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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 07:48:19 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/02/t1259765832a5xft6bs7vauxn8.htm/, Retrieved Sat, 27 Apr 2024 13:26:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62363, Retrieved Sat, 27 Apr 2024 13:26:29 +0000

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IsPrivate?

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Estimated Impact

137

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

-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RMPD  [Multiple Regression] [Seatbelt] [2009-11-12 13:54:52] [b98453cac15ba1066b407e146608df68]
-   PD    [Multiple Regression] [W7] [2009-11-18 21:32:41] [315ba876df544ad397193b5931d5f354]
- RMPD      [(Partial) Autocorrelation Function] [] [2009-11-27 13:34:22] [5482608004c1d7bbf873930172393a2d]
-   P           [(Partial) Autocorrelation Function] [] [2009-12-02 14:48:19] [efdfe680cd785c4af09f858b30f777ec] [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	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=62363&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=62363&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62363&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	0.131606	1.0109	0.158099
2	-0.145613	-1.1185	0.133948
3	-0.023035	-0.1769	0.430082
4	-0.117769	-0.9046	0.184677
5	0.0375	0.288	0.387163
6	0.437356	3.3594	0.000687
7	0.067918	0.5217	0.30192
8	-0.259815	-1.9957	0.025296
9	-0.099824	-0.7668	0.223141
10	-0.307159	-2.3593	0.010818
11	0.139164	1.0689	0.144726
12	0.469752	3.6082	0.000318
13	0.012471	0.0958	0.462005
14	-0.25858	-1.9862	0.025832
15	-0.004127	-0.0317	0.487408
16	-0.188971	-1.4515	0.075967
17	0.05392	0.4142	0.340126
18	0.309328	2.376	0.010384
19	-0.041274	-0.317	0.376169
20	-0.267269	-2.0529	0.022261
21	-0.146279	-1.1236	0.132869
22	-0.180649	-1.3876	0.08524
23	0.006543	0.0503	0.480043
24	0.312589	2.401	0.00976
25	-0.173521	-1.3328	0.093854
26	-0.229111	-1.7598	0.04181
27	-0.130493	-1.0023	0.160138
28	-0.151759	-1.1657	0.124217
29	-0.044009	-0.338	0.368267
30	0.209506	1.6092	0.056451
31	-0.04807	-0.3692	0.356638
32	-0.173841	-1.3353	0.093454
33	-0.037641	-0.2891	0.38675
34	-0.032456	-0.2493	0.401996
35	0.150962	1.1596	0.125449
36	0.214667	1.6489	0.052243

