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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 13:22:24 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/21/t129293765140sv7m9wguni51b.htm/, Retrieved Fri, 17 May 2024 19:33:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113502, Retrieved Fri, 17 May 2024 19:33:24 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

129

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-   PD                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:56:03] [7773f496f69461f4a67891f0ef752622]
-                       [(Partial) Autocorrelation Function] [PACF appelen Jona...] [2009-12-19 09:58:48] [7773f496f69461f4a67891f0ef752622]
-    D                      [(Partial) Autocorrelation Function] [biefstuk ACF] [2010-12-21 13:22:24] [6e52d1bada9435d33ddf990b22ee4b00] [Current]

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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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113502&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113502&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113502&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.454872	-2.9828	0.002346
2	0.350175	2.2963	0.013299
3	-0.09388	-0.6156	0.270698
4	0.058295	0.3823	0.352074
5	0.006654	0.0436	0.482699
6	0.050097	0.3285	0.372062
7	0.016472	0.108	0.457242
8	-0.001114	-0.0073	0.497104
9	-0.082771	-0.5428	0.295046
10	0.014036	0.092	0.463546
11	0.016441	0.1078	0.457322
12	-0.31636	-2.0745	0.022026
13	0.084626	0.5549	0.290909
14	-0.093409	-0.6125	0.271709
15	-0.08421	-0.5522	0.291835
16	0.14337	0.9401	0.176199
17	-0.182388	-1.196	0.119125
18	0.058338	0.3825	0.35197
19	-0.032534	-0.2133	0.416036
20	0.013942	0.0914	0.463791
21	0.131839	0.8645	0.196048
22	-0.110146	-0.7223	0.237017
23	0.170633	1.1189	0.134693
24	-0.118219	-0.7752	0.221227
25	0.1629	1.0682	0.145693
26	-0.085454	-0.5604	0.28907
27	0.132935	0.8717	0.194103
28	-0.141753	-0.9295	0.1789
29	0.144954	0.9505	0.173578
30	-0.107566	-0.7054	0.242196
31	0.056198	0.3685	0.357149
32	-0.083	-0.5443	0.294534
33	0.005773	0.0379	0.484989
34	-0.040159	-0.2633	0.396774
35	-0.001829	-0.012	0.495244
36	-0.009705	-0.0636	0.474775

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.454872 & -2.9828 & 0.002346 \tabularnewline
2 & 0.350175 & 2.2963 & 0.013299 \tabularnewline
3 & -0.09388 & -0.6156 & 0.270698 \tabularnewline
4 & 0.058295 & 0.3823 & 0.352074 \tabularnewline
5 & 0.006654 & 0.0436 & 0.482699 \tabularnewline
6 & 0.050097 & 0.3285 & 0.372062 \tabularnewline
7 & 0.016472 & 0.108 & 0.457242 \tabularnewline
8 & -0.001114 & -0.0073 & 0.497104 \tabularnewline
9 & -0.082771 & -0.5428 & 0.295046 \tabularnewline
10 & 0.014036 & 0.092 & 0.463546 \tabularnewline
11 & 0.016441 & 0.1078 & 0.457322 \tabularnewline
12 & -0.31636 & -2.0745 & 0.022026 \tabularnewline
