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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 03:44:06 -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/2008/Dec/21/t1229856329lkjalhvnozordmi.htm/, Retrieved Sat, 18 May 2024 11:32:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35486, Retrieved Sat, 18 May 2024 11:32:25 +0000

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User-defined keywords

Estimated Impact

176

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

-       [(Partial) Autocorrelation Function] [(Partial) autocor...] [2008-12-21 10:44:06] [9ba97de59bb4d2edf0cfeac4ca7d2b73] [Current]
-   P     [(Partial) Autocorrelation Function] [ACF werkloosheid] [2008-12-21 11:01:48] [8b0d202c3a0c4ea223fd8b8e731dacd8] 
-   PD      [(Partial) Autocorrelation Function] [ACF, PACF inschri...] [2008-12-21 13:24:41] [8b0d202c3a0c4ea223fd8b8e731dacd8] 
-   P         [(Partial) Autocorrelation Function] [ACF inschr. perso...] [2008-12-21 13:57:40] [8b0d202c3a0c4ea223fd8b8e731dacd8] 

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35486&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35486&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35486&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.044478	0.3748	0.35447
2	-0.1186	-0.9993	0.160511
3	-0.044164	-0.3721	0.355451
4	0.0564	0.4752	0.31804
5	0.075823	0.6389	0.262473
6	0.015551	0.131	0.448057
7	-0.006391	-0.0539	0.478603
8	0.02661	0.2242	0.411614
9	0.129138	1.0881	0.140108
10	-0.116447	-0.9812	0.164913
11	0.023819	0.2007	0.420753
12	-0.187055	-1.5762	0.059718
13	-0.013026	-0.1098	0.456454
14	0.141886	1.1956	0.117924
15	0.057498	0.4845	0.314766
16	-0.012743	-0.1074	0.457397
17	-0.112387	-0.947	0.173428
18	0.1131	0.953	0.171912
19	0.036025	0.3036	0.381179

