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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 01:54:42 -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/Dec/02/t12597441680nwq9r1ik4dape4.htm/, Retrieved Sat, 27 Apr 2024 13:57:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62300, Retrieved Sat, 27 Apr 2024 13:57:37 +0000

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User-defined keywords

Estimated Impact

150

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [] [2009-12-02 08:54:42] [4057bfb3a128b4e91b455d276991f7f0] [Current]

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Dataseries X:

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Histogram

Boxplots

8.3
8.2
8
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9

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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62300&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62300&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62300&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.355641	2.9967	0.001879
2	-0.250486	-2.1106	0.019164
3	-0.559256	-4.7124	6e-06
4	-0.400965	-3.3786	0.000593
5	0.073398	0.6185	0.269124
6	0.340529	2.8694	0.002707
7	0.21484	1.8103	0.037242
8	-0.078127	-0.6583	0.256235
9	-0.258557	-2.1786	0.01634
10	-0.176763	-1.4894	0.070401
11	0.075629	0.6373	0.263001
12	0.428341	3.6093	0.000284
13	0.085567	0.721	0.236638
14	-0.101316	-0.8537	0.198069
15	-0.206362	-1.7388	0.043199
16	-0.135031	-1.1378	0.129517
17	0.070655	0.5954	0.27675
18	0.148064	1.2476	0.108136
19	0.080186	0.6757	0.250726
20	-0.048197	-0.4061	0.342938
21	-0.122764	-1.0344	0.152224
22	-0.092578	-0.7801	0.21897
23	-0.007213	-0.0608	0.475855
24	0.197816	1.6668	0.049977
25	0.006281	0.0529	0.478972
26	-0.062271	-0.5247	0.300711
27	-0.081454	-0.6863	0.247365
28	-0.044581	-0.3756	0.354151
29	0.069463	0.5853	0.280099
30	0.110816	0.9338	0.176797
31	0.054497	0.4592	0.323746
32	-0.075218	-0.6338	0.264126
33	-0.122421	-1.0315	0.152895
34	-0.084216	-0.7096	0.240133
35	0.026727	0.2252	0.411235
36	0.185941	1.5668	0.060807

