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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Jan 2019 14:51:39 +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/2019/Jan/20/t1547992376l4wlq6j2mdg6xgj.htm/, Retrieved Fri, 03 May 2024 09:52:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=316466, Retrieved Fri, 03 May 2024 09:52:12 +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] [] [2019-01-20 13:51:39] [a064b3271d1ee86fdbc4126fbb561bdc] [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	2 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 time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=316466&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]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=316466&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=316466&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	2 seconds
R Server	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.026127	0.0905	0.46469
2	0.154681	0.5358	0.300933
3	-0.080406	-0.2785	0.392672
4	0.12925	0.4477	0.331161
5	-0.175155	-0.6068	0.27766
6	-0.060305	-0.2089	0.419014
7	-0.293234	-1.0158	0.164886
8	-0.031034	-0.1075	0.458083
9	-0.255869	-0.8864	0.196421
10	-0.060695	-0.2103	0.418499
11	0.146641	0.508	0.310338
12	NA	NA	NA
13	NA	NA	NA
14	NA	NA	NA
15	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.026127 & 0.0905 & 0.46469 \tabularnewline
2 & 0.154681 & 0.5358 & 0.300933 \tabularnewline
3 & -0.080406 & -0.2785 & 0.392672 \tabularnewline
4 & 0.12925 & 0.4477 & 0.331161 \tabularnewline
5 & -0.175155 & -0.6068 & 0.27766 \tabularnewline
6 & -0.060305 & -0.2089 & 0.419014 \tabularnewline
7 & -0.293234 & -1.0158 & 0.164886 \tabularnewline
8 & -0.031034 & -0.1075 & 0.458083 \tabularnewline
9 & -0.255869 & -0.8864 & 0.196421 \tabularnewline
10 & -0.060695 & -0.2103 & 0.418499 \tabularnewline
11 & 0.146641 & 0.508 & 0.310338 \tabularnewline
12 & NA & NA & NA \tabularnewline
13 & NA & NA & NA \tabularnewline
14 & NA & NA & NA \tabularnewline
15 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=316466&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]0.026127[/C][C]0.0905[/C][C]0.46469[/C][/ROW]
[ROW][C]2[/C][C]0.154681[/C][C]0.5358[/C][C]0.300933[/C][/ROW]
[ROW][C]3[/C][C]-0.080406[/C][C]-0.2785[/C][C]0.392672[/C][/ROW]
[ROW][C]4[/C][C]0.12925[/C][C]0.4477[/C][C]0.331161[/C][/ROW]
[ROW][C]5[/C][C]-0.175155[/C][C]-0.6068[/C][C]0.27766[/C][/ROW]
[ROW][C]6[/C][C]-0.060305[/C][C]-0.2089[/C][C]0.419014[/C][/ROW]
[ROW][C]7[/C][C]-0.293234[/C][C]-1.0158[/C][C]0.164886[/C][/ROW]
[ROW][C]8[/C][C]-0.031034[/C][C]-0.1075[/C][C]0.458083[/C][/ROW]
[ROW][C]9[/C][C]-0.255869[/C][C]-0.8864[/C][C]0.196421[/C][/ROW]
[ROW][C]10[/C][C]-0.060695[/C][C]-0.2103[/C][C]0.418499[/C][/ROW]
[ROW][C]11[/C][C]0.146641[/C][C]0.508[/C][C]0.310338[/C][/ROW]
[ROW][C]12[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]13[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]14[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]15[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=316466&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=316466&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	0.026127	0.0905	0.46469
2	0.154681	0.5358	0.300933
3	-0.080406	-0.2785	0.392672
4	0.12925	0.4477	0.331161