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.044478 & 0.3748 & 0.35447 \tabularnewline
2 & -0.1186 & -0.9993 & 0.160511 \tabularnewline
3 & -0.044164 & -0.3721 & 0.355451 \tabularnewline
4 & 0.0564 & 0.4752 & 0.31804 \tabularnewline
5 & 0.075823 & 0.6389 & 0.262473 \tabularnewline
6 & 0.015551 & 0.131 & 0.448057 \tabularnewline
7 & -0.006391 & -0.0539 & 0.478603 \tabularnewline
8 & 0.02661 & 0.2242 & 0.411614 \tabularnewline
9 & 0.129138 & 1.0881 & 0.140108 \tabularnewline
10 & -0.116447 & -0.9812 & 0.164913 \tabularnewline
11 & 0.023819 & 0.2007 & 0.420753 \tabularnewline
12 & -0.187055 & -1.5762 & 0.059718 \tabularnewline
13 & -0.013026 & -0.1098 & 0.456454 \tabularnewline
14 & 0.141886 & 1.1956 & 0.117924 \tabularnewline
15 & 0.057498 & 0.4845 & 0.314766 \tabularnewline
16 & -0.012743 & -0.1074 & 0.457397 \tabularnewline
17 & -0.112387 & -0.947 & 0.173428 \tabularnewline
18 & 0.1131 & 0.953 & 0.171912 \tabularnewline
19 & 0.036025 & 0.3036 & 0.381179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35486&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]0.044478[/C][C]0.3748[/C][C]0.35447[/C][/ROW]
[ROW][C]2[/C][C]-0.1186[/C][C]-0.9993[/C][C]0.160511[/C][/ROW]
[ROW][C]3[/C][C]-0.044164[/C][C]-0.3721[/C][C]0.355451[/C][/ROW]
[ROW][C]4[/C][C]0.0564[/C][C]0.4752[/C][C]0.31804[/C][/ROW]
[ROW][C]5[/C][C]0.075823[/C][C]0.6389[/C][C]0.262473[/C][/ROW]
[ROW][C]6[/C][C]0.015551[/C][C]0.131[/C][C]0.448057[/C][/ROW]
[ROW][C]7[/C][C]-0.006391[/C][C]-0.0539[/C][C]0.478603[/C][/ROW]
[ROW][C]8[/C][C]0.02661[/C][C]0.2242[/C][C]0.411614[/C][/ROW]
[ROW][C]9[/C][C]0.129138[/C][C]1.0881[/C][C]0.140108[/C][/ROW]
[ROW][C]10[/C][C]-0.116447[/C][C]-0.9812[/C][C]0.164913[/C][/ROW]
[ROW][C]11[/C][C]0.023819[/C][C]0.2007[/C][C]0.420753[/C][/ROW]
[ROW][C]12[/C][C]-0.187055[/C][C]-1.5762[/C][C]0.059718[/C][/ROW]
[ROW][C]13[/C][C]-0.013026[/C][C]-0.1098[/C][C]0.456454[/C][/ROW]
[ROW][C]14[/C][C]0.141886[/C][C]1.1956[/C][C]0.117924[/C][/ROW]
[ROW][C]15[/C][C]0.057498[/C][C]0.4845[/C][C]0.314766[/C][/ROW]
[ROW][C]16[/C][C]-0.012743[/C][C]-0.1074[/C][C]0.457397[/C][/ROW]
[ROW][C]17[/C][C]-0.112387[/C][C]-0.947[/C][C]0.173428[/C][/ROW]
[ROW][C]18[/C][C]0.1131[/C][C]0.953[/C][C]0.171912[/C][/ROW]
[ROW][C]19[/C][C]0.036025[/C][C]0.3036[/C][C]0.381179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35486&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35486&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	0.044478	0.3748	0.35447
2	-0.1186	-0.9993	0.160511
3	-0.044164	-0.3721	0.355451
4	0.0564	0.4752	0.31804
5	0.075823	0.6389	0.262473
6	0.015551	0.131	0.448057
7	-0.006391	-0.0539	0.478603
8	0.02661	0.2242	0.411614
9	0.129138	1.0881	0.140108
10	-0.116447	-0.9812	0.164913
11	0.023819	0.2007	0.420753
12	-0.187055	-1.5762	0.059718
13	-0.013026	-0.1098	0.456454
14	0.141886	1.1956	0.117924
15	0.057498	0.4845	0.314766
16	-0.012743	-0.1074	0.457397
17	-0.112387	-0.947	0.173428
18	0.1131	0.953	0.171912
19	0.036025	0.3036	0.381179

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.044478	0.3748	0.35447
2	-0.120817	-1.018	0.156061
3	-0.033431	-0.2817	0.389499
4	0.046601	0.3927	0.347871
5	0.063091	0.5316	0.298325
6	0.02005	0.1689	0.433161
7	0.011811	0.0995	0.460502
8	0.0336	0.2831	0.388956
9	0.124655	1.0504	0.148556
10	-0.131548	-1.1084	0.135705
11	0.066635	0.5615	0.288121
12	-0.228689	-1.927	0.028993
13	0.001368	0.0115	0.495418
14	0.095983	0.8088	0.210675
15	0.040115	0.338	0.368175
16	0.031232	0.2632	0.396593
17	-0.08427	-0.7101	0.239993
18	0.134821	1.136	0.129884
19	0.011883	0.1001	0.460262

