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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 07 Dec 2009 15:15:45 -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/t1260224181qxl9p3sndixj0c4.htm/, Retrieved Fri, 03 May 2024 12:18:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64655, Retrieved Fri, 03 May 2024 12:18:36 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

150

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] [ade6aa003deff66733e677339d38f25a]
-   PD            [(Partial) Autocorrelation Function] [rev ws9] [2009-12-07 22:15:45] [2e4ef2c1b76db9b31c0a03b96e94ad77] [Current]

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Dataseries X:

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Histogram

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=64655&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=64655&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64655&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	0.219921	1.4916	0.071319
2	-0.131482	-0.8918	0.188583
3	-0.485833	-3.2951	0.00095
4	-0.400081	-2.7135	0.004669
5	-0.150919	-1.0236	0.155693
6	0.20829	1.4127	0.082238
7	0.218726	1.4835	0.072385
8	0.134473	0.912	0.183251
9	0.091135	0.6181	0.269777
10	-0.088994	-0.6036	0.274543
11	-0.038135	-0.2586	0.398531
12	-0.095808	-0.6498	0.259526
13	-0.116539	-0.7904	0.216673
14	0.089047	0.6039	0.274423
15	-0.020598	-0.1397	0.444753
16	0.080389	0.5452	0.294115
17	0.065187	0.4421	0.330237
18	0.053998	0.3662	0.357934
19	-0.115195	-0.7813	0.219317
20	-0.079163	-0.5369	0.29696
21	-0.086215	-0.5847	0.280791
22	0.011373	0.0771	0.469425
23	0.154298	1.0465	0.150399
24	0.089991	0.6103	0.272318
25	0.072659	0.4928	0.312251
26	-0.015403	-0.1045	0.458627
27	-0.171531	-1.1634	0.125337
28	-0.116537	-0.7904	0.216678
29	-0.082511	-0.5596	0.289228
30	0.064305	0.4361	0.332389
31	0.076747	0.5205	0.302597
32	0.193174	1.3102	0.098321
33	0.050233	0.3407	0.367441
34	0.059645	0.4045	0.343849
35	-0.156278	-1.0599	0.147355
36	-0.207153	-1.405	0.083373

