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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 09:07:04 -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/Dec/02/t1259770068y6fgihbvvu168qe.htm/, Retrieved Sat, 27 Apr 2024 15:52:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62405, Retrieved Sat, 27 Apr 2024 15:52:48 +0000

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User-defined keywords

Estimated Impact

129

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 16:07:04] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-15 17:14:23] [6ba840d2473f9a55d7b3e13093db69b8] 

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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	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=62405&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=62405&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62405&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	0.851493	7.2252	0
2	0.60123	5.1016	1e-06
3	0.426769	3.6213	0.000271
4	0.417111	3.5393	0.000354
5	0.527313	4.4744	1.4e-05
6	0.612289	5.1954	1e-06
7	0.563766	4.7837	4e-06
8	0.444651	3.773	0.000164
9	0.353809	3.0022	0.001842
10	0.341535	2.898	0.002486
11	0.38362	3.2551	0.000864
12	0.4092	3.4722	0.000439
13	0.315947	2.6809	0.004549
14	0.19413	1.6473	0.051932
15	0.102874	0.8729	0.192806
16	0.073035	0.6197	0.268699
17	0.090442	0.7674	0.222668
18	0.093373	0.7923	0.215395
19	0.033304	0.2826	0.389149
20	-0.038608	-0.3276	0.372081
21	-0.089784	-0.7618	0.224321
22	-0.10664	-0.9049	0.184276
23	-0.091628	-0.7775	0.219709
24	-0.076177	-0.6464	0.260043
25	-0.117969	-1.001	0.16009
26	-0.16309	-1.3839	0.085338
27	-0.188501	-1.5995	0.057047
28	-0.186963	-1.5864	0.058512
29	-0.17311	-1.4689	0.073109
30	-0.17245	-1.4633	0.07387
31	-0.214524	-1.8203	0.036435
32	-0.263248	-2.2337	0.014304
33	-0.286746	-2.4331	0.008727
34	-0.273582	-2.3214	0.011549
35	-0.23462	-1.9908	0.025148
36	-0.203916	-1.7303	0.043932

