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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 15:54:01 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/03/t12598808787x9zy1stfg5oh7z.htm/, Retrieved Mon, 13 May 2024 10:50:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63144, Retrieved Mon, 13 May 2024 10:50:39 +0000

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Estimated Impact

154

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

-     [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:42:00] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-   P   [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:56:25] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-    D      [(Partial) Autocorrelation Function] [ACF met: d=1, D=1...] [2009-12-03 22:54:01] [371dc2189c569d90e2c1567f632c3ec0] [Current]
-   P         [(Partial) Autocorrelation Function] [ACF met: d=2, D=1...] [2009-12-04 13:45:18] [34d27ebe78dc2d31581e8710befe8733] 
-    D        [(Partial) Autocorrelation Function] [ACF met: d=1, D=1...] [2009-12-16 22:44:49] [34d27ebe78dc2d31581e8710befe8733] 
-   P           [(Partial) Autocorrelation Function] [ACF met: d=1, D=1...] [2009-12-19 11:32:39] [34d27ebe78dc2d31581e8710befe8733] 

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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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63144&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]2 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=63144&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63144&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.20863	1.4454	0.077417
2	0.21182	1.4675	0.074377
3	0.481785	3.3379	0.000819
4	0.195391	1.3537	0.091085
5	0.155416	1.0768	0.143486
6	0.194261	1.3459	0.092332
7	0.017225	0.1193	0.452754
8	0.261522	1.8119	0.038132
9	-0.067215	-0.4657	0.321777
10	-0.117127	-0.8115	0.210548
11	0.275005	1.9053	0.031371
12	-0.110244	-0.7638	0.224364
13	-0.137004	-0.9492	0.173638
14	0.113121	0.7837	0.218526
15	0.041185	0.2853	0.388307
16	-0.034616	-0.2398	0.405742
17	-0.006286	-0.0436	0.482721
18	-0.111203	-0.7704	0.222408
19	0.008019	0.0556	0.477961
20	-0.192722	-1.3352	0.094052
21	-0.220513	-1.5278	0.066568
22	-0.097609	-0.6763	0.251061
23	-0.178883	-1.2393	0.110623
24	-0.241764	-1.675	0.05022
25	-0.1474	-1.0212	0.156136
26	-0.167424	-1.1599	0.125904
27	-0.231213	-1.6019	0.057871
28	-0.173019	-1.1987	0.118262
29	-0.121696	-0.8431	0.201667
30	-0.095526	-0.6618	0.255625
31	-0.059687	-0.4135	0.340533
32	-0.065515	-0.4539	0.325973
33	-0.031774	-0.2201	0.413349
34	-0.003002	-0.0208	0.491745
35	-0.014364	-0.0995	0.460571
36	-0.019923	-0.138	0.445398

