Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 09:10:17 -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/t1259770284xhgivc4t1e48de9.htm/, Retrieved Sun, 28 Apr 2024 06:49:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62411, Retrieved Sun, 28 Apr 2024 06:49:03 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

145

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 14:48:46] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [] [2009-12-02 16:10:17] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

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=62411&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=62411&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62411&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	0.53509	4.1101	6.2e-05
2	-0.131611	-1.0109	0.158091
3	-0.577021	-4.4322	2.1e-05
4	-0.584251	-4.4877	1.7e-05
5	-0.211551	-1.625	0.054752
6	0.151463	1.1634	0.124673
7	0.301389	2.315	0.012055
8	0.259788	1.9955	0.025308
9	0.098949	0.76	0.225127
10	-0.04795	-0.3683	0.35698
11	-0.145282	-1.1159	0.134487
12	-0.195563	-1.5022	0.069196
13	-0.085166	-0.6542	0.257771
14	0.057664	0.4429	0.329721
15	0.112681	0.8655	0.195129
16	0.100997	0.7758	0.22049
17	-0.009243	-0.071	0.471821
18	-0.071752	-0.5511	0.29181
19	-0.057067	-0.4383	0.331369
20	0.063369	0.4867	0.31412
21	0.107995	0.8295	0.205075
22	-0.014674	-0.1127	0.45532
23	-0.126046	-0.9682	0.168454
24	-0.179296	-1.3772	0.086827
25	-0.043788	-0.3363	0.368902
26	0.101658	0.7809	0.219006
27	0.124696	0.9578	0.171033
28	-0.004263	-0.0327	0.486993
29	-0.120894	-0.9286	0.178439
30	-0.093428	-0.7176	0.237908
31	0.104656	0.8039	0.212348
32	0.244391	1.8772	0.032719
33	0.185781	1.427	0.079423
34	-0.005754	-0.0442	0.482449
35	-0.232464	-1.7856	0.039653
36	-0.319858	-2.4569	0.008488

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.53509 & 4.1101 & 6.2e-05 \tabularnewline
2 & -0.131611 & -1.0109 & 0.158091 \tabularnewline
3 & -0.577021 & -4.4322 & 2.1e-05 \tabularnewline
4 & -0.584251 & -4.4877 & 1.7e-05 \tabularnewline
5 & -0.211551 & -1.625 & 0.054752 \tabularnewline
6 & 0.151463 & 1.1634 & 0.124673 \tabularnewline
7 & 0.301389 & 2.315 & 0.012055 \tabularnewline
8 & 0.259788 & 1.9955 & 0.025308 \tabularnewline
9 & 0.098949 & 0.76 & 0.225127 \tabularnewline
10 & -0.04795 & -0.3683 & 0.35698 \tabularnewline
11 & -0.145282 & -1.1159 & 0.134487 \tabularnewline
12 & -0.195563 & -1.5022 & 0.069196 \tabularnewline
13 & -0.085166 & -0.6542 & 0.257771 \tabularnewline
14 & 0.057664 & 0.4429 & 0.329721 \tabularnewline
15 & 0.112681 & 0.8655 & 0.195129 \tabularnewline
16 & 0.100997 & 0.7758 & 0.22049 \tabularnewline
17 & -0.009243 & -0.071 & 0.471821 \tabularnewline
18 & -0.071752 & -0.5511 & 0.29181 \tabularnewline
19 & -0.057067 & -0.4383 & 0.331369 \tabularnewline
