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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 15 Dec 2016 21:35:50 +0100

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/2016/Dec/15/t14818344614beseqgqdiyitu0.htm/, Retrieved Fri, 03 May 2024 06:19:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300006, Retrieved Fri, 03 May 2024 06:19:50 +0000

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

-       [(Partial) Autocorrelation Function] [reeks1correlatie] [2016-12-15 20:35:50] [2d1dd91c3b5ba64567b1d6b2c9fe9017] [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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300006&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=300006&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300006&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.022784	0.0993	0.460966
2	0.246287	1.0735	0.148238
3	-0.073521	-0.3205	0.376054
4	-0.252107	-1.0989	0.142769
5	-0.039296	-0.1713	0.432904
6	0.010635	0.0464	0.481755
7	-0.110591	-0.4821	0.317636
8	0.369028	1.6086	0.062102
9	-0.076632	-0.334	0.371007
10	0.072393	0.3156	0.37789
11	-0.171998	-0.7497	0.231303
12	-0.202791	-0.8839	0.193888
13	-0.132396	-0.5771	0.285323
14	-0.103928	-0.453	0.327835
15	-0.053299	-0.2323	0.409385

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.022784 & 0.0993 & 0.460966 \tabularnewline
2 & 0.246287 & 1.0735 & 0.148238 \tabularnewline
3 & -0.073521 & -0.3205 & 0.376054 \tabularnewline
4 & -0.252107 & -1.0989 & 0.142769 \tabularnewline
5 & -0.039296 & -0.1713 & 0.432904 \tabularnewline
6 & 0.010635 & 0.0464 & 0.481755 \tabularnewline
7 & -0.110591 & -0.4821 & 0.317636 \tabularnewline
8 & 0.369028 & 1.6086 & 0.062102 \tabularnewline
9 & -0.076632 & -0.334 & 0.371007 \tabularnewline
10 & 0.072393 & 0.3156 & 0.37789 \tabularnewline
11 & -0.171998 & -0.7497 & 0.231303 \tabularnewline
12 & -0.202791 & -0.8839 & 0.193888 \tabularnewline
13 & -0.132396 & -0.5771 & 0.285323 \tabularnewline
14 & -0.103928 & -0.453 & 0.327835 \tabularnewline
15 & -0.053299 & -0.2323 & 0.409385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300006&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]0.022784[/C][C]0.0993[/C][C]0.460966[/C][/ROW]
[ROW][C]2[/C][C]0.246287[/C][C]1.0735[/C][C]0.148238[/C][/ROW]
[ROW][C]3[/C][C]-0.073521[/C][C]-0.3205[/C][C]0.376054[/C][/ROW]
[ROW][C]4[/C][C]-0.252107[/C][C]-1.0989[/C][C]0.142769[/C][/ROW]
[ROW][C]5[/C][C]-0.039296[/C][C]-0.1713[/C][C]0.432904[/C][/ROW]
[ROW][C]6[/C][C]0.010635[/C][C]0.0464[/C][C]0.481755[/C][/ROW]
[ROW][C]7[/C][C]-0.110591[/C][C]-0.4821[/C][C]0.317636[/C][/ROW]
[ROW][C]8[/C][C]0.369028[/C][C]1.6086[/C][C]0.062102[/C][/ROW]
[ROW][C]9[/C][C]-0.076632[/C][C]-0.334[/C][C]0.371007[/C][/ROW]
[ROW][C]10[/C][C]0.072393[/C][C]0.3156[/C][C]0.37789[/C][/ROW]
[ROW][C]11[/C][C]-0.171998[/C][C]-0.7497[/C][C]0.231303[/C][/ROW]
[ROW][C]12[/C][C]-0.202791[/C][C]-0.8839[/C][C]0.193888[/C][/ROW]
[ROW][C]13[/C][C]-0.132396[/C][C]-0.5771[/C][C]0.285323[/C][/ROW]
[ROW][C]14[/C][C]-0.103928[/C][C]-0.453[/C][C]0.327835[/C][/ROW]
[ROW][C]15[/C][C]-0.053299[/C][C]-0.2323[/C][C]0.409385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300006&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300006&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	0.022784	0.0993	0.460966
2	0.246287	1.0735	0.148238
3	-0.073521	-0.3205	0.376054
4	-0.252107	-1.0989	0.142769
5	-0.039296	-0.1713	0.432904
6	0.010635	0.0464	0.481755
7	-0.110591	-0.4821	0.317636
8	0.369028	1.6086	0.062102
9	-0.076632	-0.334	0.371007
10	0.072393	0.3156	0.37789
11	-0.171998	-0.7497	0.231303
12	-0.202791	-0.8839	0.193888
13	-0.132396	-0.5771	0.285323
14	-0.103928	-0.453	0.327835
15	-0.053299	-0.2323	0.409385

