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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 15:34:25 -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/2008/Dec/02/t1228257306qm5ntqbc8semtaa.htm/, Retrieved Sun, 19 May 2024 10:47:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28517, Retrieved Sun, 19 May 2024 10:47:09 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Jonas Scheltjens

Estimated Impact

119

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

F       [(Partial) Autocorrelation Function] [Non Stationary Ti...] [2008-12-02 22:34:25] [f4960a11bac8b7f1cb71c83b5826d5bd] [Current]

Feedback Forum

2008-12-09 20:25:33 [Gert-Jan Geudens] [reply] 
We gaan hier akkoord met de conclusie van de student. We zien inderdaad een zeer lichte vorm van seizonaliteit. 

Post a new message

Dataseries X:

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28517&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28517&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28517&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.035137	-0.2434	0.404353
2	0.05058	0.3504	0.363776
3	0.124787	0.8645	0.195793
4	0.019012	0.1317	0.447877
5	0.096443	0.6682	0.253611
6	0.053378	0.3698	0.356574
7	-0.244019	-1.6906	0.048698
8	-0.105922	-0.7339	0.233305
9	0.158185	1.0959	0.139287
10	-0.166878	-1.1562	0.126668
11	-0.222869	-1.5441	0.064568
12	-0.084027	-0.5822	0.281593
13	-0.180632	-1.2515	0.108416
14	0.038384	0.2659	0.395715
15	-0.040491	-0.2805	0.390139
16	-0.076441	-0.5296	0.299417
17	0.046461	0.3219	0.374466

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.035137 & -0.2434 & 0.404353 \tabularnewline
2 & 0.05058 & 0.3504 & 0.363776 \tabularnewline
3 & 0.124787 & 0.8645 & 0.195793 \tabularnewline
4 & 0.019012 & 0.1317 & 0.447877 \tabularnewline
5 & 0.096443 & 0.6682 & 0.253611 \tabularnewline
6 & 0.053378 & 0.3698 & 0.356574 \tabularnewline
7 & -0.244019 & -1.6906 & 0.048698 \tabularnewline
8 & -0.105922 & -0.7339 & 0.233305 \tabularnewline
9 & 0.158185 & 1.0959 & 0.139287 \tabularnewline
10 & -0.166878 & -1.1562 & 0.126668 \tabularnewline
11 & -0.222869 & -1.5441 & 0.064568 \tabularnewline
12 & -0.084027 & -0.5822 & 0.281593 \tabularnewline
13 & -0.180632 & -1.2515 & 0.108416 \tabularnewline
14 & 0.038384 & 0.2659 & 0.395715 \tabularnewline
15 & -0.040491 & -0.2805 & 0.390139 \tabularnewline
16 & -0.076441 & -0.5296 & 0.299417 \tabularnewline
17 & 0.046461 & 0.3219 & 0.374466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28517&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]-0.035137[/C][C]-0.2434[/C][C]0.404353[/C][/ROW]
[ROW][C]2[/C][C]0.05058[/C][C]0.3504[/C][C]0.363776[/C][/ROW]
[ROW][C]3[/C][C]0.124787[/C][C]0.8645[/C][C]0.195793[/C][/ROW]
[ROW][C]4[/C][C]0.019012[/C][C]0.1317[/C][C]0.447877[/C][/ROW]
[ROW][C]5[/C][C]0.096443[/C][C]0.6682[/C][C]0.253611[/C][/ROW]
[ROW][C]6[/C][C]0.053378[/C][C]0.3698[/C][C]0.356574[/C][/ROW]
[ROW][C]7[/C][C]-0.244019[/C][C]-1.6906[/C][C]0.048698[/C][/ROW]
[ROW][C]8[/C][C]-0.105922[/C][C]-0.7339[/C][C]0.233305[/C][/ROW]
[ROW][C]9[/C][C]0.158185[/C][C]1.0959[/C][C]0.139287[/C][/ROW]
[ROW][C]10[/C][C]-0.166878[/C][C]-1.1562[/C][C]0.126668[/C][/ROW]
[ROW][C]11[/C][C]-0.222869[/C][C]-1.5441[/C][C]0.064568[/C][/ROW]
[ROW][C]12[/C][C]-0.084027[/C][C]-0.5822[/C][C]0.281593[/C][/ROW]
[ROW][C]13[/C][C]-0.180632[/C][C]-1.2515[/C][C]0.108416[/C][/ROW]
[ROW][C]14[/C][C]0.038384[/C][C]0.2659[/C][C]0.395715[/C][/ROW]
[ROW][C]15[/C][C]-0.040491[/C][C]-0.2805[/C][C]0.390139[/C][/ROW]
[ROW][C]16[/C][C]-0.076441[/C][C]-0.5296[/C][C]0.299417[/C][/ROW]
[ROW][C]17[/C][C]0.046461[/C][C]0.3219[/C][C]0.374466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28517&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28517&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	-0.035137	-0.2434	0.404353
2	0.05058	0.3504	0.363776
3	0.124787	0.8645	0.195793
4	0.019012	0.1317	0.447877
5	0.096443	0.6682	0.253611
6	0.053378	0.3698	0.356574
7	-0.244019	-1.6906	0.048698
8	-0.105922	-0.7339	0.233305
9	0.158185	1.0959	0.139287
10	-0.166878	-1.1562	0.126668
11	-0.222869	-1.5441	0.064568
12	-0.084027	-0.5822	0.281593
13	-0.180632	-1.2515	0.108416
14	0.038384	0.2659	0.395715
15	-0.040491	-0.2805	0.390139
16	-0.076441	-0.5296	0.299417
17	0.046461	0.3219	0.374466

