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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 11:04:26 -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/27/t1259345122bxoewrdfh1fm1vm.htm/, Retrieved Mon, 29 Apr 2024 04:49:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61067, Retrieved Mon, 29 Apr 2024 04:49:29 +0000

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User-defined keywords

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106

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] [ws8 methode 1] [2009-11-27 17:51:30] [74be16979710d4c4e7c6647856088456]
F   P             [(Partial) Autocorrelation Function] [ws8 methode 1 2] [2009-11-27 18:04:26] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

2009-12-05 15:49:08 [f1e24346ff4ab8a20729561498ad5c34] [reply] 
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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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61067&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]0 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=61067&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61067&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.533196	-4.3317	2.6e-05
2	0.008422	0.0684	0.472829
3	0.144922	1.1774	0.121641
4	-0.047619	-0.3869	0.350051
5	-0.063677	-0.5173	0.303334
6	-0.017728	-0.144	0.442962
7	-0.02459	-0.1998	0.421137
8	0.015024	0.1221	0.451614
9	0.074583	0.6059	0.273325
10	-0.069548	-0.565	0.286991
11	-0.046818	-0.3803	0.352454
12	0.186104	1.5119	0.067664
13	-0.160624	-1.3049	0.098227
14	0.026528	0.2155	0.415014
15	0.104407	0.8482	0.199693
16	-0.16107	-1.3085	0.097615
17	0.145091	1.1787	0.12137
18	-0.128848	-1.0468	0.149513

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.533196 & -4.3317 & 2.6e-05 \tabularnewline
2 & 0.008422 & 0.0684 & 0.472829 \tabularnewline
3 & 0.144922 & 1.1774 & 0.121641 \tabularnewline
4 & -0.047619 & -0.3869 & 0.350051 \tabularnewline
5 & -0.063677 & -0.5173 & 0.303334 \tabularnewline
6 & -0.017728 & -0.144 & 0.442962 \tabularnewline
7 & -0.02459 & -0.1998 & 0.421137 \tabularnewline
8 & 0.015024 & 0.1221 & 0.451614 \tabularnewline
9 & 0.074583 & 0.6059 & 0.273325 \tabularnewline
10 & -0.069548 & -0.565 & 0.286991 \tabularnewline
11 & -0.046818 & -0.3803 & 0.352454 \tabularnewline
12 & 0.186104 & 1.5119 & 0.067664 \tabularnewline
13 & -0.160624 & -1.3049 & 0.098227 \tabularnewline
14 & 0.026528 & 0.2155 & 0.415014 \tabularnewline
15 & 0.104407 & 0.8482 & 0.199693 \tabularnewline
16 & -0.16107 & -1.3085 & 0.097615 \tabularnewline
17 & 0.145091 & 1.1787 & 0.12137 \tabularnewline
18 & -0.128848 & -1.0468 & 0.149513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61067&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]-0.533196[/C][C]-4.3317[/C][C]2.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.008422[/C][C]0.0684[/C][C]0.472829[/C][/ROW]
[ROW][C]3[/C][C]0.144922[/C][C]1.1774[/C][C]0.121641[/C][/ROW]
[ROW][C]4[/C][C]-0.047619[/C][C]-0.3869[/C][C]0.350051[/C][/ROW]
[ROW][C]5[/C][C]-0.063677[/C][C]-0.5173[/C][C]0.303334[/C][/ROW]
[ROW][C]6[/C][C]-0.017728[/C][C]-0.144[/C][C]0.442962[/C][/ROW]
[ROW][C]7[/C][C]-0.02459[/C][C]-0.1998[/C][C]0.421137[/C][/ROW]
[ROW][C]8[/C][C]0.015024[/C][C]0.1221[/C][C]0.451614[/C][/ROW]
[ROW][C]9[/C][C]0.074583[/C][C]0.6059[/C][C]0.273325[/C][/ROW]
[ROW][C]10[/C][C]-0.069548[/C][C]-0.565[/C][C]0.286991[/C][/ROW]
[ROW][C]11[/C][C]-0.046818[/C][C]-0.3803[/C][C]0.352454[/C][/ROW]
[ROW][C]12[/C][C]0.186104[/C][C]1.5119[/C][C]0.067664[/C][/ROW]
[ROW][C]13[/C][C]-0.160624[/C][C]-1.3049[/C][C]0.098227[/C][/ROW]
[ROW][C]14[/C][C]0.026528[/C][C]0.2155[/C][C]0.415014[/C][/ROW]
[ROW][C]15[/C][C]0.104407[/C][C]0.8482[/C][C]0.199693[/C][/ROW]
[ROW][C]16[/C][C]-0.16107[/C][C]-1.3085[/C][C]0.097615[/C][/ROW]
[ROW][C]17[/C][C]0.145091[/C][C]1.1787[/C][C]0.12137[/C][/ROW]
[ROW][C]18[/C][C]-0.128848[/C][C]-1.0468[/C][C]0.149513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61067&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61067&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	-0.533196	-4.3317	2.6e-05
2	0.008422	0.0684	0.472829
3	0.144922	1.1774	0.121641
4	-0.047619	-0.3869	0.350051
5	-0.063677	-0.5173	0.303334
6	-0.017728	-0.144	0.442962
7	-0.02459	-0.1998	0.421137
8	0.015024	0.1221	0.451614
9	0.074583	0.6059	0.273325
10	-0.069548	-0.565	0.286991
11	-0.046818	-0.3803	0.352454
12	0.186104	1.5119	0.067664
13	-0.160624	-1.3049	0.098227
14	0.026528	0.2155	0.415014
15	0.104407	0.8482	0.199693
16	-0.16107	-1.3085	0.097615
17	0.145091	1.1787	0.12137
18	-0.128848	-1.0468	0.149513

