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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 09:31:51 -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/t1259771606atiyoxo9dwe6yzp.htm/, Retrieved Sun, 28 Apr 2024 17:28:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62423, Retrieved Sun, 28 Apr 2024 17:28:28 +0000

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User-defined keywords

Estimated Impact

149

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] [] [2009-11-28 20:59:30] [7e8bf94ac9834384fa22d029eca19fa6]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-02 16:31:51] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]

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Dataseries X:

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Histogram

Boxplots

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
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

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=62423&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=62423&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62423&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	0.212131	1.4387	0.078497
2	-0.221712	-1.5037	0.069744
3	-0.429031	-2.9098	0.002778
4	-0.421988	-2.8621	0.003158
5	-0.044347	-0.3008	0.382469
6	0.179692	1.2187	0.114579
7	0.356958	2.421	0.009741
8	0.245367	1.6642	0.05144
9	-0.111752	-0.7579	0.226177
10	-0.116719	-0.7916	0.216321
11	-0.112261	-0.7614	0.225155
12	-0.235507	-1.5973	0.058525
13	-0.030066	-0.2039	0.41966
14	0.179988	1.2207	0.114203
15	0.196254	1.3311	0.094865
16	0.009307	0.0631	0.474971
17	-0.070307	-0.4768	0.317865
18	-0.049024	-0.3325	0.370512
19	-0.121239	-0.8223	0.207579
20	0.016245	0.1102	0.456373
21	0.200605	1.3606	0.09014
22	0.04447	0.3016	0.382155
23	-0.069959	-0.4745	0.3187
24	-0.186719	-1.2664	0.105875
25	-0.030484	-0.2068	0.418557
26	0.114247	0.7749	0.221194
27	0.097877	0.6638	0.255054
28	0.048973	0.3322	0.370641
29	-0.036975	-0.2508	0.401551
30	-0.191185	-1.2967	0.100604
31	-0.007484	-0.0508	0.47987
32	0.0251	0.1702	0.432785
33	0.062651	0.4249	0.336439
34	0.05596	0.3795	0.353017
35	-0.006677	-0.0453	0.482037
36	0.035079	0.2379	0.4065