13 & 0.084626 & 0.5549 & 0.290909 \tabularnewline
14 & -0.093409 & -0.6125 & 0.271709 \tabularnewline
15 & -0.08421 & -0.5522 & 0.291835 \tabularnewline
16 & 0.14337 & 0.9401 & 0.176199 \tabularnewline
17 & -0.182388 & -1.196 & 0.119125 \tabularnewline
18 & 0.058338 & 0.3825 & 0.35197 \tabularnewline
19 & -0.032534 & -0.2133 & 0.416036 \tabularnewline
20 & 0.013942 & 0.0914 & 0.463791 \tabularnewline
21 & 0.131839 & 0.8645 & 0.196048 \tabularnewline
22 & -0.110146 & -0.7223 & 0.237017 \tabularnewline
23 & 0.170633 & 1.1189 & 0.134693 \tabularnewline
24 & -0.118219 & -0.7752 & 0.221227 \tabularnewline
25 & 0.1629 & 1.0682 & 0.145693 \tabularnewline
26 & -0.085454 & -0.5604 & 0.28907 \tabularnewline
27 & 0.132935 & 0.8717 & 0.194103 \tabularnewline
28 & -0.141753 & -0.9295 & 0.1789 \tabularnewline
29 & 0.144954 & 0.9505 & 0.173578 \tabularnewline
30 & -0.107566 & -0.7054 & 0.242196 \tabularnewline
31 & 0.056198 & 0.3685 & 0.357149 \tabularnewline
32 & -0.083 & -0.5443 & 0.294534 \tabularnewline
33 & 0.005773 & 0.0379 & 0.484989 \tabularnewline
34 & -0.040159 & -0.2633 & 0.396774 \tabularnewline
35 & -0.001829 & -0.012 & 0.495244 \tabularnewline
36 & -0.009705 & -0.0636 & 0.474775 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113502&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]-0.454872[/C][C]-2.9828[/C][C]0.002346[/C][/ROW]
[ROW][C]2[/C][C]0.350175[/C][C]2.2963[/C][C]0.013299[/C][/ROW]
[ROW][C]3[/C][C]-0.09388[/C][C]-0.6156[/C][C]0.270698[/C][/ROW]
[ROW][C]4[/C][C]0.058295[/C][C]0.3823[/C][C]0.352074[/C][/ROW]
[ROW][C]5[/C][C]0.006654[/C][C]0.0436[/C][C]0.482699[/C][/ROW]
[ROW][C]6[/C][C]0.050097[/C][C]0.3285[/C][C]0.372062[/C][/ROW]
[ROW][C]7[/C][C]0.016472[/C][C]0.108[/C][C]0.457242[/C][/ROW]
[ROW][C]8[/C][C]-0.001114[/C][C]-0.0073[/C][C]0.497104[/C][/ROW]
[ROW][C]9[/C][C]-0.082771[/C][C]-0.5428[/C][C]0.295046[/C][/ROW]
[ROW][C]10[/C][C]0.014036[/C][C]0.092[/C][C]0.463546[/C][/ROW]
[ROW][C]11[/C][C]0.016441[/C][C]0.1078[/C][C]0.457322[/C][/ROW]
[ROW][C]12[/C][C]-0.31636[/C][C]-2.0745[/C][C]0.022026[/C][/ROW]
[ROW][C]13[/C][C]0.084626[/C][C]0.5549[/C][C]0.290909[/C][/ROW]
[ROW][C]14[/C][C]-0.093409[/C][C]-0.6125[/C][C]0.271709[/C][/ROW]
[ROW][C]15[/C][C]-0.08421[/C][C]-0.5522[/C][C]0.291835[/C][/ROW]
[ROW][C]16[/C][C]0.14337[/C][C]0.9401[/C][C]0.176199[/C][/ROW]
[ROW][C]17[/C][C]-0.182388[/C][C]-1.196[/C][C]0.119125[/C][/ROW]
[ROW][C]18[/C][C]0.058338[/C][C]0.3825[/C][C]0.35197[/C][/ROW]
[ROW][C]19[/C][C]-0.032534[/C][C]-0.2133[/C][C]0.416036[/C][/ROW]
[ROW][C]20[/C][C]0.013942[/C][C]0.0914[/C][C]0.463791[/C][/ROW]
[ROW][C]21[/C][C]0.131839[/C][C]0.8645[/C][C]0.196048[/C][/ROW]
[ROW][C]22[/C][C]-0.110146[/C][C]-0.7223[/C][C]0.237017[/C][/ROW]
[ROW][C]23[/C][C]0.170633[/C][C]1.1189[/C][C]0.134693[/C][/ROW]
[ROW][C]24[/C][C]-0.118219[/C][C]-0.7752[/C][C]0.221227[/C][/ROW]
