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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 10:24:03 -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/t12597747076idk2bjs95x0ggv.htm/, Retrieved Sun, 28 Apr 2024 00:35:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62460, Retrieved Sun, 28 Apr 2024 00:35:25 +0000

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User-defined keywords

Estimated Impact

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 12:26:39] [b98453cac15ba1066b407e146608df68]
F   PD        [(Partial) Autocorrelation Function] [workshop 8.2] [2009-11-25 20:32:59] [35f0fff14d789f48983afb62e692bd0d]
-   PD            [(Partial) Autocorrelation Function] [ws8-1] [2009-12-02 17:24:03] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

Boxplots

8.9
8.9
8.6
8.3
8.3
8.3
8.4
8.5
8.4
8.6
8.5
8.5
8.4
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.6
8.4
8.1
8.0
8.0
8.0
8.0
7.9
7.8
7.8
7.9
8.1
8.0
7.6
7.3
7.0
6.8
7.0
7.1
7.2
7.1
6.9
6.7
6.7
6.6
6.9
7.3
7.5
7.3
7.1
6.9
7.1
7.5
7.7
7.8
7.8
7.7
7.8
7.8
7.9

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62460&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]2 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=62460&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62460&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.04893	-0.3758	0.354194
2	-0.113894	-0.8748	0.192606
3	-0.324267	-2.4907	0.007791
4	-0.297331	-2.2838	0.012998
5	-0.054067	-0.4153	0.339716
6	0.281006	2.1584	0.017486
7	0.064402	0.4947	0.311332
8	0.248659	1.91	0.0305
9	-0.048575	-0.3731	0.3552
10	-0.178227	-1.369	0.088096
11	-0.145885	-1.1206	0.133507
12	0.059355	0.4559	0.325064
13	-0.146346	-1.1241	0.132761
14	0.199722	1.5341	0.065176
15	0.167651	1.2878	0.10143
16	-0.03246	-0.2493	0.401985
17	-0.032279	-0.2479	0.402522
18	-0.15121	-1.1615	0.125065
19	-0.151303	-1.1622	0.124921
20	0.151334	1.1624	0.124873
21	0.091593	0.7035	0.242244
22	0.048161	0.3699	0.35638
23	0.059521	0.4572	0.324607
24	-0.210593	-1.6176	0.055543
25	-0.048417	-0.3719	0.35565
26	0.130068	0.9991	0.160921
27	0.075641	0.581	0.281724
28	-0.03816	-0.2931	0.385233
29	0.005269	0.0405	0.483926
30	-0.248626	-1.9097	0.030516
31	0.124562	0.9568	0.171291
32	0.037792	0.2903	0.386309
33	0.064453	0.4951	0.311194
34	0.069949	0.5373	0.296544
35	0.015888	0.122	0.45164
36	-0.221789	-1.7036	0.046859