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.355641 & 2.9967 & 0.001879 \tabularnewline
2 & -0.250486 & -2.1106 & 0.019164 \tabularnewline
3 & -0.559256 & -4.7124 & 6e-06 \tabularnewline
4 & -0.400965 & -3.3786 & 0.000593 \tabularnewline
5 & 0.073398 & 0.6185 & 0.269124 \tabularnewline
6 & 0.340529 & 2.8694 & 0.002707 \tabularnewline
7 & 0.21484 & 1.8103 & 0.037242 \tabularnewline
8 & -0.078127 & -0.6583 & 0.256235 \tabularnewline
9 & -0.258557 & -2.1786 & 0.01634 \tabularnewline
10 & -0.176763 & -1.4894 & 0.070401 \tabularnewline
11 & 0.075629 & 0.6373 & 0.263001 \tabularnewline
12 & 0.428341 & 3.6093 & 0.000284 \tabularnewline
13 & 0.085567 & 0.721 & 0.236638 \tabularnewline
14 & -0.101316 & -0.8537 & 0.198069 \tabularnewline
15 & -0.206362 & -1.7388 & 0.043199 \tabularnewline
16 & -0.135031 & -1.1378 & 0.129517 \tabularnewline
17 & 0.070655 & 0.5954 & 0.27675 \tabularnewline
18 & 0.148064 & 1.2476 & 0.108136 \tabularnewline
19 & 0.080186 & 0.6757 & 0.250726 \tabularnewline
20 & -0.048197 & -0.4061 & 0.342938 \tabularnewline
21 & -0.122764 & -1.0344 & 0.152224 \tabularnewline
22 & -0.092578 & -0.7801 & 0.21897 \tabularnewline
23 & -0.007213 & -0.0608 & 0.475855 \tabularnewline
24 & 0.197816 & 1.6668 & 0.049977 \tabularnewline
25 & 0.006281 & 0.0529 & 0.478972 \tabularnewline
26 & -0.062271 & -0.5247 & 0.300711 \tabularnewline
27 & -0.081454 & -0.6863 & 0.247365 \tabularnewline
28 & -0.044581 & -0.3756 & 0.354151 \tabularnewline
29 & 0.069463 & 0.5853 & 0.280099 \tabularnewline
30 & 0.110816 & 0.9338 & 0.176797 \tabularnewline
31 & 0.054497 & 0.4592 & 0.323746 \tabularnewline
32 & -0.075218 & -0.6338 & 0.264126 \tabularnewline
33 & -0.122421 & -1.0315 & 0.152895 \tabularnewline
34 & -0.084216 & -0.7096 & 0.240133 \tabularnewline
35 & 0.026727 & 0.2252 & 0.411235 \tabularnewline
36 & 0.185941 & 1.5668 & 0.060807 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62300&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]0.355641[/C][C]2.9967[/C][C]0.001879[/C][/ROW]
[ROW][C]2[/C][C]-0.250486[/C][C]-2.1106[/C][C]0.019164[/C][/ROW]
[ROW][C]3[/C][C]-0.559256[/C][C]-4.7124[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.400965[/C][C]-3.3786[/C][C]0.000593[/C][/ROW]
[ROW][C]5[/C][C]0.073398[/C][C]0.6185[/C][C]0.269124[/C][/ROW]
[ROW][C]6[/C][C]0.340529[/C][C]2.8694[/C][C]0.002707[/C][/ROW]
[ROW][C]7[/C][C]0.21484[/C][C]1.8103[/C][C]0.037242[/C][/ROW]
[ROW][C]8[/C][C]-0.078127[/C][C]-0.6583[/C][C]0.256235[/C][/ROW]
[ROW][C]9[/C][C]-0.258557[/C][C]-2.1786[/C][C]0.01634[/C][/ROW]
[ROW][C]10[/C][C]-0.176763[/C][C]-1.4894[/C][C]0.070401[/C][/ROW]
[ROW][C]11[/C][C]0.075629[/C][C]0.6373[/C][C]0.263001[/C][/ROW]
[ROW][C]12[/C][C]0.428341[/C][C]3.6093[/C][C]0.000284[/C][/ROW]
[ROW][C]13[/C][C]0.085567[/C][C]0.721[/C][C]0.236638[/C][/ROW]
[ROW][C]14[/C][C]-0.101316[/C][C]-0.8537[/C][C]0.198069[/C][/ROW]
[ROW][C]15[/C][C]-0.206362[/C][C]-1.7388[/C][C]0.043199[/C][/ROW]
[ROW][C]16[/C][C]-0.135031[/C][C]-1.1378[/C][C]0.129517[/C][/ROW]
[ROW][C]17[/C][C]0.070655[/C][C]0.5954[/C][C]0.27675[/C][/ROW]
[ROW][C]18[/C][C]0.148064[/C][C]1.2476[/C][C]0.108136[/C][/ROW]
[ROW][C]19[/C][C]0.080186[/C][C]0.6757[/C][C]0.250726[/C][/ROW]
[ROW][C]20[/C][C]-0.048197[/C][C]-0.4061[/C][C]0.342938[/C][/ROW]
[ROW][C]21[/C][C]-0.122764[/C][C]-1.0344[/C][C]0.152224[/C][/ROW]
[ROW][C]22[/C][C]-0.092578[/C][C]-0.7801[/C][C]0.21897[/C][/ROW]
[ROW][C]23[/C][C]-0.007213[/C][C]-0.0608[/C][C]0.475855[/C][/ROW]
[ROW][C]24[/C][C]0.197816[/C][C]1.6668[/C][C]0.049977[/C][/ROW]
[ROW][C]25[/C][C]0.006281[/C][C]0.0529[/C][C]0.478972[/C][/ROW]
[ROW][C]26[/C][C]-0.062271[/C][C]-0.5247[/C][C]0.300711[/C][/ROW]
[ROW][C]27[/C][C]-0.081454[/C][C]-0.6863[/C][C]0.247365[/C][/ROW]
[ROW][C]28[/C][C]-0.044581[/C][C]-0.3756[/C][C]0.354151[/C][/ROW]
[ROW][C]29[/C][C]0.069463[/C][C]0.5853[/C][C]0.280099[/C][/ROW]
[ROW][C]30[/C][C]0.110816[/C][C]0.9338[/C][C]0.176797[/C][/ROW]
[ROW][C]31[/C][C]0.054497[/C][C]0.4592[/C][C]0.323746[/C][/ROW]
[ROW][C]32[/C][C]-0.075218[/C][C]-0.6338[/C][C]0.264126[/C][/ROW]
[ROW][C]33[/C][C]-0.122421[/C][C]-1.0315[/C][C]0.152895[/C][/ROW]
[ROW][C]34[/C][C]-0.084216[/C][C]-0.7096[/C][C]0.240133[/C][/ROW]
[ROW][C]35[/C][C]0.026727[/C][C]0.2252[/C][C]0.411235[/C][/ROW]
[ROW][C]36[/C][C]0.185941[/C][C]1.5668[/C][C]0.060807[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62300&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62300&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	0.355641	2.9967	0.001879
2	-0.250486	-2.1106	0.019164
3	-0.559256	-4.7124	6e-06
4	-0.400965	-3.3786	0.000593
5	0.073398	0.6185	0.269124
6	0.340529	2.8694	0.002707
7	0.21484	1.8103	0.037242
8	-0.078127	-0.6583	0.256235
9	-0.258557	-2.1786	0.01634
10	-0.176763	-1.4894	0.070401
11	0.075629	0.6373	0.263001
12	0.428341	3.6093	0.000284
13	0.085567	0.721	0.236638
14	-0.101316	-0.8537	0.198069
15	-0.206362	-1.7388	0.043199
16	-0.135031	-1.1378	0.129517
17	0.070655	0.5954	0.27675
18	0.148064	1.2476	0.108136
19	0.080186	0.6757	0.250726
20	-0.048197	-0.4061	0.342938
21	-0.122764	-1.0344	0.152224
22	-0.092578	-0.7801	0.21897
23	-0.007213	-0.0608	0.475855
24	0.197816	1.6668	0.049977
25	0.006281	0.0529	0.478972
26	-0.062271	-0.5247	0.300711
27	-0.081454	-0.6863	0.247365
28	-0.044581	-0.3756	0.354151
29	0.069463	0.5853	0.280099
30	0.110816	0.9338	0.176797
31	0.054497	0.4592	0.323746
32	-0.075218	-0.6338	0.264126
33	-0.122421	-1.0315	0.152895
34	-0.084216	-0.7096	0.240133
35	0.026727	0.2252	0.411235
36	0.185941	1.5668	0.060807

