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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 06:20:59 -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/t1259932967eyvllnuqqdrh18u.htm/, Retrieved Sun, 28 Apr 2024 15:05:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63479, Retrieved Sun, 28 Apr 2024 15:05:50 +0000

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User-defined keywords

Estimated Impact

140

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] [cs.shw.ws9.v3] [2009-12-04 13:20:59] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   P         [(Partial) Autocorrelation Function] [ws9-1] [2009-12-11 11:52:35] [74be16979710d4c4e7c6647856088456] 

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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=63479&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=63479&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63479&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	-0.084606	-0.6499	0.259148
2	-0.081544	-0.6263	0.266751
3	0.156409	1.2014	0.117198
4	0.066358	0.5097	0.306081
5	-0.18876	-1.4499	0.076191
6	-0.088691	-0.6812	0.24919
7	-0.073622	-0.5655	0.28694
8	-0.128472	-0.9868	0.163882
9	0.083768	0.6434	0.261219
10	-0.036623	-0.2813	0.38973
11	0.062945	0.4835	0.315268
12	-0.052466	-0.403	0.344202
13	-0.00718	-0.0552	0.478102
14	-0.048932	-0.3759	0.354187
15	-0.101087	-0.7765	0.220289
16	-0.142251	-1.0927	0.139494
17	-0.056263	-0.4322	0.3336

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.084606 & -0.6499 & 0.259148 \tabularnewline
2 & -0.081544 & -0.6263 & 0.266751 \tabularnewline
3 & 0.156409 & 1.2014 & 0.117198 \tabularnewline
4 & 0.066358 & 0.5097 & 0.306081 \tabularnewline
5 & -0.18876 & -1.4499 & 0.076191 \tabularnewline
6 & -0.088691 & -0.6812 & 0.24919 \tabularnewline
7 & -0.073622 & -0.5655 & 0.28694 \tabularnewline
8 & -0.128472 & -0.9868 & 0.163882 \tabularnewline
9 & 0.083768 & 0.6434 & 0.261219 \tabularnewline
10 & -0.036623 & -0.2813 & 0.38973 \tabularnewline
11 & 0.062945 & 0.4835 & 0.315268 \tabularnewline
12 & -0.052466 & -0.403 & 0.344202 \tabularnewline
13 & -0.00718 & -0.0552 & 0.478102 \tabularnewline
14 & -0.048932 & -0.3759 & 0.354187 \tabularnewline
15 & -0.101087 & -0.7765 & 0.220289 \tabularnewline
16 & -0.142251 & -1.0927 & 0.139494 \tabularnewline
17 & -0.056263 & -0.4322 & 0.3336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63479&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]-0.084606[/C][C]-0.6499[/C][C]0.259148[/C][/ROW]
[ROW][C]2[/C][C]-0.081544[/C][C]-0.6263[/C][C]0.266751[/C][/ROW]
[ROW][C]3[/C][C]0.156409[/C][C]1.2014[/C][C]0.117198[/C][/ROW]
[ROW][C]4[/C][C]0.066358[/C][C]0.5097[/C][C]0.306081[/C][/ROW]
[ROW][C]5[/C][C]-0.18876[/C][C]-1.4499[/C][C]0.076191[/C][/ROW]
[ROW][C]6[/C][C]-0.088691[/C][C]-0.6812[/C][C]0.24919[/C][/ROW]
[ROW][C]7[/C][C]-0.073622[/C][C]-0.5655[/C][C]0.28694[/C][/ROW]
[ROW][C]8[/C][C]-0.128472[/C][C]-0.9868[/C][C]0.163882[/C][/ROW]
[ROW][C]9[/C][C]0.083768[/C][C]0.6434[/C][C]0.261219[/C][/ROW]
[ROW][C]10[/C][C]-0.036623[/C][C]-0.2813[/C][C]0.38973[/C][/ROW]
[ROW][C]11[/C][C]0.062945[/C][C]0.4835[/C][C]0.315268[/C][/ROW]
[ROW][C]12[/C][C]-0.052466[/C][C]-0.403[/C][C]0.344202[/C][/ROW]
[ROW][C]13[/C][C]-0.00718[/C][C]-0.0552[/C][C]0.478102[/C][/ROW]
[ROW][C]14[/C][C]-0.048932[/C][C]-0.3759[/C][C]0.354187[/C][/ROW]
[ROW][C]15[/C][C]-0.101087[/C][C]-0.7765[/C][C]0.220289[/C][/ROW]
[ROW][C]16[/C][C]-0.142251[/C][C]-1.0927[/C][C]0.139494[/C][/ROW]
[ROW][C]17[/C][C]-0.056263[/C][C]-0.4322[/C][C]0.3336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63479&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63479&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	-0.084606	-0.6499	0.259148
2	-0.081544	-0.6263	0.266751
3	0.156409	1.2014	0.117198
4	0.066358	0.5097	0.306081
5	-0.18876	-1.4499	0.076191
6	-0.088691	-0.6812	0.24919
7	-0.073622	-0.5655	0.28694
8	-0.128472	-0.9868	0.163882
9	0.083768	0.6434	0.261219
10	-0.036623	-0.2813	0.38973
11	0.062945	0.4835	0.315268
12	-0.052466	-0.403	0.344202
13	-0.00718	-0.0552	0.478102
14	-0.048932	-0.3759	0.354187
15	-0.101087	-0.7765	0.220289
16	-0.142251	-1.0927	0.139494
17	-0.056263	-0.4322	0.3336

