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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 30 Nov 2007 05:41:15 -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/30/t1196426092l7hn4gc4a1nzic5.htm/, Retrieved Sun, 28 Apr 2024 10:38:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7671, Retrieved Sun, 28 Apr 2024 10:38:11 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

198

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

-       [(Partial) Autocorrelation Function] [partial autocorre...] [2007-11-30 12:41:15] [c8ae83d0115975332f4c8aef1088e2d8] [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=7671&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=7671&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7671&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	0
1	0.100801	0.7056	0.241887
2	0.273076	1.9115	0.030897
3	0.472412	3.3069	0.000886
4	0.189004	1.323	0.095983
5	0.259485	1.8164	0.037715
6	0.246982	1.7289	0.045064
7	-0.137754	-0.9643	0.830179
8	0.146311	1.0242	0.15539
9	0.042562	0.2979	0.383507
10	-0.211872	-1.4831	0.927775
11	-0.129899	-0.9093	0.816178
12	-0.169947	-1.1896	0.880038
13	-0.238429	-1.669	0.949252
14	-0.070071	-0.4905	0.687013
15	-0.28042	-1.9629	0.972328
16	-0.33148	-2.3204	0.987736

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7 & 0 \tabularnewline
1 & 0.100801 & 0.7056 & 0.241887 \tabularnewline
2 & 0.273076 & 1.9115 & 0.030897 \tabularnewline
3 & 0.472412 & 3.3069 & 0.000886 \tabularnewline
4 & 0.189004 & 1.323 & 0.095983 \tabularnewline
5 & 0.259485 & 1.8164 & 0.037715 \tabularnewline
6 & 0.246982 & 1.7289 & 0.045064 \tabularnewline
7 & -0.137754 & -0.9643 & 0.830179 \tabularnewline
8 & 0.146311 & 1.0242 & 0.15539 \tabularnewline
9 & 0.042562 & 0.2979 & 0.383507 \tabularnewline
10 & -0.211872 & -1.4831 & 0.927775 \tabularnewline
11 & -0.129899 & -0.9093 & 0.816178 \tabularnewline
12 & -0.169947 & -1.1896 & 0.880038 \tabularnewline
13 & -0.238429 & -1.669 & 0.949252 \tabularnewline
14 & -0.070071 & -0.4905 & 0.687013 \tabularnewline
15 & -0.28042 & -1.9629 & 0.972328 \tabularnewline
16 & -0.33148 & -2.3204 & 0.987736 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7671&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[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.100801[/C][C]0.7056[/C][C]0.241887[/C][/ROW]
[ROW][C]2[/C][C]0.273076[/C][C]1.9115[/C][C]0.030897[/C][/ROW]
[ROW][C]3[/C][C]0.472412[/C][C]3.3069[/C][C]0.000886[/C][/ROW]
[ROW][C]4[/C][C]0.189004[/C][C]1.323[/C][C]0.095983[/C][/ROW]
[ROW][C]5[/C][C]0.259485[/C][C]1.8164[/C][C]0.037715[/C][/ROW]
[ROW][C]6[/C][C]0.246982[/C][C]1.7289[/C][C]0.045064[/C][/ROW]
[ROW][C]7[/C][C]-0.137754[/C][C]-0.9643[/C][C]0.830179[/C][/ROW]
[ROW][C]8[/C][C]0.146311[/C][C]1.0242[/C][C]0.15539[/C][/ROW]
[ROW][C]9[/C][C]0.042562[/C][C]0.2979[/C][C]0.383507[/C][/ROW]
[ROW][C]10[/C][C]-0.211872[/C][C]-1.4831[/C][C]0.927775[/C][/ROW]
[ROW][C]11[/C][C]-0.129899[/C][C]-0.9093[/C][C]0.816178[/C][/ROW]
[ROW][C]12[/C][C]-0.169947[/C][C]-1.1896[/C][C]0.880038[/C][/ROW]
[ROW][C]13[/C][C]-0.238429[/C][C]-1.669[/C][C]0.949252[/C][/ROW]
[ROW][C]14[/C][C]-0.070071[/C][C]-0.4905[/C][C]0.687013[/C][/ROW]
[ROW][C]15[/C][C]-0.28042[/C][C]-1.9629[/C][C]0.972328[/C][/ROW]
[ROW][C]16[/C][C]-0.33148[/C][C]-2.3204[/C][C]0.987736[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7671&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7671&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	0
1	0.100801	0.7056	0.241887
2	0.273076	1.9115	0.030897
3	0.472412	3.3069	0.000886
4	0.189004	1.323	0.095983
5	0.259485	1.8164	0.037715
6	0.246982	1.7289	0.045064
7	-0.137754	-0.9643	0.830179
8	0.146311	1.0242	0.15539
9	0.042562	0.2979	0.383507
10	-0.211872	-1.4831	0.927775
11	-0.129899	-0.9093	0.816178
12	-0.169947	-1.1896	0.880038
13	-0.238429	-1.669	0.949252
14	-0.070071	-0.4905	0.687013
15	-0.28042	-1.9629	0.972328
16	-0.33148	-2.3204	0.987736

