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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 27 Nov 2007 03:22:19 -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/t11961583532mq5if261h2hy7j.htm/, Retrieved Sun, 05 May 2024 09:38:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6818, Retrieved Sun, 05 May 2024 09:38:32 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

groep MENS

Estimated Impact

191

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

-       [(Partial) Autocorrelation Function] [energie_Q2] [2007-11-27 10:22:19] [68ccea1ea79fa519d33f2664ba3973dd] [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=6818&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=6818&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6818&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	8.4853	0
1	-0.004398	-0.0373	0.514832
2	-0.255988	-2.1721	0.98343
3	-0.063296	-0.5371	0.703567
4	0.061047	0.518	0.303022
5	0.091336	0.775	0.220435
6	-0.101473	-0.861	0.803958
7	-0.117084	-0.9935	0.838101
8	0.214029	1.8161	0.036759
9	-0.070096	-0.5948	0.723074
10	-0.230817	-1.9586	0.97298
11	-0.166349	-1.4115	0.9188
12	0.206992	1.7564	0.041638
13	0.080376	0.682	0.248711
14	-0.117028	-0.993	0.837987
15	-0.151513	-1.2856	0.898654
16	0.124793	1.0589	0.146592
17	0.11482	0.9743	0.16659

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & -0.004398 & -0.0373 & 0.514832 \tabularnewline
2 & -0.255988 & -2.1721 & 0.98343 \tabularnewline
3 & -0.063296 & -0.5371 & 0.703567 \tabularnewline
4 & 0.061047 & 0.518 & 0.303022 \tabularnewline
5 & 0.091336 & 0.775 & 0.220435 \tabularnewline
6 & -0.101473 & -0.861 & 0.803958 \tabularnewline
7 & -0.117084 & -0.9935 & 0.838101 \tabularnewline
8 & 0.214029 & 1.8161 & 0.036759 \tabularnewline
9 & -0.070096 & -0.5948 & 0.723074 \tabularnewline
10 & -0.230817 & -1.9586 & 0.97298 \tabularnewline
11 & -0.166349 & -1.4115 & 0.9188 \tabularnewline
12 & 0.206992 & 1.7564 & 0.041638 \tabularnewline
13 & 0.080376 & 0.682 & 0.248711 \tabularnewline
14 & -0.117028 & -0.993 & 0.837987 \tabularnewline
15 & -0.151513 & -1.2856 & 0.898654 \tabularnewline
16 & 0.124793 & 1.0589 & 0.146592 \tabularnewline
17 & 0.11482 & 0.9743 & 0.16659 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6818&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]-0.004398[/C][C]-0.0373[/C][C]0.514832[/C][/ROW]
[ROW][C]2[/C][C]-0.255988[/C][C]-2.1721[/C][C]0.98343[/C][/ROW]
[ROW][C]3[/C][C]-0.063296[/C][C]-0.5371[/C][C]0.703567[/C][/ROW]
[ROW][C]4[/C][C]0.061047[/C][C]0.518[/C][C]0.303022[/C][/ROW]
[ROW][C]5[/C][C]0.091336[/C][C]0.775[/C][C]0.220435[/C][/ROW]
[ROW][C]6[/C][C]-0.101473[/C][C]-0.861[/C][C]0.803958[/C][/ROW]
[ROW][C]7[/C][C]-0.117084[/C][C]-0.9935[/C][C]0.838101[/C][/ROW]
[ROW][C]8[/C][C]0.214029[/C][C]1.8161[/C][C]0.036759[/C][/ROW]
[ROW][C]9[/C][C]-0.070096[/C][C]-0.5948[/C][C]0.723074[/C][/ROW]
[ROW][C]10[/C][C]-0.230817[/C][C]-1.9586[/C][C]0.97298[/C][/ROW]
[ROW][C]11[/C][C]-0.166349[/C][C]-1.4115[/C][C]0.9188[/C][/ROW]
[ROW][C]12[/C][C]0.206992[/C][C]1.7564[/C][C]0.041638[/C][/ROW]
[ROW][C]13[/C][C]0.080376[/C][C]0.682[/C][C]0.248711[/C][/ROW]
[ROW][C]14[/C][C]-0.117028[/C][C]-0.993[/C][C]0.837987[/C][/ROW]
[ROW][C]15[/C][C]-0.151513[/C][C]-1.2856[/C][C]0.898654[/C][/ROW]
[ROW][C]16[/C][C]0.124793[/C][C]1.0589[/C][C]0.146592[/C][/ROW]
[ROW][C]17[/C][C]0.11482[/C][C]0.9743[/C][C]0.16659[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6818&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6818&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	-0.004398	-0.0373	0.514832
2	-0.255988	-2.1721	0.98343
3	-0.063296	-0.5371	0.703567
4	0.061047	0.518	0.303022
5	0.091336	0.775	0.220435
6	-0.101473	-0.861	0.803958
7	-0.117084	-0.9935	0.838101
8	0.214029	1.8161	0.036759
9	-0.070096	-0.5948	0.723074
10	-0.230817	-1.9586	0.97298
11	-0.166349	-1.4115	0.9188
12	0.206992	1.7564	0.041638
13	0.080376	0.682	0.248711
14	-0.117028	-0.993	0.837987
15	-0.151513	-1.2856	0.898654
16	0.124793	1.0589	0.146592
17	0.11482	0.9743	0.16659

