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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 10:32:07 -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/t1259775189lrye9igax7ian5o.htm/, Retrieved Sat, 27 Apr 2024 21:57:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62473, Retrieved Sat, 27 Apr 2024 21:57:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

d = 1 , D = 0

Estimated Impact

162

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]
-   PD      [(Partial) Autocorrelation Function] [Workshop 9: Autoc...] [2009-12-02 17:32:07] [63d6214c2814604a6f6cfa44dba5912e] [Current]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-06 15:01:33] [023d83ebdf42a2acf423907b4076e8a1] 

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Dataseries X:

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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=62473&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=62473&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62473&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	0.408669	3.139	0.001323
2	-0.168731	-1.296	0.100004
3	-0.521672	-4.007	8.7e-05
4	-0.405573	-3.1153	0.001418
5	0.06192	0.4756	0.318053
6	0.424149	3.2579	0.000932
7	0.311146	2.39	0.010032
8	-0.05418	-0.4162	0.339401
9	-0.278638	-2.1403	0.018239
10	-0.275542	-2.1165	0.019266
11	0.003096	0.0238	0.490554
12	0.298762	2.2948	0.012658
13	0.131579	1.0107	0.158149
14	0.043344	0.3329	0.370184
15	-0.024768	-0.1902	0.424885
16	-0.111455	-0.8561	0.197702
17	-0.094427	-0.7253	0.235565
18	-0.02322	-0.1784	0.429528
19	0.012384	0.0951	0.46227
20	0.0387	0.2973	0.383657
21	0.092879	0.7134	0.2392
22	0.006192	0.0476	0.481113
23	-0.065015	-0.4994	0.30968
24	-0.05418	-0.4162	0.339401
25	-0.153251	-1.1771	0.121933
26	0.009288	0.0713	0.471683
27	0.117647	0.9037	0.184924
28	0.108359	0.8323	0.204292
29	0.035604	0.2735	0.392721
30	-0.065015	-0.4994	0.30968
31	-0.116099	-0.8918	0.188068
32	-0.145511	-1.1177	0.134115
33	-0.051084	-0.3924	0.348096
34	0.032508	0.2497	0.401845
35	0.100619	0.7729	0.221342
36	0.086687	0.6659	0.254049

