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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 08:42:58 -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/t125916396421qo8p2yf5bsnjx.htm/, Retrieved Wed, 19 Nov 2025 08:37:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59404, Retrieved Wed, 19 Nov 2025 08:37:25 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

417

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-25 15:42:58] [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=59404&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=59404&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59404&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	0.862289	6.6793	0
2	0.666135	5.1599	1e-06
3	0.543873	4.2128	4.3e-05
4	0.553114	4.2844	3.4e-05
5	0.645308	4.9985	3e-06
6	0.699257	5.4164	1e-06
7	0.630142	4.8811	4e-06
8	0.477969	3.7023	0.000233
9	0.358381	2.776	0.003665
10	0.295938	2.2923	0.012705
11	0.311176	2.4104	0.009509
12	0.322443	2.4976	0.007631
13	0.242214	1.8762	0.032748
14	0.140878	1.0912	0.139765
15	0.056574	0.4382	0.3314
16	-0.001897	-0.0147	0.494162
17	-0.03469	-0.2687	0.394537
18	-0.068055	-0.5272	0.300016
19	-0.12759	-0.9883	0.163485
20	-0.18819	-1.4577	0.075067
21	-0.221633	-1.7168	0.045591
22	-0.249908	-1.9358	0.028805
23	-0.255908	-1.9823	0.026018
24	-0.27398	-2.1222	0.018977
25	-0.329543	-2.5526	0.006627
26	-0.358026	-2.7733	0.003692
27	-0.352809	-2.7328	0.004119
28	-0.333001	-2.5794	0.006182
29	-0.318126	-2.4642	0.008307
30	-0.322905	-2.5012	0.007562
31	-0.36546	-2.8308	0.003154
32	-0.402382	-3.1168	0.001402
33	-0.380237	-2.9453	0.002293
34	-0.331402	-2.567	0.006385
35	-0.272649	-2.1119	0.019433
36	-0.241754	-1.8726	0.032998

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.862289 & 6.6793 & 0 \tabularnewline
2 & 0.666135 & 5.1599 & 1e-06 \tabularnewline
3 & 0.543873 & 4.2128 & 4.3e-05 \tabularnewline
4 & 0.553114 & 4.2844 & 3.4e-05 \tabularnewline
5 & 0.645308 & 4.9985 & 3e-06 \tabularnewline
6 & 0.699257 & 5.4164 & 1e-06 \tabularnewline
7 & 0.630142 & 4.8811 & 4e-06 \tabularnewline
8 & 0.477969 & 3.7023 & 0.000233 \tabularnewline
9 & 0.358381 & 2.776 & 0.003665 \tabularnewline
10 & 0.295938 & 2.2923 & 0.012705 \tabularnewline
11 & 0.311176 & 2.4104 & 0.009509 \tabularnewline
12 & 0.322443 & 2.4976 & 0.007631 \tabularnewline
13 & 0.242214 & 1.8762 & 0.032748 \tabularnewline
14 & 0.140878 & 1.0912 & 0.139765 \tabularnewline
15 & 0.056574 & 0.4382 & 0.3314 \tabularnewline
16 & -0.001897 & -0.0147 & 0.494162 \tabularnewline
17 & -0.03469 & -0.2687 & 0.394537 \tabularnewline
18 & -0.068055 & -0.5272 & 0.300016 \tabularnewline
19 & -0.12759 & -0.9883 & 0.163485 \tabularnewline
20 & -0.18819 & -1.4577 & 0.075067 \tabularnewline
21 & -0.221633 & -1.7168 & 0.045591 \tabularnewline