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.212131 & 1.4387 & 0.078497 \tabularnewline
2 & -0.221712 & -1.5037 & 0.069744 \tabularnewline
3 & -0.429031 & -2.9098 & 0.002778 \tabularnewline
4 & -0.421988 & -2.8621 & 0.003158 \tabularnewline
5 & -0.044347 & -0.3008 & 0.382469 \tabularnewline
6 & 0.179692 & 1.2187 & 0.114579 \tabularnewline
7 & 0.356958 & 2.421 & 0.009741 \tabularnewline
8 & 0.245367 & 1.6642 & 0.05144 \tabularnewline
9 & -0.111752 & -0.7579 & 0.226177 \tabularnewline
10 & -0.116719 & -0.7916 & 0.216321 \tabularnewline
11 & -0.112261 & -0.7614 & 0.225155 \tabularnewline
12 & -0.235507 & -1.5973 & 0.058525 \tabularnewline
13 & -0.030066 & -0.2039 & 0.41966 \tabularnewline
14 & 0.179988 & 1.2207 & 0.114203 \tabularnewline
15 & 0.196254 & 1.3311 & 0.094865 \tabularnewline
16 & 0.009307 & 0.0631 & 0.474971 \tabularnewline
17 & -0.070307 & -0.4768 & 0.317865 \tabularnewline
18 & -0.049024 & -0.3325 & 0.370512 \tabularnewline
19 & -0.121239 & -0.8223 & 0.207579 \tabularnewline
20 & 0.016245 & 0.1102 & 0.456373 \tabularnewline
21 & 0.200605 & 1.3606 & 0.09014 \tabularnewline
22 & 0.04447 & 0.3016 & 0.382155 \tabularnewline
23 & -0.069959 & -0.4745 & 0.3187 \tabularnewline
24 & -0.186719 & -1.2664 & 0.105875 \tabularnewline
25 & -0.030484 & -0.2068 & 0.418557 \tabularnewline
26 & 0.114247 & 0.7749 & 0.221194 \tabularnewline
27 & 0.097877 & 0.6638 & 0.255054 \tabularnewline
28 & 0.048973 & 0.3322 & 0.370641 \tabularnewline
29 & -0.036975 & -0.2508 & 0.401551 \tabularnewline
30 & -0.191185 & -1.2967 & 0.100604 \tabularnewline
31 & -0.007484 & -0.0508 & 0.47987 \tabularnewline
32 & 0.0251 & 0.1702 & 0.432785 \tabularnewline
33 & 0.062651 & 0.4249 & 0.336439 \tabularnewline
34 & 0.05596 & 0.3795 & 0.353017 \tabularnewline
35 & -0.006677 & -0.0453 & 0.482037 \tabularnewline
36 & 0.035079 & 0.2379 & 0.4065 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62423&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]0.212131[/C][C]1.4387[/C][C]0.078497[/C][/ROW]
[ROW][C]2[/C][C]-0.221712[/C][C]-1.5037[/C][C]0.069744[/C][/ROW]
[ROW][C]3[/C][C]-0.429031[/C][C]-2.9098[/C][C]0.002778[/C][/ROW]
[ROW][C]4[/C][C]-0.421988[/C][C]-2.8621[/C][C]0.003158[/C][/ROW]
[ROW][C]5[/C][C]-0.044347[/C][C]-0.3008[/C][C]0.382469[/C][/ROW]
[ROW][C]6[/C][C]0.179692[/C][C]1.2187[/C][C]0.114579[/C][/ROW]
[ROW][C]7[/C][C]0.356958[/C][C]2.421[/C][C]0.009741[/C][/ROW]
[ROW][C]8[/C][C]0.245367[/C][C]1.6642[/C][C]0.05144[/C][/ROW]
[ROW][C]9[/C][C]-0.111752[/C][C]-0.7579[/C][C]0.226177[/C][/ROW]
[ROW][C]10[/C][C]-0.116719[/C][C]-0.7916[/C][C]0.216321[/C][/ROW]
[ROW][C]11[/C][C]-0.112261[/C][C]-0.7614[/C][C]0.225155[/C][/ROW]
[ROW][C]12[/C][C]-0.235507[/C][C]-1.5973[/C][C]0.058525[/C][/ROW]
[ROW][C]13[/C][C]-0.030066[/C][C]-0.2039[/C][C]0.41966[/C][/ROW]
[ROW][C]14[/C][C]0.179988[/C][C]1.2207[/C][C]0.114203[/C][/ROW]
[ROW][C]15[/C][C]0.196254[/C][C]1.3311[/C][C]0.094865[/C][/ROW]
[ROW][C]16[/C][C]0.009307[/C][C]0.0631[/C][C]0.474971[/C][/ROW]
[ROW][C]17[/C][C]-0.070307[/C][C]-0.4768[/C][C]0.317865[/C][/ROW]
[ROW][C]18[/C][C]-0.049024[/C][C]-0.3325[/C][C]0.370512[/C][/ROW]
[ROW][C]19[/C][C]-0.121239[/C][C]-0.8223[/C][C]0.207579[/C][/ROW]
[ROW][C]20[/C][C]0.016245[/C][C]0.1102[/C][C]0.456373[/C][/ROW]
[ROW][C]21[/C][C]0.200605[/C][C]1.3606[/C][C]0.09014[/C][/ROW]
[ROW][C]22[/C][C]0.04447[/C][C]0.3016[/C][C]0.382155[/C][/ROW]
[ROW][C]23[/C][C]-0.069959[/C][C]-0.4745[/C][C]0.3187[/C][/ROW]
[ROW][C]24[/C][C]-0.186719[/C][C]-1.2664[/C][C]0.105875[/C][/ROW]
[ROW][C]25[/C][C]-0.030484[/C][C]-0.2068[/C][C]0.418557[/C][/ROW]
[ROW][C]26[/C][C]0.114247[/C][C]0.7749[/C][C]0.221194[/C][/ROW]
[ROW][C]27[/C][C]0.097877[/C][C]0.6638[/C][C]0.255054[/C][/ROW]
[ROW][C]28[/C][C]0.048973[/C][C]0.3322[/C][C]0.370641[/C][/ROW]
[ROW][C]29[/C][C]-0.036975[/C][C]-0.2508[/C][C]0.401551[/C][/ROW]
[ROW][C]30[/C][C]-0.191185[/C][C]-1.2967[/C][C]0.100604[/C][/ROW]
[ROW][C]31[/C][C]-0.007484[/C][C]-0.0508[/C][C]0.47987[/C][/ROW]
[ROW][C]32[/C][C]0.0251[/C][C]0.1702[/C][C]0.432785[/C][/ROW]
[ROW][C]33[/C][C]0.062651[/C][C]0.4249[/C][C]0.336439[/C][/ROW]
[ROW][C]34[/C][C]0.05596[/C][C]0.3795[/C][C]0.353017[/C][/ROW]
[ROW][C]35[/C][C]-0.006677[/C][C]-0.0453[/C][C]0.482037[/C][/ROW]
[ROW][C]36[/C][C]0.035079[/C][C]0.2379[/C][C]0.4065[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62423&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62423&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	0.212131	1.4387	0.078497
2	-0.221712	-1.5037	0.069744
3	-0.429031	-2.9098	0.002778
4	-0.421988	-2.8621	0.003158
5	-0.044347	-0.3008	0.382469
6	0.179692	1.2187	0.114579
7	0.356958	2.421	0.009741
8	0.245367	1.6642	0.05144
9	-0.111752	-0.7579	0.226177
10	-0.116719	-0.7916	0.216321
11	-0.112261	-0.7614	0.225155
12	-0.235507	-1.5973	0.058525
13	-0.030066	-0.2039	0.41966
14	0.179988	1.2207	0.114203
15	0.196254	1.3311	0.094865
16	0.009307	0.0631	0.474971
17	-0.070307	-0.4768	0.317865
18	-0.049024	-0.3325	0.370512
19	-0.121239	-0.8223	0.207579
20	0.016245	0.1102	0.456373
21	0.200605	1.3606	0.09014
22	0.04447	0.3016	0.382155
23	-0.069959	-0.4745	0.3187
24	-0.186719	-1.2664	0.105875
25	-0.030484	-0.2068	0.418557
26	0.114247	0.7749	0.221194
27	0.097877	0.6638	0.255054
28	0.048973	0.3322	0.370641
29	-0.036975	-0.2508	0.401551
30	-0.191185	-1.2967	0.100604
31	-0.007484	-0.0508	0.47987
32	0.0251	0.1702	0.432785
33	0.062651	0.4249	0.336439
34	0.05596	0.3795	0.353017
35	-0.006677	-0.0453	0.482037
36	0.035079	0.2379	0.4065

