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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Dec 2009 10:36:03 -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/20/t1261330797dwscyars9lsk55y.htm/, Retrieved Wed, 15 Jan 2025 07:47:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69960, Retrieved Wed, 15 Jan 2025 07:47:00 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

194

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Autocorrelatie fu...] [2009-11-23 18:29:14] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-   PD            [(Partial) Autocorrelation Function] [Partial autocorre...] [2009-12-20 17:36:03] [8cd69d0f4298074aa572ca2f9b39b6ae] [Current]

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Dataseries X:

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Histogram

Boxplots

-1.2
-2.4
0.8
-0.1
-1.5
-4.4
-4.2
3.5
10
8.6
9.5
9.9
10.4
16
12.7
10.2
8.9
12.6
13.6
14.8
9.5
13.7
17
14.7
17.4
9
9.1
12.2
15.9
12.9
10.9
10.6
13.2
9.6
6.4
5.8
-1
-0.2
2.7
3.6
-0.9
0.3
-1.1
-2.5
-3.4
-3.5
-3.9
-4.6
-0.1
4.3
10.2
8.7
13.3
15
20.7
20.7
26.4
31.2
31.4
26.6
26.6
19.2
6.5
3.1
-0.2
-4
-12.6
-13
-17.6
-21.7
-23.2
-16.8
-19.8

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=69960&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=69960&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69960&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	0.136121	1.0544	0.147966
2	0.11732	0.9088	0.183557
3	0.039628	0.307	0.379969
4	0.288317	2.2333	0.014635
5	0.111855	0.8664	0.194854
6	0.111939	0.8671	0.194677
7	-0.053635	-0.4155	0.339646
8	-0.119035	-0.922	0.1801
9	-0.06995	-0.5418	0.29497
10	-0.078875	-0.611	0.271766
11	0.158582	1.2284	0.112052
12	-0.462777	-3.5847	0.000339
13	-0.136043	-1.0538	0.148104
14	-0.145405	-1.1263	0.132262
15	0.070452	0.5457	0.293641
16	-0.167216	-1.2952	0.100098
17	-0.072083	-0.5584	0.28934
18	-0.159848	-1.2382	0.110237
19	0.008104	0.0628	0.475078
20	-0.032786	-0.254	0.400198
21	-0.060878	-0.4716	0.319477
22	0.078453	0.6077	0.272843
23	-0.163723	-1.2682	0.104813
24	0.009389	0.0727	0.471132
25	0.000164	0.0013	0.499494
26	0.145081	1.1238	0.132789
27	-0.120789	-0.9356	0.176607
28	0.068906	0.5337	0.297745
29	-0.02669	-0.2067	0.418458
30	0.05292	0.4099	0.341663
31	-0.044124	-0.3418	0.366854
32	0.019689	0.1525	0.439649
33	0.061346	0.4752	0.318189
34	-0.080845	-0.6262	0.266772
35	0.019532	0.1513	0.440127
36	0.033838	0.2621	0.397069

