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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 24 Nov 2007 17:29:08 -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/25/t1195950027r36hj04zm1w6k89.htm/, Retrieved Sat, 04 May 2024 19:52:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6368, Retrieved Sat, 04 May 2024 19:52:44 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

212

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

-       [(Partial) Autocorrelation Function] [WS10Q2ECHTS NA DIFF] [2007-11-25 00:29:08] [e0964b90cb3acfe235da067e79729c23] [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	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=6368&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=6368&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6368&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	6.9282	0
1	-0.360068	-2.4946	0.991948
2	0.183379	1.2705	0.105017
3	0.177822	1.232	0.111977
4	-0.122863	-0.8512	0.800563
5	0.19785	1.3707	0.088415
6	0.135428	0.9383	0.176401
7	-0.18881	-1.3081	0.901468
8	0.304219	2.1077	0.020153
9	-0.078822	-0.5461	0.706235
10	-0.043642	-0.3024	0.618157
11	0.168659	1.1685	0.124187
12	-0.271335	-1.8799	0.966899
13	0.204698	1.4182	0.081297
14	-0.039064	-0.2706	0.606087
15	0.096653	0.6696	0.253151
16	-0.03218	-0.2229	0.587739

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & -0.360068 & -2.4946 & 0.991948 \tabularnewline
2 & 0.183379 & 1.2705 & 0.105017 \tabularnewline
3 & 0.177822 & 1.232 & 0.111977 \tabularnewline
4 & -0.122863 & -0.8512 & 0.800563 \tabularnewline
5 & 0.19785 & 1.3707 & 0.088415 \tabularnewline
6 & 0.135428 & 0.9383 & 0.176401 \tabularnewline
7 & -0.18881 & -1.3081 & 0.901468 \tabularnewline
8 & 0.304219 & 2.1077 & 0.020153 \tabularnewline
9 & -0.078822 & -0.5461 & 0.706235 \tabularnewline
10 & -0.043642 & -0.3024 & 0.618157 \tabularnewline
11 & 0.168659 & 1.1685 & 0.124187 \tabularnewline
12 & -0.271335 & -1.8799 & 0.966899 \tabularnewline
13 & 0.204698 & 1.4182 & 0.081297 \tabularnewline
14 & -0.039064 & -0.2706 & 0.606087 \tabularnewline
15 & 0.096653 & 0.6696 & 0.253151 \tabularnewline
16 & -0.03218 & -0.2229 & 0.587739 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6368&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]-0.360068[/C][C]-2.4946[/C][C]0.991948[/C][/ROW]
[ROW][C]2[/C][C]0.183379[/C][C]1.2705[/C][C]0.105017[/C][/ROW]
[ROW][C]3[/C][C]0.177822[/C][C]1.232[/C][C]0.111977[/C][/ROW]
[ROW][C]4[/C][C]-0.122863[/C][C]-0.8512[/C][C]0.800563[/C][/ROW]
[ROW][C]5[/C][C]0.19785[/C][C]1.3707[/C][C]0.088415[/C][/ROW]
[ROW][C]6[/C][C]0.135428[/C][C]0.9383[/C][C]0.176401[/C][/ROW]
[ROW][C]7[/C][C]-0.18881[/C][C]-1.3081[/C][C]0.901468[/C][/ROW]
[ROW][C]8[/C][C]0.304219[/C][C]2.1077[/C][C]0.020153[/C][/ROW]
[ROW][C]9[/C][C]-0.078822[/C][C]-0.5461[/C][C]0.706235[/C][/ROW]
[ROW][C]10[/C][C]-0.043642[/C][C]-0.3024[/C][C]0.618157[/C][/ROW]
[ROW][C]11[/C][C]0.168659[/C][C]1.1685[/C][C]0.124187[/C][/ROW]
[ROW][C]12[/C][C]-0.271335[/C][C]-1.8799[/C][C]0.966899[/C][/ROW]
[ROW][C]13[/C][C]0.204698[/C][C]1.4182[/C][C]0.081297[/C][/ROW]
[ROW][C]14[/C][C]-0.039064[/C][C]-0.2706[/C][C]0.606087[/C][/ROW]
[ROW][C]15[/C][C]0.096653[/C][C]0.6696[/C][C]0.253151[/C][/ROW]
[ROW][C]16[/C][C]-0.03218[/C][C]-0.2229[/C][C]0.587739[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6368&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6368&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	-0.360068	-2.4946	0.991948
2	0.183379	1.2705	0.105017
3	0.177822	1.232	0.111977
4	-0.122863	-0.8512	0.800563
5	0.19785	1.3707	0.088415
6	0.135428	0.9383	0.176401
7	-0.18881	-1.3081	0.901468
8	0.304219	2.1077	0.020153
9	-0.078822	-0.5461	0.706235
10	-0.043642	-0.3024	0.618157
11	0.168659	1.1685	0.124187
12	-0.271335	-1.8799	0.966899
13	0.204698	1.4182	0.081297
14	-0.039064	-0.2706	0.606087
15	0.096653	0.6696	0.253151
16	-0.03218	-0.2229	0.587739