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.355641	2.9967	0.001879
2	-0.431549	-3.6363	0.00026
3	-0.391443	-3.2984	0.000761
4	-0.215438	-1.8153	0.03685
5	0.026201	0.2208	0.412951
6	-0.047538	-0.4006	0.344974
7	-0.155883	-1.3135	0.096623
8	-0.13541	-1.141	0.128854
9	-0.112678	-0.9494	0.172808
10	-0.095126	-0.8015	0.212745
11	-0.040077	-0.3377	0.368294
12	0.341582	2.8782	0.00264
13	-0.379754	-3.1999	0.001028
14	0.23928	2.0162	0.023781
15	0.066659	0.5617	0.288053
16	0.05159	0.4347	0.332546
17	-0.036021	-0.3035	0.381193
18	0.082063	0.6915	0.245761
19	0.085666	0.7218	0.236384
20	-0.045204	-0.3809	0.35221
21	0.049882	0.4203	0.337764
22	-0.025904	-0.2183	0.41392
23	-0.028135	-0.2371	0.406643
24	-0.013132	-0.1106	0.456103
25	-0.034711	-0.2925	0.385386
26	-0.140975	-1.1879	0.119421
27	0.011628	0.098	0.461112
28	-0.071988	-0.6066	0.273032
29	-0.027656	-0.233	0.408204
30	0.016934	0.1427	0.443471
31	-0.002674	-0.0225	0.491043
32	-0.093803	-0.7904	0.215962
33	-0.000467	-0.0039	0.498435
34	-0.005024	-0.0423	0.483178
35	0.043001	0.3623	0.359091
36	-0.032227	-0.2716	0.393377

