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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 08:48:38 -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/Nov/25/t1259164182wmhimabymsvlqsu.htm/, Retrieved Fri, 22 Aug 2025 17:16:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59411, Retrieved Fri, 22 Aug 2025 17:16:32 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

286

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-25 15:48:38] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]

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Dataseries X:

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Histogram

Boxplots

8,2
8,3
8,1
7,4
7,3
7,7
8
8
7,7
6,9
6,6
6,9
7,5
7,9
7,7
6,5
6,1
6,4
6,8
7,1
7,3
7,2
7
7
7
7,3
7,5
7,2
7,7
8
7,9
8
8
7,9
7,9
8
8,1
8,1
8,2
8
8,3
8,5
8,6
8,7
8,7
8,5
8,4
8,5
8,7
8,7
8,6
7,9
8,1
8,2
8,5
8,6
8,5
8,3
8,2
8,7

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=59411&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=59411&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59411&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	0.51492	3.5301	0.000471
2	-0.114891	-0.7877	0.217426
3	-0.510343	-3.4987	0.000517
4	-0.514217	-3.5253	0.000478
5	-0.149333	-1.0238	0.155591
6	0.227943	1.5627	0.062416
7	0.45221	3.1002	0.001632
8	0.335569	2.3005	0.012951
9	0.013924	0.0955	0.462178
10	-0.192895	-1.3224	0.096213
11	-0.284478	-1.9503	0.02856
12	-0.262972	-1.8028	0.038913
13	-0.046388	-0.318	0.37594
14	0.176142	1.2076	0.116628
15	0.202997	1.3917	0.085285
16	0.04113	0.282	0.389602
17	-0.075009	-0.5142	0.304748
18	-0.11286	-0.7737	0.221483
19	-0.099129	-0.6796	0.250048
20	0.03455	0.2369	0.406897
21	0.116554	0.7991	0.214139
22	0.018021	0.1235	0.451101
23	-0.098941	-0.6783	0.250452
24	-0.184167	-1.2626	0.106484
25	-0.073307	-0.5026	0.308807
26	0.045235	0.3101	0.378923
27	0.062761	0.4303	0.334483
28	0.024499	0.168	0.433669
29	-0.064934	-0.4452	0.329122
30	-0.113531	-0.7783	0.220137
31	-0.014744	-0.1011	0.459958
32	0.016821	0.1153	0.454341
33	0.030781	0.211	0.416889
34	0.027639	0.1895	0.425266
35	0.007805	0.0535	0.478777
36	0.02931	0.2009	0.420806