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.20863 & 1.4454 & 0.077417 \tabularnewline
2 & 0.21182 & 1.4675 & 0.074377 \tabularnewline
3 & 0.481785 & 3.3379 & 0.000819 \tabularnewline
4 & 0.195391 & 1.3537 & 0.091085 \tabularnewline
5 & 0.155416 & 1.0768 & 0.143486 \tabularnewline
6 & 0.194261 & 1.3459 & 0.092332 \tabularnewline
7 & 0.017225 & 0.1193 & 0.452754 \tabularnewline
8 & 0.261522 & 1.8119 & 0.038132 \tabularnewline
9 & -0.067215 & -0.4657 & 0.321777 \tabularnewline
10 & -0.117127 & -0.8115 & 0.210548 \tabularnewline
11 & 0.275005 & 1.9053 & 0.031371 \tabularnewline
12 & -0.110244 & -0.7638 & 0.224364 \tabularnewline
13 & -0.137004 & -0.9492 & 0.173638 \tabularnewline
14 & 0.113121 & 0.7837 & 0.218526 \tabularnewline
15 & 0.041185 & 0.2853 & 0.388307 \tabularnewline
16 & -0.034616 & -0.2398 & 0.405742 \tabularnewline
17 & -0.006286 & -0.0436 & 0.482721 \tabularnewline
18 & -0.111203 & -0.7704 & 0.222408 \tabularnewline
19 & 0.008019 & 0.0556 & 0.477961 \tabularnewline
20 & -0.192722 & -1.3352 & 0.094052 \tabularnewline
21 & -0.220513 & -1.5278 & 0.066568 \tabularnewline
22 & -0.097609 & -0.6763 & 0.251061 \tabularnewline
23 & -0.178883 & -1.2393 & 0.110623 \tabularnewline
24 & -0.241764 & -1.675 & 0.05022 \tabularnewline
25 & -0.1474 & -1.0212 & 0.156136 \tabularnewline
26 & -0.167424 & -1.1599 & 0.125904 \tabularnewline
27 & -0.231213 & -1.6019 & 0.057871 \tabularnewline
28 & -0.173019 & -1.1987 & 0.118262 \tabularnewline
29 & -0.121696 & -0.8431 & 0.201667 \tabularnewline
30 & -0.095526 & -0.6618 & 0.255625 \tabularnewline
31 & -0.059687 & -0.4135 & 0.340533 \tabularnewline
32 & -0.065515 & -0.4539 & 0.325973 \tabularnewline
33 & -0.031774 & -0.2201 & 0.413349 \tabularnewline
34 & -0.003002 & -0.0208 & 0.491745 \tabularnewline
35 & -0.014364 & -0.0995 & 0.460571 \tabularnewline
36 & -0.019923 & -0.138 & 0.445398 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63144&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]0.20863[/C][C]1.4454[/C][C]0.077417[/C][/ROW]
[ROW][C]2[/C][C]0.21182[/C][C]1.4675[/C][C]0.074377[/C][/ROW]
[ROW][C]3[/C][C]0.481785[/C][C]3.3379[/C][C]0.000819[/C][/ROW]
[ROW][C]4[/C][C]0.195391[/C][C]1.3537[/C][C]0.091085[/C][/ROW]
[ROW][C]5[/C][C]0.155416[/C][C]1.0768[/C][C]0.143486[/C][/ROW]
[ROW][C]6[/C][C]0.194261[/C][C]1.3459[/C][C]0.092332[/C][/ROW]
[ROW][C]7[/C][C]0.017225[/C][C]0.1193[/C][C]0.452754[/C][/ROW]
[ROW][C]8[/C][C]0.261522[/C][C]1.8119[/C][C]0.038132[/C][/ROW]
[ROW][C]9[/C][C]-0.067215[/C][C]-0.4657[/C][C]0.321777[/C][/ROW]
[ROW][C]10[/C][C]-0.117127[/C][C]-0.8115[/C][C]0.210548[/C][/ROW]
[ROW][C]11[/C][C]0.275005[/C][C]1.9053[/C][C]0.031371[/C][/ROW]
[ROW][C]12[/C][C]-0.110244[/C][C]-0.7638[/C][C]0.224364[/C][/ROW]
