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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

Fri, 23 Nov 2007 09:10:24 -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/23/t1195833783vqof2c1gjnudjrf.htm/, Retrieved Mon, 29 Apr 2024 03:43:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6217, Retrieved Mon, 29 Apr 2024 03:43:25 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

186

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

-       [(Partial) Autocorrelation Function] [Workshop 4 Q2 Aut...] [2007-11-23 16:10:24] [44cf2be50bc8700e14714598feda9df9] [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=6217&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=6217&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6217&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	7	0
1	-0.073548	-0.5148	0.695509
2	0.050377	0.3526	0.362935
3	0.324174	2.2692	0.013847
4	-0.017367	-0.1216	0.548132
5	-0.027664	-0.1937	0.576375
6	0.077152	0.5401	0.2958
7	-0.277561	-1.9429	0.971109
8	0.016394	0.1148	0.454553
9	-0.039878	-0.2791	0.609347
10	-0.154638	-1.0825	0.857828
11	-0.09345	-0.6542	0.741963
12	-0.186246	-1.3037	0.90079
13	-0.066361	-0.4645	0.677837
14	0.071327	0.4993	0.309905
15	-0.09618	-0.6733	0.748027
16	-0.163997	-1.148	0.871725

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7 & 0 \tabularnewline
1 & -0.073548 & -0.5148 & 0.695509 \tabularnewline
2 & 0.050377 & 0.3526 & 0.362935 \tabularnewline
3 & 0.324174 & 2.2692 & 0.013847 \tabularnewline
4 & -0.017367 & -0.1216 & 0.548132 \tabularnewline
5 & -0.027664 & -0.1937 & 0.576375 \tabularnewline
6 & 0.077152 & 0.5401 & 0.2958 \tabularnewline
7 & -0.277561 & -1.9429 & 0.971109 \tabularnewline
8 & 0.016394 & 0.1148 & 0.454553 \tabularnewline
9 & -0.039878 & -0.2791 & 0.609347 \tabularnewline
10 & -0.154638 & -1.0825 & 0.857828 \tabularnewline
11 & -0.09345 & -0.6542 & 0.741963 \tabularnewline
12 & -0.186246 & -1.3037 & 0.90079 \tabularnewline
13 & -0.066361 & -0.4645 & 0.677837 \tabularnewline
14 & 0.071327 & 0.4993 & 0.309905 \tabularnewline
15 & -0.09618 & -0.6733 & 0.748027 \tabularnewline
16 & -0.163997 & -1.148 & 0.871725 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6217&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[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.073548[/C][C]-0.5148[/C][C]0.695509[/C][/ROW]
[ROW][C]2[/C][C]0.050377[/C][C]0.3526[/C][C]0.362935[/C][/ROW]
[ROW][C]3[/C][C]0.324174[/C][C]2.2692[/C][C]0.013847[/C][/ROW]
[ROW][C]4[/C][C]-0.017367[/C][C]-0.1216[/C][C]0.548132[/C][/ROW]
[ROW][C]5[/C][C]-0.027664[/C][C]-0.1937[/C][C]0.576375[/C][/ROW]
[ROW][C]6[/C][C]0.077152[/C][C]0.5401[/C][C]0.2958[/C][/ROW]
[ROW][C]7[/C][C]-0.277561[/C][C]-1.9429[/C][C]0.971109[/C][/ROW]
[ROW][C]8[/C][C]0.016394[/C][C]0.1148[/C][C]0.454553[/C][/ROW]
[ROW][C]9[/C][C]-0.039878[/C][C]-0.2791[/C][C]0.609347[/C][/ROW]
[ROW][C]10[/C][C]-0.154638[/C][C]-1.0825[/C][C]0.857828[/C][/ROW]
[ROW][C]11[/C][C]-0.09345[/C][C]-0.6542[/C][C]0.741963[/C][/ROW]
[ROW][C]12[/C][C]-0.186246[/C][C]-1.3037[/C][C]0.90079[/C][/ROW]
[ROW][C]13[/C][C]-0.066361[/C][C]-0.4645[/C][C]0.677837[/C][/ROW]
[ROW][C]14[/C][C]0.071327[/C][C]0.4993[/C][C]0.309905[/C][/ROW]
[ROW][C]15[/C][C]-0.09618[/C][C]-0.6733[/C][C]0.748027[/C][/ROW]
[ROW][C]16[/C][C]-0.163997[/C][C]-1.148[/C][C]0.871725[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6217&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6217&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	0
1	-0.073548	-0.5148	0.695509
2	0.050377	0.3526	0.362935
3	0.324174	2.2692	0.013847
4	-0.017367	-0.1216	0.548132
5	-0.027664	-0.1937	0.576375
6	0.077152	0.5401	0.2958
7	-0.277561	-1.9429	0.971109
8	0.016394	0.1148	0.454553
9	-0.039878	-0.2791	0.609347
10	-0.154638	-1.0825	0.857828
11	-0.09345	-0.6542	0.741963
12	-0.186246	-1.3037	0.90079
13	-0.066361	-0.4645	0.677837
14	0.071327	0.4993	0.309905
15	-0.09618	-0.6733	0.748027
16	-0.163997	-1.148	0.871725

