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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 06:42:39 -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/2008/Dec/18/t1229607812s43s0ey4bkkz508.htm/, Retrieved Tue, 10 Feb 2026 09:32:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34755, Retrieved Tue, 10 Feb 2026 09:32:39 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

471

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

-     [(Partial) Autocorrelation Function] [paper auto 1] [2007-12-01 12:01:15] [22f18fc6a98517db16300404be421f9a]
-    D  [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:08:07] [4ddbf81f78ea7c738951638c7e93f6ee]
-    D    [(Partial) Autocorrelation Function] [autocorrelation v...] [2008-12-16 19:09:49] [4ddbf81f78ea7c738951638c7e93f6ee]
-   PD      [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:34:54] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P         [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:39:29] [4ddbf81f78ea7c738951638c7e93f6ee]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2008-12-18 13:42:39] [e8f764b122b426f433a1e1038b457077] [Current]

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Dataseries X:

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Boxplots

9.4
9.5
9.1
9
9.3
9.9
9.8
9.4
8.3
8
8.5
10.4
11.1
10.9
9.9
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.9
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.8
7.9
7.9
8
7.9
7.5
7.2
6.9
6.6
6.7
7.3

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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34755&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34755&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34755&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.7823	0
1	0.174534	1.1838	0.121297
2	-0.085887	-0.5825	0.718467
3	-0.463822	-3.1458	0.998549
4	-0.387261	-2.6265	0.994161
5	-0.143792	-0.9752	0.83273
6	0.151242	1.0258	0.155182
7	0.305512	2.0721	0.021945
8	0.211004	1.4311	0.079581
9	-0.066968	-0.4542	0.674088
10	-0.146368	-0.9927	0.83698
11	0.001388	0.0094	0.496264
12	0.022947	0.1556	0.438502
13	-0.041256	-0.2798	0.609562
14	0.082799	0.5616	0.288567
15	-0.170204	-1.1544	0.872847
16	-0.002454	-0.0166	0.506605
17	0.058908	0.3995	0.345674
18	0.115024	0.7801	0.219654
19	0.018616	0.1263	0.450038
20	-0.111174	-0.754	0.772659
21	-0.143171	-0.971	0.831694
22	-0.054487	-0.3696	0.643294
23	0.083861	0.5688	0.286138
24	0.218048	1.4789	0.072995
25	0.154841	1.0502	0.149561
26	0.008405	0.057	0.477393
27	-0.277436	-1.8817	0.966891
28	-0.172017	-1.1667	0.875323
29	-0.192887	-1.3082	0.901352
30	0.153531	1.0413	0.15159
31	0.138179	0.9372	0.176781
32	0.222249	1.5074	0.069277
33	0.06541	0.4436	0.329694
34	-0.030003	-0.2035	0.580175
35	-0.160335	-1.0874	0.858748

