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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 12:46:58 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/02/t1228247273jjb3iz7bqphiffn.htm/, Retrieved Sun, 19 May 2024 12:14:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28279, Retrieved Sun, 19 May 2024 12:14:09 +0000

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No (this computation is public)

User-defined keywords

Partial correlation- eigen tijdsreeks Q8

Estimated Impact

139

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

-       [(Partial) Autocorrelation Function] [Partial correlati...] [2008-12-02 19:46:58] [0cdfeda4aa2f9e551c2e529c44a404df] [Current]

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Summary of computational 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 computational 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=28279&T=0

[TABLE]
[ROW][C]Summary of computational 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=28279&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28279&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 computational 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
1	0.288921	2.4685	0.007954
2	0.354801	3.0314	0.001684
3	0.273278	2.3349	0.011151
4	0.203477	1.7385	0.043168
5	0.138723	1.1852	0.119882
6	0.284298	2.429	0.008801
7	0.094612	0.8084	0.210755
8	0.251171	2.146	0.017599
9	0.319434	2.7292	0.003975
10	0.214782	1.8351	0.035283
11	0.272473	2.328	0.011343
12	-0.074566	-0.6371	0.263028
13	0.073607	0.6289	0.26569
14	0.088032	0.7521	0.22719
15	0.047553	0.4063	0.342858
16	0.067171	0.5739	0.283897
17	0.201857	1.7247	0.04441
18	0.055297	0.4725	0.319006
19	0.155112	1.3253	0.094606

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.288921 & 2.4685 & 0.007954 \tabularnewline
2 & 0.354801 & 3.0314 & 0.001684 \tabularnewline
3 & 0.273278 & 2.3349 & 0.011151 \tabularnewline
4 & 0.203477 & 1.7385 & 0.043168 \tabularnewline
5 & 0.138723 & 1.1852 & 0.119882 \tabularnewline
6 & 0.284298 & 2.429 & 0.008801 \tabularnewline
7 & 0.094612 & 0.8084 & 0.210755 \tabularnewline
8 & 0.251171 & 2.146 & 0.017599 \tabularnewline
9 & 0.319434 & 2.7292 & 0.003975 \tabularnewline
10 & 0.214782 & 1.8351 & 0.035283 \tabularnewline
11 & 0.272473 & 2.328 & 0.011343 \tabularnewline
12 & -0.074566 & -0.6371 & 0.263028 \tabularnewline
13 & 0.073607 & 0.6289 & 0.26569 \tabularnewline
14 & 0.088032 & 0.7521 & 0.22719 \tabularnewline
15 & 0.047553 & 0.4063 & 0.342858 \tabularnewline
16 & 0.067171 & 0.5739 & 0.283897 \tabularnewline
17 & 0.201857 & 1.7247 & 0.04441 \tabularnewline
18 & 0.055297 & 0.4725 & 0.319006 \tabularnewline
19 & 0.155112 & 1.3253 & 0.094606 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28279&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]1[/C][C]0.288921[/C][C]2.4685[/C][C]0.007954[/C][/ROW]
[ROW][C]2[/C][C]0.354801[/C][C]3.0314[/C][C]0.001684[/C][/ROW]
[ROW][C]3[/C][C]0.273278[/C][C]2.3349[/C][C]0.011151[/C][/ROW]
[ROW][C]4[/C][C]0.203477[/C][C]1.7385[/C][C]0.043168[/C][/ROW]
[ROW][C]5[/C][C]0.138723[/C][C]1.1852[/C][C]0.119882[/C][/ROW]
[ROW][C]6[/C][C]0.284298[/C][C]2.429[/C][C]0.008801[/C][/ROW]
[ROW][C]7[/C][C]0.094612[/C][C]0.8084[/C][C]0.210755[/C][/ROW]
[ROW][C]8[/C][C]0.251171[/C][C]2.146[/C][C]0.017599[/C][/ROW]
[ROW][C]9[/C][C]0.319434[/C][C]2.7292[/C][C]0.003975[/C][/ROW]
[ROW][C]10[/C][C]0.214782[/C][C]1.8351[/C][C]0.035283[/C][/ROW]
[ROW][C]11[/C][C]0.272473[/C][C]2.328[/C][C]0.011343[/C][/ROW]
[ROW][C]12[/C][C]-0.074566[/C][C]-0.6371[/C][C]0.263028[/C][/ROW]
[ROW][C]13[/C][C]0.073607[/C][C]0.6289[/C][C]0.26569[/C][/ROW]
[ROW][C]14[/C][C]0.088032[/C][C]0.7521[/C][C]0.22719[/C][/ROW]
[ROW][C]15[/C][C]0.047553[/C][C]0.4063[/C][C]0.342858[/C][/ROW]
[ROW][C]16[/C][C]0.067171[/C][C]0.5739[/C][C]0.283897[/C][/ROW]
[ROW][C]17[/C][C]0.201857[/C][C]1.7247[/C][C]0.04441[/C][/ROW]
[ROW][C]18[/C][C]0.055297[/C][C]0.4725[/C][C]0.319006[/C][/ROW]
[ROW][C]19[/C][C]0.155112[/C][C]1.3253[/C][C]0.094606[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28279&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28279&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
1	0.288921	2.4685	0.007954
2	0.354801	3.0314	0.001684
3	0.273278	2.3349	0.011151
4	0.203477	1.7385	0.043168
5	0.138723	1.1852	0.119882
6	0.284298	2.429	0.008801
7	0.094612	0.8084	0.210755
8	0.251171	2.146	0.017599
9	0.319434	2.7292	0.003975
10	0.214782	1.8351	0.035283
11	0.272473	2.328	0.011343
12	-0.074566	-0.6371	0.263028
13	0.073607	0.6289	0.26569
14	0.088032	0.7521	0.22719
15	0.047553	0.4063	0.342858
16	0.067171	0.5739	0.283897
17	0.201857	1.7247	0.04441
18	0.055297	0.4725	0.319006
19	0.155112	1.3253	0.094606

