949 \tabularnewline
3 & 0.23655 & 1.6389 & 0.05389 \tabularnewline
4 & 0.117807 & 0.8162 & 0.209212 \tabularnewline
5 & 0.035628 & 0.2468 & 0.403044 \tabularnewline
6 & 0.164169 & 1.1374 & 0.13051 \tabularnewline
7 & 0.009237 & 0.064 & 0.47462 \tabularnewline
8 & 0.037336 & 0.2587 & 0.398498 \tabularnewline
9 & 0.088478 & 0.613 & 0.271388 \tabularnewline
10 & 0.042108 & 0.2917 & 0.385873 \tabularnewline
11 & 0.009621 & 0.0667 & 0.473566 \tabularnewline
12 & -0.238874 & -1.655 & 0.947772 \tabularnewline
13 & -0.061602 & -0.4268 & 0.66428 \tabularnewline
14 & 0.012728 & 0.0882 & 0.465049 \tabularnewline
15 & -0.01531 & -0.1061 & 0.542016 \tabularnewline
16 & -0.052104 & -0.361 & 0.640154 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2737&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.034676[/C][C]0.2402[/C][C]0.405584[/C][/ROW]
[ROW][C]2[/C][C]-0.094427[/C][C]-0.6542[/C][C]0.741949[/C][/ROW]
[ROW][C]3[/C][C]0.23655[/C][C]1.6389[/C][C]0.05389[/C][/ROW]
[ROW][C]4[/C][C]0.117807[/C][C]0.8162[/C][C]0.209212[/C][/ROW]
[ROW][C]5[/C][C]0.035628[/C][C]0.2468[/C][C]0.403044[/C][/ROW]
[ROW][C]6[/C][C]0.164169[/C][C]1.1374[/C][C]0.13051[/C][/ROW]
[ROW][C]7[/C][C]0.009237[/C][C]0.064[/C][C]0.47462[/C][/ROW]
[ROW][C]8[/C][C]0.037336[/C][C]0.2587[/C][C]0.398498[/C][/ROW]
[ROW][C]9[/C][C]0.088478[/C][C]0.613[/C][C]0.271388[/C][/ROW]
[ROW][C]10[/C][C]0.042108[/C][C]0.2917[/C][C]0.385873[/C][/ROW]
[ROW][C]11[/C][C]0.009621[/C][C]0.0667[/C][C]0.473566[/C][/ROW]
[ROW][C]12[/C][C]-0.238874[/C][C]-1.655[/C][C]0.947772[/C][/ROW]
[ROW][C]13[/C][C]-0.061602[/C][C]-0.4268[/C][C]0.66428[/C][/ROW]
[ROW][C]14[/C][C]0.012728[/C][C]0.0882[/C][C]0.465049[/C][/ROW]
[ROW][C]15[/C][C]-0.01531[/C][C]-0.1061[/C][C]0.542016[/C][/ROW]
[ROW][C]16[/C][C]-0.052104[/C][C]-0.361[/C][C]0.640154[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2737&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2737&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	6.9282	0
1	0.034676	0.2402	0.405584
2	-0.094427	-0.6542	0.741949
3	0.23655	1.6389	0.05389
4	0.117807	0.8162	0.209212
5	0.035628	0.2468	0.403044
6	0.164169	1.1374	0.13051
7	0.009237	0.064	0.47462
8	0.037336	0.2587	0.398498
9	0.088478	0.613	0.271388
10	0.042108	0.2917	0.385873
11	0.009621	0.0667	0.473566
12	-0.238874	-1.655	0.947772
13	-0.061602	-0.4268	0.66428
14	0.012728	0.0882	0.465049
15	-0.01531	-0.1061	0.542016
16	-0.052104	-0.361	0.640154

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.034676	0.2402	0.405584
1	-0.095744	-0.6633	0.744855
2	0.246006	1.7044	0.047388
3	0.0912	0.6319	0.26524
4	0.079336	0.5497	0.292552
5	0.13473	0.9334	0.177633
6	-0.041231	-0.2857	0.611815
7	0.037883	0.2625	0.397046
8	0.003937	0.0273	0.489177
9	0.021641	0.1499	0.440724
10	-0.009426	-0.0653	0.525899
11	-0.314049	-2.1758	0.982738
12	-0.085148	-0.5899	0.720995
13	-0.09342	-0.6472	0.739718
14	0.078435	0.5434	0.29468
15	0.035569	0.2464	0.4032
16	0.111699	0.7739	0.221399

