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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 07 Dec 2009 12:47:15 -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/07/t1260215333x4tvchv992wic96.htm/, Retrieved Mon, 29 Apr 2024 15:26:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64622, Retrieved Mon, 29 Apr 2024 15:26:12 +0000

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User-defined keywords

Estimated Impact

160

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 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-03 18:11:56] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD        [(Partial) Autocorrelation Function] [Blog 1] [2009-12-07 19:47:15] [37de18e38c1490dd77c2b362ed87f3bb] [Current]

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Dataseries X:

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Histogram

Boxplots

8.00
8.10
7.70
7.50
7.60
7.80
7.80
7.80
7.50
7.50
7.10
7.50
7.50
7.60
7.70
7.70
7.90
8.10
8.20
8.20
8.20
7.90
7.30
6.90
6.60
6.70
6.90
7.00
7.10
7.20
7.10
6.90
7.00
6.80
6.40
6.70
6.60
6.40
6.30
6.20
6.50
6.80
6.80
6.40
6.10
5.80
6.10
7.20
7.30
6.90
6.10
5.80
6.20
7.10
7.70
7.90
7.70
7.40
7.50
8.00

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=64622&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=64622&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64622&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	0.846557	6.5574	0
2	0.606183	4.6955	8e-06
3	0.42592	3.2992	0.000817
4	0.372888	2.8884	0.00269
5	0.411209	3.1852	0.001148
6	0.434642	3.3667	0.000666
7	0.372539	2.8857	0.00271
8	0.265593	2.0573	0.022007
9	0.196646	1.5232	0.066479
10	0.188883	1.4631	0.074332
11	0.23318	1.8062	0.037952
12	0.249161	1.93	0.02917
13	0.192766	1.4932	0.070318
14	0.13944	1.0801	0.142211
15	0.08281	0.6414	0.261839
16	0.020753	0.1608	0.436414
17	-0.03128	-0.2423	0.40469
18	-0.080844	-0.6262	0.266775
19	-0.127776	-0.9898	0.163135
20	-0.166931	-1.293	0.100476
21	-0.203794	-1.5786	0.059845
22	-0.255715	-1.9808	0.026104
23	-0.291801	-2.2603	0.013723
24	-0.304547	-2.359	0.010799
25	-0.297872	-2.3073	0.012252
26	-0.245523	-1.9018	0.031
27	-0.216958	-1.6806	0.049025
28	-0.229084	-1.7745	0.040529
29	-0.268637	-2.0809	0.020862
30	-0.327331	-2.5355	0.006926
31	-0.369176	-2.8596	0.002913
32	-0.371898	-2.8807	0.002748
33	-0.336613	-2.6074	0.005747
34	-0.276703	-2.1433	0.018075
35	-0.205939	-1.5952	0.057962
36	-0.16635	-1.2885	0.101252

