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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 11:44:16 -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/28/t119627495634e1a3rtkw6u6nh.htm/, Retrieved Thu, 02 May 2024 04:35:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7209, Retrieved Thu, 02 May 2024 04:35:59 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

188

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

-       [(Partial) Autocorrelation Function] [consumptiegoederen] [2007-11-28 18:44:16] [89d26cd0a44959d9c8b169f34617598a] [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=7209&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=7209&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7209&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	7.8102	0
1	0.182446	1.425	0.079634
2	-0.01746	-0.1364	0.554011
3	0.372874	2.9122	0.002503
4	-0.069814	-0.5453	0.706219
5	0.06879	0.5373	0.296518
6	0.449617	3.5116	0.000422
7	-0.068299	-0.5334	0.702164
8	-0.036747	-0.287	0.612459
9	0.334116	2.6095	0.005695
10	-0.166954	-1.304	0.901426
11	0.056227	0.4391	0.331054
12	0.532547	4.1593	5.1e-05
13	-0.065254	-0.5096	0.693932
14	-0.055105	-0.4304	0.665783
15	0.141928	1.1085	0.136001
16	-0.241844	-1.8889	0.968166

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.8102 & 0 \tabularnewline
1 & 0.182446 & 1.425 & 0.079634 \tabularnewline
2 & -0.01746 & -0.1364 & 0.554011 \tabularnewline
3 & 0.372874 & 2.9122 & 0.002503 \tabularnewline
4 & -0.069814 & -0.5453 & 0.706219 \tabularnewline
5 & 0.06879 & 0.5373 & 0.296518 \tabularnewline
6 & 0.449617 & 3.5116 & 0.000422 \tabularnewline
7 & -0.068299 & -0.5334 & 0.702164 \tabularnewline
8 & -0.036747 & -0.287 & 0.612459 \tabularnewline
9 & 0.334116 & 2.6095 & 0.005695 \tabularnewline
10 & -0.166954 & -1.304 & 0.901426 \tabularnewline
11 & 0.056227 & 0.4391 & 0.331054 \tabularnewline
12 & 0.532547 & 4.1593 & 5.1e-05 \tabularnewline
13 & -0.065254 & -0.5096 & 0.693932 \tabularnewline
14 & -0.055105 & -0.4304 & 0.665783 \tabularnewline
15 & 0.141928 & 1.1085 & 0.136001 \tabularnewline
16 & -0.241844 & -1.8889 & 0.968166 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7209&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]0.182446[/C][C]1.425[/C][C]0.079634[/C][/ROW]
[ROW][C]2[/C][C]-0.01746[/C][C]-0.1364[/C][C]0.554011[/C][/ROW]
[ROW][C]3[/C][C]0.372874[/C][C]2.9122[/C][C]0.002503[/C][/ROW]
[ROW][C]4[/C][C]-0.069814[/C][C]-0.5453[/C][C]0.706219[/C][/ROW]
[ROW][C]5[/C][C]0.06879[/C][C]0.5373[/C][C]0.296518[/C][/ROW]
[ROW][C]6[/C][C]0.449617[/C][C]3.5116[/C][C]0.000422[/C][/ROW]
[ROW][C]7[/C][C]-0.068299[/C][C]-0.5334[/C][C]0.702164[/C][/ROW]
[ROW][C]8[/C][C]-0.036747[/C][C]-0.287[/C][C]0.612459[/C][/ROW]
[ROW][C]9[/C][C]0.334116[/C][C]2.6095[/C][C]0.005695[/C][/ROW]
[ROW][C]10[/C][C]-0.166954[/C][C]-1.304[/C][C]0.901426[/C][/ROW]
[ROW][C]11[/C][C]0.056227[/C][C]0.4391[/C][C]0.331054[/C][/ROW]
[ROW][C]12[/C][C]0.532547[/C][C]4.1593[/C][C]5.1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.065254[/C][C]-0.5096[/C][C]0.693932[/C][/ROW]
[ROW][C]14[/C][C]-0.055105[/C][C]-0.4304[/C][C]0.665783[/C][/ROW]
[ROW][C]15[/C][C]0.141928[/C][C]1.1085[/C][C]0.136001[/C][/ROW]
[ROW][C]16[/C][C]-0.241844[/C][C]-1.8889[/C][C]0.968166[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7209&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7209&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	0.182446	1.425	0.079634
2	-0.01746	-0.1364	0.554011
3	0.372874	2.9122	0.002503
4	-0.069814	-0.5453	0.706219
5	0.06879	0.5373	0.296518
6	0.449617	3.5116	0.000422
7	-0.068299	-0.5334	0.702164
8	-0.036747	-0.287	0.612459
9	0.334116	2.6095	0.005695
10	-0.166954	-1.304	0.901426
11	0.056227	0.4391	0.331054
12	0.532547	4.1593	5.1e-05
13	-0.065254	-0.5096	0.693932
14	-0.055105	-0.4304	0.665783
15	0.141928	1.1085	0.136001
16	-0.241844	-1.8889	0.968166

