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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 18 Dec 2010 15:30:07 +0000

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/2010/Dec/18/t12926865148tgs3qnicd7xvx3.htm/, Retrieved Tue, 30 Apr 2024 03:01:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112052, Retrieved Tue, 30 Apr 2024 03:01:54 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

157

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] [Paper - Stationar...] [2010-12-18 15:30:07] [ffc0b3af89e3f152a248771909785efd] [Current]
-             [(Partial) Autocorrelation Function] [Paper 'stationari...] [2010-12-28 18:22:32] [40c8b935cbad1b0be3c22a481f9723f7] 
-             [(Partial) Autocorrelation Function] [paper (6)] [2010-12-29 19:12:00] [34b8ec63a78ce61b49b6bd4fc5a61e1c] 

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Dataseries X:

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Histogram

Boxplots

9.3
14.2
17.3
23
16.3
18.4
14.2
9.1
5.9
7.2
6.8
8
14.3
14.6
17.5
17.2
17.2
14.1
10.4
6.8
4.1
6.5
6.1
6.3
9.3
16.4
16.1
18
17.6
14
10.5
6.9
2.8
0.7
3.6
6.7
12.5
14.4
16.5
18.7
19.4
15.8
11.3
9.7
2.9
0.1
2.5
6.7
10.3
11.2
17.4
20.5
17
14.2
10.6
6.1

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=112052&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=112052&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112052&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	0.136209	0.9035	0.185588
2	0.096553	0.6405	0.262597
3	-0.058145	-0.3857	0.350793
4	0.10853	0.7199	0.237695
5	-0.097897	-0.6494	0.259737
6	-0.104208	-0.6912	0.246524
7	-0.018298	-0.1214	0.451972
8	-0.144229	-0.9567	0.171971
9	0.11683	0.775	0.221254
10	-0.157489	-1.0447	0.150941
11	0.004276	0.0284	0.48875
12	-0.256036	-1.6983	0.048252
13	0.028501	0.1891	0.425461
14	0.007199	0.0478	0.481065
15	0.209222	1.3878	0.08609
16	0.104424	0.6927	0.246079
17	-0.144173	-0.9563	0.172064

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.136209 & 0.9035 & 0.185588 \tabularnewline
2 & 0.096553 & 0.6405 & 0.262597 \tabularnewline
3 & -0.058145 & -0.3857 & 0.350793 \tabularnewline
4 & 0.10853 & 0.7199 & 0.237695 \tabularnewline
5 & -0.097897 & -0.6494 & 0.259737 \tabularnewline
6 & -0.104208 & -0.6912 & 0.246524 \tabularnewline
7 & -0.018298 & -0.1214 & 0.451972 \tabularnewline
8 & -0.144229 & -0.9567 & 0.171971 \tabularnewline
9 & 0.11683 & 0.775 & 0.221254 \tabularnewline
10 & -0.157489 & -1.0447 & 0.150941 \tabularnewline
11 & 0.004276 & 0.0284 & 0.48875 \tabularnewline
12 & -0.256036 & -1.6983 & 0.048252 \tabularnewline
13 & 0.028501 & 0.1891 & 0.425461 \tabularnewline
14 & 0.007199 & 0.0478 & 0.481065 \tabularnewline
15 & 0.209222 & 1.3878 & 0.08609 \tabularnewline
16 & 0.104424 & 0.6927 & 0.246079 \tabularnewline
17 & -0.144173 & -0.9563 & 0.172064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112052&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]0.136209[/C][C]0.9035[/C][C]0.185588[/C][/ROW]
[ROW][C]2[/C][C]0.096553[/C][C]0.6405[/C][C]0.262597[/C][/ROW]
[ROW][C]3[/C][C]-0.058145[/C][C]-0.3857[/C][C]0.350793[/C][/ROW]
[ROW][C]4[/C][C]0.10853[/C][C]0.7199[/C][C]0.237695[/C][/ROW]
[ROW][C]5[/C][C]-0.097897[/C][C]-0.6494[/C][C]0.259737[/C][/ROW]
[ROW][C]6[/C][C]-0.104208[/C][C]-0.6912[/C][C]0.246524[/C][/ROW]
[ROW][C]7[/C][C]-0.018298[/C][C]-0.1214[/C][C]0.451972[/C][/ROW]
[ROW][C]8[/C][C]-0.144229[/C][C]-0.9567[/C][C]0.171971[/C][/ROW]
[ROW][C]9[/C][C]0.11683[/C][C]0.775[/C][C]0.221254[/C][/ROW]
[ROW][C]10[/C][C]-0.157489[/C][C]-1.0447[/C][C]0.150941[/C][/ROW]
[ROW][C]11[/C][C]0.004276[/C][C]0.0284[/C][C]0.48875[/C][/ROW]
[ROW][C]12[/C][C]-0.256036[/C][C]-1.6983[/C][C]0.048252[/C][/ROW]
[ROW][C]13[/C][C]0.028501[/C][C]0.1891[/C][C]0.425461[/C][/ROW]
[ROW][C]14[/C][C]0.007199[/C][C]0.0478[/C][C]0.481065[/C][/ROW]
[ROW][C]15[/C][C]0.209222[/C][C]1.3878[/C][C]0.08609[/C][/ROW]
[ROW][C]16[/C][C]0.104424[/C][C]0.6927[/C][C]0.246079[/C][/ROW]
[ROW][C]17[/C][C]-0.144173[/C][C]-0.9563[/C][C]0.172064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112052&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112052&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	0.136209	0.9035	0.185588
2	0.096553	0.6405	0.262597
3	-0.058145	-0.3857	0.350793
4	0.10853	0.7199	0.237695
5	-0.097897	-0.6494	0.259737
6	-0.104208	-0.6912	0.246524
7	-0.018298	-0.1214	0.451972
8	-0.144229	-0.9567	0.171971
9	0.11683	0.775	0.221254
10	-0.157489	-1.0447	0.150941
11	0.004276	0.0284	0.48875
12	-0.256036	-1.6983	0.048252
13	0.028501	0.1891	0.425461
14	0.007199	0.0478	0.481065
15	0.209222	1.3878	0.08609
16	0.104424	0.6927	0.246079
17	-0.144173	-0.9563	0.172064

