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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 04:17:12 -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/Nov/26/t125923454517qedosc2zquww2.htm/, Retrieved Mon, 29 Apr 2024 03:23:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59833, Retrieved Mon, 29 Apr 2024 03:23:30 +0000

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Estimated Impact

158

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] [Methode 1 lambda 1] [2009-11-26 11:17:12] [b1ac221d009d6e5c29a4ef1869874933] [Current]
-   P             [(Partial) Autocorrelation Function] [ACF] [2009-12-17 14:15:09] [863a41223bd4bb97f4e5094488ffff34] 

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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=59833&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=59833&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59833&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	-0.037972	-0.3244	0.37327
2	-0.272935	-2.332	0.011232
3	-0.297443	-2.5414	0.006583
4	-0.204811	-1.7499	0.042168
5	0.295328	2.5233	0.006902
6	0.29555	2.5252	0.006868
7	0.223205	1.9071	0.030223
8	-0.181828	-1.5535	0.062309
9	-0.259662	-2.2186	0.014813
10	-0.263728	-2.2533	0.013623
11	-0.009777	-0.0835	0.466828
12	0.779174	6.6573	0
13	-0.056286	-0.4809	0.316009
14	-0.217055	-1.8545	0.033852
15	-0.259686	-2.2188	0.014806
16	-0.18982	-1.6218	0.054576
17	0.242886	2.0752	0.020745
18	0.223138	1.9065	0.030261

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.037972 & -0.3244 & 0.37327 \tabularnewline
2 & -0.272935 & -2.332 & 0.011232 \tabularnewline
3 & -0.297443 & -2.5414 & 0.006583 \tabularnewline
4 & -0.204811 & -1.7499 & 0.042168 \tabularnewline
5 & 0.295328 & 2.5233 & 0.006902 \tabularnewline
6 & 0.29555 & 2.5252 & 0.006868 \tabularnewline
7 & 0.223205 & 1.9071 & 0.030223 \tabularnewline
8 & -0.181828 & -1.5535 & 0.062309 \tabularnewline
9 & -0.259662 & -2.2186 & 0.014813 \tabularnewline
10 & -0.263728 & -2.2533 & 0.013623 \tabularnewline
11 & -0.009777 & -0.0835 & 0.466828 \tabularnewline
12 & 0.779174 & 6.6573 & 0 \tabularnewline
13 & -0.056286 & -0.4809 & 0.316009 \tabularnewline
14 & -0.217055 & -1.8545 & 0.033852 \tabularnewline
15 & -0.259686 & -2.2188 & 0.014806 \tabularnewline
16 & -0.18982 & -1.6218 & 0.054576 \tabularnewline
17 & 0.242886 & 2.0752 & 0.020745 \tabularnewline
18 & 0.223138 & 1.9065 & 0.030261 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59833&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]-0.037972[/C][C]-0.3244[/C][C]0.37327[/C][/ROW]
[ROW][C]2[/C][C]-0.272935[/C][C]-2.332[/C][C]0.011232[/C][/ROW]
[ROW][C]3[/C][C]-0.297443[/C][C]-2.5414[/C][C]0.006583[/C][/ROW]
[ROW][C]4[/C][C]-0.204811[/C][C]-1.7499[/C][C]0.042168[/C][/ROW]
[ROW][C]5[/C][C]0.295328[/C][C]2.5233[/C][C]0.006902[/C][/ROW]
[ROW][C]6[/C][C]0.29555[/C][C]2.5252[/C][C]0.006868[/C][/ROW]
[ROW][C]7[/C][C]0.223205[/C][C]1.9071[/C][C]0.030223[/C][/ROW]
[ROW][C]8[/C][C]-0.181828[/C][C]-1.5535[/C][C]0.062309[/C][/ROW]
[ROW][C]9[/C][C]-0.259662[/C][C]-2.2186[/C][C]0.014813[/C][/ROW]
[ROW][C]10[/C][C]-0.263728[/C][C]-2.2533[/C][C]0.013623[/C][/ROW]
[ROW][C]11[/C][C]-0.009777[/C][C]-0.0835[/C][C]0.466828[/C][/ROW]
[ROW][C]12[/C][C]0.779174[/C][C]6.6573[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.056286[/C][C]-0.4809[/C][C]0.316009[/C][/ROW]
[ROW][C]14[/C][C]-0.217055[/C][C]-1.8545[/C][C]0.033852[/C][/ROW]
[ROW][C]15[/C][C]-0.259686[/C][C]-2.2188[/C][C]0.014806[/C][/ROW]
[ROW][C]16[/C][C]-0.18982[/C][C]-1.6218[/C][C]0.054576[/C][/ROW]
[ROW][C]17[/C][C]0.242886[/C][C]2.0752[/C][C]0.020745[/C][/ROW]
[ROW][C]18[/C][C]0.223138[/C][C]1.9065[/C][C]0.030261[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59833&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59833&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	-0.037972	-0.3244	0.37327
2	-0.272935	-2.332	0.011232
3	-0.297443	-2.5414	0.006583
4	-0.204811	-1.7499	0.042168
5	0.295328	2.5233	0.006902
6	0.29555	2.5252	0.006868
7	0.223205	1.9071	0.030223
8	-0.181828	-1.5535	0.062309
9	-0.259662	-2.2186	0.014813
10	-0.263728	-2.2533	0.013623
11	-0.009777	-0.0835	0.466828
12	0.779174	6.6573	0
13	-0.056286	-0.4809	0.316009
14	-0.217055	-1.8545	0.033852
15	-0.259686	-2.2188	0.014806
16	-0.18982	-1.6218	0.054576
17	0.242886	2.0752	0.020745
18	0.223138	1.9065	0.030261

