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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 12:30:19 -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/t1259350278w1wv5b4pq99jdmo.htm/, Retrieved Sun, 28 Apr 2024 21:27:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61173, Retrieved Sun, 28 Apr 2024 21:27:17 +0000

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Estimated Impact

120

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-       [(Partial) Autocorrelation Function] [] [2009-11-27 19:30:19] [7cc673c2b3a8ab442a3ec6ca430f2445] [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=61173&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=61173&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61173&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	-0.573662	-3.9744	0.000118
2	0.078754	0.5456	0.293925
3	0.383226	2.6551	0.005363
4	-0.359099	-2.4879	0.008187
5	0.144762	1.0029	0.16046
6	0.186343	1.291	0.10144
7	-0.396838	-2.7494	0.004196
8	0.316491	2.1927	0.016604
9	-0.109758	-0.7604	0.22536
10	-0.118366	-0.8201	0.208117
11	0.185412	1.2846	0.102553
12	-0.133937	-0.9279	0.17904
13	-0.012526	-0.0868	0.465602
14	0.078066	0.5409	0.295555
15	-0.000342	-0.0024	0.499059
16	-0.15333	-1.0623	0.146707
17	0.180483	1.2504	0.108604

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.573662 & -3.9744 & 0.000118 \tabularnewline
2 & 0.078754 & 0.5456 & 0.293925 \tabularnewline
3 & 0.383226 & 2.6551 & 0.005363 \tabularnewline
4 & -0.359099 & -2.4879 & 0.008187 \tabularnewline
5 & 0.144762 & 1.0029 & 0.16046 \tabularnewline
6 & 0.186343 & 1.291 & 0.10144 \tabularnewline
7 & -0.396838 & -2.7494 & 0.004196 \tabularnewline
8 & 0.316491 & 2.1927 & 0.016604 \tabularnewline
9 & -0.109758 & -0.7604 & 0.22536 \tabularnewline
10 & -0.118366 & -0.8201 & 0.208117 \tabularnewline
11 & 0.185412 & 1.2846 & 0.102553 \tabularnewline
12 & -0.133937 & -0.9279 & 0.17904 \tabularnewline
13 & -0.012526 & -0.0868 & 0.465602 \tabularnewline
14 & 0.078066 & 0.5409 & 0.295555 \tabularnewline
15 & -0.000342 & -0.0024 & 0.499059 \tabularnewline
16 & -0.15333 & -1.0623 & 0.146707 \tabularnewline
17 & 0.180483 & 1.2504 & 0.108604 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61173&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]-0.573662[/C][C]-3.9744[/C][C]0.000118[/C][/ROW]
[ROW][C]2[/C][C]0.078754[/C][C]0.5456[/C][C]0.293925[/C][/ROW]
[ROW][C]3[/C][C]0.383226[/C][C]2.6551[/C][C]0.005363[/C][/ROW]
[ROW][C]4[/C][C]-0.359099[/C][C]-2.4879[/C][C]0.008187[/C][/ROW]
[ROW][C]5[/C][C]0.144762[/C][C]1.0029[/C][C]0.16046[/C][/ROW]
[ROW][C]6[/C][C]0.186343[/C][C]1.291[/C][C]0.10144[/C][/ROW]
[ROW][C]7[/C][C]-0.396838[/C][C]-2.7494[/C][C]0.004196[/C][/ROW]
[ROW][C]8[/C][C]0.316491[/C][C]2.1927[/C][C]0.016604[/C][/ROW]
[ROW][C]9[/C][C]-0.109758[/C][C]-0.7604[/C][C]0.22536[/C][/ROW]
[ROW][C]10[/C][C]-0.118366[/C][C]-0.8201[/C][C]0.208117[/C][/ROW]
[ROW][C]11[/C][C]0.185412[/C][C]1.2846[/C][C]0.102553[/C][/ROW]
[ROW][C]12[/C][C]-0.133937[/C][C]-0.9279[/C][C]0.17904[/C][/ROW]
[ROW][C]13[/C][C]-0.012526[/C][C]-0.0868[/C][C]0.465602[/C][/ROW]
[ROW][C]14[/C][C]0.078066[/C][C]0.5409[/C][C]0.295555[/C][/ROW]
[ROW][C]15[/C][C]-0.000342[/C][C]-0.0024[/C][C]0.499059[/C][/ROW]
[ROW][C]16[/C][C]-0.15333[/C][C]-1.0623[/C][C]0.146707[/C][/ROW]
[ROW][C]17[/C][C]0.180483[/C][C]1.2504[/C][C]0.108604[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61173&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61173&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	-0.573662	-3.9744	0.000118
2	0.078754	0.5456	0.293925
3	0.383226	2.6551	0.005363
4	-0.359099	-2.4879	0.008187
5	0.144762	1.0029	0.16046
6	0.186343	1.291	0.10144
7	-0.396838	-2.7494	0.004196
8	0.316491	2.1927	0.016604
9	-0.109758	-0.7604	0.22536
10	-0.118366	-0.8201	0.208117
11	0.185412	1.2846	0.102553
12	-0.133937	-0.9279	0.17904
13	-0.012526	-0.0868	0.465602
14	0.078066	0.5409	0.295555
15	-0.000342	-0.0024	0.499059
16	-0.15333	-1.0623	0.146707
17	0.180483	1.2504	0.108604