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.073548	-0.5148	0.695509
1	0.045212	0.3165	0.376489
2	0.333519	2.3346	0.011852
3	0.035547	0.2488	0.402268
4	-0.073947	-0.5176	0.696477
5	-0.047291	-0.331	0.628985
6	-0.310377	-2.1726	0.982664
7	-0.012991	-0.0909	0.536044
8	-0.00603	-0.0422	0.516749
9	0.036563	0.2559	0.399534
10	-0.089462	-0.6262	0.732967
11	-0.253659	-1.7756	0.958996
12	-0.064404	-0.4508	0.672948
13	0.110326	0.7723	0.221829
14	0.118727	0.8311	0.204978
15	-0.193345	-1.3534	0.908933
16	0.013977	0.0978	0.461229

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.073548 & -0.5148 & 0.695509 \tabularnewline
1 & 0.045212 & 0.3165 & 0.376489 \tabularnewline
2 & 0.333519 & 2.3346 & 0.011852 \tabularnewline
3 & 0.035547 & 0.2488 & 0.402268 \tabularnewline
4 & -0.073947 & -0.5176 & 0.696477 \tabularnewline
5 & -0.047291 & -0.331 & 0.628985 \tabularnewline
6 & -0.310377 & -2.1726 & 0.982664 \tabularnewline
7 & -0.012991 & -0.0909 & 0.536044 \tabularnewline
8 & -0.00603 & -0.0422 & 0.516749 \tabularnewline
9 & 0.036563 & 0.2559 & 0.399534 \tabularnewline
10 & -0.089462 & -0.6262 & 0.732967 \tabularnewline
11 & -0.253659 & -1.7756 & 0.958996 \tabularnewline
12 & -0.064404 & -0.4508 & 0.672948 \tabularnewline
13 & 0.110326 & 0.7723 & 0.221829 \tabularnewline
14 & 0.118727 & 0.8311 & 0.204978 \tabularnewline
15 & -0.193345 & -1.3534 & 0.908933 \tabularnewline
16 & 0.013977 & 0.0978 & 0.461229 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6217&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]-0.073548[/C][C]-0.5148[/C][C]0.695509[/C][/ROW]
[ROW][C]1[/C][C]0.045212[/C][C]0.3165[/C][C]0.376489[/C][/ROW]
[ROW][C]2[/C][C]0.333519[/C][C]2.3346[/C][C]0.011852[/C][/ROW]
[ROW][C]3[/C][C]0.035547[/C][C]0.2488[/C][C]0.402268[/C][/ROW]
[ROW][C]4[/C][C]-0.073947[/C][C]-0.5176[/C][C]0.696477[/C][/ROW]
[ROW][C]5[/C][C]-0.047291[/C][C]-0.331[/C][C]0.628985[/C][/ROW]
[ROW][C]6[/C][C]-0.310377[/C][C]-2.1726[/C][C]0.982664[/C][/ROW]
[ROW][C]7[/C][C]-0.012991[/C][C]-0.0909[/C][C]0.536044[/C][/ROW]
[ROW][C]8[/C][C]-0.00603[/C][C]-0.0422[/C][C]0.516749[/C][/ROW]
[ROW][C]9[/C][C]0.036563[/C][C]0.2559[/C][C]0.399534[/C][/ROW]
[ROW][C]10[/C][C]-0.089462[/C][C]-0.6262[/C][C]0.732967[/C][/ROW]
[ROW][C]11[/C][C]-0.253659[/C][C]-1.7756[/C][C]0.958996[/C][/ROW]
[ROW][C]12[/C][C]-0.064404[/C][C]-0.4508[/C][C]0.672948[/C][/ROW]
[ROW][C]13[/C][C]0.110326[/C][C]0.7723[/C][C]0.221829[/C][/ROW]
[ROW][C]14[/C][C]0.118727[/C][C]0.8311[/C][C]0.204978[/C][/ROW]
[ROW][C]15[/C][C]-0.193345[/C][C]-1.3534[/C][C]0.908933[/C][/ROW]
[ROW][C]16[/C][C]0.013977[/C][C]0.0978[/C][C]0.461229[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6217&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6217&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	-0.073548	-0.5148	0.695509
1	0.045212	0.3165	0.376489
2	0.333519	2.3346	0.011852
3	0.035547	0.2488	0.402268
4	-0.073947	-0.5176	0.696477
5	-0.047291	-0.331	0.628985
6	-0.310377	-2.1726	0.982664
7	-0.012991	-0.0909	0.536044
8	-0.00603	-0.0422	0.516749
9	0.036563	0.2559	0.399534
10	-0.089462	-0.6262	0.732967
11	-0.253659	-1.7756	0.958996
12	-0.064404	-0.4508	0.672948
13	0.110326	0.7723	0.221829
14	0.118727	0.8311	0.204978
15	-0.193345	-1.3534	0.908933
16	0.013977	0.0978	0.461229

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1.1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1.1 ; 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