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.136121 & 1.0544 & 0.147966 \tabularnewline
2 & 0.11732 & 0.9088 & 0.183557 \tabularnewline
3 & 0.039628 & 0.307 & 0.379969 \tabularnewline
4 & 0.288317 & 2.2333 & 0.014635 \tabularnewline
5 & 0.111855 & 0.8664 & 0.194854 \tabularnewline
6 & 0.111939 & 0.8671 & 0.194677 \tabularnewline
7 & -0.053635 & -0.4155 & 0.339646 \tabularnewline
8 & -0.119035 & -0.922 & 0.1801 \tabularnewline
9 & -0.06995 & -0.5418 & 0.29497 \tabularnewline
10 & -0.078875 & -0.611 & 0.271766 \tabularnewline
11 & 0.158582 & 1.2284 & 0.112052 \tabularnewline
12 & -0.462777 & -3.5847 & 0.000339 \tabularnewline
13 & -0.136043 & -1.0538 & 0.148104 \tabularnewline
14 & -0.145405 & -1.1263 & 0.132262 \tabularnewline
15 & 0.070452 & 0.5457 & 0.293641 \tabularnewline
16 & -0.167216 & -1.2952 & 0.100098 \tabularnewline
17 & -0.072083 & -0.5584 & 0.28934 \tabularnewline
18 & -0.159848 & -1.2382 & 0.110237 \tabularnewline
19 & 0.008104 & 0.0628 & 0.475078 \tabularnewline
20 & -0.032786 & -0.254 & 0.400198 \tabularnewline
21 & -0.060878 & -0.4716 & 0.319477 \tabularnewline
22 & 0.078453 & 0.6077 & 0.272843 \tabularnewline
23 & -0.163723 & -1.2682 & 0.104813 \tabularnewline
24 & 0.009389 & 0.0727 & 0.471132 \tabularnewline
25 & 0.000164 & 0.0013 & 0.499494 \tabularnewline
26 & 0.145081 & 1.1238 & 0.132789 \tabularnewline
27 & -0.120789 & -0.9356 & 0.176607 \tabularnewline
28 & 0.068906 & 0.5337 & 0.297745 \tabularnewline
29 & -0.02669 & -0.2067 & 0.418458 \tabularnewline
30 & 0.05292 & 0.4099 & 0.341663 \tabularnewline
31 & -0.044124 & -0.3418 & 0.366854 \tabularnewline
32 & 0.019689 & 0.1525 & 0.439649 \tabularnewline
33 & 0.061346 & 0.4752 & 0.318189 \tabularnewline
34 & -0.080845 & -0.6262 & 0.266772 \tabularnewline
35 & 0.019532 & 0.1513 & 0.440127 \tabularnewline
36 & 0.033838 & 0.2621 & 0.397069 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69960&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]0.136121[/C][C]1.0544[/C][C]0.147966[/C][/ROW]
[ROW][C]2[/C][C]0.11732[/C][C]0.9088[/C][C]0.183557[/C][/ROW]
[ROW][C]3[/C][C]0.039628[/C][C]0.307[/C][C]0.379969[/C][/ROW]
[ROW][C]4[/C][C]0.288317[/C][C]2.2333[/C][C]0.014635[/C][/ROW]
[ROW][C]5[/C][C]0.111855[/C][C]0.8664[/C][C]0.194854[/C][/ROW]
[ROW][C]6[/C][C]0.111939[/C][C]0.8671[/C][C]0.194677[/C][/ROW]
[ROW][C]7[/C][C]-0.053635[/C][C]-0.4155[/C][C]0.339646[/C][/ROW]
[ROW][C]8[/C][C]-0.119035[/C][C]-0.922[/C][C]0.1801[/C][/ROW]
[ROW][C]9[/C][C]-0.06995[/C][C]-0.5418[/C][C]0.29497[/C][/ROW]
[ROW][C]10[/C][C]-0.078875[/C][C]-0.611[/C][C]0.271766[/C][/ROW]
[ROW][C]11[/C][C]0.158582[/C][C]1.2284[/C][C]0.112052[/C][/ROW]
[ROW][C]12[/C][C]-0.462777[/C][C]-3.5847[/C][C]0.000339[/C][/ROW]
[ROW][C]13[/C][C]-0.136043[/C][C]-1.0538[/C][C]0.148104[/C][/ROW]
[ROW][C]14[/C][C]-0.145405[/C][C]-1.1263[/C][C]0.132262[/C][/ROW]
[ROW][C]15[/C][C]0.070452[/C][C]0.5457[/C][C]0.293641[/C][/ROW]
[ROW][C]16[/C][C]-0.167216[/C][C]-1.2952[/C][C]0.100098[/C][/ROW]
[ROW][C]17[/C][C]-0.072083[/C][C]-0.5584[/C][C]0.28934[/C][/ROW]
[ROW][C]18[/C][C]-0.159848[/C][C]-1.2382[/C][C]0.110237[/C][/ROW]
[ROW][C]19[/C][C]0.008104[/C][C]0.0628[/C][C]0.475078[/C][/ROW]
[ROW][C]20[/C][C]-0.032786[/C][C]-0.254[/C][C]0.400198[/C][/ROW]
[ROW][C]21[/C][C]-0.060878[/C][C]-0.4716[/C][C]0.319477[/C][/ROW]
[ROW][C]22[/C][C]0.078453[/C][C]0.6077[/C][C]0.272843[/C][/ROW]
[ROW][C]23[/C][C]-0.163723[/C][C]-1.2682[/C][C]0.104813[/C][/ROW]
[ROW][C]24[/C][C]0.009389[/C][C]0.0727[/C][C]0.471132[/C][/ROW]
[ROW][C]25[/C][C]0.000164[/C][C]0.0013[/C][C]0.499494[/C][/ROW]
[ROW][C]26[/C][C]0.145081[/C][C]1.1238[/C][C]0.132789[/C][/ROW]
[ROW][C]27[/C][C]-0.120789[/C][C]-0.9356[/C][C]0.176607[/C][/ROW]
[ROW][C]28[/C][C]0.068906[/C][C]0.5337[/C][C]0.297745[/C][/ROW]
[ROW][C]29[/C][C]-0.02669[/C][C]-0.2067[/C][C]0.418458[/C][/ROW]
[ROW][C]30[/C][C]0.05292[/C][C]0.4099[/C][C]0.341663[/C][/ROW]
[ROW][C]31[/C][C]-0.044124[/C][C]-0.3418[/C][C]0.366854[/C][/ROW]
[ROW][C]32[/C][C]0.019689[/C][C]0.1525[/C][C]0.439649[/C][/ROW]
[ROW][C]33[/C][C]0.061346[/C][C]0.4752[/C][C]0.318189[/C][/ROW]
[ROW][C]34[/C][C]-0.080845[/C][C]-0.6262[/C][C]0.266772[/C][/ROW]
[ROW][C]35[/C][C]0.019532[/C][C]0.1513[/C][C]0.440127[/C][/ROW]
[ROW][C]36[/C][C]0.033838[/C][C]0.2621[/C][C]0.397069[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69960&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69960&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	0.136121	1.0544	0.147966
2	0.11732	0.9088	0.183557
3	0.039628	0.307	0.379969
4	0.288317	2.2333	0.014635
5	0.111855	0.8664	0.194854
6	0.111939	0.8671	0.194677
7	-0.053635	-0.4155	0.339646
8	-0.119035	-0.922	0.1801
9	-0.06995	-0.5418	0.29497
10	-0.078875	-0.611	0.271766
11	0.158582	1.2284	0.112052
12	-0.462777	-3.5847	0.000339
13	-0.136043	-1.0538	0.148104
14	-0.145405	-1.1263	0.132262
15	0.070452	0.5457	0.293641
16	-0.167216	-1.2952	0.100098
17	-0.072083	-0.5584	0.28934
18	-0.159848	-1.2382	0.110237
19	0.008104	0.0628	0.475078
20	-0.032786	-0.254	0.400198
21	-0.060878	-0.4716	0.319477
22	0.078453	0.6077	0.272843
23	-0.163723	-1.2682	0.104813
24	0.009389	0.0727	0.471132
25	0.000164	0.0013	0.499494
26	0.145081	1.1238	0.132789
27	-0.120789	-0.9356	0.176607
28	0.068906	0.5337	0.297745
29	-0.02669	-0.2067	0.418458
30	0.05292	0.4099	0.341663
31	-0.044124	-0.3418	0.366854
32	0.019689	0.1525	0.439649
33	0.061346	0.4752	0.318189
34	-0.080845	-0.6262	0.266772
35	0.019532	0.1513	0.440127
36	0.033838	0.2621	0.397069

