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 10:27:53 -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/t125977494983foxozxi2s3xda.htm/, Retrieved Sat, 27 Apr 2024 20:06:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62466, Retrieved Sat, 27 Apr 2024 20:06:25 +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

d= 0 , D=0

Estimated Impact

143

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]
-    D      [(Partial) Autocorrelation Function] [Workshop 9: Autoc...] [2009-12-02 17:27:53] [63d6214c2814604a6f6cfa44dba5912e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7.0
7.1
7.2
7.1
6.9
7.0
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8.0
8.1

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=62466&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=62466&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62466&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	0.84089	6.5135	0
2	0.597075	4.6249	1e-05
3	0.42092	3.2604	0.000918
4	0.375908	2.9118	0.00252
5	0.41482	3.2132	0.001057
6	0.430955	3.3382	0.000726
7	0.347676	2.6931	0.004582
8	0.218634	1.6935	0.04777
9	0.135666	1.0509	0.148767
10	0.151594	1.1742	0.122469
11	0.211546	1.6386	0.053262
12	0.241872	1.8735	0.032934
13	0.179062	1.387	0.085285
14	0.083175	0.6443	0.260927
15	0.016059	0.1244	0.450711
16	-0.041225	-0.3193	0.375293
17	-0.088521	-0.6857	0.247778
18	-0.126503	-0.9799	0.165537
19	-0.173073	-1.3406	0.092549
20	-0.222755	-1.7255	0.044796
21	-0.26053	-2.0181	0.024032
22	-0.289199	-2.2401	0.014399
23	-0.308606	-2.3905	0.009992
24	-0.304457	-2.3583	0.010817
25	-0.297506	-2.3045	0.012337
26	-0.262848	-2.036	0.023086
27	-0.223312	-1.7298	0.044406
28	-0.231382	-1.7923	0.039065
29	-0.277511	-2.1496	0.017815
30	-0.325377	-2.5204	0.007201
31	-0.3569	-2.7645	0.003781
32	-0.366449	-2.8385	0.003088
33	-0.3286	-2.5453	0.006753
34	-0.259878	-2.013	0.024304
35	-0.206541	-1.5999	0.057441
36	-0.16768	-1.2988	0.099483

