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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:33:45 -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/Nov/27/t1259325380bx2nz38d7x0z3ep.htm/, Retrieved Mon, 29 Apr 2024 02:49:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60654, Retrieved Mon, 29 Apr 2024 02:49:28 +0000

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Estimated Impact

133

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] [] [2009-11-27 12:28:06] [67b059d86b0623510c7b7cf332c16b18]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 12:33:45] [c588bf81b9040ce04d6292d0d83341a9] [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=60654&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=60654&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60654&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	-0.119895	-1.0103	0.157903
2	0.122454	1.0318	0.15283
3	0.094006	0.7921	0.215468
4	0.032274	0.2719	0.393226
5	0.031884	0.2687	0.394486
6	0.062613	0.5276	0.299715
7	0.079736	0.6719	0.251925
8	0.014151	0.1192	0.452713
9	0.121734	1.0258	0.154245
10	-0.196091	-1.6523	0.051445
11	0.217954	1.8365	0.035234
12	-0.074083	-0.6242	0.267238
13	-0.037571	-0.3166	0.376247
14	-0.023158	-0.1951	0.422924
15	-0.011161	-0.094	0.462669
16	-0.103244	-0.87	0.193629
17	-0.026364	-0.2221	0.41242
18	-0.12498	-1.0531	0.147932

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.119895 & -1.0103 & 0.157903 \tabularnewline
2 & 0.122454 & 1.0318 & 0.15283 \tabularnewline
3 & 0.094006 & 0.7921 & 0.215468 \tabularnewline
4 & 0.032274 & 0.2719 & 0.393226 \tabularnewline
5 & 0.031884 & 0.2687 & 0.394486 \tabularnewline
6 & 0.062613 & 0.5276 & 0.299715 \tabularnewline
7 & 0.079736 & 0.6719 & 0.251925 \tabularnewline
8 & 0.014151 & 0.1192 & 0.452713 \tabularnewline
9 & 0.121734 & 1.0258 & 0.154245 \tabularnewline
10 & -0.196091 & -1.6523 & 0.051445 \tabularnewline
11 & 0.217954 & 1.8365 & 0.035234 \tabularnewline
12 & -0.074083 & -0.6242 & 0.267238 \tabularnewline
13 & -0.037571 & -0.3166 & 0.376247 \tabularnewline
14 & -0.023158 & -0.1951 & 0.422924 \tabularnewline
15 & -0.011161 & -0.094 & 0.462669 \tabularnewline
16 & -0.103244 & -0.87 & 0.193629 \tabularnewline
17 & -0.026364 & -0.2221 & 0.41242 \tabularnewline
18 & -0.12498 & -1.0531 & 0.147932 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60654&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]-0.119895[/C][C]-1.0103[/C][C]0.157903[/C][/ROW]
[ROW][C]2[/C][C]0.122454[/C][C]1.0318[/C][C]0.15283[/C][/ROW]
[ROW][C]3[/C][C]0.094006[/C][C]0.7921[/C][C]0.215468[/C][/ROW]
[ROW][C]4[/C][C]0.032274[/C][C]0.2719[/C][C]0.393226[/C][/ROW]
[ROW][C]5[/C][C]0.031884[/C][C]0.2687[/C][C]0.394486[/C][/ROW]
[ROW][C]6[/C][C]0.062613[/C][C]0.5276[/C][C]0.299715[/C][/ROW]
[ROW][C]7[/C][C]0.079736[/C][C]0.6719[/C][C]0.251925[/C][/ROW]
[ROW][C]8[/C][C]0.014151[/C][C]0.1192[/C][C]0.452713[/C][/ROW]
[ROW][C]9[/C][C]0.121734[/C][C]1.0258[/C][C]0.154245[/C][/ROW]
[ROW][C]10[/C][C]-0.196091[/C][C]-1.6523[/C][C]0.051445[/C][/ROW]
[ROW][C]11[/C][C]0.217954[/C][C]1.8365[/C][C]0.035234[/C][/ROW]
[ROW][C]12[/C][C]-0.074083[/C][C]-0.6242[/C][C]0.267238[/C][/ROW]
[ROW][C]13[/C][C]-0.037571[/C][C]-0.3166[/C][C]0.376247[/C][/ROW]
[ROW][C]14[/C][C]-0.023158[/C][C]-0.1951[/C][C]0.422924[/C][/ROW]
[ROW][C]15[/C][C]-0.011161[/C][C]-0.094[/C][C]0.462669[/C][/ROW]
[ROW][C]16[/C][C]-0.103244[/C][C]-0.87[/C][C]0.193629[/C][/ROW]
[ROW][C]17[/C][C]-0.026364[/C][C]-0.2221[/C][C]0.41242[/C][/ROW]
[ROW][C]18[/C][C]-0.12498[/C][C]-1.0531[/C][C]0.147932[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60654&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60654&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	-0.119895	-1.0103	0.157903
2	0.122454	1.0318	0.15283
3	0.094006	0.7921	0.215468
4	0.032274	0.2719	0.393226
5	0.031884	0.2687	0.394486
6	0.062613	0.5276	0.299715
7	0.079736	0.6719	0.251925
8	0.014151	0.1192	0.452713
9	0.121734	1.0258	0.154245
10	-0.196091	-1.6523	0.051445
11	0.217954	1.8365	0.035234
12	-0.074083	-0.6242	0.267238
13	-0.037571	-0.3166	0.376247
14	-0.023158	-0.1951	0.422924
15	-0.011161	-0.094	0.462669
16	-0.103244	-0.87	0.193629
17	-0.026364	-0.2221	0.41242
18	-0.12498	-1.0531	0.147932

