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Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 27 Dec 2007 07:36:33 -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/27/t1198765019rb5ea52p0iu0igz.htm/, Retrieved Sat, 27 Apr 2024 22:29:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4905, Retrieved Sat, 27 Apr 2024 22:29:42 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

296

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-       [(Partial) Autocorrelation Function] [s 0650692 paper] [2007-12-27 14:36:33] [011cc8cdd02d5893b5258ac3f5e21d83] [Current]

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Dataseries X:

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Histogram

Boxplots

0,36
0,35
0,35
0,35
0,33
0,78
0,71
0,62
0,52
0,46
0,43
0,43
0,42
0,42
0,42
0,42
0,43
0,99
1,03
0,83
0,64
0,6
0,58
0,58
0,58
0,57
0,57
0,56
0,56
0,88
0,84
0,69
0,59
0,54
0,52
0,52
0,51
0,52
0,51
0,51
0,53
0,95
0,98
0,88
0,81
0,77
0,76
0,75
0,73
0,74
0,73
0,75
0,77
1,09
1,03
0,9
0,76
0,66
0,63
0,61
0,61
0,61
0,61
0,61
0,62
0,76
0,83
0,81
0,77
0,75
0,76
0,76

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=4905&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=4905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4905&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	8.4853	0
1	0.73752	6.2581	0
2	0.417196	3.54	0.000353
3	0.190738	1.6185	0.054967
4	0.068765	0.5835	0.280693
5	-0.009832	-0.0834	0.533129
6	-0.010675	-0.0906	0.53596
7	-0.010285	-0.0873	0.534652
8	0.007096	0.0602	0.476077
9	0.052495	0.4454	0.328671
10	0.176893	1.501	0.068866
11	0.377159	3.2003	0.001022
12	0.542754	4.6054	9e-06
13	0.330831	2.8072	0.003213
14	0.071343	0.6054	0.273419
15	-0.097237	-0.8251	0.793975
16	-0.174422	-1.48	0.928384
17	-0.211842	-1.7975	0.961779

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.73752 & 6.2581 & 0 \tabularnewline
2 & 0.417196 & 3.54 & 0.000353 \tabularnewline
3 & 0.190738 & 1.6185 & 0.054967 \tabularnewline
4 & 0.068765 & 0.5835 & 0.280693 \tabularnewline
5 & -0.009832 & -0.0834 & 0.533129 \tabularnewline
6 & -0.010675 & -0.0906 & 0.53596 \tabularnewline
7 & -0.010285 & -0.0873 & 0.534652 \tabularnewline
8 & 0.007096 & 0.0602 & 0.476077 \tabularnewline
9 & 0.052495 & 0.4454 & 0.328671 \tabularnewline
10 & 0.176893 & 1.501 & 0.068866 \tabularnewline
11 & 0.377159 & 3.2003 & 0.001022 \tabularnewline
12 & 0.542754 & 4.6054 & 9e-06 \tabularnewline
13 & 0.330831 & 2.8072 & 0.003213 \tabularnewline
14 & 0.071343 & 0.6054 & 0.273419 \tabularnewline
15 & -0.097237 & -0.8251 & 0.793975 \tabularnewline
16 & -0.174422 & -1.48 & 0.928384 \tabularnewline
17 & -0.211842 & -1.7975 & 0.961779 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4905&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.73752[/C][C]6.2581[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.417196[/C][C]3.54[/C][C]0.000353[/C][/ROW]
[ROW][C]3[/C][C]0.190738[/C][C]1.6185[/C][C]0.054967[/C][/ROW]
[ROW][C]4[/C][C]0.068765[/C][C]0.5835[/C][C]0.280693[/C][/ROW]
[ROW][C]5[/C][C]-0.009832[/C][C]-0.0834[/C][C]0.533129[/C][/ROW]
[ROW][C]6[/C][C]-0.010675[/C][C]-0.0906[/C][C]0.53596[/C][/ROW]
[ROW][C]7[/C][C]-0.010285[/C][C]-0.0873[/C][C]0.534652[/C][/ROW]
[ROW][C]8[/C][C]0.007096[/C][C]0.0602[/C][C]0.476077[/C][/ROW]
[ROW][C]9[/C][C]0.052495[/C][C]0.4454[/C][C]0.328671[/C][/ROW]
[ROW][C]10[/C][C]0.176893[/C][C]1.501[/C][C]0.068866[/C][/ROW]
[ROW][C]11[/C][C]0.377159[/C][C]3.2003[/C][C]0.001022[/C][/ROW]
[ROW][C]12[/C][C]0.542754[/C][C]4.6054[/C][C]9e-06[/C][/ROW]
[ROW][C]13[/C][C]0.330831[/C][C]2.8072[/C][C]0.003213[/C][/ROW]
[ROW][C]14[/C][C]0.071343[/C][C]0.6054[/C][C]0.273419[/C][/ROW]
[ROW][C]15[/C][C]-0.097237[/C][C]-0.8251[/C][C]0.793975[/C][/ROW]
[ROW][C]16[/C][C]-0.174422[/C][C]-1.48[/C][C]0.928384[/C][/ROW]
[ROW][C]17[/C][C]-0.211842[/C][C]-1.7975[/C][C]0.961779[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4905&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	8.4853	0
1	0.73752	6.2581	0
2	0.417196	3.54	0.000353
3	0.190738	1.6185	0.054967
4	0.068765	0.5835	0.280693
5	-0.009832	-0.0834	0.533129
6	-0.010675	-0.0906	0.53596
7	-0.010285	-0.0873	0.534652
8	0.007096	0.0602	0.476077
9	0.052495	0.4454	0.328671
10	0.176893	1.501	0.068866
11	0.377159	3.2003	0.001022
12	0.542754	4.6054	9e-06
13	0.330831	2.8072	0.003213
14	0.071343	0.6054	0.273419
15	-0.097237	-0.8251	0.793975
16	-0.174422	-1.48	0.928384
17	-0.211842	-1.7975	0.961779