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.360068	-2.4946	0.991948
1	0.061734	0.4277	0.335388
2	0.302183	2.0936	0.020802
3	0.024489	0.1697	0.432992
4	0.097189	0.6733	0.251979
5	0.250413	1.7349	0.044587
6	-0.110432	-0.7651	0.77602
7	0.09097	0.6303	0.265757
8	0.066829	0.463	0.322726
9	-0.101024	-0.6999	0.756321
10	-0.025434	-0.1762	0.569565
11	-0.227585	-1.5768	0.93929
12	0.038941	0.2698	0.394239
13	0.001024	0.0071	0.497185
14	0.277877	1.9252	0.030071
15	0.004277	0.0296	0.488242
16	-0.026644	-0.1846	0.572838

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.360068 & -2.4946 & 0.991948 \tabularnewline
1 & 0.061734 & 0.4277 & 0.335388 \tabularnewline
2 & 0.302183 & 2.0936 & 0.020802 \tabularnewline
3 & 0.024489 & 0.1697 & 0.432992 \tabularnewline
4 & 0.097189 & 0.6733 & 0.251979 \tabularnewline
5 & 0.250413 & 1.7349 & 0.044587 \tabularnewline
6 & -0.110432 & -0.7651 & 0.77602 \tabularnewline
7 & 0.09097 & 0.6303 & 0.265757 \tabularnewline
8 & 0.066829 & 0.463 & 0.322726 \tabularnewline
9 & -0.101024 & -0.6999 & 0.756321 \tabularnewline
10 & -0.025434 & -0.1762 & 0.569565 \tabularnewline
11 & -0.227585 & -1.5768 & 0.93929 \tabularnewline
12 & 0.038941 & 0.2698 & 0.394239 \tabularnewline
13 & 0.001024 & 0.0071 & 0.497185 \tabularnewline
14 & 0.277877 & 1.9252 & 0.030071 \tabularnewline
15 & 0.004277 & 0.0296 & 0.488242 \tabularnewline
16 & -0.026644 & -0.1846 & 0.572838 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6368&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]-0.360068[/C][C]-2.4946[/C][C]0.991948[/C][/ROW]
[ROW][C]1[/C][C]0.061734[/C][C]0.4277[/C][C]0.335388[/C][/ROW]
[ROW][C]2[/C][C]0.302183[/C][C]2.0936[/C][C]0.020802[/C][/ROW]
[ROW][C]3[/C][C]0.024489[/C][C]0.1697[/C][C]0.432992[/C][/ROW]
[ROW][C]4[/C][C]0.097189[/C][C]0.6733[/C][C]0.251979[/C][/ROW]
[ROW][C]5[/C][C]0.250413[/C][C]1.7349[/C][C]0.044587[/C][/ROW]
[ROW][C]6[/C][C]-0.110432[/C][C]-0.7651[/C][C]0.77602[/C][/ROW]
[ROW][C]7[/C][C]0.09097[/C][C]0.6303[/C][C]0.265757[/C][/ROW]
[ROW][C]8[/C][C]0.066829[/C][C]0.463[/C][C]0.322726[/C][/ROW]
[ROW][C]9[/C][C]-0.101024[/C][C]-0.6999[/C][C]0.756321[/C][/ROW]
[ROW][C]10[/C][C]-0.025434[/C][C]-0.1762[/C][C]0.569565[/C][/ROW]
[ROW][C]11[/C][C]-0.227585[/C][C]-1.5768[/C][C]0.93929[/C][/ROW]
[ROW][C]12[/C][C]0.038941[/C][C]0.2698[/C][C]0.394239[/C][/ROW]
[ROW][C]13[/C][C]0.001024[/C][C]0.0071[/C][C]0.497185[/C][/ROW]
[ROW][C]14[/C][C]0.277877[/C][C]1.9252[/C][C]0.030071[/C][/ROW]
[ROW][C]15[/C][C]0.004277[/C][C]0.0296[/C][C]0.488242[/C][/ROW]
[ROW][C]16[/C][C]-0.026644[/C][C]-0.1846[/C][C]0.572838[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6368&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6368&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	-0.360068	-2.4946	0.991948
1	0.061734	0.4277	0.335388
2	0.302183	2.0936	0.020802
3	0.024489	0.1697	0.432992
4	0.097189	0.6733	0.251979
5	0.250413	1.7349	0.044587
6	-0.110432	-0.7651	0.77602
7	0.09097	0.6303	0.265757
8	0.066829	0.463	0.322726
9	-0.101024	-0.6999	0.756321
10	-0.025434	-0.1762	0.569565
11	-0.227585	-1.5768	0.93929
12	0.038941	0.2698	0.394239
13	0.001024	0.0071	0.497185
14	0.277877	1.9252	0.030071
15	0.004277	0.0296	0.488242
16	-0.026644	-0.1846	0.572838

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 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

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