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Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 27 Nov 2007 12:52:01 -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/t1196192810ntxaxg6cs8ywatq.htm/, Retrieved Sun, 05 May 2024 13:20:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6931, Retrieved Sun, 05 May 2024 13:20:51 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

autocorrelatie zonder differentiatie Tinne Van der Eycken

Estimated Impact

174

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

-       [(Partial) Autocorrelation Function] [Workshop 3] [2007-11-27 19:52:01] [c8635c97647ba59406cb570a9fab7b02] [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=6931&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=6931&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6931&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	7.8102	0
1	0.906276	7.0782	0
2	0.799562	6.2448	0
3	0.720938	5.6307	0
4	0.621533	4.8543	4e-06
5	0.52026	4.0634	7e-05
6	0.460786	3.5989	0.000321
7	0.394007	3.0773	0.001563
8	0.312614	2.4416	0.008769
9	0.237908	1.8581	0.03399
10	0.1717	1.341	0.092443
11	0.11767	0.919	0.18085
12	0.092461	0.7221	0.236482
13	0.067699	0.5287	0.299449
14	0.046497	0.3632	0.358873
15	0.029719	0.2321	0.408614
16	0.006759	0.0528	0.479037

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.906276 & 7.0782 & 0 \tabularnewline
2 & 0.799562 & 6.2448 & 0 \tabularnewline
3 & 0.720938 & 5.6307 & 0 \tabularnewline
4 & 0.621533 & 4.8543 & 4e-06 \tabularnewline
5 & 0.52026 & 4.0634 & 7e-05 \tabularnewline
6 & 0.460786 & 3.5989 & 0.000321 \tabularnewline
7 & 0.394007 & 3.0773 & 0.001563 \tabularnewline
8 & 0.312614 & 2.4416 & 0.008769 \tabularnewline
9 & 0.237908 & 1.8581 & 0.03399 \tabularnewline
10 & 0.1717 & 1.341 & 0.092443 \tabularnewline
11 & 0.11767 & 0.919 & 0.18085 \tabularnewline
12 & 0.092461 & 0.7221 & 0.236482 \tabularnewline
13 & 0.067699 & 0.5287 & 0.299449 \tabularnewline
14 & 0.046497 & 0.3632 & 0.358873 \tabularnewline
15 & 0.029719 & 0.2321 & 0.408614 \tabularnewline
16 & 0.006759 & 0.0528 & 0.479037 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6931&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]7.8102[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.906276[/C][C]7.0782[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.799562[/C][C]6.2448[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.720938[/C][C]5.6307[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.621533[/C][C]4.8543[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.52026[/C][C]4.0634[/C][C]7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.460786[/C][C]3.5989[/C][C]0.000321[/C][/ROW]
[ROW][C]7[/C][C]0.394007[/C][C]3.0773[/C][C]0.001563[/C][/ROW]
[ROW][C]8[/C][C]0.312614[/C][C]2.4416[/C][C]0.008769[/C][/ROW]
[ROW][C]9[/C][C]0.237908[/C][C]1.8581[/C][C]0.03399[/C][/ROW]
[ROW][C]10[/C][C]0.1717[/C][C]1.341[/C][C]0.092443[/C][/ROW]
[ROW][C]11[/C][C]0.11767[/C][C]0.919[/C][C]0.18085[/C][/ROW]
[ROW][C]12[/C][C]0.092461[/C][C]0.7221[/C][C]0.236482[/C][/ROW]
[ROW][C]13[/C][C]0.067699[/C][C]0.5287[/C][C]0.299449[/C][/ROW]
[ROW][C]14[/C][C]0.046497[/C][C]0.3632[/C][C]0.358873[/C][/ROW]
[ROW][C]15[/C][C]0.029719[/C][C]0.2321[/C][C]0.408614[/C][/ROW]
[ROW][C]16[/C][C]0.006759[/C][C]0.0528[/C][C]0.479037[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6931&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6931&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	7.8102	0
1	0.906276	7.0782	0
2	0.799562	6.2448	0
3	0.720938	5.6307	0
4	0.621533	4.8543	4e-06
5	0.52026	4.0634	7e-05
6	0.460786	3.5989	0.000321
7	0.394007	3.0773	0.001563
8	0.312614	2.4416	0.008769
9	0.237908	1.8581	0.03399
10	0.1717	1.341	0.092443
11	0.11767	0.919	0.18085
12	0.092461	0.7221	0.236482
13	0.067699	0.5287	0.299449
14	0.046497	0.3632	0.358873
15	0.029719	0.2321	0.408614
16	0.006759	0.0528	0.479037