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.022784	0.0993	0.460966
2	0.245895	1.0718	0.148611
3	-0.088766	-0.3869	0.351557
4	-0.330761	-1.4418	0.082826
5	0.016347	0.0713	0.471969
6	0.204583	0.8918	0.191839
7	-0.186956	-0.8149	0.212607
8	0.28825	1.2565	0.11209
9	-0.007128	-0.0311	0.487769
10	-0.167541	-0.7303	0.23706
11	-0.201947	-0.8803	0.194857
12	0.030346	0.1323	0.448079
13	-0.062399	-0.272	0.394281
14	-0.17701	-0.7716	0.22493
15	0.040077	0.1747	0.431585

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.022784 & 0.0993 & 0.460966 \tabularnewline
2 & 0.245895 & 1.0718 & 0.148611 \tabularnewline
3 & -0.088766 & -0.3869 & 0.351557 \tabularnewline
4 & -0.330761 & -1.4418 & 0.082826 \tabularnewline
5 & 0.016347 & 0.0713 & 0.471969 \tabularnewline
6 & 0.204583 & 0.8918 & 0.191839 \tabularnewline
7 & -0.186956 & -0.8149 & 0.212607 \tabularnewline
8 & 0.28825 & 1.2565 & 0.11209 \tabularnewline
9 & -0.007128 & -0.0311 & 0.487769 \tabularnewline
10 & -0.167541 & -0.7303 & 0.23706 \tabularnewline
11 & -0.201947 & -0.8803 & 0.194857 \tabularnewline
12 & 0.030346 & 0.1323 & 0.448079 \tabularnewline
13 & -0.062399 & -0.272 & 0.394281 \tabularnewline
14 & -0.17701 & -0.7716 & 0.22493 \tabularnewline
15 & 0.040077 & 0.1747 & 0.431585 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300006&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]0.022784[/C][C]0.0993[/C][C]0.460966[/C][/ROW]
[ROW][C]2[/C][C]0.245895[/C][C]1.0718[/C][C]0.148611[/C][/ROW]
[ROW][C]3[/C][C]-0.088766[/C][C]-0.3869[/C][C]0.351557[/C][/ROW]
[ROW][C]4[/C][C]-0.330761[/C][C]-1.4418[/C][C]0.082826[/C][/ROW]
[ROW][C]5[/C][C]0.016347[/C][C]0.0713[/C][C]0.471969[/C][/ROW]
[ROW][C]6[/C][C]0.204583[/C][C]0.8918[/C][C]0.191839[/C][/ROW]
[ROW][C]7[/C][C]-0.186956[/C][C]-0.8149[/C][C]0.212607[/C][/ROW]
[ROW][C]8[/C][C]0.28825[/C][C]1.2565[/C][C]0.11209[/C][/ROW]
[ROW][C]9[/C][C]-0.007128[/C][C]-0.0311[/C][C]0.487769[/C][/ROW]
[ROW][C]10[/C][C]-0.167541[/C][C]-0.7303[/C][C]0.23706[/C][/ROW]
[ROW][C]11[/C][C]-0.201947[/C][C]-0.8803[/C][C]0.194857[/C][/ROW]
[ROW][C]12[/C][C]0.030346[/C][C]0.1323[/C][C]0.448079[/C][/ROW]
[ROW][C]13[/C][C]-0.062399[/C][C]-0.272[/C][C]0.394281[/C][/ROW]
[ROW][C]14[/C][C]-0.17701[/C][C]-0.7716[/C][C]0.22493[/C][/ROW]
[ROW][C]15[/C][C]0.040077[/C][C]0.1747[/C][C]0.431585[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300006&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300006&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	0.022784	0.0993	0.460966
2	0.245895	1.0718	0.148611
3	-0.088766	-0.3869	0.351557
4	-0.330761	-1.4418	0.082826
5	0.016347	0.0713	0.471969
6	0.204583	0.8918	0.191839
7	-0.186956	-0.8149	0.212607
8	0.28825	1.2565	0.11209
9	-0.007128	-0.0311	0.487769
10	-0.167541	-0.7303	0.23706
11	-0.201947	-0.8803	0.194857
12	0.030346	0.1323	0.448079
13	-0.062399	-0.272	0.394281
14	-0.17701	-0.7716	0.22493
15	0.040077	0.1747	0.431585

Figure 1

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Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 ; par8 = ;

R code (references can be found in the software module):

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '4'
par4 <- '1'
par3 <- '1'
par2 <- '1'
par1 <- 'Default'
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 (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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,'ACF(k)',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,'PACF(k)',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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Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code