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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 08:15:03 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/02/t1259767077dax5iaenzqny09a.htm/, Retrieved Sun, 28 Apr 2024 06:37:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62368, Retrieved Sun, 28 Apr 2024 06:37:33 +0000

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Estimated Impact

115

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-       [(Partial) Autocorrelation Function] [verduidelijking t...] [2009-12-02 15:15:03] [99bf2a1e962091d45abf4c2600a412f9] [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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
R Framework error message & Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62368&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[ROW][C]R Framework error message[/C][C]Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62368&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62368&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	'Gwilym Jenkins' @ 72.249.127.135
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.722065	5.0545	3e-06
2	0.691252	4.8388	7e-06
3	0.631354	4.4195	2.7e-05
4	0.379281	2.655	0.005334
5	0.333181	2.3323	0.01192
6	0.194107	1.3588	0.090224
7	-0.025428	-0.178	0.429731
8	-0.010975	-0.0768	0.469539
9	-0.158307	-1.1081	0.136604
10	-0.193681	-1.3558	0.090694
11	-0.13885	-0.9719	0.167925
12	-0.201244	-1.4087	0.082618
13	-0.164307	-1.1501	0.127833
14	-0.121343	-0.8494	0.199895
15	-0.132772	-0.9294	0.178618
16	-0.107369	-0.7516	0.227948
17	-0.081492	-0.5704	0.285491

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.722065 & 5.0545 & 3e-06 \tabularnewline
2 & 0.691252 & 4.8388 & 7e-06 \tabularnewline
3 & 0.631354 & 4.4195 & 2.7e-05 \tabularnewline
4 & 0.379281 & 2.655 & 0.005334 \tabularnewline
5 & 0.333181 & 2.3323 & 0.01192 \tabularnewline
6 & 0.194107 & 1.3588 & 0.090224 \tabularnewline
7 & -0.025428 & -0.178 & 0.429731 \tabularnewline
8 & -0.010975 & -0.0768 & 0.469539 \tabularnewline
9 & -0.158307 & -1.1081 & 0.136604 \tabularnewline
10 & -0.193681 & -1.3558 & 0.090694 \tabularnewline
11 & -0.13885 & -0.9719 & 0.167925 \tabularnewline
12 & -0.201244 & -1.4087 & 0.082618 \tabularnewline
13 & -0.164307 & -1.1501 & 0.127833 \tabularnewline
14 & -0.121343 & -0.8494 & 0.199895 \tabularnewline
15 & -0.132772 & -0.9294 & 0.178618 \tabularnewline
16 & -0.107369 & -0.7516 & 0.227948 \tabularnewline
17 & -0.081492 & -0.5704 & 0.285491 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62368&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]0.722065[/C][C]5.0545[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.691252[/C][C]4.8388[/C][C]7e-06[/C][/ROW]
[ROW][C]3[/C][C]0.631354[/C][C]4.4195[/C][C]2.7e-05[/C][/ROW]
[ROW][C]4[/C][C]0.379281[/C][C]2.655[/C][C]0.005334[/C][/ROW]
[ROW][C]5[/C][C]0.333181[/C][C]2.3323[/C][C]0.01192[/C][/ROW]
[ROW][C]6[/C][C]0.194107[/C][C]1.3588[/C][C]0.090224[/C][/ROW]
[ROW][C]7[/C][C]-0.025428[/C][C]-0.178[/C][C]0.429731[/C][/ROW]
[ROW][C]8[/C][C]-0.010975[/C][C]-0.0768[/C][C]0.469539[/C][/ROW]
[ROW][C]9[/C][C]-0.158307[/C][C]-1.1081[/C][C]0.136604[/C][/ROW]
[ROW][C]10[/C][C]-0.193681[/C][C]-1.3558[/C][C]0.090694[/C][/ROW]
[ROW][C]11[/C][C]-0.13885[/C][C]-0.9719[/C][C]0.167925[/C][/ROW]
[ROW][C]12[/C][C]-0.201244[/C][C]-1.4087[/C][C]0.082618[/C][/ROW]
[ROW][C]13[/C][C]-0.164307[/C][C]-1.1501[/C][C]0.127833[/C][/ROW]
[ROW][C]14[/C][C]-0.121343[/C][C]-0.8494[/C][C]0.199895[/C][/ROW]
[ROW][C]15[/C][C]-0.132772[/C][C]-0.9294[/C][C]0.178618[/C][/ROW]
[ROW][C]16[/C][C]-0.107369[/C][C]-0.7516[/C][C]0.227948[/C][/ROW]
[ROW][C]17[/C][C]-0.081492[/C][C]-0.5704[/C][C]0.285491[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62368&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62368&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	0.722065	5.0545	3e-06
2	0.691252	4.8388	7e-06
3	0.631354	4.4195	2.7e-05
4	0.379281	2.655	0.005334
5	0.333181	2.3323	0.01192
6	0.194107	1.3588	0.090224
7	-0.025428	-0.178	0.429731
8	-0.010975	-0.0768	0.469539
9	-0.158307	-1.1081	0.136604
10	-0.193681	-1.3558	0.090694
11	-0.13885	-0.9719	0.167925
12	-0.201244	-1.4087	0.082618
13	-0.164307	-1.1501	0.127833
14	-0.121343	-0.8494	0.199895
15	-0.132772	-0.9294	0.178618
16	-0.107369	-0.7516	0.227948
17	-0.081492	-0.5704	0.285491

