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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 10:48:48 -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/t1259948970nvteyi52vskie6i.htm/, Retrieved Sat, 27 Apr 2024 22:47:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63973, Retrieved Sat, 27 Apr 2024 22:47:53 +0000

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Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [] [2009-12-04 17:48:48] [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	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=63973&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=63973&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63973&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	0.172956	1.0377	0.153156
2	0.217482	1.3049	0.100105
3	0.055402	0.3324	0.370753
4	0.276984	1.6619	0.052608
5	-0.0374	-0.2244	0.411856
6	0.021353	0.1281	0.449384
7	0.00249	0.0149	0.494081
8	-0.133369	-0.8002	0.214419
9	0.007708	0.0462	0.481684
10	-0.00083	-0.005	0.498026
11	0.096685	0.5801	0.282726
12	-0.271858	-1.6311	0.055789
13	-0.085193	-0.5112	0.306181
14	0.051933	0.3116	0.378571
15	0.045162	0.271	0.39398
16	-0.162829	-0.977	0.167551
17	-0.135014	-0.8101	0.211607

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.172956 & 1.0377 & 0.153156 \tabularnewline
2 & 0.217482 & 1.3049 & 0.100105 \tabularnewline
3 & 0.055402 & 0.3324 & 0.370753 \tabularnewline
4 & 0.276984 & 1.6619 & 0.052608 \tabularnewline
5 & -0.0374 & -0.2244 & 0.411856 \tabularnewline
6 & 0.021353 & 0.1281 & 0.449384 \tabularnewline
7 & 0.00249 & 0.0149 & 0.494081 \tabularnewline
8 & -0.133369 & -0.8002 & 0.214419 \tabularnewline
9 & 0.007708 & 0.0462 & 0.481684 \tabularnewline
10 & -0.00083 & -0.005 & 0.498026 \tabularnewline
11 & 0.096685 & 0.5801 & 0.282726 \tabularnewline
12 & -0.271858 & -1.6311 & 0.055789 \tabularnewline
13 & -0.085193 & -0.5112 & 0.306181 \tabularnewline
14 & 0.051933 & 0.3116 & 0.378571 \tabularnewline
15 & 0.045162 & 0.271 & 0.39398 \tabularnewline
16 & -0.162829 & -0.977 & 0.167551 \tabularnewline
17 & -0.135014 & -0.8101 & 0.211607 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63973&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]0.172956[/C][C]1.0377[/C][C]0.153156[/C][/ROW]
[ROW][C]2[/C][C]0.217482[/C][C]1.3049[/C][C]0.100105[/C][/ROW]
[ROW][C]3[/C][C]0.055402[/C][C]0.3324[/C][C]0.370753[/C][/ROW]
[ROW][C]4[/C][C]0.276984[/C][C]1.6619[/C][C]0.052608[/C][/ROW]
[ROW][C]5[/C][C]-0.0374[/C][C]-0.2244[/C][C]0.411856[/C][/ROW]
[ROW][C]6[/C][C]0.021353[/C][C]0.1281[/C][C]0.449384[/C][/ROW]
[ROW][C]7[/C][C]0.00249[/C][C]0.0149[/C][C]0.494081[/C][/ROW]
[ROW][C]8[/C][C]-0.133369[/C][C]-0.8002[/C][C]0.214419[/C][/ROW]
[ROW][C]9[/C][C]0.007708[/C][C]0.0462[/C][C]0.481684[/C][/ROW]
[ROW][C]10[/C][C]-0.00083[/C][C]-0.005[/C][C]0.498026[/C][/ROW]
[ROW][C]11[/C][C]0.096685[/C][C]0.5801[/C][C]0.282726[/C][/ROW]
[ROW][C]12[/C][C]-0.271858[/C][C]-1.6311[/C][C]0.055789[/C][/ROW]
[ROW][C]13[/C][C]-0.085193[/C][C]-0.5112[/C][C]0.306181[/C][/ROW]
[ROW][C]14[/C][C]0.051933[/C][C]0.3116[/C][C]0.378571[/C][/ROW]
[ROW][C]15[/C][C]0.045162[/C][C]0.271[/C][C]0.39398[/C][/ROW]
[ROW][C]16[/C][C]-0.162829[/C][C]-0.977[/C][C]0.167551[/C][/ROW]
[ROW][C]17[/C][C]-0.135014[/C][C]-0.8101[/C][C]0.211607[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63973&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63973&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	0.172956	1.0377	0.153156
2	0.217482	1.3049	0.100105
3	0.055402	0.3324	0.370753
4	0.276984	1.6619	0.052608
5	-0.0374	-0.2244	0.411856
6	0.021353	0.1281	0.449384
7	0.00249	0.0149	0.494081
8	-0.133369	-0.8002	0.214419
9	0.007708	0.0462	0.481684
10	-0.00083	-0.005	0.498026
11	0.096685	0.5801	0.282726
12	-0.271858	-1.6311	0.055789
13	-0.085193	-0.5112	0.306181
14	0.051933	0.3116	0.378571
15	0.045162	0.271	0.39398
16	-0.162829	-0.977	0.167551
17	-0.135014	-0.8101	0.211607

