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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 06:55:06 -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/07/t1228658178yzywoq3pegaqdn7.htm/, Retrieved Sun, 19 May 2024 12:38:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29986, Retrieved Sun, 19 May 2024 12:38:18 +0000

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No (this computation is public)

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Estimated Impact

160

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

-       [(Partial) Autocorrelation Function] [] [2008-12-07 13:55:06] [d41d8cd98f00b204e9800998ecf8427e] [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	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=29986&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=29986&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29986&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	-0.40228	-2.8446	0.003214
2	-0.067851	-0.4798	0.316739
3	0.024837	0.1756	0.430649
4	-0.034838	-0.2463	0.403214
5	-0.018913	-0.1337	0.447075
6	0.221472	1.566	0.061823
7	-0.263246	-1.8614	0.034284
8	0.116523	0.8239	0.206943
9	-0.125451	-0.8871	0.189643
10	0.162389	1.1483	0.128162
11	0.153203	1.0833	0.141934
12	-0.358438	-2.5345	0.007218
13	0.164853	1.1657	0.124636
14	-0.081447	-0.5759	0.283628
15	-0.006078	-0.043	0.482945
16	0.192863	1.3637	0.089378
17	-0.043134	-0.305	0.380816

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.40228 & -2.8446 & 0.003214 \tabularnewline
2 & -0.067851 & -0.4798 & 0.316739 \tabularnewline
3 & 0.024837 & 0.1756 & 0.430649 \tabularnewline
4 & -0.034838 & -0.2463 & 0.403214 \tabularnewline
5 & -0.018913 & -0.1337 & 0.447075 \tabularnewline
6 & 0.221472 & 1.566 & 0.061823 \tabularnewline
7 & -0.263246 & -1.8614 & 0.034284 \tabularnewline
8 & 0.116523 & 0.8239 & 0.206943 \tabularnewline
9 & -0.125451 & -0.8871 & 0.189643 \tabularnewline
10 & 0.162389 & 1.1483 & 0.128162 \tabularnewline
11 & 0.153203 & 1.0833 & 0.141934 \tabularnewline
12 & -0.358438 & -2.5345 & 0.007218 \tabularnewline
13 & 0.164853 & 1.1657 & 0.124636 \tabularnewline
14 & -0.081447 & -0.5759 & 0.283628 \tabularnewline
15 & -0.006078 & -0.043 & 0.482945 \tabularnewline
16 & 0.192863 & 1.3637 & 0.089378 \tabularnewline
17 & -0.043134 & -0.305 & 0.380816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29986&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]-0.40228[/C][C]-2.8446[/C][C]0.003214[/C][/ROW]
[ROW][C]2[/C][C]-0.067851[/C][C]-0.4798[/C][C]0.316739[/C][/ROW]
[ROW][C]3[/C][C]0.024837[/C][C]0.1756[/C][C]0.430649[/C][/ROW]
[ROW][C]4[/C][C]-0.034838[/C][C]-0.2463[/C][C]0.403214[/C][/ROW]
[ROW][C]5[/C][C]-0.018913[/C][C]-0.1337[/C][C]0.447075[/C][/ROW]
[ROW][C]6[/C][C]0.221472[/C][C]1.566[/C][C]0.061823[/C][/ROW]
[ROW][C]7[/C][C]-0.263246[/C][C]-1.8614[/C][C]0.034284[/C][/ROW]
[ROW][C]8[/C][C]0.116523[/C][C]0.8239[/C][C]0.206943[/C][/ROW]
[ROW][C]9[/C][C]-0.125451[/C][C]-0.8871[/C][C]0.189643[/C][/ROW]
[ROW][C]10[/C][C]0.162389[/C][C]1.1483[/C][C]0.128162[/C][/ROW]
[ROW][C]11[/C][C]0.153203[/C][C]1.0833[/C][C]0.141934[/C][/ROW]
[ROW][C]12[/C][C]-0.358438[/C][C]-2.5345[/C][C]0.007218[/C][/ROW]
[ROW][C]13[/C][C]0.164853[/C][C]1.1657[/C][C]0.124636[/C][/ROW]
[ROW][C]14[/C][C]-0.081447[/C][C]-0.5759[/C][C]0.283628[/C][/ROW]
[ROW][C]15[/C][C]-0.006078[/C][C]-0.043[/C][C]0.482945[/C][/ROW]
[ROW][C]16[/C][C]0.192863[/C][C]1.3637[/C][C]0.089378[/C][/ROW]
[ROW][C]17[/C][C]-0.043134[/C][C]-0.305[/C][C]0.380816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29986&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29986&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	-0.40228	-2.8446	0.003214
2	-0.067851	-0.4798	0.316739
3	0.024837	0.1756	0.430649
4	-0.034838	-0.2463	0.403214
5	-0.018913	-0.1337	0.447075
6	0.221472	1.566	0.061823
7	-0.263246	-1.8614	0.034284
8	0.116523	0.8239	0.206943
9	-0.125451	-0.8871	0.189643
10	0.162389	1.1483	0.128162
11	0.153203	1.0833	0.141934
12	-0.358438	-2.5345	0.007218
13	0.164853	1.1657	0.124636
14	-0.081447	-0.5759	0.283628
15	-0.006078	-0.043	0.482945
16	0.192863	1.3637	0.089378
17	-0.043134	-0.305	0.380816