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.51492 & 3.5301 & 0.000471 \tabularnewline
2 & -0.114891 & -0.7877 & 0.217426 \tabularnewline
3 & -0.510343 & -3.4987 & 0.000517 \tabularnewline
4 & -0.514217 & -3.5253 & 0.000478 \tabularnewline
5 & -0.149333 & -1.0238 & 0.155591 \tabularnewline
6 & 0.227943 & 1.5627 & 0.062416 \tabularnewline
7 & 0.45221 & 3.1002 & 0.001632 \tabularnewline
8 & 0.335569 & 2.3005 & 0.012951 \tabularnewline
9 & 0.013924 & 0.0955 & 0.462178 \tabularnewline
10 & -0.192895 & -1.3224 & 0.096213 \tabularnewline
11 & -0.284478 & -1.9503 & 0.02856 \tabularnewline
12 & -0.262972 & -1.8028 & 0.038913 \tabularnewline
13 & -0.046388 & -0.318 & 0.37594 \tabularnewline
14 & 0.176142 & 1.2076 & 0.116628 \tabularnewline
15 & 0.202997 & 1.3917 & 0.085285 \tabularnewline
16 & 0.04113 & 0.282 & 0.389602 \tabularnewline
17 & -0.075009 & -0.5142 & 0.304748 \tabularnewline
18 & -0.11286 & -0.7737 & 0.221483 \tabularnewline
19 & -0.099129 & -0.6796 & 0.250048 \tabularnewline
20 & 0.03455 & 0.2369 & 0.406897 \tabularnewline
21 & 0.116554 & 0.7991 & 0.214139 \tabularnewline
22 & 0.018021 & 0.1235 & 0.451101 \tabularnewline
23 & -0.098941 & -0.6783 & 0.250452 \tabularnewline
24 & -0.184167 & -1.2626 & 0.106484 \tabularnewline
25 & -0.073307 & -0.5026 & 0.308807 \tabularnewline
26 & 0.045235 & 0.3101 & 0.378923 \tabularnewline
27 & 0.062761 & 0.4303 & 0.334483 \tabularnewline
28 & 0.024499 & 0.168 & 0.433669 \tabularnewline
29 & -0.064934 & -0.4452 & 0.329122 \tabularnewline
30 & -0.113531 & -0.7783 & 0.220137 \tabularnewline
31 & -0.014744 & -0.1011 & 0.459958 \tabularnewline
32 & 0.016821 & 0.1153 & 0.454341 \tabularnewline
33 & 0.030781 & 0.211 & 0.416889 \tabularnewline
34 & 0.027639 & 0.1895 & 0.425266 \tabularnewline
35 & 0.007805 & 0.0535 & 0.478777 \tabularnewline
36 & 0.02931 & 0.2009 & 0.420806 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59411&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]0.51492[/C][C]3.5301[/C][C]0.000471[/C][/ROW]
[ROW][C]2[/C][C]-0.114891[/C][C]-0.7877[/C][C]0.217426[/C][/ROW]
[ROW][C]3[/C][C]-0.510343[/C][C]-3.4987[/C][C]0.000517[/C][/ROW]
[ROW][C]4[/C][C]-0.514217[/C][C]-3.5253[/C][C]0.000478[/C][/ROW]
[ROW][C]5[/C][C]-0.149333[/C][C]-1.0238[/C][C]0.155591[/C][/ROW]
[ROW][C]6[/C][C]0.227943[/C][C]1.5627[/C][C]0.062416[/C][/ROW]
[ROW][C]7[/C][C]0.45221[/C][C]3.1002[/C][C]0.001632[/C][/ROW]
[ROW][C]8[/C][C]0.335569[/C][C]2.3005[/C][C]0.012951[/C][/ROW]
[ROW][C]9[/C][C]0.013924[/C][C]0.0955[/C][C]0.462178[/C][/ROW]
[ROW][C]10[/C][C]-0.192895[/C][C]-1.3224[/C][C]0.096213[/C][/ROW]
[ROW][C]11[/C][C]-0.284478[/C][C]-1.9503[/C][C]0.02856[/C][/ROW]
[ROW][C]12[/C][C]-0.262972[/C][C]-1.8028[/C][C]0.038913[/C][/ROW]
[ROW][C]13[/C][C]-0.046388[/C][C]-0.318[/C][C]0.37594[/C][/ROW]
[ROW][C]14[/C][C]0.176142[/C][C]1.2076[/C][C]0.116628[/C][/ROW]
[ROW][C]15[/C][C]0.202997[/C][C]1.3917[/C][C]0.085285[/C][/ROW]
[ROW][C]16[/C][C]0.04113[/C][C]0.282[/C][C]0.389602[/C][/ROW]
[ROW][C]17[/C][C]-0.075009[/C][C]-0.5142[/C][C]0.304748[/C][/ROW]
[ROW][C]18[/C][C]-0.11286[/C][C]-0.7737[/C][C]0.221483[/C][/ROW]
[ROW][C]19[/C][C]-0.099129[/C][C]-0.6796[/C][C]0.250048[/C][/ROW]
[ROW][C]20[/C][C]0.03455[/C][C]0.2369[/C][C]0.406897[/C][/ROW]
[ROW][C]21[/C][C]0.116554[/C][C]0.7991[/C][C]0.214139[/C][/ROW]
[ROW][C]22[/C][C]0.018021[/C][C]0.1235[/C][C]0.451101[/C][/ROW]
[ROW][C]23[/C][C]-0.098941[/C][C]-0.6783[/C][C]0.250452[/C][/ROW]
[ROW][C]24[/C][C]-0.184167[/C][C]-1.2626[/C][C]0.106484[/C][/ROW]
[ROW][C]25[/C][C]-0.073307[/C][C]-0.5026[/C][C]0.308807[/C][/ROW]
[ROW][C]26[/C][C]0.045235[/C][C]0.3101[/C][C]0.378923[/C][/ROW]
[ROW][C]27[/C][C]0.062761[/C][C]0.4303[/C][C]0.334483[/C][/ROW]
[ROW][C]28[/C][C]0.024499[/C][C]0.168[/C][C]0.433669[/C][/ROW]
[ROW][C]29[/C][C]-0.064934[/C][C]-0.4452[/C][C]0.329122[/C][/ROW]
[ROW][C]30[/C][C]-0.113531[/C][C]-0.7783[/C][C]0.220137[/C][/ROW]
[ROW][C]31[/C][C]-0.014744[/C][C]-0.1011[/C][C]0.459958[/C][/ROW]
[ROW][C]32[/C][C]0.016821[/C][C]0.1153[/C][C]0.454341[/C][/ROW]
[ROW][C]33[/C][C]0.030781[/C][C]0.211[/C][C]0.416889[/C][/ROW]
[ROW][C]34[/C][C]0.027639[/C][C]0.1895[/C][C]0.425266[/C][/ROW]
[ROW][C]35[/C][C]0.007805[/C][C]0.0535[/C][C]0.478777[/C][/ROW]
[ROW][C]36[/C][C]0.02931[/C][C]0.2009[/C][C]0.420806[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59411&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59411&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	0.51492	3.5301	0.000471
2	-0.114891	-0.7877	0.217426
3	-0.510343	-3.4987	0.000517
4	-0.514217	-3.5253	0.000478
5	-0.149333	-1.0238	0.155591
6	0.227943	1.5627	0.062416
7	0.45221	3.1002	0.001632
8	0.335569	2.3005	0.012951
9	0.013924	0.0955	0.462178
10	-0.192895	-1.3224	0.096213
11	-0.284478	-1.9503	0.02856
12	-0.262972	-1.8028	0.038913
13	-0.046388	-0.318	0.37594
14	0.176142	1.2076	0.116628
15	0.202997	1.3917	0.085285
16	0.04113	0.282	0.389602
17	-0.075009	-0.5142	0.304748
18	-0.11286	-0.7737	0.221483
19	-0.099129	-0.6796	0.250048
20	0.03455	0.2369	0.406897
21	0.116554	0.7991	0.214139
22	0.018021	0.1235	0.451101
23	-0.098941	-0.6783	0.250452
24	-0.184167	-1.2626	0.106484
25	-0.073307	-0.5026	0.308807
26	0.045235	0.3101	0.378923
27	0.062761	0.4303	0.334483
28	0.024499	0.168	0.433669
29	-0.064934	-0.4452	0.329122
30	-0.113531	-0.7783	0.220137
31	-0.014744	-0.1011	0.459958
32	0.016821	0.1153	0.454341
33	0.030781	0.211	0.416889
34	0.027639	0.1895	0.425266
35	0.007805	0.0535	0.478777
36	0.02931	0.2009	0.420806