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.212131	1.4387	0.078497
2	-0.279279	-1.8942	0.032251
3	-0.351636	-2.3849	0.01063
4	-0.406747	-2.7587	0.00415
5	-0.184249	-1.2496	0.108877
6	-0.231873	-1.5726	0.061328
7	-0.022306	-0.1513	0.440205
8	-0.007924	-0.0537	0.478687
9	-0.138965	-0.9425	0.175429
10	0.140682	0.9541	0.172498
11	0.165576	1.123	0.133634
12	-0.180102	-1.2215	0.114058
13	-0.041252	-0.2798	0.390449
14	0.109557	0.7431	0.230614
15	-0.021401	-0.1452	0.442613
16	-0.205106	-1.3911	0.085445
17	-0.032901	-0.2231	0.412205
18	-0.005792	-0.0393	0.484416
19	-0.123225	-0.8357	0.203808
20	0.090117	0.6112	0.272037
21	0.21837	1.4811	0.072704
22	-0.023463	-0.1591	0.43713
23	0.112228	0.7612	0.22522
24	-0.040217	-0.2728	0.393128
25	-0.035708	-0.2422	0.404856
26	0.096606	0.6552	0.257798
27	0.080215	0.544	0.29452
28	-0.244832	-1.6605	0.051805
29	-0.042308	-0.2869	0.387722
30	-0.038263	-0.2595	0.398198
31	-0.005181	-0.0351	0.486059
32	-0.144162	-0.9778	0.166656
33	0.070172	0.4759	0.318188
34	-0.027831	-0.1888	0.425556
35	-0.028768	-0.1951	0.423083
36	0.064105	0.4348	0.332876

