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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 10 Dec 2008 10:46:02 -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/10/t1228931209sefyzyak71job3k.htm/, Retrieved Sun, 19 May 2024 07:11:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32047, Retrieved Sun, 19 May 2024 07:11:49 +0000

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175

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-       [(Partial) Autocorrelation Function] [Partiële autocor...] [2008-12-10 17:46:02] [c341394676dfca3684255efe82d168bf] [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=32047&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=32047&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32047&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	0.205668	1.9834	0.025137
2	0.121893	1.1755	0.121399
3	0.042614	0.411	0.341026
4	0.049534	0.4777	0.316997
5	0.048383	0.4666	0.320943
6	0.176367	1.7008	0.046159
7	-0.084182	-0.8118	0.209482
8	-0.01225	-0.1181	0.45311
9	-0.022199	-0.2141	0.415479
10	-0.041702	-0.4022	0.344244
11	0.017709	0.1708	0.432385
12	0.102772	0.9911	0.162105
13	-0.025809	-0.2489	0.401998
14	0.056881	0.5485	0.292319
15	0.050181	0.4839	0.314788
16	0.043971	0.424	0.336259
17	0.106304	1.0252	0.153973
18	0.015794	0.1523	0.439635
19	0.021601	0.2083	0.417719

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.205668 & 1.9834 & 0.025137 \tabularnewline
2 & 0.121893 & 1.1755 & 0.121399 \tabularnewline
3 & 0.042614 & 0.411 & 0.341026 \tabularnewline
4 & 0.049534 & 0.4777 & 0.316997 \tabularnewline
5 & 0.048383 & 0.4666 & 0.320943 \tabularnewline
6 & 0.176367 & 1.7008 & 0.046159 \tabularnewline
7 & -0.084182 & -0.8118 & 0.209482 \tabularnewline
8 & -0.01225 & -0.1181 & 0.45311 \tabularnewline
9 & -0.022199 & -0.2141 & 0.415479 \tabularnewline
10 & -0.041702 & -0.4022 & 0.344244 \tabularnewline
11 & 0.017709 & 0.1708 & 0.432385 \tabularnewline
12 & 0.102772 & 0.9911 & 0.162105 \tabularnewline
13 & -0.025809 & -0.2489 & 0.401998 \tabularnewline
14 & 0.056881 & 0.5485 & 0.292319 \tabularnewline
15 & 0.050181 & 0.4839 & 0.314788 \tabularnewline
16 & 0.043971 & 0.424 & 0.336259 \tabularnewline
17 & 0.106304 & 1.0252 & 0.153973 \tabularnewline
18 & 0.015794 & 0.1523 & 0.439635 \tabularnewline
19 & 0.021601 & 0.2083 & 0.417719 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32047&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]0.205668[/C][C]1.9834[/C][C]0.025137[/C][/ROW]
[ROW][C]2[/C][C]0.121893[/C][C]1.1755[/C][C]0.121399[/C][/ROW]
[ROW][C]3[/C][C]0.042614[/C][C]0.411[/C][C]0.341026[/C][/ROW]
[ROW][C]4[/C][C]0.049534[/C][C]0.4777[/C][C]0.316997[/C][/ROW]
[ROW][C]5[/C][C]0.048383[/C][C]0.4666[/C][C]0.320943[/C][/ROW]
[ROW][C]6[/C][C]0.176367[/C][C]1.7008[/C][C]0.046159[/C][/ROW]
[ROW][C]7[/C][C]-0.084182[/C][C]-0.8118[/C][C]0.209482[/C][/ROW]
[ROW][C]8[/C][C]-0.01225[/C][C]-0.1181[/C][C]0.45311[/C][/ROW]
[ROW][C]9[/C][C]-0.022199[/C][C]-0.2141[/C][C]0.415479[/C][/ROW]
[ROW][C]10[/C][C]-0.041702[/C][C]-0.4022[/C][C]0.344244[/C][/ROW]
[ROW][C]11[/C][C]0.017709[/C][C]0.1708[/C][C]0.432385[/C][/ROW]
[ROW][C]12[/C][C]0.102772[/C][C]0.9911[/C][C]0.162105[/C][/ROW]
[ROW][C]13[/C][C]-0.025809[/C][C]-0.2489[/C][C]0.401998[/C][/ROW]
[ROW][C]14[/C][C]0.056881[/C][C]0.5485[/C][C]0.292319[/C][/ROW]
[ROW][C]15[/C][C]0.050181[/C][C]0.4839[/C][C]0.314788[/C][/ROW]
[ROW][C]16[/C][C]0.043971[/C][C]0.424[/C][C]0.336259[/C][/ROW]
[ROW][C]17[/C][C]0.106304[/C][C]1.0252[/C][C]0.153973[/C][/ROW]
[ROW][C]18[/C][C]0.015794[/C][C]0.1523[/C][C]0.439635[/C][/ROW]
[ROW][C]19[/C][C]0.021601[/C][C]0.2083[/C][C]0.417719[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32047&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32047&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	0.205668	1.9834	0.025137
2	0.121893	1.1755	0.121399
3	0.042614	0.411	0.341026
4	0.049534	0.4777	0.316997
5	0.048383	0.4666	0.320943
6	0.176367	1.7008	0.046159
7	-0.084182	-0.8118	0.209482
8	-0.01225	-0.1181	0.45311
9	-0.022199	-0.2141	0.415479
10	-0.041702	-0.4022	0.344244
11	0.017709	0.1708	0.432385
12	0.102772	0.9911	0.162105
13	-0.025809	-0.2489	0.401998
14	0.056881	0.5485	0.292319
15	0.050181	0.4839	0.314788
16	0.043971	0.424	0.336259
17	0.106304	1.0252	0.153973
18	0.015794	0.1523	0.439635
19	0.021601	0.2083	0.417719

