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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 10:10:21 -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/t1196182846jn836hzpna3vpih.htm/, Retrieved Sun, 05 May 2024 18:02:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6894, Retrieved Sun, 05 May 2024 18:02:40 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

groep MENS

Estimated Impact

182

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

-       [(Partial) Autocorrelation Function] [Textiel_Q2_autoco...] [2007-11-27 17:10:21] [183840e644503a44411d430a3cdac4ba] [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=6894&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=6894&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6894&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	-0.257372	-2.1839	0.983885
2	-0.190883	-1.6197	0.945165
3	0.150998	1.2813	0.102107
4	-0.06813	-0.5781	0.717499
5	0.002123	0.018	0.49284
6	0.150818	1.2797	0.102374
7	-0.147515	-1.2517	0.892636
8	0.004284	0.0364	0.485551
9	0.12404	1.0525	0.148041
10	-0.098364	-0.8347	0.796662
11	0.158512	1.345	0.09142
12	-0.10643	-0.9031	0.815255
13	-0.182601	-1.5494	0.937168
14	-0.019204	-0.163	0.564495
15	0.122493	1.0394	0.151052
16	-0.010049	-0.0853	0.533858
17	-0.091762	-0.7786	0.780625

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & -0.257372 & -2.1839 & 0.983885 \tabularnewline
2 & -0.190883 & -1.6197 & 0.945165 \tabularnewline
3 & 0.150998 & 1.2813 & 0.102107 \tabularnewline
4 & -0.06813 & -0.5781 & 0.717499 \tabularnewline
5 & 0.002123 & 0.018 & 0.49284 \tabularnewline
6 & 0.150818 & 1.2797 & 0.102374 \tabularnewline
7 & -0.147515 & -1.2517 & 0.892636 \tabularnewline
8 & 0.004284 & 0.0364 & 0.485551 \tabularnewline
9 & 0.12404 & 1.0525 & 0.148041 \tabularnewline
10 & -0.098364 & -0.8347 & 0.796662 \tabularnewline
11 & 0.158512 & 1.345 & 0.09142 \tabularnewline
12 & -0.10643 & -0.9031 & 0.815255 \tabularnewline
13 & -0.182601 & -1.5494 & 0.937168 \tabularnewline
14 & -0.019204 & -0.163 & 0.564495 \tabularnewline
15 & 0.122493 & 1.0394 & 0.151052 \tabularnewline
16 & -0.010049 & -0.0853 & 0.533858 \tabularnewline
17 & -0.091762 & -0.7786 & 0.780625 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6894&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]-0.257372[/C][C]-2.1839[/C][C]0.983885[/C][/ROW]
[ROW][C]2[/C][C]-0.190883[/C][C]-1.6197[/C][C]0.945165[/C][/ROW]
[ROW][C]3[/C][C]0.150998[/C][C]1.2813[/C][C]0.102107[/C][/ROW]
[ROW][C]4[/C][C]-0.06813[/C][C]-0.5781[/C][C]0.717499[/C][/ROW]
[ROW][C]5[/C][C]0.002123[/C][C]0.018[/C][C]0.49284[/C][/ROW]
[ROW][C]6[/C][C]0.150818[/C][C]1.2797[/C][C]0.102374[/C][/ROW]
[ROW][C]7[/C][C]-0.147515[/C][C]-1.2517[/C][C]0.892636[/C][/ROW]
[ROW][C]8[/C][C]0.004284[/C][C]0.0364[/C][C]0.485551[/C][/ROW]
[ROW][C]9[/C][C]0.12404[/C][C]1.0525[/C][C]0.148041[/C][/ROW]
[ROW][C]10[/C][C]-0.098364[/C][C]-0.8347[/C][C]0.796662[/C][/ROW]
[ROW][C]11[/C][C]0.158512[/C][C]1.345[/C][C]0.09142[/C][/ROW]
[ROW][C]12[/C][C]-0.10643[/C][C]-0.9031[/C][C]0.815255[/C][/ROW]
[ROW][C]13[/C][C]-0.182601[/C][C]-1.5494[/C][C]0.937168[/C][/ROW]
[ROW][C]14[/C][C]-0.019204[/C][C]-0.163[/C][C]0.564495[/C][/ROW]
[ROW][C]15[/C][C]0.122493[/C][C]1.0394[/C][C]0.151052[/C][/ROW]
[ROW][C]16[/C][C]-0.010049[/C][C]-0.0853[/C][C]0.533858[/C][/ROW]
[ROW][C]17[/C][C]-0.091762[/C][C]-0.7786[/C][C]0.780625[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6894&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6894&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	-0.257372	-2.1839	0.983885
2	-0.190883	-1.6197	0.945165
3	0.150998	1.2813	0.102107
4	-0.06813	-0.5781	0.717499
5	0.002123	0.018	0.49284
6	0.150818	1.2797	0.102374
7	-0.147515	-1.2517	0.892636
8	0.004284	0.0364	0.485551
9	0.12404	1.0525	0.148041
10	-0.098364	-0.8347	0.796662
11	0.158512	1.345	0.09142
12	-0.10643	-0.9031	0.815255
13	-0.182601	-1.5494	0.937168
14	-0.019204	-0.163	0.564495
15	0.122493	1.0394	0.151052
16	-0.010049	-0.0853	0.533858
17	-0.091762	-0.7786	0.780625

