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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 25 Nov 2007 04:20:52 -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/t1195989094jvqlgl4rn52b9bn.htm/, Retrieved Sat, 04 May 2024 18:34:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6406, Retrieved Sat, 04 May 2024 18:34:13 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

205

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

-       [(Partial) Autocorrelation Function] [ws 7] [2007-11-25 11:20:52] [e2f7a6e26aa7cf06a3d27eb5298a4843] [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	2 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 & 2 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=6406&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]2 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=6406&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6406&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	2 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	-0.061895	-0.4288	0.665013
2	-0.019908	-0.1379	0.554562
3	-0.057043	-0.3952	0.652779
4	-0.039302	-0.2723	0.606718
5	-0.047137	-0.3266	0.627295
6	-0.205222	-1.4218	0.919228
7	0.05596	0.3877	0.349974
8	0.024786	0.1717	0.432188
9	0.161365	1.118	0.134572
10	-0.027232	-0.1887	0.574426
11	0.02976	0.2062	0.41876
12	-0.351813	-2.4374	0.990726
13	0.006766	0.0469	0.481402
14	-0.014951	-0.1036	0.541035
15	-0.023835	-0.1651	0.565233
16	0.031215	0.2163	0.414848

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & -0.061895 & -0.4288 & 0.665013 \tabularnewline
2 & -0.019908 & -0.1379 & 0.554562 \tabularnewline
3 & -0.057043 & -0.3952 & 0.652779 \tabularnewline
4 & -0.039302 & -0.2723 & 0.606718 \tabularnewline
5 & -0.047137 & -0.3266 & 0.627295 \tabularnewline
6 & -0.205222 & -1.4218 & 0.919228 \tabularnewline
7 & 0.05596 & 0.3877 & 0.349974 \tabularnewline
8 & 0.024786 & 0.1717 & 0.432188 \tabularnewline
9 & 0.161365 & 1.118 & 0.134572 \tabularnewline
10 & -0.027232 & -0.1887 & 0.574426 \tabularnewline
11 & 0.02976 & 0.2062 & 0.41876 \tabularnewline
12 & -0.351813 & -2.4374 & 0.990726 \tabularnewline
13 & 0.006766 & 0.0469 & 0.481402 \tabularnewline
14 & -0.014951 & -0.1036 & 0.541035 \tabularnewline
15 & -0.023835 & -0.1651 & 0.565233 \tabularnewline
16 & 0.031215 & 0.2163 & 0.414848 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6406&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]-0.061895[/C][C]-0.4288[/C][C]0.665013[/C][/ROW]
[ROW][C]2[/C][C]-0.019908[/C][C]-0.1379[/C][C]0.554562[/C][/ROW]
[ROW][C]3[/C][C]-0.057043[/C][C]-0.3952[/C][C]0.652779[/C][/ROW]
[ROW][C]4[/C][C]-0.039302[/C][C]-0.2723[/C][C]0.606718[/C][/ROW]
[ROW][C]5[/C][C]-0.047137[/C][C]-0.3266[/C][C]0.627295[/C][/ROW]
[ROW][C]6[/C][C]-0.205222[/C][C]-1.4218[/C][C]0.919228[/C][/ROW]
[ROW][C]7[/C][C]0.05596[/C][C]0.3877[/C][C]0.349974[/C][/ROW]
[ROW][C]8[/C][C]0.024786[/C][C]0.1717[/C][C]0.432188[/C][/ROW]
[ROW][C]9[/C][C]0.161365[/C][C]1.118[/C][C]0.134572[/C][/ROW]
[ROW][C]10[/C][C]-0.027232[/C][C]-0.1887[/C][C]0.574426[/C][/ROW]
[ROW][C]11[/C][C]0.02976[/C][C]0.2062[/C][C]0.41876[/C][/ROW]
[ROW][C]12[/C][C]-0.351813[/C][C]-2.4374[/C][C]0.990726[/C][/ROW]
[ROW][C]13[/C][C]0.006766[/C][C]0.0469[/C][C]0.481402[/C][/ROW]
[ROW][C]14[/C][C]-0.014951[/C][C]-0.1036[/C][C]0.541035[/C][/ROW]
[ROW][C]15[/C][C]-0.023835[/C][C]-0.1651[/C][C]0.565233[/C][/ROW]
[ROW][C]16[/C][C]0.031215[/C][C]0.2163[/C][C]0.414848[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6406&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6406&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	-0.061895	-0.4288	0.665013
2	-0.019908	-0.1379	0.554562
3	-0.057043	-0.3952	0.652779
4	-0.039302	-0.2723	0.606718
5	-0.047137	-0.3266	0.627295
6	-0.205222	-1.4218	0.919228
7	0.05596	0.3877	0.349974
8	0.024786	0.1717	0.432188
9	0.161365	1.118	0.134572
10	-0.027232	-0.1887	0.574426
11	0.02976	0.2062	0.41876
12	-0.351813	-2.4374	0.990726
13	0.006766	0.0469	0.481402
14	-0.014951	-0.1036	0.541035
15	-0.023835	-0.1651	0.565233
16	0.031215	0.2163	0.414848