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851493 & 7.2252 & 0 \tabularnewline
2 & 0.60123 & 5.1016 & 1e-06 \tabularnewline
3 & 0.426769 & 3.6213 & 0.000271 \tabularnewline
4 & 0.417111 & 3.5393 & 0.000354 \tabularnewline
5 & 0.527313 & 4.4744 & 1.4e-05 \tabularnewline
6 & 0.612289 & 5.1954 & 1e-06 \tabularnewline
7 & 0.563766 & 4.7837 & 4e-06 \tabularnewline
8 & 0.444651 & 3.773 & 0.000164 \tabularnewline
9 & 0.353809 & 3.0022 & 0.001842 \tabularnewline
10 & 0.341535 & 2.898 & 0.002486 \tabularnewline
11 & 0.38362 & 3.2551 & 0.000864 \tabularnewline
12 & 0.4092 & 3.4722 & 0.000439 \tabularnewline
13 & 0.315947 & 2.6809 & 0.004549 \tabularnewline
14 & 0.19413 & 1.6473 & 0.051932 \tabularnewline
15 & 0.102874 & 0.8729 & 0.192806 \tabularnewline
16 & 0.073035 & 0.6197 & 0.268699 \tabularnewline
17 & 0.090442 & 0.7674 & 0.222668 \tabularnewline
18 & 0.093373 & 0.7923 & 0.215395 \tabularnewline
19 & 0.033304 & 0.2826 & 0.389149 \tabularnewline
20 & -0.038608 & -0.3276 & 0.372081 \tabularnewline
21 & -0.089784 & -0.7618 & 0.224321 \tabularnewline
22 & -0.10664 & -0.9049 & 0.184276 \tabularnewline
23 & -0.091628 & -0.7775 & 0.219709 \tabularnewline
24 & -0.076177 & -0.6464 & 0.260043 \tabularnewline
25 & -0.117969 & -1.001 & 0.16009 \tabularnewline
26 & -0.16309 & -1.3839 & 0.085338 \tabularnewline
27 & -0.188501 & -1.5995 & 0.057047 \tabularnewline
28 & -0.186963 & -1.5864 & 0.058512 \tabularnewline
29 & -0.17311 & -1.4689 & 0.073109 \tabularnewline
30 & -0.17245 & -1.4633 & 0.07387 \tabularnewline
31 & -0.214524 & -1.8203 & 0.036435 \tabularnewline
32 & -0.263248 & -2.2337 & 0.014304 \tabularnewline
33 & -0.286746 & -2.4331 & 0.008727 \tabularnewline
34 & -0.273582 & -2.3214 & 0.011549 \tabularnewline
35 & -0.23462 & -1.9908 & 0.025148 \tabularnewline
36 & -0.203916 & -1.7303 & 0.043932 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62405&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]0.851493[/C][C]7.2252[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.60123[/C][C]5.1016[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.426769[/C][C]3.6213[/C][C]0.000271[/C][/ROW]
[ROW][C]4[/C][C]0.417111[/C][C]3.5393[/C][C]0.000354[/C][/ROW]
[ROW][C]5[/C][C]0.527313[/C][C]4.4744[/C][C]1.4e-05[/C][/ROW]
[ROW][C]6[/C][C]0.612289[/C][C]5.1954[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.563766[/C][C]4.7837[/C][C]4e-06[/C][/ROW]
[ROW][C]8[/C][C]0.444651[/C][C]3.773[/C][C]0.000164[/C][/ROW]
[ROW][C]9[/C][C]0.353809[/C][C]3.0022[/C][C]0.001842[/C][/ROW]
[ROW][C]10[/C][C]0.341535[/C][C]2.898[/C][C]0.002486[/C][/ROW]
[ROW][C]11[/C][C]0.38362[/C][C]3.2551[/C][C]0.000864[/C][/ROW]
[ROW][C]12[/C][C]0.4092[/C][C]3.4722[/C][C]0.000439[/C][/ROW]
[ROW][C]13[/C][C]0.315947[/C][C]2.6809[/C][C]0.004549[/C][/ROW]
[ROW][C]14[/C][C]0.19413[/C][C]1.6473[/C][C]0.051932[/C][/ROW]
[ROW][C]15[/C][C]0.102874[/C][C]0.8729[/C][C]0.192806[/C][/ROW]
[ROW][C]16[/C][C]0.073035[/C][C]0.6197[/C][C]0.268699[/C][/ROW]
[ROW][C]17[/C][C]0.090442[/C][C]0.7674[/C][C]0.222668[/C][/ROW]
[ROW][C]18[/C][C]0.093373[/C][C]0.7923[/C][C]0.215395[/C][/ROW]
[ROW][C]19[/C][C]0.033304[/C][C]0.2826[/C][C]0.389149[/C][/ROW]
[ROW][C]20[/C][C]-0.038608[/C][C]-0.3276[/C][C]0.372081[/C][/ROW]
[ROW][C]21[/C][C]-0.089784[/C][C]-0.7618[/C][C]0.224321[/C][/ROW]
[ROW][C]22[/C][C]-0.10664[/C][C]-0.9049[/C][C]0.184276[/C][/ROW]
[ROW][C]23[/C][C]-0.091628[/C][C]-0.7775[/C][C]0.219709[/C][/ROW]
[ROW][C]24[/C][C]-0.076177[/C][C]-0.6464[/C][C]0.260043[/C][/ROW]
[ROW][C]25[/C][C]-0.117969[/C][C]-1.001[/C][C]0.16009[/C][/ROW]
[ROW][C]26[/C][C]-0.16309[/C][C]-1.3839[/C][C]0.085338[/C][/ROW]
[ROW][C]27[/C][C]-0.188501[/C][C]-1.5995[/C][C]0.057047[/C][/ROW]
[ROW][C]28[/C][C]-0.186963[/C][C]-1.5864[/C][C]0.058512[/C][/ROW]
[ROW][C]29[/C][C]-0.17311[/C][C]-1.4689[/C][C]0.073109[/C][/ROW]
[ROW][C]30[/C][C]-0.17245[/C][C]-1.4633[/C][C]0.07387[/C][/ROW]
[ROW][C]31[/C][C]-0.214524[/C][C]-1.8203[/C][C]0.036435[/C][/ROW]
[ROW][C]32[/C][C]-0.263248[/C][C]-2.2337[/C][C]0.014304[/C][/ROW]
[ROW][C]33[/C][C]-0.286746[/C][C]-2.4331[/C][C]0.008727[/C][/ROW]
[ROW][C]34[/C][C]-0.273582[/C][C]-2.3214[/C][C]0.011549[/C][/ROW]
[ROW][C]35[/C][C]-0.23462[/C][C]-1.9908[/C][C]0.025148[/C][/ROW]
[ROW][C]36[/C][C]-0.203916[/C][C]-1.7303[/C][C]0.043932[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62405&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62405&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	0.851493	7.2252	0
2	0.60123	5.1016	1e-06
3	0.426769	3.6213	0.000271
4	0.417111	3.5393	0.000354
5	0.527313	4.4744	1.4e-05
6	0.612289	5.1954	1e-06
7	0.563766	4.7837	4e-06
8	0.444651	3.773	0.000164
9	0.353809	3.0022	0.001842
10	0.341535	2.898	0.002486
11	0.38362	3.2551	0.000864
12	0.4092	3.4722	0.000439
13	0.315947	2.6809	0.004549
14	0.19413	1.6473	0.051932
15	0.102874	0.8729	0.192806
16	0.073035	0.6197	0.268699
17	0.090442	0.7674	0.222668
18	0.093373	0.7923	0.215395
19	0.033304	0.2826	0.389149
20	-0.038608	-0.3276	0.372081
21	-0.089784	-0.7618	0.224321
22	-0.10664	-0.9049	0.184276
23	-0.091628	-0.7775	0.219709
24	-0.076177	-0.6464	0.260043
25	-0.117969	-1.001	0.16009
26	-0.16309	-1.3839	0.085338
27	-0.188501	-1.5995	0.057047
28	-0.186963	-1.5864	0.058512
29	-0.17311	-1.4689	0.073109
30	-0.17245	-1.4633	0.07387
31	-0.214524	-1.8203	0.036435
32	-0.263248	-2.2337	0.014304
33	-0.286746	-2.4331	0.008727
34	-0.273582	-2.3214	0.011549
35	-0.23462	-1.9908	0.025148
36	-0.203916	-1.7303	0.043932