5	-0.175155	-0.6068	0.27766
6	-0.060305	-0.2089	0.419014
7	-0.293234	-1.0158	0.164886
8	-0.031034	-0.1075	0.458083
9	-0.255869	-0.8864	0.196421
10	-0.060695	-0.2103	0.418499
11	0.146641	0.508	0.310338
12	NA	NA	NA
13	NA	NA	NA
14	NA	NA	NA
15	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.026127	0.0905	0.46469
2	0.154104	0.5338	0.301604
3	-0.090049	-0.3119	0.38022
4	0.114036	0.395	0.349875
5	-0.165878	-0.5746	0.288082
6	-0.091478	-0.3169	0.378387
7	-0.23769	-0.8234	0.213176
8	-0.036394	-0.1261	0.450881
9	-0.186774	-0.647	0.264906
10	-0.101197	-0.3506	0.365999
11	0.263135	0.9115	0.189983
12	NA	NA	NA
13	NA	NA	NA
14	NA	NA	NA
15	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.026127 & 0.0905 & 0.46469 \tabularnewline
2 & 0.154104 & 0.5338 & 0.301604 \tabularnewline
3 & -0.090049 & -0.3119 & 0.38022 \tabularnewline
4 & 0.114036 & 0.395 & 0.349875 \tabularnewline
5 & -0.165878 & -0.5746 & 0.288082 \tabularnewline
6 & -0.091478 & -0.3169 & 0.378387 \tabularnewline
7 & -0.23769 & -0.8234 & 0.213176 \tabularnewline
8 & -0.036394 & -0.1261 & 0.450881 \tabularnewline
9 & -0.186774 & -0.647 & 0.264906 \tabularnewline
10 & -0.101197 & -0.3506 & 0.365999 \tabularnewline
11 & 0.263135 & 0.9115 & 0.189983 \tabularnewline
12 & NA & NA & NA \tabularnewline
13 & NA & NA & NA \tabularnewline
14 & NA & NA & NA \tabularnewline
15 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=316466&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]0.026127[/C][C]0.0905[/C][C]0.46469[/C][/ROW]
[ROW][C]2[/C][C]0.154104[/C][C]0.5338[/C][C]0.301604[/C][/ROW]
[ROW][C]3[/C][C]-0.090049[/C][C]-0.3119[/C][C]0.38022[/C][/ROW]
[ROW][C]4[/C][C]0.114036[/C][C]0.395[/C][C]0.349875[/C][/ROW]
[ROW][C]5[/C][C]-0.165878[/C][C]-0.5746[/C][C]0.288082[/C][/ROW]
[ROW][C]6[/C][C]-0.091478[/C][C]-0.3169[/C][C]0.378387[/C][/ROW]
[ROW][C]7[/C][C]-0.23769[/C][C]-0.8234[/C][C]0.213176[/C][/ROW]
[ROW][C]8[/C][C]-0.036394[/C][C]-0.1261[/C][C]0.450881[/C][/ROW]
[ROW][C]9[/C][C]-0.186774[/C][C]-0.647[/C][C]0.264906[/C][/ROW]
[ROW][C]10[/C][C]-0.101197[/C][C]-0.3506[/C][C]0.365999[/C][/ROW]
[ROW][C]11[/C][C]0.263135[/C][C]0.9115[/C][C]0.189983[/C][/ROW]
[ROW][C]12[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]13[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]14[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]15[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=316466&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=316466&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	0.026127	0.0905	0.46469
2	0.154104	0.5338	0.301604
3	-0.090049	-0.3119	0.38022
4	0.114036	0.395	0.349875
5	-0.165878	-0.5746	0.288082
6	-0.091478	-0.3169	0.378387
7	-0.23769	-0.8234	0.213176
8	-0.036394	-0.1261	0.450881
9	-0.186774	-0.647	0.264906
10	-0.101197	-0.3506	0.365999
11	0.263135	0.9115	0.189983
12	NA	NA	NA
13	NA	NA	NA
14	NA	NA	NA
15	NA	NA	NA

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 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 12 ;

Parameters (R input):

par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 2 ; 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 <- '12'
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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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code