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84089 & 6.5135 & 0 \tabularnewline
2 & 0.597075 & 4.6249 & 1e-05 \tabularnewline
3 & 0.42092 & 3.2604 & 0.000918 \tabularnewline
4 & 0.375908 & 2.9118 & 0.00252 \tabularnewline
5 & 0.41482 & 3.2132 & 0.001057 \tabularnewline
6 & 0.430955 & 3.3382 & 0.000726 \tabularnewline
7 & 0.347676 & 2.6931 & 0.004582 \tabularnewline
8 & 0.218634 & 1.6935 & 0.04777 \tabularnewline
9 & 0.135666 & 1.0509 & 0.148767 \tabularnewline
10 & 0.151594 & 1.1742 & 0.122469 \tabularnewline
11 & 0.211546 & 1.6386 & 0.053262 \tabularnewline
12 & 0.241872 & 1.8735 & 0.032934 \tabularnewline
13 & 0.179062 & 1.387 & 0.085285 \tabularnewline
14 & 0.083175 & 0.6443 & 0.260927 \tabularnewline
15 & 0.016059 & 0.1244 & 0.450711 \tabularnewline
16 & -0.041225 & -0.3193 & 0.375293 \tabularnewline
17 & -0.088521 & -0.6857 & 0.247778 \tabularnewline
18 & -0.126503 & -0.9799 & 0.165537 \tabularnewline
19 & -0.173073 & -1.3406 & 0.092549 \tabularnewline
20 & -0.222755 & -1.7255 & 0.044796 \tabularnewline
21 & -0.26053 & -2.0181 & 0.024032 \tabularnewline
22 & -0.289199 & -2.2401 & 0.014399 \tabularnewline
23 & -0.308606 & -2.3905 & 0.009992 \tabularnewline
24 & -0.304457 & -2.3583 & 0.010817 \tabularnewline
25 & -0.297506 & -2.3045 & 0.012337 \tabularnewline
26 & -0.262848 & -2.036 & 0.023086 \tabularnewline
27 & -0.223312 & -1.7298 & 0.044406 \tabularnewline
28 & -0.231382 & -1.7923 & 0.039065 \tabularnewline
29 & -0.277511 & -2.1496 & 0.017815 \tabularnewline
30 & -0.325377 & -2.5204 & 0.007201 \tabularnewline
31 & -0.3569 & -2.7645 & 0.003781 \tabularnewline
32 & -0.366449 & -2.8385 & 0.003088 \tabularnewline
33 & -0.3286 & -2.5453 & 0.006753 \tabularnewline
34 & -0.259878 & -2.013 & 0.024304 \tabularnewline
35 & -0.206541 & -1.5999 & 0.057441 \tabularnewline
36 & -0.16768 & -1.2988 & 0.099483 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62466&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]0.84089[/C][C]6.5135[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.597075[/C][C]4.6249[/C][C]1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.42092[/C][C]3.2604[/C][C]0.000918[/C][/ROW]
[ROW][C]4[/C][C]0.375908[/C][C]2.9118[/C][C]0.00252[/C][/ROW]
[ROW][C]5[/C][C]0.41482[/C][C]3.2132[/C][C]0.001057[/C][/ROW]
[ROW][C]6[/C][C]0.430955[/C][C]3.3382[/C][C]0.000726[/C][/ROW]
[ROW][C]7[/C][C]0.347676[/C][C]2.6931[/C][C]0.004582[/C][/ROW]
[ROW][C]8[/C][C]0.218634[/C][C]1.6935[/C][C]0.04777[/C][/ROW]
[ROW][C]9[/C][C]0.135666[/C][C]1.0509[/C][C]0.148767[/C][/ROW]
[ROW][C]10[/C][C]0.151594[/C][C]1.1742[/C][C]0.122469[/C][/ROW]
[ROW][C]11[/C][C]0.211546[/C][C]1.6386[/C][C]0.053262[/C][/ROW]
[ROW][C]12[/C][C]0.241872[/C][C]1.8735[/C][C]0.032934[/C][/ROW]
[ROW][C]13[/C][C]0.179062[/C][C]1.387[/C][C]0.085285[/C][/ROW]
[ROW][C]14[/C][C]0.083175[/C][C]0.6443[/C][C]0.260927[/C][/ROW]
[ROW][C]15[/C][C]0.016059[/C][C]0.1244[/C][C]0.450711[/C][/ROW]
[ROW][C]16[/C][C]-0.041225[/C][C]-0.3193[/C][C]0.375293[/C][/ROW]
[ROW][C]17[/C][C]-0.088521[/C][C]-0.6857[/C][C]0.247778[/C][/ROW]
[ROW][C]18[/C][C]-0.126503[/C][C]-0.9799[/C][C]0.165537[/C][/ROW]
[ROW][C]19[/C][C]-0.173073[/C][C]-1.3406[/C][C]0.092549[/C][/ROW]
[ROW][C]20[/C][C]-0.222755[/C][C]-1.7255[/C][C]0.044796[/C][/ROW]
[ROW][C]21[/C][C]-0.26053[/C][C]-2.0181[/C][C]0.024032[/C][/ROW]
[ROW][C]22[/C][C]-0.289199[/C][C]-2.2401[/C][C]0.014399[/C][/ROW]
[ROW][C]23[/C][C]-0.308606[/C][C]-2.3905[/C][C]0.009992[/C][/ROW]
[ROW][C]24[/C][C]-0.304457[/C][C]-2.3583[/C][C]0.010817[/C][/ROW]
[ROW][C]25[/C][C]-0.297506[/C][C]-2.3045[/C][C]0.012337[/C][/ROW]
[ROW][C]26[/C][C]-0.262848[/C][C]-2.036[/C][C]0.023086[/C][/ROW]
[ROW][C]27[/C][C]-0.223312[/C][C]-1.7298[/C][C]0.044406[/C][/ROW]
[ROW][C]28[/C][C]-0.231382[/C][C]-1.7923[/C][C]0.039065[/C][/ROW]
[ROW][C]29[/C][C]-0.277511[/C][C]-2.1496[/C][C]0.017815[/C][/ROW]
[ROW][C]30[/C][C]-0.325377[/C][C]-2.5204[/C][C]0.007201[/C][/ROW]
[ROW][C]31[/C][C]-0.3569[/C][C]-2.7645[/C][C]0.003781[/C][/ROW]
[ROW][C]32[/C][C]-0.366449[/C][C]-2.8385[/C][C]0.003088[/C][/ROW]
[ROW][C]33[/C][C]-0.3286[/C][C]-2.5453[/C][C]0.006753[/C][/ROW]
[ROW][C]34[/C][C]-0.259878[/C][C]-2.013[/C][C]0.024304[/C][/ROW]
[ROW][C]35[/C][C]-0.206541[/C][C]-1.5999[/C][C]0.057441[/C][/ROW]
[ROW][C]36[/C][C]-0.16768[/C][C]-1.2988[/C][C]0.099483[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62466&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62466&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	0.84089	6.5135	0
2	0.597075	4.6249	1e-05
3	0.42092	3.2604	0.000918
4	0.375908	2.9118	0.00252
5	0.41482	3.2132	0.001057
6	0.430955	3.3382	0.000726
7	0.347676	2.6931	0.004582
8	0.218634	1.6935	0.04777
9	0.135666	1.0509	0.148767
10	0.151594	1.1742	0.122469
11	0.211546	1.6386	0.053262
12	0.241872	1.8735	0.032934
13	0.179062	1.387	0.085285
14	0.083175	0.6443	0.260927
15	0.016059	0.1244	0.450711
16	-0.041225	-0.3193	0.375293
17	-0.088521	-0.6857	0.247778
18	-0.126503	-0.9799	0.165537
19	-0.173073	-1.3406	0.092549
20	-0.222755	-1.7255	0.044796
21	-0.26053	-2.0181	0.024032
22	-0.289199	-2.2401	0.014399
23	-0.308606	-2.3905	0.009992
24	-0.304457	-2.3583	0.010817
25	-0.297506	-2.3045	0.012337
26	-0.262848	-2.036	0.023086
27	-0.223312	-1.7298	0.044406
28	-0.231382	-1.7923	0.039065
29	-0.277511	-2.1496	0.017815
30	-0.325377	-2.5204	0.007201
31	-0.3569	-2.7645	0.003781
32	-0.366449	-2.8385	0.003088
33	-0.3286	-2.5453	0.006753
34	-0.259878	-2.013	0.024304
35	-0.206541	-1.5999	0.057441
36	-0.16768	-1.2988	0.099483

