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of Irreproducible Research!

Author's title

Prijsindexcijfers van de grondstoffen , Algemeen indexcijfer, Inclusief ene...

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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 26 Nov 2007 13:01:06 -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/2007/Nov/26/t1196106709r7gyi4mjwvfln8i.htm/, Retrieved Tue, 10 Feb 2026 19:20:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6658, Retrieved Tue, 10 Feb 2026 19:20:54 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

387

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

-       [(Partial) Autocorrelation Function] [Prijsindexcijfers...] [2007-11-26 20:01:06] [5338a3370b0f0a39c3af1ba0be9c6dab] [Current]

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Summary of compuational 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 compuational 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=6658&T=0

[TABLE]
[ROW][C]Summary of compuational 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=6658&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6658&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 compuational 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
0	1	7.746	0
1	0.945386	7.3229	0
2	0.889349	6.8889	0
3	0.837684	6.4887	0
4	0.797121	6.1745	0
5	0.762843	5.909	0
6	0.715936	5.5456	0
7	0.666887	5.1657	1e-06
8	0.620029	4.8027	5e-06
9	0.584091	4.5244	1.5e-05
10	0.544946	4.2211	4.2e-05
11	0.503857	3.9029	0.000122
12	0.454697	3.5221	0.000413
13	0.404416	3.1326	0.001339
14	0.34651	2.6841	0.004694
15	0.286922	2.2225	0.015015
16	0.230033	1.7818	0.039919

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.945386 & 7.3229 & 0 \tabularnewline
2 & 0.889349 & 6.8889 & 0 \tabularnewline
3 & 0.837684 & 6.4887 & 0 \tabularnewline
4 & 0.797121 & 6.1745 & 0 \tabularnewline
5 & 0.762843 & 5.909 & 0 \tabularnewline
6 & 0.715936 & 5.5456 & 0 \tabularnewline
7 & 0.666887 & 5.1657 & 1e-06 \tabularnewline
8 & 0.620029 & 4.8027 & 5e-06 \tabularnewline
9 & 0.584091 & 4.5244 & 1.5e-05 \tabularnewline
10 & 0.544946 & 4.2211 & 4.2e-05 \tabularnewline
11 & 0.503857 & 3.9029 & 0.000122 \tabularnewline
12 & 0.454697 & 3.5221 & 0.000413 \tabularnewline
13 & 0.404416 & 3.1326 & 0.001339 \tabularnewline
14 & 0.34651 & 2.6841 & 0.004694 \tabularnewline
15 & 0.286922 & 2.2225 & 0.015015 \tabularnewline
16 & 0.230033 & 1.7818 & 0.039919 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6658&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]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.945386[/C][C]7.3229[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.889349[/C][C]6.8889[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.837684[/C][C]6.4887[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.797121[/C][C]6.1745[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.762843[/C][C]5.909[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.715936[/C][C]5.5456[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.666887[/C][C]5.1657[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.620029[/C][C]4.8027[/C][C]5e-06[/C][/ROW]
[ROW][C]9[/C][C]0.584091[/C][C]4.5244[/C][C]1.5e-05[/C][/ROW]
[ROW][C]10[/C][C]0.544946[/C][C]4.2211[/C][C]4.2e-05[/C][/ROW]
[ROW][C]11[/C][C]0.503857[/C][C]3.9029[/C][C]0.000122[/C][/ROW]
[ROW][C]12[/C][C]0.454697[/C][C]3.5221[/C][C]0.000413[/C][/ROW]
[ROW][C]13[/C][C]0.404416[/C][C]3.1326[/C][C]0.001339[/C][/ROW]
[ROW][C]14[/C][C]0.34651[/C][C]2.6841[/C][C]0.004694[/C][/ROW]
[ROW][C]15[/C][C]0.286922[/C][C]2.2225[/C][C]0.015015[/C][/ROW]
[ROW][C]16[/C][C]0.230033[/C][C]1.7818[/C][C]0.039919[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6658&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6658&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
0	1	7.746	0
1	0.945386	7.3229	0
2	0.889349	6.8889	0
3	0.837684	6.4887	0
4	0.797121	6.1745	0
5	0.762843	5.909	0
6	0.715936	5.5456	0
7	0.666887	5.1657	1e-06
8	0.620029	4.8027	5e-06
9	0.584091	4.5244	1.5e-05
10	0.544946	4.2211	4.2e-05
11	0.503857	3.9029	0.000122
12	0.454697	3.5221	0.000413
13	0.404416	3.1326	0.001339
14	0.34651	2.6841	0.004694
15	0.286922	2.2225	0.015015
16	0.230033	1.7818	0.039919

