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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 05:06:05 -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/04/t1259928430btl6nu3wfnwcjd5.htm/, Retrieved Sun, 28 Apr 2024 11:55:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63350, Retrieved Sun, 28 Apr 2024 11:55:51 +0000

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Estimated Impact

119

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 14:47:30] [b98453cac15ba1066b407e146608df68]
- R PD      [(Partial) Autocorrelation Function] [] [2009-12-04 12:06:05] [1c773da0103d9327c2f1f790e2d74438] [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=63350&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=63350&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63350&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	0.266138	2.0442	0.0227
2	0.007977	0.0613	0.475675
3	0.13543	1.0403	0.151232
4	0.135043	1.0373	0.151918
5	0.104496	0.8026	0.2127
6	-0.103645	-0.7961	0.214578
7	-0.32953	-2.5312	0.007027
8	-0.088665	-0.6811	0.249252
9	-0.05542	-0.4257	0.335941
10	-0.200829	-1.5426	0.064138
11	-0.186569	-1.4331	0.078559
12	-0.170758	-1.3116	0.097365
13	-0.128919	-0.9902	0.163048
14	0.02241	0.1721	0.431961
15	0.045199	0.3472	0.364845
16	0.00535	0.0411	0.483679
17	0.009583	0.0736	0.470786

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.266138 & 2.0442 & 0.0227 \tabularnewline
2 & 0.007977 & 0.0613 & 0.475675 \tabularnewline
3 & 0.13543 & 1.0403 & 0.151232 \tabularnewline
4 & 0.135043 & 1.0373 & 0.151918 \tabularnewline
5 & 0.104496 & 0.8026 & 0.2127 \tabularnewline
6 & -0.103645 & -0.7961 & 0.214578 \tabularnewline
7 & -0.32953 & -2.5312 & 0.007027 \tabularnewline
8 & -0.088665 & -0.6811 & 0.249252 \tabularnewline
9 & -0.05542 & -0.4257 & 0.335941 \tabularnewline
10 & -0.200829 & -1.5426 & 0.064138 \tabularnewline
11 & -0.186569 & -1.4331 & 0.078559 \tabularnewline
12 & -0.170758 & -1.3116 & 0.097365 \tabularnewline
13 & -0.128919 & -0.9902 & 0.163048 \tabularnewline
14 & 0.02241 & 0.1721 & 0.431961 \tabularnewline
15 & 0.045199 & 0.3472 & 0.364845 \tabularnewline
16 & 0.00535 & 0.0411 & 0.483679 \tabularnewline
17 & 0.009583 & 0.0736 & 0.470786 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63350&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]0.266138[/C][C]2.0442[/C][C]0.0227[/C][/ROW]
[ROW][C]2[/C][C]0.007977[/C][C]0.0613[/C][C]0.475675[/C][/ROW]
[ROW][C]3[/C][C]0.13543[/C][C]1.0403[/C][C]0.151232[/C][/ROW]
[ROW][C]4[/C][C]0.135043[/C][C]1.0373[/C][C]0.151918[/C][/ROW]
[ROW][C]5[/C][C]0.104496[/C][C]0.8026[/C][C]0.2127[/C][/ROW]
[ROW][C]6[/C][C]-0.103645[/C][C]-0.7961[/C][C]0.214578[/C][/ROW]
[ROW][C]7[/C][C]-0.32953[/C][C]-2.5312[/C][C]0.007027[/C][/ROW]
[ROW][C]8[/C][C]-0.088665[/C][C]-0.6811[/C][C]0.249252[/C][/ROW]
[ROW][C]9[/C][C]-0.05542[/C][C]-0.4257[/C][C]0.335941[/C][/ROW]
[ROW][C]10[/C][C]-0.200829[/C][C]-1.5426[/C][C]0.064138[/C][/ROW]
[ROW][C]11[/C][C]-0.186569[/C][C]-1.4331[/C][C]0.078559[/C][/ROW]
[ROW][C]12[/C][C]-0.170758[/C][C]-1.3116[/C][C]0.097365[/C][/ROW]
[ROW][C]13[/C][C]-0.128919[/C][C]-0.9902[/C][C]0.163048[/C][/ROW]
[ROW][C]14[/C][C]0.02241[/C][C]0.1721[/C][C]0.431961[/C][/ROW]
[ROW][C]15[/C][C]0.045199[/C][C]0.3472[/C][C]0.364845[/C][/ROW]
[ROW][C]16[/C][C]0.00535[/C][C]0.0411[/C][C]0.483679[/C][/ROW]
[ROW][C]17[/C][C]0.009583[/C][C]0.0736[/C][C]0.470786[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63350&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63350&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	0.266138	2.0442	0.0227
2	0.007977	0.0613	0.475675
3	0.13543	1.0403	0.151232
4	0.135043	1.0373	0.151918
5	0.104496	0.8026	0.2127
6	-0.103645	-0.7961	0.214578
7	-0.32953	-2.5312	0.007027
8	-0.088665	-0.6811	0.249252
9	-0.05542	-0.4257	0.335941
10	-0.200829	-1.5426	0.064138
11	-0.186569	-1.4331	0.078559
12	-0.170758	-1.3116	0.097365
13	-0.128919	-0.9902	0.163048
14	0.02241	0.1721	0.431961
15	0.045199	0.3472	0.364845
16	0.00535	0.0411	0.483679
17	0.009583	0.0736	0.470786