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.136121	1.0544	0.147966
2	0.100656	0.7797	0.219322
3	0.011903	0.0922	0.463422
4	0.278215	2.155	0.017591
5	0.044311	0.3432	0.366311
6	0.047111	0.3649	0.358226
7	-0.097195	-0.7529	0.227237
8	-0.218249	-1.6905	0.048056
9	-0.084281	-0.6528	0.258176
10	-0.109756	-0.8502	0.199306
11	0.260956	2.0214	0.023855
12	-0.483942	-3.7486	0.000201
13	0.092955	0.72	0.237151
14	-0.037515	-0.2906	0.386184
15	0.025441	0.1971	0.422222
16	0.07988	0.6187	0.269212
17	-0.107732	-0.8345	0.203658
18	0.070502	0.5461	0.293508
19	-0.065822	-0.5099	0.30601
20	-0.057521	-0.4456	0.328762
21	-0.118862	-0.9207	0.180446
22	0.052902	0.4098	0.341713
23	0.033762	0.2615	0.397294
24	-0.260418	-2.0172	0.024078
25	0.154174	1.1942	0.118544
26	-0.038302	-0.2967	0.383866
27	-0.045792	-0.3547	0.362027
28	0.139765	1.0826	0.141656
29	-0.145137	-1.1242	0.132697
30	-0.022042	-0.1707	0.432504
31	-0.041108	-0.3184	0.375637
32	-0.022568	-0.1748	0.430908
33	-0.029613	-0.2294	0.409676
34	-0.049578	-0.384	0.351156
35	0.101614	0.7871	0.217161
36	-0.139632	-1.0816	0.141882