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.851493	7.2252	0
2	-0.450284	-3.8208	0.00014
3	0.308925	2.6213	0.00534
4	0.341764	2.9	0.002473
5	0.214014	1.816	0.036769
6	-0.05932	-0.5033	0.308128
7	-0.156621	-1.329	0.094026
8	0.173941	1.4759	0.07216
9	0.052414	0.4447	0.328918
10	-0.051983	-0.4411	0.330236
11	-0.037043	-0.3143	0.377093
12	0.012536	0.1064	0.457791
13	-0.362046	-3.0721	0.0015
14	0.20171	1.7116	0.045641
15	-0.186535	-1.5828	0.058925
16	-0.102951	-0.8736	0.19263
17	-0.061069	-0.5182	0.302957
18	-0.038525	-0.3269	0.372347
19	-0.050574	-0.4291	0.334555
20	0.024874	0.2111	0.416718
21	-0.062948	-0.5341	0.297449
22	0.00011	9e-04	0.499628
23	0.090589	0.7687	0.222302
24	-0.005648	-0.0479	0.480954
25	-0.021766	-0.1847	0.426995
26	0.065832	0.5586	0.289082
27	0.07116	0.6038	0.273933
28	-0.009818	-0.0833	0.466917
29	-0.071405	-0.6059	0.273245
30	0.035418	0.3005	0.382317
31	-0.078509	-0.6662	0.253717
32	-0.12137	-1.0299	0.153262
33	0.031099	0.2639	0.396311
34	-0.006787	-0.0576	0.477119
35	-0.068252	-0.5791	0.282152
36	-0.047186	-0.4004	0.345027

