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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 27 Nov 2007 03:00:37 -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/27/t1196157102mmcywtso6n4nlx2.htm/, Retrieved Sun, 05 May 2024 15:42:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6780, Retrieved Sun, 05 May 2024 15:42:15 +0000

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No (this computation is public)

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Estimated Impact

221

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-       [(Partial) Autocorrelation Function] [Opdracht 3 Q2 Kolom2] [2007-11-27 10:00:37] [00ef4a509c2a49a63e98610ffa741e39] [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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6780&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6780&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6780&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4853	0
1	0.529539	4.4933	1.3e-05
2	0.448966	3.8096	0.000145
3	0.115737	0.9821	0.164679
4	0.069756	0.5919	0.277885
5	0.000234	0.002	0.49921
6	0.085568	0.7261	0.235076
7	0.105157	0.8923	0.187606
8	0.132075	1.1207	0.133071
9	0.215892	1.8319	0.035551
10	0.305799	2.5948	0.005731
11	0.379607	3.2211	0.000959
12	0.375847	3.1892	0.001057
13	0.29729	2.5226	0.00693
14	0.123341	1.0466	0.149396
15	-0.035116	-0.298	0.616707
16	-0.051701	-0.4387	0.668904
17	-0.07	-0.594	0.722803

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.529539 & 4.4933 & 1.3e-05 \tabularnewline
2 & 0.448966 & 3.8096 & 0.000145 \tabularnewline
3 & 0.115737 & 0.9821 & 0.164679 \tabularnewline
4 & 0.069756 & 0.5919 & 0.277885 \tabularnewline
5 & 0.000234 & 0.002 & 0.49921 \tabularnewline
6 & 0.085568 & 0.7261 & 0.235076 \tabularnewline
7 & 0.105157 & 0.8923 & 0.187606 \tabularnewline
8 & 0.132075 & 1.1207 & 0.133071 \tabularnewline
9 & 0.215892 & 1.8319 & 0.035551 \tabularnewline
10 & 0.305799 & 2.5948 & 0.005731 \tabularnewline
11 & 0.379607 & 3.2211 & 0.000959 \tabularnewline
12 & 0.375847 & 3.1892 & 0.001057 \tabularnewline
13 & 0.29729 & 2.5226 & 0.00693 \tabularnewline
14 & 0.123341 & 1.0466 & 0.149396 \tabularnewline
15 & -0.035116 & -0.298 & 0.616707 \tabularnewline
16 & -0.051701 & -0.4387 & 0.668904 \tabularnewline
17 & -0.07 & -0.594 & 0.722803 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6780&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.529539[/C][C]4.4933[/C][C]1.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.448966[/C][C]3.8096[/C][C]0.000145[/C][/ROW]
[ROW][C]3[/C][C]0.115737[/C][C]0.9821[/C][C]0.164679[/C][/ROW]
[ROW][C]4[/C][C]0.069756[/C][C]0.5919[/C][C]0.277885[/C][/ROW]
[ROW][C]5[/C][C]0.000234[/C][C]0.002[/C][C]0.49921[/C][/ROW]
[ROW][C]6[/C][C]0.085568[/C][C]0.7261[/C][C]0.235076[/C][/ROW]
[ROW][C]7[/C][C]0.105157[/C][C]0.8923[/C][C]0.187606[/C][/ROW]
[ROW][C]8[/C][C]0.132075[/C][C]1.1207[/C][C]0.133071[/C][/ROW]
[ROW][C]9[/C][C]0.215892[/C][C]1.8319[/C][C]0.035551[/C][/ROW]
[ROW][C]10[/C][C]0.305799[/C][C]2.5948[/C][C]0.005731[/C][/ROW]
[ROW][C]11[/C][C]0.379607[/C][C]3.2211[/C][C]0.000959[/C][/ROW]
[ROW][C]12[/C][C]0.375847[/C][C]3.1892[/C][C]0.001057[/C][/ROW]
[ROW][C]13[/C][C]0.29729[/C][C]2.5226[/C][C]0.00693[/C][/ROW]
[ROW][C]14[/C][C]0.123341[/C][C]1.0466[/C][C]0.149396[/C][/ROW]
[ROW][C]15[/C][C]-0.035116[/C][C]-0.298[/C][C]0.616707[/C][/ROW]
[ROW][C]16[/C][C]-0.051701[/C][C]-0.4387[/C][C]0.668904[/C][/ROW]
[ROW][C]17[/C][C]-0.07[/C][C]-0.594[/C][C]0.722803[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6780&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6780&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	8.4853	0
1	0.529539	4.4933	1.3e-05
2	0.448966	3.8096	0.000145
3	0.115737	0.9821	0.164679
4	0.069756	0.5919	0.277885
5	0.000234	0.002	0.49921
6	0.085568	0.7261	0.235076
7	0.105157	0.8923	0.187606
8	0.132075	1.1207	0.133071
9	0.215892	1.8319	0.035551
10	0.305799	2.5948	0.005731
11	0.379607	3.2211	0.000959
12	0.375847	3.1892	0.001057
13	0.29729	2.5226	0.00693
14	0.123341	1.0466	0.149396
15	-0.035116	-0.298	0.616707
16	-0.051701	-0.4387	0.668904
17	-0.07	-0.594	0.722803