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.037972	-0.3244	0.37327
2	-0.274773	-2.3477	0.010802
3	-0.347811	-2.9717	0.002004
4	-0.419516	-3.5843	0.000303
5	-0.021704	-0.1854	0.426698
6	0.08397	0.7174	0.237696
7	0.354244	3.0267	0.001707
8	0.228484	1.9522	0.027377
9	0.274082	2.3418	0.010962
10	-0.134656	-1.1505	0.126846
11	-0.409444	-3.4983	0.000401
12	0.500391	4.2753	2.8e-05
13	-0.187563	-1.6025	0.056678
14	-0.068651	-0.5866	0.279658
15	0.048042	0.4105	0.341331
16	0.073692	0.6296	0.265452
17	-0.124535	-1.064	0.145412
18	-0.060381	-0.5159	0.303743

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.037972 & -0.3244 & 0.37327 \tabularnewline
2 & -0.274773 & -2.3477 & 0.010802 \tabularnewline
3 & -0.347811 & -2.9717 & 0.002004 \tabularnewline
4 & -0.419516 & -3.5843 & 0.000303 \tabularnewline
5 & -0.021704 & -0.1854 & 0.426698 \tabularnewline
6 & 0.08397 & 0.7174 & 0.237696 \tabularnewline
7 & 0.354244 & 3.0267 & 0.001707 \tabularnewline
8 & 0.228484 & 1.9522 & 0.027377 \tabularnewline
9 & 0.274082 & 2.3418 & 0.010962 \tabularnewline
10 & -0.134656 & -1.1505 & 0.126846 \tabularnewline
11 & -0.409444 & -3.4983 & 0.000401 \tabularnewline
12 & 0.500391 & 4.2753 & 2.8e-05 \tabularnewline
13 & -0.187563 & -1.6025 & 0.056678 \tabularnewline
14 & -0.068651 & -0.5866 & 0.279658 \tabularnewline
15 & 0.048042 & 0.4105 & 0.341331 \tabularnewline
16 & 0.073692 & 0.6296 & 0.265452 \tabularnewline
17 & -0.124535 & -1.064 & 0.145412 \tabularnewline
18 & -0.060381 & -0.5159 & 0.303743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59833&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]-0.037972[/C][C]-0.3244[/C][C]0.37327[/C][/ROW]
[ROW][C]2[/C][C]-0.274773[/C][C]-2.3477[/C][C]0.010802[/C][/ROW]
[ROW][C]3[/C][C]-0.347811[/C][C]-2.9717[/C][C]0.002004[/C][/ROW]
[ROW][C]4[/C][C]-0.419516[/C][C]-3.5843[/C][C]0.000303[/C][/ROW]
[ROW][C]5[/C][C]-0.021704[/C][C]-0.1854[/C][C]0.426698[/C][/ROW]
[ROW][C]6[/C][C]0.08397[/C][C]0.7174[/C][C]0.237696[/C][/ROW]
[ROW][C]7[/C][C]0.354244[/C][C]3.0267[/C][C]0.001707[/C][/ROW]
[ROW][C]8[/C][C]0.228484[/C][C]1.9522[/C][C]0.027377[/C][/ROW]
[ROW][C]9[/C][C]0.274082[/C][C]2.3418[/C][C]0.010962[/C][/ROW]
[ROW][C]10[/C][C]-0.134656[/C][C]-1.1505[/C][C]0.126846[/C][/ROW]
[ROW][C]11[/C][C]-0.409444[/C][C]-3.4983[/C][C]0.000401[/C][/ROW]
[ROW][C]12[/C][C]0.500391[/C][C]4.2753[/C][C]2.8e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.187563[/C][C]-1.6025[/C][C]0.056678[/C][/ROW]
[ROW][C]14[/C][C]-0.068651[/C][C]-0.5866[/C][C]0.279658[/C][/ROW]
[ROW][C]15[/C][C]0.048042[/C][C]0.4105[/C][C]0.341331[/C][/ROW]
[ROW][C]16[/C][C]0.073692[/C][C]0.6296[/C][C]0.265452[/C][/ROW]
[ROW][C]17[/C][C]-0.124535[/C][C]-1.064[/C][C]0.145412[/C][/ROW]
[ROW][C]18[/C][C]-0.060381[/C][C]-0.5159[/C][C]0.303743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59833&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59833&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	-0.037972	-0.3244	0.37327
2	-0.274773	-2.3477	0.010802
3	-0.347811	-2.9717	0.002004
4	-0.419516	-3.5843	0.000303
5	-0.021704	-0.1854	0.426698
6	0.08397	0.7174	0.237696
7	0.354244	3.0267	0.001707
8	0.228484	1.9522	0.027377
9	0.274082	2.3418	0.010962
10	-0.134656	-1.1505	0.126846
11	-0.409444	-3.4983	0.000401
12	0.500391	4.2753	2.8e-05
13	-0.187563	-1.6025	0.056678
14	-0.068651	-0.5866	0.279658
15	0.048042	0.4105	0.341331
16	0.073692	0.6296	0.265452
17	-0.124535	-1.064	0.145412
18	-0.060381	-0.5159	0.303743

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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