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.035137	-0.2434	0.404353
2	0.049406	0.3423	0.366811
3	0.128685	0.8916	0.18854
4	0.02631	0.1823	0.428066
5	0.086912	0.6021	0.274955
6	0.044138	0.3058	0.38054
7	-0.261855	-1.8142	0.037951
8	-0.171632	-1.1891	0.120125
9	0.172994	1.1985	0.118296
10	-0.091017	-0.6306	0.265652
11	-0.257968	-1.7873	0.040106
12	-0.07739	-0.5362	0.297157
13	-0.090139	-0.6245	0.267628
14	-0.000983	-0.0068	0.497296
15	-0.047828	-0.3314	0.370906
16	0.088678	0.6144	0.270933
17	0.086799	0.6014	0.275215

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.035137 & -0.2434 & 0.404353 \tabularnewline
2 & 0.049406 & 0.3423 & 0.366811 \tabularnewline
3 & 0.128685 & 0.8916 & 0.18854 \tabularnewline
4 & 0.02631 & 0.1823 & 0.428066 \tabularnewline
5 & 0.086912 & 0.6021 & 0.274955 \tabularnewline
6 & 0.044138 & 0.3058 & 0.38054 \tabularnewline
7 & -0.261855 & -1.8142 & 0.037951 \tabularnewline
8 & -0.171632 & -1.1891 & 0.120125 \tabularnewline
9 & 0.172994 & 1.1985 & 0.118296 \tabularnewline
10 & -0.091017 & -0.6306 & 0.265652 \tabularnewline
11 & -0.257968 & -1.7873 & 0.040106 \tabularnewline
12 & -0.07739 & -0.5362 & 0.297157 \tabularnewline
13 & -0.090139 & -0.6245 & 0.267628 \tabularnewline
14 & -0.000983 & -0.0068 & 0.497296 \tabularnewline
15 & -0.047828 & -0.3314 & 0.370906 \tabularnewline
16 & 0.088678 & 0.6144 & 0.270933 \tabularnewline
17 & 0.086799 & 0.6014 & 0.275215 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28517&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]-0.035137[/C][C]-0.2434[/C][C]0.404353[/C][/ROW]
[ROW][C]2[/C][C]0.049406[/C][C]0.3423[/C][C]0.366811[/C][/ROW]
[ROW][C]3[/C][C]0.128685[/C][C]0.8916[/C][C]0.18854[/C][/ROW]
[ROW][C]4[/C][C]0.02631[/C][C]0.1823[/C][C]0.428066[/C][/ROW]
[ROW][C]5[/C][C]0.086912[/C][C]0.6021[/C][C]0.274955[/C][/ROW]
[ROW][C]6[/C][C]0.044138[/C][C]0.3058[/C][C]0.38054[/C][/ROW]
[ROW][C]7[/C][C]-0.261855[/C][C]-1.8142[/C][C]0.037951[/C][/ROW]
[ROW][C]8[/C][C]-0.171632[/C][C]-1.1891[/C][C]0.120125[/C][/ROW]
[ROW][C]9[/C][C]0.172994[/C][C]1.1985[/C][C]0.118296[/C][/ROW]
[ROW][C]10[/C][C]-0.091017[/C][C]-0.6306[/C][C]0.265652[/C][/ROW]
[ROW][C]11[/C][C]-0.257968[/C][C]-1.7873[/C][C]0.040106[/C][/ROW]
[ROW][C]12[/C][C]-0.07739[/C][C]-0.5362[/C][C]0.297157[/C][/ROW]
[ROW][C]13[/C][C]-0.090139[/C][C]-0.6245[/C][C]0.267628[/C][/ROW]
[ROW][C]14[/C][C]-0.000983[/C][C]-0.0068[/C][C]0.497296[/C][/ROW]
[ROW][C]15[/C][C]-0.047828[/C][C]-0.3314[/C][C]0.370906[/C][/ROW]
[ROW][C]16[/C][C]0.088678[/C][C]0.6144[/C][C]0.270933[/C][/ROW]
[ROW][C]17[/C][C]0.086799[/C][C]0.6014[/C][C]0.275215[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28517&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28517&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	-0.035137	-0.2434	0.404353
2	0.049406	0.3423	0.366811
3	0.128685	0.8916	0.18854
4	0.02631	0.1823	0.428066
5	0.086912	0.6021	0.274955
6	0.044138	0.3058	0.38054
7	-0.261855	-1.8142	0.037951
8	-0.171632	-1.1891	0.120125
9	0.172994	1.1985	0.118296
10	-0.091017	-0.6306	0.265652
11	-0.257968	-1.7873	0.040106
12	-0.07739	-0.5362	0.297157
13	-0.090139	-0.6245	0.267628
14	-0.000983	-0.0068	0.497296
15	-0.047828	-0.3314	0.370906
16	0.088678	0.6144	0.270933
17	0.086799	0.6014	0.275215

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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Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code