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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

Wed, 17 Dec 2008 12:49:08 -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/17/t1229543391h0qwahtqcvpcxt1.htm/, Retrieved Mon, 27 May 2024 04:03:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34525, Retrieved Mon, 27 May 2024 04:03:47 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

145

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

-       [(Partial) Autocorrelation Function] [Paper ACF compone...] [2008-12-17 19:49:08] [0da3c04827d8ef68db874351a2e09488] [Current]
-   P     [(Partial) Autocorrelation Function] [Paper Stap 3 ACF] [2008-12-17 19:51:37] [f9b9e85820b2a54b20380c3265aca831] 
-   P       [(Partial) Autocorrelation Function] [Paper ACF model m...] [2008-12-17 19:57:12] [f9b9e85820b2a54b20380c3265aca831] 

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34525&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34525&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34525&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.943598	7.3697	0
2	0.8596	6.7137	0
3	0.756896	5.9115	0
4	0.661195	5.1641	1e-06
5	0.575817	4.4973	1.6e-05
6	0.506638	3.957	1e-04
7	0.44687	3.4902	0.000451
8	0.389188	3.0397	0.001743
9	0.333389	2.6039	0.00578
10	0.28248	2.2062	0.015571
11	0.232419	1.8153	0.037201
12	0.190527	1.4881	0.070943
13	0.152312	1.1896	0.119408
14	0.12634	0.9867	0.163832
15	0.097349	0.7603	0.224995
16	0.065916	0.5148	0.30427
17	0.044829	0.3501	0.363726

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943598 & 7.3697 & 0 \tabularnewline
2 & 0.8596 & 6.7137 & 0 \tabularnewline
3 & 0.756896 & 5.9115 & 0 \tabularnewline
4 & 0.661195 & 5.1641 & 1e-06 \tabularnewline
5 & 0.575817 & 4.4973 & 1.6e-05 \tabularnewline
6 & 0.506638 & 3.957 & 1e-04 \tabularnewline
7 & 0.44687 & 3.4902 & 0.000451 \tabularnewline
8 & 0.389188 & 3.0397 & 0.001743 \tabularnewline
9 & 0.333389 & 2.6039 & 0.00578 \tabularnewline
10 & 0.28248 & 2.2062 & 0.015571 \tabularnewline
11 & 0.232419 & 1.8153 & 0.037201 \tabularnewline
12 & 0.190527 & 1.4881 & 0.070943 \tabularnewline
13 & 0.152312 & 1.1896 & 0.119408 \tabularnewline
14 & 0.12634 & 0.9867 & 0.163832 \tabularnewline
15 & 0.097349 & 0.7603 & 0.224995 \tabularnewline
16 & 0.065916 & 0.5148 & 0.30427 \tabularnewline
17 & 0.044829 & 0.3501 & 0.363726 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34525&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]0.943598[/C][C]7.3697[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.8596[/C][C]6.7137[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.756896[/C][C]5.9115[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.661195[/C][C]5.1641[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.575817[/C][C]4.4973[/C][C]1.6e-05[/C][/ROW]
[ROW][C]6[/C][C]0.506638[/C][C]3.957[/C][C]1e-04[/C][/ROW]
[ROW][C]7[/C][C]0.44687[/C][C]3.4902[/C][C]0.000451[/C][/ROW]
[ROW][C]8[/C][C]0.389188[/C][C]3.0397[/C][C]0.001743[/C][/ROW]
[ROW][C]9[/C][C]0.333389[/C][C]2.6039[/C][C]0.00578[/C][/ROW]
[ROW][C]10[/C][C]0.28248[/C][C]2.2062[/C][C]0.015571[/C][/ROW]
[ROW][C]11[/C][C]0.232419[/C][C]1.8153[/C][C]0.037201[/C][/ROW]
[ROW][C]12[/C][C]0.190527[/C][C]1.4881[/C][C]0.070943[/C][/ROW]
[ROW][C]13[/C][C]0.152312[/C][C]1.1896[/C][C]0.119408[/C][/ROW]
[ROW][C]14[/C][C]0.12634[/C][C]0.9867[/C][C]0.163832[/C][/ROW]
[ROW][C]15[/C][C]0.097349[/C][C]0.7603[/C][C]0.224995[/C][/ROW]
[ROW][C]16[/C][C]0.065916[/C][C]0.5148[/C][C]0.30427[/C][/ROW]
[ROW][C]17[/C][C]0.044829[/C][C]0.3501[/C][C]0.363726[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34525&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34525&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	0.943598	7.3697	0
2	0.8596	6.7137	0
3	0.756896	5.9115	0
4	0.661195	5.1641	1e-06
5	0.575817	4.4973	1.6e-05
6	0.506638	3.957	1e-04
7	0.44687	3.4902	0.000451
8	0.389188	3.0397	0.001743
9	0.333389	2.6039	0.00578
10	0.28248	2.2062	0.015571
11	0.232419	1.8153	0.037201
12	0.190527	1.4881	0.070943
13	0.152312	1.1896	0.119408
14	0.12634	0.9867	0.163832
15	0.097349	0.7603	0.224995
16	0.065916	0.5148	0.30427
17	0.044829	0.3501	0.363726

