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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 16 Dec 2007 13:07:50 -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/16/t1197834669tnkdgbbl39puexq.htm/, Retrieved Thu, 02 May 2024 03:41:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4249, Retrieved Thu, 02 May 2024 03:41:30 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

196

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

-       [(Partial) Autocorrelation Function] [Paper] [2007-12-16 20:07:50] [3463f71ebce131edf0c83e066f45702c] [Current]
- RM D    [(Partial) Autocorrelation Function] [] [2012-12-19 18:12:38] [02887dc0cab5d76ef9ee7c596fbf5811] 

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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=4249&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=4249&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4249&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	7.746	0
1	-0.027722	-0.2147	0.584648
2	-0.157887	-1.223	0.886941
3	-0.001689	-0.0131	0.505197
4	0.019785	0.1533	0.439355
5	0.07996	0.6194	0.269009
6	-0.199372	-1.5443	0.936117
7	0.056404	0.4369	0.331876
8	-0.195829	-1.5169	0.932726
9	-0.204927	-1.5874	0.941156
10	0.201125	1.5579	0.062257
11	0.190052	1.4721	0.073106
12	-0.027597	-0.2138	0.584271
13	-0.124832	-0.9669	0.831273
14	0.000519	0.004	0.498402
15	0.118193	0.9155	0.181792
16	-0.12764	-0.9887	0.836609

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & -0.027722 & -0.2147 & 0.584648 \tabularnewline
2 & -0.157887 & -1.223 & 0.886941 \tabularnewline
3 & -0.001689 & -0.0131 & 0.505197 \tabularnewline
4 & 0.019785 & 0.1533 & 0.439355 \tabularnewline
5 & 0.07996 & 0.6194 & 0.269009 \tabularnewline
6 & -0.199372 & -1.5443 & 0.936117 \tabularnewline
7 & 0.056404 & 0.4369 & 0.331876 \tabularnewline
8 & -0.195829 & -1.5169 & 0.932726 \tabularnewline
9 & -0.204927 & -1.5874 & 0.941156 \tabularnewline
10 & 0.201125 & 1.5579 & 0.062257 \tabularnewline
11 & 0.190052 & 1.4721 & 0.073106 \tabularnewline
12 & -0.027597 & -0.2138 & 0.584271 \tabularnewline
13 & -0.124832 & -0.9669 & 0.831273 \tabularnewline
14 & 0.000519 & 0.004 & 0.498402 \tabularnewline
15 & 0.118193 & 0.9155 & 0.181792 \tabularnewline
16 & -0.12764 & -0.9887 & 0.836609 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4249&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]-0.027722[/C][C]-0.2147[/C][C]0.584648[/C][/ROW]
[ROW][C]2[/C][C]-0.157887[/C][C]-1.223[/C][C]0.886941[/C][/ROW]
[ROW][C]3[/C][C]-0.001689[/C][C]-0.0131[/C][C]0.505197[/C][/ROW]
[ROW][C]4[/C][C]0.019785[/C][C]0.1533[/C][C]0.439355[/C][/ROW]
[ROW][C]5[/C][C]0.07996[/C][C]0.6194[/C][C]0.269009[/C][/ROW]
[ROW][C]6[/C][C]-0.199372[/C][C]-1.5443[/C][C]0.936117[/C][/ROW]
[ROW][C]7[/C][C]0.056404[/C][C]0.4369[/C][C]0.331876[/C][/ROW]
[ROW][C]8[/C][C]-0.195829[/C][C]-1.5169[/C][C]0.932726[/C][/ROW]
[ROW][C]9[/C][C]-0.204927[/C][C]-1.5874[/C][C]0.941156[/C][/ROW]
[ROW][C]10[/C][C]0.201125[/C][C]1.5579[/C][C]0.062257[/C][/ROW]
[ROW][C]11[/C][C]0.190052[/C][C]1.4721[/C][C]0.073106[/C][/ROW]
[ROW][C]12[/C][C]-0.027597[/C][C]-0.2138[/C][C]0.584271[/C][/ROW]
[ROW][C]13[/C][C]-0.124832[/C][C]-0.9669[/C][C]0.831273[/C][/ROW]
[ROW][C]14[/C][C]0.000519[/C][C]0.004[/C][C]0.498402[/C][/ROW]
[ROW][C]15[/C][C]0.118193[/C][C]0.9155[/C][C]0.181792[/C][/ROW]
[ROW][C]16[/C][C]-0.12764[/C][C]-0.9887[/C][C]0.836609[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4249&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4249&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	-0.027722	-0.2147	0.584648
2	-0.157887	-1.223	0.886941
3	-0.001689	-0.0131	0.505197
4	0.019785	0.1533	0.439355
5	0.07996	0.6194	0.269009
6	-0.199372	-1.5443	0.936117
7	0.056404	0.4369	0.331876
8	-0.195829	-1.5169	0.932726
9	-0.204927	-1.5874	0.941156
10	0.201125	1.5579	0.062257
11	0.190052	1.4721	0.073106
12	-0.027597	-0.2138	0.584271
13	-0.124832	-0.9669	0.831273
14	0.000519	0.004	0.498402
15	0.118193	0.9155	0.181792
16	-0.12764	-0.9887	0.836609