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.7823 & 0 \tabularnewline
1 & 0.174534 & 1.1838 & 0.121297 \tabularnewline
2 & -0.085887 & -0.5825 & 0.718467 \tabularnewline
3 & -0.463822 & -3.1458 & 0.998549 \tabularnewline
4 & -0.387261 & -2.6265 & 0.994161 \tabularnewline
5 & -0.143792 & -0.9752 & 0.83273 \tabularnewline
6 & 0.151242 & 1.0258 & 0.155182 \tabularnewline
7 & 0.305512 & 2.0721 & 0.021945 \tabularnewline
8 & 0.211004 & 1.4311 & 0.079581 \tabularnewline
9 & -0.066968 & -0.4542 & 0.674088 \tabularnewline
10 & -0.146368 & -0.9927 & 0.83698 \tabularnewline
11 & 0.001388 & 0.0094 & 0.496264 \tabularnewline
12 & 0.022947 & 0.1556 & 0.438502 \tabularnewline
13 & -0.041256 & -0.2798 & 0.609562 \tabularnewline
14 & 0.082799 & 0.5616 & 0.288567 \tabularnewline
15 & -0.170204 & -1.1544 & 0.872847 \tabularnewline
16 & -0.002454 & -0.0166 & 0.506605 \tabularnewline
17 & 0.058908 & 0.3995 & 0.345674 \tabularnewline
18 & 0.115024 & 0.7801 & 0.219654 \tabularnewline
19 & 0.018616 & 0.1263 & 0.450038 \tabularnewline
20 & -0.111174 & -0.754 & 0.772659 \tabularnewline
21 & -0.143171 & -0.971 & 0.831694 \tabularnewline
22 & -0.054487 & -0.3696 & 0.643294 \tabularnewline
23 & 0.083861 & 0.5688 & 0.286138 \tabularnewline
24 & 0.218048 & 1.4789 & 0.072995 \tabularnewline
25 & 0.154841 & 1.0502 & 0.149561 \tabularnewline
26 & 0.008405 & 0.057 & 0.477393 \tabularnewline
27 & -0.277436 & -1.8817 & 0.966891 \tabularnewline
28 & -0.172017 & -1.1667 & 0.875323 \tabularnewline
29 & -0.192887 & -1.3082 & 0.901352 \tabularnewline
30 & 0.153531 & 1.0413 & 0.15159 \tabularnewline
31 & 0.138179 & 0.9372 & 0.176781 \tabularnewline
32 & 0.222249 & 1.5074 & 0.069277 \tabularnewline
33 & 0.06541 & 0.4436 & 0.329694 \tabularnewline
34 & -0.030003 & -0.2035 & 0.580175 \tabularnewline
35 & -0.160335 & -1.0874 & 0.858748 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34755&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]0[/C][C]1[/C][C]6.7823[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.174534[/C][C]1.1838[/C][C]0.121297[/C][/ROW]
[ROW][C]2[/C][C]-0.085887[/C][C]-0.5825[/C][C]0.718467[/C][/ROW]
[ROW][C]3[/C][C]-0.463822[/C][C]-3.1458[/C][C]0.998549[/C][/ROW]
[ROW][C]4[/C][C]-0.387261[/C][C]-2.6265[/C][C]0.994161[/C][/ROW]
[ROW][C]5[/C][C]-0.143792[/C][C]-0.9752[/C][C]0.83273[/C][/ROW]
[ROW][C]6[/C][C]0.151242[/C][C]1.0258[/C][C]0.155182[/C][/ROW]
[ROW][C]7[/C][C]0.305512[/C][C]2.0721[/C][C]0.021945[/C][/ROW]
[ROW][C]8[/C][C]0.211004[/C][C]1.4311[/C][C]0.079581[/C][/ROW]
[ROW][C]9[/C][C]-0.066968[/C][C]-0.4542[/C][C]0.674088[/C][/ROW]
[ROW][C]10[/C][C]-0.146368[/C][C]-0.9927[/C][C]0.83698[/C][/ROW]
[ROW][C]11[/C][C]0.001388[/C][C]0.0094[/C][C]0.496264[/C][/ROW]
[ROW][C]12[/C][C]0.022947[/C][C]0.1556[/C][C]0.438502[/C][/ROW]
[ROW][C]13[/C][C]-0.041256[/C][C]-0.2798[/C][C]0.609562[/C][/ROW]
[ROW][C]14[/C][C]0.082799[/C][C]0.5616[/C][C]0.288567[/C][/ROW]
[ROW][C]15[/C][C]-0.170204[/C][C]-1.1544[/C][C]0.872847[/C][/ROW]
[ROW][C]16[/C][C]-0.002454[/C][C]-0.0166[/C][C]0.506605[/C][/ROW]
[ROW][C]17[/C][C]0.058908[/C][C]0.3995[/C][C]0.345674[/C][/ROW]
[ROW][C]18[/C][C]0.115024[/C][C]0.7801[/C][C]0.219654[/C][/ROW]
[ROW][C]19[/C][C]0.018616[/C][C]0.1263[/C][C]0.450038[/C][/ROW]
[ROW][C]20[/C][C]-0.111174[/C][C]-0.754[/C][C]0.772659[/C][/ROW]
[ROW][C]21[/C][C]-0.143171[/C][C]-0.971[/C][C]0.831694[/C][/ROW]
[ROW][C]22[/C][C]-0.054487[/C][C]-0.3696[/C][C]0.643294[/C][/ROW]
[ROW][C]23[/C][C]0.083861[/C][C]0.5688[/C][C]0.286138[/C][/ROW]
[ROW][C]24[/C][C]0.218048[/C][C]1.4789[/C][C]0.072995[/C][/ROW]
[ROW][C]25[/C][C]0.154841[/C][C]1.0502[/C][C]0.149561[/C][/ROW]
[ROW][C]26[/C][C]0.008405[/C][C]0.057[/C][C]0.477393[/C][/ROW]
[ROW][C]27[/C][C]-0.277436[/C][C]-1.8817[/C][C]0.966891[/C][/ROW]
[ROW][C]28[/C][C]-0.172017[/C][C]-1.1667[/C][C]0.875323[/C][/ROW]
[ROW][C]29[/C][C]-0.192887[/C][C]-1.3082[/C][C]0.901352[/C][/ROW]
[ROW][C]30[/C][C]0.153531[/C][C]1.0413[/C][C]0.15159[/C][/ROW]
[ROW][C]31[/C][C]0.138179[/C][C]0.9372[/C][C]0.176781[/C][/ROW]
[ROW][C]32[/C][C]0.222249[/C][C]1.5074[/C][C]0.069277[/C][/ROW]
[ROW][C]33[/C][C]0.06541[/C][C]0.4436[/C][C]0.329694[/C][/ROW]
[ROW][C]34[/C][C]-0.030003[/C][C]-0.2035[/C][C]0.580175[/C][/ROW]
[ROW][C]35[/C][C]-0.160335[/C][C]-1.0874[/C][C]0.858748[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34755&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34755&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
0	1	6.7823	0
1	0.174534	1.1838	0.121297
2	-0.085887	-0.5825	0.718467
3	-0.463822	-3.1458	0.998549
4	-0.387261	-2.6265	0.994161
5	-0.143792	-0.9752	0.83273
6	0.151242	1.0258	0.155182
7	0.305512	2.0721	0.021945
8	0.211004	1.4311	0.079581
9	-0.066968	-0.4542	0.674088
10	-0.146368	-0.9927	0.83698
11	0.001388	0.0094	0.496264
12	0.022947	0.1556	0.438502
13	-0.041256	-0.2798	0.609562
14	0.082799	0.5616	0.288567
15	-0.170204	-1.1544	0.872847
16	-0.002454	-0.0166	0.506605
17	0.058908	0.3995	0.345674
18	0.115024	0.7801	0.219654
19	0.018616	0.1263	0.450038
20	-0.111174	-0.754	0.772659
21	-0.143171	-0.971	0.831694
22	-0.054487	-0.3696	0.643294
23	0.083861	0.5688	0.286138
24	0.218048	1.4789	0.072995
25	0.154841	1.0502	0.149561
26	0.008405	0.057	0.477393
27	-0.277436	-1.8817	0.966891
28	-0.172017	-1.1667	0.875323
29	-0.192887	-1.3082	0.901352
30	0.153531	1.0413	0.15159
31	0.138179	0.9372	0.176781
32	0.222249	1.5074	0.069277
33	0.06541	0.4436	0.329694
34	-0.030003	-0.2035	0.580175
35	-0.160335	-1.0874	0.858748