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.061895	-0.4288	0.665013
1	-0.02383	-0.1651	0.56522
2	-0.060043	-0.416	0.660365
3	-0.047646	-0.3301	0.62862
4	-0.056229	-0.3896	0.65071
5	-0.220968	-1.5309	0.933822
6	0.016356	0.1133	0.455126
7	0.007573	0.0525	0.479187
8	0.141291	0.9789	0.166271
9	-0.022766	-0.1577	0.562334
10	0.020561	0.1425	0.44366
11	-0.403569	-2.796	0.99629
12	-0.017741	-0.1229	0.548654
13	-0.033397	-0.2314	0.591
14	0.030212	0.2093	0.417545
15	-0.031143	-0.2158	0.584958
16	-0.004671	-0.0324	0.512841

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.061895 & -0.4288 & 0.665013 \tabularnewline
1 & -0.02383 & -0.1651 & 0.56522 \tabularnewline
2 & -0.060043 & -0.416 & 0.660365 \tabularnewline
3 & -0.047646 & -0.3301 & 0.62862 \tabularnewline
4 & -0.056229 & -0.3896 & 0.65071 \tabularnewline
5 & -0.220968 & -1.5309 & 0.933822 \tabularnewline
6 & 0.016356 & 0.1133 & 0.455126 \tabularnewline
7 & 0.007573 & 0.0525 & 0.479187 \tabularnewline
8 & 0.141291 & 0.9789 & 0.166271 \tabularnewline
9 & -0.022766 & -0.1577 & 0.562334 \tabularnewline
10 & 0.020561 & 0.1425 & 0.44366 \tabularnewline
11 & -0.403569 & -2.796 & 0.99629 \tabularnewline
12 & -0.017741 & -0.1229 & 0.548654 \tabularnewline
13 & -0.033397 & -0.2314 & 0.591 \tabularnewline
14 & 0.030212 & 0.2093 & 0.417545 \tabularnewline
15 & -0.031143 & -0.2158 & 0.584958 \tabularnewline
16 & -0.004671 & -0.0324 & 0.512841 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6406&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]-0.061895[/C][C]-0.4288[/C][C]0.665013[/C][/ROW]
[ROW][C]1[/C][C]-0.02383[/C][C]-0.1651[/C][C]0.56522[/C][/ROW]
[ROW][C]2[/C][C]-0.060043[/C][C]-0.416[/C][C]0.660365[/C][/ROW]
[ROW][C]3[/C][C]-0.047646[/C][C]-0.3301[/C][C]0.62862[/C][/ROW]
[ROW][C]4[/C][C]-0.056229[/C][C]-0.3896[/C][C]0.65071[/C][/ROW]
[ROW][C]5[/C][C]-0.220968[/C][C]-1.5309[/C][C]0.933822[/C][/ROW]
[ROW][C]6[/C][C]0.016356[/C][C]0.1133[/C][C]0.455126[/C][/ROW]
[ROW][C]7[/C][C]0.007573[/C][C]0.0525[/C][C]0.479187[/C][/ROW]
[ROW][C]8[/C][C]0.141291[/C][C]0.9789[/C][C]0.166271[/C][/ROW]
[ROW][C]9[/C][C]-0.022766[/C][C]-0.1577[/C][C]0.562334[/C][/ROW]
[ROW][C]10[/C][C]0.020561[/C][C]0.1425[/C][C]0.44366[/C][/ROW]
[ROW][C]11[/C][C]-0.403569[/C][C]-2.796[/C][C]0.99629[/C][/ROW]
[ROW][C]12[/C][C]-0.017741[/C][C]-0.1229[/C][C]0.548654[/C][/ROW]
[ROW][C]13[/C][C]-0.033397[/C][C]-0.2314[/C][C]0.591[/C][/ROW]
[ROW][C]14[/C][C]0.030212[/C][C]0.2093[/C][C]0.417545[/C][/ROW]
[ROW][C]15[/C][C]-0.031143[/C][C]-0.2158[/C][C]0.584958[/C][/ROW]
[ROW][C]16[/C][C]-0.004671[/C][C]-0.0324[/C][C]0.512841[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6406&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6406&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	-0.061895	-0.4288	0.665013
1	-0.02383	-0.1651	0.56522
2	-0.060043	-0.416	0.660365
3	-0.047646	-0.3301	0.62862
4	-0.056229	-0.3896	0.65071
5	-0.220968	-1.5309	0.933822
6	0.016356	0.1133	0.455126
7	0.007573	0.0525	0.479187
8	0.141291	0.9789	0.166271
9	-0.022766	-0.1577	0.562334
10	0.020561	0.1425	0.44366
11	-0.403569	-2.796	0.99629
12	-0.017741	-0.1229	0.548654
13	-0.033397	-0.2314	0.591
14	0.030212	0.2093	0.417545
15	-0.031143	-0.2158	0.584958
16	-0.004671	-0.0324	0.512841

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = -1.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = -0.9 ; 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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Input Parameters & R Code