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.722065	5.0545	3e-06
2	0.354923	2.4845	0.00822
3	0.126935	0.8885	0.189295
4	-0.44335	-3.1035	0.001587
5	-0.041879	-0.2932	0.385322
6	-0.035891	-0.2512	0.40134
7	-0.257976	-1.8058	0.038545
8	0.121324	0.8493	0.199931
9	-0.01955	-0.1368	0.445856
10	0.107942	0.7556	0.226755
11	0.07514	0.526	0.300637
12	0.013493	0.0945	0.462567
13	-0.091404	-0.6398	0.262632
14	-0.079057	-0.5534	0.291253
15	0.044222	0.3096	0.379107
16	-0.175272	-1.2269	0.112861
17	0.029361	0.2055	0.419006

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.722065 & 5.0545 & 3e-06 \tabularnewline
2 & 0.354923 & 2.4845 & 0.00822 \tabularnewline
3 & 0.126935 & 0.8885 & 0.189295 \tabularnewline
4 & -0.44335 & -3.1035 & 0.001587 \tabularnewline
5 & -0.041879 & -0.2932 & 0.385322 \tabularnewline
6 & -0.035891 & -0.2512 & 0.40134 \tabularnewline
7 & -0.257976 & -1.8058 & 0.038545 \tabularnewline
8 & 0.121324 & 0.8493 & 0.199931 \tabularnewline
9 & -0.01955 & -0.1368 & 0.445856 \tabularnewline
10 & 0.107942 & 0.7556 & 0.226755 \tabularnewline
11 & 0.07514 & 0.526 & 0.300637 \tabularnewline
12 & 0.013493 & 0.0945 & 0.462567 \tabularnewline
13 & -0.091404 & -0.6398 & 0.262632 \tabularnewline
14 & -0.079057 & -0.5534 & 0.291253 \tabularnewline
15 & 0.044222 & 0.3096 & 0.379107 \tabularnewline
16 & -0.175272 & -1.2269 & 0.112861 \tabularnewline
17 & 0.029361 & 0.2055 & 0.419006 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62368&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]0.722065[/C][C]5.0545[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.354923[/C][C]2.4845[/C][C]0.00822[/C][/ROW]
[ROW][C]3[/C][C]0.126935[/C][C]0.8885[/C][C]0.189295[/C][/ROW]
[ROW][C]4[/C][C]-0.44335[/C][C]-3.1035[/C][C]0.001587[/C][/ROW]
[ROW][C]5[/C][C]-0.041879[/C][C]-0.2932[/C][C]0.385322[/C][/ROW]
[ROW][C]6[/C][C]-0.035891[/C][C]-0.2512[/C][C]0.40134[/C][/ROW]
[ROW][C]7[/C][C]-0.257976[/C][C]-1.8058[/C][C]0.038545[/C][/ROW]
[ROW][C]8[/C][C]0.121324[/C][C]0.8493[/C][C]0.199931[/C][/ROW]
[ROW][C]9[/C][C]-0.01955[/C][C]-0.1368[/C][C]0.445856[/C][/ROW]
[ROW][C]10[/C][C]0.107942[/C][C]0.7556[/C][C]0.226755[/C][/ROW]
[ROW][C]11[/C][C]0.07514[/C][C]0.526[/C][C]0.300637[/C][/ROW]
[ROW][C]12[/C][C]0.013493[/C][C]0.0945[/C][C]0.462567[/C][/ROW]
[ROW][C]13[/C][C]-0.091404[/C][C]-0.6398[/C][C]0.262632[/C][/ROW]
[ROW][C]14[/C][C]-0.079057[/C][C]-0.5534[/C][C]0.291253[/C][/ROW]
[ROW][C]15[/C][C]0.044222[/C][C]0.3096[/C][C]0.379107[/C][/ROW]
[ROW][C]16[/C][C]-0.175272[/C][C]-1.2269[/C][C]0.112861[/C][/ROW]
[ROW][C]17[/C][C]0.029361[/C][C]0.2055[/C][C]0.419006[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62368&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62368&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	0.722065	5.0545	3e-06
2	0.354923	2.4845	0.00822
3	0.126935	0.8885	0.189295
4	-0.44335	-3.1035	0.001587
5	-0.041879	-0.2932	0.385322
6	-0.035891	-0.2512	0.40134
7	-0.257976	-1.8058	0.038545
8	0.121324	0.8493	0.199931
9	-0.01955	-0.1368	0.445856
10	0.107942	0.7556	0.226755
11	0.07514	0.526	0.300637
12	0.013493	0.0945	0.462567
13	-0.091404	-0.6398	0.262632
14	-0.079057	-0.5534	0.291253
15	0.044222	0.3096	0.379107
16	-0.175272	-1.2269	0.112861
17	0.029361	0.2055	0.419006

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 ;

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