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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2016 20:57:56 +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/22/t1482436734l22n5fz30z3n2k2.htm/, Retrieved Sun, 28 Apr 2024 19:51:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302666, Retrieved Sun, 28 Apr 2024 19:51:46 +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  D    [(Partial) Autocorrelation Function] [ACF4] [2016-12-22 19:57:56] [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=302666&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=302666&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302666&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	-0.63196	-4.4686	2.3e-05
2	0.205413	1.4525	0.076306
3	-0.068028	-0.481	0.316297
4	0.032773	0.2317	0.408844
5	-0.100687	-0.712	0.239897
6	-0.016861	-0.1192	0.452788
7	0.228823	1.618	0.055975
8	-0.245199	-1.7338	0.044556
9	0.084868	0.6001	0.275573
10	0.047128	0.3332	0.370171
11	-0.020979	-0.1483	0.441334
12	-0.037311	-0.2638	0.396498

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.63196 & -4.4686 & 2.3e-05 \tabularnewline
2 & 0.205413 & 1.4525 & 0.076306 \tabularnewline
3 & -0.068028 & -0.481 & 0.316297 \tabularnewline
4 & 0.032773 & 0.2317 & 0.408844 \tabularnewline
5 & -0.100687 & -0.712 & 0.239897 \tabularnewline
6 & -0.016861 & -0.1192 & 0.452788 \tabularnewline
7 & 0.228823 & 1.618 & 0.055975 \tabularnewline
8 & -0.245199 & -1.7338 & 0.044556 \tabularnewline
9 & 0.084868 & 0.6001 & 0.275573 \tabularnewline
10 & 0.047128 & 0.3332 & 0.370171 \tabularnewline
11 & -0.020979 & -0.1483 & 0.441334 \tabularnewline
12 & -0.037311 & -0.2638 & 0.396498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302666&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]-0.63196[/C][C]-4.4686[/C][C]2.3e-05[/C][/ROW]
[ROW][C]2[/C][C]0.205413[/C][C]1.4525[/C][C]0.076306[/C][/ROW]
[ROW][C]3[/C][C]-0.068028[/C][C]-0.481[/C][C]0.316297[/C][/ROW]
[ROW][C]4[/C][C]0.032773[/C][C]0.2317[/C][C]0.408844[/C][/ROW]
[ROW][C]5[/C][C]-0.100687[/C][C]-0.712[/C][C]0.239897[/C][/ROW]
[ROW][C]6[/C][C]-0.016861[/C][C]-0.1192[/C][C]0.452788[/C][/ROW]
[ROW][C]7[/C][C]0.228823[/C][C]1.618[/C][C]0.055975[/C][/ROW]
[ROW][C]8[/C][C]-0.245199[/C][C]-1.7338[/C][C]0.044556[/C][/ROW]
[ROW][C]9[/C][C]0.084868[/C][C]0.6001[/C][C]0.275573[/C][/ROW]
[ROW][C]10[/C][C]0.047128[/C][C]0.3332[/C][C]0.370171[/C][/ROW]
[ROW][C]11[/C][C]-0.020979[/C][C]-0.1483[/C][C]0.441334[/C][/ROW]
[ROW][C]12[/C][C]-0.037311[/C][C]-0.2638[/C][C]0.396498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302666&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302666&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	-0.63196	-4.4686	2.3e-05
2	0.205413	1.4525	0.076306
3	-0.068028	-0.481	0.316297
4	0.032773	0.2317	0.408844
5	-0.100687	-0.712	0.239897
6	-0.016861	-0.1192	0.452788
7	0.228823	1.618	0.055975
8	-0.245199	-1.7338	0.044556
9	0.084868	0.6001	0.275573
10	0.047128	0.3332	0.370171
11	-0.020979	-0.1483	0.441334
12	-0.037311	-0.2638	0.396498

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.63196	-4.4686	2.3e-05
2	-0.32293	-2.2835	0.013344
3	-0.186571	-1.3193	0.096547
4	-0.09192	-0.65	0.259343
5	-0.212027	-1.4993	0.070048
6	-0.3924	-2.7747	0.003875
7	-0.011526	-0.0815	0.467684
8	-0.058673	-0.4149	0.340001
9	-0.235597	-1.6659	0.050991
10	-0.163048	-1.1529	0.127212
11	-0.050246	-0.3553	0.361933
12	-0.013191	-0.0933	0.463029

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.63196 & -4.4686 & 2.3e-05 \tabularnewline
2 & -0.32293 & -2.2835 & 0.013344 \tabularnewline
3 & -0.186571 & -1.3193 & 0.096547 \tabularnewline
4 & -0.09192 & -0.65 & 0.259343 \tabularnewline
5 & -0.212027 & -1.4993 & 0.070048 \tabularnewline
6 & -0.3924 & -2.7747 & 0.003875 \tabularnewline
7 & -0.011526 & -0.0815 & 0.467684 \tabularnewline
8 & -0.058673 & -0.4149 & 0.340001 \tabularnewline
9 & -0.235597 & -1.6659 & 0.050991 \tabularnewline
10 & -0.163048 & -1.1529 & 0.127212 \tabularnewline
11 & -0.050246 & -0.3553 & 0.361933 \tabularnewline
12 & -0.013191 & -0.0933 & 0.463029 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302666&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]-0.63196[/C][C]-4.4686[/C][C]2.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.32293[/C][C]-2.2835[/C][C]0.013344[/C][/ROW]
[ROW][C]3[/C][C]-0.186571[/C][C]-1.3193[/C][C]0.096547[/C][/ROW]
[ROW][C]4[/C][C]-0.09192[/C][C]-0.65[/C][C]0.259343[/C][/ROW]
[ROW][C]5[/C][C]-0.212027[/C][C]-1.4993[/C][C]0.070048[/C][/ROW]
[ROW][C]6[/C][C]-0.3924[/C][C]-2.7747[/C][C]0.003875[/C][/ROW]
[ROW][C]7[/C][C]-0.011526[/C][C]-0.0815[/C][C]0.467684[/C][/ROW]
[ROW][C]8[/C][C]-0.058673[/C][C]-0.4149[/C][C]0.340001[/C][/ROW]
[ROW][C]9[/C][C]-0.235597[/C][C]-1.6659[/C][C]0.050991[/C][/ROW]
[ROW][C]10[/C][C]-0.163048[/C][C]-1.1529[/C][C]0.127212[/C][/ROW]
[ROW][C]11[/C][C]-0.050246[/C][C]-0.3553[/C][C]0.361933[/C][/ROW]
[ROW][C]12[/C][C]-0.013191[/C][C]-0.0933[/C][C]0.463029[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302666&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302666&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	-0.63196	-4.4686	2.3e-05
2	-0.32293	-2.2835	0.013344
3	-0.186571	-1.3193	0.096547
4	-0.09192	-0.65	0.259343
5	-0.212027	-1.4993	0.070048
6	-0.3924	-2.7747	0.003875
7	-0.011526	-0.0815	0.467684
8	-0.058673	-0.4149	0.340001
9	-0.235597	-1.6659	0.050991
10	-0.163048	-1.1529	0.127212
11	-0.050246	-0.3553	0.361933
12	-0.013191	-0.0933	0.463029

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 = -0.3 ; par3 = 1 ; par4 = 0 ; 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')

Free Statistics

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code