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.355641 & 2.9967 & 0.001879 \tabularnewline
2 & -0.431549 & -3.6363 & 0.00026 \tabularnewline
3 & -0.391443 & -3.2984 & 0.000761 \tabularnewline
4 & -0.215438 & -1.8153 & 0.03685 \tabularnewline
5 & 0.026201 & 0.2208 & 0.412951 \tabularnewline
6 & -0.047538 & -0.4006 & 0.344974 \tabularnewline
7 & -0.155883 & -1.3135 & 0.096623 \tabularnewline
8 & -0.13541 & -1.141 & 0.128854 \tabularnewline
9 & -0.112678 & -0.9494 & 0.172808 \tabularnewline
10 & -0.095126 & -0.8015 & 0.212745 \tabularnewline
11 & -0.040077 & -0.3377 & 0.368294 \tabularnewline
12 & 0.341582 & 2.8782 & 0.00264 \tabularnewline
13 & -0.379754 & -3.1999 & 0.001028 \tabularnewline
14 & 0.23928 & 2.0162 & 0.023781 \tabularnewline
15 & 0.066659 & 0.5617 & 0.288053 \tabularnewline
16 & 0.05159 & 0.4347 & 0.332546 \tabularnewline
17 & -0.036021 & -0.3035 & 0.381193 \tabularnewline
18 & 0.082063 & 0.6915 & 0.245761 \tabularnewline
19 & 0.085666 & 0.7218 & 0.236384 \tabularnewline
20 & -0.045204 & -0.3809 & 0.35221 \tabularnewline
21 & 0.049882 & 0.4203 & 0.337764 \tabularnewline
22 & -0.025904 & -0.2183 & 0.41392 \tabularnewline
23 & -0.028135 & -0.2371 & 0.406643 \tabularnewline
24 & -0.013132 & -0.1106 & 0.456103 \tabularnewline
25 & -0.034711 & -0.2925 & 0.385386 \tabularnewline
26 & -0.140975 & -1.1879 & 0.119421 \tabularnewline
27 & 0.011628 & 0.098 & 0.461112 \tabularnewline
28 & -0.071988 & -0.6066 & 0.273032 \tabularnewline
29 & -0.027656 & -0.233 & 0.408204 \tabularnewline
30 & 0.016934 & 0.1427 & 0.443471 \tabularnewline
31 & -0.002674 & -0.0225 & 0.491043 \tabularnewline
32 & -0.093803 & -0.7904 & 0.215962 \tabularnewline
33 & -0.000467 & -0.0039 & 0.498435 \tabularnewline
34 & -0.005024 & -0.0423 & 0.483178 \tabularnewline
35 & 0.043001 & 0.3623 & 0.359091 \tabularnewline
36 & -0.032227 & -0.2716 & 0.393377 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62300&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]0.355641[/C][C]2.9967[/C][C]0.001879[/C][/ROW]
[ROW][C]2[/C][C]-0.431549[/C][C]-3.6363[/C][C]0.00026[/C][/ROW]
[ROW][C]3[/C][C]-0.391443[/C][C]-3.2984[/C][C]0.000761[/C][/ROW]
[ROW][C]4[/C][C]-0.215438[/C][C]-1.8153[/C][C]0.03685[/C][/ROW]
[ROW][C]5[/C][C]0.026201[/C][C]0.2208[/C][C]0.412951[/C][/ROW]
[ROW][C]6[/C][C]-0.047538[/C][C]-0.4006[/C][C]0.344974[/C][/ROW]
[ROW][C]7[/C][C]-0.155883[/C][C]-1.3135[/C][C]0.096623[/C][/ROW]
[ROW][C]8[/C][C]-0.13541[/C][C]-1.141[/C][C]0.128854[/C][/ROW]
[ROW][C]9[/C][C]-0.112678[/C][C]-0.9494[/C][C]0.172808[/C][/ROW]
[ROW][C]10[/C][C]-0.095126[/C][C]-0.8015[/C][C]0.212745[/C][/ROW]
[ROW][C]11[/C][C]-0.040077[/C][C]-0.3377[/C][C]0.368294[/C][/ROW]
[ROW][C]12[/C][C]0.341582[/C][C]2.8782[/C][C]0.00264[/C][/ROW]
[ROW][C]13[/C][C]-0.379754[/C][C]-3.1999[/C][C]0.001028[/C][/ROW]