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.182446	1.425	0.079634
1	-0.052495	-0.41	0.658377
2	0.400192	3.1256	0.001358
3	-0.277303	-2.1658	0.982878
4	0.283149	2.2115	0.01538
5	0.224767	1.7555	0.042098
6	-0.158493	-1.2379	0.889747
7	0.007165	0.056	0.47778
8	0.15712	1.2272	0.112241
9	-0.220545	-1.7225	0.954978
10	0.221444	1.7295	0.044386
11	0.301417	2.3541	0.010901
12	-0.146922	-1.1475	0.872171
13	-0.107312	-0.8381	0.797387
14	-0.186691	-1.4581	0.92503
15	0.027637	0.2158	0.414913
16	-0.018853	-0.1473	0.55829

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.182446 & 1.425 & 0.079634 \tabularnewline
1 & -0.052495 & -0.41 & 0.658377 \tabularnewline
2 & 0.400192 & 3.1256 & 0.001358 \tabularnewline
3 & -0.277303 & -2.1658 & 0.982878 \tabularnewline
4 & 0.283149 & 2.2115 & 0.01538 \tabularnewline
5 & 0.224767 & 1.7555 & 0.042098 \tabularnewline
6 & -0.158493 & -1.2379 & 0.889747 \tabularnewline
7 & 0.007165 & 0.056 & 0.47778 \tabularnewline
8 & 0.15712 & 1.2272 & 0.112241 \tabularnewline
9 & -0.220545 & -1.7225 & 0.954978 \tabularnewline
10 & 0.221444 & 1.7295 & 0.044386 \tabularnewline
11 & 0.301417 & 2.3541 & 0.010901 \tabularnewline
12 & -0.146922 & -1.1475 & 0.872171 \tabularnewline
13 & -0.107312 & -0.8381 & 0.797387 \tabularnewline
14 & -0.186691 & -1.4581 & 0.92503 \tabularnewline
15 & 0.027637 & 0.2158 & 0.414913 \tabularnewline
16 & -0.018853 & -0.1473 & 0.55829 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7209&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]0.182446[/C][C]1.425[/C][C]0.079634[/C][/ROW]
[ROW][C]1[/C][C]-0.052495[/C][C]-0.41[/C][C]0.658377[/C][/ROW]
[ROW][C]2[/C][C]0.400192[/C][C]3.1256[/C][C]0.001358[/C][/ROW]
[ROW][C]3[/C][C]-0.277303[/C][C]-2.1658[/C][C]0.982878[/C][/ROW]
[ROW][C]4[/C][C]0.283149[/C][C]2.2115[/C][C]0.01538[/C][/ROW]
[ROW][C]5[/C][C]0.224767[/C][C]1.7555[/C][C]0.042098[/C][/ROW]
[ROW][C]6[/C][C]-0.158493[/C][C]-1.2379[/C][C]0.889747[/C][/ROW]
[ROW][C]7[/C][C]0.007165[/C][C]0.056[/C][C]0.47778[/C][/ROW]
[ROW][C]8[/C][C]0.15712[/C][C]1.2272[/C][C]0.112241[/C][/ROW]
[ROW][C]9[/C][C]-0.220545[/C][C]-1.7225[/C][C]0.954978[/C][/ROW]
[ROW][C]10[/C][C]0.221444[/C][C]1.7295[/C][C]0.044386[/C][/ROW]
[ROW][C]11[/C][C]0.301417[/C][C]2.3541[/C][C]0.010901[/C][/ROW]
[ROW][C]12[/C][C]-0.146922[/C][C]-1.1475[/C][C]0.872171[/C][/ROW]
[ROW][C]13[/C][C]-0.107312[/C][C]-0.8381[/C][C]0.797387[/C][/ROW]
[ROW][C]14[/C][C]-0.186691[/C][C]-1.4581[/C][C]0.92503[/C][/ROW]
[ROW][C]15[/C][C]0.027637[/C][C]0.2158[/C][C]0.414913[/C][/ROW]
[ROW][C]16[/C][C]-0.018853[/C][C]-0.1473[/C][C]0.55829[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7209&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7209&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	0.182446	1.425	0.079634
1	-0.052495	-0.41	0.658377
2	0.400192	3.1256	0.001358
3	-0.277303	-2.1658	0.982878
4	0.283149	2.2115	0.01538
5	0.224767	1.7555	0.042098
6	-0.158493	-1.2379	0.889747
7	0.007165	0.056	0.47778
8	0.15712	1.2272	0.112241
9	-0.220545	-1.7225	0.954978
10	0.221444	1.7295	0.044386
11	0.301417	2.3541	0.010901
12	-0.146922	-1.1475	0.872171
13	-0.107312	-0.8381	0.797387
14	-0.186691	-1.4581	0.92503
15	0.027637	0.2158	0.414913
16	-0.018853	-0.1473	0.55829

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 ; 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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Input Parameters & R Code