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.51492	3.5301	0.000471
2	-0.517154	-3.5454	0.00045
3	-0.286622	-1.965	0.027671
4	-0.156408	-1.0723	0.144535
5	0.080969	0.5551	0.29073
6	0.008837	0.0606	0.475973
7	0.182048	1.2481	0.109096
8	-0.004477	-0.0307	0.487821
9	0.015259	0.1046	0.458566
10	0.136366	0.9349	0.177314
11	-0.079273	-0.5435	0.294689
12	-0.191873	-1.3154	0.097376
13	0.069717	0.478	0.31745
14	0.000314	0.0021	0.499147
15	-0.168257	-1.1535	0.127267
16	-0.128268	-0.8794	0.191841
17	0.10828	0.7423	0.230791
18	-0.018745	-0.1285	0.449146
19	-0.011825	-0.0811	0.467865
20	0.164248	1.126	0.132935
21	-0.014873	-0.102	0.459609
22	-0.167015	-1.145	0.129003
23	0.04222	0.2894	0.386757
24	-0.201965	-1.3846	0.086356
25	0.008783	0.0602	0.476122
26	-0.029295	-0.2008	0.420848
27	-0.185409	-1.2711	0.104975
28	-0.195119	-1.3377	0.093721
29	0.105795	0.7253	0.235933
30	-0.036369	-0.2493	0.402095
31	0.080425	0.5514	0.291997
32	-0.081805	-0.5608	0.28879
33	0.082027	0.5623	0.288276
34	-0.026309	-0.1804	0.428822
35	0.024111	0.1653	0.43471
36	-0.003861	-0.0265	0.489498