[ROW][C]13[/C][C]-0.137004[/C][C]-0.9492[/C][C]0.173638[/C][/ROW]
[ROW][C]14[/C][C]0.113121[/C][C]0.7837[/C][C]0.218526[/C][/ROW]
[ROW][C]15[/C][C]0.041185[/C][C]0.2853[/C][C]0.388307[/C][/ROW]
[ROW][C]16[/C][C]-0.034616[/C][C]-0.2398[/C][C]0.405742[/C][/ROW]
[ROW][C]17[/C][C]-0.006286[/C][C]-0.0436[/C][C]0.482721[/C][/ROW]
[ROW][C]18[/C][C]-0.111203[/C][C]-0.7704[/C][C]0.222408[/C][/ROW]
[ROW][C]19[/C][C]0.008019[/C][C]0.0556[/C][C]0.477961[/C][/ROW]
[ROW][C]20[/C][C]-0.192722[/C][C]-1.3352[/C][C]0.094052[/C][/ROW]
[ROW][C]21[/C][C]-0.220513[/C][C]-1.5278[/C][C]0.066568[/C][/ROW]
[ROW][C]22[/C][C]-0.097609[/C][C]-0.6763[/C][C]0.251061[/C][/ROW]
[ROW][C]23[/C][C]-0.178883[/C][C]-1.2393[/C][C]0.110623[/C][/ROW]
[ROW][C]24[/C][C]-0.241764[/C][C]-1.675[/C][C]0.05022[/C][/ROW]
[ROW][C]25[/C][C]-0.1474[/C][C]-1.0212[/C][C]0.156136[/C][/ROW]
[ROW][C]26[/C][C]-0.167424[/C][C]-1.1599[/C][C]0.125904[/C][/ROW]
[ROW][C]27[/C][C]-0.231213[/C][C]-1.6019[/C][C]0.057871[/C][/ROW]
[ROW][C]28[/C][C]-0.173019[/C][C]-1.1987[/C][C]0.118262[/C][/ROW]
[ROW][C]29[/C][C]-0.121696[/C][C]-0.8431[/C][C]0.201667[/C][/ROW]
[ROW][C]30[/C][C]-0.095526[/C][C]-0.6618[/C][C]0.255625[/C][/ROW]
[ROW][C]31[/C][C]-0.059687[/C][C]-0.4135[/C][C]0.340533[/C][/ROW]
[ROW][C]32[/C][C]-0.065515[/C][C]-0.4539[/C][C]0.325973[/C][/ROW]
[ROW][C]33[/C][C]-0.031774[/C][C]-0.2201[/C][C]0.413349[/C][/ROW]
[ROW][C]34[/C][C]-0.003002[/C][C]-0.0208[/C][C]0.491745[/C][/ROW]
[ROW][C]35[/C][C]-0.014364[/C][C]-0.0995[/C][C]0.460571[/C][/ROW]
[ROW][C]36[/C][C]-0.019923[/C][C]-0.138[/C][C]0.445398[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63144&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63144&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	0.20863	1.4454	0.077417
2	0.21182	1.4675	0.074377
3	0.481785	3.3379	0.000819
4	0.195391	1.3537	0.091085
5	0.155416	1.0768	0.143486
6	0.194261	1.3459	0.092332
7	0.017225	0.1193	0.452754
8	0.261522	1.8119	0.038132
9	-0.067215	-0.4657	0.321777
10	-0.117127	-0.8115	0.210548
11	0.275005	1.9053	0.031371
12	-0.110244	-0.7638	0.224364
13	-0.137004	-0.9492	0.173638
14	0.113121	0.7837	0.218526
15	0.041185	0.2853	0.388307
16	-0.034616	-0.2398	0.405742
17	-0.006286	-0.0436	0.482721
18	-0.111203	-0.7704	0.222408
19	0.008019	0.0556	0.477961
20	-0.192722	-1.3352	0.094052
21	-0.220513	-1.5278	0.066568
22	-0.097609	-0.6763	0.251061
23	-0.178883	-1.2393	0.110623
24	-0.241764	-1.675	0.05022
25	-0.1474	-1.0212	0.156136
26	-0.167424	-1.1599	0.125904
27	-0.231213	-1.6019	0.057871
28	-0.173019	-1.1987	0.118262
29	-0.121696	-0.8431	0.201667
30	-0.095526	-0.6618	0.255625
31	-0.059687	-0.4135	0.340533
32	-0.065515	-0.4539	0.325973
33	-0.031774	-0.2201	0.413349
34	-0.003002	-0.0208	0.491745
35	-0.014364	-0.0995	0.460571
36	-0.019923	-0.138	0.445398