20 & 0.063369 & 0.4867 & 0.31412 \tabularnewline
21 & 0.107995 & 0.8295 & 0.205075 \tabularnewline
22 & -0.014674 & -0.1127 & 0.45532 \tabularnewline
23 & -0.126046 & -0.9682 & 0.168454 \tabularnewline
24 & -0.179296 & -1.3772 & 0.086827 \tabularnewline
25 & -0.043788 & -0.3363 & 0.368902 \tabularnewline
26 & 0.101658 & 0.7809 & 0.219006 \tabularnewline
27 & 0.124696 & 0.9578 & 0.171033 \tabularnewline
28 & -0.004263 & -0.0327 & 0.486993 \tabularnewline
29 & -0.120894 & -0.9286 & 0.178439 \tabularnewline
30 & -0.093428 & -0.7176 & 0.237908 \tabularnewline
31 & 0.104656 & 0.8039 & 0.212348 \tabularnewline
32 & 0.244391 & 1.8772 & 0.032719 \tabularnewline
33 & 0.185781 & 1.427 & 0.079423 \tabularnewline
34 & -0.005754 & -0.0442 & 0.482449 \tabularnewline
35 & -0.232464 & -1.7856 & 0.039653 \tabularnewline
36 & -0.319858 & -2.4569 & 0.008488 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62411&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]0.53509[/C][C]4.1101[/C][C]6.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.131611[/C][C]-1.0109[/C][C]0.158091[/C][/ROW]
[ROW][C]3[/C][C]-0.577021[/C][C]-4.4322[/C][C]2.1e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.584251[/C][C]-4.4877[/C][C]1.7e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.211551[/C][C]-1.625[/C][C]0.054752[/C][/ROW]
[ROW][C]6[/C][C]0.151463[/C][C]1.1634[/C][C]0.124673[/C][/ROW]
[ROW][C]7[/C][C]0.301389[/C][C]2.315[/C][C]0.012055[/C][/ROW]
[ROW][C]8[/C][C]0.259788[/C][C]1.9955[/C][C]0.025308[/C][/ROW]
[ROW][C]9[/C][C]0.098949[/C][C]0.76[/C][C]0.225127[/C][/ROW]
[ROW][C]10[/C][C]-0.04795[/C][C]-0.3683[/C][C]0.35698[/C][/ROW]
[ROW][C]11[/C][C]-0.145282[/C][C]-1.1159[/C][C]0.134487[/C][/ROW]
[ROW][C]12[/C][C]-0.195563[/C][C]-1.5022[/C][C]0.069196[/C][/ROW]
[ROW][C]13[/C][C]-0.085166[/C][C]-0.6542[/C][C]0.257771[/C][/ROW]
[ROW][C]14[/C][C]0.057664[/C][C]0.4429[/C][C]0.329721[/C][/ROW]
[ROW][C]15[/C][C]0.112681[/C][C]0.8655[/C][C]0.195129[/C][/ROW]
[ROW][C]16[/C][C]0.100997[/C][C]0.7758[/C][C]0.22049[/C][/ROW]
[ROW][C]17[/C][C]-0.009243[/C][C]-0.071[/C][C]0.471821[/C][/ROW]
[ROW][C]18[/C][C]-0.071752[/C][C]-0.5511[/C][C]0.29181[/C][/ROW]
[ROW][C]19[/C][C]-0.057067[/C][C]-0.4383[/C][C]0.331369[/C][/ROW]
[ROW][C]20[/C][C]0.063369[/C][C]0.4867[/C][C]0.31412[/C][/ROW]
[ROW][C]21[/C][C]0.107995[/C][C]0.8295[/C][C]0.205075[/C][/ROW]
[ROW][C]22[/C][C]-0.014674[/C][C]-0.1127[/C][C]0.45532[/C][/ROW]
[ROW][C]23[/C][C]-0.126046[/C][C]-0.9682[/C][C]0.168454[/C][/ROW]
[ROW][C]24[/C][C]-0.179296[/C][C]-1.3772[/C][C]0.086827[/C][/ROW]
[ROW][C]25[/C][C]-0.043788[/C][C]-0.3363[/C][C]0.368902[/C][/ROW]
[ROW][C]26[/C][C]0.101658[/C][C]0.7809[/C][C]0.219006[/C][/ROW]
[ROW][C]27[/C][C]0.124696[/C][C]0.9578[/C][C]0.171033[/C][/ROW]
[ROW][C]28[/C][C]-0.004263[/C][C]-0.0327[/C][C]0.486993[/C][/ROW]