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.131606 & 1.0109 & 0.158099 \tabularnewline
2 & -0.145613 & -1.1185 & 0.133948 \tabularnewline
3 & -0.023035 & -0.1769 & 0.430082 \tabularnewline
4 & -0.117769 & -0.9046 & 0.184677 \tabularnewline
5 & 0.0375 & 0.288 & 0.387163 \tabularnewline
6 & 0.437356 & 3.3594 & 0.000687 \tabularnewline
7 & 0.067918 & 0.5217 & 0.30192 \tabularnewline
8 & -0.259815 & -1.9957 & 0.025296 \tabularnewline
9 & -0.099824 & -0.7668 & 0.223141 \tabularnewline
10 & -0.307159 & -2.3593 & 0.010818 \tabularnewline
11 & 0.139164 & 1.0689 & 0.144726 \tabularnewline
12 & 0.469752 & 3.6082 & 0.000318 \tabularnewline
13 & 0.012471 & 0.0958 & 0.462005 \tabularnewline
14 & -0.25858 & -1.9862 & 0.025832 \tabularnewline
15 & -0.004127 & -0.0317 & 0.487408 \tabularnewline
16 & -0.188971 & -1.4515 & 0.075967 \tabularnewline
17 & 0.05392 & 0.4142 & 0.340126 \tabularnewline
18 & 0.309328 & 2.376 & 0.010384 \tabularnewline
19 & -0.041274 & -0.317 & 0.376169 \tabularnewline
20 & -0.267269 & -2.0529 & 0.022261 \tabularnewline
21 & -0.146279 & -1.1236 & 0.132869 \tabularnewline
22 & -0.180649 & -1.3876 & 0.08524 \tabularnewline
23 & 0.006543 & 0.0503 & 0.480043 \tabularnewline
24 & 0.312589 & 2.401 & 0.00976 \tabularnewline
25 & -0.173521 & -1.3328 & 0.093854 \tabularnewline
26 & -0.229111 & -1.7598 & 0.04181 \tabularnewline
27 & -0.130493 & -1.0023 & 0.160138 \tabularnewline
28 & -0.151759 & -1.1657 & 0.124217 \tabularnewline
29 & -0.044009 & -0.338 & 0.368267 \tabularnewline
30 & 0.209506 & 1.6092 & 0.056451 \tabularnewline
31 & -0.04807 & -0.3692 & 0.356638 \tabularnewline
32 & -0.173841 & -1.3353 & 0.093454 \tabularnewline
33 & -0.037641 & -0.2891 & 0.38675 \tabularnewline
34 & -0.032456 & -0.2493 & 0.401996 \tabularnewline
35 & 0.150962 & 1.1596 & 0.125449 \tabularnewline
36 & 0.214667 & 1.6489 & 0.052243 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62363&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]0.131606[/C][C]1.0109[/C][C]0.158099[/C][/ROW]
[ROW][C]2[/C][C]-0.145613[/C][C]-1.1185[/C][C]0.133948[/C][/ROW]
[ROW][C]3[/C][C]-0.023035[/C][C]-0.1769[/C][C]0.430082[/C][/ROW]
[ROW][C]4[/C][C]-0.117769[/C][C]-0.9046[/C][C]0.184677[/C][/ROW]
[ROW][C]5[/C][C]0.0375[/C][C]0.288[/C][C]0.387163[/C][/ROW]
[ROW][C]6[/C][C]0.437356[/C][C]3.3594[/C][C]0.000687[/C][/ROW]
[ROW][C]7[/C][C]0.067918[/C][C]0.5217[/C][C]0.30192[/C][/ROW]
[ROW][C]8[/C][C]-0.259815[/C][C]-1.9957[/C][C]0.025296[/C][/ROW]
[ROW][C]9[/C][C]-0.099824[/C][C]-0.7668[/C][C]0.223141[/C][/ROW]
[ROW][C]10[/C][C]-0.307159[/C][C]-2.3593[/C][C]0.010818[/C][/ROW]
[ROW][C]11[/C][C]0.139164[/C][C]1.0689[/C][C]0.144726[/C][/ROW]
[ROW][C]12[/C][C]0.469752[/C][C]3.6082[/C][C]0.000318[/C][/ROW]