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.04893 & -0.3758 & 0.354194 \tabularnewline
2 & -0.113894 & -0.8748 & 0.192606 \tabularnewline
3 & -0.324267 & -2.4907 & 0.007791 \tabularnewline
4 & -0.297331 & -2.2838 & 0.012998 \tabularnewline
5 & -0.054067 & -0.4153 & 0.339716 \tabularnewline
6 & 0.281006 & 2.1584 & 0.017486 \tabularnewline
7 & 0.064402 & 0.4947 & 0.311332 \tabularnewline
8 & 0.248659 & 1.91 & 0.0305 \tabularnewline
9 & -0.048575 & -0.3731 & 0.3552 \tabularnewline
10 & -0.178227 & -1.369 & 0.088096 \tabularnewline
11 & -0.145885 & -1.1206 & 0.133507 \tabularnewline
12 & 0.059355 & 0.4559 & 0.325064 \tabularnewline
13 & -0.146346 & -1.1241 & 0.132761 \tabularnewline
14 & 0.199722 & 1.5341 & 0.065176 \tabularnewline
15 & 0.167651 & 1.2878 & 0.10143 \tabularnewline
16 & -0.03246 & -0.2493 & 0.401985 \tabularnewline
17 & -0.032279 & -0.2479 & 0.402522 \tabularnewline
18 & -0.15121 & -1.1615 & 0.125065 \tabularnewline
19 & -0.151303 & -1.1622 & 0.124921 \tabularnewline
20 & 0.151334 & 1.1624 & 0.124873 \tabularnewline
21 & 0.091593 & 0.7035 & 0.242244 \tabularnewline
22 & 0.048161 & 0.3699 & 0.35638 \tabularnewline
23 & 0.059521 & 0.4572 & 0.324607 \tabularnewline
24 & -0.210593 & -1.6176 & 0.055543 \tabularnewline
25 & -0.048417 & -0.3719 & 0.35565 \tabularnewline
26 & 0.130068 & 0.9991 & 0.160921 \tabularnewline
27 & 0.075641 & 0.581 & 0.281724 \tabularnewline
28 & -0.03816 & -0.2931 & 0.385233 \tabularnewline
29 & 0.005269 & 0.0405 & 0.483926 \tabularnewline
30 & -0.248626 & -1.9097 & 0.030516 \tabularnewline
31 & 0.124562 & 0.9568 & 0.171291 \tabularnewline
32 & 0.037792 & 0.2903 & 0.386309 \tabularnewline
33 & 0.064453 & 0.4951 & 0.311194 \tabularnewline
34 & 0.069949 & 0.5373 & 0.296544 \tabularnewline
35 & 0.015888 & 0.122 & 0.45164 \tabularnewline
36 & -0.221789 & -1.7036 & 0.046859 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62460&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]-0.04893[/C][C]-0.3758[/C][C]0.354194[/C][/ROW]
[ROW][C]2[/C][C]-0.113894[/C][C]-0.8748[/C][C]0.192606[/C][/ROW]
[ROW][C]3[/C][C]-0.324267[/C][C]-2.4907[/C][C]0.007791[/C][/ROW]
[ROW][C]4[/C][C]-0.297331[/C][C]-2.2838[/C][C]0.012998[/C][/ROW]
[ROW][C]5[/C][C]-0.054067[/C][C]-0.4153[/C][C]0.339716[/C][/ROW]
[ROW][C]6[/C][C]0.281006[/C][C]2.1584[/C][C]0.017486[/C][/ROW]
[ROW][C]7[/C][C]0.064402[/C][C]0.4947[/C][C]0.311332[/C][/ROW]
[ROW][C]8[/C][C]0.248659[/C][C]1.91[/C][C]0.0305[/C][/ROW]
[ROW][C]9[/C][C]-0.048575[/C][C]-0.3731[/C][C]0.3552[/C][/ROW]
[ROW][C]10[/C][C]-0.178227[/C][C]-1.369[/C][C]0.088096[/C][/ROW]
[ROW][C]11[/C][C]-0.145885[/C][C]-1.1206[/C][C]0.133507[/C][/ROW]
[ROW][C]12[/C][C]0.059355[/C][C]0.4559[/C][C]0.325064[/C][/ROW]
[ROW][C]13[/C][C]-0.146346[/C][C]-1.1241[/C][C]0.132761[/C][/ROW]
[ROW][C]14[/C][C]0.199722[/C][C]1.5341[/C][C]0.065176[/C][/ROW]
[ROW][C]15[/C][C]0.167651[/C][C]1.2878[/C][C]0.10143[/C][/ROW]
[ROW][C]16[/C][C]-0.03246[/C][C]-0.2493[/C][C]0.401985[/C][/ROW]
[ROW][C]17[/C][C]-0.032279[/C][C]-0.2479[/C][C]0.402522[/C][/ROW]
[ROW][C]18[/C][C]-0.15121[/C][C]-1.1615[/C][C]0.125065[/C][/ROW]
[ROW][C]19[/C][C]-0.151303[/C][C]-1.1622[/C][C]0.124921[/C][/ROW]
[ROW][C]20[/C][C]0.151334[/C][C]1.1624[/C][C]0.124873[/C][/ROW]
[ROW][C]21[/C][C]0.091593[/C][C]0.7035[/C][C]0.242244[/C][/ROW]
[ROW][C]22[/C][C]0.048161[/C][C]0.3699[/C][C]0.35638[/C][/ROW]
[ROW][C]23[/C][C]0.059521[/C][C]0.4572[/C][C]0.324607[/C][/ROW]
[ROW][C]24[/C][C]-0.210593[/C][C]-1.6176[/C][C]0.055543[/C][/ROW]
[ROW][C]25[/C][C]-0.048417[/C][C]-0.3719[/C][C]0.35565[/C][/ROW]
[ROW][C]26[/C][C]0.130068[/C][C]0.9991[/C][C]0.160921[/C][/ROW]
[ROW][C]27[/C][C]0.075641[/C][C]0.581[/C][C]0.281724[/C][/ROW]
[ROW][C]28[/C][C]-0.03816[/C][C]-0.2931[/C][C]0.385233[/C][/ROW]
[ROW][C]29[/C][C]0.005269[/C][C]0.0405[/C][C]0.483926[/C][/ROW]
[ROW][C]30[/C][C]-0.248626[/C][C]-1.9097[/C][C]0.030516[/C][/ROW]
[ROW][C]31[/C][C]0.124562[/C][C]0.9568[/C][C]0.171291[/C][/ROW]
[ROW][C]32[/C][C]0.037792[/C][C]0.2903[/C][C]0.386309[/C][/ROW]
[ROW][C]33[/C][C]0.064453[/C][C]0.4951[/C][C]0.311194[/C][/ROW]
[ROW][C]34[/C][C]0.069949[/C][C]0.5373[/C][C]0.296544[/C][/ROW]
[ROW][C]35[/C][C]0.015888[/C][C]0.122[/C][C]0.45164[/C][/ROW]
[ROW][C]36[/C][C]-0.221789[/C][C]-1.7036[/C][C]0.046859[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62460&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62460&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	-0.04893	-0.3758	0.354194
2	-0.113894	-0.8748	0.192606
3	-0.324267	-2.4907	0.007791
4	-0.297331	-2.2838	0.012998
5	-0.054067	-0.4153	0.339716
6	0.281006	2.1584	0.017486
7	0.064402	0.4947	0.311332
8	0.248659	1.91	0.0305
9	-0.048575	-0.3731	0.3552
10	-0.178227	-1.369	0.088096
11	-0.145885	-1.1206	0.133507
12	0.059355	0.4559	0.325064
13	-0.146346	-1.1241	0.132761
14	0.199722	1.5341	0.065176
15	0.167651	1.2878	0.10143
16	-0.03246	-0.2493	0.401985
17	-0.032279	-0.2479	0.402522
18	-0.15121	-1.1615	0.125065
19	-0.151303	-1.1622	0.124921
20	0.151334	1.1624	0.124873
21	0.091593	0.7035	0.242244
22	0.048161	0.3699	0.35638
23	0.059521	0.4572	0.324607
24	-0.210593	-1.6176	0.055543
25	-0.048417	-0.3719	0.35565
26	0.130068	0.9991	0.160921
27	0.075641	0.581	0.281724
28	-0.03816	-0.2931	0.385233
29	0.005269	0.0405	0.483926
30	-0.248626	-1.9097	0.030516
31	0.124562	0.9568	0.171291
32	0.037792	0.2903	0.386309
33	0.064453	0.4951	0.311194
34	0.069949	0.5373	0.296544
35	0.015888	0.122	0.45164
36	-0.221789	-1.7036	0.046859

