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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 29 Dec 2010 13:01:38 +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/29/t1293627565mwoiwxn9lwrikwf.htm/, Retrieved Wed, 19 Nov 2025 20:33:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116779, Retrieved Wed, 19 Nov 2025 20:33:16 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

503

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] [] [2009-11-24 09:55:25] [fef2f8976fa1eef1b54e2cee317fe737]
-    D          [(Partial) Autocorrelation Function] [] [2009-12-18 11:14:21] [fef2f8976fa1eef1b54e2cee317fe737]
- R               [(Partial) Autocorrelation Function] [Paper: ACF] [2010-12-22 20:09:28] [29e492448d11757ae0fad5ef6e7f8e86]
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 13:01:38] [e180d4cd19004beeddc12e67012247dc] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116779&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116779&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116779&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.076249	0.6691	0.252723
2	-0.051168	-0.449	0.327347
3	-0.267307	-2.3456	0.010786
4	0.150637	1.3218	0.095068
5	0.195509	1.7156	0.04513
6	0.013342	0.1171	0.453552
7	-0.155364	-1.3633	0.088378
8	-0.08686	-0.7622	0.224137
9	0.160678	1.4099	0.081292
10	0.105165	0.9228	0.179493
11	0.013423	0.1178	0.453273
12	-0.494587	-4.34	2.1e-05
13	-0.172436	-1.5131	0.067172
14	-0.045366	-0.3981	0.345836
15	0.086151	0.756	0.225987
16	-0.030752	-0.2698	0.393999
17	-0.058548	-0.5138	0.304447
18	-0.011427	-0.1003	0.460193
19	0.009865	0.0866	0.46562
20	-0.092442	-0.8112	0.209882
21	-0.150907	-1.3242	0.094676
22	-0.109034	-0.9568	0.170839
23	-0.093697	-0.8222	0.206754
24	0.126964	1.1141	0.134351
25	0.093178	0.8176	0.208044
26	0.070712	0.6205	0.268383
27	-0.041679	-0.3657	0.357783
28	-0.005519	-0.0484	0.480751
29	0.003348	0.0294	0.48832
30	0.003639	0.0319	0.487303
31	0.026059	0.2287	0.409868
32	0.074694	0.6554	0.257069
33	0.237248	2.0818	0.02034
34	0.045464	0.3989	0.345519
35	0.187129	1.6421	0.052329
36	-0.069631	-0.611	0.271496

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.076249 & 0.6691 & 0.252723 \tabularnewline
2 & -0.051168 & -0.449 & 0.327347 \tabularnewline
3 & -0.267307 & -2.3456 & 0.010786 \tabularnewline
4 & 0.150637 & 1.3218 & 0.095068 \tabularnewline
5 & 0.195509 & 1.7156 & 0.04513 \tabularnewline
6 & 0.013342 & 0.1171 & 0.453552 \tabularnewline
7 & -0.155364 & -1.3633 & 0.088378 \tabularnewline
8 & -0.08686 & -0.7622 & 0.224137 \tabularnewline
9 & 0.160678 & 1.4099 & 0.081292 \tabularnewline
10 & 0.105165 & 0.9228 & 0.179493 \tabularnewline
11 & 0.013423 & 0.1178 & 0.453273 \tabularnewline
12 & -0.494587 & -4.34 & 2.1e-05 \tabularnewline
13 & -0.172436 & -1.5131 & 0.067172 \tabularnewline
14 & -0.045366 & -0.3981 & 0.345836 \tabularnewline