22 & -0.249908 & -1.9358 & 0.028805 \tabularnewline
23 & -0.255908 & -1.9823 & 0.026018 \tabularnewline
24 & -0.27398 & -2.1222 & 0.018977 \tabularnewline
25 & -0.329543 & -2.5526 & 0.006627 \tabularnewline
26 & -0.358026 & -2.7733 & 0.003692 \tabularnewline
27 & -0.352809 & -2.7328 & 0.004119 \tabularnewline
28 & -0.333001 & -2.5794 & 0.006182 \tabularnewline
29 & -0.318126 & -2.4642 & 0.008307 \tabularnewline
30 & -0.322905 & -2.5012 & 0.007562 \tabularnewline
31 & -0.36546 & -2.8308 & 0.003154 \tabularnewline
32 & -0.402382 & -3.1168 & 0.001402 \tabularnewline
33 & -0.380237 & -2.9453 & 0.002293 \tabularnewline
34 & -0.331402 & -2.567 & 0.006385 \tabularnewline
35 & -0.272649 & -2.1119 & 0.019433 \tabularnewline
36 & -0.241754 & -1.8726 & 0.032998 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59404&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]0.862289[/C][C]6.6793[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.666135[/C][C]5.1599[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.543873[/C][C]4.2128[/C][C]4.3e-05[/C][/ROW]
[ROW][C]4[/C][C]0.553114[/C][C]4.2844[/C][C]3.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.645308[/C][C]4.9985[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.699257[/C][C]5.4164[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.630142[/C][C]4.8811[/C][C]4e-06[/C][/ROW]
[ROW][C]8[/C][C]0.477969[/C][C]3.7023[/C][C]0.000233[/C][/ROW]
[ROW][C]9[/C][C]0.358381[/C][C]2.776[/C][C]0.003665[/C][/ROW]
[ROW][C]10[/C][C]0.295938[/C][C]2.2923[/C][C]0.012705[/C][/ROW]
[ROW][C]11[/C][C]0.311176[/C][C]2.4104[/C][C]0.009509[/C][/ROW]
[ROW][C]12[/C][C]0.322443[/C][C]2.4976[/C][C]0.007631[/C][/ROW]
[ROW][C]13[/C][C]0.242214[/C][C]1.8762[/C][C]0.032748[/C][/ROW]
[ROW][C]14[/C][C]0.140878[/C][C]1.0912[/C][C]0.139765[/C][/ROW]
[ROW][C]15[/C][C]0.056574[/C][C]0.4382[/C][C]0.3314[/C][/ROW]
[ROW][C]16[/C][C]-0.001897[/C][C]-0.0147[/C][C]0.494162[/C][/ROW]
[ROW][C]17[/C][C]-0.03469[/C][C]-0.2687[/C][C]0.394537[/C][/ROW]
[ROW][C]18[/C][C]-0.068055[/C][C]-0.5272[/C][C]0.300016[/C][/ROW]
[ROW][C]19[/C][C]-0.12759[/C][C]-0.9883[/C][C]0.163485[/C][/ROW]
[ROW][C]20[/C][C]-0.18819[/C][C]-1.4577[/C][C]0.075067[/C][/ROW]
[ROW][C]21[/C][C]-0.221633[/C][C]-1.7168[/C][C]0.045591[/C][/ROW]
[ROW][C]22[/C][C]-0.249908[/C][C]-1.9358[/C][C]0.028805[/C][/ROW]
[ROW][C]23[/C][C]-0.255908[/C][C]-1.9823[/C][C]0.026018[/C][/ROW]
[ROW][C]24[/C][C]-0.27398[/C][C]-2.1222[/C][C]0.018977[/C][/ROW]
[ROW][C]25[/C][C]-0.329543[/C][C]-2.5526[/C][C]0.006627[/C][/ROW]
[ROW][C]26[/C][C]-0.358026[/C][C]-2.7733[/C][C]0.003692[/C][/ROW]
[ROW][C]27[/C][C]-0.352809[/C][C]-2.7328[/C][C]0.004119[/C][/ROW]
[ROW][C]28[/C][C]-0.333001[/C][C]-2.5794[/C][C]0.006182[/C][/ROW]