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.04893	-0.3758	0.354194
2	-0.116567	-0.8954	0.187115
3	-0.341642	-2.6242	0.00552
4	-0.414268	-3.182	0.001167
5	-0.347055	-2.6658	0.004947
6	-0.085538	-0.657	0.256858
7	-0.321185	-2.4671	0.008272
8	-0.044694	-0.3433	0.366295
9	-0.04925	-0.3783	0.353283
10	-0.108653	-0.8346	0.20366
11	-0.097687	-0.7504	0.228013
12	0.115539	0.8875	0.189214
13	-0.219967	-1.6896	0.048191
14	-0.091898	-0.7059	0.241519
15	0.158138	1.2147	0.114663
16	-0.048795	-0.3748	0.354577
17	-0.028596	-0.2196	0.413452
18	-0.036504	-0.2804	0.390077
19	-0.051729	-0.3973	0.346275
20	-0.029926	-0.2299	0.409497
21	0.057067	0.4383	0.33137
22	-0.011398	-0.0875	0.465266
23	-0.015778	-0.1212	0.451974
24	-0.181483	-1.394	0.084274
25	0.000634	0.0049	0.498066
26	0.104498	0.8027	0.212696
27	0.11776	0.9045	0.184696
28	0.005561	0.0427	0.483038
29	0.050339	0.3867	0.350199
30	-0.192409	-1.4779	0.072374
31	0.047859	0.3676	0.357238
32	-0.064979	-0.4991	0.309778
33	-0.085383	-0.6558	0.257239
34	-0.029149	-0.2239	0.411805
35	-0.009313	-0.0715	0.471606
36	-0.140193	-1.0768	0.142966