15 & 0.086151 & 0.756 & 0.225987 \tabularnewline
16 & -0.030752 & -0.2698 & 0.393999 \tabularnewline
17 & -0.058548 & -0.5138 & 0.304447 \tabularnewline
18 & -0.011427 & -0.1003 & 0.460193 \tabularnewline
19 & 0.009865 & 0.0866 & 0.46562 \tabularnewline
20 & -0.092442 & -0.8112 & 0.209882 \tabularnewline
21 & -0.150907 & -1.3242 & 0.094676 \tabularnewline
22 & -0.109034 & -0.9568 & 0.170839 \tabularnewline
23 & -0.093697 & -0.8222 & 0.206754 \tabularnewline
24 & 0.126964 & 1.1141 & 0.134351 \tabularnewline
25 & 0.093178 & 0.8176 & 0.208044 \tabularnewline
26 & 0.070712 & 0.6205 & 0.268383 \tabularnewline
27 & -0.041679 & -0.3657 & 0.357783 \tabularnewline
28 & -0.005519 & -0.0484 & 0.480751 \tabularnewline
29 & 0.003348 & 0.0294 & 0.48832 \tabularnewline
30 & 0.003639 & 0.0319 & 0.487303 \tabularnewline
31 & 0.026059 & 0.2287 & 0.409868 \tabularnewline
32 & 0.074694 & 0.6554 & 0.257069 \tabularnewline
33 & 0.237248 & 2.0818 & 0.02034 \tabularnewline
34 & 0.045464 & 0.3989 & 0.345519 \tabularnewline
35 & 0.187129 & 1.6421 & 0.052329 \tabularnewline
36 & -0.069631 & -0.611 & 0.271496 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116779&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]0.076249[/C][C]0.6691[/C][C]0.252723[/C][/ROW]
[ROW][C]2[/C][C]-0.051168[/C][C]-0.449[/C][C]0.327347[/C][/ROW]
[ROW][C]3[/C][C]-0.267307[/C][C]-2.3456[/C][C]0.010786[/C][/ROW]
[ROW][C]4[/C][C]0.150637[/C][C]1.3218[/C][C]0.095068[/C][/ROW]
[ROW][C]5[/C][C]0.195509[/C][C]1.7156[/C][C]0.04513[/C][/ROW]
[ROW][C]6[/C][C]0.013342[/C][C]0.1171[/C][C]0.453552[/C][/ROW]
[ROW][C]7[/C][C]-0.155364[/C][C]-1.3633[/C][C]0.088378[/C][/ROW]
[ROW][C]8[/C][C]-0.08686[/C][C]-0.7622[/C][C]0.224137[/C][/ROW]
[ROW][C]9[/C][C]0.160678[/C][C]1.4099[/C][C]0.081292[/C][/ROW]
[ROW][C]10[/C][C]0.105165[/C][C]0.9228[/C][C]0.179493[/C][/ROW]
[ROW][C]11[/C][C]0.013423[/C][C]0.1178[/C][C]0.453273[/C][/ROW]
[ROW][C]12[/C][C]-0.494587[/C][C]-4.34[/C][C]2.1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.172436[/C][C]-1.5131[/C][C]0.067172[/C][/ROW]
[ROW][C]14[/C][C]-0.045366[/C][C]-0.3981[/C][C]0.345836[/C][/ROW]
[ROW][C]15[/C][C]0.086151[/C][C]0.756[/C][C]0.225987[/C][/ROW]
[ROW][C]16[/C][C]-0.030752[/C][C]-0.2698[/C][C]0.393999[/C][/ROW]
[ROW][C]17[/C][C]-0.058548[/C][C]-0.5138[/C][C]0.304447[/C][/ROW]
[ROW][C]18[/C][C]-0.011427[/C][C]-0.1003[/C][C]0.460193[/C][/ROW]
[ROW][C]19[/C][C]0.009865[/C][C]0.0866[/C][C]0.46562[/C][/ROW]
[ROW][C]20[/C][C]-0.092442[/C][C]-0.8112[/C][C]0.209882[/C][/ROW]
[ROW][C]21[/C][C]-0.150907[/C][C]-1.3242[/C][C]0.094676[/C][/ROW]
[ROW][C]22[/C][C]-0.109034[/C][C]-0.9568[/C][C]0.170839[/C][/ROW]
[ROW][C]23[/C][C]-0.093697[/C][C]-0.8222[/C][C]0.206754[/C][/ROW]
[ROW][C]24[/C][C]0.126964[/C][C]1.1141[/C][C]0.134351[/C][/ROW]
[ROW][C]25[/C][C]0.093178[/C][C]0.8176[/C][C]0.208044[/C][/ROW]