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.533196	-4.3317	2.6e-05
2	-0.385462	-3.1315	0.001296
3	-0.089246	-0.725	0.235496
4	0.034142	0.2774	0.39118
5	-0.030524	-0.248	0.402461
6	-0.153964	-1.2508	0.10771
7	-0.242605	-1.9709	0.026464
8	-0.20395	-1.6569	0.051144
9	0.019807	0.1609	0.436328
10	0.054227	0.4405	0.330492
11	-0.125439	-1.0191	0.155945
12	0.013102	0.1064	0.457776
13	-0.073028	-0.5933	0.277509
14	-0.056588	-0.4597	0.323612
15	0.101139	0.8217	0.207115
16	-0.054131	-0.4398	0.330774
17	0.05821	0.4729	0.318923
18	-0.108909	-0.8848	0.189743

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.533196 & -4.3317 & 2.6e-05 \tabularnewline
2 & -0.385462 & -3.1315 & 0.001296 \tabularnewline
3 & -0.089246 & -0.725 & 0.235496 \tabularnewline
4 & 0.034142 & 0.2774 & 0.39118 \tabularnewline
5 & -0.030524 & -0.248 & 0.402461 \tabularnewline
6 & -0.153964 & -1.2508 & 0.10771 \tabularnewline
7 & -0.242605 & -1.9709 & 0.026464 \tabularnewline
8 & -0.20395 & -1.6569 & 0.051144 \tabularnewline
9 & 0.019807 & 0.1609 & 0.436328 \tabularnewline
10 & 0.054227 & 0.4405 & 0.330492 \tabularnewline
11 & -0.125439 & -1.0191 & 0.155945 \tabularnewline
12 & 0.013102 & 0.1064 & 0.457776 \tabularnewline
13 & -0.073028 & -0.5933 & 0.277509 \tabularnewline
14 & -0.056588 & -0.4597 & 0.323612 \tabularnewline
15 & 0.101139 & 0.8217 & 0.207115 \tabularnewline
16 & -0.054131 & -0.4398 & 0.330774 \tabularnewline
17 & 0.05821 & 0.4729 & 0.318923 \tabularnewline
18 & -0.108909 & -0.8848 & 0.189743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61067&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]-0.533196[/C][C]-4.3317[/C][C]2.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.385462[/C][C]-3.1315[/C][C]0.001296[/C][/ROW]
[ROW][C]3[/C][C]-0.089246[/C][C]-0.725[/C][C]0.235496[/C][/ROW]
[ROW][C]4[/C][C]0.034142[/C][C]0.2774[/C][C]0.39118[/C][/ROW]
[ROW][C]5[/C][C]-0.030524[/C][C]-0.248[/C][C]0.402461[/C][/ROW]
[ROW][C]6[/C][C]-0.153964[/C][C]-1.2508[/C][C]0.10771[/C][/ROW]
[ROW][C]7[/C][C]-0.242605[/C][C]-1.9709[/C][C]0.026464[/C][/ROW]
[ROW][C]8[/C][C]-0.20395[/C][C]-1.6569[/C][C]0.051144[/C][/ROW]
[ROW][C]9[/C][C]0.019807[/C][C]0.1609[/C][C]0.436328[/C][/ROW]
[ROW][C]10[/C][C]0.054227[/C][C]0.4405[/C][C]0.330492[/C][/ROW]
[ROW][C]11[/C][C]-0.125439[/C][C]-1.0191[/C][C]0.155945[/C][/ROW]
[ROW][C]12[/C][C]0.013102[/C][C]0.1064[/C][C]0.457776[/C][/ROW]
[ROW][C]13[/C][C]-0.073028[/C][C]-0.5933[/C][C]0.277509[/C][/ROW]
[ROW][C]14[/C][C]-0.056588[/C][C]-0.4597[/C][C]0.323612[/C][/ROW]
[ROW][C]15[/C][C]0.101139[/C][C]0.8217[/C][C]0.207115[/C][/ROW]
[ROW][C]16[/C][C]-0.054131[/C][C]-0.4398[/C][C]0.330774[/C][/ROW]
[ROW][C]17[/C][C]0.05821[/C][C]0.4729[/C][C]0.318923[/C][/ROW]
[ROW][C]18[/C][C]-0.108909[/C][C]-0.8848[/C][C]0.189743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61067&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61067&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	-0.533196	-4.3317	2.6e-05
2	-0.385462	-3.1315	0.001296
3	-0.089246	-0.725	0.235496
4	0.034142	0.2774	0.39118
5	-0.030524	-0.248	0.402461
6	-0.153964	-1.2508	0.10771
7	-0.242605	-1.9709	0.026464
8	-0.20395	-1.6569	0.051144
9	0.019807	0.1609	0.436328
10	0.054227	0.4405	0.330492
11	-0.125439	-1.0191	0.155945
12	0.013102	0.1064	0.457776
13	-0.073028	-0.5933	0.277509
14	-0.056588	-0.4597	0.323612
15	0.101139	0.8217	0.207115
16	-0.054131	-0.4398	0.330774
17	0.05821	0.4729	0.318923
18	-0.108909	-0.8848	0.189743

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')

Free Statistics

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code