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.529539	4.4933	1.3e-05
1	0.234238	1.9876	0.025331
2	-0.279893	-2.375	0.989892
3	0.011694	0.0992	0.460617
4	0.078683	0.6676	0.253246
5	0.105833	0.898	0.186084
6	0.037895	0.3215	0.374364
7	-0.008814	-0.0748	0.529706
8	0.185856	1.577	0.059585
9	0.220742	1.8731	0.03256
10	0.136305	1.1566	0.125633
11	0.055589	0.4717	0.319289
12	-0.006535	-0.0554	0.522033
13	-0.105162	-0.8923	0.812405
14	-0.135047	-1.1459	0.872187
15	0.055319	0.4694	0.320103
16	-0.032399	-0.2749	0.607914
17	-0.094286	-0.8	0.786841

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.529539 & 4.4933 & 1.3e-05 \tabularnewline
1 & 0.234238 & 1.9876 & 0.025331 \tabularnewline
2 & -0.279893 & -2.375 & 0.989892 \tabularnewline
3 & 0.011694 & 0.0992 & 0.460617 \tabularnewline
4 & 0.078683 & 0.6676 & 0.253246 \tabularnewline
5 & 0.105833 & 0.898 & 0.186084 \tabularnewline
6 & 0.037895 & 0.3215 & 0.374364 \tabularnewline
7 & -0.008814 & -0.0748 & 0.529706 \tabularnewline
8 & 0.185856 & 1.577 & 0.059585 \tabularnewline
9 & 0.220742 & 1.8731 & 0.03256 \tabularnewline
10 & 0.136305 & 1.1566 & 0.125633 \tabularnewline
11 & 0.055589 & 0.4717 & 0.319289 \tabularnewline
12 & -0.006535 & -0.0554 & 0.522033 \tabularnewline
13 & -0.105162 & -0.8923 & 0.812405 \tabularnewline
14 & -0.135047 & -1.1459 & 0.872187 \tabularnewline
15 & 0.055319 & 0.4694 & 0.320103 \tabularnewline
16 & -0.032399 & -0.2749 & 0.607914 \tabularnewline
17 & -0.094286 & -0.8 & 0.786841 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6780&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]0.529539[/C][C]4.4933[/C][C]1.3e-05[/C][/ROW]
[ROW][C]1[/C][C]0.234238[/C][C]1.9876[/C][C]0.025331[/C][/ROW]
[ROW][C]2[/C][C]-0.279893[/C][C]-2.375[/C][C]0.989892[/C][/ROW]
[ROW][C]3[/C][C]0.011694[/C][C]0.0992[/C][C]0.460617[/C][/ROW]
[ROW][C]4[/C][C]0.078683[/C][C]0.6676[/C][C]0.253246[/C][/ROW]
[ROW][C]5[/C][C]0.105833[/C][C]0.898[/C][C]0.186084[/C][/ROW]
[ROW][C]6[/C][C]0.037895[/C][C]0.3215[/C][C]0.374364[/C][/ROW]
[ROW][C]7[/C][C]-0.008814[/C][C]-0.0748[/C][C]0.529706[/C][/ROW]
[ROW][C]8[/C][C]0.185856[/C][C]1.577[/C][C]0.059585[/C][/ROW]
[ROW][C]9[/C][C]0.220742[/C][C]1.8731[/C][C]0.03256[/C][/ROW]
[ROW][C]10[/C][C]0.136305[/C][C]1.1566[/C][C]0.125633[/C][/ROW]
[ROW][C]11[/C][C]0.055589[/C][C]0.4717[/C][C]0.319289[/C][/ROW]
[ROW][C]12[/C][C]-0.006535[/C][C]-0.0554[/C][C]0.522033[/C][/ROW]
[ROW][C]13[/C][C]-0.105162[/C][C]-0.8923[/C][C]0.812405[/C][/ROW]
[ROW][C]14[/C][C]-0.135047[/C][C]-1.1459[/C][C]0.872187[/C][/ROW]
[ROW][C]15[/C][C]0.055319[/C][C]0.4694[/C][C]0.320103[/C][/ROW]
[ROW][C]16[/C][C]-0.032399[/C][C]-0.2749[/C][C]0.607914[/C][/ROW]
[ROW][C]17[/C][C]-0.094286[/C][C]-0.8[/C][C]0.786841[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6780&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6780&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	0.529539	4.4933	1.3e-05
1	0.234238	1.9876	0.025331
2	-0.279893	-2.375	0.989892
3	0.011694	0.0992	0.460617
4	0.078683	0.6676	0.253246
5	0.105833	0.898	0.186084
6	0.037895	0.3215	0.374364
7	-0.008814	-0.0748	0.529706
8	0.185856	1.577	0.059585
9	0.220742	1.8731	0.03256
10	0.136305	1.1566	0.125633
11	0.055589	0.4717	0.319289
12	-0.006535	-0.0554	0.522033
13	-0.105162	-0.8923	0.812405
14	-0.135047	-1.1459	0.872187
15	0.055319	0.4694	0.320103
16	-0.032399	-0.2749	0.607914
17	-0.094286	-0.8	0.786841

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; 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')

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Dataset

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Input Parameters & R Code