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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 04:03:04 -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/27/t12593200358xrmvr5mn4zblng.htm/, Retrieved Tue, 10 Feb 2026 08:06:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60569, Retrieved Tue, 10 Feb 2026 08:06:32 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

392

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]
-   PD        [(Partial) Autocorrelation Function] [acf2] [2009-11-26 16:03:04] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D            [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 11:03:04] [307139c5e328127f586f26d5bcc435d8] [Current]
-    D              [(Partial) Autocorrelation Function] [acf] [2009-12-12 10:11:28] [34b80aeb109c116fd63bf2eb7493a276] 
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-14 08:54:34] [34b80aeb109c116fd63bf2eb7493a276] 

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Dataseries X:

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Boxplots

5.4
5.4
5.6
5.7
5.8
5.8
5.8
5.9
6.1
6.4
6.4
6.3
6.2
6.2
6.3
6.4
6.5
6.6
6.6
6.6
6.8
7
7.2
7.3
7.5
7.6
7.6
7.7
7.7
7.7
7.7
7.6
7.7
7.9
7.9
7.9
7.8
7.6
7.4
7
7
7.2
7.5
7.8
7.8
7.7
7.6
7.6
7.5
7.5
7.6
7.6
7.9
7.6
7.5
7.5
7.6
7.7
7.8
7.9
7.9

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=60569&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=60569&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60569&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	0.40503	3.1374	0.001321
2	0.082788	0.6413	0.261894
3	-0.234364	-1.8154	0.037232
4	-0.333333	-2.582	0.006141
5	-0.11303	-0.8755	0.192389
6	-0.036	-0.2789	0.390658
7	0.145758	1.129	0.131689
8	0.184242	1.4271	0.079362
9	0.195818	1.5168	0.067284
10	0.01103	0.0854	0.466098
11	-0.086485	-0.6699	0.252743
12	-0.126545	-0.9802	0.165458
13	-0.131697	-1.0201	0.155884
14	0.018788	0.1455	0.44239
15	0.008545	0.0662	0.473722
16	0.050667	0.3925	0.348054
17	0.017879	0.1385	0.445159
18	0.036	0.2789	0.390658
19	0.054121	0.4192	0.338276
20	0.006061	0.0469	0.481356
21	-0.066727	-0.5169	0.303574
22	-0.049333	-0.3821	0.351856
23	-0.03703	-0.2868	0.387613
24	-0.029818	-0.231	0.409062
25	0.055939	0.4333	0.333174
26	0.045697	0.354	0.362302
27	0.047818	0.3704	0.356195
28	-0.016242	-0.1258	0.45015
29	-0.14503	-1.1234	0.132871
30	-0.193818	-1.5013	0.06926
31	-0.172788	-1.3384	0.092906
32	-0.065939	-0.5108	0.305695
33	0.018364	0.1422	0.443682
34	0.107758	0.8347	0.203603
35	0.053879	0.4173	0.338958
36	-0.034909	-0.2704	0.393888