[ROW][C]29[/C][C]-0.120894[/C][C]-0.9286[/C][C]0.178439[/C][/ROW]
[ROW][C]30[/C][C]-0.093428[/C][C]-0.7176[/C][C]0.237908[/C][/ROW]
[ROW][C]31[/C][C]0.104656[/C][C]0.8039[/C][C]0.212348[/C][/ROW]
[ROW][C]32[/C][C]0.244391[/C][C]1.8772[/C][C]0.032719[/C][/ROW]
[ROW][C]33[/C][C]0.185781[/C][C]1.427[/C][C]0.079423[/C][/ROW]
[ROW][C]34[/C][C]-0.005754[/C][C]-0.0442[/C][C]0.482449[/C][/ROW]
[ROW][C]35[/C][C]-0.232464[/C][C]-1.7856[/C][C]0.039653[/C][/ROW]
[ROW][C]36[/C][C]-0.319858[/C][C]-2.4569[/C][C]0.008488[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62411&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62411&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	0.53509	4.1101	6.2e-05
2	-0.131611	-1.0109	0.158091
3	-0.577021	-4.4322	2.1e-05
4	-0.584251	-4.4877	1.7e-05
5	-0.211551	-1.625	0.054752
6	0.151463	1.1634	0.124673
7	0.301389	2.315	0.012055
8	0.259788	1.9955	0.025308
9	0.098949	0.76	0.225127
10	-0.04795	-0.3683	0.35698
11	-0.145282	-1.1159	0.134487
12	-0.195563	-1.5022	0.069196
13	-0.085166	-0.6542	0.257771
14	0.057664	0.4429	0.329721
15	0.112681	0.8655	0.195129
16	0.100997	0.7758	0.22049
17	-0.009243	-0.071	0.471821
18	-0.071752	-0.5511	0.29181
19	-0.057067	-0.4383	0.331369
20	0.063369	0.4867	0.31412
21	0.107995	0.8295	0.205075
22	-0.014674	-0.1127	0.45532
23	-0.126046	-0.9682	0.168454
24	-0.179296	-1.3772	0.086827
25	-0.043788	-0.3363	0.368902
26	0.101658	0.7809	0.219006
27	0.124696	0.9578	0.171033
28	-0.004263	-0.0327	0.486993
29	-0.120894	-0.9286	0.178439
30	-0.093428	-0.7176	0.237908
31	0.104656	0.8039	0.212348
32	0.244391	1.8772	0.032719
33	0.185781	1.427	0.079423
34	-0.005754	-0.0442	0.482449
35	-0.232464	-1.7856	0.039653
36	-0.319858	-2.4569	0.008488

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.53509	4.1101	6.2e-05
2	-0.585603	-4.4981	1.6e-05
3	-0.324151	-2.4899	0.007808
4	-0.170712	-1.3113	0.097425
5	-0.013268	-0.1019	0.459585
6	-0.183449	-1.4091	0.082027
7	-0.113227	-0.8697	0.193991
8	0.021687	0.1666	0.434133
9	-0.008107	-0.0623	0.475279
10	-0.001027	-0.0079	0.496866
11	-0.056653	-0.4352	0.332516
12	-0.103108	-0.792	0.215771
13	0.116068	0.8915	0.188132
14	-0.013828	-0.1062	0.457885
15	-0.099872	-0.7671	0.22303
16	0.016203	0.1245	0.450687
17	-0.0667	-0.5123	0.305165
18	0.016201	0.1244	0.450694
19	-0.032583	-0.2503	0.401623
20	0.181606	1.3949	0.084131
21	-0.053548	-0.4113	0.341168
22	-0.151711	-1.1653	0.124291
23	0.042096	0.3233	0.373789
24	-0.128154	-0.9844	0.164477
25	0.100478	0.7718	0.22166
26	-0.139343	-1.0703	0.144419
27	-0.117984	-0.9063	0.184244
28	-0.200139	-1.5373	0.064783
29	-0.081709	-0.6276	0.266338
30	-0.019463	-0.1495	0.440836
31	0.119273	0.9162	0.181658
32	0.109647	0.8422	0.201535
33	0.045639	0.3506	0.363583
34	0.028552	0.2193	0.413581
35	-0.007711	-0.0592	0.476485
36	-0.145537	-1.1179	0.134072

