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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 10 Dec 2007 11:20:52 -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/10/t1197309978ogxzw4y8n1lfq9i.htm/, Retrieved Tue, 07 May 2024 00:51:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3007, Retrieved Tue, 07 May 2024 00:51:39 +0000

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No (this computation is public)

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Estimated Impact

234

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

-       [(Partial) Autocorrelation Function] [Partial Autocorr G29] [2007-12-10 18:20:52] [8e05505c645e933583b5ad9ab4281af9] [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	'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=3007&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=3007&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3007&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	11.8322	0
1	0.195975	2.3188	0.010927
2	-0.062125	-0.7351	0.768237
3	0.12638	1.4953	0.068538
4	-0.023868	-0.2824	0.610976
5	-0.20358	-2.4088	0.991347
6	-0.024167	-0.2859	0.612328
7	0.090392	1.0695	0.143336
8	-0.08724	-1.0322	0.84813
9	0.029213	0.3457	0.36506
10	0.207463	2.4547	0.007663
11	0.203594	2.409	0.008649
12	-0.015921	-0.1884	0.574574
13	0.00232	0.0274	0.489071
14	0.01415	0.1674	0.433638
15	-0.062152	-0.7354	0.768334
16	-0.077186	-0.9133	0.818666
17	-0.027316	-0.3232	0.626488
18	0.011806	0.1397	0.444555
19	-0.03182	-0.3765	0.646444
20	0.073065	0.8645	0.194391

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.8322 & 0 \tabularnewline
1 & 0.195975 & 2.3188 & 0.010927 \tabularnewline
2 & -0.062125 & -0.7351 & 0.768237 \tabularnewline
3 & 0.12638 & 1.4953 & 0.068538 \tabularnewline
4 & -0.023868 & -0.2824 & 0.610976 \tabularnewline
5 & -0.20358 & -2.4088 & 0.991347 \tabularnewline
6 & -0.024167 & -0.2859 & 0.612328 \tabularnewline
7 & 0.090392 & 1.0695 & 0.143336 \tabularnewline
8 & -0.08724 & -1.0322 & 0.84813 \tabularnewline
9 & 0.029213 & 0.3457 & 0.36506 \tabularnewline
10 & 0.207463 & 2.4547 & 0.007663 \tabularnewline
11 & 0.203594 & 2.409 & 0.008649 \tabularnewline
12 & -0.015921 & -0.1884 & 0.574574 \tabularnewline
13 & 0.00232 & 0.0274 & 0.489071 \tabularnewline
14 & 0.01415 & 0.1674 & 0.433638 \tabularnewline
15 & -0.062152 & -0.7354 & 0.768334 \tabularnewline