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40503 & 3.1374 & 0.001321 \tabularnewline
2 & 0.082788 & 0.6413 & 0.261894 \tabularnewline
3 & -0.234364 & -1.8154 & 0.037232 \tabularnewline
4 & -0.333333 & -2.582 & 0.006141 \tabularnewline
5 & -0.11303 & -0.8755 & 0.192389 \tabularnewline
6 & -0.036 & -0.2789 & 0.390658 \tabularnewline
7 & 0.145758 & 1.129 & 0.131689 \tabularnewline
8 & 0.184242 & 1.4271 & 0.079362 \tabularnewline
9 & 0.195818 & 1.5168 & 0.067284 \tabularnewline
10 & 0.01103 & 0.0854 & 0.466098 \tabularnewline
11 & -0.086485 & -0.6699 & 0.252743 \tabularnewline
12 & -0.126545 & -0.9802 & 0.165458 \tabularnewline
13 & -0.131697 & -1.0201 & 0.155884 \tabularnewline
14 & 0.018788 & 0.1455 & 0.44239 \tabularnewline
15 & 0.008545 & 0.0662 & 0.473722 \tabularnewline
16 & 0.050667 & 0.3925 & 0.348054 \tabularnewline
17 & 0.017879 & 0.1385 & 0.445159 \tabularnewline
18 & 0.036 & 0.2789 & 0.390658 \tabularnewline
19 & 0.054121 & 0.4192 & 0.338276 \tabularnewline
20 & 0.006061 & 0.0469 & 0.481356 \tabularnewline
21 & -0.066727 & -0.5169 & 0.303574 \tabularnewline
22 & -0.049333 & -0.3821 & 0.351856 \tabularnewline
23 & -0.03703 & -0.2868 & 0.387613 \tabularnewline
24 & -0.029818 & -0.231 & 0.409062 \tabularnewline
25 & 0.055939 & 0.4333 & 0.333174 \tabularnewline
26 & 0.045697 & 0.354 & 0.362302 \tabularnewline
27 & 0.047818 & 0.3704 & 0.356195 \tabularnewline
28 & -0.016242 & -0.1258 & 0.45015 \tabularnewline
29 & -0.14503 & -1.1234 & 0.132871 \tabularnewline
30 & -0.193818 & -1.5013 & 0.06926 \tabularnewline
31 & -0.172788 & -1.3384 & 0.092906 \tabularnewline
32 & -0.065939 & -0.5108 & 0.305695 \tabularnewline
33 & 0.018364 & 0.1422 & 0.443682 \tabularnewline
34 & 0.107758 & 0.8347 & 0.203603 \tabularnewline
35 & 0.053879 & 0.4173 & 0.338958 \tabularnewline
36 & -0.034909 & -0.2704 & 0.393888 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60569&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]0.40503[/C][C]3.1374[/C][C]0.001321[/C][/ROW]
[ROW][C]2[/C][C]0.082788[/C][C]0.6413[/C][C]0.261894[/C][/ROW]
[ROW][C]3[/C][C]-0.234364[/C][C]-1.8154[/C][C]0.037232[/C][/ROW]
[ROW][C]4[/C][C]-0.333333[/C][C]-2.582[/C][C]0.006141[/C][/ROW]
[ROW][C]5[/C][C]-0.11303[/C][C]-0.8755[/C][C]0.192389[/C][/ROW]
[ROW][C]6[/C][C]-0.036[/C][C]-0.2789[/C][C]0.390658[/C][/ROW]
[ROW][C]7[/C][C]0.145758[/C][C]1.129[/C][C]0.131689[/C][/ROW]
[ROW][C]8[/C][C]0.184242[/C][C]1.4271[/C][C]0.079362[/C][/ROW]
[ROW][C]9[/C][C]0.195818[/C][C]1.5168[/C][C]0.067284[/C][/ROW]
[ROW][C]10[/C][C]0.01103[/C][C]0.0854[/C][C]0.466098[/C][/ROW]
[ROW][C]11[/C][C]-0.086485[/C][C]-0.6699[/C][C]0.252743[/C][/ROW]
[ROW][C]12[/C][C]-0.126545[/C][C]-0.9802[/C][C]0.165458[/C][/ROW]
[ROW][C]13[/C][C]-0.131697[/C][C]-1.0201[/C][C]0.155884[/C][/ROW]
[ROW][C]14[/C][C]0.018788[/C][C]0.1455[/C][C]0.44239[/C][/ROW]
[ROW][C]15[/C][C]0.008545[/C][C]0.0662[/C][C]0.473722[/C][/ROW]
[ROW][C]16[/C][C]0.050667[/C][C]0.3925[/C][C]0.348054[/C][/ROW]
[ROW][C]17[/C][C]0.017879[/C][C]0.1385[/C][C]0.445159[/C][/ROW]
[ROW][C]18[/C][C]0.036[/C][C]0.2789[/C][C]0.390658[/C][/ROW]
[ROW][C]19[/C][C]0.054121[/C][C]0.4192[/C][C]0.338276[/C][/ROW]
[ROW][C]20[/C][C]0.006061[/C][C]0.0469[/C][C]0.481356[/C][/ROW]
[ROW][C]21[/C][C]-0.066727[/C][C]-0.5169[/C][C]0.303574[/C][/ROW]
[ROW][C]22[/C][C]-0.049333[/C][C]-0.3821[/C][C]0.351856[/C][/ROW]
[ROW][C]23[/C][C]-0.03703[/C][C]-0.2868[/C][C]0.387613[/C][/ROW]
[ROW][C]24[/C][C]-0.029818[/C][C]-0.231[/C][C]0.409062[/C][/ROW]
[ROW][C]25[/C][C]0.055939[/C][C]0.4333[/C][C]0.333174[/C][/ROW]
[ROW][C]26[/C][C]0.045697[/C][C]0.354[/C][C]0.362302[/C][/ROW]
[ROW][C]27[/C][C]0.047818[/C][C]0.3704[/C][C]0.356195[/C][/ROW]
[ROW][C]28[/C][C]-0.016242[/C][C]-0.1258[/C][C]0.45015[/C][/ROW]
[ROW][C]29[/C][C]-0.14503[/C][C]-1.1234[/C][C]0.132871[/C][/ROW]
[ROW][C]30[/C][C]-0.193818[/C][C]-1.5013[/C][C]0.06926[/C][/ROW]
[ROW][C]31[/C][C]-0.172788[/C][C]-1.3384[/C][C]0.092906[/C][/ROW]
[ROW][C]32[/C][C]-0.065939[/C][C]-0.5108[/C][C]0.305695[/C][/ROW]
[ROW][C]33[/C][C]0.018364[/C][C]0.1422[/C][C]0.443682[/C][/ROW]
[ROW][C]34[/C][C]0.107758[/C][C]0.8347[/C][C]0.203603[/C][/ROW]
[ROW][C]35[/C][C]0.053879[/C][C]0.4173[/C][C]0.338958[/C][/ROW]
[ROW][C]36[/C][C]-0.034909[/C][C]-0.2704[/C][C]0.393888[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60569&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60569&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	0.40503	3.1374	0.001321
2	0.082788	0.6413	0.261894
3	-0.234364	-1.8154	0.037232
4	-0.333333	-2.582	0.006141
5	-0.11303	-0.8755	0.192389
6	-0.036	-0.2789	0.390658
7	0.145758	1.129	0.131689
8	0.184242	1.4271	0.079362
9	0.195818	1.5168	0.067284
10	0.01103	0.0854	0.466098
11	-0.086485	-0.6699	0.252743
12	-0.126545	-0.9802	0.165458
13	-0.131697	-1.0201	0.155884
14	0.018788	0.1455	0.44239
15	0.008545	0.0662	0.473722
16	0.050667	0.3925	0.348054
17	0.017879	0.1385	0.445159
18	0.036	0.2789	0.390658
19	0.054121	0.4192	0.338276
20	0.006061	0.0469	0.481356
21	-0.066727	-0.5169	0.303574
22	-0.049333	-0.3821	0.351856
23	-0.03703	-0.2868	0.387613
24	-0.029818	-0.231	0.409062
25	0.055939	0.4333	0.333174
26	0.045697	0.354	0.362302
27	0.047818	0.3704	0.356195
28	-0.016242	-0.1258	0.45015
29	-0.14503	-1.1234	0.132871
30	-0.193818	-1.5013	0.06926
31	-0.172788	-1.3384	0.092906
32	-0.065939	-0.5108	0.305695
33	0.018364	0.1422	0.443682
34	0.107758	0.8347	0.203603
35	0.053879	0.4173	0.338958
36	-0.034909	-0.2704	0.393888