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.219921 & 1.4916 & 0.071319 \tabularnewline
2 & -0.131482 & -0.8918 & 0.188583 \tabularnewline
3 & -0.485833 & -3.2951 & 0.00095 \tabularnewline
4 & -0.400081 & -2.7135 & 0.004669 \tabularnewline
5 & -0.150919 & -1.0236 & 0.155693 \tabularnewline
6 & 0.20829 & 1.4127 & 0.082238 \tabularnewline
7 & 0.218726 & 1.4835 & 0.072385 \tabularnewline
8 & 0.134473 & 0.912 & 0.183251 \tabularnewline
9 & 0.091135 & 0.6181 & 0.269777 \tabularnewline
10 & -0.088994 & -0.6036 & 0.274543 \tabularnewline
11 & -0.038135 & -0.2586 & 0.398531 \tabularnewline
12 & -0.095808 & -0.6498 & 0.259526 \tabularnewline
13 & -0.116539 & -0.7904 & 0.216673 \tabularnewline
14 & 0.089047 & 0.6039 & 0.274423 \tabularnewline
15 & -0.020598 & -0.1397 & 0.444753 \tabularnewline
16 & 0.080389 & 0.5452 & 0.294115 \tabularnewline
17 & 0.065187 & 0.4421 & 0.330237 \tabularnewline
18 & 0.053998 & 0.3662 & 0.357934 \tabularnewline
19 & -0.115195 & -0.7813 & 0.219317 \tabularnewline
20 & -0.079163 & -0.5369 & 0.29696 \tabularnewline
21 & -0.086215 & -0.5847 & 0.280791 \tabularnewline
22 & 0.011373 & 0.0771 & 0.469425 \tabularnewline
23 & 0.154298 & 1.0465 & 0.150399 \tabularnewline
24 & 0.089991 & 0.6103 & 0.272318 \tabularnewline
25 & 0.072659 & 0.4928 & 0.312251 \tabularnewline
26 & -0.015403 & -0.1045 & 0.458627 \tabularnewline
27 & -0.171531 & -1.1634 & 0.125337 \tabularnewline
28 & -0.116537 & -0.7904 & 0.216678 \tabularnewline
29 & -0.082511 & -0.5596 & 0.289228 \tabularnewline
30 & 0.064305 & 0.4361 & 0.332389 \tabularnewline
31 & 0.076747 & 0.5205 & 0.302597 \tabularnewline
32 & 0.193174 & 1.3102 & 0.098321 \tabularnewline
33 & 0.050233 & 0.3407 & 0.367441 \tabularnewline
34 & 0.059645 & 0.4045 & 0.343849 \tabularnewline
35 & -0.156278 & -1.0599 & 0.147355 \tabularnewline
36 & -0.207153 & -1.405 & 0.083373 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64655&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]0.219921[/C][C]1.4916[/C][C]0.071319[/C][/ROW]
[ROW][C]2[/C][C]-0.131482[/C][C]-0.8918[/C][C]0.188583[/C][/ROW]
[ROW][C]3[/C][C]-0.485833[/C][C]-3.2951[/C][C]0.00095[/C][/ROW]
[ROW][C]4[/C][C]-0.400081[/C][C]-2.7135[/C][C]0.004669[/C][/ROW]
[ROW][C]5[/C][C]-0.150919[/C][C]-1.0236[/C][C]0.155693[/C][/ROW]
[ROW][C]6[/C][C]0.20829[/C][C]1.4127[/C][C]0.082238[/C][/ROW]
[ROW][C]7[/C][C]0.218726[/C][C]1.4835[/C][C]0.072385[/C][/ROW]
[ROW][C]8[/C][C]0.134473[/C][C]0.912[/C][C]0.183251[/C][/ROW]
[ROW][C]9[/C][C]0.091135[/C][C]0.6181[/C][C]0.269777[/C][/ROW]
[ROW][C]10[/C][C]-0.088994[/C][C]-0.6036[/C][C]0.274543[/C][/ROW]
[ROW][C]11[/C][C]-0.038135[/C][C]-0.2586[/C][C]0.398531[/C][/ROW]
[ROW][C]12[/C][C]-0.095808[/C][C]-0.6498[/C][C]0.259526[/C][/ROW]
[ROW][C]13[/C][C]-0.116539[/C][C]-0.7904[/C][C]0.216673[/C][/ROW]
[ROW][C]14[/C][C]0.089047[/C][C]0.6039[/C][C]0.274423[/C][/ROW]
[ROW][C]15[/C][C]-0.020598[/C][C]-0.1397[/C][C]0.444753[/C][/ROW]
[ROW][C]16[/C][C]0.080389[/C][C]0.5452[/C][C]0.294115[/C][/ROW]
[ROW][C]17[/C][C]0.065187[/C][C]0.4421[/C][C]0.330237[/C][/ROW]
[ROW][C]18[/C][C]0.053998[/C][C]0.3662[/C][C]0.357934[/C][/ROW]
[ROW][C]19[/C][C]-0.115195[/C][C]-0.7813[/C][C]0.219317[/C][/ROW]
[ROW][C]20[/C][C]-0.079163[/C][C]-0.5369[/C][C]0.29696[/C][/ROW]
[ROW][C]21[/C][C]-0.086215[/C][C]-0.5847[/C][C]0.280791[/C][/ROW]
[ROW][C]22[/C][C]0.011373[/C][C]0.0771[/C][C]0.469425[/C][/ROW]
[ROW][C]23[/C][C]0.154298[/C][C]1.0465[/C][C]0.150399[/C][/ROW]
[ROW][C]24[/C][C]0.089991[/C][C]0.6103[/C][C]0.272318[/C][/ROW]
[ROW][C]25[/C][C]0.072659[/C][C]0.4928[/C][C]0.312251[/C][/ROW]
[ROW][C]26[/C][C]-0.015403[/C][C]-0.1045[/C][C]0.458627[/C][/ROW]
[ROW][C]27[/C][C]-0.171531[/C][C]-1.1634[/C][C]0.125337[/C][/ROW]
[ROW][C]28[/C][C]-0.116537[/C][C]-0.7904[/C][C]0.216678[/C][/ROW]
[ROW][C]29[/C][C]-0.082511[/C][C]-0.5596[/C][C]0.289228[/C][/ROW]
[ROW][C]30[/C][C]0.064305[/C][C]0.4361[/C][C]0.332389[/C][/ROW]
[ROW][C]31[/C][C]0.076747[/C][C]0.5205[/C][C]0.302597[/C][/ROW]
[ROW][C]32[/C][C]0.193174[/C][C]1.3102[/C][C]0.098321[/C][/ROW]
[ROW][C]33[/C][C]0.050233[/C][C]0.3407[/C][C]0.367441[/C][/ROW]
[ROW][C]34[/C][C]0.059645[/C][C]0.4045[/C][C]0.343849[/C][/ROW]
[ROW][C]35[/C][C]-0.156278[/C][C]-1.0599[/C][C]0.147355[/C][/ROW]
[ROW][C]36[/C][C]-0.207153[/C][C]-1.405[/C][C]0.083373[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64655&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64655&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	0.219921	1.4916	0.071319
2	-0.131482	-0.8918	0.188583
3	-0.485833	-3.2951	0.00095
4	-0.400081	-2.7135	0.004669
5	-0.150919	-1.0236	0.155693
6	0.20829	1.4127	0.082238
7	0.218726	1.4835	0.072385
8	0.134473	0.912	0.183251
9	0.091135	0.6181	0.269777
10	-0.088994	-0.6036	0.274543
11	-0.038135	-0.2586	0.398531
12	-0.095808	-0.6498	0.259526
13	-0.116539	-0.7904	0.216673
14	0.089047	0.6039	0.274423
15	-0.020598	-0.1397	0.444753
16	0.080389	0.5452	0.294115
17	0.065187	0.4421	0.330237
18	0.053998	0.3662	0.357934
19	-0.115195	-0.7813	0.219317
20	-0.079163	-0.5369	0.29696
21	-0.086215	-0.5847	0.280791
22	0.011373	0.0771	0.469425
23	0.154298	1.0465	0.150399
24	0.089991	0.6103	0.272318
25	0.072659	0.4928	0.312251
26	-0.015403	-0.1045	0.458627
27	-0.171531	-1.1634	0.125337
28	-0.116537	-0.7904	0.216678
29	-0.082511	-0.5596	0.289228
30	0.064305	0.4361	0.332389
31	0.076747	0.5205	0.302597
32	0.193174	1.3102	0.098321
33	0.050233	0.3407	0.367441
34	0.059645	0.4045	0.343849
35	-0.156278	-1.0599	0.147355
36	-0.207153	-1.405	0.083373