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.136121 & 1.0544 & 0.147966 \tabularnewline
2 & 0.100656 & 0.7797 & 0.219322 \tabularnewline
3 & 0.011903 & 0.0922 & 0.463422 \tabularnewline
4 & 0.278215 & 2.155 & 0.017591 \tabularnewline
5 & 0.044311 & 0.3432 & 0.366311 \tabularnewline
6 & 0.047111 & 0.3649 & 0.358226 \tabularnewline
7 & -0.097195 & -0.7529 & 0.227237 \tabularnewline
8 & -0.218249 & -1.6905 & 0.048056 \tabularnewline
9 & -0.084281 & -0.6528 & 0.258176 \tabularnewline
10 & -0.109756 & -0.8502 & 0.199306 \tabularnewline
11 & 0.260956 & 2.0214 & 0.023855 \tabularnewline
12 & -0.483942 & -3.7486 & 0.000201 \tabularnewline
13 & 0.092955 & 0.72 & 0.237151 \tabularnewline
14 & -0.037515 & -0.2906 & 0.386184 \tabularnewline
15 & 0.025441 & 0.1971 & 0.422222 \tabularnewline
16 & 0.07988 & 0.6187 & 0.269212 \tabularnewline
17 & -0.107732 & -0.8345 & 0.203658 \tabularnewline
18 & 0.070502 & 0.5461 & 0.293508 \tabularnewline
19 & -0.065822 & -0.5099 & 0.30601 \tabularnewline
20 & -0.057521 & -0.4456 & 0.328762 \tabularnewline
21 & -0.118862 & -0.9207 & 0.180446 \tabularnewline
22 & 0.052902 & 0.4098 & 0.341713 \tabularnewline
23 & 0.033762 & 0.2615 & 0.397294 \tabularnewline
24 & -0.260418 & -2.0172 & 0.024078 \tabularnewline
25 & 0.154174 & 1.1942 & 0.118544 \tabularnewline
26 & -0.038302 & -0.2967 & 0.383866 \tabularnewline
27 & -0.045792 & -0.3547 & 0.362027 \tabularnewline
28 & 0.139765 & 1.0826 & 0.141656 \tabularnewline
29 & -0.145137 & -1.1242 & 0.132697 \tabularnewline
30 & -0.022042 & -0.1707 & 0.432504 \tabularnewline
31 & -0.041108 & -0.3184 & 0.375637 \tabularnewline
32 & -0.022568 & -0.1748 & 0.430908 \tabularnewline
33 & -0.029613 & -0.2294 & 0.409676 \tabularnewline
34 & -0.049578 & -0.384 & 0.351156 \tabularnewline
35 & 0.101614 & 0.7871 & 0.217161 \tabularnewline
36 & -0.139632 & -1.0816 & 0.141882 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69960&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]0.136121[/C][C]1.0544[/C][C]0.147966[/C][/ROW]
[ROW][C]2[/C][C]0.100656[/C][C]0.7797[/C][C]0.219322[/C][/ROW]
[ROW][C]3[/C][C]0.011903[/C][C]0.0922[/C][C]0.463422[/C][/ROW]
[ROW][C]4[/C][C]0.278215[/C][C]2.155[/C][C]0.017591[/C][/ROW]
[ROW][C]5[/C][C]0.044311[/C][C]0.3432[/C][C]0.366311[/C][/ROW]
[ROW][C]6[/C][C]0.047111[/C][C]0.3649[/C][C]0.358226[/C][/ROW]
[ROW][C]7[/C][C]-0.097195[/C][C]-0.7529[/C][C]0.227237[/C][/ROW]
[ROW][C]8[/C][C]-0.218249[/C][C]-1.6905[/C][C]0.048056[/C][/ROW]
[ROW][C]9[/C][C]-0.084281[/C][C]-0.6528[/C][C]0.258176[/C][/ROW]
[ROW][C]10[/C][C]-0.109756[/C][C]-0.8502[/C][C]0.199306[/C][/ROW]
[ROW][C]11[/C][C]0.260956[/C][C]2.0214[/C][C]0.023855[/C][/ROW]
[ROW][C]12[/C][C]-0.483942[/C][C]-3.7486[/C][C]0.000201[/C][/ROW]
[ROW][C]13[/C][C]0.092955[/C][C]0.72[/C][C]0.237151[/C][/ROW]