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.40503	3.1374	0.001321
2	-0.097209	-0.753	0.227205
3	-0.279913	-2.1682	0.01706
4	-0.163051	-1.263	0.10574
5	0.137051	1.0616	0.146337
6	-0.08194	-0.6347	0.264017
7	0.079311	0.6143	0.270656
8	0.074311	0.5756	0.283517
9	0.121045	0.9376	0.176102
10	-0.135591	-1.0503	0.148899
11	0.027247	0.2111	0.416781
12	0.009622	0.0745	0.470416
13	-0.050392	-0.3903	0.348834
14	0.038861	0.301	0.382222
15	-0.046812	-0.3626	0.359087
16	-0.026588	-0.206	0.418763
17	-0.027037	-0.2094	0.417412
18	0.07877	0.6102	0.272033
19	0.035931	0.2783	0.390861
20	-0.017846	-0.1382	0.445258
21	-0.08654	-0.6703	0.252608
22	0.083946	0.6502	0.259008
23	-0.044732	-0.3465	0.365092
24	-0.042713	-0.3309	0.370953
25	0.075067	0.5815	0.281553
26	0.014222	0.1102	0.456323
27	-0.047821	-0.3704	0.356187
28	-0.049177	-0.3809	0.352303
29	-0.095121	-0.7368	0.232057
30	-0.110964	-0.8595	0.196736
31	-0.060566	-0.4691	0.320334
32	-0.012339	-0.0956	0.462088
33	-0.059691	-0.4624	0.322746
34	0.002502	0.0194	0.492302
35	-0.029223	-0.2264	0.410844
36	-0.076771	-0.5947	0.277152

