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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 23 Nov 2007 09:54:12 -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/t1195836352wx5rpmywrnivvto.htm/, Retrieved Mon, 29 Apr 2024 04:21:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6231, Retrieved Mon, 29 Apr 2024 04:21:16 +0000

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No (this computation is public)

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Estimated Impact

160

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-       [(Partial) Autocorrelation Function] [autocorrelatie we...] [2007-11-23 16:54:12] [bd02e85be52eb1cb060a2c60779eb820] [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=6231&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=6231&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6231&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	7.6811	0
1	0.065244	0.5012	0.309065
2	-0.144022	-1.1063	0.863447
3	-0.170673	-1.311	0.902525
4	0.074113	0.5693	0.285666
5	0.030861	0.237	0.406721
6	0.115054	0.8837	0.190209
7	0.17415	1.3377	0.093069
8	0.012172	0.0935	0.462913
9	-0.102572	-0.7879	0.783037
10	-0.187691	-1.4417	0.922661
11	0.040549	0.3115	0.378273
12	0.045704	0.3511	0.363397
13	-0.028292	-0.2173	0.585642
14	0.095589	0.7342	0.232858
15	-0.015858	-0.1218	0.548267
16	-0.144856	-1.1127	0.864816
17	-0.081512	-0.6261	0.73317

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.065244 & 0.5012 & 0.309065 \tabularnewline
2 & -0.144022 & -1.1063 & 0.863447 \tabularnewline
3 & -0.170673 & -1.311 & 0.902525 \tabularnewline
4 & 0.074113 & 0.5693 & 0.285666 \tabularnewline
5 & 0.030861 & 0.237 & 0.406721 \tabularnewline
6 & 0.115054 & 0.8837 & 0.190209 \tabularnewline
7 & 0.17415 & 1.3377 & 0.093069 \tabularnewline
8 & 0.012172 & 0.0935 & 0.462913 \tabularnewline
9 & -0.102572 & -0.7879 & 0.783037 \tabularnewline
10 & -0.187691 & -1.4417 & 0.922661 \tabularnewline
11 & 0.040549 & 0.3115 & 0.378273 \tabularnewline
12 & 0.045704 & 0.3511 & 0.363397 \tabularnewline
13 & -0.028292 & -0.2173 & 0.585642 \tabularnewline
14 & 0.095589 & 0.7342 & 0.232858 \tabularnewline
15 & -0.015858 & -0.1218 & 0.548267 \tabularnewline
16 & -0.144856 & -1.1127 & 0.864816 \tabularnewline
17 & -0.081512 & -0.6261 & 0.73317 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6231&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.065244[/C][C]0.5012[/C][C]0.309065[/C][/ROW]
[ROW][C]2[/C][C]-0.144022[/C][C]-1.1063[/C][C]0.863447[/C][/ROW]
[ROW][C]3[/C][C]-0.170673[/C][C]-1.311[/C][C]0.902525[/C][/ROW]
[ROW][C]4[/C][C]0.074113[/C][C]0.5693[/C][C]0.285666[/C][/ROW]
[ROW][C]5[/C][C]0.030861[/C][C]0.237[/C][C]0.406721[/C][/ROW]
[ROW][C]6[/C][C]0.115054[/C][C]0.8837[/C][C]0.190209[/C][/ROW]
[ROW][C]7[/C][C]0.17415[/C][C]1.3377[/C][C]0.093069[/C][/ROW]
[ROW][C]8[/C][C]0.012172[/C][C]0.0935[/C][C]0.462913[/C][/ROW]
[ROW][C]9[/C][C]-0.102572[/C][C]-0.7879[/C][C]0.783037[/C][/ROW]
[ROW][C]10[/C][C]-0.187691[/C][C]-1.4417[/C][C]0.922661[/C][/ROW]
[ROW][C]11[/C][C]0.040549[/C][C]0.3115[/C][C]0.378273[/C][/ROW]
[ROW][C]12[/C][C]0.045704[/C][C]0.3511[/C][C]0.363397[/C][/ROW]
[ROW][C]13[/C][C]-0.028292[/C][C]-0.2173[/C][C]0.585642[/C][/ROW]
[ROW][C]14[/C][C]0.095589[/C][C]0.7342[/C][C]0.232858[/C][/ROW]
[ROW][C]15[/C][C]-0.015858[/C][C]-0.1218[/C][C]0.548267[/C][/ROW]
[ROW][C]16[/C][C]-0.144856[/C][C]-1.1127[/C][C]0.864816[/C][/ROW]
[ROW][C]17[/C][C]-0.081512[/C][C]-0.6261[/C][C]0.73317[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6231&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6231&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	7.6811	0
1	0.065244	0.5012	0.309065
2	-0.144022	-1.1063	0.863447
3	-0.170673	-1.311	0.902525
4	0.074113	0.5693	0.285666
5	0.030861	0.237	0.406721
6	0.115054	0.8837	0.190209
7	0.17415	1.3377	0.093069
8	0.012172	0.0935	0.462913
9	-0.102572	-0.7879	0.783037
10	-0.187691	-1.4417	0.922661
11	0.040549	0.3115	0.378273
12	0.045704	0.3511	0.363397
13	-0.028292	-0.2173	0.585642
14	0.095589	0.7342	0.232858
15	-0.015858	-0.1218	0.548267
16	-0.144856	-1.1127	0.864816
17	-0.081512	-0.6261	0.73317

