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Author's title

Prijsindexcijfers van de grondstoffen , Algemeen indexcijfer, Exclusief ene...

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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 26 Nov 2007 13:03:24 -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/26/t11961068307bb05crcniawyhy.htm/, Retrieved Thu, 02 May 2024 15:25:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6662, Retrieved Thu, 02 May 2024 15:25:19 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

174

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

-       [(Partial) Autocorrelation Function] [Prijsindexcijfers...] [2007-11-26 20:03:24] [5338a3370b0f0a39c3af1ba0be9c6dab] [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=6662&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=6662&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6662&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	7.746	0
1	0.951096	7.3672	0
2	0.900961	6.9788	0
3	0.843418	6.5331	0
4	0.786422	6.0916	0
5	0.729064	5.6473	0
6	0.670428	5.1931	1e-06
7	0.615758	4.7696	6e-06
8	0.567076	4.3926	2.3e-05
9	0.519227	4.0219	8.2e-05
10	0.468481	3.6288	0.000295
11	0.418199	3.2394	0.000977
12	0.367404	2.8459	0.003026
13	0.320782	2.4848	0.007885
14	0.271551	2.1034	0.019815
15	0.218775	1.6946	0.047666
16	0.17603	1.3635	0.088906

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.951096 & 7.3672 & 0 \tabularnewline
2 & 0.900961 & 6.9788 & 0 \tabularnewline
3 & 0.843418 & 6.5331 & 0 \tabularnewline
4 & 0.786422 & 6.0916 & 0 \tabularnewline
5 & 0.729064 & 5.6473 & 0 \tabularnewline
6 & 0.670428 & 5.1931 & 1e-06 \tabularnewline
7 & 0.615758 & 4.7696 & 6e-06 \tabularnewline
8 & 0.567076 & 4.3926 & 2.3e-05 \tabularnewline
9 & 0.519227 & 4.0219 & 8.2e-05 \tabularnewline
10 & 0.468481 & 3.6288 & 0.000295 \tabularnewline
11 & 0.418199 & 3.2394 & 0.000977 \tabularnewline
12 & 0.367404 & 2.8459 & 0.003026 \tabularnewline
13 & 0.320782 & 2.4848 & 0.007885 \tabularnewline
14 & 0.271551 & 2.1034 & 0.019815 \tabularnewline
15 & 0.218775 & 1.6946 & 0.047666 \tabularnewline
16 & 0.17603 & 1.3635 & 0.088906 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6662&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.951096[/C][C]7.3672[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.900961[/C][C]6.9788[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.843418[/C][C]6.5331[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.786422[/C][C]6.0916[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.729064[/C][C]5.6473[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.670428[/C][C]5.1931[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.615758[/C][C]4.7696[/C][C]6e-06[/C][/ROW]
[ROW][C]8[/C][C]0.567076[/C][C]4.3926[/C][C]2.3e-05[/C][/ROW]
[ROW][C]9[/C][C]0.519227[/C][C]4.0219[/C][C]8.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.468481[/C][C]3.6288[/C][C]0.000295[/C][/ROW]
[ROW][C]11[/C][C]0.418199[/C][C]3.2394[/C][C]0.000977[/C][/ROW]
[ROW][C]12[/C][C]0.367404[/C][C]2.8459[/C][C]0.003026[/C][/ROW]
[ROW][C]13[/C][C]0.320782[/C][C]2.4848[/C][C]0.007885[/C][/ROW]
[ROW][C]14[/C][C]0.271551[/C][C]2.1034[/C][C]0.019815[/C][/ROW]
[ROW][C]15[/C][C]0.218775[/C][C]1.6946[/C][C]0.047666[/C][/ROW]
[ROW][C]16[/C][C]0.17603[/C][C]1.3635[/C][C]0.088906[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6662&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6662&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	7.746	0
1	0.951096	7.3672	0
2	0.900961	6.9788	0
3	0.843418	6.5331	0
4	0.786422	6.0916	0
5	0.729064	5.6473	0
6	0.670428	5.1931	1e-06
7	0.615758	4.7696	6e-06
8	0.567076	4.3926	2.3e-05
9	0.519227	4.0219	8.2e-05
10	0.468481	3.6288	0.000295
11	0.418199	3.2394	0.000977
12	0.367404	2.8459	0.003026
13	0.320782	2.4848	0.007885
14	0.271551	2.1034	0.019815
15	0.218775	1.6946	0.047666
16	0.17603	1.3635	0.088906