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.219921	1.4916	0.071319
2	-0.188987	-1.2818	0.103172
3	-0.446676	-3.0295	0.002005
4	-0.306735	-2.0804	0.021544
5	-0.247735	-1.6802	0.049847
6	-0.096512	-0.6546	0.258
7	-0.241445	-1.6376	0.054168
8	-0.255137	-1.7304	0.04513
9	-0.034126	-0.2315	0.408994
10	-0.171218	-1.1613	0.125764
11	-0.019213	-0.1303	0.448445
12	-0.09926	-0.6732	0.252089
13	-0.195748	-1.3276	0.095426
14	0.148401	1.0065	0.15972
15	-0.213878	-1.4506	0.076839
16	-0.01061	-0.072	0.471472
17	0.040753	0.2764	0.391738
18	0.008078	0.0548	0.478272
19	-0.052256	-0.3544	0.362324
20	-0.133217	-0.9035	0.185478
21	-0.041089	-0.2787	0.390871
22	-0.090841	-0.6161	0.270429
23	-0.059724	-0.4051	0.343652
24	-0.045664	-0.3097	0.379092
25	-0.026152	-0.1774	0.429997
26	0.134736	0.9138	0.182788
27	-0.092309	-0.6261	0.267182
28	-0.006974	-0.0473	0.481241
29	-0.028398	-0.1926	0.424058
30	-0.022947	-0.1556	0.4385
31	-0.110654	-0.7505	0.22839
32	-0.036632	-0.2484	0.402446
33	0.044169	0.2996	0.382927
34	0.11	0.7461	0.229714
35	-0.060669	-0.4115	0.341316
36	-0.067303	-0.4565	0.325099