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.212131 & 1.4387 & 0.078497 \tabularnewline
2 & -0.279279 & -1.8942 & 0.032251 \tabularnewline
3 & -0.351636 & -2.3849 & 0.01063 \tabularnewline
4 & -0.406747 & -2.7587 & 0.00415 \tabularnewline
5 & -0.184249 & -1.2496 & 0.108877 \tabularnewline
6 & -0.231873 & -1.5726 & 0.061328 \tabularnewline
7 & -0.022306 & -0.1513 & 0.440205 \tabularnewline
8 & -0.007924 & -0.0537 & 0.478687 \tabularnewline
9 & -0.138965 & -0.9425 & 0.175429 \tabularnewline
10 & 0.140682 & 0.9541 & 0.172498 \tabularnewline
11 & 0.165576 & 1.123 & 0.133634 \tabularnewline
12 & -0.180102 & -1.2215 & 0.114058 \tabularnewline
13 & -0.041252 & -0.2798 & 0.390449 \tabularnewline
14 & 0.109557 & 0.7431 & 0.230614 \tabularnewline
15 & -0.021401 & -0.1452 & 0.442613 \tabularnewline
16 & -0.205106 & -1.3911 & 0.085445 \tabularnewline
17 & -0.032901 & -0.2231 & 0.412205 \tabularnewline
18 & -0.005792 & -0.0393 & 0.484416 \tabularnewline
19 & -0.123225 & -0.8357 & 0.203808 \tabularnewline
20 & 0.090117 & 0.6112 & 0.272037 \tabularnewline
21 & 0.21837 & 1.4811 & 0.072704 \tabularnewline
22 & -0.023463 & -0.1591 & 0.43713 \tabularnewline
23 & 0.112228 & 0.7612 & 0.22522 \tabularnewline
24 & -0.040217 & -0.2728 & 0.393128 \tabularnewline
25 & -0.035708 & -0.2422 & 0.404856 \tabularnewline
26 & 0.096606 & 0.6552 & 0.257798 \tabularnewline
27 & 0.080215 & 0.544 & 0.29452 \tabularnewline
28 & -0.244832 & -1.6605 & 0.051805 \tabularnewline
29 & -0.042308 & -0.2869 & 0.387722 \tabularnewline
30 & -0.038263 & -0.2595 & 0.398198 \tabularnewline
31 & -0.005181 & -0.0351 & 0.486059 \tabularnewline
32 & -0.144162 & -0.9778 & 0.166656 \tabularnewline
33 & 0.070172 & 0.4759 & 0.318188 \tabularnewline
34 & -0.027831 & -0.1888 & 0.425556 \tabularnewline
35 & -0.028768 & -0.1951 & 0.423083 \tabularnewline
36 & 0.064105 & 0.4348 & 0.332876 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62423&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]0.212131[/C][C]1.4387[/C][C]0.078497[/C][/ROW]
[ROW][C]2[/C][C]-0.279279[/C][C]-1.8942[/C][C]0.032251[/C][/ROW]
[ROW][C]3[/C][C]-0.351636[/C][C]-2.3849[/C][C]0.01063[/C][/ROW]
[ROW][C]4[/C][C]-0.406747[/C][C]-2.7587[/C][C]0.00415[/C][/ROW]
[ROW][C]5[/C][C]-0.184249[/C][C]-1.2496[/C][C]0.108877[/C][/ROW]
[ROW][C]6[/C][C]-0.231873[/C][C]-1.5726[/C][C]0.061328[/C][/ROW]
[ROW][C]7[/C][C]-0.022306[/C][C]-0.1513[/C][C]0.440205[/C][/ROW]
[ROW][C]8[/C][C]-0.007924[/C][C]-0.0537[/C][C]0.478687[/C][/ROW]
[ROW][C]9[/C][C]-0.138965[/C][C]-0.9425[/C][C]0.175429[/C][/ROW]
[ROW][C]10[/C][C]0.140682[/C][C]0.9541[/C][C]0.172498[/C][/ROW]
[ROW][C]11[/C][C]0.165576[/C][C]1.123[/C][C]0.133634[/C][/ROW]
[ROW][C]12[/C][C]-0.180102[/C][C]-1.2215[/C][C]0.114058[/C][/ROW]
[ROW][C]13[/C][C]-0.041252[/C][C]-0.2798[/C][C]0.390449[/C][/ROW]
