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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 04 Dec 2008 09:31:14 -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/04/t12284083023lmdfb9dpok16br.htm/, Retrieved Sun, 19 May 2024 05:39:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28957, Retrieved Sun, 19 May 2024 05:39:24 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

210

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

-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-04 16:31:14] [72e979bcc364082694890d2eccc1a66f] [Current]
-   P     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-07 09:03:28] [3b5d63cebdc58ed6c519cdb5b6a36d46] 
- RMP       [Spectral Analysis] [Spectral Analysis] [2008-12-07 09:43:08] [c94d7012e41b73cfa20d93e879679ede] 

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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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28957&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]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=28957&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28957&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.028248	-0.1937	0.423639
2	0.012334	0.0846	0.466486
3	0.020239	0.1388	0.44512
4	-0.027093	-0.1857	0.426723
5	-0.08185	-0.5611	0.288685
6	-0.046971	-0.322	0.374435
7	-0.000198	-0.0014	0.499461
8	-0.058733	-0.4026	0.344516
9	0.116261	0.797	0.214717
10	-0.196611	-1.3479	0.092076
11	0.054564	0.3741	0.355017
12	-0.200142	-1.3721	0.088272
13	-0.10183	-0.6981	0.244274
14	0.029309	0.2009	0.420808
15	-0.005969	-0.0409	0.483765
16	-0.017505	-0.12	0.452493
17	-0.101864	-0.6983	0.244201

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.028248 & -0.1937 & 0.423639 \tabularnewline
2 & 0.012334 & 0.0846 & 0.466486 \tabularnewline
3 & 0.020239 & 0.1388 & 0.44512 \tabularnewline
4 & -0.027093 & -0.1857 & 0.426723 \tabularnewline
5 & -0.08185 & -0.5611 & 0.288685 \tabularnewline
6 & -0.046971 & -0.322 & 0.374435 \tabularnewline
7 & -0.000198 & -0.0014 & 0.499461 \tabularnewline
8 & -0.058733 & -0.4026 & 0.344516 \tabularnewline
9 & 0.116261 & 0.797 & 0.214717 \tabularnewline
10 & -0.196611 & -1.3479 & 0.092076 \tabularnewline
11 & 0.054564 & 0.3741 & 0.355017 \tabularnewline
12 & -0.200142 & -1.3721 & 0.088272 \tabularnewline
13 & -0.10183 & -0.6981 & 0.244274 \tabularnewline
14 & 0.029309 & 0.2009 & 0.420808 \tabularnewline
15 & -0.005969 & -0.0409 & 0.483765 \tabularnewline
16 & -0.017505 & -0.12 & 0.452493 \tabularnewline
17 & -0.101864 & -0.6983 & 0.244201 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28957&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]-0.028248[/C][C]-0.1937[/C][C]0.423639[/C][/ROW]
[ROW][C]2[/C][C]0.012334[/C][C]0.0846[/C][C]0.466486[/C][/ROW]
[ROW][C]3[/C][C]0.020239[/C][C]0.1388[/C][C]0.44512[/C][/ROW]
[ROW][C]4[/C][C]-0.027093[/C][C]-0.1857[/C][C]0.426723[/C][/ROW]
[ROW][C]5[/C][C]-0.08185[/C][C]-0.5611[/C][C]0.288685[/C][/ROW]
[ROW][C]6[/C][C]-0.046971[/C][C]-0.322[/C][C]0.374435[/C][/ROW]
[ROW][C]7[/C][C]-0.000198[/C][C]-0.0014[/C][C]0.499461[/C][/ROW]
[ROW][C]8[/C][C]-0.058733[/C][C]-0.4026[/C][C]0.344516[/C][/ROW]
[ROW][C]9[/C][C]0.116261[/C][C]0.797[/C][C]0.214717[/C][/ROW]
[ROW][C]10[/C][C]-0.196611[/C][C]-1.3479[/C][C]0.092076[/C][/ROW]
[ROW][C]11[/C][C]0.054564[/C][C]0.3741[/C][C]0.355017[/C][/ROW]
[ROW][C]12[/C][C]-0.200142[/C][C]-1.3721[/C][C]0.088272[/C][/ROW]
[ROW][C]13[/C][C]-0.10183[/C][C]-0.6981[/C][C]0.244274[/C][/ROW]
[ROW][C]14[/C][C]0.029309[/C][C]0.2009[/C][C]0.420808[/C][/ROW]
[ROW][C]15[/C][C]-0.005969[/C][C]-0.0409[/C][C]0.483765[/C][/ROW]
[ROW][C]16[/C][C]-0.017505[/C][C]-0.12[/C][C]0.452493[/C][/ROW]
[ROW][C]17[/C][C]-0.101864[/C][C]-0.6983[/C][C]0.244201[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28957&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28957&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	-0.028248	-0.1937	0.423639
2	0.012334	0.0846	0.466486
3	0.020239	0.1388	0.44512
4	-0.027093	-0.1857	0.426723
5	-0.08185	-0.5611	0.288685
6	-0.046971	-0.322	0.374435
7	-0.000198	-0.0014	0.499461
8	-0.058733	-0.4026	0.344516
9	0.116261	0.797	0.214717
10	-0.196611	-1.3479	0.092076
11	0.054564	0.3741	0.355017
12	-0.200142	-1.3721	0.088272
13	-0.10183	-0.6981	0.244274
14	0.029309	0.2009	0.420808
15	-0.005969	-0.0409	0.483765
16	-0.017505	-0.12	0.452493
17	-0.101864	-0.6983	0.244201