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.136209	0.9035	0.185588
2	0.079475	0.5272	0.30036
3	-0.083134	-0.5514	0.292059
4	0.122713	0.814	0.210019
5	-0.121463	-0.8057	0.212375
6	-0.104557	-0.6936	0.245803
7	0.052077	0.3454	0.365705
8	-0.17477	-1.1593	0.126294
9	0.189003	1.2537	0.108285
10	-0.188342	-1.2493	0.109077
11	-0.009048	-0.06	0.476207
12	-0.197393	-1.3094	0.098605
13	0.010834	0.0719	0.471517
14	0.096414	0.6395	0.262895
15	0.174854	1.1599	0.126182
16	0.058159	0.3858	0.350759
17	-0.257558	-1.7084	0.0473

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.136209 & 0.9035 & 0.185588 \tabularnewline
2 & 0.079475 & 0.5272 & 0.30036 \tabularnewline
3 & -0.083134 & -0.5514 & 0.292059 \tabularnewline
4 & 0.122713 & 0.814 & 0.210019 \tabularnewline
5 & -0.121463 & -0.8057 & 0.212375 \tabularnewline
6 & -0.104557 & -0.6936 & 0.245803 \tabularnewline
7 & 0.052077 & 0.3454 & 0.365705 \tabularnewline
8 & -0.17477 & -1.1593 & 0.126294 \tabularnewline
9 & 0.189003 & 1.2537 & 0.108285 \tabularnewline
10 & -0.188342 & -1.2493 & 0.109077 \tabularnewline
11 & -0.009048 & -0.06 & 0.476207 \tabularnewline
12 & -0.197393 & -1.3094 & 0.098605 \tabularnewline
13 & 0.010834 & 0.0719 & 0.471517 \tabularnewline
14 & 0.096414 & 0.6395 & 0.262895 \tabularnewline
15 & 0.174854 & 1.1599 & 0.126182 \tabularnewline
16 & 0.058159 & 0.3858 & 0.350759 \tabularnewline
17 & -0.257558 & -1.7084 & 0.0473 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112052&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]0.136209[/C][C]0.9035[/C][C]0.185588[/C][/ROW]
[ROW][C]2[/C][C]0.079475[/C][C]0.5272[/C][C]0.30036[/C][/ROW]
[ROW][C]3[/C][C]-0.083134[/C][C]-0.5514[/C][C]0.292059[/C][/ROW]
[ROW][C]4[/C][C]0.122713[/C][C]0.814[/C][C]0.210019[/C][/ROW]
[ROW][C]5[/C][C]-0.121463[/C][C]-0.8057[/C][C]0.212375[/C][/ROW]
[ROW][C]6[/C][C]-0.104557[/C][C]-0.6936[/C][C]0.245803[/C][/ROW]
[ROW][C]7[/C][C]0.052077[/C][C]0.3454[/C][C]0.365705[/C][/ROW]
[ROW][C]8[/C][C]-0.17477[/C][C]-1.1593[/C][C]0.126294[/C][/ROW]
[ROW][C]9[/C][C]0.189003[/C][C]1.2537[/C][C]0.108285[/C][/ROW]
[ROW][C]10[/C][C]-0.188342[/C][C]-1.2493[/C][C]0.109077[/C][/ROW]
[ROW][C]11[/C][C]-0.009048[/C][C]-0.06[/C][C]0.476207[/C][/ROW]
[ROW][C]12[/C][C]-0.197393[/C][C]-1.3094[/C][C]0.098605[/C][/ROW]
[ROW][C]13[/C][C]0.010834[/C][C]0.0719[/C][C]0.471517[/C][/ROW]
[ROW][C]14[/C][C]0.096414[/C][C]0.6395[/C][C]0.262895[/C][/ROW]
[ROW][C]15[/C][C]0.174854[/C][C]1.1599[/C][C]0.126182[/C][/ROW]
[ROW][C]16[/C][C]0.058159[/C][C]0.3858[/C][C]0.350759[/C][/ROW]
[ROW][C]17[/C][C]-0.257558[/C][C]-1.7084[/C][C]0.0473[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112052&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112052&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	0.136209	0.9035	0.185588
2	0.079475	0.5272	0.30036
3	-0.083134	-0.5514	0.292059
4	0.122713	0.814	0.210019
5	-0.121463	-0.8057	0.212375
6	-0.104557	-0.6936	0.245803
7	0.052077	0.3454	0.365705
8	-0.17477	-1.1593	0.126294
9	0.189003	1.2537	0.108285
10	-0.188342	-1.2493	0.109077
11	-0.009048	-0.06	0.476207
12	-0.197393	-1.3094	0.098605
13	0.010834	0.0719	0.471517
14	0.096414	0.6395	0.262895
15	0.174854	1.1599	0.126182
16	0.058159	0.3858	0.350759
17	-0.257558	-1.7084	0.0473

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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