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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 21 Nov 2007 17:59:06 -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/Nov/22/t11956926739h8a4op1wdchj02.htm/, Retrieved Fri, 03 May 2024 01:44:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5908, Retrieved Fri, 03 May 2024 01:44:59 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

219

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

-       [(Partial) Autocorrelation Function] [WS9 Q2 partial au...] [2007-11-22 00:59:06] [d66dce91cbb8b108f7114f1eb0c2faa2] [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=5908&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=5908&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5908&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	-0.389086	-2.6957	0.995172
2	0.188672	1.3072	0.098694
3	0.143983	0.9975	0.161752
4	-0.146088	-1.0121	0.841725
5	0.185923	1.2881	0.101941
6	0.136349	0.9447	0.174783
7	-0.205428	-1.4233	0.919434
8	0.326771	2.2639	0.014068
9	-0.075388	-0.5223	0.698069
10	-0.050913	-0.3527	0.637085
11	0.181988	1.2608	0.106729
12	-0.29503	-2.044	0.976771
13	0.241596	1.6738	0.050335
14	-0.031767	-0.2201	0.586633
15	0.086761	0.6011	0.275303
16	-0.003246	-0.0225	0.508926

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & -0.389086 & -2.6957 & 0.995172 \tabularnewline
2 & 0.188672 & 1.3072 & 0.098694 \tabularnewline
3 & 0.143983 & 0.9975 & 0.161752 \tabularnewline
4 & -0.146088 & -1.0121 & 0.841725 \tabularnewline
5 & 0.185923 & 1.2881 & 0.101941 \tabularnewline
6 & 0.136349 & 0.9447 & 0.174783 \tabularnewline
7 & -0.205428 & -1.4233 & 0.919434 \tabularnewline
8 & 0.326771 & 2.2639 & 0.014068 \tabularnewline
9 & -0.075388 & -0.5223 & 0.698069 \tabularnewline
10 & -0.050913 & -0.3527 & 0.637085 \tabularnewline
11 & 0.181988 & 1.2608 & 0.106729 \tabularnewline
12 & -0.29503 & -2.044 & 0.976771 \tabularnewline
13 & 0.241596 & 1.6738 & 0.050335 \tabularnewline
14 & -0.031767 & -0.2201 & 0.586633 \tabularnewline
15 & 0.086761 & 0.6011 & 0.275303 \tabularnewline
16 & -0.003246 & -0.0225 & 0.508926 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5908&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]-0.389086[/C][C]-2.6957[/C][C]0.995172[/C][/ROW]
[ROW][C]2[/C][C]0.188672[/C][C]1.3072[/C][C]0.098694[/C][/ROW]
[ROW][C]3[/C][C]0.143983[/C][C]0.9975[/C][C]0.161752[/C][/ROW]
[ROW][C]4[/C][C]-0.146088[/C][C]-1.0121[/C][C]0.841725[/C][/ROW]
[ROW][C]5[/C][C]0.185923[/C][C]1.2881[/C][C]0.101941[/C][/ROW]
[ROW][C]6[/C][C]0.136349[/C][C]0.9447[/C][C]0.174783[/C][/ROW]
[ROW][C]7[/C][C]-0.205428[/C][C]-1.4233[/C][C]0.919434[/C][/ROW]
[ROW][C]8[/C][C]0.326771[/C][C]2.2639[/C][C]0.014068[/C][/ROW]
[ROW][C]9[/C][C]-0.075388[/C][C]-0.5223[/C][C]0.698069[/C][/ROW]
[ROW][C]10[/C][C]-0.050913[/C][C]-0.3527[/C][C]0.637085[/C][/ROW]
[ROW][C]11[/C][C]0.181988[/C][C]1.2608[/C][C]0.106729[/C][/ROW]
[ROW][C]12[/C][C]-0.29503[/C][C]-2.044[/C][C]0.976771[/C][/ROW]
[ROW][C]13[/C][C]0.241596[/C][C]1.6738[/C][C]0.050335[/C][/ROW]
[ROW][C]14[/C][C]-0.031767[/C][C]-0.2201[/C][C]0.586633[/C][/ROW]
[ROW][C]15[/C][C]0.086761[/C][C]0.6011[/C][C]0.275303[/C][/ROW]
[ROW][C]16[/C][C]-0.003246[/C][C]-0.0225[/C][C]0.508926[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5908&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5908&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	-0.389086	-2.6957	0.995172
2	0.188672	1.3072	0.098694
3	0.143983	0.9975	0.161752
4	-0.146088	-1.0121	0.841725
5	0.185923	1.2881	0.101941
6	0.136349	0.9447	0.174783
7	-0.205428	-1.4233	0.919434
8	0.326771	2.2639	0.014068
9	-0.075388	-0.5223	0.698069
10	-0.050913	-0.3527	0.637085
11	0.181988	1.2608	0.106729
12	-0.29503	-2.044	0.976771
13	0.241596	1.6738	0.050335
14	-0.031767	-0.2201	0.586633
15	0.086761	0.6011	0.275303
16	-0.003246	-0.0225	0.508926

