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*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 07 Dec 2009 01:45:48 -0700

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/2009/Dec/07/t1260175615i4mg0dyifcjnyit.htm/, Retrieved Fri, 03 May 2024 12:47:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64535, Retrieved Fri, 03 May 2024 12:47:08 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

190

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [SHW WS9] [2009-12-03 16:22:00] [253127ae8da904b75450fbd69fe4eb21]
-    D      [(Partial) Autocorrelation Function] [ACF] [2009-12-04 15:00:02] [ba905ddf7cdf9ecb063c35348c4dab2e]
-    D          [(Partial) Autocorrelation Function] [] [2009-12-07 08:45:48] [639ea8fd352c8f9f586ddf87aa833fb6] [Current]
-   PD            [(Partial) Autocorrelation Function] [rev ws9] [2009-12-07 22:15:45] [6e4e01d7eb22a9f33d58ebb35753a195] 
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-18 02:24:21] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Boxplots

9,0
9,1
8,7
8,2
7,9
7,9
9,1
9,4
9,4
9,1
9,0
9,3
9,9
9,8
9,3
8,3
8,0
8,5
10,4
11,1
10,9
10,0
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9,0
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9,0
9,0
9,0
9,8
10,0
9,8
9,3
9,0
9,0
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,7
7,9
7,9
8,0

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	'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64535&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]1 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=64535&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64535&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.417013	3.2031	0.001096
2	-0.23862	-1.8329	0.035934
3	-0.64879	-4.9835	3e-06
4	-0.427795	-3.286	0.000857
5	0.118218	0.908	0.183773
6	0.446465	3.4294	0.000555
7	0.240341	1.8461	0.034949
8	-0.20095	-1.5435	0.064025
9	-0.457935	-3.5175	0.000423
10	-0.196263	-1.5075	0.068506
11	0.266907	2.0501	0.022401
12	0.648206	4.979	3e-06
13	0.240696	1.8488	0.034748
14	-0.215361	-1.6542	0.051697
15	-0.487456	-3.7442	0.000206
16	-0.308849	-2.3723	0.010479
17	0.090616	0.696	0.24457
18	0.289987	2.2274	0.014873
19	0.182296	1.4002	0.083339
20	-0.085588	-0.6574	0.256736
21	-0.228844	-1.7578	0.041986
22	-0.100481	-0.7718	0.221653
23	0.116746	0.8967	0.18675
24	0.34002	2.6117	0.005703
25	0.107246	0.8238	0.206692
26	-0.14065	-1.0804	0.142191
27	-0.268045	-2.0589	0.021964
28	-0.166701	-1.2805	0.102698
29	0.045797	0.3518	0.363129
30	0.157867	1.2126	0.115057
31	0.134953	1.0366	0.152078
32	0.007423	0.057	0.477362
33	-0.062572	-0.4806	0.316282
34	-0.06343	-0.4872	0.313956
35	-0.029548	-0.227	0.41062
36	0.0782	0.6007	0.275182

