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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 09:16:40 -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/t1259770654zdm3q89a3ckl8ix.htm/, Retrieved Sat, 27 Apr 2024 13:24:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62415, Retrieved Sat, 27 Apr 2024 13:24:13 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

124

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] [WS8 d=1 D=1] [2009-11-25 16:19:15] [445b292c553470d9fed8bc2796fd3a00]
-   P             [(Partial) Autocorrelation Function] [WS8 autocorrelati...] [2009-12-02 16:16:40] [82f421ff86a0429b20e3ed68bd89f1bd] [Current]

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Dataseries X:

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Histogram

Boxplots

7.55
7.55
7.59
7.59
7.59
7.57
7.57
7.59
7.6
7.64
7.64
7.76
7.76
7.76
7.77
7.83
7.94
7.94
7.94
8.09
8.18
8.26
8.28
8.28
8.28
8.29
8.3
8.3
8.31
8.33
8.33
8.34
8.48
8.59
8.67
8.67
8.67
8.71
8.72
8.72
8.72
8.74
8.74
8.74
8.74
8.79
8.85
8.86
8.87
8.92
8.96
8.97
8.99
8.98
8.98
9.01
9.01
9.03
9.05
9.05

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=62415&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=62415&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62415&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	-0.280645	-2.1373	0.018399
2	-0.204032	-1.5539	0.062829
3	-0.095968	-0.7309	0.233901
4	0.062097	0.4729	0.319024
5	0.241129	1.8364	0.035714
6	-0.215323	-1.6398	0.053225
7	-0.128226	-0.9765	0.166427
8	0.124194	0.9458	0.17408
9	0.054032	0.4115	0.341112
10	-0.071774	-0.5466	0.29337
11	-0.158065	-1.2038	0.116782
12	0.055645	0.4238	0.336647
13	0.293548	2.2356	0.014621
14	-0.019355	-0.1474	0.441663
15	-0.219355	-1.6706	0.050099
16	-0.078226	-0.5957	0.27683
17	0.190323	1.4495	0.076298
18	0.151613	1.1546	0.126485
19	-0.155645	-1.1854	0.120355
20	-0.183871	-1.4003	0.083372
21	0.159677	1.2161	0.114443
22	-0.020968	-0.1597	0.436842
23	0.064516	0.4913	0.31252
24	-0.129032	-0.9827	0.164923
25	0.041129	0.3132	0.377615
26	0.133065	1.0134	0.157542
27	-0.058871	-0.4483	0.327786
28	-0.120161	-0.9151	0.181959
29	-0.059677	-0.4545	0.325586
30	0.233065	1.775	0.040575
31	-0.025	-0.1904	0.424832
32	-0.085484	-0.651	0.2588
33	-0.040323	-0.3071	0.379938
34	0.037097	0.2825	0.389275
35	0.033065	0.2518	0.401038
36	0.017742	0.1351	0.446493

