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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 26 Dec 2009 04:04:38 -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/26/t1261825544maz5iyzcncjsr1n.htm/, Retrieved Sun, 28 Apr 2024 23:07:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70736, Retrieved Sun, 28 Apr 2024 23:07:46 +0000

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No (this computation is public)

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Estimated Impact

154

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [ACF] [2009-12-26 11:04:38] [1aecede37375310a889a187dca5e5c0a] [Current]
-   PD            [(Partial) Autocorrelation Function] [Paper correlatie] [2009-12-29 21:03:02] [f15cf5036ae52d4243ad71d4fb151dbe] 
-   P               [(Partial) Autocorrelation Function] [Paper d=1 D=0] [2009-12-29 21:16:53] [f15cf5036ae52d4243ad71d4fb151dbe] 

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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	4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70736&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]4 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=70736&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70736&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.168099	1.1524	0.127487
2	0.044535	0.3053	0.380738
3	0.106669	0.7313	0.234117
4	-0.003254	-0.0223	0.491148
5	0.286291	1.9627	0.027807
6	0.113242	0.7763	0.220716
7	-0.189479	-1.299	0.10014
8	0.081626	0.5596	0.289206
9	-0.051808	-0.3552	0.362024
10	-0.01877	-0.1287	0.449079
11	0.100477	0.6888	0.247156
12	-0.284633	-1.9513	0.028495

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.168099 & 1.1524 & 0.127487 \tabularnewline
2 & 0.044535 & 0.3053 & 0.380738 \tabularnewline
3 & 0.106669 & 0.7313 & 0.234117 \tabularnewline
4 & -0.003254 & -0.0223 & 0.491148 \tabularnewline
5 & 0.286291 & 1.9627 & 0.027807 \tabularnewline
6 & 0.113242 & 0.7763 & 0.220716 \tabularnewline
7 & -0.189479 & -1.299 & 0.10014 \tabularnewline
8 & 0.081626 & 0.5596 & 0.289206 \tabularnewline
9 & -0.051808 & -0.3552 & 0.362024 \tabularnewline
10 & -0.01877 & -0.1287 & 0.449079 \tabularnewline
11 & 0.100477 & 0.6888 & 0.247156 \tabularnewline
12 & -0.284633 & -1.9513 & 0.028495 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70736&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]0.168099[/C][C]1.1524[/C][C]0.127487[/C][/ROW]
[ROW][C]2[/C][C]0.044535[/C][C]0.3053[/C][C]0.380738[/C][/ROW]
[ROW][C]3[/C][C]0.106669[/C][C]0.7313[/C][C]0.234117[/C][/ROW]
[ROW][C]4[/C][C]-0.003254[/C][C]-0.0223[/C][C]0.491148[/C][/ROW]
[ROW][C]5[/C][C]0.286291[/C][C]1.9627[/C][C]0.027807[/C][/ROW]
[ROW][C]6[/C][C]0.113242[/C][C]0.7763[/C][C]0.220716[/C][/ROW]
[ROW][C]7[/C][C]-0.189479[/C][C]-1.299[/C][C]0.10014[/C][/ROW]
[ROW][C]8[/C][C]0.081626[/C][C]0.5596[/C][C]0.289206[/C][/ROW]
[ROW][C]9[/C][C]-0.051808[/C][C]-0.3552[/C][C]0.362024[/C][/ROW]
[ROW][C]10[/C][C]-0.01877[/C][C]-0.1287[/C][C]0.449079[/C][/ROW]
[ROW][C]11[/C][C]0.100477[/C][C]0.6888[/C][C]0.247156[/C][/ROW]
[ROW][C]12[/C][C]-0.284633[/C][C]-1.9513[/C][C]0.028495[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70736&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70736&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	0.168099	1.1524	0.127487
2	0.044535	0.3053	0.380738
3	0.106669	0.7313	0.234117
4	-0.003254	-0.0223	0.491148
5	0.286291	1.9627	0.027807
6	0.113242	0.7763	0.220716
7	-0.189479	-1.299	0.10014
8	0.081626	0.5596	0.289206
9	-0.051808	-0.3552	0.362024
10	-0.01877	-0.1287	0.449079
11	0.100477	0.6888	0.247156
12	-0.284633	-1.9513	0.028495