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.408669 & 3.139 & 0.001323 \tabularnewline
2 & -0.168731 & -1.296 & 0.100004 \tabularnewline
3 & -0.521672 & -4.007 & 8.7e-05 \tabularnewline
4 & -0.405573 & -3.1153 & 0.001418 \tabularnewline
5 & 0.06192 & 0.4756 & 0.318053 \tabularnewline
6 & 0.424149 & 3.2579 & 0.000932 \tabularnewline
7 & 0.311146 & 2.39 & 0.010032 \tabularnewline
8 & -0.05418 & -0.4162 & 0.339401 \tabularnewline
9 & -0.278638 & -2.1403 & 0.018239 \tabularnewline
10 & -0.275542 & -2.1165 & 0.019266 \tabularnewline
11 & 0.003096 & 0.0238 & 0.490554 \tabularnewline
12 & 0.298762 & 2.2948 & 0.012658 \tabularnewline
13 & 0.131579 & 1.0107 & 0.158149 \tabularnewline
14 & 0.043344 & 0.3329 & 0.370184 \tabularnewline
15 & -0.024768 & -0.1902 & 0.424885 \tabularnewline
16 & -0.111455 & -0.8561 & 0.197702 \tabularnewline
17 & -0.094427 & -0.7253 & 0.235565 \tabularnewline
18 & -0.02322 & -0.1784 & 0.429528 \tabularnewline
19 & 0.012384 & 0.0951 & 0.46227 \tabularnewline
20 & 0.0387 & 0.2973 & 0.383657 \tabularnewline
21 & 0.092879 & 0.7134 & 0.2392 \tabularnewline
22 & 0.006192 & 0.0476 & 0.481113 \tabularnewline
23 & -0.065015 & -0.4994 & 0.30968 \tabularnewline
24 & -0.05418 & -0.4162 & 0.339401 \tabularnewline
25 & -0.153251 & -1.1771 & 0.121933 \tabularnewline
26 & 0.009288 & 0.0713 & 0.471683 \tabularnewline
27 & 0.117647 & 0.9037 & 0.184924 \tabularnewline
28 & 0.108359 & 0.8323 & 0.204292 \tabularnewline
29 & 0.035604 & 0.2735 & 0.392721 \tabularnewline
30 & -0.065015 & -0.4994 & 0.30968 \tabularnewline
31 & -0.116099 & -0.8918 & 0.188068 \tabularnewline
32 & -0.145511 & -1.1177 & 0.134115 \tabularnewline
33 & -0.051084 & -0.3924 & 0.348096 \tabularnewline
34 & 0.032508 & 0.2497 & 0.401845 \tabularnewline
35 & 0.100619 & 0.7729 & 0.221342 \tabularnewline
36 & 0.086687 & 0.6659 & 0.254049 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62473&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]0.408669[/C][C]3.139[/C][C]0.001323[/C][/ROW]
[ROW][C]2[/C][C]-0.168731[/C][C]-1.296[/C][C]0.100004[/C][/ROW]
[ROW][C]3[/C][C]-0.521672[/C][C]-4.007[/C][C]8.7e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.405573[/C][C]-3.1153[/C][C]0.001418[/C][/ROW]
[ROW][C]5[/C][C]0.06192[/C][C]0.4756[/C][C]0.318053[/C][/ROW]
[ROW][C]6[/C][C]0.424149[/C][C]3.2579[/C][C]0.000932[/C][/ROW]
[ROW][C]7[/C][C]0.311146[/C][C]2.39[/C][C]0.010032[/C][/ROW]
[ROW][C]8[/C][C]-0.05418[/C][C]-0.4162[/C][C]0.339401[/C][/ROW]
[ROW][C]9[/C][C]-0.278638[/C][C]-2.1403[/C][C]0.018239[/C][/ROW]
[ROW][C]10[/C][C]-0.275542[/C][C]-2.1165[/C][C]0.019266[/C][/ROW]
[ROW][C]11[/C][C]0.003096[/C][C]0.0238[/C][C]0.490554[/C][/ROW]
[ROW][C]12[/C][C]0.298762[/C][C]2.2948[/C][C]0.012658[/C][/ROW]
[ROW][C]13[/C][C]0.131579[/C][C]1.0107[/C][C]0.158149[/C][/ROW]
[ROW][C]14[/C][C]0.043344[/C][C]0.3329[/C][C]0.370184[/C][/ROW]
[ROW][C]15[/C][C]-0.024768[/C][C]-0.1902[/C][C]0.424885[/C][/ROW]
[ROW][C]16[/C][C]-0.111455[/C][C]-0.8561[/C][C]0.197702[/C][/ROW]
[ROW][C]17[/C][C]-0.094427[/C][C]-0.7253[/C][C]0.235565[/C][/ROW]
[ROW][C]18[/C][C]-0.02322[/C][C]-0.1784[/C][C]0.429528[/C][/ROW]
[ROW][C]19[/C][C]0.012384[/C][C]0.0951[/C][C]0.46227[/C][/ROW]
[ROW][C]20[/C][C]0.0387[/C][C]0.2973[/C][C]0.383657[/C][/ROW]
[ROW][C]21[/C][C]0.092879[/C][C]0.7134[/C][C]0.2392[/C][/ROW]
[ROW][C]22[/C][C]0.006192[/C][C]0.0476[/C][C]0.481113[/C][/ROW]
[ROW][C]23[/C][C]-0.065015[/C][C]-0.4994[/C][C]0.30968[/C][/ROW]
[ROW][C]24[/C][C]-0.05418[/C][C]-0.4162[/C][C]0.339401[/C][/ROW]
[ROW][C]25[/C][C]-0.153251[/C][C]-1.1771[/C][C]0.121933[/C][/ROW]
[ROW][C]26[/C][C]0.009288[/C][C]0.0713[/C][C]0.471683[/C][/ROW]
[ROW][C]27[/C][C]0.117647[/C][C]0.9037[/C][C]0.184924[/C][/ROW]
[ROW][C]28[/C][C]0.108359[/C][C]0.8323[/C][C]0.204292[/C][/ROW]
[ROW][C]29[/C][C]0.035604[/C][C]0.2735[/C][C]0.392721[/C][/ROW]
[ROW][C]30[/C][C]-0.065015[/C][C]-0.4994[/C][C]0.30968[/C][/ROW]
[ROW][C]31[/C][C]-0.116099[/C][C]-0.8918[/C][C]0.188068[/C][/ROW]
[ROW][C]32[/C][C]-0.145511[/C][C]-1.1177[/C][C]0.134115[/C][/ROW]
[ROW][C]33[/C][C]-0.051084[/C][C]-0.3924[/C][C]0.348096[/C][/ROW]
[ROW][C]34[/C][C]0.032508[/C][C]0.2497[/C][C]0.401845[/C][/ROW]
[ROW][C]35[/C][C]0.100619[/C][C]0.7729[/C][C]0.221342[/C][/ROW]
[ROW][C]36[/C][C]0.086687[/C][C]0.6659[/C][C]0.254049[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62473&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62473&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	0.408669	3.139	0.001323
2	-0.168731	-1.296	0.100004
3	-0.521672	-4.007	8.7e-05
4	-0.405573	-3.1153	0.001418
5	0.06192	0.4756	0.318053
6	0.424149	3.2579	0.000932
7	0.311146	2.39	0.010032
8	-0.05418	-0.4162	0.339401
9	-0.278638	-2.1403	0.018239
10	-0.275542	-2.1165	0.019266
11	0.003096	0.0238	0.490554
12	0.298762	2.2948	0.012658
13	0.131579	1.0107	0.158149
14	0.043344	0.3329	0.370184
15	-0.024768	-0.1902	0.424885
16	-0.111455	-0.8561	0.197702
17	-0.094427	-0.7253	0.235565
18	-0.02322	-0.1784	0.429528
19	0.012384	0.0951	0.46227
20	0.0387	0.2973	0.383657
21	0.092879	0.7134	0.2392
22	0.006192	0.0476	0.481113
23	-0.065015	-0.4994	0.30968
24	-0.05418	-0.4162	0.339401
25	-0.153251	-1.1771	0.121933
26	0.009288	0.0713	0.471683
27	0.117647	0.9037	0.184924
28	0.108359	0.8323	0.204292
29	0.035604	0.2735	0.392721
30	-0.065015	-0.4994	0.30968
31	-0.116099	-0.8918	0.188068
32	-0.145511	-1.1177	0.134115
33	-0.051084	-0.3924	0.348096
34	0.032508	0.2497	0.401845
35	0.100619	0.7729	0.221342
36	0.086687	0.6659	0.254049