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.53509 & 4.1101 & 6.2e-05 \tabularnewline
2 & -0.585603 & -4.4981 & 1.6e-05 \tabularnewline
3 & -0.324151 & -2.4899 & 0.007808 \tabularnewline
4 & -0.170712 & -1.3113 & 0.097425 \tabularnewline
5 & -0.013268 & -0.1019 & 0.459585 \tabularnewline
6 & -0.183449 & -1.4091 & 0.082027 \tabularnewline
7 & -0.113227 & -0.8697 & 0.193991 \tabularnewline
8 & 0.021687 & 0.1666 & 0.434133 \tabularnewline
9 & -0.008107 & -0.0623 & 0.475279 \tabularnewline
10 & -0.001027 & -0.0079 & 0.496866 \tabularnewline
11 & -0.056653 & -0.4352 & 0.332516 \tabularnewline
12 & -0.103108 & -0.792 & 0.215771 \tabularnewline
13 & 0.116068 & 0.8915 & 0.188132 \tabularnewline
14 & -0.013828 & -0.1062 & 0.457885 \tabularnewline
15 & -0.099872 & -0.7671 & 0.22303 \tabularnewline
16 & 0.016203 & 0.1245 & 0.450687 \tabularnewline
17 & -0.0667 & -0.5123 & 0.305165 \tabularnewline
18 & 0.016201 & 0.1244 & 0.450694 \tabularnewline
19 & -0.032583 & -0.2503 & 0.401623 \tabularnewline
20 & 0.181606 & 1.3949 & 0.084131 \tabularnewline
21 & -0.053548 & -0.4113 & 0.341168 \tabularnewline
22 & -0.151711 & -1.1653 & 0.124291 \tabularnewline
23 & 0.042096 & 0.3233 & 0.373789 \tabularnewline
24 & -0.128154 & -0.9844 & 0.164477 \tabularnewline
25 & 0.100478 & 0.7718 & 0.22166 \tabularnewline
26 & -0.139343 & -1.0703 & 0.144419 \tabularnewline
27 & -0.117984 & -0.9063 & 0.184244 \tabularnewline
28 & -0.200139 & -1.5373 & 0.064783 \tabularnewline
29 & -0.081709 & -0.6276 & 0.266338 \tabularnewline
30 & -0.019463 & -0.1495 & 0.440836 \tabularnewline
31 & 0.119273 & 0.9162 & 0.181658 \tabularnewline
32 & 0.109647 & 0.8422 & 0.201535 \tabularnewline
33 & 0.045639 & 0.3506 & 0.363583 \tabularnewline
34 & 0.028552 & 0.2193 & 0.413581 \tabularnewline
35 & -0.007711 & -0.0592 & 0.476485 \tabularnewline
36 & -0.145537 & -1.1179 & 0.134072 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62411&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]0.53509[/C][C]4.1101[/C][C]6.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.585603[/C][C]-4.4981[/C][C]1.6e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.324151[/C][C]-2.4899[/C][C]0.007808[/C][/ROW]
[ROW][C]4[/C][C]-0.170712[/C][C]-1.3113[/C][C]0.097425[/C][/ROW]
[ROW][C]5[/C][C]-0.013268[/C][C]-0.1019[/C][C]0.459585[/C][/ROW]
[ROW][C]6[/C][C]-0.183449[/C][C]-1.4091[/C][C]0.082027[/C][/ROW]
[ROW][C]7[/C][C]-0.113227[/C][C]-0.8697[/C][C]0.193991[/C][/ROW]
[ROW][C]8[/C][C]0.021687[/C][C]0.1666[/C][C]0.434133[/C][/ROW]
[ROW][C]9[/C][C]-0.008107[/C][C]-0.0623[/C][C]0.475279[/C][/ROW]
[ROW][C]10[/C][C]-0.001027[/C][C]-0.0079[/C][C]0.496866[/C][/ROW]
[ROW][C]11[/C][C]-0.056653[/C][C]-0.4352[/C][C]0.332516[/C][/ROW]
[ROW][C]12[/C][C]-0.103108[/C][C]-0.792[/C][C]0.215771[/C][/ROW]
[ROW][C]13[/C][C]0.116068[/C][C]0.8915[/C][C]0.188132[/C][/ROW]