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.389086	-2.6957	0.995172
1	0.043935	0.3044	0.381073
2	0.273044	1.8917	0.032286
3	-0.01533	-0.1062	0.54207
4	0.067373	0.4668	0.321386
5	0.273007	1.8915	0.032303
6	-0.09687	-0.6711	0.747324
7	0.122223	0.8468	0.200659
8	0.133425	0.9244	0.179953
9	-0.086483	-0.5992	0.724062
10	-0.02426	-0.1681	0.566386
11	-0.242925	-1.683	0.950569
12	0.06336	0.439	0.331326
13	0.020091	0.1392	0.44494
14	0.250285	1.734	0.044666
15	0.000223	0.0015	0.499387
16	-0.028731	-0.1991	0.57847

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.389086 & -2.6957 & 0.995172 \tabularnewline
1 & 0.043935 & 0.3044 & 0.381073 \tabularnewline
2 & 0.273044 & 1.8917 & 0.032286 \tabularnewline
3 & -0.01533 & -0.1062 & 0.54207 \tabularnewline
4 & 0.067373 & 0.4668 & 0.321386 \tabularnewline
5 & 0.273007 & 1.8915 & 0.032303 \tabularnewline
6 & -0.09687 & -0.6711 & 0.747324 \tabularnewline
7 & 0.122223 & 0.8468 & 0.200659 \tabularnewline
8 & 0.133425 & 0.9244 & 0.179953 \tabularnewline
9 & -0.086483 & -0.5992 & 0.724062 \tabularnewline
10 & -0.02426 & -0.1681 & 0.566386 \tabularnewline
11 & -0.242925 & -1.683 & 0.950569 \tabularnewline
12 & 0.06336 & 0.439 & 0.331326 \tabularnewline
13 & 0.020091 & 0.1392 & 0.44494 \tabularnewline
14 & 0.250285 & 1.734 & 0.044666 \tabularnewline
15 & 0.000223 & 0.0015 & 0.499387 \tabularnewline
16 & -0.028731 & -0.1991 & 0.57847 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5908&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]-0.389086[/C][C]-2.6957[/C][C]0.995172[/C][/ROW]
[ROW][C]1[/C][C]0.043935[/C][C]0.3044[/C][C]0.381073[/C][/ROW]
[ROW][C]2[/C][C]0.273044[/C][C]1.8917[/C][C]0.032286[/C][/ROW]
[ROW][C]3[/C][C]-0.01533[/C][C]-0.1062[/C][C]0.54207[/C][/ROW]
[ROW][C]4[/C][C]0.067373[/C][C]0.4668[/C][C]0.321386[/C][/ROW]
[ROW][C]5[/C][C]0.273007[/C][C]1.8915[/C][C]0.032303[/C][/ROW]
[ROW][C]6[/C][C]-0.09687[/C][C]-0.6711[/C][C]0.747324[/C][/ROW]
[ROW][C]7[/C][C]0.122223[/C][C]0.8468[/C][C]0.200659[/C][/ROW]
[ROW][C]8[/C][C]0.133425[/C][C]0.9244[/C][C]0.179953[/C][/ROW]
[ROW][C]9[/C][C]-0.086483[/C][C]-0.5992[/C][C]0.724062[/C][/ROW]
[ROW][C]10[/C][C]-0.02426[/C][C]-0.1681[/C][C]0.566386[/C][/ROW]
[ROW][C]11[/C][C]-0.242925[/C][C]-1.683[/C][C]0.950569[/C][/ROW]
[ROW][C]12[/C][C]0.06336[/C][C]0.439[/C][C]0.331326[/C][/ROW]
[ROW][C]13[/C][C]0.020091[/C][C]0.1392[/C][C]0.44494[/C][/ROW]
[ROW][C]14[/C][C]0.250285[/C][C]1.734[/C][C]0.044666[/C][/ROW]
[ROW][C]15[/C][C]0.000223[/C][C]0.0015[/C][C]0.499387[/C][/ROW]
[ROW][C]16[/C][C]-0.028731[/C][C]-0.1991[/C][C]0.57847[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5908&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5908&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	-0.389086	-2.6957	0.995172
1	0.043935	0.3044	0.381073
2	0.273044	1.8917	0.032286
3	-0.01533	-0.1062	0.54207
4	0.067373	0.4668	0.321386
5	0.273007	1.8915	0.032303
6	-0.09687	-0.6711	0.747324
7	0.122223	0.8468	0.200659
8	0.133425	0.9244	0.179953
9	-0.086483	-0.5992	0.724062
10	-0.02426	-0.1681	0.566386
11	-0.242925	-1.683	0.950569
12	0.06336	0.439	0.331326
13	0.020091	0.1392	0.44494
14	0.250285	1.734	0.044666
15	0.000223	0.0015	0.499387
16	-0.028731	-0.1991	0.57847

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