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.408669	3.139	0.001323
2	-0.403055	-3.0959	0.0015
3	-0.372969	-2.8648	0.002886
4	-0.107187	-0.8233	0.20682
5	0.162587	1.2489	0.108326
6	0.151915	1.1669	0.123976
7	-0.10996	-0.8446	0.200867
8	-0.101071	-0.7763	0.220324
9	0.076177	0.5851	0.280347
10	-0.026378	-0.2026	0.420066
11	0.020124	0.1546	0.438843
12	0.117706	0.9041	0.184805
13	-0.251559	-1.9323	0.029067
14	0.236875	1.8195	0.036957
15	0.217313	1.6692	0.050187
16	-0.159404	-1.2244	0.112833
17	-0.155775	-1.1965	0.118138
18	0.032876	0.2525	0.400757
19	0.116768	0.8969	0.186706
20	-0.052884	-0.4062	0.343029
21	-0.059068	-0.4537	0.325852
22	-0.037664	-0.2893	0.386683
23	-0.004284	-0.0329	0.486932
24	0.101278	0.7779	0.219858
25	-0.174586	-1.341	0.092526
26	-0.060443	-0.4643	0.322081
27	0.01239	0.0952	0.462253
28	0.139982	1.0752	0.143326
29	0.023143	0.1778	0.429758
30	-0.174554	-1.3408	0.092567
31	0.016334	0.1255	0.450291
32	-0.068043	-0.5226	0.301588
33	-0.079046	-0.6072	0.273035
34	0.028129	0.2161	0.414843
35	-0.063447	-0.4873	0.313909
36	-0.07217	-0.5543	0.290718

