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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 08 Dec 2007 03:47:58 -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/08/t1197110132dwi4mo4jubpn96d.htm/, Retrieved Sun, 28 Apr 2024 20:17:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2905, Retrieved Sun, 28 Apr 2024 20:17:14 +0000

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No (this computation is public)

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Estimated Impact

239

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

-       [(Partial) Autocorrelation Function] [goud autocorrelatie] [2007-12-08 10:47:58] [e24e91da8d334fb8882bf413603fde71] [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	'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 & 2 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=2905&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2905&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.6811	0
1	-0.096616	-0.7421	0.769521
2	-0.075686	-0.5814	0.718393
3	0.308072	2.3663	0.010633
4	0.010104	0.0776	0.469201
5	-0.276922	-2.1271	0.981198
6	0.068842	0.5288	0.299468
7	0.158384	1.2166	0.114306
8	-0.178814	-1.3735	0.912602
9	0.025353	0.1947	0.423133
10	0.031205	0.2397	0.405702
11	0.029324	0.2252	0.411286
12	-0.17268	-1.3264	0.905088
13	-0.031273	-0.2402	0.5945
14	0.042443	0.326	0.372784
15	-0.1225	-0.9409	0.824715
16	-0.138573	-1.0644	0.854258

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.096616 & -0.7421 & 0.769521 \tabularnewline
2 & -0.075686 & -0.5814 & 0.718393 \tabularnewline
3 & 0.308072 & 2.3663 & 0.010633 \tabularnewline
4 & 0.010104 & 0.0776 & 0.469201 \tabularnewline
5 & -0.276922 & -2.1271 & 0.981198 \tabularnewline
6 & 0.068842 & 0.5288 & 0.299468 \tabularnewline
7 & 0.158384 & 1.2166 & 0.114306 \tabularnewline
8 & -0.178814 & -1.3735 & 0.912602 \tabularnewline
9 & 0.025353 & 0.1947 & 0.423133 \tabularnewline
10 & 0.031205 & 0.2397 & 0.405702 \tabularnewline
11 & 0.029324 & 0.2252 & 0.411286 \tabularnewline
12 & -0.17268 & -1.3264 & 0.905088 \tabularnewline
13 & -0.031273 & -0.2402 & 0.5945 \tabularnewline
14 & 0.042443 & 0.326 & 0.372784 \tabularnewline
15 & -0.1225 & -0.9409 & 0.824715 \tabularnewline
16 & -0.138573 & -1.0644 & 0.854258 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2905&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.096616[/C][C]-0.7421[/C][C]0.769521[/C][/ROW]
[ROW][C]2[/C][C]-0.075686[/C][C]-0.5814[/C][C]0.718393[/C][/ROW]
[ROW][C]3[/C][C]0.308072[/C][C]2.3663[/C][C]0.010633[/C][/ROW]
[ROW][C]4[/C][C]0.010104[/C][C]0.0776[/C][C]0.469201[/C][/ROW]
[ROW][C]5[/C][C]-0.276922[/C][C]-2.1271[/C][C]0.981198[/C][/ROW]
[ROW][C]6[/C][C]0.068842[/C][C]0.5288[/C][C]0.299468[/C][/ROW]
[ROW][C]7[/C][C]0.158384[/C][C]1.2166[/C][C]0.114306[/C][/ROW]
[ROW][C]8[/C][C]-0.178814[/C][C]-1.3735[/C][C]0.912602[/C][/ROW]
[ROW][C]9[/C][C]0.025353[/C][C]0.1947[/C][C]0.423133[/C][/ROW]
[ROW][C]10[/C][C]0.031205[/C][C]0.2397[/C][C]0.405702[/C][/ROW]
[ROW][C]11[/C][C]0.029324[/C][C]0.2252[/C][C]0.411286[/C][/ROW]
[ROW][C]12[/C][C]-0.17268[/C][C]-1.3264[/C][C]0.905088[/C][/ROW]
[ROW][C]13[/C][C]-0.031273[/C][C]-0.2402[/C][C]0.5945[/C][/ROW]
[ROW][C]14[/C][C]0.042443[/C][C]0.326[/C][C]0.372784[/C][/ROW]
[ROW][C]15[/C][C]-0.1225[/C][C]-0.9409[/C][C]0.824715[/C][/ROW]
[ROW][C]16[/C][C]-0.138573[/C][C]-1.0644[/C][C]0.854258[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2905&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	7.6811	0
1	-0.096616	-0.7421	0.769521
2	-0.075686	-0.5814	0.718393
3	0.308072	2.3663	0.010633
4	0.010104	0.0776	0.469201
5	-0.276922	-2.1271	0.981198
6	0.068842	0.5288	0.299468
7	0.158384	1.2166	0.114306
8	-0.178814	-1.3735	0.912602
9	0.025353	0.1947	0.423133
10	0.031205	0.2397	0.405702
11	0.029324	0.2252	0.411286
12	-0.17268	-1.3264	0.905088
13	-0.031273	-0.2402	0.5945
14	0.042443	0.326	0.372784
15	-0.1225	-0.9409	0.824715
16	-0.138573	-1.0644	0.854258