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40503 & 3.1374 & 0.001321 \tabularnewline
2 & -0.097209 & -0.753 & 0.227205 \tabularnewline
3 & -0.279913 & -2.1682 & 0.01706 \tabularnewline
4 & -0.163051 & -1.263 & 0.10574 \tabularnewline
5 & 0.137051 & 1.0616 & 0.146337 \tabularnewline
6 & -0.08194 & -0.6347 & 0.264017 \tabularnewline
7 & 0.079311 & 0.6143 & 0.270656 \tabularnewline
8 & 0.074311 & 0.5756 & 0.283517 \tabularnewline
9 & 0.121045 & 0.9376 & 0.176102 \tabularnewline
10 & -0.135591 & -1.0503 & 0.148899 \tabularnewline
11 & 0.027247 & 0.2111 & 0.416781 \tabularnewline
12 & 0.009622 & 0.0745 & 0.470416 \tabularnewline
13 & -0.050392 & -0.3903 & 0.348834 \tabularnewline
14 & 0.038861 & 0.301 & 0.382222 \tabularnewline
15 & -0.046812 & -0.3626 & 0.359087 \tabularnewline
16 & -0.026588 & -0.206 & 0.418763 \tabularnewline
17 & -0.027037 & -0.2094 & 0.417412 \tabularnewline
18 & 0.07877 & 0.6102 & 0.272033 \tabularnewline
19 & 0.035931 & 0.2783 & 0.390861 \tabularnewline
20 & -0.017846 & -0.1382 & 0.445258 \tabularnewline
21 & -0.08654 & -0.6703 & 0.252608 \tabularnewline
22 & 0.083946 & 0.6502 & 0.259008 \tabularnewline
23 & -0.044732 & -0.3465 & 0.365092 \tabularnewline
24 & -0.042713 & -0.3309 & 0.370953 \tabularnewline
25 & 0.075067 & 0.5815 & 0.281553 \tabularnewline
26 & 0.014222 & 0.1102 & 0.456323 \tabularnewline
27 & -0.047821 & -0.3704 & 0.356187 \tabularnewline
28 & -0.049177 & -0.3809 & 0.352303 \tabularnewline
29 & -0.095121 & -0.7368 & 0.232057 \tabularnewline
30 & -0.110964 & -0.8595 & 0.196736 \tabularnewline
31 & -0.060566 & -0.4691 & 0.320334 \tabularnewline
32 & -0.012339 & -0.0956 & 0.462088 \tabularnewline
33 & -0.059691 & -0.4624 & 0.322746 \tabularnewline
34 & 0.002502 & 0.0194 & 0.492302 \tabularnewline
35 & -0.029223 & -0.2264 & 0.410844 \tabularnewline
36 & -0.076771 & -0.5947 & 0.277152 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60569&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]0.40503[/C][C]3.1374[/C][C]0.001321[/C][/ROW]
[ROW][C]2[/C][C]-0.097209[/C][C]-0.753[/C][C]0.227205[/C][/ROW]
[ROW][C]3[/C][C]-0.279913[/C][C]-2.1682[/C][C]0.01706[/C][/ROW]
[ROW][C]4[/C][C]-0.163051[/C][C]-1.263[/C][C]0.10574[/C][/ROW]
[ROW][C]5[/C][C]0.137051[/C][C]1.0616[/C][C]0.146337[/C][/ROW]
[ROW][C]6[/C][C]-0.08194[/C][C]-0.6347[/C][C]0.264017[/C][/ROW]
[ROW][C]7[/C][C]0.079311[/C][C]0.6143[/C][C]0.270656[/C][/ROW]
[ROW][C]8[/C][C]0.074311[/C][C]0.5756[/C][C]0.283517[/C][/ROW]
[ROW][C]9[/C][C]0.121045[/C][C]0.9376[/C][C]0.176102[/C][/ROW]
[ROW][C]10[/C][C]-0.135591[/C][C]-1.0503[/C][C]0.148899[/C][/ROW]
[ROW][C]11[/C][C]0.027247[/C][C]0.2111[/C][C]0.416781[/C][/ROW]
[ROW][C]12[/C][C]0.009622[/C][C]0.0745[/C][C]0.470416[/C][/ROW]
[ROW][C]13[/C][C]-0.050392[/C][C]-0.3903[/C][C]0.348834[/C][/ROW]
