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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 04:59:32 -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/29/t1196337025ij2spy6xsyq1s8s.htm/, Retrieved Fri, 03 May 2024 07:49:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7446, Retrieved Fri, 03 May 2024 07:49:49 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

213

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

-       [(Partial) Autocorrelation Function] [tot werkloosheids...] [2007-11-29 11:59:32] [dd38921fafddee0dfc20da83e9650a2a] [Current]

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Boxplots

8
8.1
8.3
8.2
8.1
7.7
7.6
7.7
8.2
8.4
8.4
8.6
8.4
8.5
8.7
8.7
8.6
7.4
7.3
7.4
9
9.2
9.2
8.5
8.3
8.3
8.6
8.6
8.5
8.1
8.1
8
8.6
8.7
8.7
8.6
8.4
8.4
8.7
8.7
8.5
8.3
8.3
8.3
8.1
8.2
8.1
8.1
7.9
7.7
8.1
8
7.7
7.8
7.6
7.4
7.7
7.8
7.5
7.2

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=7446&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=7446&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7446&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	5.9161	0
1	0.049983	0.2957	0.384602
2	-0.097926	-0.5793	0.716964
3	-0.585225	-3.4622	0.999285
4	-0.059025	-0.3492	0.635483
5	-0.002022	-0.012	0.504739
6	0.1549	0.9164	0.182863
7	0.002038	0.0121	0.495225
8	0.085359	0.505	0.308366
9	0.077916	0.461	0.323841
10	0.015488	0.0916	0.463757
11	-0.073774	-0.4365	0.667405
12	-0.157589	-0.9323	0.821218
13	0.018985	0.1123	0.455608
14	0.040301	0.2384	0.40647
15	0.05265	0.3115	0.378641
16	-0.005669	-0.0335	0.513282

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 5.9161 & 0 \tabularnewline
1 & 0.049983 & 0.2957 & 0.384602 \tabularnewline
2 & -0.097926 & -0.5793 & 0.716964 \tabularnewline
3 & -0.585225 & -3.4622 & 0.999285 \tabularnewline
4 & -0.059025 & -0.3492 & 0.635483 \tabularnewline
5 & -0.002022 & -0.012 & 0.504739 \tabularnewline
6 & 0.1549 & 0.9164 & 0.182863 \tabularnewline
7 & 0.002038 & 0.0121 & 0.495225 \tabularnewline
8 & 0.085359 & 0.505 & 0.308366 \tabularnewline
9 & 0.077916 & 0.461 & 0.323841 \tabularnewline
10 & 0.015488 & 0.0916 & 0.463757 \tabularnewline
11 & -0.073774 & -0.4365 & 0.667405 \tabularnewline
12 & -0.157589 & -0.9323 & 0.821218 \tabularnewline
13 & 0.018985 & 0.1123 & 0.455608 \tabularnewline
14 & 0.040301 & 0.2384 & 0.40647 \tabularnewline
15 & 0.05265 & 0.3115 & 0.378641 \tabularnewline
16 & -0.005669 & -0.0335 & 0.513282 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7446&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]5.9161[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.049983[/C][C]0.2957[/C][C]0.384602[/C][/ROW]
[ROW][C]2[/C][C]-0.097926[/C][C]-0.5793[/C][C]0.716964[/C][/ROW]
[ROW][C]3[/C][C]-0.585225[/C][C]-3.4622[/C][C]0.999285[/C][/ROW]
[ROW][C]4[/C][C]-0.059025[/C][C]-0.3492[/C][C]0.635483[/C][/ROW]
[ROW][C]5[/C][C]-0.002022[/C][C]-0.012[/C][C]0.504739[/C][/ROW]
[ROW][C]6[/C][C]0.1549[/C][C]0.9164[/C][C]0.182863[/C][/ROW]
[ROW][C]7[/C][C]0.002038[/C][C]0.0121[/C][C]0.495225[/C][/ROW]
[ROW][C]8[/C][C]0.085359[/C][C]0.505[/C][C]0.308366[/C][/ROW]
[ROW][C]9[/C][C]0.077916[/C][C]0.461[/C][C]0.323841[/C][/ROW]
[ROW][C]10[/C][C]0.015488[/C][C]0.0916[/C][C]0.463757[/C][/ROW]
[ROW][C]11[/C][C]-0.073774[/C][C]-0.4365[/C][C]0.667405[/C][/ROW]
[ROW][C]12[/C][C]-0.157589[/C][C]-0.9323[/C][C]0.821218[/C][/ROW]
[ROW][C]13[/C][C]0.018985[/C][C]0.1123[/C][C]0.455608[/C][/ROW]
[ROW][C]14[/C][C]0.040301[/C][C]0.2384[/C][C]0.40647[/C][/ROW]
[ROW][C]15[/C][C]0.05265[/C][C]0.3115[/C][C]0.378641[/C][/ROW]
[ROW][C]16[/C][C]-0.005669[/C][C]-0.0335[/C][C]0.513282[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7446&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7446&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	5.9161	0
1	0.049983	0.2957	0.384602
2	-0.097926	-0.5793	0.716964
3	-0.585225	-3.4622	0.999285
4	-0.059025	-0.3492	0.635483
5	-0.002022	-0.012	0.504739
6	0.1549	0.9164	0.182863
7	0.002038	0.0121	0.495225
8	0.085359	0.505	0.308366
9	0.077916	0.461	0.323841
10	0.015488	0.0916	0.463757
11	-0.073774	-0.4365	0.667405
12	-0.157589	-0.9323	0.821218
13	0.018985	0.1123	0.455608
14	0.040301	0.2384	0.40647
15	0.05265	0.3115	0.378641
16	-0.005669	-0.0335	0.513282