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.906276	7.0782	0
1	-0.121876	-0.9519	0.827544
2	0.104845	0.8189	0.208025
3	-0.189673	-1.4814	0.928176
4	-0.024299	-0.1898	0.574944
5	0.139037	1.0859	0.140895
6	-0.114773	-0.8964	0.813219
7	-0.0624	-0.4874	0.686124
8	-0.075667	-0.591	0.721641
9	-0.015337	-0.1198	0.547477
10	0.067424	0.5266	0.30019
11	0.090893	0.7099	0.240237
12	-0.067619	-0.5281	0.700333
13	0.0165	0.1289	0.448942
14	-0.037714	-0.2946	0.615332
15	-0.029965	-0.234	0.59213
16	0.045451	0.355	0.361914

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.906276 & 7.0782 & 0 \tabularnewline
1 & -0.121876 & -0.9519 & 0.827544 \tabularnewline
2 & 0.104845 & 0.8189 & 0.208025 \tabularnewline
3 & -0.189673 & -1.4814 & 0.928176 \tabularnewline
4 & -0.024299 & -0.1898 & 0.574944 \tabularnewline
5 & 0.139037 & 1.0859 & 0.140895 \tabularnewline
6 & -0.114773 & -0.8964 & 0.813219 \tabularnewline
7 & -0.0624 & -0.4874 & 0.686124 \tabularnewline
8 & -0.075667 & -0.591 & 0.721641 \tabularnewline
9 & -0.015337 & -0.1198 & 0.547477 \tabularnewline
10 & 0.067424 & 0.5266 & 0.30019 \tabularnewline
11 & 0.090893 & 0.7099 & 0.240237 \tabularnewline
12 & -0.067619 & -0.5281 & 0.700333 \tabularnewline
13 & 0.0165 & 0.1289 & 0.448942 \tabularnewline
14 & -0.037714 & -0.2946 & 0.615332 \tabularnewline
15 & -0.029965 & -0.234 & 0.59213 \tabularnewline
16 & 0.045451 & 0.355 & 0.361914 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6931&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]0.906276[/C][C]7.0782[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.121876[/C][C]-0.9519[/C][C]0.827544[/C][/ROW]
[ROW][C]2[/C][C]0.104845[/C][C]0.8189[/C][C]0.208025[/C][/ROW]
[ROW][C]3[/C][C]-0.189673[/C][C]-1.4814[/C][C]0.928176[/C][/ROW]
[ROW][C]4[/C][C]-0.024299[/C][C]-0.1898[/C][C]0.574944[/C][/ROW]
[ROW][C]5[/C][C]0.139037[/C][C]1.0859[/C][C]0.140895[/C][/ROW]
[ROW][C]6[/C][C]-0.114773[/C][C]-0.8964[/C][C]0.813219[/C][/ROW]
[ROW][C]7[/C][C]-0.0624[/C][C]-0.4874[/C][C]0.686124[/C][/ROW]
[ROW][C]8[/C][C]-0.075667[/C][C]-0.591[/C][C]0.721641[/C][/ROW]
[ROW][C]9[/C][C]-0.015337[/C][C]-0.1198[/C][C]0.547477[/C][/ROW]
[ROW][C]10[/C][C]0.067424[/C][C]0.5266[/C][C]0.30019[/C][/ROW]
[ROW][C]11[/C][C]0.090893[/C][C]0.7099[/C][C]0.240237[/C][/ROW]
[ROW][C]12[/C][C]-0.067619[/C][C]-0.5281[/C][C]0.700333[/C][/ROW]
[ROW][C]13[/C][C]0.0165[/C][C]0.1289[/C][C]0.448942[/C][/ROW]
[ROW][C]14[/C][C]-0.037714[/C][C]-0.2946[/C][C]0.615332[/C][/ROW]
[ROW][C]15[/C][C]-0.029965[/C][C]-0.234[/C][C]0.59213[/C][/ROW]
[ROW][C]16[/C][C]0.045451[/C][C]0.355[/C][C]0.361914[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6931&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6931&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	0.906276	7.0782	0
1	-0.121876	-0.9519	0.827544
2	0.104845	0.8189	0.208025
3	-0.189673	-1.4814	0.928176
4	-0.024299	-0.1898	0.574944
5	0.139037	1.0859	0.140895
6	-0.114773	-0.8964	0.813219
7	-0.0624	-0.4874	0.686124
8	-0.075667	-0.591	0.721641
9	-0.015337	-0.1198	0.547477
10	0.067424	0.5266	0.30019
11	0.090893	0.7099	0.240237
12	-0.067619	-0.5281	0.700333
13	0.0165	0.1289	0.448942
14	-0.037714	-0.2946	0.615332
15	-0.029965	-0.234	0.59213
16	0.045451	0.355	0.361914

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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Figures (Output of Computation)

Input Parameters & R Code