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.04893 & -0.3758 & 0.354194 \tabularnewline
2 & -0.116567 & -0.8954 & 0.187115 \tabularnewline
3 & -0.341642 & -2.6242 & 0.00552 \tabularnewline
4 & -0.414268 & -3.182 & 0.001167 \tabularnewline
5 & -0.347055 & -2.6658 & 0.004947 \tabularnewline
6 & -0.085538 & -0.657 & 0.256858 \tabularnewline
7 & -0.321185 & -2.4671 & 0.008272 \tabularnewline
8 & -0.044694 & -0.3433 & 0.366295 \tabularnewline
9 & -0.04925 & -0.3783 & 0.353283 \tabularnewline
10 & -0.108653 & -0.8346 & 0.20366 \tabularnewline
11 & -0.097687 & -0.7504 & 0.228013 \tabularnewline
12 & 0.115539 & 0.8875 & 0.189214 \tabularnewline
13 & -0.219967 & -1.6896 & 0.048191 \tabularnewline
14 & -0.091898 & -0.7059 & 0.241519 \tabularnewline
15 & 0.158138 & 1.2147 & 0.114663 \tabularnewline
16 & -0.048795 & -0.3748 & 0.354577 \tabularnewline
17 & -0.028596 & -0.2196 & 0.413452 \tabularnewline
18 & -0.036504 & -0.2804 & 0.390077 \tabularnewline
19 & -0.051729 & -0.3973 & 0.346275 \tabularnewline
20 & -0.029926 & -0.2299 & 0.409497 \tabularnewline
21 & 0.057067 & 0.4383 & 0.33137 \tabularnewline
22 & -0.011398 & -0.0875 & 0.465266 \tabularnewline
23 & -0.015778 & -0.1212 & 0.451974 \tabularnewline
24 & -0.181483 & -1.394 & 0.084274 \tabularnewline
25 & 0.000634 & 0.0049 & 0.498066 \tabularnewline
26 & 0.104498 & 0.8027 & 0.212696 \tabularnewline
27 & 0.11776 & 0.9045 & 0.184696 \tabularnewline
28 & 0.005561 & 0.0427 & 0.483038 \tabularnewline
29 & 0.050339 & 0.3867 & 0.350199 \tabularnewline
30 & -0.192409 & -1.4779 & 0.072374 \tabularnewline
31 & 0.047859 & 0.3676 & 0.357238 \tabularnewline
32 & -0.064979 & -0.4991 & 0.309778 \tabularnewline
33 & -0.085383 & -0.6558 & 0.257239 \tabularnewline
34 & -0.029149 & -0.2239 & 0.411805 \tabularnewline
35 & -0.009313 & -0.0715 & 0.471606 \tabularnewline
36 & -0.140193 & -1.0768 & 0.142966 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62460&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]-0.04893[/C][C]-0.3758[/C][C]0.354194[/C][/ROW]
[ROW][C]2[/C][C]-0.116567[/C][C]-0.8954[/C][C]0.187115[/C][/ROW]
[ROW][C]3[/C][C]-0.341642[/C][C]-2.6242[/C][C]0.00552[/C][/ROW]
[ROW][C]4[/C][C]-0.414268[/C][C]-3.182[/C][C]0.001167[/C][/ROW]
[ROW][C]5[/C][C]-0.347055[/C][C]-2.6658[/C][C]0.004947[/C][/ROW]
[ROW][C]6[/C][C]-0.085538[/C][C]-0.657[/C][C]0.256858[/C][/ROW]
[ROW][C]7[/C][C]-0.321185[/C][C]-2.4671[/C][C]0.008272[/C][/ROW]
[ROW][C]8[/C][C]-0.044694[/C][C]-0.3433[/C][C]0.366295[/C][/ROW]
[ROW][C]9[/C][C]-0.04925[/C][C]-0.3783[/C][C]0.353283[/C][/ROW]
[ROW][C]10[/C][C]-0.108653[/C][C]-0.8346[/C][C]0.20366[/C][/ROW]
[ROW][C]11[/C][C]-0.097687[/C][C]-0.7504[/C][C]0.228013[/C][/ROW]
[ROW][C]12[/C][C]0.115539[/C][C]0.8875[/C][C]0.189214[/C][/ROW]
[ROW][C]13[/C][C]-0.219967[/C][C]-1.6896[/C][C]0.048191[/C][/ROW]
