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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 11:51:07 -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/t12597799522nhu76v44ww2nez.htm/, Retrieved Sat, 27 Apr 2024 23:03:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62528, Retrieved Sat, 27 Apr 2024 23:03:27 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

120

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]
- R  D        [(Partial) Autocorrelation Function] [ACF Link 1] [2009-11-25 18:29:11] [1f74ef2f756548f1f3a7b6136ea56d7f]
-   PD            [(Partial) Autocorrelation Function] [ACF d=0 D=0] [2009-12-02 18:51:07] [026d431dc78a3ce53a040b5408fc0322] [Current]
-    D              [(Partial) Autocorrelation Function] [WS 9 ACF d=0 en D=0] [2009-12-04 13:58:17] [af8eb90b4bf1bcfcc4325c143dbee260] 
-   PD                [(Partial) Autocorrelation Function] [] [2009-12-20 15:15:21] [5e6d255681a7853beaa91b62357037a7] 

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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=62528&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=62528&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62528&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	0.713973	5.5304	0
2	0.647852	5.0182	2e-06
3	0.70437	5.456	0
4	0.536397	4.1549	5.2e-05
5	0.589217	4.5641	1.3e-05
6	0.662951	5.1352	2e-06
7	0.475804	3.6856	0.000246
8	0.419939	3.2528	0.000939
9	0.463765	3.5923	0.000331
10	0.367193	2.8443	0.00304
11	0.41027	3.1779	0.001173
12	0.479312	3.7127	0.000226
13	0.296789	2.2989	0.012504
14	0.216017	1.6733	0.049741
15	0.192077	1.4878	0.071017
16	0.102541	0.7943	0.215081
17	0.090613	0.7019	0.242733
18	0.116276	0.9007	0.185682
19	0.006401	0.0496	0.480312
20	-0.091601	-0.7095	0.240369
21	-0.039387	-0.3051	0.380676
22	-0.100138	-0.7757	0.220498
23	-0.082197	-0.6367	0.263371
24	-0.022128	-0.1714	0.432241
25	-0.141849	-1.0988	0.138132
26	-0.204085	-1.5808	0.059587
27	-0.203425	-1.5757	0.060174
28	-0.229131	-1.7748	0.040498
29	-0.254324	-1.97	0.02673
30	-0.23082	-1.7879	0.039419
31	-0.281603	-2.1813	0.016546
32	-0.333408	-2.5826	0.006132
33	-0.289003	-2.2386	0.014451
34	-0.307547	-2.3822	0.010197
35	-0.309442	-2.3969	0.009832
36	-0.26686	-2.0671	0.021524

