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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2016 20:00:45 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/22/t1482435118bqqao5xl39wjd0s.htm/, Retrieved Mon, 29 Apr 2024 00:07:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302648, Retrieved Mon, 29 Apr 2024 00:07:26 +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] [ACF1] [2016-12-22 17:08:50] [267314984f6394bb93cd815224aa34ba]
- R       [(Partial) Autocorrelation Function] [Acf2] [2016-12-22 19:00:45] [636d0f72197ac5e1dae4a755427db02a] [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
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

\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
R Framework error message & Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302648&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] [ROW]

R Framework error message[/C][C]

Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.

[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302648&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302648&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
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.019423	0.0931	0.463296
2	-0.361901	-1.7356	0.048006
3	0.082436	0.3953	0.348115
4	0.235233	1.1281	0.135446
5	-0.34106	-1.6357	0.057761
6	-0.100969	-0.4842	0.3164
7	0.229553	1.1009	0.141165
8	-0.124626	-0.5977	0.277945
9	-0.002605	-0.0125	0.495071
10	0.200099	0.9596	0.173609
11	-0.175089	-0.8397	0.204861
12	-0.398238	-1.9099	0.034349

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.019423 & 0.0931 & 0.463296 \tabularnewline
2 & -0.361901 & -1.7356 & 0.048006 \tabularnewline
3 & 0.082436 & 0.3953 & 0.348115 \tabularnewline
4 & 0.235233 & 1.1281 & 0.135446 \tabularnewline
5 & -0.34106 & -1.6357 & 0.057761 \tabularnewline
6 & -0.100969 & -0.4842 & 0.3164 \tabularnewline
7 & 0.229553 & 1.1009 & 0.141165 \tabularnewline
8 & -0.124626 & -0.5977 & 0.277945 \tabularnewline
9 & -0.002605 & -0.0125 & 0.495071 \tabularnewline
10 & 0.200099 & 0.9596 & 0.173609 \tabularnewline
11 & -0.175089 & -0.8397 & 0.204861 \tabularnewline
12 & -0.398238 & -1.9099 & 0.034349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302648&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]0.019423[/C][C]0.0931[/C][C]0.463296[/C][/ROW]
[ROW][C]2[/C][C]-0.361901[/C][C]-1.7356[/C][C]0.048006[/C][/ROW]
[ROW][C]3[/C][C]0.082436[/C][C]0.3953[/C][C]0.348115[/C][/ROW]
[ROW][C]4[/C][C]0.235233[/C][C]1.1281[/C][C]0.135446[/C][/ROW]
[ROW][C]5[/C][C]-0.34106[/C][C]-1.6357[/C][C]0.057761[/C][/ROW]
[ROW][C]6[/C][C]-0.100969[/C][C]-0.4842[/C][C]0.3164[/C][/ROW]
[ROW][C]7[/C][C]0.229553[/C][C]1.1009[/C][C]0.141165[/C][/ROW]
[ROW][C]8[/C][C]-0.124626[/C][C]-0.5977[/C][C]0.277945[/C][/ROW]
[ROW][C]9[/C][C]-0.002605[/C][C]-0.0125[/C][C]0.495071[/C][/ROW]
[ROW][C]10[/C][C]0.200099[/C][C]0.9596[/C][C]0.173609[/C][/ROW]
[ROW][C]11[/C][C]-0.175089[/C][C]-0.8397[/C][C]0.204861[/C][/ROW]
[ROW][C]12[/C][C]-0.398238[/C][C]-1.9099[/C][C]0.034349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302648&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302648&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	0.019423	0.0931	0.463296
2	-0.361901	-1.7356	0.048006
3	0.082436	0.3953	0.348115
4	0.235233	1.1281	0.135446
5	-0.34106	-1.6357	0.057761
6	-0.100969	-0.4842	0.3164
7	0.229553	1.1009	0.141165
8	-0.124626	-0.5977	0.277945
9	-0.002605	-0.0125	0.495071
10	0.200099	0.9596	0.173609
11	-0.175089	-0.8397	0.204861
12	-0.398238	-1.9099	0.034349

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.019423	0.0931	0.463296
2	-0.362415	-1.7381	0.047785
3	0.114071	0.5471	0.294801
4	0.111055	0.5326	0.299708
5	-0.343608	-1.6479	0.056486
6	0.070719	0.3392	0.368784
7	0.000785	0.0038	0.498514
8	-0.221117	-1.0604	0.149977
9	0.321572	1.5422	0.068336
10	-0.068319	-0.3276	0.373071
11	-0.322938	-1.5488	0.067546
12	-0.11893	-0.5704	0.28698

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.019423 & 0.0931 & 0.463296 \tabularnewline
2 & -0.362415 & -1.7381 & 0.047785 \tabularnewline
3 & 0.114071 & 0.5471 & 0.294801 \tabularnewline
4 & 0.111055 & 0.5326 & 0.299708 \tabularnewline
5 & -0.343608 & -1.6479 & 0.056486 \tabularnewline
6 & 0.070719 & 0.3392 & 0.368784 \tabularnewline
7 & 0.000785 & 0.0038 & 0.498514 \tabularnewline
8 & -0.221117 & -1.0604 & 0.149977 \tabularnewline
9 & 0.321572 & 1.5422 & 0.068336 \tabularnewline
10 & -0.068319 & -0.3276 & 0.373071 \tabularnewline
11 & -0.322938 & -1.5488 & 0.067546 \tabularnewline
12 & -0.11893 & -0.5704 & 0.28698 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302648&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]0.019423[/C][C]0.0931[/C][C]0.463296[/C][/ROW]
[ROW][C]2[/C][C]-0.362415[/C][C]-1.7381[/C][C]0.047785[/C][/ROW]
[ROW][C]3[/C][C]0.114071[/C][C]0.5471[/C][C]0.294801[/C][/ROW]
[ROW][C]4[/C][C]0.111055[/C][C]0.5326[/C][C]0.299708[/C][/ROW]
[ROW][C]5[/C][C]-0.343608[/C][C]-1.6479[/C][C]0.056486[/C][/ROW]
[ROW][C]6[/C][C]0.070719[/C][C]0.3392[/C][C]0.368784[/C][/ROW]
[ROW][C]7[/C][C]0.000785[/C][C]0.0038[/C][C]0.498514[/C][/ROW]
[ROW][C]8[/C][C]-0.221117[/C][C]-1.0604[/C][C]0.149977[/C][/ROW]
[ROW][C]9[/C][C]0.321572[/C][C]1.5422[/C][C]0.068336[/C][/ROW]
[ROW][C]10[/C][C]-0.068319[/C][C]-0.3276[/C][C]0.373071[/C][/ROW]
[ROW][C]11[/C][C]-0.322938[/C][C]-1.5488[/C][C]0.067546[/C][/ROW]
[ROW][C]12[/C][C]-0.11893[/C][C]-0.5704[/C][C]0.28698[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302648&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302648&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	0.019423	0.0931	0.463296
2	-0.362415	-1.7381	0.047785
3	0.114071	0.5471	0.294801
4	0.111055	0.5326	0.299708
5	-0.343608	-1.6479	0.056486
6	0.070719	0.3392	0.368784
7	0.000785	0.0038	0.498514
8	-0.221117	-1.0604	0.149977
9	0.321572	1.5422	0.068336
10	-0.068319	-0.3276	0.373071
11	-0.322938	-1.5488	0.067546
12	-0.11893	-0.5704	0.28698

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ; par2 = -0.3 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 0 ; par10 = FALSE ;

Parameters (R input):

par1 = 12 ; 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):

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