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.417013 & 3.2031 & 0.001096 \tabularnewline
2 & -0.23862 & -1.8329 & 0.035934 \tabularnewline
3 & -0.64879 & -4.9835 & 3e-06 \tabularnewline
4 & -0.427795 & -3.286 & 0.000857 \tabularnewline
5 & 0.118218 & 0.908 & 0.183773 \tabularnewline
6 & 0.446465 & 3.4294 & 0.000555 \tabularnewline
7 & 0.240341 & 1.8461 & 0.034949 \tabularnewline
8 & -0.20095 & -1.5435 & 0.064025 \tabularnewline
9 & -0.457935 & -3.5175 & 0.000423 \tabularnewline
10 & -0.196263 & -1.5075 & 0.068506 \tabularnewline
11 & 0.266907 & 2.0501 & 0.022401 \tabularnewline
12 & 0.648206 & 4.979 & 3e-06 \tabularnewline
13 & 0.240696 & 1.8488 & 0.034748 \tabularnewline
14 & -0.215361 & -1.6542 & 0.051697 \tabularnewline
15 & -0.487456 & -3.7442 & 0.000206 \tabularnewline
16 & -0.308849 & -2.3723 & 0.010479 \tabularnewline
17 & 0.090616 & 0.696 & 0.24457 \tabularnewline
18 & 0.289987 & 2.2274 & 0.014873 \tabularnewline
19 & 0.182296 & 1.4002 & 0.083339 \tabularnewline
20 & -0.085588 & -0.6574 & 0.256736 \tabularnewline
21 & -0.228844 & -1.7578 & 0.041986 \tabularnewline
22 & -0.100481 & -0.7718 & 0.221653 \tabularnewline
23 & 0.116746 & 0.8967 & 0.18675 \tabularnewline
24 & 0.34002 & 2.6117 & 0.005703 \tabularnewline
25 & 0.107246 & 0.8238 & 0.206692 \tabularnewline
26 & -0.14065 & -1.0804 & 0.142191 \tabularnewline
27 & -0.268045 & -2.0589 & 0.021964 \tabularnewline
28 & -0.166701 & -1.2805 & 0.102698 \tabularnewline
29 & 0.045797 & 0.3518 & 0.363129 \tabularnewline
30 & 0.157867 & 1.2126 & 0.115057 \tabularnewline
31 & 0.134953 & 1.0366 & 0.152078 \tabularnewline
32 & 0.007423 & 0.057 & 0.477362 \tabularnewline
33 & -0.062572 & -0.4806 & 0.316282 \tabularnewline
34 & -0.06343 & -0.4872 & 0.313956 \tabularnewline
35 & -0.029548 & -0.227 & 0.41062 \tabularnewline
36 & 0.0782 & 0.6007 & 0.275182 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64535&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]0.417013[/C][C]3.2031[/C][C]0.001096[/C][/ROW]
[ROW][C]2[/C][C]-0.23862[/C][C]-1.8329[/C][C]0.035934[/C][/ROW]
[ROW][C]3[/C][C]-0.64879[/C][C]-4.9835[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.427795[/C][C]-3.286[/C][C]0.000857[/C][/ROW]
[ROW][C]5[/C][C]0.118218[/C][C]0.908[/C][C]0.183773[/C][/ROW]
[ROW][C]6[/C][C]0.446465[/C][C]3.4294[/C][C]0.000555[/C][/ROW]
[ROW][C]7[/C][C]0.240341[/C][C]1.8461[/C][C]0.034949[/C][/ROW]
[ROW][C]8[/C][C]-0.20095[/C][C]-1.5435[/C][C]0.064025[/C][/ROW]
[ROW][C]9[/C][C]-0.457935[/C][C]-3.5175[/C][C]0.000423[/C][/ROW]
[ROW][C]10[/C][C]-0.196263[/C][C]-1.5075[/C][C]0.068506[/C][/ROW]
[ROW][C]11[/C][C]0.266907[/C][C]2.0501[/C][C]0.022401[/C][/ROW]
[ROW][C]12[/C][C]0.648206[/C][C]4.979[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]0.240696[/C][C]1.8488[/C][C]0.034748[/C][/ROW]
[ROW][C]14[/C][C]-0.215361[/C][C]-1.6542[/C][C]0.051697[/C][/ROW]
[ROW][C]15[/C][C]-0.487456[/C][C]-3.7442[/C][C]0.000206[/C][/ROW]
[ROW][C]16[/C][C]-0.308849[/C][C]-2.3723[/C][C]0.010479[/C][/ROW]
[ROW][C]17[/C][C]0.090616[/C][C]0.696[/C][C]0.24457[/C][/ROW]
[ROW][C]18[/C][C]0.289987[/C][C]2.2274[/C][C]0.014873[/C][/ROW]
[ROW][C]19[/C][C]0.182296[/C][C]1.4002[/C][C]0.083339[/C][/ROW]
[ROW][C]20[/C][C]-0.085588[/C][C]-0.6574[/C][C]0.256736[/C][/ROW]
[ROW][C]21[/C][C]-0.228844[/C][C]-1.7578[/C][C]0.041986[/C][/ROW]
[ROW][C]22[/C][C]-0.100481[/C][C]-0.7718[/C][C]0.221653[/C][/ROW]
[ROW][C]23[/C][C]0.116746[/C][C]0.8967[/C][C]0.18675[/C][/ROW]
[ROW][C]24[/C][C]0.34002[/C][C]2.6117[/C][C]0.005703[/C][/ROW]
[ROW][C]25[/C][C]0.107246[/C][C]0.8238[/C][C]0.206692[/C][/ROW]
[ROW][C]26[/C][C]-0.14065[/C][C]-1.0804[/C][C]0.142191[/C][/ROW]
[ROW][C]27[/C][C]-0.268045[/C][C]-2.0589[/C][C]0.021964[/C][/ROW]
[ROW][C]28[/C][C]-0.166701[/C][C]-1.2805[/C][C]0.102698[/C][/ROW]
[ROW][C]29[/C][C]0.045797[/C][C]0.3518[/C][C]0.363129[/C][/ROW]
[ROW][C]30[/C][C]0.157867[/C][C]1.2126[/C][C]0.115057[/C][/ROW]
[ROW][C]31[/C][C]0.134953[/C][C]1.0366[/C][C]0.152078[/C][/ROW]
[ROW][C]32[/C][C]0.007423[/C][C]0.057[/C][C]0.477362[/C][/ROW]
[ROW][C]33[/C][C]-0.062572[/C][C]-0.4806[/C][C]0.316282[/C][/ROW]
[ROW][C]34[/C][C]-0.06343[/C][C]-0.4872[/C][C]0.313956[/C][/ROW]
[ROW][C]35[/C][C]-0.029548[/C][C]-0.227[/C][C]0.41062[/C][/ROW]
[ROW][C]36[/C][C]0.0782[/C][C]0.6007[/C][C]0.275182[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64535&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64535&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	0.417013	3.2031	0.001096
2	-0.23862	-1.8329	0.035934
3	-0.64879	-4.9835	3e-06
4	-0.427795	-3.286	0.000857
5	0.118218	0.908	0.183773
6	0.446465	3.4294	0.000555
7	0.240341	1.8461	0.034949
8	-0.20095	-1.5435	0.064025
9	-0.457935	-3.5175	0.000423
10	-0.196263	-1.5075	0.068506
11	0.266907	2.0501	0.022401
12	0.648206	4.979	3e-06
13	0.240696	1.8488	0.034748
14	-0.215361	-1.6542	0.051697
15	-0.487456	-3.7442	0.000206
16	-0.308849	-2.3723	0.010479
17	0.090616	0.696	0.24457
18	0.289987	2.2274	0.014873
19	0.182296	1.4002	0.083339
20	-0.085588	-0.6574	0.256736
21	-0.228844	-1.7578	0.041986
22	-0.100481	-0.7718	0.221653
23	0.116746	0.8967	0.18675
24	0.34002	2.6117	0.005703
25	0.107246	0.8238	0.206692
26	-0.14065	-1.0804	0.142191
27	-0.268045	-2.0589	0.021964
28	-0.166701	-1.2805	0.102698
29	0.045797	0.3518	0.363129
30	0.157867	1.2126	0.115057
31	0.134953	1.0366	0.152078
32	0.007423	0.057	0.477362
33	-0.062572	-0.4806	0.316282
34	-0.06343	-0.4872	0.313956
35	-0.029548	-0.227	0.41062
36	0.0782	0.6007	0.275182