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.951096	7.3672	0
1	-0.037959	-0.294	0.615124
2	-0.103982	-0.8054	0.788128
3	-0.023951	-0.1855	0.573277
4	-0.030269	-0.2345	0.592287
5	-0.047733	-0.3697	0.643561
6	0.007472	0.0579	0.47702
7	0.031251	0.2421	0.404776
8	-0.029802	-0.2308	0.590889
9	-0.071624	-0.5548	0.709452
10	-0.029213	-0.2263	0.589125
11	-0.037643	-0.2916	0.614194
12	0.00567	0.0439	0.482559
13	-0.058748	-0.4551	0.674645
14	-0.077766	-0.6024	0.725401
15	0.068177	0.5281	0.299689
16	-0.067818	-0.5253	0.699349

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.951096 & 7.3672 & 0 \tabularnewline
1 & -0.037959 & -0.294 & 0.615124 \tabularnewline
2 & -0.103982 & -0.8054 & 0.788128 \tabularnewline
3 & -0.023951 & -0.1855 & 0.573277 \tabularnewline
4 & -0.030269 & -0.2345 & 0.592287 \tabularnewline
5 & -0.047733 & -0.3697 & 0.643561 \tabularnewline
6 & 0.007472 & 0.0579 & 0.47702 \tabularnewline
7 & 0.031251 & 0.2421 & 0.404776 \tabularnewline
8 & -0.029802 & -0.2308 & 0.590889 \tabularnewline
9 & -0.071624 & -0.5548 & 0.709452 \tabularnewline
10 & -0.029213 & -0.2263 & 0.589125 \tabularnewline
11 & -0.037643 & -0.2916 & 0.614194 \tabularnewline
12 & 0.00567 & 0.0439 & 0.482559 \tabularnewline
13 & -0.058748 & -0.4551 & 0.674645 \tabularnewline
14 & -0.077766 & -0.6024 & 0.725401 \tabularnewline
15 & 0.068177 & 0.5281 & 0.299689 \tabularnewline
16 & -0.067818 & -0.5253 & 0.699349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6662&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]0.951096[/C][C]7.3672[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.037959[/C][C]-0.294[/C][C]0.615124[/C][/ROW]
[ROW][C]2[/C][C]-0.103982[/C][C]-0.8054[/C][C]0.788128[/C][/ROW]
[ROW][C]3[/C][C]-0.023951[/C][C]-0.1855[/C][C]0.573277[/C][/ROW]
[ROW][C]4[/C][C]-0.030269[/C][C]-0.2345[/C][C]0.592287[/C][/ROW]
[ROW][C]5[/C][C]-0.047733[/C][C]-0.3697[/C][C]0.643561[/C][/ROW]
[ROW][C]6[/C][C]0.007472[/C][C]0.0579[/C][C]0.47702[/C][/ROW]
[ROW][C]7[/C][C]0.031251[/C][C]0.2421[/C][C]0.404776[/C][/ROW]
[ROW][C]8[/C][C]-0.029802[/C][C]-0.2308[/C][C]0.590889[/C][/ROW]
[ROW][C]9[/C][C]-0.071624[/C][C]-0.5548[/C][C]0.709452[/C][/ROW]
[ROW][C]10[/C][C]-0.029213[/C][C]-0.2263[/C][C]0.589125[/C][/ROW]
[ROW][C]11[/C][C]-0.037643[/C][C]-0.2916[/C][C]0.614194[/C][/ROW]
[ROW][C]12[/C][C]0.00567[/C][C]0.0439[/C][C]0.482559[/C][/ROW]
[ROW][C]13[/C][C]-0.058748[/C][C]-0.4551[/C][C]0.674645[/C][/ROW]
[ROW][C]14[/C][C]-0.077766[/C][C]-0.6024[/C][C]0.725401[/C][/ROW]
[ROW][C]15[/C][C]0.068177[/C][C]0.5281[/C][C]0.299689[/C][/ROW]
[ROW][C]16[/C][C]-0.067818[/C][C]-0.5253[/C][C]0.699349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6662&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6662&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	0.951096	7.3672	0
1	-0.037959	-0.294	0.615124
2	-0.103982	-0.8054	0.788128
3	-0.023951	-0.1855	0.573277
4	-0.030269	-0.2345	0.592287
5	-0.047733	-0.3697	0.643561
6	0.007472	0.0579	0.47702
7	0.031251	0.2421	0.404776
8	-0.029802	-0.2308	0.590889
9	-0.071624	-0.5548	0.709452
10	-0.029213	-0.2263	0.589125
11	-0.037643	-0.2916	0.614194
12	0.00567	0.0439	0.482559
13	-0.058748	-0.4551	0.674645
14	-0.077766	-0.6024	0.725401
15	0.068177	0.5281	0.299689
16	-0.067818	-0.5253	0.699349

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; 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')

Free Statistics

Description of Statistical Computation

Prijsindexcijfers van de grondstoffen , Algemeen indexcijfer, Exclusief ene...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code