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.172956	1.0377	0.153156
2	0.193352	1.1601	0.12682
3	-0.008975	-0.0539	0.478675
4	0.244594	1.4676	0.075453
5	-0.134546	-0.8073	0.212405
6	-0.050991	-0.3059	0.380705
7	0.038001	0.228	0.410465
8	-0.233742	-1.4025	0.084673
9	0.133817	0.8029	0.21365
10	0.042829	0.257	0.399332
11	0.0653	0.3918	0.348758
12	-0.245209	-1.4713	0.074955
13	-0.114292	-0.6858	0.248631
14	0.223745	1.3425	0.093924
15	-0.028409	-0.1705	0.432804
16	-0.105517	-0.6331	0.265333
17	-0.113255	-0.6795	0.250574

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.172956 & 1.0377 & 0.153156 \tabularnewline
2 & 0.193352 & 1.1601 & 0.12682 \tabularnewline
3 & -0.008975 & -0.0539 & 0.478675 \tabularnewline
4 & 0.244594 & 1.4676 & 0.075453 \tabularnewline
5 & -0.134546 & -0.8073 & 0.212405 \tabularnewline
6 & -0.050991 & -0.3059 & 0.380705 \tabularnewline
7 & 0.038001 & 0.228 & 0.410465 \tabularnewline
8 & -0.233742 & -1.4025 & 0.084673 \tabularnewline
9 & 0.133817 & 0.8029 & 0.21365 \tabularnewline
10 & 0.042829 & 0.257 & 0.399332 \tabularnewline
11 & 0.0653 & 0.3918 & 0.348758 \tabularnewline
12 & -0.245209 & -1.4713 & 0.074955 \tabularnewline
13 & -0.114292 & -0.6858 & 0.248631 \tabularnewline
14 & 0.223745 & 1.3425 & 0.093924 \tabularnewline
15 & -0.028409 & -0.1705 & 0.432804 \tabularnewline
16 & -0.105517 & -0.6331 & 0.265333 \tabularnewline
17 & -0.113255 & -0.6795 & 0.250574 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63973&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]0.172956[/C][C]1.0377[/C][C]0.153156[/C][/ROW]
[ROW][C]2[/C][C]0.193352[/C][C]1.1601[/C][C]0.12682[/C][/ROW]
[ROW][C]3[/C][C]-0.008975[/C][C]-0.0539[/C][C]0.478675[/C][/ROW]
[ROW][C]4[/C][C]0.244594[/C][C]1.4676[/C][C]0.075453[/C][/ROW]
[ROW][C]5[/C][C]-0.134546[/C][C]-0.8073[/C][C]0.212405[/C][/ROW]
[ROW][C]6[/C][C]-0.050991[/C][C]-0.3059[/C][C]0.380705[/C][/ROW]
[ROW][C]7[/C][C]0.038001[/C][C]0.228[/C][C]0.410465[/C][/ROW]
[ROW][C]8[/C][C]-0.233742[/C][C]-1.4025[/C][C]0.084673[/C][/ROW]
[ROW][C]9[/C][C]0.133817[/C][C]0.8029[/C][C]0.21365[/C][/ROW]
[ROW][C]10[/C][C]0.042829[/C][C]0.257[/C][C]0.399332[/C][/ROW]
[ROW][C]11[/C][C]0.0653[/C][C]0.3918[/C][C]0.348758[/C][/ROW]
[ROW][C]12[/C][C]-0.245209[/C][C]-1.4713[/C][C]0.074955[/C][/ROW]
[ROW][C]13[/C][C]-0.114292[/C][C]-0.6858[/C][C]0.248631[/C][/ROW]
[ROW][C]14[/C][C]0.223745[/C][C]1.3425[/C][C]0.093924[/C][/ROW]
[ROW][C]15[/C][C]-0.028409[/C][C]-0.1705[/C][C]0.432804[/C][/ROW]
[ROW][C]16[/C][C]-0.105517[/C][C]-0.6331[/C][C]0.265333[/C][/ROW]
[ROW][C]17[/C][C]-0.113255[/C][C]-0.6795[/C][C]0.250574[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63973&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63973&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	0.172956	1.0377	0.153156
2	0.193352	1.1601	0.12682
3	-0.008975	-0.0539	0.478675
4	0.244594	1.4676	0.075453
5	-0.134546	-0.8073	0.212405
6	-0.050991	-0.3059	0.380705
7	0.038001	0.228	0.410465
8	-0.233742	-1.4025	0.084673
9	0.133817	0.8029	0.21365
10	0.042829	0.257	0.399332
11	0.0653	0.3918	0.348758
12	-0.245209	-1.4713	0.074955
13	-0.114292	-0.6858	0.248631
14	0.223745	1.3425	0.093924
15	-0.028409	-0.1705	0.432804
16	-0.105517	-0.6331	0.265333
17	-0.113255	-0.6795	0.250574

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 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 2 ; 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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Input Parameters & R Code