[ROW][C]14[/C][C]-0.091898[/C][C]-0.7059[/C][C]0.241519[/C][/ROW]
[ROW][C]15[/C][C]0.158138[/C][C]1.2147[/C][C]0.114663[/C][/ROW]
[ROW][C]16[/C][C]-0.048795[/C][C]-0.3748[/C][C]0.354577[/C][/ROW]
[ROW][C]17[/C][C]-0.028596[/C][C]-0.2196[/C][C]0.413452[/C][/ROW]
[ROW][C]18[/C][C]-0.036504[/C][C]-0.2804[/C][C]0.390077[/C][/ROW]
[ROW][C]19[/C][C]-0.051729[/C][C]-0.3973[/C][C]0.346275[/C][/ROW]
[ROW][C]20[/C][C]-0.029926[/C][C]-0.2299[/C][C]0.409497[/C][/ROW]
[ROW][C]21[/C][C]0.057067[/C][C]0.4383[/C][C]0.33137[/C][/ROW]
[ROW][C]22[/C][C]-0.011398[/C][C]-0.0875[/C][C]0.465266[/C][/ROW]
[ROW][C]23[/C][C]-0.015778[/C][C]-0.1212[/C][C]0.451974[/C][/ROW]
[ROW][C]24[/C][C]-0.181483[/C][C]-1.394[/C][C]0.084274[/C][/ROW]
[ROW][C]25[/C][C]0.000634[/C][C]0.0049[/C][C]0.498066[/C][/ROW]
[ROW][C]26[/C][C]0.104498[/C][C]0.8027[/C][C]0.212696[/C][/ROW]
[ROW][C]27[/C][C]0.11776[/C][C]0.9045[/C][C]0.184696[/C][/ROW]
[ROW][C]28[/C][C]0.005561[/C][C]0.0427[/C][C]0.483038[/C][/ROW]
[ROW][C]29[/C][C]0.050339[/C][C]0.3867[/C][C]0.350199[/C][/ROW]
[ROW][C]30[/C][C]-0.192409[/C][C]-1.4779[/C][C]0.072374[/C][/ROW]
[ROW][C]31[/C][C]0.047859[/C][C]0.3676[/C][C]0.357238[/C][/ROW]
[ROW][C]32[/C][C]-0.064979[/C][C]-0.4991[/C][C]0.309778[/C][/ROW]
[ROW][C]33[/C][C]-0.085383[/C][C]-0.6558[/C][C]0.257239[/C][/ROW]
[ROW][C]34[/C][C]-0.029149[/C][C]-0.2239[/C][C]0.411805[/C][/ROW]
[ROW][C]35[/C][C]-0.009313[/C][C]-0.0715[/C][C]0.471606[/C][/ROW]
[ROW][C]36[/C][C]-0.140193[/C][C]-1.0768[/C][C]0.142966[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62460&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62460&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	-0.04893	-0.3758	0.354194
2	-0.116567	-0.8954	0.187115
3	-0.341642	-2.6242	0.00552
4	-0.414268	-3.182	0.001167
5	-0.347055	-2.6658	0.004947
6	-0.085538	-0.657	0.256858
7	-0.321185	-2.4671	0.008272
8	-0.044694	-0.3433	0.366295
9	-0.04925	-0.3783	0.353283
10	-0.108653	-0.8346	0.20366
11	-0.097687	-0.7504	0.228013
12	0.115539	0.8875	0.189214
13	-0.219967	-1.6896	0.048191
14	-0.091898	-0.7059	0.241519
15	0.158138	1.2147	0.114663
16	-0.048795	-0.3748	0.354577
17	-0.028596	-0.2196	0.413452
18	-0.036504	-0.2804	0.390077
19	-0.051729	-0.3973	0.346275
20	-0.029926	-0.2299	0.409497
21	0.057067	0.4383	0.33137
22	-0.011398	-0.0875	0.465266
23	-0.015778	-0.1212	0.451974
24	-0.181483	-1.394	0.084274
25	0.000634	0.0049	0.498066
26	0.104498	0.8027	0.212696
27	0.11776	0.9045	0.184696
28	0.005561	0.0427	0.483038
29	0.050339	0.3867	0.350199
30	-0.192409	-1.4779	0.072374
31	0.047859	0.3676	0.357238
32	-0.064979	-0.4991	0.309778
33	-0.085383	-0.6558	0.257239
34	-0.029149	-0.2239	0.411805
35	-0.009313	-0.0715	0.471606
36	-0.140193	-1.0768	0.142966

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