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.219921 & 1.4916 & 0.071319 \tabularnewline
2 & -0.188987 & -1.2818 & 0.103172 \tabularnewline
3 & -0.446676 & -3.0295 & 0.002005 \tabularnewline
4 & -0.306735 & -2.0804 & 0.021544 \tabularnewline
5 & -0.247735 & -1.6802 & 0.049847 \tabularnewline
6 & -0.096512 & -0.6546 & 0.258 \tabularnewline
7 & -0.241445 & -1.6376 & 0.054168 \tabularnewline
8 & -0.255137 & -1.7304 & 0.04513 \tabularnewline
9 & -0.034126 & -0.2315 & 0.408994 \tabularnewline
10 & -0.171218 & -1.1613 & 0.125764 \tabularnewline
11 & -0.019213 & -0.1303 & 0.448445 \tabularnewline
12 & -0.09926 & -0.6732 & 0.252089 \tabularnewline
13 & -0.195748 & -1.3276 & 0.095426 \tabularnewline
14 & 0.148401 & 1.0065 & 0.15972 \tabularnewline
15 & -0.213878 & -1.4506 & 0.076839 \tabularnewline
16 & -0.01061 & -0.072 & 0.471472 \tabularnewline
17 & 0.040753 & 0.2764 & 0.391738 \tabularnewline
18 & 0.008078 & 0.0548 & 0.478272 \tabularnewline
19 & -0.052256 & -0.3544 & 0.362324 \tabularnewline
20 & -0.133217 & -0.9035 & 0.185478 \tabularnewline
21 & -0.041089 & -0.2787 & 0.390871 \tabularnewline
22 & -0.090841 & -0.6161 & 0.270429 \tabularnewline
23 & -0.059724 & -0.4051 & 0.343652 \tabularnewline
24 & -0.045664 & -0.3097 & 0.379092 \tabularnewline
25 & -0.026152 & -0.1774 & 0.429997 \tabularnewline
26 & 0.134736 & 0.9138 & 0.182788 \tabularnewline
27 & -0.092309 & -0.6261 & 0.267182 \tabularnewline
28 & -0.006974 & -0.0473 & 0.481241 \tabularnewline
29 & -0.028398 & -0.1926 & 0.424058 \tabularnewline
30 & -0.022947 & -0.1556 & 0.4385 \tabularnewline
31 & -0.110654 & -0.7505 & 0.22839 \tabularnewline
32 & -0.036632 & -0.2484 & 0.402446 \tabularnewline
33 & 0.044169 & 0.2996 & 0.382927 \tabularnewline
34 & 0.11 & 0.7461 & 0.229714 \tabularnewline
35 & -0.060669 & -0.4115 & 0.341316 \tabularnewline
36 & -0.067303 & -0.4565 & 0.325099 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64655&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]0.219921[/C][C]1.4916[/C][C]0.071319[/C][/ROW]
[ROW][C]2[/C][C]-0.188987[/C][C]-1.2818[/C][C]0.103172[/C][/ROW]
[ROW][C]3[/C][C]-0.446676[/C][C]-3.0295[/C][C]0.002005[/C][/ROW]
[ROW][C]4[/C][C]-0.306735[/C][C]-2.0804[/C][C]0.021544[/C][/ROW]
[ROW][C]5[/C][C]-0.247735[/C][C]-1.6802[/C][C]0.049847[/C][/ROW]
[ROW][C]6[/C][C]-0.096512[/C][C]-0.6546[/C][C]0.258[/C][/ROW]
[ROW][C]7[/C][C]-0.241445[/C][C]-1.6376[/C][C]0.054168[/C][/ROW]
[ROW][C]8[/C][C]-0.255137[/C][C]-1.7304[/C][C]0.04513[/C][/ROW]
[ROW][C]9[/C][C]-0.034126[/C][C]-0.2315[/C][C]0.408994[/C][/ROW]
[ROW][C]10[/C][C]-0.171218[/C][C]-1.1613[/C][C]0.125764[/C][/ROW]
[ROW][C]11[/C][C]-0.019213[/C][C]-0.1303[/C][C]0.448445[/C][/ROW]
[ROW][C]12[/C][C]-0.09926[/C][C]-0.6732[/C][C]0.252089[/C][/ROW]
[ROW][C]13[/C][C]-0.195748[/C][C]-1.3276[/C][C]0.095426[/C][/ROW]