[ROW][C]14[/C][C]0.23928[/C][C]2.0162[/C][C]0.023781[/C][/ROW]
[ROW][C]15[/C][C]0.066659[/C][C]0.5617[/C][C]0.288053[/C][/ROW]
[ROW][C]16[/C][C]0.05159[/C][C]0.4347[/C][C]0.332546[/C][/ROW]
[ROW][C]17[/C][C]-0.036021[/C][C]-0.3035[/C][C]0.381193[/C][/ROW]
[ROW][C]18[/C][C]0.082063[/C][C]0.6915[/C][C]0.245761[/C][/ROW]
[ROW][C]19[/C][C]0.085666[/C][C]0.7218[/C][C]0.236384[/C][/ROW]
[ROW][C]20[/C][C]-0.045204[/C][C]-0.3809[/C][C]0.35221[/C][/ROW]
[ROW][C]21[/C][C]0.049882[/C][C]0.4203[/C][C]0.337764[/C][/ROW]
[ROW][C]22[/C][C]-0.025904[/C][C]-0.2183[/C][C]0.41392[/C][/ROW]
[ROW][C]23[/C][C]-0.028135[/C][C]-0.2371[/C][C]0.406643[/C][/ROW]
[ROW][C]24[/C][C]-0.013132[/C][C]-0.1106[/C][C]0.456103[/C][/ROW]
[ROW][C]25[/C][C]-0.034711[/C][C]-0.2925[/C][C]0.385386[/C][/ROW]
[ROW][C]26[/C][C]-0.140975[/C][C]-1.1879[/C][C]0.119421[/C][/ROW]
[ROW][C]27[/C][C]0.011628[/C][C]0.098[/C][C]0.461112[/C][/ROW]
[ROW][C]28[/C][C]-0.071988[/C][C]-0.6066[/C][C]0.273032[/C][/ROW]
[ROW][C]29[/C][C]-0.027656[/C][C]-0.233[/C][C]0.408204[/C][/ROW]
[ROW][C]30[/C][C]0.016934[/C][C]0.1427[/C][C]0.443471[/C][/ROW]
[ROW][C]31[/C][C]-0.002674[/C][C]-0.0225[/C][C]0.491043[/C][/ROW]
[ROW][C]32[/C][C]-0.093803[/C][C]-0.7904[/C][C]0.215962[/C][/ROW]
[ROW][C]33[/C][C]-0.000467[/C][C]-0.0039[/C][C]0.498435[/C][/ROW]
[ROW][C]34[/C][C]-0.005024[/C][C]-0.0423[/C][C]0.483178[/C][/ROW]
[ROW][C]35[/C][C]0.043001[/C][C]0.3623[/C][C]0.359091[/C][/ROW]
[ROW][C]36[/C][C]-0.032227[/C][C]-0.2716[/C][C]0.393377[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62300&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62300&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	0.355641	2.9967	0.001879
2	-0.431549	-3.6363	0.00026
3	-0.391443	-3.2984	0.000761
4	-0.215438	-1.8153	0.03685
5	0.026201	0.2208	0.412951
6	-0.047538	-0.4006	0.344974
7	-0.155883	-1.3135	0.096623
8	-0.13541	-1.141	0.128854
9	-0.112678	-0.9494	0.172808
10	-0.095126	-0.8015	0.212745
11	-0.040077	-0.3377	0.368294
12	0.341582	2.8782	0.00264
13	-0.379754	-3.1999	0.001028
14	0.23928	2.0162	0.023781
15	0.066659	0.5617	0.288053
16	0.05159	0.4347	0.332546
17	-0.036021	-0.3035	0.381193
18	0.082063	0.6915	0.245761
19	0.085666	0.7218	0.236384
20	-0.045204	-0.3809	0.35221
21	0.049882	0.4203	0.337764
22	-0.025904	-0.2183	0.41392
23	-0.028135	-0.2371	0.406643
24	-0.013132	-0.1106	0.456103
25	-0.034711	-0.2925	0.385386
26	-0.140975	-1.1879	0.119421
27	0.011628	0.098	0.461112
28	-0.071988	-0.6066	0.273032
29	-0.027656	-0.233	0.408204
30	0.016934	0.1427	0.443471
31	-0.002674	-0.0225	0.491043
32	-0.093803	-0.7904	0.215962
33	-0.000467	-0.0039	0.498435
34	-0.005024	-0.0423	0.483178
35	0.043001	0.3623	0.359091
36	-0.032227	-0.2716	0.393377

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