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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 02:52:12 -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/03/t1259834028n6gdlqlouey5340.htm/, Retrieved Thu, 25 Apr 2024 07:52:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62654, Retrieved Thu, 25 Apr 2024 07:52:54 +0000

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Estimated Impact

158

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] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
- R PD      [(Partial) Autocorrelation Function] [] [2009-12-03 09:52:12] [2ecea65fec1cd5f6b1ab182881aa2a91] [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	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=62654&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=62654&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62654&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	-0.258848	-2.005	0.024739
2	-0.136624	-1.0583	0.147083
3	0.079577	0.6164	0.269982
4	-0.085683	-0.6637	0.254713
5	-0.066777	-0.5173	0.30344
6	0.099273	0.769	0.222464
7	-0.004392	-0.034	0.486488
8	0.058863	0.456	0.325035
9	0.001712	0.0133	0.494732
10	0.018198	0.141	0.444187
11	0.069327	0.537	0.296625
12	-0.036137	-0.2799	0.390253
13	-0.025213	-0.1953	0.422909
14	-0.138422	-1.0722	0.143959
15	-0.050881	-0.3941	0.347445
16	0.240057	1.8595	0.033932
17	-0.124752	-0.9663	0.168881

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.258848 & -2.005 & 0.024739 \tabularnewline
2 & -0.136624 & -1.0583 & 0.147083 \tabularnewline
3 & 0.079577 & 0.6164 & 0.269982 \tabularnewline
4 & -0.085683 & -0.6637 & 0.254713 \tabularnewline
5 & -0.066777 & -0.5173 & 0.30344 \tabularnewline
6 & 0.099273 & 0.769 & 0.222464 \tabularnewline
7 & -0.004392 & -0.034 & 0.486488 \tabularnewline
8 & 0.058863 & 0.456 & 0.325035 \tabularnewline
9 & 0.001712 & 0.0133 & 0.494732 \tabularnewline
10 & 0.018198 & 0.141 & 0.444187 \tabularnewline
11 & 0.069327 & 0.537 & 0.296625 \tabularnewline
12 & -0.036137 & -0.2799 & 0.390253 \tabularnewline
13 & -0.025213 & -0.1953 & 0.422909 \tabularnewline
14 & -0.138422 & -1.0722 & 0.143959 \tabularnewline
15 & -0.050881 & -0.3941 & 0.347445 \tabularnewline
16 & 0.240057 & 1.8595 & 0.033932 \tabularnewline
17 & -0.124752 & -0.9663 & 0.168881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62654&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]-0.258848[/C][C]-2.005[/C][C]0.024739[/C][/ROW]
[ROW][C]2[/C][C]-0.136624[/C][C]-1.0583[/C][C]0.147083[/C][/ROW]
[ROW][C]3[/C][C]0.079577[/C][C]0.6164[/C][C]0.269982[/C][/ROW]
[ROW][C]4[/C][C]-0.085683[/C][C]-0.6637[/C][C]0.254713[/C][/ROW]
[ROW][C]5[/C][C]-0.066777[/C][C]-0.5173[/C][C]0.30344[/C][/ROW]
[ROW][C]6[/C][C]0.099273[/C][C]0.769[/C][C]0.222464[/C][/ROW]
[ROW][C]7[/C][C]-0.004392[/C][C]-0.034[/C][C]0.486488[/C][/ROW]
[ROW][C]8[/C][C]0.058863[/C][C]0.456[/C][C]0.325035[/C][/ROW]
[ROW][C]9[/C][C]0.001712[/C][C]0.0133[/C][C]0.494732[/C][/ROW]
[ROW][C]10[/C][C]0.018198[/C][C]0.141[/C][C]0.444187[/C][/ROW]
[ROW][C]11[/C][C]0.069327[/C][C]0.537[/C][C]0.296625[/C][/ROW]
[ROW][C]12[/C][C]-0.036137[/C][C]-0.2799[/C][C]0.390253[/C][/ROW]
[ROW][C]13[/C][C]-0.025213[/C][C]-0.1953[/C][C]0.422909[/C][/ROW]
[ROW][C]14[/C][C]-0.138422[/C][C]-1.0722[/C][C]0.143959[/C][/ROW]
[ROW][C]15[/C][C]-0.050881[/C][C]-0.3941[/C][C]0.347445[/C][/ROW]
[ROW][C]16[/C][C]0.240057[/C][C]1.8595[/C][C]0.033932[/C][/ROW]
[ROW][C]17[/C][C]-0.124752[/C][C]-0.9663[/C][C]0.168881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62654&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62654&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	-0.258848	-2.005	0.024739
2	-0.136624	-1.0583	0.147083
3	0.079577	0.6164	0.269982
4	-0.085683	-0.6637	0.254713
5	-0.066777	-0.5173	0.30344
6	0.099273	0.769	0.222464
7	-0.004392	-0.034	0.486488
8	0.058863	0.456	0.325035
9	0.001712	0.0133	0.494732
10	0.018198	0.141	0.444187
11	0.069327	0.537	0.296625
12	-0.036137	-0.2799	0.390253
13	-0.025213	-0.1953	0.422909
14	-0.138422	-1.0722	0.143959
15	-0.050881	-0.3941	0.347445
16	0.240057	1.8595	0.033932
17	-0.124752	-0.9663	0.168881