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.20863	1.4454	0.077417
2	0.175952	1.219	0.114395
3	0.440907	3.0547	0.001835
4	0.049201	0.3409	0.367344
5	-0.009841	-0.0682	0.472962
6	-0.074795	-0.5182	0.303352
7	-0.156359	-1.0833	0.142046
8	0.250452	1.7352	0.044563
9	-0.228714	-1.5846	0.059815
10	-0.12538	-0.8687	0.194678
11	0.233152	1.6153	0.056398
12	-0.107783	-0.7467	0.22943
13	-0.0215	-0.149	0.441106
14	-0.039454	-0.2733	0.392879
15	0.225972	1.5656	0.062008
16	-0.037847	-0.2622	0.397141
17	-0.078831	-0.5462	0.293743
18	-0.156046	-1.0811	0.142523
19	-0.170112	-1.1786	0.12219
20	-0.063631	-0.4408	0.330651
21	-0.072853	-0.5047	0.308025
22	-0.132006	-0.9146	0.182497
23	0.017128	0.1187	0.453018
24	0.090419	0.6264	0.266997
25	0.010048	0.0696	0.472396
26	-0.072626	-0.5032	0.308573
27	-0.123917	-0.8585	0.197435
28	0.03624	0.2511	0.401412
29	0.079312	0.5495	0.29261
30	-0.030524	-0.2115	0.416706
31	0.056898	0.3942	0.347589
32	-0.036363	-0.2519	0.401084
33	0.058075	0.4024	0.344604
34	-0.046269	-0.3206	0.374967
35	0.059242	0.4104	0.341654
36	-0.006461	-0.0448	0.482242