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.40228	-2.8446	0.003214
2	-0.274026	-1.9377	0.029162
3	-0.155015	-1.0961	0.139139
4	-0.141945	-1.0037	0.160177
5	-0.137522	-0.9724	0.167759
6	0.181286	1.2819	0.102898
7	-0.110773	-0.7833	0.218577
8	0.020591	0.1456	0.44241
9	-0.170746	-1.2074	0.116488
10	0.078562	0.5555	0.290508
11	0.305982	2.1636	0.017649
12	-0.234137	-1.6556	0.052034
13	0.090816	0.6422	0.261849
14	-0.21124	-1.4937	0.07077
15	-0.019918	-0.1408	0.44428
16	0.094846	0.6707	0.252761
17	0.050001	0.3536	0.362576

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.40228 & -2.8446 & 0.003214 \tabularnewline
2 & -0.274026 & -1.9377 & 0.029162 \tabularnewline
3 & -0.155015 & -1.0961 & 0.139139 \tabularnewline
4 & -0.141945 & -1.0037 & 0.160177 \tabularnewline
5 & -0.137522 & -0.9724 & 0.167759 \tabularnewline
6 & 0.181286 & 1.2819 & 0.102898 \tabularnewline
7 & -0.110773 & -0.7833 & 0.218577 \tabularnewline
8 & 0.020591 & 0.1456 & 0.44241 \tabularnewline
9 & -0.170746 & -1.2074 & 0.116488 \tabularnewline
10 & 0.078562 & 0.5555 & 0.290508 \tabularnewline
11 & 0.305982 & 2.1636 & 0.017649 \tabularnewline
12 & -0.234137 & -1.6556 & 0.052034 \tabularnewline
13 & 0.090816 & 0.6422 & 0.261849 \tabularnewline
14 & -0.21124 & -1.4937 & 0.07077 \tabularnewline
15 & -0.019918 & -0.1408 & 0.44428 \tabularnewline
16 & 0.094846 & 0.6707 & 0.252761 \tabularnewline
17 & 0.050001 & 0.3536 & 0.362576 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29986&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]-0.40228[/C][C]-2.8446[/C][C]0.003214[/C][/ROW]
[ROW][C]2[/C][C]-0.274026[/C][C]-1.9377[/C][C]0.029162[/C][/ROW]
[ROW][C]3[/C][C]-0.155015[/C][C]-1.0961[/C][C]0.139139[/C][/ROW]
[ROW][C]4[/C][C]-0.141945[/C][C]-1.0037[/C][C]0.160177[/C][/ROW]
[ROW][C]5[/C][C]-0.137522[/C][C]-0.9724[/C][C]0.167759[/C][/ROW]
[ROW][C]6[/C][C]0.181286[/C][C]1.2819[/C][C]0.102898[/C][/ROW]
[ROW][C]7[/C][C]-0.110773[/C][C]-0.7833[/C][C]0.218577[/C][/ROW]
[ROW][C]8[/C][C]0.020591[/C][C]0.1456[/C][C]0.44241[/C][/ROW]
[ROW][C]9[/C][C]-0.170746[/C][C]-1.2074[/C][C]0.116488[/C][/ROW]
[ROW][C]10[/C][C]0.078562[/C][C]0.5555[/C][C]0.290508[/C][/ROW]
[ROW][C]11[/C][C]0.305982[/C][C]2.1636[/C][C]0.017649[/C][/ROW]
[ROW][C]12[/C][C]-0.234137[/C][C]-1.6556[/C][C]0.052034[/C][/ROW]
[ROW][C]13[/C][C]0.090816[/C][C]0.6422[/C][C]0.261849[/C][/ROW]
[ROW][C]14[/C][C]-0.21124[/C][C]-1.4937[/C][C]0.07077[/C][/ROW]
[ROW][C]15[/C][C]-0.019918[/C][C]-0.1408[/C][C]0.44428[/C][/ROW]
[ROW][C]16[/C][C]0.094846[/C][C]0.6707[/C][C]0.252761[/C][/ROW]
[ROW][C]17[/C][C]0.050001[/C][C]0.3536[/C][C]0.362576[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29986&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29986&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	-0.40228	-2.8446	0.003214
2	-0.274026	-1.9377	0.029162
3	-0.155015	-1.0961	0.139139
4	-0.141945	-1.0037	0.160177
5	-0.137522	-0.9724	0.167759
6	0.181286	1.2819	0.102898
7	-0.110773	-0.7833	0.218577
8	0.020591	0.1456	0.44241
9	-0.170746	-1.2074	0.116488
10	0.078562	0.5555	0.290508
11	0.305982	2.1636	0.017649
12	-0.234137	-1.6556	0.052034
13	0.090816	0.6422	0.261849
14	-0.21124	-1.4937	0.07077
15	-0.019918	-0.1408	0.44428
16	0.094846	0.6707	0.252761
17	0.050001	0.3536	0.362576

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 = 0 ; par5 = 12 ;

Parameters (R input):

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