[ROW][C]25[/C][C]0.1629[/C][C]1.0682[/C][C]0.145693[/C][/ROW]
[ROW][C]26[/C][C]-0.085454[/C][C]-0.5604[/C][C]0.28907[/C][/ROW]
[ROW][C]27[/C][C]0.132935[/C][C]0.8717[/C][C]0.194103[/C][/ROW]
[ROW][C]28[/C][C]-0.141753[/C][C]-0.9295[/C][C]0.1789[/C][/ROW]
[ROW][C]29[/C][C]0.144954[/C][C]0.9505[/C][C]0.173578[/C][/ROW]
[ROW][C]30[/C][C]-0.107566[/C][C]-0.7054[/C][C]0.242196[/C][/ROW]
[ROW][C]31[/C][C]0.056198[/C][C]0.3685[/C][C]0.357149[/C][/ROW]
[ROW][C]32[/C][C]-0.083[/C][C]-0.5443[/C][C]0.294534[/C][/ROW]
[ROW][C]33[/C][C]0.005773[/C][C]0.0379[/C][C]0.484989[/C][/ROW]
[ROW][C]34[/C][C]-0.040159[/C][C]-0.2633[/C][C]0.396774[/C][/ROW]
[ROW][C]35[/C][C]-0.001829[/C][C]-0.012[/C][C]0.495244[/C][/ROW]
[ROW][C]36[/C][C]-0.009705[/C][C]-0.0636[/C][C]0.474775[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113502&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113502&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	-0.454872	-2.9828	0.002346
2	0.350175	2.2963	0.013299
3	-0.09388	-0.6156	0.270698
4	0.058295	0.3823	0.352074
5	0.006654	0.0436	0.482699
6	0.050097	0.3285	0.372062
7	0.016472	0.108	0.457242
8	-0.001114	-0.0073	0.497104
9	-0.082771	-0.5428	0.295046
10	0.014036	0.092	0.463546
11	0.016441	0.1078	0.457322
12	-0.31636	-2.0745	0.022026
13	0.084626	0.5549	0.290909
14	-0.093409	-0.6125	0.271709
15	-0.08421	-0.5522	0.291835
16	0.14337	0.9401	0.176199
17	-0.182388	-1.196	0.119125
18	0.058338	0.3825	0.35197
19	-0.032534	-0.2133	0.416036
20	0.013942	0.0914	0.463791
21	0.131839	0.8645	0.196048
22	-0.110146	-0.7223	0.237017
23	0.170633	1.1189	0.134693
24	-0.118219	-0.7752	0.221227
25	0.1629	1.0682	0.145693
26	-0.085454	-0.5604	0.28907
27	0.132935	0.8717	0.194103
28	-0.141753	-0.9295	0.1789
29	0.144954	0.9505	0.173578
30	-0.107566	-0.7054	0.242196
31	0.056198	0.3685	0.357149
32	-0.083	-0.5443	0.294534
33	0.005773	0.0379	0.484989
34	-0.040159	-0.2633	0.396774
35	-0.001829	-0.012	0.495244
36	-0.009705	-0.0636	0.474775

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.454872	-2.9828	0.002346
2	0.180642	1.1846	0.12135
3	0.154848	1.0154	0.157796
4	0.010216	0.067	0.473451
5	0.001658	0.0109	0.495688
6	0.067933	0.4455	0.329108
7	0.062691	0.4111	0.341523
8	-0.012132	-0.0796	0.46848
9	-0.151004	-0.9902	0.163809
10	-0.086501	-0.5672	0.286756
11	0.076858	0.504	0.30842
12	-0.372666	-2.4437	0.009357
13	-0.297839	-1.9531	0.02867
14	0.084509	0.5542	0.291168
15	-0.01239	-0.0812	0.467812
16	0.128242	0.8409	0.202517
17	-0.024352	-0.1597	0.436937
18	-0.062099	-0.4072	0.342937
19	0.154381	1.0123	0.158518
20	0.085618	0.5614	0.288708
21	0.080789	0.5298	0.299498
22	-0.055421	-0.3634	0.359035
23	0.079185	0.5192	0.303125
24	-0.209166	-1.3716	0.088652
25	-0.059422	-0.3897	0.349356
26	-0.052903	-0.3469	0.365177
27	-0.038241	-0.2508	0.401597
28	0.004056	0.0266	0.489453
29	-0.012654	-0.083	0.467126
30	-0.050002	-0.3279	0.372295
31	0.050379	0.3304	0.371368