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.034676 & 0.2402 & 0.405584 \tabularnewline
1 & -0.095744 & -0.6633 & 0.744855 \tabularnewline
2 & 0.246006 & 1.7044 & 0.047388 \tabularnewline
3 & 0.0912 & 0.6319 & 0.26524 \tabularnewline
4 & 0.079336 & 0.5497 & 0.292552 \tabularnewline
5 & 0.13473 & 0.9334 & 0.177633 \tabularnewline
6 & -0.041231 & -0.2857 & 0.611815 \tabularnewline
7 & 0.037883 & 0.2625 & 0.397046 \tabularnewline
8 & 0.003937 & 0.0273 & 0.489177 \tabularnewline
9 & 0.021641 & 0.1499 & 0.440724 \tabularnewline
10 & -0.009426 & -0.0653 & 0.525899 \tabularnewline
11 & -0.314049 & -2.1758 & 0.982738 \tabularnewline
12 & -0.085148 & -0.5899 & 0.720995 \tabularnewline
13 & -0.09342 & -0.6472 & 0.739718 \tabularnewline
14 & 0.078435 & 0.5434 & 0.29468 \tabularnewline
15 & 0.035569 & 0.2464 & 0.4032 \tabularnewline
16 & 0.111699 & 0.7739 & 0.221399 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2737&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]0.034676[/C][C]0.2402[/C][C]0.405584[/C][/ROW]
[ROW][C]1[/C][C]-0.095744[/C][C]-0.6633[/C][C]0.744855[/C][/ROW]
[ROW][C]2[/C][C]0.246006[/C][C]1.7044[/C][C]0.047388[/C][/ROW]
[ROW][C]3[/C][C]0.0912[/C][C]0.6319[/C][C]0.26524[/C][/ROW]
[ROW][C]4[/C][C]0.079336[/C][C]0.5497[/C][C]0.292552[/C][/ROW]
[ROW][C]5[/C][C]0.13473[/C][C]0.9334[/C][C]0.177633[/C][/ROW]
[ROW][C]6[/C][C]-0.041231[/C][C]-0.2857[/C][C]0.611815[/C][/ROW]
[ROW][C]7[/C][C]0.037883[/C][C]0.2625[/C][C]0.397046[/C][/ROW]
[ROW][C]8[/C][C]0.003937[/C][C]0.0273[/C][C]0.489177[/C][/ROW]
[ROW][C]9[/C][C]0.021641[/C][C]0.1499[/C][C]0.440724[/C][/ROW]
[ROW][C]10[/C][C]-0.009426[/C][C]-0.0653[/C][C]0.525899[/C][/ROW]
[ROW][C]11[/C][C]-0.314049[/C][C]-2.1758[/C][C]0.982738[/C][/ROW]
[ROW][C]12[/C][C]-0.085148[/C][C]-0.5899[/C][C]0.720995[/C][/ROW]
[ROW][C]13[/C][C]-0.09342[/C][C]-0.6472[/C][C]0.739718[/C][/ROW]
[ROW][C]14[/C][C]0.078435[/C][C]0.5434[/C][C]0.29468[/C][/ROW]
[ROW][C]15[/C][C]0.035569[/C][C]0.2464[/C][C]0.4032[/C][/ROW]
[ROW][C]16[/C][C]0.111699[/C][C]0.7739[/C][C]0.221399[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2737&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2737&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	0.034676	0.2402	0.405584
1	-0.095744	-0.6633	0.744855
2	0.246006	1.7044	0.047388
3	0.0912	0.6319	0.26524
4	0.079336	0.5497	0.292552
5	0.13473	0.9334	0.177633
6	-0.041231	-0.2857	0.611815
7	0.037883	0.2625	0.397046
8	0.003937	0.0273	0.489177
9	0.021641	0.1499	0.440724
10	-0.009426	-0.0653	0.525899
11	-0.314049	-2.1758	0.982738
12	-0.085148	-0.5899	0.720995
13	-0.09342	-0.6472	0.739718
14	0.078435	0.5434	0.29468
15	0.035569	0.2464	0.4032
16	0.111699	0.7739	0.221399

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 2.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 2.0 ; par3 = 0 ; 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 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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