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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 03 Dec 2010 15:28:44 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/03/t1291389999twy3elgm2eswsqh.htm/, Retrieved Tue, 07 May 2024 17:59:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104867, Retrieved Tue, 07 May 2024 17:59:36 +0000

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Estimated Impact

119

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [WS9] [2010-12-03 15:23:40] [c7506ced21a6c0dca45d37c8a93c80e0]
-    D        [(Partial) Autocorrelation Function] [WS9] [2010-12-03 15:28:44] [0cadca125c925bcc9e6efbdd1941e458] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104867&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]3 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=104867&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104867&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.144912	-1.0747	0.143601
2	0.093239	0.6915	0.246086
3	-0.112157	-0.8318	0.204565
4	0.037202	0.2759	0.39183
5	0.001169	0.0087	0.496558
6	-0.245575	-1.8212	0.037006
7	-0.138711	-1.0287	0.15406
8	-0.135335	-1.0037	0.159967
9	-0.038071	-0.2823	0.389371
10	0.20345	1.5088	0.068534
11	-0.237686	-1.7627	0.041751
12	0.185501	1.3757	0.087244
13	0.066801	0.4954	0.311144
14	0.235559	1.747	0.043114
15	-0.134409	-0.9968	0.161613
16	0.012956	0.0961	0.461903
17	-0.026957	-0.1999	0.42114

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.144912 & -1.0747 & 0.143601 \tabularnewline
2 & 0.093239 & 0.6915 & 0.246086 \tabularnewline
3 & -0.112157 & -0.8318 & 0.204565 \tabularnewline
4 & 0.037202 & 0.2759 & 0.39183 \tabularnewline
5 & 0.001169 & 0.0087 & 0.496558 \tabularnewline
6 & -0.245575 & -1.8212 & 0.037006 \tabularnewline
7 & -0.138711 & -1.0287 & 0.15406 \tabularnewline
8 & -0.135335 & -1.0037 & 0.159967 \tabularnewline
9 & -0.038071 & -0.2823 & 0.389371 \tabularnewline
10 & 0.20345 & 1.5088 & 0.068534 \tabularnewline
11 & -0.237686 & -1.7627 & 0.041751 \tabularnewline
12 & 0.185501 & 1.3757 & 0.087244 \tabularnewline
13 & 0.066801 & 0.4954 & 0.311144 \tabularnewline
14 & 0.235559 & 1.747 & 0.043114 \tabularnewline
15 & -0.134409 & -0.9968 & 0.161613 \tabularnewline
16 & 0.012956 & 0.0961 & 0.461903 \tabularnewline
17 & -0.026957 & -0.1999 & 0.42114 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104867&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]-0.144912[/C][C]-1.0747[/C][C]0.143601[/C][/ROW]
[ROW][C]2[/C][C]0.093239[/C][C]0.6915[/C][C]0.246086[/C][/ROW]
[ROW][C]3[/C][C]-0.112157[/C][C]-0.8318[/C][C]0.204565[/C][/ROW]
[ROW][C]4[/C][C]0.037202[/C][C]0.2759[/C][C]0.39183[/C][/ROW]
[ROW][C]5[/C][C]0.001169[/C][C]0.0087[/C][C]0.496558[/C][/ROW]
[ROW][C]6[/C][C]-0.245575[/C][C]-1.8212[/C][C]0.037006[/C][/ROW]
[ROW][C]7[/C][C]-0.138711[/C][C]-1.0287[/C][C]0.15406[/C][/ROW]
[ROW][C]8[/C][C]-0.135335[/C][C]-1.0037[/C][C]0.159967[/C][/ROW]
[ROW][C]9[/C][C]-0.038071[/C][C]-0.2823[/C][C]0.389371[/C][/ROW]
[ROW][C]10[/C][C]0.20345[/C][C]1.5088[/C][C]0.068534[/C][/ROW]
[ROW][C]11[/C][C]-0.237686[/C][C]-1.7627[/C][C]0.041751[/C][/ROW]
[ROW][C]12[/C][C]0.185501[/C][C]1.3757[/C][C]0.087244[/C][/ROW]
[ROW][C]13[/C][C]0.066801[/C][C]0.4954[/C][C]0.311144[/C][/ROW]
[ROW][C]14[/C][C]0.235559[/C][C]1.747[/C][C]0.043114[/C][/ROW]
[ROW][C]15[/C][C]-0.134409[/C][C]-0.9968[/C][C]0.161613[/C][/ROW]
[ROW][C]16[/C][C]0.012956[/C][C]0.0961[/C][C]0.461903[/C][/ROW]
[ROW][C]17[/C][C]-0.026957[/C][C]-0.1999[/C][C]0.42114[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104867&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104867&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	-0.144912	-1.0747	0.143601
2	0.093239	0.6915	0.246086
3	-0.112157	-0.8318	0.204565
4	0.037202	0.2759	0.39183
5	0.001169	0.0087	0.496558
6	-0.245575	-1.8212	0.037006
7	-0.138711	-1.0287	0.15406
8	-0.135335	-1.0037	0.159967
9	-0.038071	-0.2823	0.389371
10	0.20345	1.5088	0.068534
11	-0.237686	-1.7627	0.041751
12	0.185501	1.3757	0.087244
13	0.066801	0.4954	0.311144
14	0.235559	1.747	0.043114
15	-0.134409	-0.9968	0.161613
16	0.012956	0.0961	0.461903
17	-0.026957	-0.1999	0.42114