32	-0.018791	-0.1232	0.451253
33	0.079411	0.5207	0.302611
34	0.052399	0.3436	0.366409
35	0.038736	0.254	0.40035
36	-0.071326	-0.4677	0.321174

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.454872 & -2.9828 & 0.002346 \tabularnewline
2 & 0.180642 & 1.1846 & 0.12135 \tabularnewline
3 & 0.154848 & 1.0154 & 0.157796 \tabularnewline
4 & 0.010216 & 0.067 & 0.473451 \tabularnewline
5 & 0.001658 & 0.0109 & 0.495688 \tabularnewline
6 & 0.067933 & 0.4455 & 0.329108 \tabularnewline
7 & 0.062691 & 0.4111 & 0.341523 \tabularnewline
8 & -0.012132 & -0.0796 & 0.46848 \tabularnewline
9 & -0.151004 & -0.9902 & 0.163809 \tabularnewline
10 & -0.086501 & -0.5672 & 0.286756 \tabularnewline
11 & 0.076858 & 0.504 & 0.30842 \tabularnewline
12 & -0.372666 & -2.4437 & 0.009357 \tabularnewline
13 & -0.297839 & -1.9531 & 0.02867 \tabularnewline
14 & 0.084509 & 0.5542 & 0.291168 \tabularnewline
15 & -0.01239 & -0.0812 & 0.467812 \tabularnewline
16 & 0.128242 & 0.8409 & 0.202517 \tabularnewline
17 & -0.024352 & -0.1597 & 0.436937 \tabularnewline
18 & -0.062099 & -0.4072 & 0.342937 \tabularnewline
19 & 0.154381 & 1.0123 & 0.158518 \tabularnewline
20 & 0.085618 & 0.5614 & 0.288708 \tabularnewline
21 & 0.080789 & 0.5298 & 0.299498 \tabularnewline
22 & -0.055421 & -0.3634 & 0.359035 \tabularnewline
23 & 0.079185 & 0.5192 & 0.303125 \tabularnewline
24 & -0.209166 & -1.3716 & 0.088652 \tabularnewline
25 & -0.059422 & -0.3897 & 0.349356 \tabularnewline
26 & -0.052903 & -0.3469 & 0.365177 \tabularnewline
27 & -0.038241 & -0.2508 & 0.401597 \tabularnewline
28 & 0.004056 & 0.0266 & 0.489453 \tabularnewline
29 & -0.012654 & -0.083 & 0.467126 \tabularnewline
30 & -0.050002 & -0.3279 & 0.372295 \tabularnewline
31 & 0.050379 & 0.3304 & 0.371368 \tabularnewline
32 & -0.018791 & -0.1232 & 0.451253 \tabularnewline
33 & 0.079411 & 0.5207 & 0.302611 \tabularnewline
34 & 0.052399 & 0.3436 & 0.366409 \tabularnewline
35 & 0.038736 & 0.254 & 0.40035 \tabularnewline
36 & -0.071326 & -0.4677 & 0.321174 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113502&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]-0.454872[/C][C]-2.9828[/C][C]0.002346[/C][/ROW]
[ROW][C]2[/C][C]0.180642[/C][C]1.1846[/C][C]0.12135[/C][/ROW]
[ROW][C]3[/C][C]0.154848[/C][C]1.0154[/C][C]0.157796[/C][/ROW]
[ROW][C]4[/C][C]0.010216[/C][C]0.067[/C][C]0.473451[/C][/ROW]
[ROW][C]5[/C][C]0.001658[/C][C]0.0109[/C][C]0.495688[/C][/ROW]
[ROW][C]6[/C][C]0.067933[/C][C]0.4455[/C][C]0.329108[/C][/ROW]
[ROW][C]7[/C][C]0.062691[/C][C]0.4111[/C][C]0.341523[/C][/ROW]
[ROW][C]8[/C][C]-0.012132[/C][C]-0.0796[/C][C]0.46848[/C][/ROW]
[ROW][C]9[/C][C]-0.151004[/C][C]-0.9902[/C][C]0.163809[/C][/ROW]
[ROW][C]10[/C][C]-0.086501[/C][C]-0.5672[/C][C]0.286756[/C][/ROW]
[ROW][C]11[/C][C]0.076858[/C][C]0.504[/C][C]0.30842[/C][/ROW]
[ROW][C]12[/C][C]-0.372666[/C][C]-2.4437[/C][C]0.009357[/C][/ROW]