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.096616	-0.7421	0.769521
1	-0.085822	-0.6592	0.743838
2	0.296776	2.2796	0.013132
3	0.065916	0.5063	0.307263
4	-0.258671	-1.9869	0.974208
5	-0.078064	-0.5996	0.724472
6	0.156944	1.2055	0.116409
7	0.010535	0.0809	0.467888
8	0.011942	0.0917	0.463614
9	-0.153225	-1.1769	0.878027
10	0.09007	0.6918	0.245876
11	-0.09955	-0.7647	0.776238
12	-0.096797	-0.7435	0.769939
13	-0.020963	-0.161	0.563687
14	-0.03006	-0.2309	0.590901
15	-0.116868	-0.8977	0.813497
16	-0.049161	-0.3776	0.646464

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.096616 & -0.7421 & 0.769521 \tabularnewline
1 & -0.085822 & -0.6592 & 0.743838 \tabularnewline
2 & 0.296776 & 2.2796 & 0.013132 \tabularnewline
3 & 0.065916 & 0.5063 & 0.307263 \tabularnewline
4 & -0.258671 & -1.9869 & 0.974208 \tabularnewline
5 & -0.078064 & -0.5996 & 0.724472 \tabularnewline
6 & 0.156944 & 1.2055 & 0.116409 \tabularnewline
7 & 0.010535 & 0.0809 & 0.467888 \tabularnewline
8 & 0.011942 & 0.0917 & 0.463614 \tabularnewline
9 & -0.153225 & -1.1769 & 0.878027 \tabularnewline
10 & 0.09007 & 0.6918 & 0.245876 \tabularnewline
11 & -0.09955 & -0.7647 & 0.776238 \tabularnewline
12 & -0.096797 & -0.7435 & 0.769939 \tabularnewline
13 & -0.020963 & -0.161 & 0.563687 \tabularnewline
14 & -0.03006 & -0.2309 & 0.590901 \tabularnewline
15 & -0.116868 & -0.8977 & 0.813497 \tabularnewline
16 & -0.049161 & -0.3776 & 0.646464 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2905&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]-0.096616[/C][C]-0.7421[/C][C]0.769521[/C][/ROW]
[ROW][C]1[/C][C]-0.085822[/C][C]-0.6592[/C][C]0.743838[/C][/ROW]
[ROW][C]2[/C][C]0.296776[/C][C]2.2796[/C][C]0.013132[/C][/ROW]
[ROW][C]3[/C][C]0.065916[/C][C]0.5063[/C][C]0.307263[/C][/ROW]
[ROW][C]4[/C][C]-0.258671[/C][C]-1.9869[/C][C]0.974208[/C][/ROW]
[ROW][C]5[/C][C]-0.078064[/C][C]-0.5996[/C][C]0.724472[/C][/ROW]
[ROW][C]6[/C][C]0.156944[/C][C]1.2055[/C][C]0.116409[/C][/ROW]
[ROW][C]7[/C][C]0.010535[/C][C]0.0809[/C][C]0.467888[/C][/ROW]
[ROW][C]8[/C][C]0.011942[/C][C]0.0917[/C][C]0.463614[/C][/ROW]
[ROW][C]9[/C][C]-0.153225[/C][C]-1.1769[/C][C]0.878027[/C][/ROW]
[ROW][C]10[/C][C]0.09007[/C][C]0.6918[/C][C]0.245876[/C][/ROW]
[ROW][C]11[/C][C]-0.09955[/C][C]-0.7647[/C][C]0.776238[/C][/ROW]
[ROW][C]12[/C][C]-0.096797[/C][C]-0.7435[/C][C]0.769939[/C][/ROW]
[ROW][C]13[/C][C]-0.020963[/C][C]-0.161[/C][C]0.563687[/C][/ROW]
[ROW][C]14[/C][C]-0.03006[/C][C]-0.2309[/C][C]0.590901[/C][/ROW]
[ROW][C]15[/C][C]-0.116868[/C][C]-0.8977[/C][C]0.813497[/C][/ROW]
[ROW][C]16[/C][C]-0.049161[/C][C]-0.3776[/C][C]0.646464[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2905&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	-0.096616	-0.7421	0.769521
1	-0.085822	-0.6592	0.743838
2	0.296776	2.2796	0.013132
3	0.065916	0.5063	0.307263
4	-0.258671	-1.9869	0.974208
5	-0.078064	-0.5996	0.724472
6	0.156944	1.2055	0.116409
7	0.010535	0.0809	0.467888
8	0.011942	0.0917	0.463614
9	-0.153225	-1.1769	0.878027
10	0.09007	0.6918	0.245876
11	-0.09955	-0.7647	0.776238
12	-0.096797	-0.7435	0.769939
13	-0.020963	-0.161	0.563687
14	-0.03006	-0.2309	0.590901
15	-0.116868	-0.8977	0.813497
16	-0.049161	-0.3776	0.646464

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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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