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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 14:44:35 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t12599631117qdccpv0p2uauxe.htm/, Retrieved Sat, 27 Apr 2024 13:36:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64172, Retrieved Sat, 27 Apr 2024 13:36:59 +0000

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No (this computation is public)

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Estimated Impact

105

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

-       [(Partial) Autocorrelation Function] [correlation] [2009-12-04 21:44:35] [b42c0aeada8a5fa89825c81e73c10645] [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=64172&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=64172&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64172&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	0.157518	1.2099	0.115568
2	0.23549	1.8088	0.037787
3	-0.430112	-3.3038	0.000812
4	-0.18315	-1.4068	0.082366
5	-0.241302	-1.8535	0.034408
6	0.096671	0.7425	0.230351
7	0.100942	0.7753	0.220615
8	0.260681	2.0023	0.024926
9	0.102121	0.7844	0.21797
10	-0.034303	-0.2635	0.396546
11	-0.260304	-1.9994	0.025087
12	-0.288794	-2.2183	0.015199
13	-0.260028	-1.9973	0.025205
14	-0.059482	-0.4569	0.324714
15	0.053582	0.4116	0.341073
16	0.152998	1.1752	0.122318
17	0.070546	0.5419	0.294974

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.157518 & 1.2099 & 0.115568 \tabularnewline
2 & 0.23549 & 1.8088 & 0.037787 \tabularnewline
3 & -0.430112 & -3.3038 & 0.000812 \tabularnewline
4 & -0.18315 & -1.4068 & 0.082366 \tabularnewline
5 & -0.241302 & -1.8535 & 0.034408 \tabularnewline
6 & 0.096671 & 0.7425 & 0.230351 \tabularnewline
7 & 0.100942 & 0.7753 & 0.220615 \tabularnewline
8 & 0.260681 & 2.0023 & 0.024926 \tabularnewline
9 & 0.102121 & 0.7844 & 0.21797 \tabularnewline
10 & -0.034303 & -0.2635 & 0.396546 \tabularnewline
11 & -0.260304 & -1.9994 & 0.025087 \tabularnewline
12 & -0.288794 & -2.2183 & 0.015199 \tabularnewline
13 & -0.260028 & -1.9973 & 0.025205 \tabularnewline
14 & -0.059482 & -0.4569 & 0.324714 \tabularnewline
15 & 0.053582 & 0.4116 & 0.341073 \tabularnewline
16 & 0.152998 & 1.1752 & 0.122318 \tabularnewline
17 & 0.070546 & 0.5419 & 0.294974 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64172&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]0.157518[/C][C]1.2099[/C][C]0.115568[/C][/ROW]
[ROW][C]2[/C][C]0.23549[/C][C]1.8088[/C][C]0.037787[/C][/ROW]
[ROW][C]3[/C][C]-0.430112[/C][C]-3.3038[/C][C]0.000812[/C][/ROW]
[ROW][C]4[/C][C]-0.18315[/C][C]-1.4068[/C][C]0.082366[/C][/ROW]
[ROW][C]5[/C][C]-0.241302[/C][C]-1.8535[/C][C]0.034408[/C][/ROW]
[ROW][C]6[/C][C]0.096671[/C][C]0.7425[/C][C]0.230351[/C][/ROW]
[ROW][C]7[/C][C]0.100942[/C][C]0.7753[/C][C]0.220615[/C][/ROW]
[ROW][C]8[/C][C]0.260681[/C][C]2.0023[/C][C]0.024926[/C][/ROW]
[ROW][C]9[/C][C]0.102121[/C][C]0.7844[/C][C]0.21797[/C][/ROW]
[ROW][C]10[/C][C]-0.034303[/C][C]-0.2635[/C][C]0.396546[/C][/ROW]
[ROW][C]11[/C][C]-0.260304[/C][C]-1.9994[/C][C]0.025087[/C][/ROW]
[ROW][C]12[/C][C]-0.288794[/C][C]-2.2183[/C][C]0.015199[/C][/ROW]
[ROW][C]13[/C][C]-0.260028[/C][C]-1.9973[/C][C]0.025205[/C][/ROW]
[ROW][C]14[/C][C]-0.059482[/C][C]-0.4569[/C][C]0.324714[/C][/ROW]
[ROW][C]15[/C][C]0.053582[/C][C]0.4116[/C][C]0.341073[/C][/ROW]
[ROW][C]16[/C][C]0.152998[/C][C]1.1752[/C][C]0.122318[/C][/ROW]
[ROW][C]17[/C][C]0.070546[/C][C]0.5419[/C][C]0.294974[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64172&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64172&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	0.157518	1.2099	0.115568
2	0.23549	1.8088	0.037787
3	-0.430112	-3.3038	0.000812
4	-0.18315	-1.4068	0.082366
5	-0.241302	-1.8535	0.034408
6	0.096671	0.7425	0.230351
7	0.100942	0.7753	0.220615
8	0.260681	2.0023	0.024926
9	0.102121	0.7844	0.21797
10	-0.034303	-0.2635	0.396546
11	-0.260304	-1.9994	0.025087
12	-0.288794	-2.2183	0.015199
13	-0.260028	-1.9973	0.025205
14	-0.059482	-0.4569	0.324714
15	0.053582	0.4116	0.341073
16	0.152998	1.1752	0.122318
17	0.070546	0.5419	0.294974