[ROW][C]29[/C][C]-0.318126[/C][C]-2.4642[/C][C]0.008307[/C][/ROW]
[ROW][C]30[/C][C]-0.322905[/C][C]-2.5012[/C][C]0.007562[/C][/ROW]
[ROW][C]31[/C][C]-0.36546[/C][C]-2.8308[/C][C]0.003154[/C][/ROW]
[ROW][C]32[/C][C]-0.402382[/C][C]-3.1168[/C][C]0.001402[/C][/ROW]
[ROW][C]33[/C][C]-0.380237[/C][C]-2.9453[/C][C]0.002293[/C][/ROW]
[ROW][C]34[/C][C]-0.331402[/C][C]-2.567[/C][C]0.006385[/C][/ROW]
[ROW][C]35[/C][C]-0.272649[/C][C]-2.1119[/C][C]0.019433[/C][/ROW]
[ROW][C]36[/C][C]-0.241754[/C][C]-1.8726[/C][C]0.032998[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59404&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59404&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	0.862289	6.6793	0
2	0.666135	5.1599	1e-06
3	0.543873	4.2128	4.3e-05
4	0.553114	4.2844	3.4e-05
5	0.645308	4.9985	3e-06
6	0.699257	5.4164	1e-06
7	0.630142	4.8811	4e-06
8	0.477969	3.7023	0.000233
9	0.358381	2.776	0.003665
10	0.295938	2.2923	0.012705
11	0.311176	2.4104	0.009509
12	0.322443	2.4976	0.007631
13	0.242214	1.8762	0.032748
14	0.140878	1.0912	0.139765
15	0.056574	0.4382	0.3314
16	-0.001897	-0.0147	0.494162
17	-0.03469	-0.2687	0.394537
18	-0.068055	-0.5272	0.300016
19	-0.12759	-0.9883	0.163485
20	-0.18819	-1.4577	0.075067
21	-0.221633	-1.7168	0.045591
22	-0.249908	-1.9358	0.028805
23	-0.255908	-1.9823	0.026018
24	-0.27398	-2.1222	0.018977
25	-0.329543	-2.5526	0.006627
26	-0.358026	-2.7733	0.003692
27	-0.352809	-2.7328	0.004119
28	-0.333001	-2.5794	0.006182
29	-0.318126	-2.4642	0.008307
30	-0.322905	-2.5012	0.007562
31	-0.36546	-2.8308	0.003154
32	-0.402382	-3.1168	0.001402
33	-0.380237	-2.9453	0.002293
34	-0.331402	-2.567	0.006385
35	-0.272649	-2.1119	0.019433
36	-0.241754	-1.8726	0.032998

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.862289	6.6793	0
2	-0.301834	-2.338	0.01137
3	0.241816	1.8731	0.032964
4	0.347485	2.6916	0.0046
5	0.259027	2.0064	0.024663
6	0.00439	0.034	0.486494
7	-0.194981	-1.5103	0.068106
8	-0.142481	-1.1037	0.137076
9	0.002366	0.0183	0.492719
10	-0.232406	-1.8002	0.038427
11	0.02072	0.1605	0.436516
12	-0.110345	-0.8547	0.198051
13	-0.258346	-2.0011	0.024953
14	0.16065	1.2444	0.109098
15	-0.035728	-0.2767	0.391463
16	-0.149794	-1.1603	0.125262
17	-0.035599	-0.2757	0.391844
18	-0.066616	-0.516	0.303874
19	0.002299	0.0178	0.492925
20	-0.003903	-0.0302	0.487991
21	0.00807	0.0625	0.475182
22	0.019533	0.1513	0.440121
23	0.069822	0.5408	0.29531
24	-0.003678	-0.0285	0.488684
25	-0.068529	-0.5308	0.298751
26	0.089887	0.6963	0.244477
27	0.012081	0.0936	0.462879
28	-0.002689	-0.0208	0.491726
29	-0.014756	-0.1143	0.454691
30	-0.033474	-0.2593	0.398151
31	-0.106872	-0.8278	0.205524
32	-0.102479	-0.7938	0.21522
33	0.091272	0.707	0.241154
34	-0.022543	-0.1746	0.430985
35	-0.04475	-0.3466	0.365041
36	0.094704	0.7336	0.233033