[ROW][C]26[/C][C]0.070712[/C][C]0.6205[/C][C]0.268383[/C][/ROW]
[ROW][C]27[/C][C]-0.041679[/C][C]-0.3657[/C][C]0.357783[/C][/ROW]
[ROW][C]28[/C][C]-0.005519[/C][C]-0.0484[/C][C]0.480751[/C][/ROW]
[ROW][C]29[/C][C]0.003348[/C][C]0.0294[/C][C]0.48832[/C][/ROW]
[ROW][C]30[/C][C]0.003639[/C][C]0.0319[/C][C]0.487303[/C][/ROW]
[ROW][C]31[/C][C]0.026059[/C][C]0.2287[/C][C]0.409868[/C][/ROW]
[ROW][C]32[/C][C]0.074694[/C][C]0.6554[/C][C]0.257069[/C][/ROW]
[ROW][C]33[/C][C]0.237248[/C][C]2.0818[/C][C]0.02034[/C][/ROW]
[ROW][C]34[/C][C]0.045464[/C][C]0.3989[/C][C]0.345519[/C][/ROW]
[ROW][C]35[/C][C]0.187129[/C][C]1.6421[/C][C]0.052329[/C][/ROW]
[ROW][C]36[/C][C]-0.069631[/C][C]-0.611[/C][C]0.271496[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116779&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116779&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	0.076249	0.6691	0.252723
2	-0.051168	-0.449	0.327347
3	-0.267307	-2.3456	0.010786
4	0.150637	1.3218	0.095068
5	0.195509	1.7156	0.04513
6	0.013342	0.1171	0.453552
7	-0.155364	-1.3633	0.088378
8	-0.08686	-0.7622	0.224137
9	0.160678	1.4099	0.081292
10	0.105165	0.9228	0.179493
11	0.013423	0.1178	0.453273
12	-0.494587	-4.34	2.1e-05
13	-0.172436	-1.5131	0.067172
14	-0.045366	-0.3981	0.345836
15	0.086151	0.756	0.225987
16	-0.030752	-0.2698	0.393999
17	-0.058548	-0.5138	0.304447
18	-0.011427	-0.1003	0.460193
19	0.009865	0.0866	0.46562
20	-0.092442	-0.8112	0.209882
21	-0.150907	-1.3242	0.094676
22	-0.109034	-0.9568	0.170839
23	-0.093697	-0.8222	0.206754
24	0.126964	1.1141	0.134351
25	0.093178	0.8176	0.208044
26	0.070712	0.6205	0.268383
27	-0.041679	-0.3657	0.357783
28	-0.005519	-0.0484	0.480751
29	0.003348	0.0294	0.48832
30	0.003639	0.0319	0.487303
31	0.026059	0.2287	0.409868
32	0.074694	0.6554	0.257069
33	0.237248	2.0818	0.02034
34	0.045464	0.3989	0.345519
35	0.187129	1.6421	0.052329
36	-0.069631	-0.611	0.271496

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.076249	0.6691	0.252723
2	-0.057315	-0.5029	0.308221
3	-0.261183	-2.2919	0.012323
4	0.201712	1.77	0.040342
5	0.158649	1.3921	0.083944
6	-0.093344	-0.8191	0.207631
7	-0.062565	-0.549	0.292296
8	0.003797	0.0333	0.486753
9	0.111044	0.9744	0.166453
10	0.001735	0.0152	0.493946
11	0.020363	0.1787	0.429329
12	-0.448798	-3.9382	8.9e-05
13	-0.136958	-1.2018	0.116562
14	-0.071845	-0.6304	0.265139
15	-0.202214	-1.7744	0.039973
16	0.05894	0.5172	0.30325
17	0.152122	1.3349	0.092927
18	-0.001537	-0.0135	0.494638
19	-0.063907	-0.5608	0.288287
20	-0.163967	-1.4388	0.07713
21	-0.156259	-1.3712	0.087153
22	-0.11994	-1.0525	0.147938
23	-0.143459	-1.2588	0.105944
24	-0.114024	-1.0006	0.160088
25	-0.009508	-0.0834	0.466861
26	-0.024989	-0.2193	0.413508
27	-0.141668	-1.2431	0.108795
28	-0.029026	-0.2547	0.399818
29	0.001765	0.0155	0.49384
30	-0.063713	-0.5591	0.288866
31	0.024897	0.2185	0.413819
32	-0.044564	-0.391	0.348421
33	0.125154	1.0982	0.137764