[ROW][C]14[/C][C]-0.037515[/C][C]-0.2906[/C][C]0.386184[/C][/ROW]
[ROW][C]15[/C][C]0.025441[/C][C]0.1971[/C][C]0.422222[/C][/ROW]
[ROW][C]16[/C][C]0.07988[/C][C]0.6187[/C][C]0.269212[/C][/ROW]
[ROW][C]17[/C][C]-0.107732[/C][C]-0.8345[/C][C]0.203658[/C][/ROW]
[ROW][C]18[/C][C]0.070502[/C][C]0.5461[/C][C]0.293508[/C][/ROW]
[ROW][C]19[/C][C]-0.065822[/C][C]-0.5099[/C][C]0.30601[/C][/ROW]
[ROW][C]20[/C][C]-0.057521[/C][C]-0.4456[/C][C]0.328762[/C][/ROW]
[ROW][C]21[/C][C]-0.118862[/C][C]-0.9207[/C][C]0.180446[/C][/ROW]
[ROW][C]22[/C][C]0.052902[/C][C]0.4098[/C][C]0.341713[/C][/ROW]
[ROW][C]23[/C][C]0.033762[/C][C]0.2615[/C][C]0.397294[/C][/ROW]
[ROW][C]24[/C][C]-0.260418[/C][C]-2.0172[/C][C]0.024078[/C][/ROW]
[ROW][C]25[/C][C]0.154174[/C][C]1.1942[/C][C]0.118544[/C][/ROW]
[ROW][C]26[/C][C]-0.038302[/C][C]-0.2967[/C][C]0.383866[/C][/ROW]
[ROW][C]27[/C][C]-0.045792[/C][C]-0.3547[/C][C]0.362027[/C][/ROW]
[ROW][C]28[/C][C]0.139765[/C][C]1.0826[/C][C]0.141656[/C][/ROW]
[ROW][C]29[/C][C]-0.145137[/C][C]-1.1242[/C][C]0.132697[/C][/ROW]
[ROW][C]30[/C][C]-0.022042[/C][C]-0.1707[/C][C]0.432504[/C][/ROW]
[ROW][C]31[/C][C]-0.041108[/C][C]-0.3184[/C][C]0.375637[/C][/ROW]
[ROW][C]32[/C][C]-0.022568[/C][C]-0.1748[/C][C]0.430908[/C][/ROW]
[ROW][C]33[/C][C]-0.029613[/C][C]-0.2294[/C][C]0.409676[/C][/ROW]
[ROW][C]34[/C][C]-0.049578[/C][C]-0.384[/C][C]0.351156[/C][/ROW]
[ROW][C]35[/C][C]0.101614[/C][C]0.7871[/C][C]0.217161[/C][/ROW]
[ROW][C]36[/C][C]-0.139632[/C][C]-1.0816[/C][C]0.141882[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69960&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69960&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	0.136121	1.0544	0.147966
2	0.100656	0.7797	0.219322
3	0.011903	0.0922	0.463422
4	0.278215	2.155	0.017591
5	0.044311	0.3432	0.366311
6	0.047111	0.3649	0.358226
7	-0.097195	-0.7529	0.227237
8	-0.218249	-1.6905	0.048056
9	-0.084281	-0.6528	0.258176
10	-0.109756	-0.8502	0.199306
11	0.260956	2.0214	0.023855
12	-0.483942	-3.7486	0.000201
13	0.092955	0.72	0.237151
14	-0.037515	-0.2906	0.386184
15	0.025441	0.1971	0.422222
16	0.07988	0.6187	0.269212
17	-0.107732	-0.8345	0.203658
18	0.070502	0.5461	0.293508
19	-0.065822	-0.5099	0.30601
20	-0.057521	-0.4456	0.328762
21	-0.118862	-0.9207	0.180446
22	0.052902	0.4098	0.341713
23	0.033762	0.2615	0.397294
24	-0.260418	-2.0172	0.024078
25	0.154174	1.1942	0.118544
26	-0.038302	-0.2967	0.383866
27	-0.045792	-0.3547	0.362027
28	0.139765	1.0826	0.141656
29	-0.145137	-1.1242	0.132697
30	-0.022042	-0.1707	0.432504
31	-0.041108	-0.3184	0.375637
32	-0.022568	-0.1748	0.430908
33	-0.029613	-0.2294	0.409676
34	-0.049578	-0.384	0.351156
35	0.101614	0.7871	0.217161
36	-0.139632	-1.0816	0.141882

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;

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