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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 03:55:09 -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/t1197024117g4s0a2emrvtu2fx.htm/, Retrieved Sun, 28 Apr 2024 20:22:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2739, Retrieved Sun, 28 Apr 2024 20:22:18 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

222

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 10:55:09] [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=2739&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=2739&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2739&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	0.072109	0.4996	0.309823
2	-0.03746	-0.2595	0.601831
3	0.226107	1.5665	0.061899
4	-0.073074	-0.5063	0.692507
5	0.040259	0.2789	0.390751
6	0.12168	0.843	0.201698
7	-0.170535	-1.1815	0.878388
8	0.030259	0.2096	0.417418
9	0.207139	1.4351	0.078872
10	-0.146772	-1.0169	0.842843
11	-0.074782	-0.5181	0.696616
12	-0.136358	-0.9447	0.825232
13	-0.085533	-0.5926	0.72188
14	0.109544	0.7589	0.225799
15	-0.122523	-0.8489	0.799915
16	-0.104973	-0.7273	0.764705

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.072109 & 0.4996 & 0.309823 \tabularnewline
2 & -0.03746 & -0.2595 & 0.601831 \tabularnewline
3 & 0.226107 & 1.5665 & 0.061899 \tabularnewline
4 & -0.073074 & -0.5063 & 0.692507 \tabularnewline
5 & 0.040259 & 0.2789 & 0.390751 \tabularnewline
6 & 0.12168 & 0.843 & 0.201698 \tabularnewline
7 & -0.170535 & -1.1815 & 0.878388 \tabularnewline
8 & 0.030259 & 0.2096 & 0.417418 \tabularnewline
9 & 0.207139 & 1.4351 & 0.078872 \tabularnewline
10 & -0.146772 & -1.0169 & 0.842843 \tabularnewline
11 & -0.074782 & -0.5181 & 0.696616 \tabularnewline
12 & -0.136358 & -0.9447 & 0.825232 \tabularnewline
13 & -0.085533 & -0.5926 & 0.72188 \tabularnewline
14 & 0.109544 & 0.7589 & 0.225799 \tabularnewline
15 & -0.122523 & -0.8489 & 0.799915 \tabularnewline
16 & -0.104973 & -0.7273 & 0.764705 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2739&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]0.072109[/C][C]0.4996[/C][C]0.309823[/C][/ROW]
[ROW][C]2[/C][C]-0.03746[/C][C]-0.2595[/C][C]0.601831[/C][/ROW]
[ROW][C]3[/C][C]0.226107[/C][C]1.5665[/C][C]0.061899[/C][/ROW]
[ROW][C]4[/C][C]-0.073074[/C][C]-0.5063[/C][C]0.692507[/C][/ROW]
[ROW][C]5[/C][C]0.040259[/C][C]0.2789[/C][C]0.390751[/C][/ROW]
[ROW][C]6[/C][C]0.12168[/C][C]0.843[/C][C]0.201698[/C][/ROW]
[ROW][C]7[/C][C]-0.170535[/C][C]-1.1815[/C][C]0.878388[/C][/ROW]
[ROW][C]8[/C][C]0.030259[/C][C]0.2096[/C][C]0.417418[/C][/ROW]
[ROW][C]9[/C][C]0.207139[/C][C]1.4351[/C][C]0.078872[/C][/ROW]
[ROW][C]10[/C][C]-0.146772[/C][C]-1.0169[/C][C]0.842843[/C][/ROW]
[ROW][C]11[/C][C]-0.074782[/C][C]-0.5181[/C][C]0.696616[/C][/ROW]
[ROW][C]12[/C][C]-0.136358[/C][C]-0.9447[/C][C]0.825232[/C][/ROW]
[ROW][C]13[/C][C]-0.085533[/C][C]-0.5926[/C][C]0.72188[/C][/ROW]
[ROW][C]14[/C][C]0.109544[/C][C]0.7589[/C][C]0.225799[/C][/ROW]
[ROW][C]15[/C][C]-0.122523[/C][C]-0.8489[/C][C]0.799915[/C][/ROW]
[ROW][C]16[/C][C]-0.104973[/C][C]-0.7273[/C][C]0.764705[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2739&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2739&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	0.072109	0.4996	0.309823
2	-0.03746	-0.2595	0.601831
3	0.226107	1.5665	0.061899
4	-0.073074	-0.5063	0.692507
5	0.040259	0.2789	0.390751
6	0.12168	0.843	0.201698
7	-0.170535	-1.1815	0.878388
8	0.030259	0.2096	0.417418
9	0.207139	1.4351	0.078872
10	-0.146772	-1.0169	0.842843
11	-0.074782	-0.5181	0.696616
12	-0.136358	-0.9447	0.825232
13	-0.085533	-0.5926	0.72188
14	0.109544	0.7589	0.225799
15	-0.122523	-0.8489	0.799915
16	-0.104973	-0.7273	0.764705