[ROW][C]13[/C][C]-0.297839[/C][C]-1.9531[/C][C]0.02867[/C][/ROW]
[ROW][C]14[/C][C]0.084509[/C][C]0.5542[/C][C]0.291168[/C][/ROW]
[ROW][C]15[/C][C]-0.01239[/C][C]-0.0812[/C][C]0.467812[/C][/ROW]
[ROW][C]16[/C][C]0.128242[/C][C]0.8409[/C][C]0.202517[/C][/ROW]
[ROW][C]17[/C][C]-0.024352[/C][C]-0.1597[/C][C]0.436937[/C][/ROW]
[ROW][C]18[/C][C]-0.062099[/C][C]-0.4072[/C][C]0.342937[/C][/ROW]
[ROW][C]19[/C][C]0.154381[/C][C]1.0123[/C][C]0.158518[/C][/ROW]
[ROW][C]20[/C][C]0.085618[/C][C]0.5614[/C][C]0.288708[/C][/ROW]
[ROW][C]21[/C][C]0.080789[/C][C]0.5298[/C][C]0.299498[/C][/ROW]
[ROW][C]22[/C][C]-0.055421[/C][C]-0.3634[/C][C]0.359035[/C][/ROW]
[ROW][C]23[/C][C]0.079185[/C][C]0.5192[/C][C]0.303125[/C][/ROW]
[ROW][C]24[/C][C]-0.209166[/C][C]-1.3716[/C][C]0.088652[/C][/ROW]
[ROW][C]25[/C][C]-0.059422[/C][C]-0.3897[/C][C]0.349356[/C][/ROW]
[ROW][C]26[/C][C]-0.052903[/C][C]-0.3469[/C][C]0.365177[/C][/ROW]
[ROW][C]27[/C][C]-0.038241[/C][C]-0.2508[/C][C]0.401597[/C][/ROW]
[ROW][C]28[/C][C]0.004056[/C][C]0.0266[/C][C]0.489453[/C][/ROW]
[ROW][C]29[/C][C]-0.012654[/C][C]-0.083[/C][C]0.467126[/C][/ROW]
[ROW][C]30[/C][C]-0.050002[/C][C]-0.3279[/C][C]0.372295[/C][/ROW]
[ROW][C]31[/C][C]0.050379[/C][C]0.3304[/C][C]0.371368[/C][/ROW]
[ROW][C]32[/C][C]-0.018791[/C][C]-0.1232[/C][C]0.451253[/C][/ROW]
[ROW][C]33[/C][C]0.079411[/C][C]0.5207[/C][C]0.302611[/C][/ROW]
[ROW][C]34[/C][C]0.052399[/C][C]0.3436[/C][C]0.366409[/C][/ROW]
[ROW][C]35[/C][C]0.038736[/C][C]0.254[/C][C]0.40035[/C][/ROW]
[ROW][C]36[/C][C]-0.071326[/C][C]-0.4677[/C][C]0.321174[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113502&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113502&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	-0.454872	-2.9828	0.002346
2	0.180642	1.1846	0.12135
3	0.154848	1.0154	0.157796
4	0.010216	0.067	0.473451
5	0.001658	0.0109	0.495688
6	0.067933	0.4455	0.329108
7	0.062691	0.4111	0.341523
8	-0.012132	-0.0796	0.46848
9	-0.151004	-0.9902	0.163809
10	-0.086501	-0.5672	0.286756
11	0.076858	0.504	0.30842
12	-0.372666	-2.4437	0.009357
13	-0.297839	-1.9531	0.02867
14	0.084509	0.5542	0.291168
15	-0.01239	-0.0812	0.467812
16	0.128242	0.8409	0.202517
17	-0.024352	-0.1597	0.436937
18	-0.062099	-0.4072	0.342937
19	0.154381	1.0123	0.158518
20	0.085618	0.5614	0.288708
21	0.080789	0.5298	0.299498
22	-0.055421	-0.3634	0.359035
23	0.079185	0.5192	0.303125
24	-0.209166	-1.3716	0.088652
25	-0.059422	-0.3897	0.349356
26	-0.052903	-0.3469	0.365177
27	-0.038241	-0.2508	0.401597
28	0.004056	0.0266	0.489453
29	-0.012654	-0.083	0.467126
30	-0.050002	-0.3279	0.372295
31	0.050379	0.3304	0.371368
32	-0.018791	-0.1232	0.451253
33	0.079411	0.5207	0.302611
34	0.052399	0.3436	0.366409
35	0.038736	0.254	0.40035
36	-0.071326	-0.4677	0.321174

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 ; par8 = ;

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