34	-0.142288	-1.2486	0.107802
35	0.043776	0.3841	0.35097
36	-0.083808	-0.7354	0.232163

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.076249 & 0.6691 & 0.252723 \tabularnewline
2 & -0.057315 & -0.5029 & 0.308221 \tabularnewline
3 & -0.261183 & -2.2919 & 0.012323 \tabularnewline
4 & 0.201712 & 1.77 & 0.040342 \tabularnewline
5 & 0.158649 & 1.3921 & 0.083944 \tabularnewline
6 & -0.093344 & -0.8191 & 0.207631 \tabularnewline
7 & -0.062565 & -0.549 & 0.292296 \tabularnewline
8 & 0.003797 & 0.0333 & 0.486753 \tabularnewline
9 & 0.111044 & 0.9744 & 0.166453 \tabularnewline
10 & 0.001735 & 0.0152 & 0.493946 \tabularnewline
11 & 0.020363 & 0.1787 & 0.429329 \tabularnewline
12 & -0.448798 & -3.9382 & 8.9e-05 \tabularnewline
13 & -0.136958 & -1.2018 & 0.116562 \tabularnewline
14 & -0.071845 & -0.6304 & 0.265139 \tabularnewline
15 & -0.202214 & -1.7744 & 0.039973 \tabularnewline
16 & 0.05894 & 0.5172 & 0.30325 \tabularnewline
17 & 0.152122 & 1.3349 & 0.092927 \tabularnewline
18 & -0.001537 & -0.0135 & 0.494638 \tabularnewline
19 & -0.063907 & -0.5608 & 0.288287 \tabularnewline
20 & -0.163967 & -1.4388 & 0.07713 \tabularnewline
21 & -0.156259 & -1.3712 & 0.087153 \tabularnewline
22 & -0.11994 & -1.0525 & 0.147938 \tabularnewline
23 & -0.143459 & -1.2588 & 0.105944 \tabularnewline
24 & -0.114024 & -1.0006 & 0.160088 \tabularnewline
25 & -0.009508 & -0.0834 & 0.466861 \tabularnewline
26 & -0.024989 & -0.2193 & 0.413508 \tabularnewline
27 & -0.141668 & -1.2431 & 0.108795 \tabularnewline
28 & -0.029026 & -0.2547 & 0.399818 \tabularnewline
29 & 0.001765 & 0.0155 & 0.49384 \tabularnewline
30 & -0.063713 & -0.5591 & 0.288866 \tabularnewline
31 & 0.024897 & 0.2185 & 0.413819 \tabularnewline
32 & -0.044564 & -0.391 & 0.348421 \tabularnewline
33 & 0.125154 & 1.0982 & 0.137764 \tabularnewline
34 & -0.142288 & -1.2486 & 0.107802 \tabularnewline
35 & 0.043776 & 0.3841 & 0.35097 \tabularnewline
36 & -0.083808 & -0.7354 & 0.232163 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116779&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]0.076249[/C][C]0.6691[/C][C]0.252723[/C][/ROW]
[ROW][C]2[/C][C]-0.057315[/C][C]-0.5029[/C][C]0.308221[/C][/ROW]
[ROW][C]3[/C][C]-0.261183[/C][C]-2.2919[/C][C]0.012323[/C][/ROW]
[ROW][C]4[/C][C]0.201712[/C][C]1.77[/C][C]0.040342[/C][/ROW]
[ROW][C]5[/C][C]0.158649[/C][C]1.3921[/C][C]0.083944[/C][/ROW]
[ROW][C]6[/C][C]-0.093344[/C][C]-0.8191[/C][C]0.207631[/C][/ROW]
[ROW][C]7[/C][C]-0.062565[/C][C]-0.549[/C][C]0.292296[/C][/ROW]
[ROW][C]8[/C][C]0.003797[/C][C]0.0333[/C][C]0.486753[/C][/ROW]
[ROW][C]9[/C][C]0.111044[/C][C]0.9744[/C][C]0.166453[/C][/ROW]
[ROW][C]10[/C][C]0.001735[/C][C]0.0152[/C][C]0.493946[/C][/ROW]
[ROW][C]11[/C][C]0.020363[/C][C]0.1787[/C][C]0.429329[/C][/ROW]
[ROW][C]12[/C][C]-0.448798[/C][C]-3.9382[/C][C]8.9e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.136958[/C][C]-1.2018[/C][C]0.116562[/C][/ROW]