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851493 & 7.2252 & 0 \tabularnewline
2 & -0.450284 & -3.8208 & 0.00014 \tabularnewline
3 & 0.308925 & 2.6213 & 0.00534 \tabularnewline
4 & 0.341764 & 2.9 & 0.002473 \tabularnewline
5 & 0.214014 & 1.816 & 0.036769 \tabularnewline
6 & -0.05932 & -0.5033 & 0.308128 \tabularnewline
7 & -0.156621 & -1.329 & 0.094026 \tabularnewline
8 & 0.173941 & 1.4759 & 0.07216 \tabularnewline
9 & 0.052414 & 0.4447 & 0.328918 \tabularnewline
10 & -0.051983 & -0.4411 & 0.330236 \tabularnewline
11 & -0.037043 & -0.3143 & 0.377093 \tabularnewline
12 & 0.012536 & 0.1064 & 0.457791 \tabularnewline
13 & -0.362046 & -3.0721 & 0.0015 \tabularnewline
14 & 0.20171 & 1.7116 & 0.045641 \tabularnewline
15 & -0.186535 & -1.5828 & 0.058925 \tabularnewline
16 & -0.102951 & -0.8736 & 0.19263 \tabularnewline
17 & -0.061069 & -0.5182 & 0.302957 \tabularnewline
18 & -0.038525 & -0.3269 & 0.372347 \tabularnewline
19 & -0.050574 & -0.4291 & 0.334555 \tabularnewline
20 & 0.024874 & 0.2111 & 0.416718 \tabularnewline
21 & -0.062948 & -0.5341 & 0.297449 \tabularnewline
22 & 0.00011 & 9e-04 & 0.499628 \tabularnewline
23 & 0.090589 & 0.7687 & 0.222302 \tabularnewline
24 & -0.005648 & -0.0479 & 0.480954 \tabularnewline
25 & -0.021766 & -0.1847 & 0.426995 \tabularnewline
26 & 0.065832 & 0.5586 & 0.289082 \tabularnewline
27 & 0.07116 & 0.6038 & 0.273933 \tabularnewline
28 & -0.009818 & -0.0833 & 0.466917 \tabularnewline
29 & -0.071405 & -0.6059 & 0.273245 \tabularnewline
30 & 0.035418 & 0.3005 & 0.382317 \tabularnewline
31 & -0.078509 & -0.6662 & 0.253717 \tabularnewline
32 & -0.12137 & -1.0299 & 0.153262 \tabularnewline
33 & 0.031099 & 0.2639 & 0.396311 \tabularnewline
34 & -0.006787 & -0.0576 & 0.477119 \tabularnewline
35 & -0.068252 & -0.5791 & 0.282152 \tabularnewline
36 & -0.047186 & -0.4004 & 0.345027 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62405&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]0.851493[/C][C]7.2252[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.450284[/C][C]-3.8208[/C][C]0.00014[/C][/ROW]
[ROW][C]3[/C][C]0.308925[/C][C]2.6213[/C][C]0.00534[/C][/ROW]
[ROW][C]4[/C][C]0.341764[/C][C]2.9[/C][C]0.002473[/C][/ROW]
[ROW][C]5[/C][C]0.214014[/C][C]1.816[/C][C]0.036769[/C][/ROW]
[ROW][C]6[/C][C]-0.05932[/C][C]-0.5033[/C][C]0.308128[/C][/ROW]
[ROW][C]7[/C][C]-0.156621[/C][C]-1.329[/C][C]0.094026[/C][/ROW]
[ROW][C]8[/C][C]0.173941[/C][C]1.4759[/C][C]0.07216[/C][/ROW]
[ROW][C]9[/C][C]0.052414[/C][C]0.4447[/C][C]0.328918[/C][/ROW]
[ROW][C]10[/C][C]-0.051983[/C][C]-0.4411[/C][C]0.330236[/C][/ROW]
[ROW][C]11[/C][C]-0.037043[/C][C]-0.3143[/C][C]0.377093[/C][/ROW]
[ROW][C]12[/C][C]0.012536[/C][C]0.1064[/C][C]0.457791[/C][/ROW]
[ROW][C]13[/C][C]-0.362046[/C][C]-3.0721[/C][C]0.0015[/C][/ROW]
[ROW][C]14[/C][C]0.20171[/C][C]1.7116[/C][C]0.045641[/C][/ROW]