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.072109	0.4996	0.309823
1	-0.042882	-0.2971	0.616163
2	0.233658	1.6188	0.056018
3	-0.118727	-0.8226	0.792589
4	0.088057	0.6101	0.272345
5	0.04635	0.3211	0.374757
6	-0.148851	-1.0313	0.846209
7	0.04729	0.3276	0.372306
8	0.164963	1.1429	0.129375
9	-0.119717	-0.8294	0.794514
10	-0.086066	-0.5963	0.723106
11	-0.21841	-1.5132	0.931605
12	0.062837	0.4354	0.33263
13	0.079026	0.5475	0.293283
14	-0.115347	-0.7991	0.785929
15	-0.009448	-0.0655	0.525961
16	0.127726	0.8849	0.190308

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.072109 & 0.4996 & 0.309823 \tabularnewline
1 & -0.042882 & -0.2971 & 0.616163 \tabularnewline
2 & 0.233658 & 1.6188 & 0.056018 \tabularnewline
3 & -0.118727 & -0.8226 & 0.792589 \tabularnewline
4 & 0.088057 & 0.6101 & 0.272345 \tabularnewline
5 & 0.04635 & 0.3211 & 0.374757 \tabularnewline
6 & -0.148851 & -1.0313 & 0.846209 \tabularnewline
7 & 0.04729 & 0.3276 & 0.372306 \tabularnewline
8 & 0.164963 & 1.1429 & 0.129375 \tabularnewline
9 & -0.119717 & -0.8294 & 0.794514 \tabularnewline
10 & -0.086066 & -0.5963 & 0.723106 \tabularnewline
11 & -0.21841 & -1.5132 & 0.931605 \tabularnewline
12 & 0.062837 & 0.4354 & 0.33263 \tabularnewline
13 & 0.079026 & 0.5475 & 0.293283 \tabularnewline
14 & -0.115347 & -0.7991 & 0.785929 \tabularnewline
15 & -0.009448 & -0.0655 & 0.525961 \tabularnewline
16 & 0.127726 & 0.8849 & 0.190308 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2739&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]0.072109[/C][C]0.4996[/C][C]0.309823[/C][/ROW]
[ROW][C]1[/C][C]-0.042882[/C][C]-0.2971[/C][C]0.616163[/C][/ROW]
[ROW][C]2[/C][C]0.233658[/C][C]1.6188[/C][C]0.056018[/C][/ROW]
[ROW][C]3[/C][C]-0.118727[/C][C]-0.8226[/C][C]0.792589[/C][/ROW]
[ROW][C]4[/C][C]0.088057[/C][C]0.6101[/C][C]0.272345[/C][/ROW]
[ROW][C]5[/C][C]0.04635[/C][C]0.3211[/C][C]0.374757[/C][/ROW]
[ROW][C]6[/C][C]-0.148851[/C][C]-1.0313[/C][C]0.846209[/C][/ROW]
[ROW][C]7[/C][C]0.04729[/C][C]0.3276[/C][C]0.372306[/C][/ROW]
[ROW][C]8[/C][C]0.164963[/C][C]1.1429[/C][C]0.129375[/C][/ROW]
[ROW][C]9[/C][C]-0.119717[/C][C]-0.8294[/C][C]0.794514[/C][/ROW]
[ROW][C]10[/C][C]-0.086066[/C][C]-0.5963[/C][C]0.723106[/C][/ROW]
[ROW][C]11[/C][C]-0.21841[/C][C]-1.5132[/C][C]0.931605[/C][/ROW]
[ROW][C]12[/C][C]0.062837[/C][C]0.4354[/C][C]0.33263[/C][/ROW]
[ROW][C]13[/C][C]0.079026[/C][C]0.5475[/C][C]0.293283[/C][/ROW]
[ROW][C]14[/C][C]-0.115347[/C][C]-0.7991[/C][C]0.785929[/C][/ROW]
[ROW][C]15[/C][C]-0.009448[/C][C]-0.0655[/C][C]0.525961[/C][/ROW]
[ROW][C]16[/C][C]0.127726[/C][C]0.8849[/C][C]0.190308[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2739&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2739&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	0.072109	0.4996	0.309823
1	-0.042882	-0.2971	0.616163
2	0.233658	1.6188	0.056018
3	-0.118727	-0.8226	0.792589
4	0.088057	0.6101	0.272345
5	0.04635	0.3211	0.374757
6	-0.148851	-1.0313	0.846209
7	0.04729	0.3276	0.372306
8	0.164963	1.1429	0.129375
9	-0.119717	-0.8294	0.794514
10	-0.086066	-0.5963	0.723106
11	-0.21841	-1.5132	0.931605
12	0.062837	0.4354	0.33263
13	0.079026	0.5475	0.293283
14	-0.115347	-0.7991	0.785929
15	-0.009448	-0.0655	0.525961
16	0.127726	0.8849	0.190308

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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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code