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.119895	-1.0103	0.157903
2	0.109656	0.924	0.179314
3	0.123463	1.0403	0.150861
4	0.045199	0.3809	0.352225
5	0.01521	0.1282	0.449192
6	0.049157	0.4142	0.339987
7	0.083375	0.7025	0.242324
8	0.015252	0.1285	0.449051
9	0.097169	0.8188	0.207831
10	-0.205111	-1.7283	0.044141
11	0.149455	1.2593	0.106018
12	-0.026111	-0.22	0.413244
13	-0.067809	-0.5714	0.284777
14	-0.07127	-0.6005	0.275032
15	-0.016834	-0.1418	0.4438
16	-0.095231	-0.8024	0.212491
17	-0.024033	-0.2025	0.420051
18	-0.150093	-1.2647	0.105056

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.119895 & -1.0103 & 0.157903 \tabularnewline
2 & 0.109656 & 0.924 & 0.179314 \tabularnewline
3 & 0.123463 & 1.0403 & 0.150861 \tabularnewline
4 & 0.045199 & 0.3809 & 0.352225 \tabularnewline
5 & 0.01521 & 0.1282 & 0.449192 \tabularnewline
6 & 0.049157 & 0.4142 & 0.339987 \tabularnewline
7 & 0.083375 & 0.7025 & 0.242324 \tabularnewline
8 & 0.015252 & 0.1285 & 0.449051 \tabularnewline
9 & 0.097169 & 0.8188 & 0.207831 \tabularnewline
10 & -0.205111 & -1.7283 & 0.044141 \tabularnewline
11 & 0.149455 & 1.2593 & 0.106018 \tabularnewline
12 & -0.026111 & -0.22 & 0.413244 \tabularnewline
13 & -0.067809 & -0.5714 & 0.284777 \tabularnewline
14 & -0.07127 & -0.6005 & 0.275032 \tabularnewline
15 & -0.016834 & -0.1418 & 0.4438 \tabularnewline
16 & -0.095231 & -0.8024 & 0.212491 \tabularnewline
17 & -0.024033 & -0.2025 & 0.420051 \tabularnewline
18 & -0.150093 & -1.2647 & 0.105056 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60654&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]-0.119895[/C][C]-1.0103[/C][C]0.157903[/C][/ROW]
[ROW][C]2[/C][C]0.109656[/C][C]0.924[/C][C]0.179314[/C][/ROW]
[ROW][C]3[/C][C]0.123463[/C][C]1.0403[/C][C]0.150861[/C][/ROW]
[ROW][C]4[/C][C]0.045199[/C][C]0.3809[/C][C]0.352225[/C][/ROW]
[ROW][C]5[/C][C]0.01521[/C][C]0.1282[/C][C]0.449192[/C][/ROW]
[ROW][C]6[/C][C]0.049157[/C][C]0.4142[/C][C]0.339987[/C][/ROW]
[ROW][C]7[/C][C]0.083375[/C][C]0.7025[/C][C]0.242324[/C][/ROW]
[ROW][C]8[/C][C]0.015252[/C][C]0.1285[/C][C]0.449051[/C][/ROW]
[ROW][C]9[/C][C]0.097169[/C][C]0.8188[/C][C]0.207831[/C][/ROW]
[ROW][C]10[/C][C]-0.205111[/C][C]-1.7283[/C][C]0.044141[/C][/ROW]
[ROW][C]11[/C][C]0.149455[/C][C]1.2593[/C][C]0.106018[/C][/ROW]
[ROW][C]12[/C][C]-0.026111[/C][C]-0.22[/C][C]0.413244[/C][/ROW]
[ROW][C]13[/C][C]-0.067809[/C][C]-0.5714[/C][C]0.284777[/C][/ROW]
[ROW][C]14[/C][C]-0.07127[/C][C]-0.6005[/C][C]0.275032[/C][/ROW]
[ROW][C]15[/C][C]-0.016834[/C][C]-0.1418[/C][C]0.4438[/C][/ROW]
[ROW][C]16[/C][C]-0.095231[/C][C]-0.8024[/C][C]0.212491[/C][/ROW]
[ROW][C]17[/C][C]-0.024033[/C][C]-0.2025[/C][C]0.420051[/C][/ROW]
[ROW][C]18[/C][C]-0.150093[/C][C]-1.2647[/C][C]0.105056[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60654&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60654&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	-0.119895	-1.0103	0.157903
2	0.109656	0.924	0.179314
3	0.123463	1.0403	0.150861
4	0.045199	0.3809	0.352225
5	0.01521	0.1282	0.449192
6	0.049157	0.4142	0.339987
7	0.083375	0.7025	0.242324
8	0.015252	0.1285	0.449051
9	0.097169	0.8188	0.207831
10	-0.205111	-1.7283	0.044141
11	0.149455	1.2593	0.106018
12	-0.026111	-0.22	0.413244
13	-0.067809	-0.5714	0.284777
14	-0.07127	-0.6005	0.275032
15	-0.016834	-0.1418	0.4438
16	-0.095231	-0.8024	0.212491
17	-0.024033	-0.2025	0.420051
18	-0.150093	-1.2647	0.105056

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')

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code