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.862289 & 6.6793 & 0 \tabularnewline
2 & -0.301834 & -2.338 & 0.01137 \tabularnewline
3 & 0.241816 & 1.8731 & 0.032964 \tabularnewline
4 & 0.347485 & 2.6916 & 0.0046 \tabularnewline
5 & 0.259027 & 2.0064 & 0.024663 \tabularnewline
6 & 0.00439 & 0.034 & 0.486494 \tabularnewline
7 & -0.194981 & -1.5103 & 0.068106 \tabularnewline
8 & -0.142481 & -1.1037 & 0.137076 \tabularnewline
9 & 0.002366 & 0.0183 & 0.492719 \tabularnewline
10 & -0.232406 & -1.8002 & 0.038427 \tabularnewline
11 & 0.02072 & 0.1605 & 0.436516 \tabularnewline
12 & -0.110345 & -0.8547 & 0.198051 \tabularnewline
13 & -0.258346 & -2.0011 & 0.024953 \tabularnewline
14 & 0.16065 & 1.2444 & 0.109098 \tabularnewline
15 & -0.035728 & -0.2767 & 0.391463 \tabularnewline
16 & -0.149794 & -1.1603 & 0.125262 \tabularnewline
17 & -0.035599 & -0.2757 & 0.391844 \tabularnewline
18 & -0.066616 & -0.516 & 0.303874 \tabularnewline
19 & 0.002299 & 0.0178 & 0.492925 \tabularnewline
20 & -0.003903 & -0.0302 & 0.487991 \tabularnewline
21 & 0.00807 & 0.0625 & 0.475182 \tabularnewline
22 & 0.019533 & 0.1513 & 0.440121 \tabularnewline
23 & 0.069822 & 0.5408 & 0.29531 \tabularnewline
24 & -0.003678 & -0.0285 & 0.488684 \tabularnewline
25 & -0.068529 & -0.5308 & 0.298751 \tabularnewline
26 & 0.089887 & 0.6963 & 0.244477 \tabularnewline
27 & 0.012081 & 0.0936 & 0.462879 \tabularnewline
28 & -0.002689 & -0.0208 & 0.491726 \tabularnewline
29 & -0.014756 & -0.1143 & 0.454691 \tabularnewline
30 & -0.033474 & -0.2593 & 0.398151 \tabularnewline
31 & -0.106872 & -0.8278 & 0.205524 \tabularnewline
32 & -0.102479 & -0.7938 & 0.21522 \tabularnewline
33 & 0.091272 & 0.707 & 0.241154 \tabularnewline
34 & -0.022543 & -0.1746 & 0.430985 \tabularnewline
35 & -0.04475 & -0.3466 & 0.365041 \tabularnewline
36 & 0.094704 & 0.7336 & 0.233033 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59404&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]0.862289[/C][C]6.6793[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.301834[/C][C]-2.338[/C][C]0.01137[/C][/ROW]
[ROW][C]3[/C][C]0.241816[/C][C]1.8731[/C][C]0.032964[/C][/ROW]
[ROW][C]4[/C][C]0.347485[/C][C]2.6916[/C][C]0.0046[/C][/ROW]
[ROW][C]5[/C][C]0.259027[/C][C]2.0064[/C][C]0.024663[/C][/ROW]
[ROW][C]6[/C][C]0.00439[/C][C]0.034[/C][C]0.486494[/C][/ROW]
[ROW][C]7[/C][C]-0.194981[/C][C]-1.5103[/C][C]0.068106[/C][/ROW]
[ROW][C]8[/C][C]-0.142481[/C][C]-1.1037[/C][C]0.137076[/C][/ROW]
[ROW][C]9[/C][C]0.002366[/C][C]0.0183[/C][C]0.492719[/C][/ROW]
[ROW][C]10[/C][C]-0.232406[/C][C]-1.8002[/C][C]0.038427[/C][/ROW]
[ROW][C]11[/C][C]0.02072[/C][C]0.1605[/C][C]0.436516[/C][/ROW]
[ROW][C]12[/C][C]-0.110345[/C][C]-0.8547[/C][C]0.198051[/C][/ROW]
[ROW][C]13[/C][C]-0.258346[/C][C]-2.0011[/C][C]0.024953[/C][/ROW]