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.144912	-1.0747	0.143601
2	0.073789	0.5472	0.293215
3	-0.091355	-0.6775	0.250462
4	0.00407	0.0302	0.488016
5	0.022609	0.1677	0.433729
6	-0.264754	-1.9635	0.027328
7	-0.221631	-1.6437	0.052976
8	-0.174877	-1.2969	0.100036
9	-0.152152	-1.1284	0.132027
10	0.183447	1.3605	0.089614
11	-0.232512	-1.7244	0.04513
12	0.0087	0.0645	0.474396
13	0.087357	0.6479	0.259886
14	0.087875	0.6517	0.258655
15	-0.173129	-1.284	0.102269
16	0.013816	0.1025	0.459381
17	-0.06689	-0.4961	0.310911

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.144912 & -1.0747 & 0.143601 \tabularnewline
2 & 0.073789 & 0.5472 & 0.293215 \tabularnewline
3 & -0.091355 & -0.6775 & 0.250462 \tabularnewline
4 & 0.00407 & 0.0302 & 0.488016 \tabularnewline
5 & 0.022609 & 0.1677 & 0.433729 \tabularnewline
6 & -0.264754 & -1.9635 & 0.027328 \tabularnewline
7 & -0.221631 & -1.6437 & 0.052976 \tabularnewline
8 & -0.174877 & -1.2969 & 0.100036 \tabularnewline
9 & -0.152152 & -1.1284 & 0.132027 \tabularnewline
10 & 0.183447 & 1.3605 & 0.089614 \tabularnewline
11 & -0.232512 & -1.7244 & 0.04513 \tabularnewline
12 & 0.0087 & 0.0645 & 0.474396 \tabularnewline
13 & 0.087357 & 0.6479 & 0.259886 \tabularnewline
14 & 0.087875 & 0.6517 & 0.258655 \tabularnewline
15 & -0.173129 & -1.284 & 0.102269 \tabularnewline
16 & 0.013816 & 0.1025 & 0.459381 \tabularnewline
17 & -0.06689 & -0.4961 & 0.310911 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104867&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]-0.144912[/C][C]-1.0747[/C][C]0.143601[/C][/ROW]
[ROW][C]2[/C][C]0.073789[/C][C]0.5472[/C][C]0.293215[/C][/ROW]
[ROW][C]3[/C][C]-0.091355[/C][C]-0.6775[/C][C]0.250462[/C][/ROW]
[ROW][C]4[/C][C]0.00407[/C][C]0.0302[/C][C]0.488016[/C][/ROW]
[ROW][C]5[/C][C]0.022609[/C][C]0.1677[/C][C]0.433729[/C][/ROW]
[ROW][C]6[/C][C]-0.264754[/C][C]-1.9635[/C][C]0.027328[/C][/ROW]
[ROW][C]7[/C][C]-0.221631[/C][C]-1.6437[/C][C]0.052976[/C][/ROW]
[ROW][C]8[/C][C]-0.174877[/C][C]-1.2969[/C][C]0.100036[/C][/ROW]
[ROW][C]9[/C][C]-0.152152[/C][C]-1.1284[/C][C]0.132027[/C][/ROW]
[ROW][C]10[/C][C]0.183447[/C][C]1.3605[/C][C]0.089614[/C][/ROW]
[ROW][C]11[/C][C]-0.232512[/C][C]-1.7244[/C][C]0.04513[/C][/ROW]
[ROW][C]12[/C][C]0.0087[/C][C]0.0645[/C][C]0.474396[/C][/ROW]
[ROW][C]13[/C][C]0.087357[/C][C]0.6479[/C][C]0.259886[/C][/ROW]
[ROW][C]14[/C][C]0.087875[/C][C]0.6517[/C][C]0.258655[/C][/ROW]
[ROW][C]15[/C][C]-0.173129[/C][C]-1.284[/C][C]0.102269[/C][/ROW]
[ROW][C]16[/C][C]0.013816[/C][C]0.1025[/C][C]0.459381[/C][/ROW]
[ROW][C]17[/C][C]-0.06689[/C][C]-0.4961[/C][C]0.310911[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104867&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104867&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	-0.144912	-1.0747	0.143601
2	0.073789	0.5472	0.293215
3	-0.091355	-0.6775	0.250462
4	0.00407	0.0302	0.488016
5	0.022609	0.1677	0.433729
6	-0.264754	-1.9635	0.027328
7	-0.221631	-1.6437	0.052976
8	-0.174877	-1.2969	0.100036
9	-0.152152	-1.1284	0.132027
10	0.183447	1.3605	0.089614
11	-0.232512	-1.7244	0.04513
12	0.0087	0.0645	0.474396
13	0.087357	0.6479	0.259886
14	0.087875	0.6517	0.258655
15	-0.173129	-1.284	0.102269
16	0.013816	0.1025	0.459381
17	-0.06689	-0.4961	0.310911

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 2 ; par3 = 2 ; par4 = 1 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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