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.288921	2.4685	0.007954
2	0.296038	2.5293	0.006793
3	0.138224	1.181	0.120721
4	0.02936	0.2509	0.401315
5	-0.024906	-0.2128	0.41604
6	0.2024	1.7293	0.043991
7	-0.054903	-0.4691	0.320203
8	0.131043	1.1196	0.13327
9	0.225636	1.9278	0.028883
10	0.016649	0.1423	0.443636
11	0.078056	0.6669	0.253466
12	-0.419565	-3.5848	0.000303
13	0.029133	0.2489	0.402065
14	0.114341	0.9769	0.165916
15	-0.017871	-0.1527	0.439533
16	0.062995	0.5382	0.296028
17	0.044459	0.3799	0.352578
18	0.036103	0.3085	0.379303
19	-0.094914	-0.8109	0.210016

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.288921 & 2.4685 & 0.007954 \tabularnewline
2 & 0.296038 & 2.5293 & 0.006793 \tabularnewline
3 & 0.138224 & 1.181 & 0.120721 \tabularnewline
4 & 0.02936 & 0.2509 & 0.401315 \tabularnewline
5 & -0.024906 & -0.2128 & 0.41604 \tabularnewline
6 & 0.2024 & 1.7293 & 0.043991 \tabularnewline
7 & -0.054903 & -0.4691 & 0.320203 \tabularnewline
8 & 0.131043 & 1.1196 & 0.13327 \tabularnewline
9 & 0.225636 & 1.9278 & 0.028883 \tabularnewline
10 & 0.016649 & 0.1423 & 0.443636 \tabularnewline
11 & 0.078056 & 0.6669 & 0.253466 \tabularnewline
12 & -0.419565 & -3.5848 & 0.000303 \tabularnewline
13 & 0.029133 & 0.2489 & 0.402065 \tabularnewline
14 & 0.114341 & 0.9769 & 0.165916 \tabularnewline
15 & -0.017871 & -0.1527 & 0.439533 \tabularnewline
16 & 0.062995 & 0.5382 & 0.296028 \tabularnewline
17 & 0.044459 & 0.3799 & 0.352578 \tabularnewline
18 & 0.036103 & 0.3085 & 0.379303 \tabularnewline
19 & -0.094914 & -0.8109 & 0.210016 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28279&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]1[/C][C]0.288921[/C][C]2.4685[/C][C]0.007954[/C][/ROW]
[ROW][C]2[/C][C]0.296038[/C][C]2.5293[/C][C]0.006793[/C][/ROW]
[ROW][C]3[/C][C]0.138224[/C][C]1.181[/C][C]0.120721[/C][/ROW]
[ROW][C]4[/C][C]0.02936[/C][C]0.2509[/C][C]0.401315[/C][/ROW]
[ROW][C]5[/C][C]-0.024906[/C][C]-0.2128[/C][C]0.41604[/C][/ROW]
[ROW][C]6[/C][C]0.2024[/C][C]1.7293[/C][C]0.043991[/C][/ROW]
[ROW][C]7[/C][C]-0.054903[/C][C]-0.4691[/C][C]0.320203[/C][/ROW]
[ROW][C]8[/C][C]0.131043[/C][C]1.1196[/C][C]0.13327[/C][/ROW]
[ROW][C]9[/C][C]0.225636[/C][C]1.9278[/C][C]0.028883[/C][/ROW]
[ROW][C]10[/C][C]0.016649[/C][C]0.1423[/C][C]0.443636[/C][/ROW]
[ROW][C]11[/C][C]0.078056[/C][C]0.6669[/C][C]0.253466[/C][/ROW]
[ROW][C]12[/C][C]-0.419565[/C][C]-3.5848[/C][C]0.000303[/C][/ROW]
[ROW][C]13[/C][C]0.029133[/C][C]0.2489[/C][C]0.402065[/C][/ROW]
[ROW][C]14[/C][C]0.114341[/C][C]0.9769[/C][C]0.165916[/C][/ROW]
[ROW][C]15[/C][C]-0.017871[/C][C]-0.1527[/C][C]0.439533[/C][/ROW]
[ROW][C]16[/C][C]0.062995[/C][C]0.5382[/C][C]0.296028[/C][/ROW]
[ROW][C]17[/C][C]0.044459[/C][C]0.3799[/C][C]0.352578[/C][/ROW]
[ROW][C]18[/C][C]0.036103[/C][C]0.3085[/C][C]0.379303[/C][/ROW]
[ROW][C]19[/C][C]-0.094914[/C][C]-0.8109[/C][C]0.210016[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28279&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28279&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
1	0.288921	2.4685	0.007954
2	0.296038	2.5293	0.006793
3	0.138224	1.181	0.120721
4	0.02936	0.2509	0.401315
5	-0.024906	-0.2128	0.41604
6	0.2024	1.7293	0.043991
7	-0.054903	-0.4691	0.320203
8	0.131043	1.1196	0.13327
9	0.225636	1.9278	0.028883
10	0.016649	0.1423	0.443636
11	0.078056	0.6669	0.253466
12	-0.419565	-3.5848	0.000303
13	0.029133	0.2489	0.402065
14	0.114341	0.9769	0.165916
15	-0.017871	-0.1527	0.439533
16	0.062995	0.5382	0.296028
17	0.044459	0.3799	0.352578
18	0.036103	0.3085	0.379303
19	-0.094914	-0.8109	0.210016

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = Default ; par2 = 1 ; 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 2:(par1+1)) {
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(abs(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,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(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

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