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.51492 & 3.5301 & 0.000471 \tabularnewline
2 & -0.517154 & -3.5454 & 0.00045 \tabularnewline
3 & -0.286622 & -1.965 & 0.027671 \tabularnewline
4 & -0.156408 & -1.0723 & 0.144535 \tabularnewline
5 & 0.080969 & 0.5551 & 0.29073 \tabularnewline
6 & 0.008837 & 0.0606 & 0.475973 \tabularnewline
7 & 0.182048 & 1.2481 & 0.109096 \tabularnewline
8 & -0.004477 & -0.0307 & 0.487821 \tabularnewline
9 & 0.015259 & 0.1046 & 0.458566 \tabularnewline
10 & 0.136366 & 0.9349 & 0.177314 \tabularnewline
11 & -0.079273 & -0.5435 & 0.294689 \tabularnewline
12 & -0.191873 & -1.3154 & 0.097376 \tabularnewline
13 & 0.069717 & 0.478 & 0.31745 \tabularnewline
14 & 0.000314 & 0.0021 & 0.499147 \tabularnewline
15 & -0.168257 & -1.1535 & 0.127267 \tabularnewline
16 & -0.128268 & -0.8794 & 0.191841 \tabularnewline
17 & 0.10828 & 0.7423 & 0.230791 \tabularnewline
18 & -0.018745 & -0.1285 & 0.449146 \tabularnewline
19 & -0.011825 & -0.0811 & 0.467865 \tabularnewline
20 & 0.164248 & 1.126 & 0.132935 \tabularnewline
21 & -0.014873 & -0.102 & 0.459609 \tabularnewline
22 & -0.167015 & -1.145 & 0.129003 \tabularnewline
23 & 0.04222 & 0.2894 & 0.386757 \tabularnewline
24 & -0.201965 & -1.3846 & 0.086356 \tabularnewline
25 & 0.008783 & 0.0602 & 0.476122 \tabularnewline
26 & -0.029295 & -0.2008 & 0.420848 \tabularnewline
27 & -0.185409 & -1.2711 & 0.104975 \tabularnewline
28 & -0.195119 & -1.3377 & 0.093721 \tabularnewline
29 & 0.105795 & 0.7253 & 0.235933 \tabularnewline
30 & -0.036369 & -0.2493 & 0.402095 \tabularnewline
31 & 0.080425 & 0.5514 & 0.291997 \tabularnewline
32 & -0.081805 & -0.5608 & 0.28879 \tabularnewline
33 & 0.082027 & 0.5623 & 0.288276 \tabularnewline
34 & -0.026309 & -0.1804 & 0.428822 \tabularnewline
35 & 0.024111 & 0.1653 & 0.43471 \tabularnewline
36 & -0.003861 & -0.0265 & 0.489498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59411&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]0.51492[/C][C]3.5301[/C][C]0.000471[/C][/ROW]
[ROW][C]2[/C][C]-0.517154[/C][C]-3.5454[/C][C]0.00045[/C][/ROW]
[ROW][C]3[/C][C]-0.286622[/C][C]-1.965[/C][C]0.027671[/C][/ROW]
[ROW][C]4[/C][C]-0.156408[/C][C]-1.0723[/C][C]0.144535[/C][/ROW]
[ROW][C]5[/C][C]0.080969[/C][C]0.5551[/C][C]0.29073[/C][/ROW]
[ROW][C]6[/C][C]0.008837[/C][C]0.0606[/C][C]0.475973[/C][/ROW]
[ROW][C]7[/C][C]0.182048[/C][C]1.2481[/C][C]0.109096[/C][/ROW]
[ROW][C]8[/C][C]-0.004477[/C][C]-0.0307[/C][C]0.487821[/C][/ROW]
[ROW][C]9[/C][C]0.015259[/C][C]0.1046[/C][C]0.458566[/C][/ROW]
[ROW][C]10[/C][C]0.136366[/C][C]0.9349[/C][C]0.177314[/C][/ROW]
[ROW][C]11[/C][C]-0.079273[/C][C]-0.5435[/C][C]0.294689[/C][/ROW]
[ROW][C]12[/C][C]-0.191873[/C][C]-1.3154[/C][C]0.097376[/C][/ROW]
[ROW][C]13[/C][C]0.069717[/C][C]0.478[/C][C]0.31745[/C][/ROW]