[ROW][C]14[/C][C]0.16065[/C][C]1.2444[/C][C]0.109098[/C][/ROW]
[ROW][C]15[/C][C]-0.035728[/C][C]-0.2767[/C][C]0.391463[/C][/ROW]
[ROW][C]16[/C][C]-0.149794[/C][C]-1.1603[/C][C]0.125262[/C][/ROW]
[ROW][C]17[/C][C]-0.035599[/C][C]-0.2757[/C][C]0.391844[/C][/ROW]
[ROW][C]18[/C][C]-0.066616[/C][C]-0.516[/C][C]0.303874[/C][/ROW]
[ROW][C]19[/C][C]0.002299[/C][C]0.0178[/C][C]0.492925[/C][/ROW]
[ROW][C]20[/C][C]-0.003903[/C][C]-0.0302[/C][C]0.487991[/C][/ROW]
[ROW][C]21[/C][C]0.00807[/C][C]0.0625[/C][C]0.475182[/C][/ROW]
[ROW][C]22[/C][C]0.019533[/C][C]0.1513[/C][C]0.440121[/C][/ROW]
[ROW][C]23[/C][C]0.069822[/C][C]0.5408[/C][C]0.29531[/C][/ROW]
[ROW][C]24[/C][C]-0.003678[/C][C]-0.0285[/C][C]0.488684[/C][/ROW]
[ROW][C]25[/C][C]-0.068529[/C][C]-0.5308[/C][C]0.298751[/C][/ROW]
[ROW][C]26[/C][C]0.089887[/C][C]0.6963[/C][C]0.244477[/C][/ROW]
[ROW][C]27[/C][C]0.012081[/C][C]0.0936[/C][C]0.462879[/C][/ROW]
[ROW][C]28[/C][C]-0.002689[/C][C]-0.0208[/C][C]0.491726[/C][/ROW]
[ROW][C]29[/C][C]-0.014756[/C][C]-0.1143[/C][C]0.454691[/C][/ROW]
[ROW][C]30[/C][C]-0.033474[/C][C]-0.2593[/C][C]0.398151[/C][/ROW]
[ROW][C]31[/C][C]-0.106872[/C][C]-0.8278[/C][C]0.205524[/C][/ROW]
[ROW][C]32[/C][C]-0.102479[/C][C]-0.7938[/C][C]0.21522[/C][/ROW]
[ROW][C]33[/C][C]0.091272[/C][C]0.707[/C][C]0.241154[/C][/ROW]
[ROW][C]34[/C][C]-0.022543[/C][C]-0.1746[/C][C]0.430985[/C][/ROW]
[ROW][C]35[/C][C]-0.04475[/C][C]-0.3466[/C][C]0.365041[/C][/ROW]
[ROW][C]36[/C][C]0.094704[/C][C]0.7336[/C][C]0.233033[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59404&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59404&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	0.862289	6.6793	0
2	-0.301834	-2.338	0.01137
3	0.241816	1.8731	0.032964
4	0.347485	2.6916	0.0046
5	0.259027	2.0064	0.024663
6	0.00439	0.034	0.486494
7	-0.194981	-1.5103	0.068106
8	-0.142481	-1.1037	0.137076
9	0.002366	0.0183	0.492719
10	-0.232406	-1.8002	0.038427
11	0.02072	0.1605	0.436516
12	-0.110345	-0.8547	0.198051
13	-0.258346	-2.0011	0.024953
14	0.16065	1.2444	0.109098
15	-0.035728	-0.2767	0.391463
16	-0.149794	-1.1603	0.125262
17	-0.035599	-0.2757	0.391844
18	-0.066616	-0.516	0.303874
19	0.002299	0.0178	0.492925
20	-0.003903	-0.0302	0.487991
21	0.00807	0.0625	0.475182
22	0.019533	0.1513	0.440121
23	0.069822	0.5408	0.29531
24	-0.003678	-0.0285	0.488684
25	-0.068529	-0.5308	0.298751
26	0.089887	0.6963	0.244477
27	0.012081	0.0936	0.462879
28	-0.002689	-0.0208	0.491726
29	-0.014756	-0.1143	0.454691
30	-0.033474	-0.2593	0.398151
31	-0.106872	-0.8278	0.205524
32	-0.102479	-0.7938	0.21522
33	0.091272	0.707	0.241154
34	-0.022543	-0.1746	0.430985
35	-0.04475	-0.3466	0.365041
36	0.094704	0.7336	0.233033

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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