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.174534	1.1838	0.121297
1	-0.120005	-0.8139	0.790055
2	-0.445897	-3.0242	0.997966
3	-0.321857	-2.1829	0.982909
4	-0.207967	-1.4105	0.91744
5	-0.135291	-0.9176	0.81819
6	-0.056932	-0.3861	0.649411
7	-0.074936	-0.5082	0.693143
8	-0.206416	-1.4	0.915886
9	-0.083182	-0.5642	0.71231
10	0.202426	1.3729	0.088217
11	0.094165	0.6387	0.263106
12	-0.121145	-0.8216	0.792242
13	0.186141	1.2625	0.106571
14	-0.1378	-0.9346	0.822563
15	0.046542	0.3157	0.376843
16	0.189683	1.2865	0.102354
17	-0.02803	-0.1901	0.574971
18	-0.159206	-1.0798	0.857066
19	-0.091273	-0.619	0.730529
20	-0.116669	-0.7913	0.783582
21	-0.166755	-1.131	0.868038
22	-0.021883	-0.1484	0.558668
23	0.048243	0.3272	0.372501
24	-0.092336	-0.6263	0.732878
25	0.168525	1.143	0.129477
26	-0.01142	-0.0775	0.5307
27	-0.045085	-0.3058	0.619424
28	-0.078162	-0.5301	0.70071
29	0.046759	0.3171	0.376289
30	-0.211111	-1.4318	0.920523
31	-0.014226	-0.0965	0.538222
32	0.06384	0.433	0.333525
33	-0.052847	-0.3584	0.639168
34	-0.091429	-0.6201	0.730874
35	-0.121059	-0.8211	0.792076