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.408669 & 3.139 & 0.001323 \tabularnewline
2 & -0.403055 & -3.0959 & 0.0015 \tabularnewline
3 & -0.372969 & -2.8648 & 0.002886 \tabularnewline
4 & -0.107187 & -0.8233 & 0.20682 \tabularnewline
5 & 0.162587 & 1.2489 & 0.108326 \tabularnewline
6 & 0.151915 & 1.1669 & 0.123976 \tabularnewline
7 & -0.10996 & -0.8446 & 0.200867 \tabularnewline
8 & -0.101071 & -0.7763 & 0.220324 \tabularnewline
9 & 0.076177 & 0.5851 & 0.280347 \tabularnewline
10 & -0.026378 & -0.2026 & 0.420066 \tabularnewline
11 & 0.020124 & 0.1546 & 0.438843 \tabularnewline
12 & 0.117706 & 0.9041 & 0.184805 \tabularnewline
13 & -0.251559 & -1.9323 & 0.029067 \tabularnewline
14 & 0.236875 & 1.8195 & 0.036957 \tabularnewline
15 & 0.217313 & 1.6692 & 0.050187 \tabularnewline
16 & -0.159404 & -1.2244 & 0.112833 \tabularnewline
17 & -0.155775 & -1.1965 & 0.118138 \tabularnewline
18 & 0.032876 & 0.2525 & 0.400757 \tabularnewline
19 & 0.116768 & 0.8969 & 0.186706 \tabularnewline
20 & -0.052884 & -0.4062 & 0.343029 \tabularnewline
21 & -0.059068 & -0.4537 & 0.325852 \tabularnewline
22 & -0.037664 & -0.2893 & 0.386683 \tabularnewline
23 & -0.004284 & -0.0329 & 0.486932 \tabularnewline
24 & 0.101278 & 0.7779 & 0.219858 \tabularnewline
25 & -0.174586 & -1.341 & 0.092526 \tabularnewline
26 & -0.060443 & -0.4643 & 0.322081 \tabularnewline
27 & 0.01239 & 0.0952 & 0.462253 \tabularnewline
28 & 0.139982 & 1.0752 & 0.143326 \tabularnewline
29 & 0.023143 & 0.1778 & 0.429758 \tabularnewline
30 & -0.174554 & -1.3408 & 0.092567 \tabularnewline
31 & 0.016334 & 0.1255 & 0.450291 \tabularnewline
32 & -0.068043 & -0.5226 & 0.301588 \tabularnewline
33 & -0.079046 & -0.6072 & 0.273035 \tabularnewline
34 & 0.028129 & 0.2161 & 0.414843 \tabularnewline
35 & -0.063447 & -0.4873 & 0.313909 \tabularnewline
36 & -0.07217 & -0.5543 & 0.290718 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62473&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]0.408669[/C][C]3.139[/C][C]0.001323[/C][/ROW]
[ROW][C]2[/C][C]-0.403055[/C][C]-3.0959[/C][C]0.0015[/C][/ROW]
[ROW][C]3[/C][C]-0.372969[/C][C]-2.8648[/C][C]0.002886[/C][/ROW]
[ROW][C]4[/C][C]-0.107187[/C][C]-0.8233[/C][C]0.20682[/C][/ROW]
[ROW][C]5[/C][C]0.162587[/C][C]1.2489[/C][C]0.108326[/C][/ROW]
[ROW][C]6[/C][C]0.151915[/C][C]1.1669[/C][C]0.123976[/C][/ROW]
[ROW][C]7[/C][C]-0.10996[/C][C]-0.8446[/C][C]0.200867[/C][/ROW]
[ROW][C]8[/C][C]-0.101071[/C][C]-0.7763[/C][C]0.220324[/C][/ROW]
[ROW][C]9[/C][C]0.076177[/C][C]0.5851[/C][C]0.280347[/C][/ROW]
[ROW][C]10[/C][C]-0.026378[/C][C]-0.2026[/C][C]0.420066[/C][/ROW]
[ROW][C]11[/C][C]0.020124[/C][C]0.1546[/C][C]0.438843[/C][/ROW]
[ROW][C]12[/C][C]0.117706[/C][C]0.9041[/C][C]0.184805[/C][/ROW]
[ROW][C]13[/C][C]-0.251559[/C][C]-1.9323[/C][C]0.029067[/C][/ROW]
