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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 14:05:54 -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/t1196196966v5rg0wbib3t10ak.htm/, Retrieved Sun, 05 May 2024 09:04:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6961, Retrieved Sun, 05 May 2024 09:04:12 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

groep MENS

Estimated Impact

179

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

-       [(Partial) Autocorrelation Function] [Transport_Q2] [2007-11-27 21:05:54] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6961&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6961&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6961&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4853	0
1	-0.232367	-1.9717	0.973757
2	-0.047539	-0.4034	0.65607
3	-0.149316	-1.267	0.895378
4	-0.036192	-0.3071	0.620172
5	-0.008058	-0.0684	0.527161
6	0.125547	1.0653	0.14515
7	0.024981	0.212	0.416365
8	0.030508	0.2589	0.398238
9	-0.262033	-2.2234	0.985337
10	-0.080096	-0.6796	0.750543
11	0.060047	0.5095	0.305974
12	0.282315	2.3955	0.009599
13	0.132652	1.1256	0.132038
14	-0.195454	-1.6585	0.949214
15	-0.085473	-0.7253	0.764679
16	-0.11721	-0.9946	0.838359
17	0.020841	0.1768	0.430065

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & -0.232367 & -1.9717 & 0.973757 \tabularnewline
2 & -0.047539 & -0.4034 & 0.65607 \tabularnewline
3 & -0.149316 & -1.267 & 0.895378 \tabularnewline
4 & -0.036192 & -0.3071 & 0.620172 \tabularnewline
5 & -0.008058 & -0.0684 & 0.527161 \tabularnewline
6 & 0.125547 & 1.0653 & 0.14515 \tabularnewline
7 & 0.024981 & 0.212 & 0.416365 \tabularnewline
8 & 0.030508 & 0.2589 & 0.398238 \tabularnewline
9 & -0.262033 & -2.2234 & 0.985337 \tabularnewline
10 & -0.080096 & -0.6796 & 0.750543 \tabularnewline
11 & 0.060047 & 0.5095 & 0.305974 \tabularnewline
12 & 0.282315 & 2.3955 & 0.009599 \tabularnewline
13 & 0.132652 & 1.1256 & 0.132038 \tabularnewline
14 & -0.195454 & -1.6585 & 0.949214 \tabularnewline
15 & -0.085473 & -0.7253 & 0.764679 \tabularnewline
16 & -0.11721 & -0.9946 & 0.838359 \tabularnewline
17 & 0.020841 & 0.1768 & 0.430065 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6961&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]-0.232367[/C][C]-1.9717[/C][C]0.973757[/C][/ROW]
[ROW][C]2[/C][C]-0.047539[/C][C]-0.4034[/C][C]0.65607[/C][/ROW]
[ROW][C]3[/C][C]-0.149316[/C][C]-1.267[/C][C]0.895378[/C][/ROW]
[ROW][C]4[/C][C]-0.036192[/C][C]-0.3071[/C][C]0.620172[/C][/ROW]
[ROW][C]5[/C][C]-0.008058[/C][C]-0.0684[/C][C]0.527161[/C][/ROW]
[ROW][C]6[/C][C]0.125547[/C][C]1.0653[/C][C]0.14515[/C][/ROW]
[ROW][C]7[/C][C]0.024981[/C][C]0.212[/C][C]0.416365[/C][/ROW]
[ROW][C]8[/C][C]0.030508[/C][C]0.2589[/C][C]0.398238[/C][/ROW]
[ROW][C]9[/C][C]-0.262033[/C][C]-2.2234[/C][C]0.985337[/C][/ROW]
[ROW][C]10[/C][C]-0.080096[/C][C]-0.6796[/C][C]0.750543[/C][/ROW]
[ROW][C]11[/C][C]0.060047[/C][C]0.5095[/C][C]0.305974[/C][/ROW]
[ROW][C]12[/C][C]0.282315[/C][C]2.3955[/C][C]0.009599[/C][/ROW]
[ROW][C]13[/C][C]0.132652[/C][C]1.1256[/C][C]0.132038[/C][/ROW]
[ROW][C]14[/C][C]-0.195454[/C][C]-1.6585[/C][C]0.949214[/C][/ROW]
[ROW][C]15[/C][C]-0.085473[/C][C]-0.7253[/C][C]0.764679[/C][/ROW]
[ROW][C]16[/C][C]-0.11721[/C][C]-0.9946[/C][C]0.838359[/C][/ROW]
[ROW][C]17[/C][C]0.020841[/C][C]0.1768[/C][C]0.430065[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6961&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6961&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	-0.232367	-1.9717	0.973757
2	-0.047539	-0.4034	0.65607
3	-0.149316	-1.267	0.895378
4	-0.036192	-0.3071	0.620172
5	-0.008058	-0.0684	0.527161
6	0.125547	1.0653	0.14515
7	0.024981	0.212	0.416365
8	0.030508	0.2589	0.398238
9	-0.262033	-2.2234	0.985337
10	-0.080096	-0.6796	0.750543
11	0.060047	0.5095	0.305974
12	0.282315	2.3955	0.009599
13	0.132652	1.1256	0.132038
14	-0.195454	-1.6585	0.949214
15	-0.085473	-0.7253	0.764679
16	-0.11721	-0.9946	0.838359
17	0.020841	0.1768	0.430065

