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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 03:51:16 -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/07/t1197023899xdy4oxgop5mx58i.htm/, Retrieved Mon, 29 Apr 2024 04:23:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2738, Retrieved Mon, 29 Apr 2024 04:23:47 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

231

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

-       [(Partial) Autocorrelation Function] [Autocorrelatie zo...] [2007-12-07 10:51:16] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2738&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2738&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2738&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.115393	0.8938	0.187492
2	-0.026373	-0.2043	0.580587
3	0.391357	3.0314	0.001795
4	-0.172647	-1.3373	0.906917
5	0.019051	0.1476	0.441589
6	0.455389	3.5274	0.000406
7	-0.125086	-0.9689	0.831761
8	-0.078518	-0.6082	0.727325
9	0.294185	2.2787	0.013128
10	-0.259516	-2.0102	0.975544
11	0.016404	0.1271	0.449657
12	0.521305	4.038	7.8e-05
13	-0.088349	-0.6843	0.751805
14	0.015465	0.1198	0.452523
15	0.191961	1.4869	0.071136
16	-0.253064	-1.9602	0.972691

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.115393 & 0.8938 & 0.187492 \tabularnewline
2 & -0.026373 & -0.2043 & 0.580587 \tabularnewline
3 & 0.391357 & 3.0314 & 0.001795 \tabularnewline
4 & -0.172647 & -1.3373 & 0.906917 \tabularnewline
5 & 0.019051 & 0.1476 & 0.441589 \tabularnewline
6 & 0.455389 & 3.5274 & 0.000406 \tabularnewline
7 & -0.125086 & -0.9689 & 0.831761 \tabularnewline
8 & -0.078518 & -0.6082 & 0.727325 \tabularnewline
9 & 0.294185 & 2.2787 & 0.013128 \tabularnewline
10 & -0.259516 & -2.0102 & 0.975544 \tabularnewline
11 & 0.016404 & 0.1271 & 0.449657 \tabularnewline
12 & 0.521305 & 4.038 & 7.8e-05 \tabularnewline
13 & -0.088349 & -0.6843 & 0.751805 \tabularnewline
14 & 0.015465 & 0.1198 & 0.452523 \tabularnewline
15 & 0.191961 & 1.4869 & 0.071136 \tabularnewline
16 & -0.253064 & -1.9602 & 0.972691 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2738&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]0.115393[/C][C]0.8938[/C][C]0.187492[/C][/ROW]
[ROW][C]2[/C][C]-0.026373[/C][C]-0.2043[/C][C]0.580587[/C][/ROW]
[ROW][C]3[/C][C]0.391357[/C][C]3.0314[/C][C]0.001795[/C][/ROW]
[ROW][C]4[/C][C]-0.172647[/C][C]-1.3373[/C][C]0.906917[/C][/ROW]
[ROW][C]5[/C][C]0.019051[/C][C]0.1476[/C][C]0.441589[/C][/ROW]
[ROW][C]6[/C][C]0.455389[/C][C]3.5274[/C][C]0.000406[/C][/ROW]
[ROW][C]7[/C][C]-0.125086[/C][C]-0.9689[/C][C]0.831761[/C][/ROW]
[ROW][C]8[/C][C]-0.078518[/C][C]-0.6082[/C][C]0.727325[/C][/ROW]
[ROW][C]9[/C][C]0.294185[/C][C]2.2787[/C][C]0.013128[/C][/ROW]
[ROW][C]10[/C][C]-0.259516[/C][C]-2.0102[/C][C]0.975544[/C][/ROW]
[ROW][C]11[/C][C]0.016404[/C][C]0.1271[/C][C]0.449657[/C][/ROW]
[ROW][C]12[/C][C]0.521305[/C][C]4.038[/C][C]7.8e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.088349[/C][C]-0.6843[/C][C]0.751805[/C][/ROW]
[ROW][C]14[/C][C]0.015465[/C][C]0.1198[/C][C]0.452523[/C][/ROW]
[ROW][C]15[/C][C]0.191961[/C][C]1.4869[/C][C]0.071136[/C][/ROW]
[ROW][C]16[/C][C]-0.253064[/C][C]-1.9602[/C][C]0.972691[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2738&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2738&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	0.115393	0.8938	0.187492
2	-0.026373	-0.2043	0.580587
3	0.391357	3.0314	0.001795
4	-0.172647	-1.3373	0.906917
5	0.019051	0.1476	0.441589
6	0.455389	3.5274	0.000406
7	-0.125086	-0.9689	0.831761
8	-0.078518	-0.6082	0.727325
9	0.294185	2.2787	0.013128
10	-0.259516	-2.0102	0.975544
11	0.016404	0.1271	0.449657
12	0.521305	4.038	7.8e-05
13	-0.088349	-0.6843	0.751805
14	0.015465	0.1198	0.452523
15	0.191961	1.4869	0.071136
16	-0.253064	-1.9602	0.972691