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.84089	6.5135	0
2	-0.375618	-2.9095	0.002535
3	0.183286	1.4197	0.080431
4	0.233499	1.8087	0.037757
5	0.108219	0.8383	0.202606
6	-0.067251	-0.5209	0.302169
7	-0.176038	-1.3636	0.088897
8	0.014012	0.1085	0.456967
9	0.075454	0.5845	0.280551
10	0.111462	0.8634	0.195683
11	-0.027402	-0.2123	0.416313
12	-0.006708	-0.052	0.479367
13	-0.126419	-0.9792	0.165698
14	0.054957	0.4257	0.335927
15	-0.036769	-0.2848	0.388385
16	-0.271049	-2.0995	0.019992
17	-0.06467	-0.5009	0.309125
18	0.032359	0.2507	0.401469
19	-0.031154	-0.2413	0.405065
20	-0.095916	-0.743	0.230202
21	-0.070958	-0.5496	0.292304
22	-0.056718	-0.4393	0.330999
23	0.001359	0.0105	0.495817
24	0.037259	0.2886	0.386939
25	-0.099252	-0.7688	0.222513
26	0.129462	1.0028	0.159991
27	0.018179	0.1408	0.444243
28	-0.102127	-0.7911	0.216008
29	-0.06646	-0.5148	0.304294
30	-0.080696	-0.6251	0.267147
31	-0.04771	-0.3696	0.356507
32	-0.06856	-0.5311	0.298668
33	0.122591	0.9496	0.173066
34	0.10818	0.838	0.202689
35	0.020151	0.1561	0.438244
36	0.043678	0.3383	0.368149