[ROW][C]14[/C][C]-0.071845[/C][C]-0.6304[/C][C]0.265139[/C][/ROW]
[ROW][C]15[/C][C]-0.202214[/C][C]-1.7744[/C][C]0.039973[/C][/ROW]
[ROW][C]16[/C][C]0.05894[/C][C]0.5172[/C][C]0.30325[/C][/ROW]
[ROW][C]17[/C][C]0.152122[/C][C]1.3349[/C][C]0.092927[/C][/ROW]
[ROW][C]18[/C][C]-0.001537[/C][C]-0.0135[/C][C]0.494638[/C][/ROW]
[ROW][C]19[/C][C]-0.063907[/C][C]-0.5608[/C][C]0.288287[/C][/ROW]
[ROW][C]20[/C][C]-0.163967[/C][C]-1.4388[/C][C]0.07713[/C][/ROW]
[ROW][C]21[/C][C]-0.156259[/C][C]-1.3712[/C][C]0.087153[/C][/ROW]
[ROW][C]22[/C][C]-0.11994[/C][C]-1.0525[/C][C]0.147938[/C][/ROW]
[ROW][C]23[/C][C]-0.143459[/C][C]-1.2588[/C][C]0.105944[/C][/ROW]
[ROW][C]24[/C][C]-0.114024[/C][C]-1.0006[/C][C]0.160088[/C][/ROW]
[ROW][C]25[/C][C]-0.009508[/C][C]-0.0834[/C][C]0.466861[/C][/ROW]
[ROW][C]26[/C][C]-0.024989[/C][C]-0.2193[/C][C]0.413508[/C][/ROW]
[ROW][C]27[/C][C]-0.141668[/C][C]-1.2431[/C][C]0.108795[/C][/ROW]
[ROW][C]28[/C][C]-0.029026[/C][C]-0.2547[/C][C]0.399818[/C][/ROW]
[ROW][C]29[/C][C]0.001765[/C][C]0.0155[/C][C]0.49384[/C][/ROW]
[ROW][C]30[/C][C]-0.063713[/C][C]-0.5591[/C][C]0.288866[/C][/ROW]
[ROW][C]31[/C][C]0.024897[/C][C]0.2185[/C][C]0.413819[/C][/ROW]
[ROW][C]32[/C][C]-0.044564[/C][C]-0.391[/C][C]0.348421[/C][/ROW]
[ROW][C]33[/C][C]0.125154[/C][C]1.0982[/C][C]0.137764[/C][/ROW]
[ROW][C]34[/C][C]-0.142288[/C][C]-1.2486[/C][C]0.107802[/C][/ROW]
[ROW][C]35[/C][C]0.043776[/C][C]0.3841[/C][C]0.35097[/C][/ROW]
[ROW][C]36[/C][C]-0.083808[/C][C]-0.7354[/C][C]0.232163[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116779&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116779&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	0.076249	0.6691	0.252723
2	-0.057315	-0.5029	0.308221
3	-0.261183	-2.2919	0.012323
4	0.201712	1.77	0.040342
5	0.158649	1.3921	0.083944
6	-0.093344	-0.8191	0.207631
7	-0.062565	-0.549	0.292296
8	0.003797	0.0333	0.486753
9	0.111044	0.9744	0.166453
10	0.001735	0.0152	0.493946
11	0.020363	0.1787	0.429329
12	-0.448798	-3.9382	8.9e-05
13	-0.136958	-1.2018	0.116562
14	-0.071845	-0.6304	0.265139
15	-0.202214	-1.7744	0.039973
16	0.05894	0.5172	0.30325
17	0.152122	1.3349	0.092927
18	-0.001537	-0.0135	0.494638
19	-0.063907	-0.5608	0.288287
20	-0.163967	-1.4388	0.07713
21	-0.156259	-1.3712	0.087153
22	-0.11994	-1.0525	0.147938
23	-0.143459	-1.2588	0.105944
24	-0.114024	-1.0006	0.160088
25	-0.009508	-0.0834	0.466861
26	-0.024989	-0.2193	0.413508
27	-0.141668	-1.2431	0.108795
28	-0.029026	-0.2547	0.399818
29	0.001765	0.0155	0.49384
30	-0.063713	-0.5591	0.288866
31	0.024897	0.2185	0.413819
32	-0.044564	-0.391	0.348421
33	0.125154	1.0982	0.137764
34	-0.142288	-1.2486	0.107802
35	0.043776	0.3841	0.35097
36	-0.083808	-0.7354	0.232163

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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