[ROW][C]14[/C][C]0.000314[/C][C]0.0021[/C][C]0.499147[/C][/ROW]
[ROW][C]15[/C][C]-0.168257[/C][C]-1.1535[/C][C]0.127267[/C][/ROW]
[ROW][C]16[/C][C]-0.128268[/C][C]-0.8794[/C][C]0.191841[/C][/ROW]
[ROW][C]17[/C][C]0.10828[/C][C]0.7423[/C][C]0.230791[/C][/ROW]
[ROW][C]18[/C][C]-0.018745[/C][C]-0.1285[/C][C]0.449146[/C][/ROW]
[ROW][C]19[/C][C]-0.011825[/C][C]-0.0811[/C][C]0.467865[/C][/ROW]
[ROW][C]20[/C][C]0.164248[/C][C]1.126[/C][C]0.132935[/C][/ROW]
[ROW][C]21[/C][C]-0.014873[/C][C]-0.102[/C][C]0.459609[/C][/ROW]
[ROW][C]22[/C][C]-0.167015[/C][C]-1.145[/C][C]0.129003[/C][/ROW]
[ROW][C]23[/C][C]0.04222[/C][C]0.2894[/C][C]0.386757[/C][/ROW]
[ROW][C]24[/C][C]-0.201965[/C][C]-1.3846[/C][C]0.086356[/C][/ROW]
[ROW][C]25[/C][C]0.008783[/C][C]0.0602[/C][C]0.476122[/C][/ROW]
[ROW][C]26[/C][C]-0.029295[/C][C]-0.2008[/C][C]0.420848[/C][/ROW]
[ROW][C]27[/C][C]-0.185409[/C][C]-1.2711[/C][C]0.104975[/C][/ROW]
[ROW][C]28[/C][C]-0.195119[/C][C]-1.3377[/C][C]0.093721[/C][/ROW]
[ROW][C]29[/C][C]0.105795[/C][C]0.7253[/C][C]0.235933[/C][/ROW]
[ROW][C]30[/C][C]-0.036369[/C][C]-0.2493[/C][C]0.402095[/C][/ROW]
[ROW][C]31[/C][C]0.080425[/C][C]0.5514[/C][C]0.291997[/C][/ROW]
[ROW][C]32[/C][C]-0.081805[/C][C]-0.5608[/C][C]0.28879[/C][/ROW]
[ROW][C]33[/C][C]0.082027[/C][C]0.5623[/C][C]0.288276[/C][/ROW]
[ROW][C]34[/C][C]-0.026309[/C][C]-0.1804[/C][C]0.428822[/C][/ROW]
[ROW][C]35[/C][C]0.024111[/C][C]0.1653[/C][C]0.43471[/C][/ROW]
[ROW][C]36[/C][C]-0.003861[/C][C]-0.0265[/C][C]0.489498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59411&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59411&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	0.51492	3.5301	0.000471
2	-0.517154	-3.5454	0.00045
3	-0.286622	-1.965	0.027671
4	-0.156408	-1.0723	0.144535
5	0.080969	0.5551	0.29073
6	0.008837	0.0606	0.475973
7	0.182048	1.2481	0.109096
8	-0.004477	-0.0307	0.487821
9	0.015259	0.1046	0.458566
10	0.136366	0.9349	0.177314
11	-0.079273	-0.5435	0.294689
12	-0.191873	-1.3154	0.097376
13	0.069717	0.478	0.31745
14	0.000314	0.0021	0.499147
15	-0.168257	-1.1535	0.127267
16	-0.128268	-0.8794	0.191841
17	0.10828	0.7423	0.230791
18	-0.018745	-0.1285	0.449146
19	-0.011825	-0.0811	0.467865
20	0.164248	1.126	0.132935
21	-0.014873	-0.102	0.459609
22	-0.167015	-1.145	0.129003
23	0.04222	0.2894	0.386757
24	-0.201965	-1.3846	0.086356
25	0.008783	0.0602	0.476122
26	-0.029295	-0.2008	0.420848
27	-0.185409	-1.2711	0.104975
28	-0.195119	-1.3377	0.093721
29	0.105795	0.7253	0.235933
30	-0.036369	-0.2493	0.402095
31	0.080425	0.5514	0.291997
32	-0.081805	-0.5608	0.28879
33	0.082027	0.5623	0.288276
34	-0.026309	-0.1804	0.428822
35	0.024111	0.1653	0.43471
36	-0.003861	-0.0265	0.489498

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