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.258848	-2.005	0.024739
2	-0.21825	-1.6906	0.048055
3	-0.022509	-0.1744	0.431088
4	-0.10901	-0.8444	0.200903
5	-0.126035	-0.9763	0.166426
6	0.01016	0.0787	0.468767
7	0.002143	0.0166	0.493406
8	0.088076	0.6822	0.248858
9	0.039324	0.3046	0.380862
10	0.07361	0.5702	0.285342
11	0.135912	1.0528	0.148334
12	0.065119	0.5044	0.307911
13	0.035032	0.2714	0.393523
14	-0.16702	-1.2937	0.100358
15	-0.175179	-1.3569	0.089944
16	0.127217	0.9854	0.164189
17	-0.083089	-0.6436	0.261143

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.258848 & -2.005 & 0.024739 \tabularnewline
2 & -0.21825 & -1.6906 & 0.048055 \tabularnewline
3 & -0.022509 & -0.1744 & 0.431088 \tabularnewline
4 & -0.10901 & -0.8444 & 0.200903 \tabularnewline
5 & -0.126035 & -0.9763 & 0.166426 \tabularnewline
6 & 0.01016 & 0.0787 & 0.468767 \tabularnewline
7 & 0.002143 & 0.0166 & 0.493406 \tabularnewline
8 & 0.088076 & 0.6822 & 0.248858 \tabularnewline
9 & 0.039324 & 0.3046 & 0.380862 \tabularnewline
10 & 0.07361 & 0.5702 & 0.285342 \tabularnewline
11 & 0.135912 & 1.0528 & 0.148334 \tabularnewline
12 & 0.065119 & 0.5044 & 0.307911 \tabularnewline
13 & 0.035032 & 0.2714 & 0.393523 \tabularnewline
14 & -0.16702 & -1.2937 & 0.100358 \tabularnewline
15 & -0.175179 & -1.3569 & 0.089944 \tabularnewline
16 & 0.127217 & 0.9854 & 0.164189 \tabularnewline
17 & -0.083089 & -0.6436 & 0.261143 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62654&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]-0.258848[/C][C]-2.005[/C][C]0.024739[/C][/ROW]
[ROW][C]2[/C][C]-0.21825[/C][C]-1.6906[/C][C]0.048055[/C][/ROW]
[ROW][C]3[/C][C]-0.022509[/C][C]-0.1744[/C][C]0.431088[/C][/ROW]
[ROW][C]4[/C][C]-0.10901[/C][C]-0.8444[/C][C]0.200903[/C][/ROW]
[ROW][C]5[/C][C]-0.126035[/C][C]-0.9763[/C][C]0.166426[/C][/ROW]
[ROW][C]6[/C][C]0.01016[/C][C]0.0787[/C][C]0.468767[/C][/ROW]
[ROW][C]7[/C][C]0.002143[/C][C]0.0166[/C][C]0.493406[/C][/ROW]
[ROW][C]8[/C][C]0.088076[/C][C]0.6822[/C][C]0.248858[/C][/ROW]
[ROW][C]9[/C][C]0.039324[/C][C]0.3046[/C][C]0.380862[/C][/ROW]
[ROW][C]10[/C][C]0.07361[/C][C]0.5702[/C][C]0.285342[/C][/ROW]
[ROW][C]11[/C][C]0.135912[/C][C]1.0528[/C][C]0.148334[/C][/ROW]
[ROW][C]12[/C][C]0.065119[/C][C]0.5044[/C][C]0.307911[/C][/ROW]
[ROW][C]13[/C][C]0.035032[/C][C]0.2714[/C][C]0.393523[/C][/ROW]
[ROW][C]14[/C][C]-0.16702[/C][C]-1.2937[/C][C]0.100358[/C][/ROW]
[ROW][C]15[/C][C]-0.175179[/C][C]-1.3569[/C][C]0.089944[/C][/ROW]
[ROW][C]16[/C][C]0.127217[/C][C]0.9854[/C][C]0.164189[/C][/ROW]
[ROW][C]17[/C][C]-0.083089[/C][C]-0.6436[/C][C]0.261143[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62654&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62654&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	-0.258848	-2.005	0.024739
2	-0.21825	-1.6906	0.048055
3	-0.022509	-0.1744	0.431088
4	-0.10901	-0.8444	0.200903
5	-0.126035	-0.9763	0.166426
6	0.01016	0.0787	0.468767
7	0.002143	0.0166	0.493406
8	0.088076	0.6822	0.248858
9	0.039324	0.3046	0.380862
10	0.07361	0.5702	0.285342
11	0.135912	1.0528	0.148334
12	0.065119	0.5044	0.307911
13	0.035032	0.2714	0.393523
14	-0.16702	-1.2937	0.100358
15	-0.175179	-1.3569	0.089944
16	0.127217	0.9854	0.164189
17	-0.083089	-0.6436	0.261143

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 2.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 2.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code