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.573662	-3.9744	0.000118
2	-0.373124	-2.5851	0.006415
3	0.400367	2.7738	0.003934
4	0.246932	1.7108	0.046788
5	-0.01226	-0.0849	0.466331
6	0.087986	0.6096	0.272506
7	-0.255394	-1.7694	0.041588
8	-0.141322	-0.9791	0.166218
9	-0.08511	-0.5897	0.279091
10	0.081028	0.5614	0.288576
11	0.095047	0.6585	0.25668
12	0.042075	0.2915	0.385962
13	-0.01048	-0.0726	0.47121
14	-0.173652	-1.2031	0.117419
15	0.147617	1.0227	0.155783
16	-0.130386	-0.9033	0.185428
17	-0.053187	-0.3685	0.357065

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.573662 & -3.9744 & 0.000118 \tabularnewline
2 & -0.373124 & -2.5851 & 0.006415 \tabularnewline
3 & 0.400367 & 2.7738 & 0.003934 \tabularnewline
4 & 0.246932 & 1.7108 & 0.046788 \tabularnewline
5 & -0.01226 & -0.0849 & 0.466331 \tabularnewline
6 & 0.087986 & 0.6096 & 0.272506 \tabularnewline
7 & -0.255394 & -1.7694 & 0.041588 \tabularnewline
8 & -0.141322 & -0.9791 & 0.166218 \tabularnewline
9 & -0.08511 & -0.5897 & 0.279091 \tabularnewline
10 & 0.081028 & 0.5614 & 0.288576 \tabularnewline
11 & 0.095047 & 0.6585 & 0.25668 \tabularnewline
12 & 0.042075 & 0.2915 & 0.385962 \tabularnewline
13 & -0.01048 & -0.0726 & 0.47121 \tabularnewline
14 & -0.173652 & -1.2031 & 0.117419 \tabularnewline
15 & 0.147617 & 1.0227 & 0.155783 \tabularnewline
16 & -0.130386 & -0.9033 & 0.185428 \tabularnewline
17 & -0.053187 & -0.3685 & 0.357065 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61173&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]-0.573662[/C][C]-3.9744[/C][C]0.000118[/C][/ROW]
[ROW][C]2[/C][C]-0.373124[/C][C]-2.5851[/C][C]0.006415[/C][/ROW]
[ROW][C]3[/C][C]0.400367[/C][C]2.7738[/C][C]0.003934[/C][/ROW]
[ROW][C]4[/C][C]0.246932[/C][C]1.7108[/C][C]0.046788[/C][/ROW]
[ROW][C]5[/C][C]-0.01226[/C][C]-0.0849[/C][C]0.466331[/C][/ROW]
[ROW][C]6[/C][C]0.087986[/C][C]0.6096[/C][C]0.272506[/C][/ROW]
[ROW][C]7[/C][C]-0.255394[/C][C]-1.7694[/C][C]0.041588[/C][/ROW]
[ROW][C]8[/C][C]-0.141322[/C][C]-0.9791[/C][C]0.166218[/C][/ROW]
[ROW][C]9[/C][C]-0.08511[/C][C]-0.5897[/C][C]0.279091[/C][/ROW]
[ROW][C]10[/C][C]0.081028[/C][C]0.5614[/C][C]0.288576[/C][/ROW]
[ROW][C]11[/C][C]0.095047[/C][C]0.6585[/C][C]0.25668[/C][/ROW]
[ROW][C]12[/C][C]0.042075[/C][C]0.2915[/C][C]0.385962[/C][/ROW]
[ROW][C]13[/C][C]-0.01048[/C][C]-0.0726[/C][C]0.47121[/C][/ROW]
[ROW][C]14[/C][C]-0.173652[/C][C]-1.2031[/C][C]0.117419[/C][/ROW]
[ROW][C]15[/C][C]0.147617[/C][C]1.0227[/C][C]0.155783[/C][/ROW]
[ROW][C]16[/C][C]-0.130386[/C][C]-0.9033[/C][C]0.185428[/C][/ROW]
[ROW][C]17[/C][C]-0.053187[/C][C]-0.3685[/C][C]0.357065[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61173&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61173&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	-0.573662	-3.9744	0.000118
2	-0.373124	-2.5851	0.006415
3	0.400367	2.7738	0.003934
4	0.246932	1.7108	0.046788
5	-0.01226	-0.0849	0.466331
6	0.087986	0.6096	0.272506
7	-0.255394	-1.7694	0.041588
8	-0.141322	-0.9791	0.166218
9	-0.08511	-0.5897	0.279091
10	0.081028	0.5614	0.288576
11	0.095047	0.6585	0.25668
12	0.042075	0.2915	0.385962
13	-0.01048	-0.0726	0.47121
14	-0.173652	-1.2031	0.117419
15	0.147617	1.0227	0.155783
16	-0.130386	-0.9033	0.185428
17	-0.053187	-0.3685	0.357065

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = Default ; 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')

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code