[ROW][C]14[/C][C]-0.013828[/C][C]-0.1062[/C][C]0.457885[/C][/ROW]
[ROW][C]15[/C][C]-0.099872[/C][C]-0.7671[/C][C]0.22303[/C][/ROW]
[ROW][C]16[/C][C]0.016203[/C][C]0.1245[/C][C]0.450687[/C][/ROW]
[ROW][C]17[/C][C]-0.0667[/C][C]-0.5123[/C][C]0.305165[/C][/ROW]
[ROW][C]18[/C][C]0.016201[/C][C]0.1244[/C][C]0.450694[/C][/ROW]
[ROW][C]19[/C][C]-0.032583[/C][C]-0.2503[/C][C]0.401623[/C][/ROW]
[ROW][C]20[/C][C]0.181606[/C][C]1.3949[/C][C]0.084131[/C][/ROW]
[ROW][C]21[/C][C]-0.053548[/C][C]-0.4113[/C][C]0.341168[/C][/ROW]
[ROW][C]22[/C][C]-0.151711[/C][C]-1.1653[/C][C]0.124291[/C][/ROW]
[ROW][C]23[/C][C]0.042096[/C][C]0.3233[/C][C]0.373789[/C][/ROW]
[ROW][C]24[/C][C]-0.128154[/C][C]-0.9844[/C][C]0.164477[/C][/ROW]
[ROW][C]25[/C][C]0.100478[/C][C]0.7718[/C][C]0.22166[/C][/ROW]
[ROW][C]26[/C][C]-0.139343[/C][C]-1.0703[/C][C]0.144419[/C][/ROW]
[ROW][C]27[/C][C]-0.117984[/C][C]-0.9063[/C][C]0.184244[/C][/ROW]
[ROW][C]28[/C][C]-0.200139[/C][C]-1.5373[/C][C]0.064783[/C][/ROW]
[ROW][C]29[/C][C]-0.081709[/C][C]-0.6276[/C][C]0.266338[/C][/ROW]
[ROW][C]30[/C][C]-0.019463[/C][C]-0.1495[/C][C]0.440836[/C][/ROW]
[ROW][C]31[/C][C]0.119273[/C][C]0.9162[/C][C]0.181658[/C][/ROW]
[ROW][C]32[/C][C]0.109647[/C][C]0.8422[/C][C]0.201535[/C][/ROW]
[ROW][C]33[/C][C]0.045639[/C][C]0.3506[/C][C]0.363583[/C][/ROW]
[ROW][C]34[/C][C]0.028552[/C][C]0.2193[/C][C]0.413581[/C][/ROW]
[ROW][C]35[/C][C]-0.007711[/C][C]-0.0592[/C][C]0.476485[/C][/ROW]
[ROW][C]36[/C][C]-0.145537[/C][C]-1.1179[/C][C]0.134072[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62411&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62411&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	0.53509	4.1101	6.2e-05
2	-0.585603	-4.4981	1.6e-05
3	-0.324151	-2.4899	0.007808
4	-0.170712	-1.3113	0.097425
5	-0.013268	-0.1019	0.459585
6	-0.183449	-1.4091	0.082027
7	-0.113227	-0.8697	0.193991
8	0.021687	0.1666	0.434133
9	-0.008107	-0.0623	0.475279
10	-0.001027	-0.0079	0.496866
11	-0.056653	-0.4352	0.332516
12	-0.103108	-0.792	0.215771
13	0.116068	0.8915	0.188132
14	-0.013828	-0.1062	0.457885
15	-0.099872	-0.7671	0.22303
16	0.016203	0.1245	0.450687
17	-0.0667	-0.5123	0.305165
18	0.016201	0.1244	0.450694
19	-0.032583	-0.2503	0.401623
20	0.181606	1.3949	0.084131
21	-0.053548	-0.4113	0.341168
22	-0.151711	-1.1653	0.124291
23	0.042096	0.3233	0.373789
24	-0.128154	-0.9844	0.164477
25	0.100478	0.7718	0.22166
26	-0.139343	-1.0703	0.144419
27	-0.117984	-0.9063	0.184244
28	-0.200139	-1.5373	0.064783
29	-0.081709	-0.6276	0.266338
30	-0.019463	-0.1495	0.440836
31	0.119273	0.9162	0.181658
32	0.109647	0.8422	0.201535
33	0.045639	0.3506	0.363583
34	0.028552	0.2193	0.413581
35	-0.007711	-0.0592	0.476485
36	-0.145537	-1.1179	0.134072

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 = 1 ; par4 = 1 ; 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