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.257372	-2.1839	0.983885
1	-0.275363	-2.3365	0.988875
2	0.020246	0.1718	0.432041
3	-0.075921	-0.6442	0.739258
4	0.004138	0.0351	0.486043
5	0.138862	1.1783	0.121281
6	-0.057541	-0.4883	0.686573
7	0.000667	0.0057	0.497749
8	0.070007	0.594	0.277176
9	-0.02213	-0.1878	0.57421
10	0.182422	1.5479	0.063015
11	-0.074894	-0.6355	0.73644
12	-0.159482	-1.3532	0.909895
13	-0.243056	-2.0624	0.978611
14	-0.034751	-0.2949	0.615531
15	0.026145	0.2219	0.412529
16	-0.102762	-0.872	0.806936
17	-0.14792	-1.2551	0.893257

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.257372 & -2.1839 & 0.983885 \tabularnewline
1 & -0.275363 & -2.3365 & 0.988875 \tabularnewline
2 & 0.020246 & 0.1718 & 0.432041 \tabularnewline
3 & -0.075921 & -0.6442 & 0.739258 \tabularnewline
4 & 0.004138 & 0.0351 & 0.486043 \tabularnewline
5 & 0.138862 & 1.1783 & 0.121281 \tabularnewline
6 & -0.057541 & -0.4883 & 0.686573 \tabularnewline
7 & 0.000667 & 0.0057 & 0.497749 \tabularnewline
8 & 0.070007 & 0.594 & 0.277176 \tabularnewline
9 & -0.02213 & -0.1878 & 0.57421 \tabularnewline
10 & 0.182422 & 1.5479 & 0.063015 \tabularnewline
11 & -0.074894 & -0.6355 & 0.73644 \tabularnewline
12 & -0.159482 & -1.3532 & 0.909895 \tabularnewline
13 & -0.243056 & -2.0624 & 0.978611 \tabularnewline
14 & -0.034751 & -0.2949 & 0.615531 \tabularnewline
15 & 0.026145 & 0.2219 & 0.412529 \tabularnewline
16 & -0.102762 & -0.872 & 0.806936 \tabularnewline
17 & -0.14792 & -1.2551 & 0.893257 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6894&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]-0.257372[/C][C]-2.1839[/C][C]0.983885[/C][/ROW]
[ROW][C]1[/C][C]-0.275363[/C][C]-2.3365[/C][C]0.988875[/C][/ROW]
[ROW][C]2[/C][C]0.020246[/C][C]0.1718[/C][C]0.432041[/C][/ROW]
[ROW][C]3[/C][C]-0.075921[/C][C]-0.6442[/C][C]0.739258[/C][/ROW]
[ROW][C]4[/C][C]0.004138[/C][C]0.0351[/C][C]0.486043[/C][/ROW]
[ROW][C]5[/C][C]0.138862[/C][C]1.1783[/C][C]0.121281[/C][/ROW]
[ROW][C]6[/C][C]-0.057541[/C][C]-0.4883[/C][C]0.686573[/C][/ROW]
[ROW][C]7[/C][C]0.000667[/C][C]0.0057[/C][C]0.497749[/C][/ROW]
[ROW][C]8[/C][C]0.070007[/C][C]0.594[/C][C]0.277176[/C][/ROW]
[ROW][C]9[/C][C]-0.02213[/C][C]-0.1878[/C][C]0.57421[/C][/ROW]
[ROW][C]10[/C][C]0.182422[/C][C]1.5479[/C][C]0.063015[/C][/ROW]
[ROW][C]11[/C][C]-0.074894[/C][C]-0.6355[/C][C]0.73644[/C][/ROW]
[ROW][C]12[/C][C]-0.159482[/C][C]-1.3532[/C][C]0.909895[/C][/ROW]
[ROW][C]13[/C][C]-0.243056[/C][C]-2.0624[/C][C]0.978611[/C][/ROW]
[ROW][C]14[/C][C]-0.034751[/C][C]-0.2949[/C][C]0.615531[/C][/ROW]
[ROW][C]15[/C][C]0.026145[/C][C]0.2219[/C][C]0.412529[/C][/ROW]
[ROW][C]16[/C][C]-0.102762[/C][C]-0.872[/C][C]0.806936[/C][/ROW]
[ROW][C]17[/C][C]-0.14792[/C][C]-1.2551[/C][C]0.893257[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6894&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6894&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	-0.257372	-2.1839	0.983885
1	-0.275363	-2.3365	0.988875
2	0.020246	0.1718	0.432041
3	-0.075921	-0.6442	0.739258
4	0.004138	0.0351	0.486043
5	0.138862	1.1783	0.121281
6	-0.057541	-0.4883	0.686573
7	0.000667	0.0057	0.497749
8	0.070007	0.594	0.277176
9	-0.02213	-0.1878	0.57421
10	0.182422	1.5479	0.063015
11	-0.074894	-0.6355	0.73644
12	-0.159482	-1.3532	0.909895
13	-0.243056	-2.0624	0.978611
14	-0.034751	-0.2949	0.615531
15	0.026145	0.2219	0.412529
16	-0.102762	-0.872	0.806936
17	-0.14792	-1.2551	0.893257

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1.0 ; 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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