[ROW][C]13[/C][C]0.012471[/C][C]0.0958[/C][C]0.462005[/C][/ROW]
[ROW][C]14[/C][C]-0.25858[/C][C]-1.9862[/C][C]0.025832[/C][/ROW]
[ROW][C]15[/C][C]-0.004127[/C][C]-0.0317[/C][C]0.487408[/C][/ROW]
[ROW][C]16[/C][C]-0.188971[/C][C]-1.4515[/C][C]0.075967[/C][/ROW]
[ROW][C]17[/C][C]0.05392[/C][C]0.4142[/C][C]0.340126[/C][/ROW]
[ROW][C]18[/C][C]0.309328[/C][C]2.376[/C][C]0.010384[/C][/ROW]
[ROW][C]19[/C][C]-0.041274[/C][C]-0.317[/C][C]0.376169[/C][/ROW]
[ROW][C]20[/C][C]-0.267269[/C][C]-2.0529[/C][C]0.022261[/C][/ROW]
[ROW][C]21[/C][C]-0.146279[/C][C]-1.1236[/C][C]0.132869[/C][/ROW]
[ROW][C]22[/C][C]-0.180649[/C][C]-1.3876[/C][C]0.08524[/C][/ROW]
[ROW][C]23[/C][C]0.006543[/C][C]0.0503[/C][C]0.480043[/C][/ROW]
[ROW][C]24[/C][C]0.312589[/C][C]2.401[/C][C]0.00976[/C][/ROW]
[ROW][C]25[/C][C]-0.173521[/C][C]-1.3328[/C][C]0.093854[/C][/ROW]
[ROW][C]26[/C][C]-0.229111[/C][C]-1.7598[/C][C]0.04181[/C][/ROW]
[ROW][C]27[/C][C]-0.130493[/C][C]-1.0023[/C][C]0.160138[/C][/ROW]
[ROW][C]28[/C][C]-0.151759[/C][C]-1.1657[/C][C]0.124217[/C][/ROW]
[ROW][C]29[/C][C]-0.044009[/C][C]-0.338[/C][C]0.368267[/C][/ROW]
[ROW][C]30[/C][C]0.209506[/C][C]1.6092[/C][C]0.056451[/C][/ROW]
[ROW][C]31[/C][C]-0.04807[/C][C]-0.3692[/C][C]0.356638[/C][/ROW]
[ROW][C]32[/C][C]-0.173841[/C][C]-1.3353[/C][C]0.093454[/C][/ROW]
[ROW][C]33[/C][C]-0.037641[/C][C]-0.2891[/C][C]0.38675[/C][/ROW]
[ROW][C]34[/C][C]-0.032456[/C][C]-0.2493[/C][C]0.401996[/C][/ROW]
[ROW][C]35[/C][C]0.150962[/C][C]1.1596[/C][C]0.125449[/C][/ROW]
[ROW][C]36[/C][C]0.214667[/C][C]1.6489[/C][C]0.052243[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62363&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62363&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	0.131606	1.0109	0.158099
2	-0.145613	-1.1185	0.133948
3	-0.023035	-0.1769	0.430082
4	-0.117769	-0.9046	0.184677
5	0.0375	0.288	0.387163
6	0.437356	3.3594	0.000687
7	0.067918	0.5217	0.30192
8	-0.259815	-1.9957	0.025296
9	-0.099824	-0.7668	0.223141
10	-0.307159	-2.3593	0.010818
11	0.139164	1.0689	0.144726
12	0.469752	3.6082	0.000318
13	0.012471	0.0958	0.462005
14	-0.25858	-1.9862	0.025832
15	-0.004127	-0.0317	0.487408
16	-0.188971	-1.4515	0.075967
17	0.05392	0.4142	0.340126
18	0.309328	2.376	0.010384
19	-0.041274	-0.317	0.376169
20	-0.267269	-2.0529	0.022261
21	-0.146279	-1.1236	0.132869
22	-0.180649	-1.3876	0.08524
23	0.006543	0.0503	0.480043
24	0.312589	2.401	0.00976
25	-0.173521	-1.3328	0.093854
26	-0.229111	-1.7598	0.04181
27	-0.130493	-1.0023	0.160138
28	-0.151759	-1.1657	0.124217
29	-0.044009	-0.338	0.368267
30	0.209506	1.6092	0.056451
31	-0.04807	-0.3692	0.356638
32	-0.173841	-1.3353	0.093454
33	-0.037641	-0.2891	0.38675
34	-0.032456	-0.2493	0.401996
35	0.150962	1.1596	0.125449
36	0.214667	1.6489	0.052243