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.417013	3.2031	0.001096
2	-0.499358	-3.8356	0.000154
3	-0.469847	-3.609	0.000317
4	-0.056873	-0.4369	0.331907
5	0.103461	0.7947	0.214988
6	-0.025022	-0.1922	0.424125
7	-0.249106	-1.9134	0.030275
8	-0.208713	-1.6032	0.057121
9	-0.177533	-1.3637	0.088928
10	0.045063	0.3461	0.365237
11	0.063544	0.4881	0.313648
12	0.394104	3.0272	0.001828
13	-0.303532	-2.3315	0.011582
14	0.175382	1.3471	0.091544
15	0.175044	1.3445	0.09196
16	-0.022618	-0.1737	0.431336
17	-0.119206	-0.9156	0.181792
18	-0.156413	-1.2014	0.117192
19	0.109187	0.8387	0.202516
20	-0.004035	-0.031	0.487691
21	0.038093	0.2926	0.385429
22	-0.137979	-1.0598	0.146769
23	-0.098458	-0.7563	0.226248
24	0.128612	0.9879	0.163622
25	0.040137	0.3083	0.37947
26	-0.079686	-0.6121	0.271419
27	-0.021478	-0.165	0.434764
28	0.034931	0.2683	0.394699
29	-0.014515	-0.1115	0.455804
30	0.072498	0.5569	0.289862
31	0.021007	0.1614	0.436181
32	-0.031399	-0.2412	0.405125
33	0.062388	0.4792	0.316781
34	0.007409	0.0569	0.477406
35	-0.051649	-0.3967	0.346501
36	-0.139861	-1.0743	0.143534