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.065244	0.5012	0.309065
1	-0.148913	-1.1438	0.871342
2	-0.154223	-1.1846	0.879539
3	0.077083	0.5921	0.278029
4	-0.024688	-0.1896	0.574877
5	0.114487	0.8794	0.191378
6	0.198545	1.5251	0.066295
7	0.018171	0.1396	0.444737
8	-0.02196	-0.1687	0.566687
9	-0.154054	-1.1833	0.879283
10	0.004701	0.0361	0.485659
11	-0.044364	-0.3408	0.632755
12	-0.113005	-0.868	0.805546
13	0.131548	1.0104	0.158206
14	-0.036391	-0.2795	0.609589
15	-0.089053	-0.684	0.751683
16	0.034567	0.2655	0.395769
17	-0.149444	-1.1479	0.872179

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.065244 & 0.5012 & 0.309065 \tabularnewline
1 & -0.148913 & -1.1438 & 0.871342 \tabularnewline
2 & -0.154223 & -1.1846 & 0.879539 \tabularnewline
3 & 0.077083 & 0.5921 & 0.278029 \tabularnewline
4 & -0.024688 & -0.1896 & 0.574877 \tabularnewline
5 & 0.114487 & 0.8794 & 0.191378 \tabularnewline
6 & 0.198545 & 1.5251 & 0.066295 \tabularnewline
7 & 0.018171 & 0.1396 & 0.444737 \tabularnewline
8 & -0.02196 & -0.1687 & 0.566687 \tabularnewline
9 & -0.154054 & -1.1833 & 0.879283 \tabularnewline
10 & 0.004701 & 0.0361 & 0.485659 \tabularnewline
11 & -0.044364 & -0.3408 & 0.632755 \tabularnewline
12 & -0.113005 & -0.868 & 0.805546 \tabularnewline
13 & 0.131548 & 1.0104 & 0.158206 \tabularnewline
14 & -0.036391 & -0.2795 & 0.609589 \tabularnewline
15 & -0.089053 & -0.684 & 0.751683 \tabularnewline
16 & 0.034567 & 0.2655 & 0.395769 \tabularnewline
17 & -0.149444 & -1.1479 & 0.872179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6231&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]0.065244[/C][C]0.5012[/C][C]0.309065[/C][/ROW]
[ROW][C]1[/C][C]-0.148913[/C][C]-1.1438[/C][C]0.871342[/C][/ROW]
[ROW][C]2[/C][C]-0.154223[/C][C]-1.1846[/C][C]0.879539[/C][/ROW]
[ROW][C]3[/C][C]0.077083[/C][C]0.5921[/C][C]0.278029[/C][/ROW]
[ROW][C]4[/C][C]-0.024688[/C][C]-0.1896[/C][C]0.574877[/C][/ROW]
[ROW][C]5[/C][C]0.114487[/C][C]0.8794[/C][C]0.191378[/C][/ROW]
[ROW][C]6[/C][C]0.198545[/C][C]1.5251[/C][C]0.066295[/C][/ROW]
[ROW][C]7[/C][C]0.018171[/C][C]0.1396[/C][C]0.444737[/C][/ROW]
[ROW][C]8[/C][C]-0.02196[/C][C]-0.1687[/C][C]0.566687[/C][/ROW]
[ROW][C]9[/C][C]-0.154054[/C][C]-1.1833[/C][C]0.879283[/C][/ROW]
[ROW][C]10[/C][C]0.004701[/C][C]0.0361[/C][C]0.485659[/C][/ROW]
[ROW][C]11[/C][C]-0.044364[/C][C]-0.3408[/C][C]0.632755[/C][/ROW]
[ROW][C]12[/C][C]-0.113005[/C][C]-0.868[/C][C]0.805546[/C][/ROW]
[ROW][C]13[/C][C]0.131548[/C][C]1.0104[/C][C]0.158206[/C][/ROW]
[ROW][C]14[/C][C]-0.036391[/C][C]-0.2795[/C][C]0.609589[/C][/ROW]
[ROW][C]15[/C][C]-0.089053[/C][C]-0.684[/C][C]0.751683[/C][/ROW]
[ROW][C]16[/C][C]0.034567[/C][C]0.2655[/C][C]0.395769[/C][/ROW]
[ROW][C]17[/C][C]-0.149444[/C][C]-1.1479[/C][C]0.872179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6231&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6231&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	0.065244	0.5012	0.309065
1	-0.148913	-1.1438	0.871342
2	-0.154223	-1.1846	0.879539
3	0.077083	0.5921	0.278029
4	-0.024688	-0.1896	0.574877
5	0.114487	0.8794	0.191378
6	0.198545	1.5251	0.066295
7	0.018171	0.1396	0.444737
8	-0.02196	-0.1687	0.566687
9	-0.154054	-1.1833	0.879283
10	0.004701	0.0361	0.485659
11	-0.044364	-0.3408	0.632755
12	-0.113005	-0.868	0.805546
13	0.131548	1.0104	0.158206
14	-0.036391	-0.2795	0.609589
15	-0.089053	-0.684	0.751683
16	0.034567	0.2655	0.395769
17	-0.149444	-1.1479	0.872179

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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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