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.131606	1.0109	0.158099
2	-0.165805	-1.2736	0.103904
3	0.022107	0.1698	0.432871
4	-0.148344	-1.1394	0.12956
5	0.083545	0.6417	0.261769
6	0.403621	3.1003	0.001481
7	-0.047102	-0.3618	0.359398
8	-0.203034	-1.5595	0.062109
9	-0.046218	-0.355	0.361924
10	-0.331553	-2.5467	0.006752
11	0.296179	2.275	0.013278
12	0.262822	2.0188	0.024032
13	-0.103755	-0.797	0.214337
14	-0.116366	-0.8938	0.187524
15	0.091748	0.7047	0.241875
16	-0.063423	-0.4872	0.313974
17	0.029127	0.2237	0.411871
18	-0.171392	-1.3165	0.09655
19	-0.053467	-0.4107	0.341394
20	-0.07291	-0.56	0.288789
21	-0.008862	-0.0681	0.472978
22	0.012251	0.0941	0.462675
23	-0.148665	-1.1419	0.129051
24	0.030425	0.2337	0.408012
25	-0.135225	-1.0387	0.151596
26	-0.041281	-0.3171	0.376149
27	-0.119518	-0.918	0.181169
28	-0.101346	-0.7785	0.219707
29	-0.141792	-1.0891	0.140264
30	-0.073736	-0.5664	0.286642
31	0.06502	0.4994	0.309668
32	0.082162	0.6311	0.265206
33	-0.028401	-0.2182	0.414031
34	0.138108	1.0608	0.146545
35	0.048465	0.3723	0.355514
36	0.000473	0.0036	0.498558