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84089 & 6.5135 & 0 \tabularnewline
2 & -0.375618 & -2.9095 & 0.002535 \tabularnewline
3 & 0.183286 & 1.4197 & 0.080431 \tabularnewline
4 & 0.233499 & 1.8087 & 0.037757 \tabularnewline
5 & 0.108219 & 0.8383 & 0.202606 \tabularnewline
6 & -0.067251 & -0.5209 & 0.302169 \tabularnewline
7 & -0.176038 & -1.3636 & 0.088897 \tabularnewline
8 & 0.014012 & 0.1085 & 0.456967 \tabularnewline
9 & 0.075454 & 0.5845 & 0.280551 \tabularnewline
10 & 0.111462 & 0.8634 & 0.195683 \tabularnewline
11 & -0.027402 & -0.2123 & 0.416313 \tabularnewline
12 & -0.006708 & -0.052 & 0.479367 \tabularnewline
13 & -0.126419 & -0.9792 & 0.165698 \tabularnewline
14 & 0.054957 & 0.4257 & 0.335927 \tabularnewline
15 & -0.036769 & -0.2848 & 0.388385 \tabularnewline
16 & -0.271049 & -2.0995 & 0.019992 \tabularnewline
17 & -0.06467 & -0.5009 & 0.309125 \tabularnewline
18 & 0.032359 & 0.2507 & 0.401469 \tabularnewline
19 & -0.031154 & -0.2413 & 0.405065 \tabularnewline
20 & -0.095916 & -0.743 & 0.230202 \tabularnewline
21 & -0.070958 & -0.5496 & 0.292304 \tabularnewline
22 & -0.056718 & -0.4393 & 0.330999 \tabularnewline
23 & 0.001359 & 0.0105 & 0.495817 \tabularnewline
24 & 0.037259 & 0.2886 & 0.386939 \tabularnewline
25 & -0.099252 & -0.7688 & 0.222513 \tabularnewline
26 & 0.129462 & 1.0028 & 0.159991 \tabularnewline
27 & 0.018179 & 0.1408 & 0.444243 \tabularnewline
28 & -0.102127 & -0.7911 & 0.216008 \tabularnewline
29 & -0.06646 & -0.5148 & 0.304294 \tabularnewline
30 & -0.080696 & -0.6251 & 0.267147 \tabularnewline
31 & -0.04771 & -0.3696 & 0.356507 \tabularnewline
32 & -0.06856 & -0.5311 & 0.298668 \tabularnewline
33 & 0.122591 & 0.9496 & 0.173066 \tabularnewline
34 & 0.10818 & 0.838 & 0.202689 \tabularnewline
35 & 0.020151 & 0.1561 & 0.438244 \tabularnewline
36 & 0.043678 & 0.3383 & 0.368149 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62466&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]0.84089[/C][C]6.5135[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.375618[/C][C]-2.9095[/C][C]0.002535[/C][/ROW]
[ROW][C]3[/C][C]0.183286[/C][C]1.4197[/C][C]0.080431[/C][/ROW]
[ROW][C]4[/C][C]0.233499[/C][C]1.8087[/C][C]0.037757[/C][/ROW]
[ROW][C]5[/C][C]0.108219[/C][C]0.8383[/C][C]0.202606[/C][/ROW]
[ROW][C]6[/C][C]-0.067251[/C][C]-0.5209[/C][C]0.302169[/C][/ROW]
[ROW][C]7[/C][C]-0.176038[/C][C]-1.3636[/C][C]0.088897[/C][/ROW]
[ROW][C]8[/C][C]0.014012[/C][C]0.1085[/C][C]0.456967[/C][/ROW]
[ROW][C]9[/C][C]0.075454[/C][C]0.5845[/C][C]0.280551[/C][/ROW]
[ROW][C]10[/C][C]0.111462[/C][C]0.8634[/C][C]0.195683[/C][/ROW]
[ROW][C]11[/C][C]-0.027402[/C][C]-0.2123[/C][C]0.416313[/C][/ROW]
[ROW][C]12[/C][C]-0.006708[/C][C]-0.052[/C][C]0.479367[/C][/ROW]
[ROW][C]13[/C][C]-0.126419[/C][C]-0.9792[/C][C]0.165698[/C][/ROW]