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.280645 & -2.1373 & 0.018399 \tabularnewline
2 & -0.204032 & -1.5539 & 0.062829 \tabularnewline
3 & -0.095968 & -0.7309 & 0.233901 \tabularnewline
4 & 0.062097 & 0.4729 & 0.319024 \tabularnewline
5 & 0.241129 & 1.8364 & 0.035714 \tabularnewline
6 & -0.215323 & -1.6398 & 0.053225 \tabularnewline
7 & -0.128226 & -0.9765 & 0.166427 \tabularnewline
8 & 0.124194 & 0.9458 & 0.17408 \tabularnewline
9 & 0.054032 & 0.4115 & 0.341112 \tabularnewline
10 & -0.071774 & -0.5466 & 0.29337 \tabularnewline
11 & -0.158065 & -1.2038 & 0.116782 \tabularnewline
12 & 0.055645 & 0.4238 & 0.336647 \tabularnewline
13 & 0.293548 & 2.2356 & 0.014621 \tabularnewline
14 & -0.019355 & -0.1474 & 0.441663 \tabularnewline
15 & -0.219355 & -1.6706 & 0.050099 \tabularnewline
16 & -0.078226 & -0.5957 & 0.27683 \tabularnewline
17 & 0.190323 & 1.4495 & 0.076298 \tabularnewline
18 & 0.151613 & 1.1546 & 0.126485 \tabularnewline
19 & -0.155645 & -1.1854 & 0.120355 \tabularnewline
20 & -0.183871 & -1.4003 & 0.083372 \tabularnewline
21 & 0.159677 & 1.2161 & 0.114443 \tabularnewline
22 & -0.020968 & -0.1597 & 0.436842 \tabularnewline
23 & 0.064516 & 0.4913 & 0.31252 \tabularnewline
24 & -0.129032 & -0.9827 & 0.164923 \tabularnewline
25 & 0.041129 & 0.3132 & 0.377615 \tabularnewline
26 & 0.133065 & 1.0134 & 0.157542 \tabularnewline
27 & -0.058871 & -0.4483 & 0.327786 \tabularnewline
28 & -0.120161 & -0.9151 & 0.181959 \tabularnewline
29 & -0.059677 & -0.4545 & 0.325586 \tabularnewline
30 & 0.233065 & 1.775 & 0.040575 \tabularnewline
31 & -0.025 & -0.1904 & 0.424832 \tabularnewline
32 & -0.085484 & -0.651 & 0.2588 \tabularnewline
33 & -0.040323 & -0.3071 & 0.379938 \tabularnewline
34 & 0.037097 & 0.2825 & 0.389275 \tabularnewline
35 & 0.033065 & 0.2518 & 0.401038 \tabularnewline
36 & 0.017742 & 0.1351 & 0.446493 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62415&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]-0.280645[/C][C]-2.1373[/C][C]0.018399[/C][/ROW]
[ROW][C]2[/C][C]-0.204032[/C][C]-1.5539[/C][C]0.062829[/C][/ROW]
[ROW][C]3[/C][C]-0.095968[/C][C]-0.7309[/C][C]0.233901[/C][/ROW]
[ROW][C]4[/C][C]0.062097[/C][C]0.4729[/C][C]0.319024[/C][/ROW]
[ROW][C]5[/C][C]0.241129[/C][C]1.8364[/C][C]0.035714[/C][/ROW]
[ROW][C]6[/C][C]-0.215323[/C][C]-1.6398[/C][C]0.053225[/C][/ROW]
[ROW][C]7[/C][C]-0.128226[/C][C]-0.9765[/C][C]0.166427[/C][/ROW]
[ROW][C]8[/C][C]0.124194[/C][C]0.9458[/C][C]0.17408[/C][/ROW]
[ROW][C]9[/C][C]0.054032[/C][C]0.4115[/C][C]0.341112[/C][/ROW]
[ROW][C]10[/C][C]-0.071774[/C][C]-0.5466[/C][C]0.29337[/C][/ROW]
[ROW][C]11[/C][C]-0.158065[/C][C]-1.2038[/C][C]0.116782[/C][/ROW]
[ROW][C]12[/C][C]0.055645[/C][C]0.4238[/C][C]0.336647[/C][/ROW]
[ROW][C]13[/C][C]0.293548[/C][C]2.2356[/C][C]0.014621[/C][/ROW]
[ROW][C]14[/C][C]-0.019355[/C][C]-0.1474[/C][C]0.441663[/C][/ROW]
[ROW][C]15[/C][C]-0.219355[/C][C]-1.6706[/C][C]0.050099[/C][/ROW]
[ROW][C]16[/C][C]-0.078226[/C][C]-0.5957[/C][C]0.27683[/C][/ROW]
[ROW][C]17[/C][C]0.190323[/C][C]1.4495[/C][C]0.076298[/C][/ROW]
[ROW][C]18[/C][C]0.151613[/C][C]1.1546[/C][C]0.126485[/C][/ROW]
[ROW][C]19[/C][C]-0.155645[/C][C]-1.1854[/C][C]0.120355[/C][/ROW]
[ROW][C]20[/C][C]-0.183871[/C][C]-1.4003[/C][C]0.083372[/C][/ROW]
[ROW][C]21[/C][C]0.159677[/C][C]1.2161[/C][C]0.114443[/C][/ROW]
[ROW][C]22[/C][C]-0.020968[/C][C]-0.1597[/C][C]0.436842[/C][/ROW]
[ROW][C]23[/C][C]0.064516[/C][C]0.4913[/C][C]0.31252[/C][/ROW]
[ROW][C]24[/C][C]-0.129032[/C][C]-0.9827[/C][C]0.164923[/C][/ROW]
[ROW][C]25[/C][C]0.041129[/C][C]0.3132[/C][C]0.377615[/C][/ROW]
[ROW][C]26[/C][C]0.133065[/C][C]1.0134[/C][C]0.157542[/C][/ROW]
[ROW][C]27[/C][C]-0.058871[/C][C]-0.4483[/C][C]0.327786[/C][/ROW]
[ROW][C]28[/C][C]-0.120161[/C][C]-0.9151[/C][C]0.181959[/C][/ROW]
[ROW][C]29[/C][C]-0.059677[/C][C]-0.4545[/C][C]0.325586[/C][/ROW]
[ROW][C]30[/C][C]0.233065[/C][C]1.775[/C][C]0.040575[/C][/ROW]
[ROW][C]31[/C][C]-0.025[/C][C]-0.1904[/C][C]0.424832[/C][/ROW]
[ROW][C]32[/C][C]-0.085484[/C][C]-0.651[/C][C]0.2588[/C][/ROW]
[ROW][C]33[/C][C]-0.040323[/C][C]-0.3071[/C][C]0.379938[/C][/ROW]
[ROW][C]34[/C][C]0.037097[/C][C]0.2825[/C][C]0.389275[/C][/ROW]
[ROW][C]35[/C][C]0.033065[/C][C]0.2518[/C][C]0.401038[/C][/ROW]
[ROW][C]36[/C][C]0.017742[/C][C]0.1351[/C][C]0.446493[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62415&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62415&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	-0.280645	-2.1373	0.018399
2	-0.204032	-1.5539	0.062829
3	-0.095968	-0.7309	0.233901
4	0.062097	0.4729	0.319024
5	0.241129	1.8364	0.035714
6	-0.215323	-1.6398	0.053225
7	-0.128226	-0.9765	0.166427
8	0.124194	0.9458	0.17408
9	0.054032	0.4115	0.341112
10	-0.071774	-0.5466	0.29337
11	-0.158065	-1.2038	0.116782
12	0.055645	0.4238	0.336647
13	0.293548	2.2356	0.014621
14	-0.019355	-0.1474	0.441663
15	-0.219355	-1.6706	0.050099
16	-0.078226	-0.5957	0.27683
17	0.190323	1.4495	0.076298
18	0.151613	1.1546	0.126485
19	-0.155645	-1.1854	0.120355
20	-0.183871	-1.4003	0.083372
21	0.159677	1.2161	0.114443
22	-0.020968	-0.1597	0.436842
23	0.064516	0.4913	0.31252
24	-0.129032	-0.9827	0.164923
25	0.041129	0.3132	0.377615
26	0.133065	1.0134	0.157542
27	-0.058871	-0.4483	0.327786
28	-0.120161	-0.9151	0.181959
29	-0.059677	-0.4545	0.325586
30	0.233065	1.775	0.040575
31	-0.025	-0.1904	0.424832
32	-0.085484	-0.651	0.2588
33	-0.040323	-0.3071	0.379938
34	0.037097	0.2825	0.389275
35	0.033065	0.2518	0.401038
36	0.017742	0.1351	0.446493

