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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 12:32:52 -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/t1259868870ujxilb2gu95kzkv.htm/, Retrieved Fri, 26 Apr 2024 01:35:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63090, Retrieved Fri, 26 Apr 2024 01:35:20 +0000

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Estimated Impact

109

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 19:32:52] [ed082d38031561faed979d8cebfeba4d] [Current]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-04 14:01:50] [325e037ef8beb77178124dff9c2e015a] 

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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=63090&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=63090&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63090&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	0.792797	6.141	0
2	0.377236	2.9221	0.002448
3	-0.083682	-0.6482	0.259666
4	-0.384775	-2.9805	0.002076
5	-0.537663	-4.1647	5.1e-05
6	-0.547582	-4.2416	3.9e-05
7	-0.488893	-3.787	0.000178
8	-0.336388	-2.6057	0.005774
9	-0.085189	-0.6599	0.255931
10	0.269553	2.0879	0.020528
11	0.574318	4.4486	1.9e-05
12	0.707141	5.4775	0
13	0.535069	4.1446	5.4e-05
14	0.19965	1.5465	0.063624
15	-0.167692	-1.2989	0.099467
16	-0.392911	-3.0435	0.001734
17	-0.485046	-3.7571	0.000196

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.792797 & 6.141 & 0 \tabularnewline
2 & 0.377236 & 2.9221 & 0.002448 \tabularnewline
3 & -0.083682 & -0.6482 & 0.259666 \tabularnewline
4 & -0.384775 & -2.9805 & 0.002076 \tabularnewline
5 & -0.537663 & -4.1647 & 5.1e-05 \tabularnewline
6 & -0.547582 & -4.2416 & 3.9e-05 \tabularnewline
7 & -0.488893 & -3.787 & 0.000178 \tabularnewline
8 & -0.336388 & -2.6057 & 0.005774 \tabularnewline
9 & -0.085189 & -0.6599 & 0.255931 \tabularnewline
10 & 0.269553 & 2.0879 & 0.020528 \tabularnewline
11 & 0.574318 & 4.4486 & 1.9e-05 \tabularnewline
12 & 0.707141 & 5.4775 & 0 \tabularnewline
13 & 0.535069 & 4.1446 & 5.4e-05 \tabularnewline
14 & 0.19965 & 1.5465 & 0.063624 \tabularnewline
15 & -0.167692 & -1.2989 & 0.099467 \tabularnewline
16 & -0.392911 & -3.0435 & 0.001734 \tabularnewline
17 & -0.485046 & -3.7571 & 0.000196 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63090&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]0.792797[/C][C]6.141[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.377236[/C][C]2.9221[/C][C]0.002448[/C][/ROW]
[ROW][C]3[/C][C]-0.083682[/C][C]-0.6482[/C][C]0.259666[/C][/ROW]
[ROW][C]4[/C][C]-0.384775[/C][C]-2.9805[/C][C]0.002076[/C][/ROW]
[ROW][C]5[/C][C]-0.537663[/C][C]-4.1647[/C][C]5.1e-05[/C][/ROW]
[ROW][C]6[/C][C]-0.547582[/C][C]-4.2416[/C][C]3.9e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.488893[/C][C]-3.787[/C][C]0.000178[/C][/ROW]
[ROW][C]8[/C][C]-0.336388[/C][C]-2.6057[/C][C]0.005774[/C][/ROW]
[ROW][C]9[/C][C]-0.085189[/C][C]-0.6599[/C][C]0.255931[/C][/ROW]
[ROW][C]10[/C][C]0.269553[/C][C]2.0879[/C][C]0.020528[/C][/ROW]
[ROW][C]11[/C][C]0.574318[/C][C]4.4486[/C][C]1.9e-05[/C][/ROW]
[ROW][C]12[/C][C]0.707141[/C][C]5.4775[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.535069[/C][C]4.1446[/C][C]5.4e-05[/C][/ROW]
[ROW][C]14[/C][C]0.19965[/C][C]1.5465[/C][C]0.063624[/C][/ROW]
[ROW][C]15[/C][C]-0.167692[/C][C]-1.2989[/C][C]0.099467[/C][/ROW]
[ROW][C]16[/C][C]-0.392911[/C][C]-3.0435[/C][C]0.001734[/C][/ROW]
[ROW][C]17[/C][C]-0.485046[/C][C]-3.7571[/C][C]0.000196[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63090&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63090&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	0.792797	6.141	0
2	0.377236	2.9221	0.002448
3	-0.083682	-0.6482	0.259666
4	-0.384775	-2.9805	0.002076
5	-0.537663	-4.1647	5.1e-05
6	-0.547582	-4.2416	3.9e-05
7	-0.488893	-3.787	0.000178
8	-0.336388	-2.6057	0.005774
9	-0.085189	-0.6599	0.255931
10	0.269553	2.0879	0.020528
11	0.574318	4.4486	1.9e-05
12	0.707141	5.4775	0
13	0.535069	4.1446	5.4e-05
14	0.19965	1.5465	0.063624
15	-0.167692	-1.2989	0.099467
16	-0.392911	-3.0435	0.001734
17	-0.485046	-3.7571	0.000196