[ROW][C]14[/C][C]0.054957[/C][C]0.4257[/C][C]0.335927[/C][/ROW]
[ROW][C]15[/C][C]-0.036769[/C][C]-0.2848[/C][C]0.388385[/C][/ROW]
[ROW][C]16[/C][C]-0.271049[/C][C]-2.0995[/C][C]0.019992[/C][/ROW]
[ROW][C]17[/C][C]-0.06467[/C][C]-0.5009[/C][C]0.309125[/C][/ROW]
[ROW][C]18[/C][C]0.032359[/C][C]0.2507[/C][C]0.401469[/C][/ROW]
[ROW][C]19[/C][C]-0.031154[/C][C]-0.2413[/C][C]0.405065[/C][/ROW]
[ROW][C]20[/C][C]-0.095916[/C][C]-0.743[/C][C]0.230202[/C][/ROW]
[ROW][C]21[/C][C]-0.070958[/C][C]-0.5496[/C][C]0.292304[/C][/ROW]
[ROW][C]22[/C][C]-0.056718[/C][C]-0.4393[/C][C]0.330999[/C][/ROW]
[ROW][C]23[/C][C]0.001359[/C][C]0.0105[/C][C]0.495817[/C][/ROW]
[ROW][C]24[/C][C]0.037259[/C][C]0.2886[/C][C]0.386939[/C][/ROW]
[ROW][C]25[/C][C]-0.099252[/C][C]-0.7688[/C][C]0.222513[/C][/ROW]
[ROW][C]26[/C][C]0.129462[/C][C]1.0028[/C][C]0.159991[/C][/ROW]
[ROW][C]27[/C][C]0.018179[/C][C]0.1408[/C][C]0.444243[/C][/ROW]
[ROW][C]28[/C][C]-0.102127[/C][C]-0.7911[/C][C]0.216008[/C][/ROW]
[ROW][C]29[/C][C]-0.06646[/C][C]-0.5148[/C][C]0.304294[/C][/ROW]
[ROW][C]30[/C][C]-0.080696[/C][C]-0.6251[/C][C]0.267147[/C][/ROW]
[ROW][C]31[/C][C]-0.04771[/C][C]-0.3696[/C][C]0.356507[/C][/ROW]
[ROW][C]32[/C][C]-0.06856[/C][C]-0.5311[/C][C]0.298668[/C][/ROW]
[ROW][C]33[/C][C]0.122591[/C][C]0.9496[/C][C]0.173066[/C][/ROW]
[ROW][C]34[/C][C]0.10818[/C][C]0.838[/C][C]0.202689[/C][/ROW]
[ROW][C]35[/C][C]0.020151[/C][C]0.1561[/C][C]0.438244[/C][/ROW]
[ROW][C]36[/C][C]0.043678[/C][C]0.3383[/C][C]0.368149[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62466&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62466&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	0.84089	6.5135	0
2	-0.375618	-2.9095	0.002535
3	0.183286	1.4197	0.080431
4	0.233499	1.8087	0.037757
5	0.108219	0.8383	0.202606
6	-0.067251	-0.5209	0.302169
7	-0.176038	-1.3636	0.088897
8	0.014012	0.1085	0.456967
9	0.075454	0.5845	0.280551
10	0.111462	0.8634	0.195683
11	-0.027402	-0.2123	0.416313
12	-0.006708	-0.052	0.479367
13	-0.126419	-0.9792	0.165698
14	0.054957	0.4257	0.335927
15	-0.036769	-0.2848	0.388385
16	-0.271049	-2.0995	0.019992
17	-0.06467	-0.5009	0.309125
18	0.032359	0.2507	0.401469
19	-0.031154	-0.2413	0.405065
20	-0.095916	-0.743	0.230202
21	-0.070958	-0.5496	0.292304
22	-0.056718	-0.4393	0.330999
23	0.001359	0.0105	0.495817
24	0.037259	0.2886	0.386939
25	-0.099252	-0.7688	0.222513
26	0.129462	1.0028	0.159991
27	0.018179	0.1408	0.444243
28	-0.102127	-0.7911	0.216008
29	-0.06646	-0.5148	0.304294
30	-0.080696	-0.6251	0.267147
31	-0.04771	-0.3696	0.356507
32	-0.06856	-0.5311	0.298668
33	0.122591	0.9496	0.173066
34	0.10818	0.838	0.202689
35	0.020151	0.1561	0.438244
36	0.043678	0.3383	0.368149

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

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