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.131606 & 1.0109 & 0.158099 \tabularnewline
2 & -0.165805 & -1.2736 & 0.103904 \tabularnewline
3 & 0.022107 & 0.1698 & 0.432871 \tabularnewline
4 & -0.148344 & -1.1394 & 0.12956 \tabularnewline
5 & 0.083545 & 0.6417 & 0.261769 \tabularnewline
6 & 0.403621 & 3.1003 & 0.001481 \tabularnewline
7 & -0.047102 & -0.3618 & 0.359398 \tabularnewline
8 & -0.203034 & -1.5595 & 0.062109 \tabularnewline
9 & -0.046218 & -0.355 & 0.361924 \tabularnewline
10 & -0.331553 & -2.5467 & 0.006752 \tabularnewline
11 & 0.296179 & 2.275 & 0.013278 \tabularnewline
12 & 0.262822 & 2.0188 & 0.024032 \tabularnewline
13 & -0.103755 & -0.797 & 0.214337 \tabularnewline
14 & -0.116366 & -0.8938 & 0.187524 \tabularnewline
15 & 0.091748 & 0.7047 & 0.241875 \tabularnewline
16 & -0.063423 & -0.4872 & 0.313974 \tabularnewline
17 & 0.029127 & 0.2237 & 0.411871 \tabularnewline
18 & -0.171392 & -1.3165 & 0.09655 \tabularnewline
19 & -0.053467 & -0.4107 & 0.341394 \tabularnewline
20 & -0.07291 & -0.56 & 0.288789 \tabularnewline
21 & -0.008862 & -0.0681 & 0.472978 \tabularnewline
22 & 0.012251 & 0.0941 & 0.462675 \tabularnewline
23 & -0.148665 & -1.1419 & 0.129051 \tabularnewline
24 & 0.030425 & 0.2337 & 0.408012 \tabularnewline
25 & -0.135225 & -1.0387 & 0.151596 \tabularnewline
26 & -0.041281 & -0.3171 & 0.376149 \tabularnewline
27 & -0.119518 & -0.918 & 0.181169 \tabularnewline
28 & -0.101346 & -0.7785 & 0.219707 \tabularnewline
29 & -0.141792 & -1.0891 & 0.140264 \tabularnewline
30 & -0.073736 & -0.5664 & 0.286642 \tabularnewline
31 & 0.06502 & 0.4994 & 0.309668 \tabularnewline
32 & 0.082162 & 0.6311 & 0.265206 \tabularnewline
33 & -0.028401 & -0.2182 & 0.414031 \tabularnewline
34 & 0.138108 & 1.0608 & 0.146545 \tabularnewline
35 & 0.048465 & 0.3723 & 0.355514 \tabularnewline
36 & 0.000473 & 0.0036 & 0.498558 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62363&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]0.131606[/C][C]1.0109[/C][C]0.158099[/C][/ROW]
[ROW][C]2[/C][C]-0.165805[/C][C]-1.2736[/C][C]0.103904[/C][/ROW]
[ROW][C]3[/C][C]0.022107[/C][C]0.1698[/C][C]0.432871[/C][/ROW]
[ROW][C]4[/C][C]-0.148344[/C][C]-1.1394[/C][C]0.12956[/C][/ROW]
[ROW][C]5[/C][C]0.083545[/C][C]0.6417[/C][C]0.261769[/C][/ROW]
[ROW][C]6[/C][C]0.403621[/C][C]3.1003[/C][C]0.001481[/C][/ROW]
[ROW][C]7[/C][C]-0.047102[/C][C]-0.3618[/C][C]0.359398[/C][/ROW]
[ROW][C]8[/C][C]-0.203034[/C][C]-1.5595[/C][C]0.062109[/C][/ROW]
[ROW][C]9[/C][C]-0.046218[/C][C]-0.355[/C][C]0.361924[/C][/ROW]
[ROW][C]10[/C][C]-0.331553[/C][C]-2.5467[/C][C]0.006752[/C][/ROW]
[ROW][C]11[/C][C]0.296179[/C][C]2.275[/C][C]0.013278[/C][/ROW]
[ROW][C]12[/C][C]0.262822[/C][C]2.0188[/C][C]0.024032[/C][/ROW]
[ROW][C]13[/C][C]-0.103755[/C][C]-0.797[/C][C]0.214337[/C][/ROW]
[ROW][C]14[/C][C]-0.116366[/C][C]-0.8938[/C][C]0.187524[/C][/ROW]
[ROW][C]15[/C][C]0.091748[/C][C]0.7047[/C][C]0.241875[/C][/ROW]
[ROW][C]16[/C][C]-0.063423[/C][C]-0.4872[/C][C]0.313974[/C][/ROW]
[ROW][C]17[/C][C]0.029127[/C][C]0.2237[/C][C]0.411871[/C][/ROW]
[ROW][C]18[/C][C]-0.171392[/C][C]-1.3165[/C][C]0.09655[/C][/ROW]
[ROW][C]19[/C][C]-0.053467[/C][C]-0.4107[/C][C]0.341394[/C][/ROW]
[ROW][C]20[/C][C]-0.07291[/C][C]-0.56[/C][C]0.288789[/C][/ROW]
[ROW][C]21[/C][C]-0.008862[/C][C]-0.0681[/C][C]0.472978[/C][/ROW]
[ROW][C]22[/C][C]0.012251[/C][C]0.0941[/C][C]0.462675[/C][/ROW]
[ROW][C]23[/C][C]-0.148665[/C][C]-1.1419[/C][C]0.129051[/C][/ROW]
[ROW][C]24[/C][C]0.030425[/C][C]0.2337[/C][C]0.408012[/C][/ROW]
[ROW][C]25[/C][C]-0.135225[/C][C]-1.0387[/C][C]0.151596[/C][/ROW]
[ROW][C]26[/C][C]-0.041281[/C][C]-0.3171[/C][C]0.376149[/C][/ROW]
[ROW][C]27[/C][C]-0.119518[/C][C]-0.918[/C][C]0.181169[/C][/ROW]
[ROW][C]28[/C][C]-0.101346[/C][C]-0.7785[/C][C]0.219707[/C][/ROW]
[ROW][C]29[/C][C]-0.141792[/C][C]-1.0891[/C][C]0.140264[/C][/ROW]
[ROW][C]30[/C][C]-0.073736[/C][C]-0.5664[/C][C]0.286642[/C][/ROW]
[ROW][C]31[/C][C]0.06502[/C][C]0.4994[/C][C]0.309668[/C][/ROW]
[ROW][C]32[/C][C]0.082162[/C][C]0.6311[/C][C]0.265206[/C][/ROW]
[ROW][C]33[/C][C]-0.028401[/C][C]-0.2182[/C][C]0.414031[/C][/ROW]
[ROW][C]34[/C][C]0.138108[/C][C]1.0608[/C][C]0.146545[/C][/ROW]
[ROW][C]35[/C][C]0.048465[/C][C]0.3723[/C][C]0.355514[/C][/ROW]
[ROW][C]36[/C][C]0.000473[/C][C]0.0036[/C][C]0.498558[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62363&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62363&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	0.131606	1.0109	0.158099
2	-0.165805	-1.2736	0.103904
3	0.022107	0.1698	0.432871
4	-0.148344	-1.1394	0.12956
5	0.083545	0.6417	0.261769
6	0.403621	3.1003	0.001481
7	-0.047102	-0.3618	0.359398
8	-0.203034	-1.5595	0.062109
9	-0.046218	-0.355	0.361924
10	-0.331553	-2.5467	0.006752
11	0.296179	2.275	0.013278
12	0.262822	2.0188	0.024032
13	-0.103755	-0.797	0.214337
14	-0.116366	-0.8938	0.187524
15	0.091748	0.7047	0.241875
16	-0.063423	-0.4872	0.313974
17	0.029127	0.2237	0.411871
18	-0.171392	-1.3165	0.09655
19	-0.053467	-0.4107	0.341394
20	-0.07291	-0.56	0.288789
21	-0.008862	-0.0681	0.472978
22	0.012251	0.0941	0.462675
23	-0.148665	-1.1419	0.129051
24	0.030425	0.2337	0.408012
25	-0.135225	-1.0387	0.151596
26	-0.041281	-0.3171	0.376149
27	-0.119518	-0.918	0.181169
28	-0.101346	-0.7785	0.219707
29	-0.141792	-1.0891	0.140264
30	-0.073736	-0.5664	0.286642
31	0.06502	0.4994	0.309668
32	0.082162	0.6311	0.265206
33	-0.028401	-0.2182	0.414031
34	0.138108	1.0608	0.146545
35	0.048465	0.3723	0.355514
36	0.000473	0.0036	0.498558

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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