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.168099	1.1524	0.127487
2	0.016751	0.1148	0.454532
3	0.099326	0.6809	0.249623
4	-0.038902	-0.2667	0.395435
5	0.300523	2.0603	0.022466
6	0.004621	0.0317	0.48743
7	-0.234659	-1.6087	0.057186
8	0.112579	0.7718	0.222047
9	-0.076883	-0.5271	0.300307
10	-0.049395	-0.3386	0.368197
11	0.05782	0.3964	0.346804
12	-0.222092	-1.5226	0.067281

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.168099 & 1.1524 & 0.127487 \tabularnewline
2 & 0.016751 & 0.1148 & 0.454532 \tabularnewline
3 & 0.099326 & 0.6809 & 0.249623 \tabularnewline
4 & -0.038902 & -0.2667 & 0.395435 \tabularnewline
5 & 0.300523 & 2.0603 & 0.022466 \tabularnewline
6 & 0.004621 & 0.0317 & 0.48743 \tabularnewline
7 & -0.234659 & -1.6087 & 0.057186 \tabularnewline
8 & 0.112579 & 0.7718 & 0.222047 \tabularnewline
9 & -0.076883 & -0.5271 & 0.300307 \tabularnewline
10 & -0.049395 & -0.3386 & 0.368197 \tabularnewline
11 & 0.05782 & 0.3964 & 0.346804 \tabularnewline
12 & -0.222092 & -1.5226 & 0.067281 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70736&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]0.168099[/C][C]1.1524[/C][C]0.127487[/C][/ROW]
[ROW][C]2[/C][C]0.016751[/C][C]0.1148[/C][C]0.454532[/C][/ROW]
[ROW][C]3[/C][C]0.099326[/C][C]0.6809[/C][C]0.249623[/C][/ROW]
[ROW][C]4[/C][C]-0.038902[/C][C]-0.2667[/C][C]0.395435[/C][/ROW]
[ROW][C]5[/C][C]0.300523[/C][C]2.0603[/C][C]0.022466[/C][/ROW]
[ROW][C]6[/C][C]0.004621[/C][C]0.0317[/C][C]0.48743[/C][/ROW]
[ROW][C]7[/C][C]-0.234659[/C][C]-1.6087[/C][C]0.057186[/C][/ROW]
[ROW][C]8[/C][C]0.112579[/C][C]0.7718[/C][C]0.222047[/C][/ROW]
[ROW][C]9[/C][C]-0.076883[/C][C]-0.5271[/C][C]0.300307[/C][/ROW]
[ROW][C]10[/C][C]-0.049395[/C][C]-0.3386[/C][C]0.368197[/C][/ROW]
[ROW][C]11[/C][C]0.05782[/C][C]0.3964[/C][C]0.346804[/C][/ROW]
[ROW][C]12[/C][C]-0.222092[/C][C]-1.5226[/C][C]0.067281[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70736&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70736&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	0.168099	1.1524	0.127487
2	0.016751	0.1148	0.454532
3	0.099326	0.6809	0.249623
4	-0.038902	-0.2667	0.395435
5	0.300523	2.0603	0.022466
6	0.004621	0.0317	0.48743
7	-0.234659	-1.6087	0.057186
8	0.112579	0.7718	0.222047
9	-0.076883	-0.5271	0.300307
10	-0.049395	-0.3386	0.368197
11	0.05782	0.3964	0.346804
12	-0.222092	-1.5226	0.067281

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 12 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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')

Free Statistics

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code