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.174534 & 1.1838 & 0.121297 \tabularnewline
1 & -0.120005 & -0.8139 & 0.790055 \tabularnewline
2 & -0.445897 & -3.0242 & 0.997966 \tabularnewline
3 & -0.321857 & -2.1829 & 0.982909 \tabularnewline
4 & -0.207967 & -1.4105 & 0.91744 \tabularnewline
5 & -0.135291 & -0.9176 & 0.81819 \tabularnewline
6 & -0.056932 & -0.3861 & 0.649411 \tabularnewline
7 & -0.074936 & -0.5082 & 0.693143 \tabularnewline
8 & -0.206416 & -1.4 & 0.915886 \tabularnewline
9 & -0.083182 & -0.5642 & 0.71231 \tabularnewline
10 & 0.202426 & 1.3729 & 0.088217 \tabularnewline
11 & 0.094165 & 0.6387 & 0.263106 \tabularnewline
12 & -0.121145 & -0.8216 & 0.792242 \tabularnewline
13 & 0.186141 & 1.2625 & 0.106571 \tabularnewline
14 & -0.1378 & -0.9346 & 0.822563 \tabularnewline
15 & 0.046542 & 0.3157 & 0.376843 \tabularnewline
16 & 0.189683 & 1.2865 & 0.102354 \tabularnewline
17 & -0.02803 & -0.1901 & 0.574971 \tabularnewline
18 & -0.159206 & -1.0798 & 0.857066 \tabularnewline
19 & -0.091273 & -0.619 & 0.730529 \tabularnewline
20 & -0.116669 & -0.7913 & 0.783582 \tabularnewline
21 & -0.166755 & -1.131 & 0.868038 \tabularnewline
22 & -0.021883 & -0.1484 & 0.558668 \tabularnewline
23 & 0.048243 & 0.3272 & 0.372501 \tabularnewline
24 & -0.092336 & -0.6263 & 0.732878 \tabularnewline
25 & 0.168525 & 1.143 & 0.129477 \tabularnewline
26 & -0.01142 & -0.0775 & 0.5307 \tabularnewline
27 & -0.045085 & -0.3058 & 0.619424 \tabularnewline
28 & -0.078162 & -0.5301 & 0.70071 \tabularnewline
29 & 0.046759 & 0.3171 & 0.376289 \tabularnewline
30 & -0.211111 & -1.4318 & 0.920523 \tabularnewline
31 & -0.014226 & -0.0965 & 0.538222 \tabularnewline
32 & 0.06384 & 0.433 & 0.333525 \tabularnewline
33 & -0.052847 & -0.3584 & 0.639168 \tabularnewline
34 & -0.091429 & -0.6201 & 0.730874 \tabularnewline
35 & -0.121059 & -0.8211 & 0.792076 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34755&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]0[/C][C]0.174534[/C][C]1.1838[/C][C]0.121297[/C][/ROW]
[ROW][C]1[/C][C]-0.120005[/C][C]-0.8139[/C][C]0.790055[/C][/ROW]
[ROW][C]2[/C][C]-0.445897[/C][C]-3.0242[/C][C]0.997966[/C][/ROW]
[ROW][C]3[/C][C]-0.321857[/C][C]-2.1829[/C][C]0.982909[/C][/ROW]
[ROW][C]4[/C][C]-0.207967[/C][C]-1.4105[/C][C]0.91744[/C][/ROW]
[ROW][C]5[/C][C]-0.135291[/C][C]-0.9176[/C][C]0.81819[/C][/ROW]
[ROW][C]6[/C][C]-0.056932[/C][C]-0.3861[/C][C]0.649411[/C][/ROW]
[ROW][C]7[/C][C]-0.074936[/C][C]-0.5082[/C][C]0.693143[/C][/ROW]
[ROW][C]8[/C][C]-0.206416[/C][C]-1.4[/C][C]0.915886[/C][/ROW]
[ROW][C]9[/C][C]-0.083182[/C][C]-0.5642[/C][C]0.71231[/C][/ROW]
[ROW][C]10[/C][C]0.202426[/C][C]1.3729[/C][C]0.088217[/C][/ROW]
[ROW][C]11[/C][C]0.094165[/C][C]0.6387[/C][C]0.263106[/C][/ROW]
[ROW][C]12[/C][C]-0.121145[/C][C]-0.8216[/C][C]0.792242[/C][/ROW]