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.044478 & 0.3748 & 0.35447 \tabularnewline
2 & -0.120817 & -1.018 & 0.156061 \tabularnewline
3 & -0.033431 & -0.2817 & 0.389499 \tabularnewline
4 & 0.046601 & 0.3927 & 0.347871 \tabularnewline
5 & 0.063091 & 0.5316 & 0.298325 \tabularnewline
6 & 0.02005 & 0.1689 & 0.433161 \tabularnewline
7 & 0.011811 & 0.0995 & 0.460502 \tabularnewline
8 & 0.0336 & 0.2831 & 0.388956 \tabularnewline
9 & 0.124655 & 1.0504 & 0.148556 \tabularnewline
10 & -0.131548 & -1.1084 & 0.135705 \tabularnewline
11 & 0.066635 & 0.5615 & 0.288121 \tabularnewline
12 & -0.228689 & -1.927 & 0.028993 \tabularnewline
13 & 0.001368 & 0.0115 & 0.495418 \tabularnewline
14 & 0.095983 & 0.8088 & 0.210675 \tabularnewline
15 & 0.040115 & 0.338 & 0.368175 \tabularnewline
16 & 0.031232 & 0.2632 & 0.396593 \tabularnewline
17 & -0.08427 & -0.7101 & 0.239993 \tabularnewline
18 & 0.134821 & 1.136 & 0.129884 \tabularnewline
19 & 0.011883 & 0.1001 & 0.460262 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35486&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]0.044478[/C][C]0.3748[/C][C]0.35447[/C][/ROW]
[ROW][C]2[/C][C]-0.120817[/C][C]-1.018[/C][C]0.156061[/C][/ROW]
[ROW][C]3[/C][C]-0.033431[/C][C]-0.2817[/C][C]0.389499[/C][/ROW]
[ROW][C]4[/C][C]0.046601[/C][C]0.3927[/C][C]0.347871[/C][/ROW]
[ROW][C]5[/C][C]0.063091[/C][C]0.5316[/C][C]0.298325[/C][/ROW]
[ROW][C]6[/C][C]0.02005[/C][C]0.1689[/C][C]0.433161[/C][/ROW]
[ROW][C]7[/C][C]0.011811[/C][C]0.0995[/C][C]0.460502[/C][/ROW]
[ROW][C]8[/C][C]0.0336[/C][C]0.2831[/C][C]0.388956[/C][/ROW]
[ROW][C]9[/C][C]0.124655[/C][C]1.0504[/C][C]0.148556[/C][/ROW]
[ROW][C]10[/C][C]-0.131548[/C][C]-1.1084[/C][C]0.135705[/C][/ROW]
[ROW][C]11[/C][C]0.066635[/C][C]0.5615[/C][C]0.288121[/C][/ROW]
[ROW][C]12[/C][C]-0.228689[/C][C]-1.927[/C][C]0.028993[/C][/ROW]
[ROW][C]13[/C][C]0.001368[/C][C]0.0115[/C][C]0.495418[/C][/ROW]
[ROW][C]14[/C][C]0.095983[/C][C]0.8088[/C][C]0.210675[/C][/ROW]
[ROW][C]15[/C][C]0.040115[/C][C]0.338[/C][C]0.368175[/C][/ROW]
[ROW][C]16[/C][C]0.031232[/C][C]0.2632[/C][C]0.396593[/C][/ROW]
[ROW][C]17[/C][C]-0.08427[/C][C]-0.7101[/C][C]0.239993[/C][/ROW]
[ROW][C]18[/C][C]0.134821[/C][C]1.136[/C][C]0.129884[/C][/ROW]
[ROW][C]19[/C][C]0.011883[/C][C]0.1001[/C][C]0.460262[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35486&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35486&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	0.044478	0.3748	0.35447
2	-0.120817	-1.018	0.156061
3	-0.033431	-0.2817	0.389499
4	0.046601	0.3927	0.347871
5	0.063091	0.5316	0.298325
6	0.02005	0.1689	0.433161
7	0.011811	0.0995	0.460502
8	0.0336	0.2831	0.388956
9	0.124655	1.0504	0.148556
10	-0.131548	-1.1084	0.135705
11	0.066635	0.5615	0.288121
12	-0.228689	-1.927	0.028993
13	0.001368	0.0115	0.495418
14	0.095983	0.8088	0.210675
15	0.040115	0.338	0.368175
16	0.031232	0.2632	0.396593
17	-0.08427	-0.7101	0.239993
18	0.134821	1.136	0.129884
19	0.011883	0.1001	0.460262

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; 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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