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.027722	-0.2147	0.584648
1	-0.158777	-1.2299	0.888229
2	-0.01146	-0.0888	0.535219
3	-0.00587	-0.0455	0.518057
4	0.080461	0.6232	0.267742
5	-0.198232	-1.5355	0.935041
6	0.07718	0.5978	0.276101
7	-0.278273	-2.1555	0.982428
8	-0.208046	-1.6115	0.943843
9	0.120934	0.9368	0.176321
10	0.192861	1.4939	0.070222
11	-0.0249	-0.1929	0.576147
12	-0.013309	-0.1031	0.540883
13	-0.100923	-0.7817	0.781281
14	-0.001092	-0.0085	0.50336
15	-0.16211	-1.2557	0.892953
16	-0.045963	-0.356	0.638466

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.027722 & -0.2147 & 0.584648 \tabularnewline
1 & -0.158777 & -1.2299 & 0.888229 \tabularnewline
2 & -0.01146 & -0.0888 & 0.535219 \tabularnewline
3 & -0.00587 & -0.0455 & 0.518057 \tabularnewline
4 & 0.080461 & 0.6232 & 0.267742 \tabularnewline
5 & -0.198232 & -1.5355 & 0.935041 \tabularnewline
6 & 0.07718 & 0.5978 & 0.276101 \tabularnewline
7 & -0.278273 & -2.1555 & 0.982428 \tabularnewline
8 & -0.208046 & -1.6115 & 0.943843 \tabularnewline
9 & 0.120934 & 0.9368 & 0.176321 \tabularnewline
10 & 0.192861 & 1.4939 & 0.070222 \tabularnewline
11 & -0.0249 & -0.1929 & 0.576147 \tabularnewline
12 & -0.013309 & -0.1031 & 0.540883 \tabularnewline
13 & -0.100923 & -0.7817 & 0.781281 \tabularnewline
14 & -0.001092 & -0.0085 & 0.50336 \tabularnewline
15 & -0.16211 & -1.2557 & 0.892953 \tabularnewline
16 & -0.045963 & -0.356 & 0.638466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4249&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]-0.027722[/C][C]-0.2147[/C][C]0.584648[/C][/ROW]
[ROW][C]1[/C][C]-0.158777[/C][C]-1.2299[/C][C]0.888229[/C][/ROW]
[ROW][C]2[/C][C]-0.01146[/C][C]-0.0888[/C][C]0.535219[/C][/ROW]
[ROW][C]3[/C][C]-0.00587[/C][C]-0.0455[/C][C]0.518057[/C][/ROW]
[ROW][C]4[/C][C]0.080461[/C][C]0.6232[/C][C]0.267742[/C][/ROW]
[ROW][C]5[/C][C]-0.198232[/C][C]-1.5355[/C][C]0.935041[/C][/ROW]
[ROW][C]6[/C][C]0.07718[/C][C]0.5978[/C][C]0.276101[/C][/ROW]
[ROW][C]7[/C][C]-0.278273[/C][C]-2.1555[/C][C]0.982428[/C][/ROW]
[ROW][C]8[/C][C]-0.208046[/C][C]-1.6115[/C][C]0.943843[/C][/ROW]
[ROW][C]9[/C][C]0.120934[/C][C]0.9368[/C][C]0.176321[/C][/ROW]
[ROW][C]10[/C][C]0.192861[/C][C]1.4939[/C][C]0.070222[/C][/ROW]
[ROW][C]11[/C][C]-0.0249[/C][C]-0.1929[/C][C]0.576147[/C][/ROW]
[ROW][C]12[/C][C]-0.013309[/C][C]-0.1031[/C][C]0.540883[/C][/ROW]
[ROW][C]13[/C][C]-0.100923[/C][C]-0.7817[/C][C]0.781281[/C][/ROW]
[ROW][C]14[/C][C]-0.001092[/C][C]-0.0085[/C][C]0.50336[/C][/ROW]
[ROW][C]15[/C][C]-0.16211[/C][C]-1.2557[/C][C]0.892953[/C][/ROW]
[ROW][C]16[/C][C]-0.045963[/C][C]-0.356[/C][C]0.638466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4249&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4249&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	-0.027722	-0.2147	0.584648
1	-0.158777	-1.2299	0.888229
2	-0.01146	-0.0888	0.535219
3	-0.00587	-0.0455	0.518057
4	0.080461	0.6232	0.267742
5	-0.198232	-1.5355	0.935041
6	0.07718	0.5978	0.276101
7	-0.278273	-2.1555	0.982428
8	-0.208046	-1.6115	0.943843
9	0.120934	0.9368	0.176321
10	0.192861	1.4939	0.070222
11	-0.0249	-0.1929	0.576147
12	-0.013309	-0.1031	0.540883
13	-0.100923	-0.7817	0.781281
14	-0.001092	-0.0085	0.50336
15	-0.16211	-1.2557	0.892953
16	-0.045963	-0.356	0.638466

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code