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.280645	-2.1373	0.018399
2	-0.306972	-2.3378	0.011434
3	-0.307942	-2.3452	0.011229
4	-0.204258	-1.5556	0.062624
5	0.118503	0.9025	0.185264
6	-0.13298	-1.0127	0.157693
7	-0.199157	-1.5167	0.067383
8	-0.041496	-0.316	0.37656
9	-0.0617	-0.4699	0.320098
10	-0.184819	-1.4075	0.082302
11	-0.266461	-2.0293	0.023512
12	-0.234872	-1.7887	0.03944
13	0.040576	0.309	0.379208
14	0.095559	0.7278	0.234846
15	-0.042332	-0.3224	0.374159
16	-0.127315	-0.9696	0.168136
17	-0.0161	-0.1226	0.451418
18	0.075621	0.5759	0.28345
19	0.039433	0.3003	0.382507
20	-0.067879	-0.5169	0.303579
21	0.078459	0.5975	0.27624
22	-0.122411	-0.9323	0.177534
23	0.054521	0.4152	0.339756
24	0.066301	0.5049	0.307759
25	0.089137	0.6788	0.249967
26	0.029632	0.2257	0.411127
27	0.047836	0.3643	0.358475
28	-0.019271	-0.1468	0.441915
29	-0.093226	-0.71	0.240277
30	0.0794	0.6047	0.273871
31	-0.099341	-0.7566	0.226189
32	-0.046322	-0.3528	0.362766
33	0.092254	0.7026	0.242563
34	0.04869	0.3708	0.356065
35	-0.119126	-0.9072	0.184018
36	0.008002	0.0609	0.475809