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.157518	1.2099	0.115568
2	0.216038	1.6594	0.051169
3	-0.530532	-4.0751	7e-05
4	-0.09502	-0.7299	0.23418
5	0.091023	0.6992	0.243599
6	-0.014446	-0.111	0.456013
7	0.002393	0.0184	0.4927
8	0.151262	1.1619	0.124984
9	0.050654	0.3891	0.349309
10	-0.165506	-1.2713	0.10431
11	-0.162934	-1.2515	0.107843
12	-0.099014	-0.7605	0.22498
13	-0.175965	-1.3516	0.090829
14	-0.130552	-1.0028	0.160029
15	-0.06557	-0.5037	0.308191
16	-0.063165	-0.4852	0.314672
17	-0.107904	-0.8288	0.205273

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.157518 & 1.2099 & 0.115568 \tabularnewline
2 & 0.216038 & 1.6594 & 0.051169 \tabularnewline
3 & -0.530532 & -4.0751 & 7e-05 \tabularnewline
4 & -0.09502 & -0.7299 & 0.23418 \tabularnewline
5 & 0.091023 & 0.6992 & 0.243599 \tabularnewline
6 & -0.014446 & -0.111 & 0.456013 \tabularnewline
7 & 0.002393 & 0.0184 & 0.4927 \tabularnewline
8 & 0.151262 & 1.1619 & 0.124984 \tabularnewline
9 & 0.050654 & 0.3891 & 0.349309 \tabularnewline
10 & -0.165506 & -1.2713 & 0.10431 \tabularnewline
11 & -0.162934 & -1.2515 & 0.107843 \tabularnewline
12 & -0.099014 & -0.7605 & 0.22498 \tabularnewline
13 & -0.175965 & -1.3516 & 0.090829 \tabularnewline
14 & -0.130552 & -1.0028 & 0.160029 \tabularnewline
15 & -0.06557 & -0.5037 & 0.308191 \tabularnewline
16 & -0.063165 & -0.4852 & 0.314672 \tabularnewline
17 & -0.107904 & -0.8288 & 0.205273 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64172&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]0.157518[/C][C]1.2099[/C][C]0.115568[/C][/ROW]
[ROW][C]2[/C][C]0.216038[/C][C]1.6594[/C][C]0.051169[/C][/ROW]
[ROW][C]3[/C][C]-0.530532[/C][C]-4.0751[/C][C]7e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.09502[/C][C]-0.7299[/C][C]0.23418[/C][/ROW]
[ROW][C]5[/C][C]0.091023[/C][C]0.6992[/C][C]0.243599[/C][/ROW]
[ROW][C]6[/C][C]-0.014446[/C][C]-0.111[/C][C]0.456013[/C][/ROW]
[ROW][C]7[/C][C]0.002393[/C][C]0.0184[/C][C]0.4927[/C][/ROW]
[ROW][C]8[/C][C]0.151262[/C][C]1.1619[/C][C]0.124984[/C][/ROW]
[ROW][C]9[/C][C]0.050654[/C][C]0.3891[/C][C]0.349309[/C][/ROW]
[ROW][C]10[/C][C]-0.165506[/C][C]-1.2713[/C][C]0.10431[/C][/ROW]
[ROW][C]11[/C][C]-0.162934[/C][C]-1.2515[/C][C]0.107843[/C][/ROW]
[ROW][C]12[/C][C]-0.099014[/C][C]-0.7605[/C][C]0.22498[/C][/ROW]
[ROW][C]13[/C][C]-0.175965[/C][C]-1.3516[/C][C]0.090829[/C][/ROW]
[ROW][C]14[/C][C]-0.130552[/C][C]-1.0028[/C][C]0.160029[/C][/ROW]
[ROW][C]15[/C][C]-0.06557[/C][C]-0.5037[/C][C]0.308191[/C][/ROW]
[ROW][C]16[/C][C]-0.063165[/C][C]-0.4852[/C][C]0.314672[/C][/ROW]
[ROW][C]17[/C][C]-0.107904[/C][C]-0.8288[/C][C]0.205273[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64172&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64172&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	0.157518	1.2099	0.115568
2	0.216038	1.6594	0.051169
3	-0.530532	-4.0751	7e-05
4	-0.09502	-0.7299	0.23418
5	0.091023	0.6992	0.243599
6	-0.014446	-0.111	0.456013
7	0.002393	0.0184	0.4927
8	0.151262	1.1619	0.124984
9	0.050654	0.3891	0.349309
10	-0.165506	-1.2713	0.10431
11	-0.162934	-1.2515	0.107843
12	-0.099014	-0.7605	0.22498
13	-0.175965	-1.3516	0.090829
14	-0.130552	-1.0028	0.160029
15	-0.06557	-0.5037	0.308191
16	-0.063165	-0.4852	0.314672
17	-0.107904	-0.8288	0.205273

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