16 & -0.077186 & -0.9133 & 0.818666 \tabularnewline
17 & -0.027316 & -0.3232 & 0.626488 \tabularnewline
18 & 0.011806 & 0.1397 & 0.444555 \tabularnewline
19 & -0.03182 & -0.3765 & 0.646444 \tabularnewline
20 & 0.073065 & 0.8645 & 0.194391 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3007&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]11.8322[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.195975[/C][C]2.3188[/C][C]0.010927[/C][/ROW]
[ROW][C]2[/C][C]-0.062125[/C][C]-0.7351[/C][C]0.768237[/C][/ROW]
[ROW][C]3[/C][C]0.12638[/C][C]1.4953[/C][C]0.068538[/C][/ROW]
[ROW][C]4[/C][C]-0.023868[/C][C]-0.2824[/C][C]0.610976[/C][/ROW]
[ROW][C]5[/C][C]-0.20358[/C][C]-2.4088[/C][C]0.991347[/C][/ROW]
[ROW][C]6[/C][C]-0.024167[/C][C]-0.2859[/C][C]0.612328[/C][/ROW]
[ROW][C]7[/C][C]0.090392[/C][C]1.0695[/C][C]0.143336[/C][/ROW]
[ROW][C]8[/C][C]-0.08724[/C][C]-1.0322[/C][C]0.84813[/C][/ROW]
[ROW][C]9[/C][C]0.029213[/C][C]0.3457[/C][C]0.36506[/C][/ROW]
[ROW][C]10[/C][C]0.207463[/C][C]2.4547[/C][C]0.007663[/C][/ROW]
[ROW][C]11[/C][C]0.203594[/C][C]2.409[/C][C]0.008649[/C][/ROW]
[ROW][C]12[/C][C]-0.015921[/C][C]-0.1884[/C][C]0.574574[/C][/ROW]
[ROW][C]13[/C][C]0.00232[/C][C]0.0274[/C][C]0.489071[/C][/ROW]
[ROW][C]14[/C][C]0.01415[/C][C]0.1674[/C][C]0.433638[/C][/ROW]
[ROW][C]15[/C][C]-0.062152[/C][C]-0.7354[/C][C]0.768334[/C][/ROW]
[ROW][C]16[/C][C]-0.077186[/C][C]-0.9133[/C][C]0.818666[/C][/ROW]
[ROW][C]17[/C][C]-0.027316[/C][C]-0.3232[/C][C]0.626488[/C][/ROW]
[ROW][C]18[/C][C]0.011806[/C][C]0.1397[/C][C]0.444555[/C][/ROW]
[ROW][C]19[/C][C]-0.03182[/C][C]-0.3765[/C][C]0.646444[/C][/ROW]
[ROW][C]20[/C][C]0.073065[/C][C]0.8645[/C][C]0.194391[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3007&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3007&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	11.8322	0
1	0.195975	2.3188	0.010927
2	-0.062125	-0.7351	0.768237
3	0.12638	1.4953	0.068538
4	-0.023868	-0.2824	0.610976
5	-0.20358	-2.4088	0.991347
6	-0.024167	-0.2859	0.612328
7	0.090392	1.0695	0.143336
8	-0.08724	-1.0322	0.84813
9	0.029213	0.3457	0.36506
10	0.207463	2.4547	0.007663
11	0.203594	2.409	0.008649
12	-0.015921	-0.1884	0.574574
13	0.00232	0.0274	0.489071
14	0.01415	0.1674	0.433638
15	-0.062152	-0.7354	0.768334
16	-0.077186	-0.9133	0.818666
17	-0.027316	-0.3232	0.626488
18	0.011806	0.1397	0.444555
19	-0.03182	-0.3765	0.646444
20	0.073065	0.8645	0.194391