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.266138	2.0442	0.0227
2	-0.067644	-0.5196	0.30265
3	0.163437	1.2554	0.107144
4	0.058295	0.4478	0.32798
5	0.0711	0.5461	0.293519
6	-0.176128	-1.3529	0.09063
7	-0.310199	-2.3827	0.010214
8	0.031688	0.2434	0.404271
9	-0.064895	-0.4985	0.310004
10	-0.086382	-0.6635	0.254793
11	-0.038853	-0.2984	0.383208
12	-0.082644	-0.6348	0.264006
13	-0.113013	-0.8681	0.194438
14	0.026749	0.2055	0.418959
15	0.098915	0.7598	0.225205
16	-0.00014	-0.0011	0.499572
17	-0.07201	-0.5531	0.291135

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.266138 & 2.0442 & 0.0227 \tabularnewline
2 & -0.067644 & -0.5196 & 0.30265 \tabularnewline
3 & 0.163437 & 1.2554 & 0.107144 \tabularnewline
4 & 0.058295 & 0.4478 & 0.32798 \tabularnewline
5 & 0.0711 & 0.5461 & 0.293519 \tabularnewline
6 & -0.176128 & -1.3529 & 0.09063 \tabularnewline
7 & -0.310199 & -2.3827 & 0.010214 \tabularnewline
8 & 0.031688 & 0.2434 & 0.404271 \tabularnewline
9 & -0.064895 & -0.4985 & 0.310004 \tabularnewline
10 & -0.086382 & -0.6635 & 0.254793 \tabularnewline
11 & -0.038853 & -0.2984 & 0.383208 \tabularnewline
12 & -0.082644 & -0.6348 & 0.264006 \tabularnewline
13 & -0.113013 & -0.8681 & 0.194438 \tabularnewline
14 & 0.026749 & 0.2055 & 0.418959 \tabularnewline
15 & 0.098915 & 0.7598 & 0.225205 \tabularnewline
16 & -0.00014 & -0.0011 & 0.499572 \tabularnewline
17 & -0.07201 & -0.5531 & 0.291135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63350&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]0.266138[/C][C]2.0442[/C][C]0.0227[/C][/ROW]
[ROW][C]2[/C][C]-0.067644[/C][C]-0.5196[/C][C]0.30265[/C][/ROW]
[ROW][C]3[/C][C]0.163437[/C][C]1.2554[/C][C]0.107144[/C][/ROW]
[ROW][C]4[/C][C]0.058295[/C][C]0.4478[/C][C]0.32798[/C][/ROW]
[ROW][C]5[/C][C]0.0711[/C][C]0.5461[/C][C]0.293519[/C][/ROW]
[ROW][C]6[/C][C]-0.176128[/C][C]-1.3529[/C][C]0.09063[/C][/ROW]
[ROW][C]7[/C][C]-0.310199[/C][C]-2.3827[/C][C]0.010214[/C][/ROW]
[ROW][C]8[/C][C]0.031688[/C][C]0.2434[/C][C]0.404271[/C][/ROW]
[ROW][C]9[/C][C]-0.064895[/C][C]-0.4985[/C][C]0.310004[/C][/ROW]
[ROW][C]10[/C][C]-0.086382[/C][C]-0.6635[/C][C]0.254793[/C][/ROW]
[ROW][C]11[/C][C]-0.038853[/C][C]-0.2984[/C][C]0.383208[/C][/ROW]
[ROW][C]12[/C][C]-0.082644[/C][C]-0.6348[/C][C]0.264006[/C][/ROW]
[ROW][C]13[/C][C]-0.113013[/C][C]-0.8681[/C][C]0.194438[/C][/ROW]
[ROW][C]14[/C][C]0.026749[/C][C]0.2055[/C][C]0.418959[/C][/ROW]
[ROW][C]15[/C][C]0.098915[/C][C]0.7598[/C][C]0.225205[/C][/ROW]
[ROW][C]16[/C][C]-0.00014[/C][C]-0.0011[/C][C]0.499572[/C][/ROW]
[ROW][C]17[/C][C]-0.07201[/C][C]-0.5531[/C][C]0.291135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63350&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63350&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	0.266138	2.0442	0.0227
2	-0.067644	-0.5196	0.30265
3	0.163437	1.2554	0.107144
4	0.058295	0.4478	0.32798
5	0.0711	0.5461	0.293519
6	-0.176128	-1.3529	0.09063
7	-0.310199	-2.3827	0.010214
8	0.031688	0.2434	0.404271
9	-0.064895	-0.4985	0.310004
10	-0.086382	-0.6635	0.254793
11	-0.038853	-0.2984	0.383208
12	-0.082644	-0.6348	0.264006
13	-0.113013	-0.8681	0.194438
14	0.026749	0.2055	0.418959
15	0.098915	0.7598	0.225205
16	-0.00014	-0.0011	0.499572
17	-0.07201	-0.5531	0.291135

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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