[ROW][C]14[/C][C]0.236875[/C][C]1.8195[/C][C]0.036957[/C][/ROW]
[ROW][C]15[/C][C]0.217313[/C][C]1.6692[/C][C]0.050187[/C][/ROW]
[ROW][C]16[/C][C]-0.159404[/C][C]-1.2244[/C][C]0.112833[/C][/ROW]
[ROW][C]17[/C][C]-0.155775[/C][C]-1.1965[/C][C]0.118138[/C][/ROW]
[ROW][C]18[/C][C]0.032876[/C][C]0.2525[/C][C]0.400757[/C][/ROW]
[ROW][C]19[/C][C]0.116768[/C][C]0.8969[/C][C]0.186706[/C][/ROW]
[ROW][C]20[/C][C]-0.052884[/C][C]-0.4062[/C][C]0.343029[/C][/ROW]
[ROW][C]21[/C][C]-0.059068[/C][C]-0.4537[/C][C]0.325852[/C][/ROW]
[ROW][C]22[/C][C]-0.037664[/C][C]-0.2893[/C][C]0.386683[/C][/ROW]
[ROW][C]23[/C][C]-0.004284[/C][C]-0.0329[/C][C]0.486932[/C][/ROW]
[ROW][C]24[/C][C]0.101278[/C][C]0.7779[/C][C]0.219858[/C][/ROW]
[ROW][C]25[/C][C]-0.174586[/C][C]-1.341[/C][C]0.092526[/C][/ROW]
[ROW][C]26[/C][C]-0.060443[/C][C]-0.4643[/C][C]0.322081[/C][/ROW]
[ROW][C]27[/C][C]0.01239[/C][C]0.0952[/C][C]0.462253[/C][/ROW]
[ROW][C]28[/C][C]0.139982[/C][C]1.0752[/C][C]0.143326[/C][/ROW]
[ROW][C]29[/C][C]0.023143[/C][C]0.1778[/C][C]0.429758[/C][/ROW]
[ROW][C]30[/C][C]-0.174554[/C][C]-1.3408[/C][C]0.092567[/C][/ROW]
[ROW][C]31[/C][C]0.016334[/C][C]0.1255[/C][C]0.450291[/C][/ROW]
[ROW][C]32[/C][C]-0.068043[/C][C]-0.5226[/C][C]0.301588[/C][/ROW]
[ROW][C]33[/C][C]-0.079046[/C][C]-0.6072[/C][C]0.273035[/C][/ROW]
[ROW][C]34[/C][C]0.028129[/C][C]0.2161[/C][C]0.414843[/C][/ROW]
[ROW][C]35[/C][C]-0.063447[/C][C]-0.4873[/C][C]0.313909[/C][/ROW]
[ROW][C]36[/C][C]-0.07217[/C][C]-0.5543[/C][C]0.290718[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62473&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62473&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	0.408669	3.139	0.001323
2	-0.403055	-3.0959	0.0015
3	-0.372969	-2.8648	0.002886
4	-0.107187	-0.8233	0.20682
5	0.162587	1.2489	0.108326
6	0.151915	1.1669	0.123976
7	-0.10996	-0.8446	0.200867
8	-0.101071	-0.7763	0.220324
9	0.076177	0.5851	0.280347
10	-0.026378	-0.2026	0.420066
11	0.020124	0.1546	0.438843
12	0.117706	0.9041	0.184805
13	-0.251559	-1.9323	0.029067
14	0.236875	1.8195	0.036957
15	0.217313	1.6692	0.050187
16	-0.159404	-1.2244	0.112833
17	-0.155775	-1.1965	0.118138
18	0.032876	0.2525	0.400757
19	0.116768	0.8969	0.186706
20	-0.052884	-0.4062	0.343029
21	-0.059068	-0.4537	0.325852
22	-0.037664	-0.2893	0.386683
23	-0.004284	-0.0329	0.486932
24	0.101278	0.7779	0.219858
25	-0.174586	-1.341	0.092526
26	-0.060443	-0.4643	0.322081
27	0.01239	0.0952	0.462253
28	0.139982	1.0752	0.143326
29	0.023143	0.1778	0.429758
30	-0.174554	-1.3408	0.092567
31	0.016334	0.1255	0.450291
32	-0.068043	-0.5226	0.301588
33	-0.079046	-0.6072	0.273035
34	0.028129	0.2161	0.414843
35	-0.063447	-0.4873	0.313909
36	-0.07217	-0.5543	0.290718

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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