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.049983	0.2957	0.384602
1	-0.100676	-0.5956	0.722365
2	-0.582146	-3.444	0.999248
3	-0.059367	-0.3512	0.636235
4	-0.155111	-0.9177	0.817459
5	-0.316425	-1.872	0.965209
6	-0.172888	-1.0228	0.843294
7	-0.072046	-0.4262	0.663724
8	-0.027917	-0.1652	0.565115
9	-0.083981	-0.4968	0.688795
10	-0.013183	-0.078	0.530862
11	-0.096276	-0.5696	0.713698
12	0.026913	0.1592	0.437205
13	-0.002503	-0.0148	0.505864
14	-0.118891	-0.7034	0.75676
15	0.015776	0.0933	0.463085
16	0.025577	0.1513	0.440299

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.049983 & 0.2957 & 0.384602 \tabularnewline
1 & -0.100676 & -0.5956 & 0.722365 \tabularnewline
2 & -0.582146 & -3.444 & 0.999248 \tabularnewline
3 & -0.059367 & -0.3512 & 0.636235 \tabularnewline
4 & -0.155111 & -0.9177 & 0.817459 \tabularnewline
5 & -0.316425 & -1.872 & 0.965209 \tabularnewline
6 & -0.172888 & -1.0228 & 0.843294 \tabularnewline
7 & -0.072046 & -0.4262 & 0.663724 \tabularnewline
8 & -0.027917 & -0.1652 & 0.565115 \tabularnewline
9 & -0.083981 & -0.4968 & 0.688795 \tabularnewline
10 & -0.013183 & -0.078 & 0.530862 \tabularnewline
11 & -0.096276 & -0.5696 & 0.713698 \tabularnewline
12 & 0.026913 & 0.1592 & 0.437205 \tabularnewline
13 & -0.002503 & -0.0148 & 0.505864 \tabularnewline
14 & -0.118891 & -0.7034 & 0.75676 \tabularnewline
15 & 0.015776 & 0.0933 & 0.463085 \tabularnewline
16 & 0.025577 & 0.1513 & 0.440299 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7446&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]0.049983[/C][C]0.2957[/C][C]0.384602[/C][/ROW]
[ROW][C]1[/C][C]-0.100676[/C][C]-0.5956[/C][C]0.722365[/C][/ROW]
[ROW][C]2[/C][C]-0.582146[/C][C]-3.444[/C][C]0.999248[/C][/ROW]
[ROW][C]3[/C][C]-0.059367[/C][C]-0.3512[/C][C]0.636235[/C][/ROW]
[ROW][C]4[/C][C]-0.155111[/C][C]-0.9177[/C][C]0.817459[/C][/ROW]
[ROW][C]5[/C][C]-0.316425[/C][C]-1.872[/C][C]0.965209[/C][/ROW]
[ROW][C]6[/C][C]-0.172888[/C][C]-1.0228[/C][C]0.843294[/C][/ROW]
[ROW][C]7[/C][C]-0.072046[/C][C]-0.4262[/C][C]0.663724[/C][/ROW]
[ROW][C]8[/C][C]-0.027917[/C][C]-0.1652[/C][C]0.565115[/C][/ROW]
[ROW][C]9[/C][C]-0.083981[/C][C]-0.4968[/C][C]0.688795[/C][/ROW]
[ROW][C]10[/C][C]-0.013183[/C][C]-0.078[/C][C]0.530862[/C][/ROW]
[ROW][C]11[/C][C]-0.096276[/C][C]-0.5696[/C][C]0.713698[/C][/ROW]
[ROW][C]12[/C][C]0.026913[/C][C]0.1592[/C][C]0.437205[/C][/ROW]
[ROW][C]13[/C][C]-0.002503[/C][C]-0.0148[/C][C]0.505864[/C][/ROW]
[ROW][C]14[/C][C]-0.118891[/C][C]-0.7034[/C][C]0.75676[/C][/ROW]
[ROW][C]15[/C][C]0.015776[/C][C]0.0933[/C][C]0.463085[/C][/ROW]
[ROW][C]16[/C][C]0.025577[/C][C]0.1513[/C][C]0.440299[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7446&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7446&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	0.049983	0.2957	0.384602
1	-0.100676	-0.5956	0.722365
2	-0.582146	-3.444	0.999248
3	-0.059367	-0.3512	0.636235
4	-0.155111	-0.9177	0.817459
5	-0.316425	-1.872	0.965209
6	-0.172888	-1.0228	0.843294
7	-0.072046	-0.4262	0.663724
8	-0.027917	-0.1652	0.565115
9	-0.083981	-0.4968	0.688795
10	-0.013183	-0.078	0.530862
11	-0.096276	-0.5696	0.713698
12	0.026913	0.1592	0.437205
13	-0.002503	-0.0148	0.505864
14	-0.118891	-0.7034	0.75676
15	0.015776	0.0933	0.463085
16	0.025577	0.1513	0.440299

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 2 ; 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

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code