[ROW][C]14[/C][C]0.109557[/C][C]0.7431[/C][C]0.230614[/C][/ROW]
[ROW][C]15[/C][C]-0.021401[/C][C]-0.1452[/C][C]0.442613[/C][/ROW]
[ROW][C]16[/C][C]-0.205106[/C][C]-1.3911[/C][C]0.085445[/C][/ROW]
[ROW][C]17[/C][C]-0.032901[/C][C]-0.2231[/C][C]0.412205[/C][/ROW]
[ROW][C]18[/C][C]-0.005792[/C][C]-0.0393[/C][C]0.484416[/C][/ROW]
[ROW][C]19[/C][C]-0.123225[/C][C]-0.8357[/C][C]0.203808[/C][/ROW]
[ROW][C]20[/C][C]0.090117[/C][C]0.6112[/C][C]0.272037[/C][/ROW]
[ROW][C]21[/C][C]0.21837[/C][C]1.4811[/C][C]0.072704[/C][/ROW]
[ROW][C]22[/C][C]-0.023463[/C][C]-0.1591[/C][C]0.43713[/C][/ROW]
[ROW][C]23[/C][C]0.112228[/C][C]0.7612[/C][C]0.22522[/C][/ROW]
[ROW][C]24[/C][C]-0.040217[/C][C]-0.2728[/C][C]0.393128[/C][/ROW]
[ROW][C]25[/C][C]-0.035708[/C][C]-0.2422[/C][C]0.404856[/C][/ROW]
[ROW][C]26[/C][C]0.096606[/C][C]0.6552[/C][C]0.257798[/C][/ROW]
[ROW][C]27[/C][C]0.080215[/C][C]0.544[/C][C]0.29452[/C][/ROW]
[ROW][C]28[/C][C]-0.244832[/C][C]-1.6605[/C][C]0.051805[/C][/ROW]
[ROW][C]29[/C][C]-0.042308[/C][C]-0.2869[/C][C]0.387722[/C][/ROW]
[ROW][C]30[/C][C]-0.038263[/C][C]-0.2595[/C][C]0.398198[/C][/ROW]
[ROW][C]31[/C][C]-0.005181[/C][C]-0.0351[/C][C]0.486059[/C][/ROW]
[ROW][C]32[/C][C]-0.144162[/C][C]-0.9778[/C][C]0.166656[/C][/ROW]
[ROW][C]33[/C][C]0.070172[/C][C]0.4759[/C][C]0.318188[/C][/ROW]
[ROW][C]34[/C][C]-0.027831[/C][C]-0.1888[/C][C]0.425556[/C][/ROW]
[ROW][C]35[/C][C]-0.028768[/C][C]-0.1951[/C][C]0.423083[/C][/ROW]
[ROW][C]36[/C][C]0.064105[/C][C]0.4348[/C][C]0.332876[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62423&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62423&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	0.212131	1.4387	0.078497
2	-0.279279	-1.8942	0.032251
3	-0.351636	-2.3849	0.01063
4	-0.406747	-2.7587	0.00415
5	-0.184249	-1.2496	0.108877
6	-0.231873	-1.5726	0.061328
7	-0.022306	-0.1513	0.440205
8	-0.007924	-0.0537	0.478687
9	-0.138965	-0.9425	0.175429
10	0.140682	0.9541	0.172498
11	0.165576	1.123	0.133634
12	-0.180102	-1.2215	0.114058
13	-0.041252	-0.2798	0.390449
14	0.109557	0.7431	0.230614
15	-0.021401	-0.1452	0.442613
16	-0.205106	-1.3911	0.085445
17	-0.032901	-0.2231	0.412205
18	-0.005792	-0.0393	0.484416
19	-0.123225	-0.8357	0.203808
20	0.090117	0.6112	0.272037
21	0.21837	1.4811	0.072704
22	-0.023463	-0.1591	0.43713
23	0.112228	0.7612	0.22522
24	-0.040217	-0.2728	0.393128
25	-0.035708	-0.2422	0.404856
26	0.096606	0.6552	0.257798
27	0.080215	0.544	0.29452
28	-0.244832	-1.6605	0.051805
29	-0.042308	-0.2869	0.387722
30	-0.038263	-0.2595	0.398198
31	-0.005181	-0.0351	0.486059
32	-0.144162	-0.9778	0.166656
33	0.070172	0.4759	0.318188
34	-0.027831	-0.1888	0.425556
35	-0.028768	-0.1951	0.423083
36	0.064105	0.4348	0.332876

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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