[ROW][C]14[/C][C]0.148401[/C][C]1.0065[/C][C]0.15972[/C][/ROW]
[ROW][C]15[/C][C]-0.213878[/C][C]-1.4506[/C][C]0.076839[/C][/ROW]
[ROW][C]16[/C][C]-0.01061[/C][C]-0.072[/C][C]0.471472[/C][/ROW]
[ROW][C]17[/C][C]0.040753[/C][C]0.2764[/C][C]0.391738[/C][/ROW]
[ROW][C]18[/C][C]0.008078[/C][C]0.0548[/C][C]0.478272[/C][/ROW]
[ROW][C]19[/C][C]-0.052256[/C][C]-0.3544[/C][C]0.362324[/C][/ROW]
[ROW][C]20[/C][C]-0.133217[/C][C]-0.9035[/C][C]0.185478[/C][/ROW]
[ROW][C]21[/C][C]-0.041089[/C][C]-0.2787[/C][C]0.390871[/C][/ROW]
[ROW][C]22[/C][C]-0.090841[/C][C]-0.6161[/C][C]0.270429[/C][/ROW]
[ROW][C]23[/C][C]-0.059724[/C][C]-0.4051[/C][C]0.343652[/C][/ROW]
[ROW][C]24[/C][C]-0.045664[/C][C]-0.3097[/C][C]0.379092[/C][/ROW]
[ROW][C]25[/C][C]-0.026152[/C][C]-0.1774[/C][C]0.429997[/C][/ROW]
[ROW][C]26[/C][C]0.134736[/C][C]0.9138[/C][C]0.182788[/C][/ROW]
[ROW][C]27[/C][C]-0.092309[/C][C]-0.6261[/C][C]0.267182[/C][/ROW]
[ROW][C]28[/C][C]-0.006974[/C][C]-0.0473[/C][C]0.481241[/C][/ROW]
[ROW][C]29[/C][C]-0.028398[/C][C]-0.1926[/C][C]0.424058[/C][/ROW]
[ROW][C]30[/C][C]-0.022947[/C][C]-0.1556[/C][C]0.4385[/C][/ROW]
[ROW][C]31[/C][C]-0.110654[/C][C]-0.7505[/C][C]0.22839[/C][/ROW]
[ROW][C]32[/C][C]-0.036632[/C][C]-0.2484[/C][C]0.402446[/C][/ROW]
[ROW][C]33[/C][C]0.044169[/C][C]0.2996[/C][C]0.382927[/C][/ROW]
[ROW][C]34[/C][C]0.11[/C][C]0.7461[/C][C]0.229714[/C][/ROW]
[ROW][C]35[/C][C]-0.060669[/C][C]-0.4115[/C][C]0.341316[/C][/ROW]
[ROW][C]36[/C][C]-0.067303[/C][C]-0.4565[/C][C]0.325099[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64655&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64655&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	0.219921	1.4916	0.071319
2	-0.188987	-1.2818	0.103172
3	-0.446676	-3.0295	0.002005
4	-0.306735	-2.0804	0.021544
5	-0.247735	-1.6802	0.049847
6	-0.096512	-0.6546	0.258
7	-0.241445	-1.6376	0.054168
8	-0.255137	-1.7304	0.04513
9	-0.034126	-0.2315	0.408994
10	-0.171218	-1.1613	0.125764
11	-0.019213	-0.1303	0.448445
12	-0.09926	-0.6732	0.252089
13	-0.195748	-1.3276	0.095426
14	0.148401	1.0065	0.15972
15	-0.213878	-1.4506	0.076839
16	-0.01061	-0.072	0.471472
17	0.040753	0.2764	0.391738
18	0.008078	0.0548	0.478272
19	-0.052256	-0.3544	0.362324
20	-0.133217	-0.9035	0.185478
21	-0.041089	-0.2787	0.390871
22	-0.090841	-0.6161	0.270429
23	-0.059724	-0.4051	0.343652
24	-0.045664	-0.3097	0.379092
25	-0.026152	-0.1774	0.429997
26	0.134736	0.9138	0.182788
27	-0.092309	-0.6261	0.267182
28	-0.006974	-0.0473	0.481241
29	-0.028398	-0.1926	0.424058
30	-0.022947	-0.1556	0.4385
31	-0.110654	-0.7505	0.22839
32	-0.036632	-0.2484	0.402446
33	0.044169	0.2996	0.382927
34	0.11	0.7461	0.229714
35	-0.060669	-0.4115	0.341316
36	-0.067303	-0.4565	0.325099

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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