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.73752	6.2581	0
1	-0.277899	-2.358	0.989455
2	0.005934	0.0503	0.479992
3	0.00613	0.052	0.479332
4	-0.060818	-0.5161	0.696303
5	0.094379	0.8008	0.212931
6	-0.062937	-0.534	0.70252
7	0.052383	0.4445	0.329012
8	0.075185	0.638	0.26276
9	0.210324	1.7847	0.039264
10	0.311296	2.6414	0.00506
11	0.184278	1.5636	0.061143
12	-0.62497	-5.303	0.999999
13	0.094356	0.8006	0.212987
14	0.010655	0.0904	0.464104
15	-0.043304	-0.3674	0.642817
16	0.015243	0.1293	0.448724
17	-0.073789	-0.6261	0.733392

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.73752 & 6.2581 & 0 \tabularnewline
1 & -0.277899 & -2.358 & 0.989455 \tabularnewline
2 & 0.005934 & 0.0503 & 0.479992 \tabularnewline
3 & 0.00613 & 0.052 & 0.479332 \tabularnewline
4 & -0.060818 & -0.5161 & 0.696303 \tabularnewline
5 & 0.094379 & 0.8008 & 0.212931 \tabularnewline
6 & -0.062937 & -0.534 & 0.70252 \tabularnewline
7 & 0.052383 & 0.4445 & 0.329012 \tabularnewline
8 & 0.075185 & 0.638 & 0.26276 \tabularnewline
9 & 0.210324 & 1.7847 & 0.039264 \tabularnewline
10 & 0.311296 & 2.6414 & 0.00506 \tabularnewline
11 & 0.184278 & 1.5636 & 0.061143 \tabularnewline
12 & -0.62497 & -5.303 & 0.999999 \tabularnewline
13 & 0.094356 & 0.8006 & 0.212987 \tabularnewline
14 & 0.010655 & 0.0904 & 0.464104 \tabularnewline
15 & -0.043304 & -0.3674 & 0.642817 \tabularnewline
16 & 0.015243 & 0.1293 & 0.448724 \tabularnewline
17 & -0.073789 & -0.6261 & 0.733392 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4905&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]0.73752[/C][C]6.2581[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.277899[/C][C]-2.358[/C][C]0.989455[/C][/ROW]
[ROW][C]2[/C][C]0.005934[/C][C]0.0503[/C][C]0.479992[/C][/ROW]
[ROW][C]3[/C][C]0.00613[/C][C]0.052[/C][C]0.479332[/C][/ROW]
[ROW][C]4[/C][C]-0.060818[/C][C]-0.5161[/C][C]0.696303[/C][/ROW]
[ROW][C]5[/C][C]0.094379[/C][C]0.8008[/C][C]0.212931[/C][/ROW]
[ROW][C]6[/C][C]-0.062937[/C][C]-0.534[/C][C]0.70252[/C][/ROW]
[ROW][C]7[/C][C]0.052383[/C][C]0.4445[/C][C]0.329012[/C][/ROW]
[ROW][C]8[/C][C]0.075185[/C][C]0.638[/C][C]0.26276[/C][/ROW]
[ROW][C]9[/C][C]0.210324[/C][C]1.7847[/C][C]0.039264[/C][/ROW]
[ROW][C]10[/C][C]0.311296[/C][C]2.6414[/C][C]0.00506[/C][/ROW]
[ROW][C]11[/C][C]0.184278[/C][C]1.5636[/C][C]0.061143[/C][/ROW]
[ROW][C]12[/C][C]-0.62497[/C][C]-5.303[/C][C]0.999999[/C][/ROW]
[ROW][C]13[/C][C]0.094356[/C][C]0.8006[/C][C]0.212987[/C][/ROW]
[ROW][C]14[/C][C]0.010655[/C][C]0.0904[/C][C]0.464104[/C][/ROW]
[ROW][C]15[/C][C]-0.043304[/C][C]-0.3674[/C][C]0.642817[/C][/ROW]
[ROW][C]16[/C][C]0.015243[/C][C]0.1293[/C][C]0.448724[/C][/ROW]
[ROW][C]17[/C][C]-0.073789[/C][C]-0.6261[/C][C]0.733392[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4905&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	0.73752	6.2581	0
1	-0.277899	-2.358	0.989455
2	0.005934	0.0503	0.479992
3	0.00613	0.052	0.479332
4	-0.060818	-0.5161	0.696303
5	0.094379	0.8008	0.212931
6	-0.062937	-0.534	0.70252
7	0.052383	0.4445	0.329012
8	0.075185	0.638	0.26276
9	0.210324	1.7847	0.039264
10	0.311296	2.6414	0.00506
11	0.184278	1.5636	0.061143
12	-0.62497	-5.303	0.999999
13	0.094356	0.8006	0.212987
14	0.010655	0.0904	0.464104
15	-0.043304	-0.3674	0.642817
16	0.015243	0.1293	0.448724
17	-0.073789	-0.6261	0.733392

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