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846557 & 6.5574 & 0 \tabularnewline
2 & 0.606183 & 4.6955 & 8e-06 \tabularnewline
3 & 0.42592 & 3.2992 & 0.000817 \tabularnewline
4 & 0.372888 & 2.8884 & 0.00269 \tabularnewline
5 & 0.411209 & 3.1852 & 0.001148 \tabularnewline
6 & 0.434642 & 3.3667 & 0.000666 \tabularnewline
7 & 0.372539 & 2.8857 & 0.00271 \tabularnewline
8 & 0.265593 & 2.0573 & 0.022007 \tabularnewline
9 & 0.196646 & 1.5232 & 0.066479 \tabularnewline
10 & 0.188883 & 1.4631 & 0.074332 \tabularnewline
11 & 0.23318 & 1.8062 & 0.037952 \tabularnewline
12 & 0.249161 & 1.93 & 0.02917 \tabularnewline
13 & 0.192766 & 1.4932 & 0.070318 \tabularnewline
14 & 0.13944 & 1.0801 & 0.142211 \tabularnewline
15 & 0.08281 & 0.6414 & 0.261839 \tabularnewline
16 & 0.020753 & 0.1608 & 0.436414 \tabularnewline
17 & -0.03128 & -0.2423 & 0.40469 \tabularnewline
18 & -0.080844 & -0.6262 & 0.266775 \tabularnewline
19 & -0.127776 & -0.9898 & 0.163135 \tabularnewline
20 & -0.166931 & -1.293 & 0.100476 \tabularnewline
21 & -0.203794 & -1.5786 & 0.059845 \tabularnewline
22 & -0.255715 & -1.9808 & 0.026104 \tabularnewline
23 & -0.291801 & -2.2603 & 0.013723 \tabularnewline
24 & -0.304547 & -2.359 & 0.010799 \tabularnewline
25 & -0.297872 & -2.3073 & 0.012252 \tabularnewline
26 & -0.245523 & -1.9018 & 0.031 \tabularnewline
27 & -0.216958 & -1.6806 & 0.049025 \tabularnewline
28 & -0.229084 & -1.7745 & 0.040529 \tabularnewline
29 & -0.268637 & -2.0809 & 0.020862 \tabularnewline
30 & -0.327331 & -2.5355 & 0.006926 \tabularnewline
31 & -0.369176 & -2.8596 & 0.002913 \tabularnewline
32 & -0.371898 & -2.8807 & 0.002748 \tabularnewline
33 & -0.336613 & -2.6074 & 0.005747 \tabularnewline
34 & -0.276703 & -2.1433 & 0.018075 \tabularnewline
35 & -0.205939 & -1.5952 & 0.057962 \tabularnewline
36 & -0.16635 & -1.2885 & 0.101252 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64622&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]0.846557[/C][C]6.5574[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.606183[/C][C]4.6955[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.42592[/C][C]3.2992[/C][C]0.000817[/C][/ROW]
[ROW][C]4[/C][C]0.372888[/C][C]2.8884[/C][C]0.00269[/C][/ROW]
[ROW][C]5[/C][C]0.411209[/C][C]3.1852[/C][C]0.001148[/C][/ROW]
[ROW][C]6[/C][C]0.434642[/C][C]3.3667[/C][C]0.000666[/C][/ROW]
[ROW][C]7[/C][C]0.372539[/C][C]2.8857[/C][C]0.00271[/C][/ROW]
[ROW][C]8[/C][C]0.265593[/C][C]2.0573[/C][C]0.022007[/C][/ROW]
[ROW][C]9[/C][C]0.196646[/C][C]1.5232[/C][C]0.066479[/C][/ROW]
[ROW][C]10[/C][C]0.188883[/C][C]1.4631[/C][C]0.074332[/C][/ROW]
[ROW][C]11[/C][C]0.23318[/C][C]1.8062[/C][C]0.037952[/C][/ROW]
[ROW][C]12[/C][C]0.249161[/C][C]1.93[/C][C]0.02917[/C][/ROW]
[ROW][C]13[/C][C]0.192766[/C][C]1.4932[/C][C]0.070318[/C][/ROW]
[ROW][C]14[/C][C]0.13944[/C][C]1.0801[/C][C]0.142211[/C][/ROW]
[ROW][C]15[/C][C]0.08281[/C][C]0.6414[/C][C]0.261839[/C][/ROW]
[ROW][C]16[/C][C]0.020753[/C][C]0.1608[/C][C]0.436414[/C][/ROW]
[ROW][C]17[/C][C]-0.03128[/C][C]-0.2423[/C][C]0.40469[/C][/ROW]
[ROW][C]18[/C][C]-0.080844[/C][C]-0.6262[/C][C]0.266775[/C][/ROW]
[ROW][C]19[/C][C]-0.127776[/C][C]-0.9898[/C][C]0.163135[/C][/ROW]
[ROW][C]20[/C][C]-0.166931[/C][C]-1.293[/C][C]0.100476[/C][/ROW]
[ROW][C]21[/C][C]-0.203794[/C][C]-1.5786[/C][C]0.059845[/C][/ROW]
[ROW][C]22[/C][C]-0.255715[/C][C]-1.9808[/C][C]0.026104[/C][/ROW]
[ROW][C]23[/C][C]-0.291801[/C][C]-2.2603[/C][C]0.013723[/C][/ROW]
[ROW][C]24[/C][C]-0.304547[/C][C]-2.359[/C][C]0.010799[/C][/ROW]
[ROW][C]25[/C][C]-0.297872[/C][C]-2.3073[/C][C]0.012252[/C][/ROW]
[ROW][C]26[/C][C]-0.245523[/C][C]-1.9018[/C][C]0.031[/C][/ROW]
[ROW][C]27[/C][C]-0.216958[/C][C]-1.6806[/C][C]0.049025[/C][/ROW]
[ROW][C]28[/C][C]-0.229084[/C][C]-1.7745[/C][C]0.040529[/C][/ROW]
[ROW][C]29[/C][C]-0.268637[/C][C]-2.0809[/C][C]0.020862[/C][/ROW]
[ROW][C]30[/C][C]-0.327331[/C][C]-2.5355[/C][C]0.006926[/C][/ROW]
[ROW][C]31[/C][C]-0.369176[/C][C]-2.8596[/C][C]0.002913[/C][/ROW]
[ROW][C]32[/C][C]-0.371898[/C][C]-2.8807[/C][C]0.002748[/C][/ROW]
[ROW][C]33[/C][C]-0.336613[/C][C]-2.6074[/C][C]0.005747[/C][/ROW]
[ROW][C]34[/C][C]-0.276703[/C][C]-2.1433[/C][C]0.018075[/C][/ROW]
[ROW][C]35[/C][C]-0.205939[/C][C]-1.5952[/C][C]0.057962[/C][/ROW]
[ROW][C]36[/C][C]-0.16635[/C][C]-1.2885[/C][C]0.101252[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64622&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64622&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	0.846557	6.5574	0
2	0.606183	4.6955	8e-06
3	0.42592	3.2992	0.000817
4	0.372888	2.8884	0.00269
5	0.411209	3.1852	0.001148
6	0.434642	3.3667	0.000666
7	0.372539	2.8857	0.00271
8	0.265593	2.0573	0.022007
9	0.196646	1.5232	0.066479
10	0.188883	1.4631	0.074332
11	0.23318	1.8062	0.037952
12	0.249161	1.93	0.02917
13	0.192766	1.4932	0.070318
14	0.13944	1.0801	0.142211
15	0.08281	0.6414	0.261839
16	0.020753	0.1608	0.436414
17	-0.03128	-0.2423	0.40469
18	-0.080844	-0.6262	0.266775
19	-0.127776	-0.9898	0.163135
20	-0.166931	-1.293	0.100476
21	-0.203794	-1.5786	0.059845
22	-0.255715	-1.9808	0.026104
23	-0.291801	-2.2603	0.013723
24	-0.304547	-2.359	0.010799
25	-0.297872	-2.3073	0.012252
26	-0.245523	-1.9018	0.031
27	-0.216958	-1.6806	0.049025
28	-0.229084	-1.7745	0.040529
29	-0.268637	-2.0809	0.020862
30	-0.327331	-2.5355	0.006926
31	-0.369176	-2.8596	0.002913
32	-0.371898	-2.8807	0.002748
33	-0.336613	-2.6074	0.005747
34	-0.276703	-2.1433	0.018075
35	-0.205939	-1.5952	0.057962
36	-0.16635	-1.2885	0.101252