[ROW][C]14[/C][C]0.038861[/C][C]0.301[/C][C]0.382222[/C][/ROW]
[ROW][C]15[/C][C]-0.046812[/C][C]-0.3626[/C][C]0.359087[/C][/ROW]
[ROW][C]16[/C][C]-0.026588[/C][C]-0.206[/C][C]0.418763[/C][/ROW]
[ROW][C]17[/C][C]-0.027037[/C][C]-0.2094[/C][C]0.417412[/C][/ROW]
[ROW][C]18[/C][C]0.07877[/C][C]0.6102[/C][C]0.272033[/C][/ROW]
[ROW][C]19[/C][C]0.035931[/C][C]0.2783[/C][C]0.390861[/C][/ROW]
[ROW][C]20[/C][C]-0.017846[/C][C]-0.1382[/C][C]0.445258[/C][/ROW]
[ROW][C]21[/C][C]-0.08654[/C][C]-0.6703[/C][C]0.252608[/C][/ROW]
[ROW][C]22[/C][C]0.083946[/C][C]0.6502[/C][C]0.259008[/C][/ROW]
[ROW][C]23[/C][C]-0.044732[/C][C]-0.3465[/C][C]0.365092[/C][/ROW]
[ROW][C]24[/C][C]-0.042713[/C][C]-0.3309[/C][C]0.370953[/C][/ROW]
[ROW][C]25[/C][C]0.075067[/C][C]0.5815[/C][C]0.281553[/C][/ROW]
[ROW][C]26[/C][C]0.014222[/C][C]0.1102[/C][C]0.456323[/C][/ROW]
[ROW][C]27[/C][C]-0.047821[/C][C]-0.3704[/C][C]0.356187[/C][/ROW]
[ROW][C]28[/C][C]-0.049177[/C][C]-0.3809[/C][C]0.352303[/C][/ROW]
[ROW][C]29[/C][C]-0.095121[/C][C]-0.7368[/C][C]0.232057[/C][/ROW]
[ROW][C]30[/C][C]-0.110964[/C][C]-0.8595[/C][C]0.196736[/C][/ROW]
[ROW][C]31[/C][C]-0.060566[/C][C]-0.4691[/C][C]0.320334[/C][/ROW]
[ROW][C]32[/C][C]-0.012339[/C][C]-0.0956[/C][C]0.462088[/C][/ROW]
[ROW][C]33[/C][C]-0.059691[/C][C]-0.4624[/C][C]0.322746[/C][/ROW]
[ROW][C]34[/C][C]0.002502[/C][C]0.0194[/C][C]0.492302[/C][/ROW]
[ROW][C]35[/C][C]-0.029223[/C][C]-0.2264[/C][C]0.410844[/C][/ROW]
[ROW][C]36[/C][C]-0.076771[/C][C]-0.5947[/C][C]0.277152[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60569&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60569&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	0.40503	3.1374	0.001321
2	-0.097209	-0.753	0.227205
3	-0.279913	-2.1682	0.01706
4	-0.163051	-1.263	0.10574
5	0.137051	1.0616	0.146337
6	-0.08194	-0.6347	0.264017
7	0.079311	0.6143	0.270656
8	0.074311	0.5756	0.283517
9	0.121045	0.9376	0.176102
10	-0.135591	-1.0503	0.148899
11	0.027247	0.2111	0.416781
12	0.009622	0.0745	0.470416
13	-0.050392	-0.3903	0.348834
14	0.038861	0.301	0.382222
15	-0.046812	-0.3626	0.359087
16	-0.026588	-0.206	0.418763
17	-0.027037	-0.2094	0.417412
18	0.07877	0.6102	0.272033
19	0.035931	0.2783	0.390861
20	-0.017846	-0.1382	0.445258
21	-0.08654	-0.6703	0.252608
22	0.083946	0.6502	0.259008
23	-0.044732	-0.3465	0.365092
24	-0.042713	-0.3309	0.370953
25	0.075067	0.5815	0.281553
26	0.014222	0.1102	0.456323
27	-0.047821	-0.3704	0.356187
28	-0.049177	-0.3809	0.352303
29	-0.095121	-0.7368	0.232057
30	-0.110964	-0.8595	0.196736
31	-0.060566	-0.4691	0.320334
32	-0.012339	-0.0956	0.462088
33	-0.059691	-0.4624	0.322746
34	0.002502	0.0194	0.492302
35	-0.029223	-0.2264	0.410844
36	-0.076771	-0.5947	0.277152

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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