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.115393	0.8938	0.187492
1	-0.040224	-0.3116	0.621777
2	0.405207	3.1387	0.001316
3	-0.33413	-2.5882	0.993957
4	0.222586	1.7241	0.044916
5	0.270688	2.0967	0.02012
6	-0.139127	-1.0777	0.857254
7	-0.111696	-0.8652	0.804811
8	0.14775	1.1445	0.128488
9	-0.18648	-1.4445	0.923095
10	0.149687	1.1595	0.125429
11	0.336654	2.6077	0.005743
12	-0.03478	-0.2694	0.60573
13	-0.088715	-0.6872	0.752692
14	-0.154591	-1.1975	0.882082
15	0.10762	0.8336	0.2039
16	-0.095163	-0.7371	0.768042

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.115393 & 0.8938 & 0.187492 \tabularnewline
1 & -0.040224 & -0.3116 & 0.621777 \tabularnewline
2 & 0.405207 & 3.1387 & 0.001316 \tabularnewline
3 & -0.33413 & -2.5882 & 0.993957 \tabularnewline
4 & 0.222586 & 1.7241 & 0.044916 \tabularnewline
5 & 0.270688 & 2.0967 & 0.02012 \tabularnewline
6 & -0.139127 & -1.0777 & 0.857254 \tabularnewline
7 & -0.111696 & -0.8652 & 0.804811 \tabularnewline
8 & 0.14775 & 1.1445 & 0.128488 \tabularnewline
9 & -0.18648 & -1.4445 & 0.923095 \tabularnewline
10 & 0.149687 & 1.1595 & 0.125429 \tabularnewline
11 & 0.336654 & 2.6077 & 0.005743 \tabularnewline
12 & -0.03478 & -0.2694 & 0.60573 \tabularnewline
13 & -0.088715 & -0.6872 & 0.752692 \tabularnewline
14 & -0.154591 & -1.1975 & 0.882082 \tabularnewline
15 & 0.10762 & 0.8336 & 0.2039 \tabularnewline
16 & -0.095163 & -0.7371 & 0.768042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2738&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]0.115393[/C][C]0.8938[/C][C]0.187492[/C][/ROW]
[ROW][C]1[/C][C]-0.040224[/C][C]-0.3116[/C][C]0.621777[/C][/ROW]
[ROW][C]2[/C][C]0.405207[/C][C]3.1387[/C][C]0.001316[/C][/ROW]
[ROW][C]3[/C][C]-0.33413[/C][C]-2.5882[/C][C]0.993957[/C][/ROW]
[ROW][C]4[/C][C]0.222586[/C][C]1.7241[/C][C]0.044916[/C][/ROW]
[ROW][C]5[/C][C]0.270688[/C][C]2.0967[/C][C]0.02012[/C][/ROW]
[ROW][C]6[/C][C]-0.139127[/C][C]-1.0777[/C][C]0.857254[/C][/ROW]
[ROW][C]7[/C][C]-0.111696[/C][C]-0.8652[/C][C]0.804811[/C][/ROW]
[ROW][C]8[/C][C]0.14775[/C][C]1.1445[/C][C]0.128488[/C][/ROW]
[ROW][C]9[/C][C]-0.18648[/C][C]-1.4445[/C][C]0.923095[/C][/ROW]
[ROW][C]10[/C][C]0.149687[/C][C]1.1595[/C][C]0.125429[/C][/ROW]
[ROW][C]11[/C][C]0.336654[/C][C]2.6077[/C][C]0.005743[/C][/ROW]
[ROW][C]12[/C][C]-0.03478[/C][C]-0.2694[/C][C]0.60573[/C][/ROW]
[ROW][C]13[/C][C]-0.088715[/C][C]-0.6872[/C][C]0.752692[/C][/ROW]
[ROW][C]14[/C][C]-0.154591[/C][C]-1.1975[/C][C]0.882082[/C][/ROW]
[ROW][C]15[/C][C]0.10762[/C][C]0.8336[/C][C]0.2039[/C][/ROW]
[ROW][C]16[/C][C]-0.095163[/C][C]-0.7371[/C][C]0.768042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2738&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2738&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	0.115393	0.8938	0.187492
1	-0.040224	-0.3116	0.621777
2	0.405207	3.1387	0.001316
3	-0.33413	-2.5882	0.993957
4	0.222586	1.7241	0.044916
5	0.270688	2.0967	0.02012
6	-0.139127	-1.0777	0.857254
7	-0.111696	-0.8652	0.804811
8	0.14775	1.1445	0.128488
9	-0.18648	-1.4445	0.923095
10	0.149687	1.1595	0.125429
11	0.336654	2.6077	0.005743
12	-0.03478	-0.2694	0.60573
13	-0.088715	-0.6872	0.752692
14	-0.154591	-1.1975	0.882082
15	0.10762	0.8336	0.2039
16	-0.095163	-0.7371	0.768042

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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Input Parameters & R Code