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.792797	6.141	0
2	-0.676475	-5.24	1e-06
3	-0.242009	-1.8746	0.032859
4	0.202771	1.5707	0.060761
5	-0.408825	-3.1667	0.001212
6	-0.155148	-1.2018	0.117087
7	-0.15228	-1.1796	0.121417
8	0.029907	0.2317	0.408797
9	0.245017	1.8979	0.031262
10	0.3262	2.5267	0.007084
11	-0.049124	-0.3805	0.352454
12	0.018829	0.1459	0.442263
13	-0.380611	-2.9482	0.002274
14	0.204925	1.5873	0.058846
15	0.031625	0.245	0.40366
16	-0.100986	-0.7822	0.218576
17	-0.014604	-0.1131	0.455154

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.792797 & 6.141 & 0 \tabularnewline
2 & -0.676475 & -5.24 & 1e-06 \tabularnewline
3 & -0.242009 & -1.8746 & 0.032859 \tabularnewline
4 & 0.202771 & 1.5707 & 0.060761 \tabularnewline
5 & -0.408825 & -3.1667 & 0.001212 \tabularnewline
6 & -0.155148 & -1.2018 & 0.117087 \tabularnewline
7 & -0.15228 & -1.1796 & 0.121417 \tabularnewline
8 & 0.029907 & 0.2317 & 0.408797 \tabularnewline
9 & 0.245017 & 1.8979 & 0.031262 \tabularnewline
10 & 0.3262 & 2.5267 & 0.007084 \tabularnewline
11 & -0.049124 & -0.3805 & 0.352454 \tabularnewline
12 & 0.018829 & 0.1459 & 0.442263 \tabularnewline
13 & -0.380611 & -2.9482 & 0.002274 \tabularnewline
14 & 0.204925 & 1.5873 & 0.058846 \tabularnewline
15 & 0.031625 & 0.245 & 0.40366 \tabularnewline
16 & -0.100986 & -0.7822 & 0.218576 \tabularnewline
17 & -0.014604 & -0.1131 & 0.455154 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63090&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]0.792797[/C][C]6.141[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.676475[/C][C]-5.24[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.242009[/C][C]-1.8746[/C][C]0.032859[/C][/ROW]
[ROW][C]4[/C][C]0.202771[/C][C]1.5707[/C][C]0.060761[/C][/ROW]
[ROW][C]5[/C][C]-0.408825[/C][C]-3.1667[/C][C]0.001212[/C][/ROW]
[ROW][C]6[/C][C]-0.155148[/C][C]-1.2018[/C][C]0.117087[/C][/ROW]
[ROW][C]7[/C][C]-0.15228[/C][C]-1.1796[/C][C]0.121417[/C][/ROW]
[ROW][C]8[/C][C]0.029907[/C][C]0.2317[/C][C]0.408797[/C][/ROW]
[ROW][C]9[/C][C]0.245017[/C][C]1.8979[/C][C]0.031262[/C][/ROW]
[ROW][C]10[/C][C]0.3262[/C][C]2.5267[/C][C]0.007084[/C][/ROW]
[ROW][C]11[/C][C]-0.049124[/C][C]-0.3805[/C][C]0.352454[/C][/ROW]
[ROW][C]12[/C][C]0.018829[/C][C]0.1459[/C][C]0.442263[/C][/ROW]
[ROW][C]13[/C][C]-0.380611[/C][C]-2.9482[/C][C]0.002274[/C][/ROW]
[ROW][C]14[/C][C]0.204925[/C][C]1.5873[/C][C]0.058846[/C][/ROW]
[ROW][C]15[/C][C]0.031625[/C][C]0.245[/C][C]0.40366[/C][/ROW]
[ROW][C]16[/C][C]-0.100986[/C][C]-0.7822[/C][C]0.218576[/C][/ROW]
[ROW][C]17[/C][C]-0.014604[/C][C]-0.1131[/C][C]0.455154[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63090&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63090&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	0.792797	6.141	0
2	-0.676475	-5.24	1e-06
3	-0.242009	-1.8746	0.032859
4	0.202771	1.5707	0.060761
5	-0.408825	-3.1667	0.001212
6	-0.155148	-1.2018	0.117087
7	-0.15228	-1.1796	0.121417
8	0.029907	0.2317	0.408797
9	0.245017	1.8979	0.031262
10	0.3262	2.5267	0.007084
11	-0.049124	-0.3805	0.352454
12	0.018829	0.1459	0.442263
13	-0.380611	-2.9482	0.002274
14	0.204925	1.5873	0.058846
15	0.031625	0.245	0.40366
16	-0.100986	-0.7822	0.218576
17	-0.014604	-0.1131	0.455154

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; 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