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.100801	0.7056	0.241887
1	0.265614	1.8593	0.034497
2	0.462414	3.2369	0.001085
3	0.141383	0.9897	0.163597
4	0.063205	0.4424	0.330062
5	-0.022298	-0.1561	0.561697
6	-0.463275	-3.2429	0.998934
7	-0.232067	-1.6245	0.944654
8	-0.06217	-0.4352	0.667332
9	-0.069383	-0.4857	0.68532
10	-0.127365	-0.8916	0.811505
11	-0.065976	-0.4618	0.676877
12	0.018488	0.1294	0.448779
13	0.215695	1.5099	0.06875
14	0.158046	1.1063	0.136995
15	-0.116734	-0.8171	0.791098
16	-0.083817	-0.5867	0.719958

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.100801 & 0.7056 & 0.241887 \tabularnewline
1 & 0.265614 & 1.8593 & 0.034497 \tabularnewline
2 & 0.462414 & 3.2369 & 0.001085 \tabularnewline
3 & 0.141383 & 0.9897 & 0.163597 \tabularnewline
4 & 0.063205 & 0.4424 & 0.330062 \tabularnewline
5 & -0.022298 & -0.1561 & 0.561697 \tabularnewline
6 & -0.463275 & -3.2429 & 0.998934 \tabularnewline
7 & -0.232067 & -1.6245 & 0.944654 \tabularnewline
8 & -0.06217 & -0.4352 & 0.667332 \tabularnewline
9 & -0.069383 & -0.4857 & 0.68532 \tabularnewline
10 & -0.127365 & -0.8916 & 0.811505 \tabularnewline
11 & -0.065976 & -0.4618 & 0.676877 \tabularnewline
12 & 0.018488 & 0.1294 & 0.448779 \tabularnewline
13 & 0.215695 & 1.5099 & 0.06875 \tabularnewline
14 & 0.158046 & 1.1063 & 0.136995 \tabularnewline
15 & -0.116734 & -0.8171 & 0.791098 \tabularnewline
16 & -0.083817 & -0.5867 & 0.719958 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7671&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]0.100801[/C][C]0.7056[/C][C]0.241887[/C][/ROW]
[ROW][C]1[/C][C]0.265614[/C][C]1.8593[/C][C]0.034497[/C][/ROW]
[ROW][C]2[/C][C]0.462414[/C][C]3.2369[/C][C]0.001085[/C][/ROW]
[ROW][C]3[/C][C]0.141383[/C][C]0.9897[/C][C]0.163597[/C][/ROW]
[ROW][C]4[/C][C]0.063205[/C][C]0.4424[/C][C]0.330062[/C][/ROW]
[ROW][C]5[/C][C]-0.022298[/C][C]-0.1561[/C][C]0.561697[/C][/ROW]
[ROW][C]6[/C][C]-0.463275[/C][C]-3.2429[/C][C]0.998934[/C][/ROW]
[ROW][C]7[/C][C]-0.232067[/C][C]-1.6245[/C][C]0.944654[/C][/ROW]
[ROW][C]8[/C][C]-0.06217[/C][C]-0.4352[/C][C]0.667332[/C][/ROW]
[ROW][C]9[/C][C]-0.069383[/C][C]-0.4857[/C][C]0.68532[/C][/ROW]
[ROW][C]10[/C][C]-0.127365[/C][C]-0.8916[/C][C]0.811505[/C][/ROW]
[ROW][C]11[/C][C]-0.065976[/C][C]-0.4618[/C][C]0.676877[/C][/ROW]
[ROW][C]12[/C][C]0.018488[/C][C]0.1294[/C][C]0.448779[/C][/ROW]
[ROW][C]13[/C][C]0.215695[/C][C]1.5099[/C][C]0.06875[/C][/ROW]
[ROW][C]14[/C][C]0.158046[/C][C]1.1063[/C][C]0.136995[/C][/ROW]
[ROW][C]15[/C][C]-0.116734[/C][C]-0.8171[/C][C]0.791098[/C][/ROW]
[ROW][C]16[/C][C]-0.083817[/C][C]-0.5867[/C][C]0.719958[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7671&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7671&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	0.100801	0.7056	0.241887
1	0.265614	1.8593	0.034497
2	0.462414	3.2369	0.001085
3	0.141383	0.9897	0.163597
4	0.063205	0.4424	0.330062
5	-0.022298	-0.1561	0.561697
6	-0.463275	-3.2429	0.998934
7	-0.232067	-1.6245	0.944654
8	-0.06217	-0.4352	0.667332
9	-0.069383	-0.4857	0.68532
10	-0.127365	-0.8916	0.811505
11	-0.065976	-0.4618	0.676877
12	0.018488	0.1294	0.448779
13	0.215695	1.5099	0.06875
14	0.158046	1.1063	0.136995
15	-0.116734	-0.8171	0.791098
16	-0.083817	-0.5867	0.719958

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 0.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 0.0 ; par3 = 0 ; par4 = 1 ; 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