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.004398	-0.0373	0.514832
1	-0.256012	-2.1723	0.983438
2	-0.070455	-0.5978	0.724085
3	-0.006872	-0.0583	0.523169
4	0.062765	0.5326	0.297984
5	-0.095419	-0.8097	0.789598
6	-0.085885	-0.7288	0.765744
7	0.187492	1.5909	0.058005
8	-0.143012	-1.2135	0.885547
9	-0.173756	-1.4744	0.927629
10	-0.208764	-1.7714	0.959639
11	0.12384	1.0508	0.148429
12	-0.077647	-0.6589	0.743956
13	-0.051885	-0.4403	0.669467
14	-0.106231	-0.9014	0.814808
15	0.049439	0.4195	0.338049
16	0.008134	0.069	0.472582
17	-0.09988	-0.8475	0.800239

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.004398 & -0.0373 & 0.514832 \tabularnewline
1 & -0.256012 & -2.1723 & 0.983438 \tabularnewline
2 & -0.070455 & -0.5978 & 0.724085 \tabularnewline
3 & -0.006872 & -0.0583 & 0.523169 \tabularnewline
4 & 0.062765 & 0.5326 & 0.297984 \tabularnewline
5 & -0.095419 & -0.8097 & 0.789598 \tabularnewline
6 & -0.085885 & -0.7288 & 0.765744 \tabularnewline
7 & 0.187492 & 1.5909 & 0.058005 \tabularnewline
8 & -0.143012 & -1.2135 & 0.885547 \tabularnewline
9 & -0.173756 & -1.4744 & 0.927629 \tabularnewline
10 & -0.208764 & -1.7714 & 0.959639 \tabularnewline
11 & 0.12384 & 1.0508 & 0.148429 \tabularnewline
12 & -0.077647 & -0.6589 & 0.743956 \tabularnewline
13 & -0.051885 & -0.4403 & 0.669467 \tabularnewline
14 & -0.106231 & -0.9014 & 0.814808 \tabularnewline
15 & 0.049439 & 0.4195 & 0.338049 \tabularnewline
16 & 0.008134 & 0.069 & 0.472582 \tabularnewline
17 & -0.09988 & -0.8475 & 0.800239 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6818&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]-0.004398[/C][C]-0.0373[/C][C]0.514832[/C][/ROW]
[ROW][C]1[/C][C]-0.256012[/C][C]-2.1723[/C][C]0.983438[/C][/ROW]
[ROW][C]2[/C][C]-0.070455[/C][C]-0.5978[/C][C]0.724085[/C][/ROW]
[ROW][C]3[/C][C]-0.006872[/C][C]-0.0583[/C][C]0.523169[/C][/ROW]
[ROW][C]4[/C][C]0.062765[/C][C]0.5326[/C][C]0.297984[/C][/ROW]
[ROW][C]5[/C][C]-0.095419[/C][C]-0.8097[/C][C]0.789598[/C][/ROW]
[ROW][C]6[/C][C]-0.085885[/C][C]-0.7288[/C][C]0.765744[/C][/ROW]
[ROW][C]7[/C][C]0.187492[/C][C]1.5909[/C][C]0.058005[/C][/ROW]
[ROW][C]8[/C][C]-0.143012[/C][C]-1.2135[/C][C]0.885547[/C][/ROW]
[ROW][C]9[/C][C]-0.173756[/C][C]-1.4744[/C][C]0.927629[/C][/ROW]
[ROW][C]10[/C][C]-0.208764[/C][C]-1.7714[/C][C]0.959639[/C][/ROW]
[ROW][C]11[/C][C]0.12384[/C][C]1.0508[/C][C]0.148429[/C][/ROW]
[ROW][C]12[/C][C]-0.077647[/C][C]-0.6589[/C][C]0.743956[/C][/ROW]
[ROW][C]13[/C][C]-0.051885[/C][C]-0.4403[/C][C]0.669467[/C][/ROW]
[ROW][C]14[/C][C]-0.106231[/C][C]-0.9014[/C][C]0.814808[/C][/ROW]
[ROW][C]15[/C][C]0.049439[/C][C]0.4195[/C][C]0.338049[/C][/ROW]
[ROW][C]16[/C][C]0.008134[/C][C]0.069[/C][C]0.472582[/C][/ROW]
[ROW][C]17[/C][C]-0.09988[/C][C]-0.8475[/C][C]0.800239[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6818&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6818&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	-0.004398	-0.0373	0.514832
1	-0.256012	-2.1723	0.983438
2	-0.070455	-0.5978	0.724085
3	-0.006872	-0.0583	0.523169
4	0.062765	0.5326	0.297984
5	-0.095419	-0.8097	0.789598
6	-0.085885	-0.7288	0.765744
7	0.187492	1.5909	0.058005
8	-0.143012	-1.2135	0.885547
9	-0.173756	-1.4744	0.927629
10	-0.208764	-1.7714	0.959639
11	0.12384	1.0508	0.148429
12	-0.077647	-0.6589	0.743956
13	-0.051885	-0.4403	0.669467
14	-0.106231	-0.9014	0.814808
15	0.049439	0.4195	0.338049
16	0.008134	0.069	0.472582
17	-0.09988	-0.8475	0.800239

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 = 1 ; 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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