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.028248	-0.1937	0.423639
2	0.011545	0.0792	0.468625
3	0.020929	0.1435	0.443262
4	-0.026117	-0.1791	0.429333
5	-0.08401	-0.5759	0.283702
6	-0.051952	-0.3562	0.361655
7	-1.3e-05	-1e-04	0.499964
8	-0.055346	-0.3794	0.353039
9	0.111553	0.7648	0.224117
10	-0.203428	-1.3946	0.084842
11	0.042493	0.2913	0.386044
12	-0.223481	-1.5321	0.0661
13	-0.105027	-0.72	0.237537
14	0.021229	0.1455	0.442454
15	-0.02405	-0.1649	0.434874
16	-0.043174	-0.296	0.384272
17	-0.15399	-1.0557	0.148251

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.028248 & -0.1937 & 0.423639 \tabularnewline
2 & 0.011545 & 0.0792 & 0.468625 \tabularnewline
3 & 0.020929 & 0.1435 & 0.443262 \tabularnewline
4 & -0.026117 & -0.1791 & 0.429333 \tabularnewline
5 & -0.08401 & -0.5759 & 0.283702 \tabularnewline
6 & -0.051952 & -0.3562 & 0.361655 \tabularnewline
7 & -1.3e-05 & -1e-04 & 0.499964 \tabularnewline
8 & -0.055346 & -0.3794 & 0.353039 \tabularnewline
9 & 0.111553 & 0.7648 & 0.224117 \tabularnewline
10 & -0.203428 & -1.3946 & 0.084842 \tabularnewline
11 & 0.042493 & 0.2913 & 0.386044 \tabularnewline
12 & -0.223481 & -1.5321 & 0.0661 \tabularnewline
13 & -0.105027 & -0.72 & 0.237537 \tabularnewline
14 & 0.021229 & 0.1455 & 0.442454 \tabularnewline
15 & -0.02405 & -0.1649 & 0.434874 \tabularnewline
16 & -0.043174 & -0.296 & 0.384272 \tabularnewline
17 & -0.15399 & -1.0557 & 0.148251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28957&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]-0.028248[/C][C]-0.1937[/C][C]0.423639[/C][/ROW]
[ROW][C]2[/C][C]0.011545[/C][C]0.0792[/C][C]0.468625[/C][/ROW]
[ROW][C]3[/C][C]0.020929[/C][C]0.1435[/C][C]0.443262[/C][/ROW]
[ROW][C]4[/C][C]-0.026117[/C][C]-0.1791[/C][C]0.429333[/C][/ROW]
[ROW][C]5[/C][C]-0.08401[/C][C]-0.5759[/C][C]0.283702[/C][/ROW]
[ROW][C]6[/C][C]-0.051952[/C][C]-0.3562[/C][C]0.361655[/C][/ROW]
[ROW][C]7[/C][C]-1.3e-05[/C][C]-1e-04[/C][C]0.499964[/C][/ROW]
[ROW][C]8[/C][C]-0.055346[/C][C]-0.3794[/C][C]0.353039[/C][/ROW]
[ROW][C]9[/C][C]0.111553[/C][C]0.7648[/C][C]0.224117[/C][/ROW]
[ROW][C]10[/C][C]-0.203428[/C][C]-1.3946[/C][C]0.084842[/C][/ROW]
[ROW][C]11[/C][C]0.042493[/C][C]0.2913[/C][C]0.386044[/C][/ROW]
[ROW][C]12[/C][C]-0.223481[/C][C]-1.5321[/C][C]0.0661[/C][/ROW]
[ROW][C]13[/C][C]-0.105027[/C][C]-0.72[/C][C]0.237537[/C][/ROW]
[ROW][C]14[/C][C]0.021229[/C][C]0.1455[/C][C]0.442454[/C][/ROW]
[ROW][C]15[/C][C]-0.02405[/C][C]-0.1649[/C][C]0.434874[/C][/ROW]
[ROW][C]16[/C][C]-0.043174[/C][C]-0.296[/C][C]0.384272[/C][/ROW]
[ROW][C]17[/C][C]-0.15399[/C][C]-1.0557[/C][C]0.148251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28957&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28957&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	-0.028248	-0.1937	0.423639
2	0.011545	0.0792	0.468625
3	0.020929	0.1435	0.443262
4	-0.026117	-0.1791	0.429333
5	-0.08401	-0.5759	0.283702
6	-0.051952	-0.3562	0.361655
7	-1.3e-05	-1e-04	0.499964
8	-0.055346	-0.3794	0.353039
9	0.111553	0.7648	0.224117
10	-0.203428	-1.3946	0.084842
11	0.042493	0.2913	0.386044
12	-0.223481	-1.5321	0.0661
13	-0.105027	-0.72	0.237537
14	0.021229	0.1455	0.442454
15	-0.02405	-0.1649	0.434874
16	-0.043174	-0.296	0.384272
17	-0.15399	-1.0557	0.148251

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 = 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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code