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.280645 & -2.1373 & 0.018399 \tabularnewline
2 & -0.306972 & -2.3378 & 0.011434 \tabularnewline
3 & -0.307942 & -2.3452 & 0.011229 \tabularnewline
4 & -0.204258 & -1.5556 & 0.062624 \tabularnewline
5 & 0.118503 & 0.9025 & 0.185264 \tabularnewline
6 & -0.13298 & -1.0127 & 0.157693 \tabularnewline
7 & -0.199157 & -1.5167 & 0.067383 \tabularnewline
8 & -0.041496 & -0.316 & 0.37656 \tabularnewline
9 & -0.0617 & -0.4699 & 0.320098 \tabularnewline
10 & -0.184819 & -1.4075 & 0.082302 \tabularnewline
11 & -0.266461 & -2.0293 & 0.023512 \tabularnewline
12 & -0.234872 & -1.7887 & 0.03944 \tabularnewline
13 & 0.040576 & 0.309 & 0.379208 \tabularnewline
14 & 0.095559 & 0.7278 & 0.234846 \tabularnewline
15 & -0.042332 & -0.3224 & 0.374159 \tabularnewline
16 & -0.127315 & -0.9696 & 0.168136 \tabularnewline
17 & -0.0161 & -0.1226 & 0.451418 \tabularnewline
18 & 0.075621 & 0.5759 & 0.28345 \tabularnewline
19 & 0.039433 & 0.3003 & 0.382507 \tabularnewline
20 & -0.067879 & -0.5169 & 0.303579 \tabularnewline
21 & 0.078459 & 0.5975 & 0.27624 \tabularnewline
22 & -0.122411 & -0.9323 & 0.177534 \tabularnewline
23 & 0.054521 & 0.4152 & 0.339756 \tabularnewline
24 & 0.066301 & 0.5049 & 0.307759 \tabularnewline
25 & 0.089137 & 0.6788 & 0.249967 \tabularnewline
26 & 0.029632 & 0.2257 & 0.411127 \tabularnewline
27 & 0.047836 & 0.3643 & 0.358475 \tabularnewline
28 & -0.019271 & -0.1468 & 0.441915 \tabularnewline
29 & -0.093226 & -0.71 & 0.240277 \tabularnewline
30 & 0.0794 & 0.6047 & 0.273871 \tabularnewline
31 & -0.099341 & -0.7566 & 0.226189 \tabularnewline
32 & -0.046322 & -0.3528 & 0.362766 \tabularnewline
33 & 0.092254 & 0.7026 & 0.242563 \tabularnewline
34 & 0.04869 & 0.3708 & 0.356065 \tabularnewline
35 & -0.119126 & -0.9072 & 0.184018 \tabularnewline
36 & 0.008002 & 0.0609 & 0.475809 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62415&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]-0.280645[/C][C]-2.1373[/C][C]0.018399[/C][/ROW]
[ROW][C]2[/C][C]-0.306972[/C][C]-2.3378[/C][C]0.011434[/C][/ROW]
[ROW][C]3[/C][C]-0.307942[/C][C]-2.3452[/C][C]0.011229[/C][/ROW]
[ROW][C]4[/C][C]-0.204258[/C][C]-1.5556[/C][C]0.062624[/C][/ROW]
[ROW][C]5[/C][C]0.118503[/C][C]0.9025[/C][C]0.185264[/C][/ROW]
[ROW][C]6[/C][C]-0.13298[/C][C]-1.0127[/C][C]0.157693[/C][/ROW]
[ROW][C]7[/C][C]-0.199157[/C][C]-1.5167[/C][C]0.067383[/C][/ROW]
[ROW][C]8[/C][C]-0.041496[/C][C]-0.316[/C][C]0.37656[/C][/ROW]
[ROW][C]9[/C][C]-0.0617[/C][C]-0.4699[/C][C]0.320098[/C][/ROW]
[ROW][C]10[/C][C]-0.184819[/C][C]-1.4075[/C][C]0.082302[/C][/ROW]
[ROW][C]11[/C][C]-0.266461[/C][C]-2.0293[/C][C]0.023512[/C][/ROW]
[ROW][C]12[/C][C]-0.234872[/C][C]-1.7887[/C][C]0.03944[/C][/ROW]
[ROW][C]13[/C][C]0.040576[/C][C]0.309[/C][C]0.379208[/C][/ROW]