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.945386	7.3229	0
1	-0.041462	-0.3212	0.625398
2	0.011726	0.0908	0.463965
3	0.075446	0.5844	0.28057
4	0.035315	0.2735	0.392686
5	-0.133855	-1.0368	0.848013
6	-0.030883	-0.2392	0.594123
7	-0.003263	-0.0253	0.510042
8	0.05668	0.439	0.331105
9	-0.07182	-0.5563	0.709968
10	-0.02356	-0.1825	0.572095
11	-0.085187	-0.6599	0.744063
12	-0.042074	-0.3259	0.627183
13	-0.140975	-1.092	0.860398
14	-0.064759	-0.5016	0.691115
15	-0.030405	-0.2355	0.592695
16	-0.03828	-0.2965	0.616071

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.945386 & 7.3229 & 0 \tabularnewline
1 & -0.041462 & -0.3212 & 0.625398 \tabularnewline
2 & 0.011726 & 0.0908 & 0.463965 \tabularnewline
3 & 0.075446 & 0.5844 & 0.28057 \tabularnewline
4 & 0.035315 & 0.2735 & 0.392686 \tabularnewline
5 & -0.133855 & -1.0368 & 0.848013 \tabularnewline
6 & -0.030883 & -0.2392 & 0.594123 \tabularnewline
7 & -0.003263 & -0.0253 & 0.510042 \tabularnewline
8 & 0.05668 & 0.439 & 0.331105 \tabularnewline
9 & -0.07182 & -0.5563 & 0.709968 \tabularnewline
10 & -0.02356 & -0.1825 & 0.572095 \tabularnewline
11 & -0.085187 & -0.6599 & 0.744063 \tabularnewline
12 & -0.042074 & -0.3259 & 0.627183 \tabularnewline
13 & -0.140975 & -1.092 & 0.860398 \tabularnewline
14 & -0.064759 & -0.5016 & 0.691115 \tabularnewline
15 & -0.030405 & -0.2355 & 0.592695 \tabularnewline
16 & -0.03828 & -0.2965 & 0.616071 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6658&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]0[/C][C]0.945386[/C][C]7.3229[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.041462[/C][C]-0.3212[/C][C]0.625398[/C][/ROW]
[ROW][C]2[/C][C]0.011726[/C][C]0.0908[/C][C]0.463965[/C][/ROW]
[ROW][C]3[/C][C]0.075446[/C][C]0.5844[/C][C]0.28057[/C][/ROW]
[ROW][C]4[/C][C]0.035315[/C][C]0.2735[/C][C]0.392686[/C][/ROW]
[ROW][C]5[/C][C]-0.133855[/C][C]-1.0368[/C][C]0.848013[/C][/ROW]
[ROW][C]6[/C][C]-0.030883[/C][C]-0.2392[/C][C]0.594123[/C][/ROW]
[ROW][C]7[/C][C]-0.003263[/C][C]-0.0253[/C][C]0.510042[/C][/ROW]
[ROW][C]8[/C][C]0.05668[/C][C]0.439[/C][C]0.331105[/C][/ROW]
[ROW][C]9[/C][C]-0.07182[/C][C]-0.5563[/C][C]0.709968[/C][/ROW]
[ROW][C]10[/C][C]-0.02356[/C][C]-0.1825[/C][C]0.572095[/C][/ROW]
[ROW][C]11[/C][C]-0.085187[/C][C]-0.6599[/C][C]0.744063[/C][/ROW]
[ROW][C]12[/C][C]-0.042074[/C][C]-0.3259[/C][C]0.627183[/C][/ROW]
[ROW][C]13[/C][C]-0.140975[/C][C]-1.092[/C][C]0.860398[/C][/ROW]
[ROW][C]14[/C][C]-0.064759[/C][C]-0.5016[/C][C]0.691115[/C][/ROW]
[ROW][C]15[/C][C]-0.030405[/C][C]-0.2355[/C][C]0.592695[/C][/ROW]
[ROW][C]16[/C][C]-0.03828[/C][C]-0.2965[/C][C]0.616071[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6658&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6658&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
0	0.945386	7.3229	0
1	-0.041462	-0.3212	0.625398
2	0.011726	0.0908	0.463965
3	0.075446	0.5844	0.28057
4	0.035315	0.2735	0.392686
5	-0.133855	-1.0368	0.848013
6	-0.030883	-0.2392	0.594123
7	-0.003263	-0.0253	0.510042
8	0.05668	0.439	0.331105
9	-0.07182	-0.5563	0.709968
10	-0.02356	-0.1825	0.572095
11	-0.085187	-0.6599	0.744063
12	-0.042074	-0.3259	0.627183
13	-0.140975	-1.092	0.860398
14	-0.064759	-0.5016	0.691115
15	-0.030405	-0.2355	0.592695
16	-0.03828	-0.2965	0.616071

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 0.0 ; 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 1:par1) {
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(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-1,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(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Prijsindexcijfers van de grondstoffen , Algemeen indexcijfer, Inclusief ene...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code