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.846557	6.5574	0
2	-0.389908	-3.0202	0.001854
3	0.177897	1.378	0.086662
4	0.235679	1.8256	0.036447
5	0.127208	0.9853	0.164205
6	-0.074383	-0.5762	0.283327
7	-0.126861	-0.9827	0.164861
8	0.034679	0.2686	0.394571
9	0.10014	0.7757	0.220492
10	-0.011166	-0.0865	0.46568
11	0.074337	0.5758	0.283447
12	-0.089591	-0.694	0.24519
13	-0.080685	-0.625	0.267177
14	0.186251	1.4427	0.077154
15	-0.211958	-1.6418	0.05293
16	-0.169018	-1.3092	0.097728
17	-0.002057	-0.0159	0.493671
18	-0.037015	-0.2867	0.387658
19	-0.044586	-0.3454	0.365515
20	-0.114319	-0.8855	0.189708
21	-0.072134	-0.5587	0.289206
22	-0.085527	-0.6625	0.255098
23	0.012426	0.0963	0.461821
24	0.020348	0.1576	0.437644
25	-0.077615	-0.6012	0.274985
26	0.13819	1.0704	0.14436
27	-0.045447	-0.352	0.363023
28	-0.031628	-0.245	0.40365
29	-0.055548	-0.4303	0.334269
30	-0.135876	-1.0525	0.148398
31	-0.006741	-0.0522	0.479264
32	-0.013427	-0.104	0.458755
33	0.066501	0.5151	0.304184
34	0.137549	1.0655	0.14547
35	0.046369	0.3592	0.360364
36	0.025275	0.1958	0.422722