[ROW][C]13[/C][C]0.186141[/C][C]1.2625[/C][C]0.106571[/C][/ROW]
[ROW][C]14[/C][C]-0.1378[/C][C]-0.9346[/C][C]0.822563[/C][/ROW]
[ROW][C]15[/C][C]0.046542[/C][C]0.3157[/C][C]0.376843[/C][/ROW]
[ROW][C]16[/C][C]0.189683[/C][C]1.2865[/C][C]0.102354[/C][/ROW]
[ROW][C]17[/C][C]-0.02803[/C][C]-0.1901[/C][C]0.574971[/C][/ROW]
[ROW][C]18[/C][C]-0.159206[/C][C]-1.0798[/C][C]0.857066[/C][/ROW]
[ROW][C]19[/C][C]-0.091273[/C][C]-0.619[/C][C]0.730529[/C][/ROW]
[ROW][C]20[/C][C]-0.116669[/C][C]-0.7913[/C][C]0.783582[/C][/ROW]
[ROW][C]21[/C][C]-0.166755[/C][C]-1.131[/C][C]0.868038[/C][/ROW]
[ROW][C]22[/C][C]-0.021883[/C][C]-0.1484[/C][C]0.558668[/C][/ROW]
[ROW][C]23[/C][C]0.048243[/C][C]0.3272[/C][C]0.372501[/C][/ROW]
[ROW][C]24[/C][C]-0.092336[/C][C]-0.6263[/C][C]0.732878[/C][/ROW]
[ROW][C]25[/C][C]0.168525[/C][C]1.143[/C][C]0.129477[/C][/ROW]
[ROW][C]26[/C][C]-0.01142[/C][C]-0.0775[/C][C]0.5307[/C][/ROW]
[ROW][C]27[/C][C]-0.045085[/C][C]-0.3058[/C][C]0.619424[/C][/ROW]
[ROW][C]28[/C][C]-0.078162[/C][C]-0.5301[/C][C]0.70071[/C][/ROW]
[ROW][C]29[/C][C]0.046759[/C][C]0.3171[/C][C]0.376289[/C][/ROW]
[ROW][C]30[/C][C]-0.211111[/C][C]-1.4318[/C][C]0.920523[/C][/ROW]
[ROW][C]31[/C][C]-0.014226[/C][C]-0.0965[/C][C]0.538222[/C][/ROW]
[ROW][C]32[/C][C]0.06384[/C][C]0.433[/C][C]0.333525[/C][/ROW]
[ROW][C]33[/C][C]-0.052847[/C][C]-0.3584[/C][C]0.639168[/C][/ROW]
[ROW][C]34[/C][C]-0.091429[/C][C]-0.6201[/C][C]0.730874[/C][/ROW]
[ROW][C]35[/C][C]-0.121059[/C][C]-0.8211[/C][C]0.792076[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34755&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34755&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
0	0.174534	1.1838	0.121297
1	-0.120005	-0.8139	0.790055
2	-0.445897	-3.0242	0.997966
3	-0.321857	-2.1829	0.982909
4	-0.207967	-1.4105	0.91744
5	-0.135291	-0.9176	0.81819
6	-0.056932	-0.3861	0.649411
7	-0.074936	-0.5082	0.693143
8	-0.206416	-1.4	0.915886
9	-0.083182	-0.5642	0.71231
10	0.202426	1.3729	0.088217
11	0.094165	0.6387	0.263106
12	-0.121145	-0.8216	0.792242
13	0.186141	1.2625	0.106571
14	-0.1378	-0.9346	0.822563
15	0.046542	0.3157	0.376843
16	0.189683	1.2865	0.102354
17	-0.02803	-0.1901	0.574971
18	-0.159206	-1.0798	0.857066
19	-0.091273	-0.619	0.730529
20	-0.116669	-0.7913	0.783582
21	-0.166755	-1.131	0.868038
22	-0.021883	-0.1484	0.558668
23	0.048243	0.3272	0.372501
24	-0.092336	-0.6263	0.732878
25	0.168525	1.143	0.129477
26	-0.01142	-0.0775	0.5307
27	-0.045085	-0.3058	0.619424
28	-0.078162	-0.5301	0.70071
29	0.046759	0.3171	0.376289
30	-0.211111	-1.4318	0.920523
31	-0.014226	-0.0965	0.538222
32	0.06384	0.433	0.333525
33	-0.052847	-0.3584	0.639168
34	-0.091429	-0.6201	0.730874
35	-0.121059	-0.8211	0.792076

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(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