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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

Fri, 30 Nov 2007 07:55:04 -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/t1196433848pmc5oa897uzpfit.htm/, Retrieved Sun, 28 Apr 2024 12:25:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7722, Retrieved Sun, 28 Apr 2024 12:25:14 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

166

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

-       [(Partial) Autocorrelation Function] [Workshop8_q1b] [2007-11-30 14:55:04] [1ea0754dc57274996703e6220e342fe8] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7722&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]2 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=7722&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7722&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	9.1652	0
1	0.218316	2.0009	0.024316
2	0.271162	2.4852	0.007465
3	0.253482	2.3232	0.011293
4	0.20813	1.9075	0.029934
5	0.15716	1.4404	0.076737
6	0.113764	1.0427	0.150047
7	-0.101923	-0.9341	0.823544
8	-0.041187	-0.3775	0.646617
9	-0.039409	-0.3612	0.640568
10	-0.182959	-1.6768	0.951355
11	-0.058004	-0.5316	0.701803

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.1652 & 0 \tabularnewline
1 & 0.218316 & 2.0009 & 0.024316 \tabularnewline
2 & 0.271162 & 2.4852 & 0.007465 \tabularnewline
3 & 0.253482 & 2.3232 & 0.011293 \tabularnewline
4 & 0.20813 & 1.9075 & 0.029934 \tabularnewline
5 & 0.15716 & 1.4404 & 0.076737 \tabularnewline
6 & 0.113764 & 1.0427 & 0.150047 \tabularnewline
7 & -0.101923 & -0.9341 & 0.823544 \tabularnewline
8 & -0.041187 & -0.3775 & 0.646617 \tabularnewline
9 & -0.039409 & -0.3612 & 0.640568 \tabularnewline
10 & -0.182959 & -1.6768 & 0.951355 \tabularnewline
11 & -0.058004 & -0.5316 & 0.701803 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7722&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]9.1652[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.218316[/C][C]2.0009[/C][C]0.024316[/C][/ROW]
[ROW][C]2[/C][C]0.271162[/C][C]2.4852[/C][C]0.007465[/C][/ROW]
[ROW][C]3[/C][C]0.253482[/C][C]2.3232[/C][C]0.011293[/C][/ROW]
[ROW][C]4[/C][C]0.20813[/C][C]1.9075[/C][C]0.029934[/C][/ROW]
[ROW][C]5[/C][C]0.15716[/C][C]1.4404[/C][C]0.076737[/C][/ROW]
[ROW][C]6[/C][C]0.113764[/C][C]1.0427[/C][C]0.150047[/C][/ROW]
[ROW][C]7[/C][C]-0.101923[/C][C]-0.9341[/C][C]0.823544[/C][/ROW]
[ROW][C]8[/C][C]-0.041187[/C][C]-0.3775[/C][C]0.646617[/C][/ROW]
[ROW][C]9[/C][C]-0.039409[/C][C]-0.3612[/C][C]0.640568[/C][/ROW]
[ROW][C]10[/C][C]-0.182959[/C][C]-1.6768[/C][C]0.951355[/C][/ROW]
[ROW][C]11[/C][C]-0.058004[/C][C]-0.5316[/C][C]0.701803[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7722&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7722&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	9.1652	0
1	0.218316	2.0009	0.024316
2	0.271162	2.4852	0.007465
3	0.253482	2.3232	0.011293
4	0.20813	1.9075	0.029934
5	0.15716	1.4404	0.076737
6	0.113764	1.0427	0.150047
7	-0.101923	-0.9341	0.823544
8	-0.041187	-0.3775	0.646617
9	-0.039409	-0.3612	0.640568
10	-0.182959	-1.6768	0.951355
11	-0.058004	-0.5316	0.701803

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.218316	2.0009	0.024316
1	0.234686	2.1509	0.017177
2	0.1744	1.5984	0.056854
3	0.094373	0.8649	0.194767
4	0.025994	0.2382	0.406138
5	-0.013202	-0.121	0.548009
6	-0.236742	-2.1698	0.983576
7	-0.095281	-0.8733	0.807496
8	-0.005524	-0.0506	0.520129
9	-0.130578	-1.1968	0.882617
10	0.066559	0.61	0.271747
11	-0.326593	-2.9933	0.998188

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.218316 & 2.0009 & 0.024316 \tabularnewline
1 & 0.234686 & 2.1509 & 0.017177 \tabularnewline
2 & 0.1744 & 1.5984 & 0.056854 \tabularnewline
3 & 0.094373 & 0.8649 & 0.194767 \tabularnewline
4 & 0.025994 & 0.2382 & 0.406138 \tabularnewline
5 & -0.013202 & -0.121 & 0.548009 \tabularnewline
6 & -0.236742 & -2.1698 & 0.983576 \tabularnewline
7 & -0.095281 & -0.8733 & 0.807496 \tabularnewline
8 & -0.005524 & -0.0506 & 0.520129 \tabularnewline
9 & -0.130578 & -1.1968 & 0.882617 \tabularnewline
10 & 0.066559 & 0.61 & 0.271747 \tabularnewline
11 & -0.326593 & -2.9933 & 0.998188 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7722&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]0.218316[/C][C]2.0009[/C][C]0.024316[/C][/ROW]
[ROW][C]1[/C][C]0.234686[/C][C]2.1509[/C][C]0.017177[/C][/ROW]
[ROW][C]2[/C][C]0.1744[/C][C]1.5984[/C][C]0.056854[/C][/ROW]
[ROW][C]3[/C][C]0.094373[/C][C]0.8649[/C][C]0.194767[/C][/ROW]
[ROW][C]4[/C][C]0.025994[/C][C]0.2382[/C][C]0.406138[/C][/ROW]
[ROW][C]5[/C][C]-0.013202[/C][C]-0.121[/C][C]0.548009[/C][/ROW]
[ROW][C]6[/C][C]-0.236742[/C][C]-2.1698[/C][C]0.983576[/C][/ROW]
[ROW][C]7[/C][C]-0.095281[/C][C]-0.8733[/C][C]0.807496[/C][/ROW]
[ROW][C]8[/C][C]-0.005524[/C][C]-0.0506[/C][C]0.520129[/C][/ROW]
[ROW][C]9[/C][C]-0.130578[/C][C]-1.1968[/C][C]0.882617[/C][/ROW]
[ROW][C]10[/C][C]0.066559[/C][C]0.61[/C][C]0.271747[/C][/ROW]
[ROW][C]11[/C][C]-0.326593[/C][C]-2.9933[/C][C]0.998188[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7722&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7722&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	0.218316	2.0009	0.024316
1	0.234686	2.1509	0.017177
2	0.1744	1.5984	0.056854
3	0.094373	0.8649	0.194767
4	0.025994	0.2382	0.406138
5	-0.013202	-0.121	0.548009
6	-0.236742	-2.1698	0.983576
7	-0.095281	-0.8733	0.807496
8	-0.005524	-0.0506	0.520129
9	-0.130578	-1.1968	0.882617
10	0.066559	0.61	0.271747
11	-0.326593	-2.9933	0.998188

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ; par2 = -1.8 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 12 ; par2 = -1.8 ; 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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code