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.195975	2.3188	0.010927
1	-0.104546	-1.237	0.890923
2	0.168561	1.9944	0.024023
3	-0.103075	-1.2196	0.887666
4	-0.159417	-1.8862	0.969334
5	0.030091	0.356	0.361173
6	0.074464	0.8811	0.189896
7	-0.082452	-0.9756	0.834523
8	0.075705	0.8958	0.18596
9	0.12832	1.5183	0.065596
10	0.188945	2.2356	0.01348
11	-0.072549	-0.8584	0.803934
12	-0.02211	-0.2616	0.602998
13	-0.020602	-0.2438	0.596117
14	0.037083	0.4388	0.330752
15	-0.034556	-0.4089	0.658372
16	-0.048074	-0.5688	0.714806
17	0.016074	0.1902	0.424717
18	0.000115	0.0014	0.499457
19	0.047506	0.5621	0.287476
20	-0.078054	-0.9236	0.821345

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.195975 & 2.3188 & 0.010927 \tabularnewline
1 & -0.104546 & -1.237 & 0.890923 \tabularnewline
2 & 0.168561 & 1.9944 & 0.024023 \tabularnewline
3 & -0.103075 & -1.2196 & 0.887666 \tabularnewline
4 & -0.159417 & -1.8862 & 0.969334 \tabularnewline
5 & 0.030091 & 0.356 & 0.361173 \tabularnewline
6 & 0.074464 & 0.8811 & 0.189896 \tabularnewline
7 & -0.082452 & -0.9756 & 0.834523 \tabularnewline
8 & 0.075705 & 0.8958 & 0.18596 \tabularnewline
9 & 0.12832 & 1.5183 & 0.065596 \tabularnewline
10 & 0.188945 & 2.2356 & 0.01348 \tabularnewline
11 & -0.072549 & -0.8584 & 0.803934 \tabularnewline
12 & -0.02211 & -0.2616 & 0.602998 \tabularnewline
13 & -0.020602 & -0.2438 & 0.596117 \tabularnewline
14 & 0.037083 & 0.4388 & 0.330752 \tabularnewline
15 & -0.034556 & -0.4089 & 0.658372 \tabularnewline
16 & -0.048074 & -0.5688 & 0.714806 \tabularnewline
17 & 0.016074 & 0.1902 & 0.424717 \tabularnewline
18 & 0.000115 & 0.0014 & 0.499457 \tabularnewline
19 & 0.047506 & 0.5621 & 0.287476 \tabularnewline
20 & -0.078054 & -0.9236 & 0.821345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3007&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]0.195975[/C][C]2.3188[/C][C]0.010927[/C][/ROW]
[ROW][C]1[/C][C]-0.104546[/C][C]-1.237[/C][C]0.890923[/C][/ROW]
[ROW][C]2[/C][C]0.168561[/C][C]1.9944[/C][C]0.024023[/C][/ROW]
[ROW][C]3[/C][C]-0.103075[/C][C]-1.2196[/C][C]0.887666[/C][/ROW]
[ROW][C]4[/C][C]-0.159417[/C][C]-1.8862[/C][C]0.969334[/C][/ROW]
[ROW][C]5[/C][C]0.030091[/C][C]0.356[/C][C]0.361173[/C][/ROW]
[ROW][C]6[/C][C]0.074464[/C][C]0.8811[/C][C]0.189896[/C][/ROW]
[ROW][C]7[/C][C]-0.082452[/C][C]-0.9756[/C][C]0.834523[/C][/ROW]
[ROW][C]8[/C][C]0.075705[/C][C]0.8958[/C][C]0.18596[/C][/ROW]
[ROW][C]9[/C][C]0.12832[/C][C]1.5183[/C][C]0.065596[/C][/ROW]
[ROW][C]10[/C][C]0.188945[/C][C]2.2356[/C][C]0.01348[/C][/ROW]
[ROW][C]11[/C][C]-0.072549[/C][C]-0.8584[/C][C]0.803934[/C][/ROW]
[ROW][C]12[/C][C]-0.02211[/C][C]-0.2616[/C][C]0.602998[/C][/ROW]
[ROW][C]13[/C][C]-0.020602[/C][C]-0.2438[/C][C]0.596117[/C][/ROW]
[ROW][C]14[/C][C]0.037083[/C][C]0.4388[/C][C]0.330752[/C][/ROW]
[ROW][C]15[/C][C]-0.034556[/C][C]-0.4089[/C][C]0.658372[/C][/ROW]
[ROW][C]16[/C][C]-0.048074[/C][C]-0.5688[/C][C]0.714806[/C][/ROW]
[ROW][C]17[/C][C]0.016074[/C][C]0.1902[/C][C]0.424717[/C][/ROW]
[ROW][C]18[/C][C]0.000115[/C][C]0.0014[/C][C]0.499457[/C][/ROW]
[ROW][C]19[/C][C]0.047506[/C][C]0.5621[/C][C]0.287476[/C][/ROW]
[ROW][C]20[/C][C]-0.078054[/C][C]-0.9236[/C][C]0.821345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3007&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3007&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	0.195975	2.3188	0.010927
1	-0.104546	-1.237	0.890923
2	0.168561	1.9944	0.024023
3	-0.103075	-1.2196	0.887666
4	-0.159417	-1.8862	0.969334
5	0.030091	0.356	0.361173
6	0.074464	0.8811	0.189896
7	-0.082452	-0.9756	0.834523
8	0.075705	0.8958	0.18596
9	0.12832	1.5183	0.065596
10	0.188945	2.2356	0.01348
11	-0.072549	-0.8584	0.803934
12	-0.02211	-0.2616	0.602998
13	-0.020602	-0.2438	0.596117
14	0.037083	0.4388	0.330752
15	-0.034556	-0.4089	0.658372
16	-0.048074	-0.5688	0.714806
17	0.016074	0.1902	0.424717
18	0.000115	0.0014	0.499457
19	0.047506	0.5621	0.287476
20	-0.078054	-0.9236	0.821345

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 0.0 ; 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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code