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.205668	1.9834	0.025137
2	0.083109	0.8015	0.212449
3	0.002665	0.0257	0.489774
4	0.032479	0.3132	0.377409
5	0.030937	0.2983	0.383053
6	0.16223	1.5645	0.060549
7	-0.166371	-1.6044	0.056006
8	0.001865	0.018	0.492846
9	-0.002593	-0.025	0.490051
10	-0.04609	-0.4445	0.328866
11	0.038665	0.3729	0.355047
12	0.083916	0.8093	0.210218
13	-0.024017	-0.2316	0.408673
14	0.044257	0.4268	0.335256
15	0.040278	0.3884	0.349296
16	0.026449	0.2551	0.399618
17	0.068046	0.6562	0.256655
18	-0.063457	-0.612	0.271029
19	0.04706	0.4538	0.325506

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.205668 & 1.9834 & 0.025137 \tabularnewline
2 & 0.083109 & 0.8015 & 0.212449 \tabularnewline
3 & 0.002665 & 0.0257 & 0.489774 \tabularnewline
4 & 0.032479 & 0.3132 & 0.377409 \tabularnewline
5 & 0.030937 & 0.2983 & 0.383053 \tabularnewline
6 & 0.16223 & 1.5645 & 0.060549 \tabularnewline
7 & -0.166371 & -1.6044 & 0.056006 \tabularnewline
8 & 0.001865 & 0.018 & 0.492846 \tabularnewline
9 & -0.002593 & -0.025 & 0.490051 \tabularnewline
10 & -0.04609 & -0.4445 & 0.328866 \tabularnewline
11 & 0.038665 & 0.3729 & 0.355047 \tabularnewline
12 & 0.083916 & 0.8093 & 0.210218 \tabularnewline
13 & -0.024017 & -0.2316 & 0.408673 \tabularnewline
14 & 0.044257 & 0.4268 & 0.335256 \tabularnewline
15 & 0.040278 & 0.3884 & 0.349296 \tabularnewline
16 & 0.026449 & 0.2551 & 0.399618 \tabularnewline
17 & 0.068046 & 0.6562 & 0.256655 \tabularnewline
18 & -0.063457 & -0.612 & 0.271029 \tabularnewline
19 & 0.04706 & 0.4538 & 0.325506 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32047&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]0.205668[/C][C]1.9834[/C][C]0.025137[/C][/ROW]
[ROW][C]2[/C][C]0.083109[/C][C]0.8015[/C][C]0.212449[/C][/ROW]
[ROW][C]3[/C][C]0.002665[/C][C]0.0257[/C][C]0.489774[/C][/ROW]
[ROW][C]4[/C][C]0.032479[/C][C]0.3132[/C][C]0.377409[/C][/ROW]
[ROW][C]5[/C][C]0.030937[/C][C]0.2983[/C][C]0.383053[/C][/ROW]
[ROW][C]6[/C][C]0.16223[/C][C]1.5645[/C][C]0.060549[/C][/ROW]
[ROW][C]7[/C][C]-0.166371[/C][C]-1.6044[/C][C]0.056006[/C][/ROW]
[ROW][C]8[/C][C]0.001865[/C][C]0.018[/C][C]0.492846[/C][/ROW]
[ROW][C]9[/C][C]-0.002593[/C][C]-0.025[/C][C]0.490051[/C][/ROW]
[ROW][C]10[/C][C]-0.04609[/C][C]-0.4445[/C][C]0.328866[/C][/ROW]
[ROW][C]11[/C][C]0.038665[/C][C]0.3729[/C][C]0.355047[/C][/ROW]
[ROW][C]12[/C][C]0.083916[/C][C]0.8093[/C][C]0.210218[/C][/ROW]
[ROW][C]13[/C][C]-0.024017[/C][C]-0.2316[/C][C]0.408673[/C][/ROW]
[ROW][C]14[/C][C]0.044257[/C][C]0.4268[/C][C]0.335256[/C][/ROW]
[ROW][C]15[/C][C]0.040278[/C][C]0.3884[/C][C]0.349296[/C][/ROW]
[ROW][C]16[/C][C]0.026449[/C][C]0.2551[/C][C]0.399618[/C][/ROW]
[ROW][C]17[/C][C]0.068046[/C][C]0.6562[/C][C]0.256655[/C][/ROW]
[ROW][C]18[/C][C]-0.063457[/C][C]-0.612[/C][C]0.271029[/C][/ROW]
[ROW][C]19[/C][C]0.04706[/C][C]0.4538[/C][C]0.325506[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32047&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32047&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	0.205668	1.9834	0.025137
2	0.083109	0.8015	0.212449
3	0.002665	0.0257	0.489774
4	0.032479	0.3132	0.377409
5	0.030937	0.2983	0.383053
6	0.16223	1.5645	0.060549
7	-0.166371	-1.6044	0.056006
8	0.001865	0.018	0.492846
9	-0.002593	-0.025	0.490051
10	-0.04609	-0.4445	0.328866
11	0.038665	0.3729	0.355047
12	0.083916	0.8093	0.210218
13	-0.024017	-0.2316	0.408673
14	0.044257	0.4268	0.335256
15	0.040278	0.3884	0.349296
16	0.026449	0.2551	0.399618
17	0.068046	0.6562	0.256655
18	-0.063457	-0.612	0.271029
19	0.04706	0.4538	0.325506

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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