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.417013 & 3.2031 & 0.001096 \tabularnewline
2 & -0.499358 & -3.8356 & 0.000154 \tabularnewline
3 & -0.469847 & -3.609 & 0.000317 \tabularnewline
4 & -0.056873 & -0.4369 & 0.331907 \tabularnewline
5 & 0.103461 & 0.7947 & 0.214988 \tabularnewline
6 & -0.025022 & -0.1922 & 0.424125 \tabularnewline
7 & -0.249106 & -1.9134 & 0.030275 \tabularnewline
8 & -0.208713 & -1.6032 & 0.057121 \tabularnewline
9 & -0.177533 & -1.3637 & 0.088928 \tabularnewline
10 & 0.045063 & 0.3461 & 0.365237 \tabularnewline
11 & 0.063544 & 0.4881 & 0.313648 \tabularnewline
12 & 0.394104 & 3.0272 & 0.001828 \tabularnewline
13 & -0.303532 & -2.3315 & 0.011582 \tabularnewline
14 & 0.175382 & 1.3471 & 0.091544 \tabularnewline
15 & 0.175044 & 1.3445 & 0.09196 \tabularnewline
16 & -0.022618 & -0.1737 & 0.431336 \tabularnewline
17 & -0.119206 & -0.9156 & 0.181792 \tabularnewline
18 & -0.156413 & -1.2014 & 0.117192 \tabularnewline
19 & 0.109187 & 0.8387 & 0.202516 \tabularnewline
20 & -0.004035 & -0.031 & 0.487691 \tabularnewline
21 & 0.038093 & 0.2926 & 0.385429 \tabularnewline
22 & -0.137979 & -1.0598 & 0.146769 \tabularnewline
23 & -0.098458 & -0.7563 & 0.226248 \tabularnewline
24 & 0.128612 & 0.9879 & 0.163622 \tabularnewline
25 & 0.040137 & 0.3083 & 0.37947 \tabularnewline
26 & -0.079686 & -0.6121 & 0.271419 \tabularnewline
27 & -0.021478 & -0.165 & 0.434764 \tabularnewline
28 & 0.034931 & 0.2683 & 0.394699 \tabularnewline
29 & -0.014515 & -0.1115 & 0.455804 \tabularnewline
30 & 0.072498 & 0.5569 & 0.289862 \tabularnewline
31 & 0.021007 & 0.1614 & 0.436181 \tabularnewline
32 & -0.031399 & -0.2412 & 0.405125 \tabularnewline
33 & 0.062388 & 0.4792 & 0.316781 \tabularnewline
34 & 0.007409 & 0.0569 & 0.477406 \tabularnewline
35 & -0.051649 & -0.3967 & 0.346501 \tabularnewline
36 & -0.139861 & -1.0743 & 0.143534 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64535&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]0.417013[/C][C]3.2031[/C][C]0.001096[/C][/ROW]
[ROW][C]2[/C][C]-0.499358[/C][C]-3.8356[/C][C]0.000154[/C][/ROW]
[ROW][C]3[/C][C]-0.469847[/C][C]-3.609[/C][C]0.000317[/C][/ROW]
[ROW][C]4[/C][C]-0.056873[/C][C]-0.4369[/C][C]0.331907[/C][/ROW]
[ROW][C]5[/C][C]0.103461[/C][C]0.7947[/C][C]0.214988[/C][/ROW]
[ROW][C]6[/C][C]-0.025022[/C][C]-0.1922[/C][C]0.424125[/C][/ROW]
[ROW][C]7[/C][C]-0.249106[/C][C]-1.9134[/C][C]0.030275[/C][/ROW]
[ROW][C]8[/C][C]-0.208713[/C][C]-1.6032[/C][C]0.057121[/C][/ROW]
[ROW][C]9[/C][C]-0.177533[/C][C]-1.3637[/C][C]0.088928[/C][/ROW]
[ROW][C]10[/C][C]0.045063[/C][C]0.3461[/C][C]0.365237[/C][/ROW]
[ROW][C]11[/C][C]0.063544[/C][C]0.4881[/C][C]0.313648[/C][/ROW]
[ROW][C]12[/C][C]0.394104[/C][C]3.0272[/C][C]0.001828[/C][/ROW]
[ROW][C]13[/C][C]-0.303532[/C][C]-2.3315[/C][C]0.011582[/C][/ROW]