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.232367	-1.9717	0.973757
1	-0.107329	-0.9107	0.817258
2	-0.199429	-1.6922	0.952535
3	-0.146662	-1.2445	0.891318
4	-0.104563	-0.8872	0.811049
5	0.05055	0.4289	0.334629
6	0.042465	0.3603	0.35983
7	0.065008	0.5516	0.291462
8	-0.222637	-1.8891	0.96855
9	-0.218162	-1.8512	0.965877
10	-0.082834	-0.7029	0.757798
11	0.209685	1.7792	0.039711
12	0.27964	2.3728	0.010163
13	-0.06441	-0.5465	0.706807
14	-0.0822	-0.6975	0.756128
15	-0.132839	-1.1272	0.868294
16	-0.058596	-0.4972	0.689719
17	-0.13193	-1.1195	0.866669

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.232367 & -1.9717 & 0.973757 \tabularnewline
1 & -0.107329 & -0.9107 & 0.817258 \tabularnewline
2 & -0.199429 & -1.6922 & 0.952535 \tabularnewline
3 & -0.146662 & -1.2445 & 0.891318 \tabularnewline
4 & -0.104563 & -0.8872 & 0.811049 \tabularnewline
5 & 0.05055 & 0.4289 & 0.334629 \tabularnewline
6 & 0.042465 & 0.3603 & 0.35983 \tabularnewline
7 & 0.065008 & 0.5516 & 0.291462 \tabularnewline
8 & -0.222637 & -1.8891 & 0.96855 \tabularnewline
9 & -0.218162 & -1.8512 & 0.965877 \tabularnewline
10 & -0.082834 & -0.7029 & 0.757798 \tabularnewline
11 & 0.209685 & 1.7792 & 0.039711 \tabularnewline
12 & 0.27964 & 2.3728 & 0.010163 \tabularnewline
13 & -0.06441 & -0.5465 & 0.706807 \tabularnewline
14 & -0.0822 & -0.6975 & 0.756128 \tabularnewline
15 & -0.132839 & -1.1272 & 0.868294 \tabularnewline
16 & -0.058596 & -0.4972 & 0.689719 \tabularnewline
17 & -0.13193 & -1.1195 & 0.866669 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6961&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]-0.232367[/C][C]-1.9717[/C][C]0.973757[/C][/ROW]
[ROW][C]1[/C][C]-0.107329[/C][C]-0.9107[/C][C]0.817258[/C][/ROW]
[ROW][C]2[/C][C]-0.199429[/C][C]-1.6922[/C][C]0.952535[/C][/ROW]
[ROW][C]3[/C][C]-0.146662[/C][C]-1.2445[/C][C]0.891318[/C][/ROW]
[ROW][C]4[/C][C]-0.104563[/C][C]-0.8872[/C][C]0.811049[/C][/ROW]
[ROW][C]5[/C][C]0.05055[/C][C]0.4289[/C][C]0.334629[/C][/ROW]
[ROW][C]6[/C][C]0.042465[/C][C]0.3603[/C][C]0.35983[/C][/ROW]
[ROW][C]7[/C][C]0.065008[/C][C]0.5516[/C][C]0.291462[/C][/ROW]
[ROW][C]8[/C][C]-0.222637[/C][C]-1.8891[/C][C]0.96855[/C][/ROW]
[ROW][C]9[/C][C]-0.218162[/C][C]-1.8512[/C][C]0.965877[/C][/ROW]
[ROW][C]10[/C][C]-0.082834[/C][C]-0.7029[/C][C]0.757798[/C][/ROW]
[ROW][C]11[/C][C]0.209685[/C][C]1.7792[/C][C]0.039711[/C][/ROW]
[ROW][C]12[/C][C]0.27964[/C][C]2.3728[/C][C]0.010163[/C][/ROW]
[ROW][C]13[/C][C]-0.06441[/C][C]-0.5465[/C][C]0.706807[/C][/ROW]
[ROW][C]14[/C][C]-0.0822[/C][C]-0.6975[/C][C]0.756128[/C][/ROW]
[ROW][C]15[/C][C]-0.132839[/C][C]-1.1272[/C][C]0.868294[/C][/ROW]
[ROW][C]16[/C][C]-0.058596[/C][C]-0.4972[/C][C]0.689719[/C][/ROW]
[ROW][C]17[/C][C]-0.13193[/C][C]-1.1195[/C][C]0.866669[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6961&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6961&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	-0.232367	-1.9717	0.973757
1	-0.107329	-0.9107	0.817258
2	-0.199429	-1.6922	0.952535
3	-0.146662	-1.2445	0.891318
4	-0.104563	-0.8872	0.811049
5	0.05055	0.4289	0.334629
6	0.042465	0.3603	0.35983
7	0.065008	0.5516	0.291462
8	-0.222637	-1.8891	0.96855
9	-0.218162	-1.8512	0.965877
10	-0.082834	-0.7029	0.757798
11	0.209685	1.7792	0.039711
12	0.27964	2.3728	0.010163
13	-0.06441	-0.5465	0.706807
14	-0.0822	-0.6975	0.756128
15	-0.132839	-1.1272	0.868294
16	-0.058596	-0.4972	0.689719
17	-0.13193	-1.1195	0.866669

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; 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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