[ROW][C]15[/C][C]-0.186535[/C][C]-1.5828[/C][C]0.058925[/C][/ROW]
[ROW][C]16[/C][C]-0.102951[/C][C]-0.8736[/C][C]0.19263[/C][/ROW]
[ROW][C]17[/C][C]-0.061069[/C][C]-0.5182[/C][C]0.302957[/C][/ROW]
[ROW][C]18[/C][C]-0.038525[/C][C]-0.3269[/C][C]0.372347[/C][/ROW]
[ROW][C]19[/C][C]-0.050574[/C][C]-0.4291[/C][C]0.334555[/C][/ROW]
[ROW][C]20[/C][C]0.024874[/C][C]0.2111[/C][C]0.416718[/C][/ROW]
[ROW][C]21[/C][C]-0.062948[/C][C]-0.5341[/C][C]0.297449[/C][/ROW]
[ROW][C]22[/C][C]0.00011[/C][C]9e-04[/C][C]0.499628[/C][/ROW]
[ROW][C]23[/C][C]0.090589[/C][C]0.7687[/C][C]0.222302[/C][/ROW]
[ROW][C]24[/C][C]-0.005648[/C][C]-0.0479[/C][C]0.480954[/C][/ROW]
[ROW][C]25[/C][C]-0.021766[/C][C]-0.1847[/C][C]0.426995[/C][/ROW]
[ROW][C]26[/C][C]0.065832[/C][C]0.5586[/C][C]0.289082[/C][/ROW]
[ROW][C]27[/C][C]0.07116[/C][C]0.6038[/C][C]0.273933[/C][/ROW]
[ROW][C]28[/C][C]-0.009818[/C][C]-0.0833[/C][C]0.466917[/C][/ROW]
[ROW][C]29[/C][C]-0.071405[/C][C]-0.6059[/C][C]0.273245[/C][/ROW]
[ROW][C]30[/C][C]0.035418[/C][C]0.3005[/C][C]0.382317[/C][/ROW]
[ROW][C]31[/C][C]-0.078509[/C][C]-0.6662[/C][C]0.253717[/C][/ROW]
[ROW][C]32[/C][C]-0.12137[/C][C]-1.0299[/C][C]0.153262[/C][/ROW]
[ROW][C]33[/C][C]0.031099[/C][C]0.2639[/C][C]0.396311[/C][/ROW]
[ROW][C]34[/C][C]-0.006787[/C][C]-0.0576[/C][C]0.477119[/C][/ROW]
[ROW][C]35[/C][C]-0.068252[/C][C]-0.5791[/C][C]0.282152[/C][/ROW]
[ROW][C]36[/C][C]-0.047186[/C][C]-0.4004[/C][C]0.345027[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62405&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62405&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	0.851493	7.2252	0
2	-0.450284	-3.8208	0.00014
3	0.308925	2.6213	0.00534
4	0.341764	2.9	0.002473
5	0.214014	1.816	0.036769
6	-0.05932	-0.5033	0.308128
7	-0.156621	-1.329	0.094026
8	0.173941	1.4759	0.07216
9	0.052414	0.4447	0.328918
10	-0.051983	-0.4411	0.330236
11	-0.037043	-0.3143	0.377093
12	0.012536	0.1064	0.457791
13	-0.362046	-3.0721	0.0015
14	0.20171	1.7116	0.045641
15	-0.186535	-1.5828	0.058925
16	-0.102951	-0.8736	0.19263
17	-0.061069	-0.5182	0.302957
18	-0.038525	-0.3269	0.372347
19	-0.050574	-0.4291	0.334555
20	0.024874	0.2111	0.416718
21	-0.062948	-0.5341	0.297449
22	0.00011	9e-04	0.499628
23	0.090589	0.7687	0.222302
24	-0.005648	-0.0479	0.480954
25	-0.021766	-0.1847	0.426995
26	0.065832	0.5586	0.289082
27	0.07116	0.6038	0.273933
28	-0.009818	-0.0833	0.466917
29	-0.071405	-0.6059	0.273245
30	0.035418	0.3005	0.382317
31	-0.078509	-0.6662	0.253717
32	-0.12137	-1.0299	0.153262
33	0.031099	0.2639	0.396311
34	-0.006787	-0.0576	0.477119
35	-0.068252	-0.5791	0.282152
36	-0.047186	-0.4004	0.345027

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Unemployment time series ; par2 = Belgostat ; par3 = monthly time series of unemployment in Belgium ;

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