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846557 & 6.5574 & 0 \tabularnewline
2 & -0.389908 & -3.0202 & 0.001854 \tabularnewline
3 & 0.177897 & 1.378 & 0.086662 \tabularnewline
4 & 0.235679 & 1.8256 & 0.036447 \tabularnewline
5 & 0.127208 & 0.9853 & 0.164205 \tabularnewline
6 & -0.074383 & -0.5762 & 0.283327 \tabularnewline
7 & -0.126861 & -0.9827 & 0.164861 \tabularnewline
8 & 0.034679 & 0.2686 & 0.394571 \tabularnewline
9 & 0.10014 & 0.7757 & 0.220492 \tabularnewline
10 & -0.011166 & -0.0865 & 0.46568 \tabularnewline
11 & 0.074337 & 0.5758 & 0.283447 \tabularnewline
12 & -0.089591 & -0.694 & 0.24519 \tabularnewline
13 & -0.080685 & -0.625 & 0.267177 \tabularnewline
14 & 0.186251 & 1.4427 & 0.077154 \tabularnewline
15 & -0.211958 & -1.6418 & 0.05293 \tabularnewline
16 & -0.169018 & -1.3092 & 0.097728 \tabularnewline
17 & -0.002057 & -0.0159 & 0.493671 \tabularnewline
18 & -0.037015 & -0.2867 & 0.387658 \tabularnewline
19 & -0.044586 & -0.3454 & 0.365515 \tabularnewline
20 & -0.114319 & -0.8855 & 0.189708 \tabularnewline
21 & -0.072134 & -0.5587 & 0.289206 \tabularnewline
22 & -0.085527 & -0.6625 & 0.255098 \tabularnewline
23 & 0.012426 & 0.0963 & 0.461821 \tabularnewline
24 & 0.020348 & 0.1576 & 0.437644 \tabularnewline
25 & -0.077615 & -0.6012 & 0.274985 \tabularnewline
26 & 0.13819 & 1.0704 & 0.14436 \tabularnewline
27 & -0.045447 & -0.352 & 0.363023 \tabularnewline
28 & -0.031628 & -0.245 & 0.40365 \tabularnewline
29 & -0.055548 & -0.4303 & 0.334269 \tabularnewline
30 & -0.135876 & -1.0525 & 0.148398 \tabularnewline
31 & -0.006741 & -0.0522 & 0.479264 \tabularnewline
32 & -0.013427 & -0.104 & 0.458755 \tabularnewline
33 & 0.066501 & 0.5151 & 0.304184 \tabularnewline
34 & 0.137549 & 1.0655 & 0.14547 \tabularnewline
35 & 0.046369 & 0.3592 & 0.360364 \tabularnewline
36 & 0.025275 & 0.1958 & 0.422722 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64622&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]0.846557[/C][C]6.5574[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.389908[/C][C]-3.0202[/C][C]0.001854[/C][/ROW]
[ROW][C]3[/C][C]0.177897[/C][C]1.378[/C][C]0.086662[/C][/ROW]
[ROW][C]4[/C][C]0.235679[/C][C]1.8256[/C][C]0.036447[/C][/ROW]
[ROW][C]5[/C][C]0.127208[/C][C]0.9853[/C][C]0.164205[/C][/ROW]
[ROW][C]6[/C][C]-0.074383[/C][C]-0.5762[/C][C]0.283327[/C][/ROW]
[ROW][C]7[/C][C]-0.126861[/C][C]-0.9827[/C][C]0.164861[/C][/ROW]
[ROW][C]8[/C][C]0.034679[/C][C]0.2686[/C][C]0.394571[/C][/ROW]
[ROW][C]9[/C][C]0.10014[/C][C]0.7757[/C][C]0.220492[/C][/ROW]
[ROW][C]10[/C][C]-0.011166[/C][C]-0.0865[/C][C]0.46568[/C][/ROW]
[ROW][C]11[/C][C]0.074337[/C][C]0.5758[/C][C]0.283447[/C][/ROW]
[ROW][C]12[/C][C]-0.089591[/C][C]-0.694[/C][C]0.24519[/C][/ROW]
[ROW][C]13[/C][C]-0.080685[/C][C]-0.625[/C][C]0.267177[/C][/ROW]