[ROW][C]14[/C][C]0.175382[/C][C]1.3471[/C][C]0.091544[/C][/ROW]
[ROW][C]15[/C][C]0.175044[/C][C]1.3445[/C][C]0.09196[/C][/ROW]
[ROW][C]16[/C][C]-0.022618[/C][C]-0.1737[/C][C]0.431336[/C][/ROW]
[ROW][C]17[/C][C]-0.119206[/C][C]-0.9156[/C][C]0.181792[/C][/ROW]
[ROW][C]18[/C][C]-0.156413[/C][C]-1.2014[/C][C]0.117192[/C][/ROW]
[ROW][C]19[/C][C]0.109187[/C][C]0.8387[/C][C]0.202516[/C][/ROW]
[ROW][C]20[/C][C]-0.004035[/C][C]-0.031[/C][C]0.487691[/C][/ROW]
[ROW][C]21[/C][C]0.038093[/C][C]0.2926[/C][C]0.385429[/C][/ROW]
[ROW][C]22[/C][C]-0.137979[/C][C]-1.0598[/C][C]0.146769[/C][/ROW]
[ROW][C]23[/C][C]-0.098458[/C][C]-0.7563[/C][C]0.226248[/C][/ROW]
[ROW][C]24[/C][C]0.128612[/C][C]0.9879[/C][C]0.163622[/C][/ROW]
[ROW][C]25[/C][C]0.040137[/C][C]0.3083[/C][C]0.37947[/C][/ROW]
[ROW][C]26[/C][C]-0.079686[/C][C]-0.6121[/C][C]0.271419[/C][/ROW]
[ROW][C]27[/C][C]-0.021478[/C][C]-0.165[/C][C]0.434764[/C][/ROW]
[ROW][C]28[/C][C]0.034931[/C][C]0.2683[/C][C]0.394699[/C][/ROW]
[ROW][C]29[/C][C]-0.014515[/C][C]-0.1115[/C][C]0.455804[/C][/ROW]
[ROW][C]30[/C][C]0.072498[/C][C]0.5569[/C][C]0.289862[/C][/ROW]
[ROW][C]31[/C][C]0.021007[/C][C]0.1614[/C][C]0.436181[/C][/ROW]
[ROW][C]32[/C][C]-0.031399[/C][C]-0.2412[/C][C]0.405125[/C][/ROW]
[ROW][C]33[/C][C]0.062388[/C][C]0.4792[/C][C]0.316781[/C][/ROW]
[ROW][C]34[/C][C]0.007409[/C][C]0.0569[/C][C]0.477406[/C][/ROW]
[ROW][C]35[/C][C]-0.051649[/C][C]-0.3967[/C][C]0.346501[/C][/ROW]
[ROW][C]36[/C][C]-0.139861[/C][C]-1.0743[/C][C]0.143534[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64535&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64535&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	0.417013	3.2031	0.001096
2	-0.499358	-3.8356	0.000154
3	-0.469847	-3.609	0.000317
4	-0.056873	-0.4369	0.331907
5	0.103461	0.7947	0.214988
6	-0.025022	-0.1922	0.424125
7	-0.249106	-1.9134	0.030275
8	-0.208713	-1.6032	0.057121
9	-0.177533	-1.3637	0.088928
10	0.045063	0.3461	0.365237
11	0.063544	0.4881	0.313648
12	0.394104	3.0272	0.001828
13	-0.303532	-2.3315	0.011582
14	0.175382	1.3471	0.091544
15	0.175044	1.3445	0.09196
16	-0.022618	-0.1737	0.431336
17	-0.119206	-0.9156	0.181792
18	-0.156413	-1.2014	0.117192
19	0.109187	0.8387	0.202516
20	-0.004035	-0.031	0.487691
21	0.038093	0.2926	0.385429
22	-0.137979	-1.0598	0.146769
23	-0.098458	-0.7563	0.226248
24	0.128612	0.9879	0.163622
25	0.040137	0.3083	0.37947
26	-0.079686	-0.6121	0.271419
27	-0.021478	-0.165	0.434764
28	0.034931	0.2683	0.394699
29	-0.014515	-0.1115	0.455804
30	0.072498	0.5569	0.289862
31	0.021007	0.1614	0.436181
32	-0.031399	-0.2412	0.405125
33	0.062388	0.4792	0.316781
34	0.007409	0.0569	0.477406
35	-0.051649	-0.3967	0.346501
36	-0.139861	-1.0743	0.143534

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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