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.943598	7.3697	0
2	-0.280755	-2.1928	0.016074
3	-0.168606	-1.3169	0.096406
4	0.077261	0.6034	0.274231
5	0.024169	0.1888	0.425451
6	0.039272	0.3067	0.380048
7	-0.024283	-0.1897	0.425104
8	-0.07147	-0.5582	0.289376
9	-0.014792	-0.1155	0.454202
10	0.02364	0.1846	0.427065
11	-0.047435	-0.3705	0.356155
12	0.0314	0.2452	0.403547
13	-0.026766	-0.209	0.417553
14	0.060096	0.4694	0.320241
15	-0.093407	-0.7295	0.234235
16	-0.061377	-0.4794	0.316695
17	0.130005	1.0154	0.15697

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943598 & 7.3697 & 0 \tabularnewline
2 & -0.280755 & -2.1928 & 0.016074 \tabularnewline
3 & -0.168606 & -1.3169 & 0.096406 \tabularnewline
4 & 0.077261 & 0.6034 & 0.274231 \tabularnewline
5 & 0.024169 & 0.1888 & 0.425451 \tabularnewline
6 & 0.039272 & 0.3067 & 0.380048 \tabularnewline
7 & -0.024283 & -0.1897 & 0.425104 \tabularnewline
8 & -0.07147 & -0.5582 & 0.289376 \tabularnewline
9 & -0.014792 & -0.1155 & 0.454202 \tabularnewline
10 & 0.02364 & 0.1846 & 0.427065 \tabularnewline
11 & -0.047435 & -0.3705 & 0.356155 \tabularnewline
12 & 0.0314 & 0.2452 & 0.403547 \tabularnewline
13 & -0.026766 & -0.209 & 0.417553 \tabularnewline
14 & 0.060096 & 0.4694 & 0.320241 \tabularnewline
15 & -0.093407 & -0.7295 & 0.234235 \tabularnewline
16 & -0.061377 & -0.4794 & 0.316695 \tabularnewline
17 & 0.130005 & 1.0154 & 0.15697 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34525&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]0.943598[/C][C]7.3697[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.280755[/C][C]-2.1928[/C][C]0.016074[/C][/ROW]
[ROW][C]3[/C][C]-0.168606[/C][C]-1.3169[/C][C]0.096406[/C][/ROW]
[ROW][C]4[/C][C]0.077261[/C][C]0.6034[/C][C]0.274231[/C][/ROW]
[ROW][C]5[/C][C]0.024169[/C][C]0.1888[/C][C]0.425451[/C][/ROW]
[ROW][C]6[/C][C]0.039272[/C][C]0.3067[/C][C]0.380048[/C][/ROW]
[ROW][C]7[/C][C]-0.024283[/C][C]-0.1897[/C][C]0.425104[/C][/ROW]
[ROW][C]8[/C][C]-0.07147[/C][C]-0.5582[/C][C]0.289376[/C][/ROW]
[ROW][C]9[/C][C]-0.014792[/C][C]-0.1155[/C][C]0.454202[/C][/ROW]
[ROW][C]10[/C][C]0.02364[/C][C]0.1846[/C][C]0.427065[/C][/ROW]
[ROW][C]11[/C][C]-0.047435[/C][C]-0.3705[/C][C]0.356155[/C][/ROW]
[ROW][C]12[/C][C]0.0314[/C][C]0.2452[/C][C]0.403547[/C][/ROW]
[ROW][C]13[/C][C]-0.026766[/C][C]-0.209[/C][C]0.417553[/C][/ROW]
[ROW][C]14[/C][C]0.060096[/C][C]0.4694[/C][C]0.320241[/C][/ROW]
[ROW][C]15[/C][C]-0.093407[/C][C]-0.7295[/C][C]0.234235[/C][/ROW]
[ROW][C]16[/C][C]-0.061377[/C][C]-0.4794[/C][C]0.316695[/C][/ROW]
[ROW][C]17[/C][C]0.130005[/C][C]1.0154[/C][C]0.15697[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34525&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34525&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	0.943598	7.3697	0
2	-0.280755	-2.1928	0.016074
3	-0.168606	-1.3169	0.096406
4	0.077261	0.6034	0.274231
5	0.024169	0.1888	0.425451
6	0.039272	0.3067	0.380048
7	-0.024283	-0.1897	0.425104
8	-0.07147	-0.5582	0.289376
9	-0.014792	-0.1155	0.454202
10	0.02364	0.1846	0.427065
11	-0.047435	-0.3705	0.356155
12	0.0314	0.2452	0.403547
13	-0.026766	-0.209	0.417553
14	0.060096	0.4694	0.320241
15	-0.093407	-0.7295	0.234235
16	-0.061377	-0.4794	0.316695
17	0.130005	1.0154	0.15697

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; 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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code