[ROW][C]14[/C][C]0.186251[/C][C]1.4427[/C][C]0.077154[/C][/ROW]
[ROW][C]15[/C][C]-0.211958[/C][C]-1.6418[/C][C]0.05293[/C][/ROW]
[ROW][C]16[/C][C]-0.169018[/C][C]-1.3092[/C][C]0.097728[/C][/ROW]
[ROW][C]17[/C][C]-0.002057[/C][C]-0.0159[/C][C]0.493671[/C][/ROW]
[ROW][C]18[/C][C]-0.037015[/C][C]-0.2867[/C][C]0.387658[/C][/ROW]
[ROW][C]19[/C][C]-0.044586[/C][C]-0.3454[/C][C]0.365515[/C][/ROW]
[ROW][C]20[/C][C]-0.114319[/C][C]-0.8855[/C][C]0.189708[/C][/ROW]
[ROW][C]21[/C][C]-0.072134[/C][C]-0.5587[/C][C]0.289206[/C][/ROW]
[ROW][C]22[/C][C]-0.085527[/C][C]-0.6625[/C][C]0.255098[/C][/ROW]
[ROW][C]23[/C][C]0.012426[/C][C]0.0963[/C][C]0.461821[/C][/ROW]
[ROW][C]24[/C][C]0.020348[/C][C]0.1576[/C][C]0.437644[/C][/ROW]
[ROW][C]25[/C][C]-0.077615[/C][C]-0.6012[/C][C]0.274985[/C][/ROW]
[ROW][C]26[/C][C]0.13819[/C][C]1.0704[/C][C]0.14436[/C][/ROW]
[ROW][C]27[/C][C]-0.045447[/C][C]-0.352[/C][C]0.363023[/C][/ROW]
[ROW][C]28[/C][C]-0.031628[/C][C]-0.245[/C][C]0.40365[/C][/ROW]
[ROW][C]29[/C][C]-0.055548[/C][C]-0.4303[/C][C]0.334269[/C][/ROW]
[ROW][C]30[/C][C]-0.135876[/C][C]-1.0525[/C][C]0.148398[/C][/ROW]
[ROW][C]31[/C][C]-0.006741[/C][C]-0.0522[/C][C]0.479264[/C][/ROW]
[ROW][C]32[/C][C]-0.013427[/C][C]-0.104[/C][C]0.458755[/C][/ROW]
[ROW][C]33[/C][C]0.066501[/C][C]0.5151[/C][C]0.304184[/C][/ROW]
[ROW][C]34[/C][C]0.137549[/C][C]1.0655[/C][C]0.14547[/C][/ROW]
[ROW][C]35[/C][C]0.046369[/C][C]0.3592[/C][C]0.360364[/C][/ROW]
[ROW][C]36[/C][C]0.025275[/C][C]0.1958[/C][C]0.422722[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64622&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64622&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	0.846557	6.5574	0
2	-0.389908	-3.0202	0.001854
3	0.177897	1.378	0.086662
4	0.235679	1.8256	0.036447
5	0.127208	0.9853	0.164205
6	-0.074383	-0.5762	0.283327
7	-0.126861	-0.9827	0.164861
8	0.034679	0.2686	0.394571
9	0.10014	0.7757	0.220492
10	-0.011166	-0.0865	0.46568
11	0.074337	0.5758	0.283447
12	-0.089591	-0.694	0.24519
13	-0.080685	-0.625	0.267177
14	0.186251	1.4427	0.077154
15	-0.211958	-1.6418	0.05293
16	-0.169018	-1.3092	0.097728
17	-0.002057	-0.0159	0.493671
18	-0.037015	-0.2867	0.387658
19	-0.044586	-0.3454	0.365515
20	-0.114319	-0.8855	0.189708
21	-0.072134	-0.5587	0.289206
22	-0.085527	-0.6625	0.255098
23	0.012426	0.0963	0.461821
24	0.020348	0.1576	0.437644
25	-0.077615	-0.6012	0.274985
26	0.13819	1.0704	0.14436
27	-0.045447	-0.352	0.363023
28	-0.031628	-0.245	0.40365
29	-0.055548	-0.4303	0.334269
30	-0.135876	-1.0525	0.148398
31	-0.006741	-0.0522	0.479264
32	-0.013427	-0.104	0.458755
33	0.066501	0.5151	0.304184
34	0.137549	1.0655	0.14547
35	0.046369	0.3592	0.360364
36	0.025275	0.1958	0.422722

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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