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.20863 & 1.4454 & 0.077417 \tabularnewline
2 & 0.175952 & 1.219 & 0.114395 \tabularnewline
3 & 0.440907 & 3.0547 & 0.001835 \tabularnewline
4 & 0.049201 & 0.3409 & 0.367344 \tabularnewline
5 & -0.009841 & -0.0682 & 0.472962 \tabularnewline
6 & -0.074795 & -0.5182 & 0.303352 \tabularnewline
7 & -0.156359 & -1.0833 & 0.142046 \tabularnewline
8 & 0.250452 & 1.7352 & 0.044563 \tabularnewline
9 & -0.228714 & -1.5846 & 0.059815 \tabularnewline
10 & -0.12538 & -0.8687 & 0.194678 \tabularnewline
11 & 0.233152 & 1.6153 & 0.056398 \tabularnewline
12 & -0.107783 & -0.7467 & 0.22943 \tabularnewline
13 & -0.0215 & -0.149 & 0.441106 \tabularnewline
14 & -0.039454 & -0.2733 & 0.392879 \tabularnewline
15 & 0.225972 & 1.5656 & 0.062008 \tabularnewline
16 & -0.037847 & -0.2622 & 0.397141 \tabularnewline
17 & -0.078831 & -0.5462 & 0.293743 \tabularnewline
18 & -0.156046 & -1.0811 & 0.142523 \tabularnewline
19 & -0.170112 & -1.1786 & 0.12219 \tabularnewline
20 & -0.063631 & -0.4408 & 0.330651 \tabularnewline
21 & -0.072853 & -0.5047 & 0.308025 \tabularnewline
22 & -0.132006 & -0.9146 & 0.182497 \tabularnewline
23 & 0.017128 & 0.1187 & 0.453018 \tabularnewline
24 & 0.090419 & 0.6264 & 0.266997 \tabularnewline
25 & 0.010048 & 0.0696 & 0.472396 \tabularnewline
26 & -0.072626 & -0.5032 & 0.308573 \tabularnewline
27 & -0.123917 & -0.8585 & 0.197435 \tabularnewline
28 & 0.03624 & 0.2511 & 0.401412 \tabularnewline
29 & 0.079312 & 0.5495 & 0.29261 \tabularnewline
30 & -0.030524 & -0.2115 & 0.416706 \tabularnewline
31 & 0.056898 & 0.3942 & 0.347589 \tabularnewline
32 & -0.036363 & -0.2519 & 0.401084 \tabularnewline
33 & 0.058075 & 0.4024 & 0.344604 \tabularnewline
34 & -0.046269 & -0.3206 & 0.374967 \tabularnewline
35 & 0.059242 & 0.4104 & 0.341654 \tabularnewline
36 & -0.006461 & -0.0448 & 0.482242 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63144&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]0.20863[/C][C]1.4454[/C][C]0.077417[/C][/ROW]
[ROW][C]2[/C][C]0.175952[/C][C]1.219[/C][C]0.114395[/C][/ROW]
[ROW][C]3[/C][C]0.440907[/C][C]3.0547[/C][C]0.001835[/C][/ROW]
[ROW][C]4[/C][C]0.049201[/C][C]0.3409[/C][C]0.367344[/C][/ROW]
[ROW][C]5[/C][C]-0.009841[/C][C]-0.0682[/C][C]0.472962[/C][/ROW]
[ROW][C]6[/C][C]-0.074795[/C][C]-0.5182[/C][C]0.303352[/C][/ROW]
[ROW][C]7[/C][C]-0.156359[/C][C]-1.0833[/C][C]0.142046[/C][/ROW]
[ROW][C]8[/C][C]0.250452[/C][C]1.7352[/C][C]0.044563[/C][/ROW]
[ROW][C]9[/C][C]-0.228714[/C][C]-1.5846[/C][C]0.059815[/C][/ROW]
[ROW][C]10[/C][C]-0.12538[/C][C]-0.8687[/C][C]0.194678[/C][/ROW]
[ROW][C]11[/C][C]0.233152[/C][C]1.6153[/C][C]0.056398[/C][/ROW]
[ROW][C]12[/C][C]-0.107783[/C][C]-0.7467[/C][C]0.22943[/C][/ROW]
[ROW][C]13[/C][C]-0.0215[/C][C]-0.149[/C][C]0.441106[/C][/ROW]
[ROW][C]14[/C][C]-0.039454[/C][C]-0.2733[/C][C]0.392879[/C][/ROW]
[ROW][C]15[/C][C]0.225972[/C][C]1.5656[/C][C]0.062008[/C][/ROW]
[ROW][C]16[/C][C]-0.037847[/C][C]-0.2622[/C][C]0.397141[/C][/ROW]
[ROW][C]17[/C][C]-0.078831[/C][C]-0.5462[/C][C]0.293743[/C][/ROW]
[ROW][C]18[/C][C]-0.156046[/C][C]-1.0811[/C][C]0.142523[/C][/ROW]
[ROW][C]19[/C][C]-0.170112[/C][C]-1.1786[/C][C]0.12219[/C][/ROW]
[ROW][C]20[/C][C]-0.063631[/C][C]-0.4408[/C][C]0.330651[/C][/ROW]
[ROW][C]21[/C][C]-0.072853[/C][C]-0.5047[/C][C]0.308025[/C][/ROW]
[ROW][C]22[/C][C]-0.132006[/C][C]-0.9146[/C][C]0.182497[/C][/ROW]
[ROW][C]23[/C][C]0.017128[/C][C]0.1187[/C][C]0.453018[/C][/ROW]
[ROW][C]24[/C][C]0.090419[/C][C]0.6264[/C][C]0.266997[/C][/ROW]
[ROW][C]25[/C][C]0.010048[/C][C]0.0696[/C][C]0.472396[/C][/ROW]
[ROW][C]26[/C][C]-0.072626[/C][C]-0.5032[/C][C]0.308573[/C][/ROW]
[ROW][C]27[/C][C]-0.123917[/C][C]-0.8585[/C][C]0.197435[/C][/ROW]
[ROW][C]28[/C][C]0.03624[/C][C]0.2511[/C][C]0.401412[/C][/ROW]
[ROW][C]29[/C][C]0.079312[/C][C]0.5495[/C][C]0.29261[/C][/ROW]
[ROW][C]30[/C][C]-0.030524[/C][C]-0.2115[/C][C]0.416706[/C][/ROW]
[ROW][C]31[/C][C]0.056898[/C][C]0.3942[/C][C]0.347589[/C][/ROW]
[ROW][C]32[/C][C]-0.036363[/C][C]-0.2519[/C][C]0.401084[/C][/ROW]
[ROW][C]33[/C][C]0.058075[/C][C]0.4024[/C][C]0.344604[/C][/ROW]
[ROW][C]34[/C][C]-0.046269[/C][C]-0.3206[/C][C]0.374967[/C][/ROW]
[ROW][C]35[/C][C]0.059242[/C][C]0.4104[/C][C]0.341654[/C][/ROW]
[ROW][C]36[/C][C]-0.006461[/C][C]-0.0448[/C][C]0.482242[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63144&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63144&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	0.20863	1.4454	0.077417
2	0.175952	1.219	0.114395
3	0.440907	3.0547	0.001835
4	0.049201	0.3409	0.367344
5	-0.009841	-0.0682	0.472962
6	-0.074795	-0.5182	0.303352
7	-0.156359	-1.0833	0.142046
8	0.250452	1.7352	0.044563
9	-0.228714	-1.5846	0.059815
10	-0.12538	-0.8687	0.194678
11	0.233152	1.6153	0.056398
12	-0.107783	-0.7467	0.22943
13	-0.0215	-0.149	0.441106
14	-0.039454	-0.2733	0.392879
15	0.225972	1.5656	0.062008
16	-0.037847	-0.2622	0.397141
17	-0.078831	-0.5462	0.293743
18	-0.156046	-1.0811	0.142523
19	-0.170112	-1.1786	0.12219
20	-0.063631	-0.4408	0.330651
21	-0.072853	-0.5047	0.308025
22	-0.132006	-0.9146	0.182497
23	0.017128	0.1187	0.453018
24	0.090419	0.6264	0.266997
25	0.010048	0.0696	0.472396
26	-0.072626	-0.5032	0.308573
27	-0.123917	-0.8585	0.197435
28	0.03624	0.2511	0.401412
29	0.079312	0.5495	0.29261
30	-0.030524	-0.2115	0.416706
31	0.056898	0.3942	0.347589
32	-0.036363	-0.2519	0.401084
33	0.058075	0.4024	0.344604
34	-0.046269	-0.3206	0.374967
35	0.059242	0.4104	0.341654
36	-0.006461	-0.0448	0.482242

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code