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.084606	-0.6499	0.259148
2	-0.089341	-0.6862	0.247623
3	0.143499	1.1022	0.137417
4	0.087807	0.6745	0.251326
5	-0.158902	-1.2205	0.113556
6	-0.138984	-1.0676	0.145035
7	-0.148379	-1.1397	0.129504
8	-0.128072	-0.9837	0.164631
9	0.117478	0.9024	0.185266
10	-0.006411	-0.0492	0.480446
11	0.094185	0.7234	0.236131
12	-0.120494	-0.9255	0.17923
13	-0.11389	-0.8748	0.192613
14	-0.120299	-0.924	0.179615
15	-0.147338	-1.1317	0.131165
16	-0.147338	-1.1317	0.131164
17	-0.08472	-0.6507	0.258868

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.084606 & -0.6499 & 0.259148 \tabularnewline
2 & -0.089341 & -0.6862 & 0.247623 \tabularnewline
3 & 0.143499 & 1.1022 & 0.137417 \tabularnewline
4 & 0.087807 & 0.6745 & 0.251326 \tabularnewline
5 & -0.158902 & -1.2205 & 0.113556 \tabularnewline
6 & -0.138984 & -1.0676 & 0.145035 \tabularnewline
7 & -0.148379 & -1.1397 & 0.129504 \tabularnewline
8 & -0.128072 & -0.9837 & 0.164631 \tabularnewline
9 & 0.117478 & 0.9024 & 0.185266 \tabularnewline
10 & -0.006411 & -0.0492 & 0.480446 \tabularnewline
11 & 0.094185 & 0.7234 & 0.236131 \tabularnewline
12 & -0.120494 & -0.9255 & 0.17923 \tabularnewline
13 & -0.11389 & -0.8748 & 0.192613 \tabularnewline
14 & -0.120299 & -0.924 & 0.179615 \tabularnewline
15 & -0.147338 & -1.1317 & 0.131165 \tabularnewline
16 & -0.147338 & -1.1317 & 0.131164 \tabularnewline
17 & -0.08472 & -0.6507 & 0.258868 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63479&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]-0.084606[/C][C]-0.6499[/C][C]0.259148[/C][/ROW]
[ROW][C]2[/C][C]-0.089341[/C][C]-0.6862[/C][C]0.247623[/C][/ROW]
[ROW][C]3[/C][C]0.143499[/C][C]1.1022[/C][C]0.137417[/C][/ROW]
[ROW][C]4[/C][C]0.087807[/C][C]0.6745[/C][C]0.251326[/C][/ROW]
[ROW][C]5[/C][C]-0.158902[/C][C]-1.2205[/C][C]0.113556[/C][/ROW]
[ROW][C]6[/C][C]-0.138984[/C][C]-1.0676[/C][C]0.145035[/C][/ROW]
[ROW][C]7[/C][C]-0.148379[/C][C]-1.1397[/C][C]0.129504[/C][/ROW]
[ROW][C]8[/C][C]-0.128072[/C][C]-0.9837[/C][C]0.164631[/C][/ROW]
[ROW][C]9[/C][C]0.117478[/C][C]0.9024[/C][C]0.185266[/C][/ROW]
[ROW][C]10[/C][C]-0.006411[/C][C]-0.0492[/C][C]0.480446[/C][/ROW]
[ROW][C]11[/C][C]0.094185[/C][C]0.7234[/C][C]0.236131[/C][/ROW]
[ROW][C]12[/C][C]-0.120494[/C][C]-0.9255[/C][C]0.17923[/C][/ROW]
[ROW][C]13[/C][C]-0.11389[/C][C]-0.8748[/C][C]0.192613[/C][/ROW]
[ROW][C]14[/C][C]-0.120299[/C][C]-0.924[/C][C]0.179615[/C][/ROW]
[ROW][C]15[/C][C]-0.147338[/C][C]-1.1317[/C][C]0.131165[/C][/ROW]
[ROW][C]16[/C][C]-0.147338[/C][C]-1.1317[/C][C]0.131164[/C][/ROW]
[ROW][C]17[/C][C]-0.08472[/C][C]-0.6507[/C][C]0.258868[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63479&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63479&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	-0.084606	-0.6499	0.259148
2	-0.089341	-0.6862	0.247623
3	0.143499	1.1022	0.137417
4	0.087807	0.6745	0.251326
5	-0.158902	-1.2205	0.113556
6	-0.138984	-1.0676	0.145035
7	-0.148379	-1.1397	0.129504
8	-0.128072	-0.9837	0.164631
9	0.117478	0.9024	0.185266
10	-0.006411	-0.0492	0.480446
11	0.094185	0.7234	0.236131
12	-0.120494	-0.9255	0.17923
13	-0.11389	-0.8748	0.192613
14	-0.120299	-0.924	0.179615
15	-0.147338	-1.1317	0.131165
16	-0.147338	-1.1317	0.131164
17	-0.08472	-0.6507	0.258868

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; 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')

Free Statistics

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code