[ROW][C]14[/C][C]0.095559[/C][C]0.7278[/C][C]0.234846[/C][/ROW]
[ROW][C]15[/C][C]-0.042332[/C][C]-0.3224[/C][C]0.374159[/C][/ROW]
[ROW][C]16[/C][C]-0.127315[/C][C]-0.9696[/C][C]0.168136[/C][/ROW]
[ROW][C]17[/C][C]-0.0161[/C][C]-0.1226[/C][C]0.451418[/C][/ROW]
[ROW][C]18[/C][C]0.075621[/C][C]0.5759[/C][C]0.28345[/C][/ROW]
[ROW][C]19[/C][C]0.039433[/C][C]0.3003[/C][C]0.382507[/C][/ROW]
[ROW][C]20[/C][C]-0.067879[/C][C]-0.5169[/C][C]0.303579[/C][/ROW]
[ROW][C]21[/C][C]0.078459[/C][C]0.5975[/C][C]0.27624[/C][/ROW]
[ROW][C]22[/C][C]-0.122411[/C][C]-0.9323[/C][C]0.177534[/C][/ROW]
[ROW][C]23[/C][C]0.054521[/C][C]0.4152[/C][C]0.339756[/C][/ROW]
[ROW][C]24[/C][C]0.066301[/C][C]0.5049[/C][C]0.307759[/C][/ROW]
[ROW][C]25[/C][C]0.089137[/C][C]0.6788[/C][C]0.249967[/C][/ROW]
[ROW][C]26[/C][C]0.029632[/C][C]0.2257[/C][C]0.411127[/C][/ROW]
[ROW][C]27[/C][C]0.047836[/C][C]0.3643[/C][C]0.358475[/C][/ROW]
[ROW][C]28[/C][C]-0.019271[/C][C]-0.1468[/C][C]0.441915[/C][/ROW]
[ROW][C]29[/C][C]-0.093226[/C][C]-0.71[/C][C]0.240277[/C][/ROW]
[ROW][C]30[/C][C]0.0794[/C][C]0.6047[/C][C]0.273871[/C][/ROW]
[ROW][C]31[/C][C]-0.099341[/C][C]-0.7566[/C][C]0.226189[/C][/ROW]
[ROW][C]32[/C][C]-0.046322[/C][C]-0.3528[/C][C]0.362766[/C][/ROW]
[ROW][C]33[/C][C]0.092254[/C][C]0.7026[/C][C]0.242563[/C][/ROW]
[ROW][C]34[/C][C]0.04869[/C][C]0.3708[/C][C]0.356065[/C][/ROW]
[ROW][C]35[/C][C]-0.119126[/C][C]-0.9072[/C][C]0.184018[/C][/ROW]
[ROW][C]36[/C][C]0.008002[/C][C]0.0609[/C][C]0.475809[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62415&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62415&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	-0.280645	-2.1373	0.018399
2	-0.306972	-2.3378	0.011434
3	-0.307942	-2.3452	0.011229
4	-0.204258	-1.5556	0.062624
5	0.118503	0.9025	0.185264
6	-0.13298	-1.0127	0.157693
7	-0.199157	-1.5167	0.067383
8	-0.041496	-0.316	0.37656
9	-0.0617	-0.4699	0.320098
10	-0.184819	-1.4075	0.082302
11	-0.266461	-2.0293	0.023512
12	-0.234872	-1.7887	0.03944
13	0.040576	0.309	0.379208
14	0.095559	0.7278	0.234846
15	-0.042332	-0.3224	0.374159
16	-0.127315	-0.9696	0.168136
17	-0.0161	-0.1226	0.451418
18	0.075621	0.5759	0.28345
19	0.039433	0.3003	0.382507
20	-0.067879	-0.5169	0.303579
21	0.078459	0.5975	0.27624
22	-0.122411	-0.9323	0.177534
23	0.054521	0.4152	0.339756
24	0.066301	0.5049	0.307759
25	0.089137	0.6788	0.249967
26	0.029632	0.2257	0.411127
27	0.047836	0.3643	0.358475
28	-0.019271	-0.1468	0.441915
29	-0.093226	-0.71	0.240277
30	0.0794	0.6047	0.273871
31	-0.099341	-0.7566	0.226189
32	-0.046322	-0.3528	0.362766
33	0.092254	0.7026	0.242563
34	0.04869	0.3708	0.356065
35	-0.119126	-0.9072	0.184018
36	0.008002	0.0609	0.475809

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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