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.713973 & 5.5304 & 0 \tabularnewline
2 & 0.647852 & 5.0182 & 2e-06 \tabularnewline
3 & 0.70437 & 5.456 & 0 \tabularnewline
4 & 0.536397 & 4.1549 & 5.2e-05 \tabularnewline
5 & 0.589217 & 4.5641 & 1.3e-05 \tabularnewline
6 & 0.662951 & 5.1352 & 2e-06 \tabularnewline
7 & 0.475804 & 3.6856 & 0.000246 \tabularnewline
8 & 0.419939 & 3.2528 & 0.000939 \tabularnewline
9 & 0.463765 & 3.5923 & 0.000331 \tabularnewline
10 & 0.367193 & 2.8443 & 0.00304 \tabularnewline
11 & 0.41027 & 3.1779 & 0.001173 \tabularnewline
12 & 0.479312 & 3.7127 & 0.000226 \tabularnewline
13 & 0.296789 & 2.2989 & 0.012504 \tabularnewline
14 & 0.216017 & 1.6733 & 0.049741 \tabularnewline
15 & 0.192077 & 1.4878 & 0.071017 \tabularnewline
16 & 0.102541 & 0.7943 & 0.215081 \tabularnewline
17 & 0.090613 & 0.7019 & 0.242733 \tabularnewline
18 & 0.116276 & 0.9007 & 0.185682 \tabularnewline
19 & 0.006401 & 0.0496 & 0.480312 \tabularnewline
20 & -0.091601 & -0.7095 & 0.240369 \tabularnewline
21 & -0.039387 & -0.3051 & 0.380676 \tabularnewline
22 & -0.100138 & -0.7757 & 0.220498 \tabularnewline
23 & -0.082197 & -0.6367 & 0.263371 \tabularnewline
24 & -0.022128 & -0.1714 & 0.432241 \tabularnewline
25 & -0.141849 & -1.0988 & 0.138132 \tabularnewline
26 & -0.204085 & -1.5808 & 0.059587 \tabularnewline
27 & -0.203425 & -1.5757 & 0.060174 \tabularnewline
28 & -0.229131 & -1.7748 & 0.040498 \tabularnewline
29 & -0.254324 & -1.97 & 0.02673 \tabularnewline
30 & -0.23082 & -1.7879 & 0.039419 \tabularnewline
31 & -0.281603 & -2.1813 & 0.016546 \tabularnewline
32 & -0.333408 & -2.5826 & 0.006132 \tabularnewline
33 & -0.289003 & -2.2386 & 0.014451 \tabularnewline
34 & -0.307547 & -2.3822 & 0.010197 \tabularnewline
35 & -0.309442 & -2.3969 & 0.009832 \tabularnewline
36 & -0.26686 & -2.0671 & 0.021524 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62528&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]0.713973[/C][C]5.5304[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.647852[/C][C]5.0182[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.70437[/C][C]5.456[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.536397[/C][C]4.1549[/C][C]5.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.589217[/C][C]4.5641[/C][C]1.3e-05[/C][/ROW]
[ROW][C]6[/C][C]0.662951[/C][C]5.1352[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.475804[/C][C]3.6856[/C][C]0.000246[/C][/ROW]
[ROW][C]8[/C][C]0.419939[/C][C]3.2528[/C][C]0.000939[/C][/ROW]
[ROW][C]9[/C][C]0.463765[/C][C]3.5923[/C][C]0.000331[/C][/ROW]
[ROW][C]10[/C][C]0.367193[/C][C]2.8443[/C][C]0.00304[/C][/ROW]
[ROW][C]11[/C][C]0.41027[/C][C]3.1779[/C][C]0.001173[/C][/ROW]
[ROW][C]12[/C][C]0.479312[/C][C]3.7127[/C][C]0.000226[/C][/ROW]
[ROW][C]13[/C][C]0.296789[/C][C]2.2989[/C][C]0.012504[/C][/ROW]
[ROW][C]14[/C][C]0.216017[/C][C]1.6733[/C][C]0.049741[/C][/ROW]
[ROW][C]15[/C][C]0.192077[/C][C]1.4878[/C][C]0.071017[/C][/ROW]
[ROW][C]16[/C][C]0.102541[/C][C]0.7943[/C][C]0.215081[/C][/ROW]
[ROW][C]17[/C][C]0.090613[/C][C]0.7019[/C][C]0.242733[/C][/ROW]
[ROW][C]18[/C][C]0.116276[/C][C]0.9007[/C][C]0.185682[/C][/ROW]
[ROW][C]19[/C][C]0.006401[/C][C]0.0496[/C][C]0.480312[/C][/ROW]
[ROW][C]20[/C][C]-0.091601[/C][C]-0.7095[/C][C]0.240369[/C][/ROW]
[ROW][C]21[/C][C]-0.039387[/C][C]-0.3051[/C][C]0.380676[/C][/ROW]
[ROW][C]22[/C][C]-0.100138[/C][C]-0.7757[/C][C]0.220498[/C][/ROW]
[ROW][C]23[/C][C]-0.082197[/C][C]-0.6367[/C][C]0.263371[/C][/ROW]
[ROW][C]24[/C][C]-0.022128[/C][C]-0.1714[/C][C]0.432241[/C][/ROW]
[ROW][C]25[/C][C]-0.141849[/C][C]-1.0988[/C][C]0.138132[/C][/ROW]
[ROW][C]26[/C][C]-0.204085[/C][C]-1.5808[/C][C]0.059587[/C][/ROW]
[ROW][C]27[/C][C]-0.203425[/C][C]-1.5757[/C][C]0.060174[/C][/ROW]
[ROW][C]28[/C][C]-0.229131[/C][C]-1.7748[/C][C]0.040498[/C][/ROW]
[ROW][C]29[/C][C]-0.254324[/C][C]-1.97[/C][C]0.02673[/C][/ROW]
[ROW][C]30[/C][C]-0.23082[/C][C]-1.7879[/C][C]0.039419[/C][/ROW]
[ROW][C]31[/C][C]-0.281603[/C][C]-2.1813[/C][C]0.016546[/C][/ROW]
[ROW][C]32[/C][C]-0.333408[/C][C]-2.5826[/C][C]0.006132[/C][/ROW]
[ROW][C]33[/C][C]-0.289003[/C][C]-2.2386[/C][C]0.014451[/C][/ROW]
[ROW][C]34[/C][C]-0.307547[/C][C]-2.3822[/C][C]0.010197[/C][/ROW]
[ROW][C]35[/C][C]-0.309442[/C][C]-2.3969[/C][C]0.009832[/C][/ROW]
[ROW][C]36[/C][C]-0.26686[/C][C]-2.0671[/C][C]0.021524[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62528&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62528&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	0.713973	5.5304	0
2	0.647852	5.0182	2e-06
3	0.70437	5.456	0
4	0.536397	4.1549	5.2e-05
5	0.589217	4.5641	1.3e-05
6	0.662951	5.1352	2e-06
7	0.475804	3.6856	0.000246
8	0.419939	3.2528	0.000939
9	0.463765	3.5923	0.000331
10	0.367193	2.8443	0.00304
11	0.41027	3.1779	0.001173
12	0.479312	3.7127	0.000226
13	0.296789	2.2989	0.012504
14	0.216017	1.6733	0.049741
15	0.192077	1.4878	0.071017
16	0.102541	0.7943	0.215081
17	0.090613	0.7019	0.242733
18	0.116276	0.9007	0.185682
19	0.006401	0.0496	0.480312
20	-0.091601	-0.7095	0.240369
21	-0.039387	-0.3051	0.380676
22	-0.100138	-0.7757	0.220498
23	-0.082197	-0.6367	0.263371
24	-0.022128	-0.1714	0.432241
25	-0.141849	-1.0988	0.138132
26	-0.204085	-1.5808	0.059587
27	-0.203425	-1.5757	0.060174
28	-0.229131	-1.7748	0.040498
29	-0.254324	-1.97	0.02673
30	-0.23082	-1.7879	0.039419
31	-0.281603	-2.1813	0.016546
32	-0.333408	-2.5826	0.006132
33	-0.289003	-2.2386	0.014451
34	-0.307547	-2.3822	0.010197
35	-0.309442	-2.3969	0.009832
36	-0.26686	-2.0671	0.021524

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.713973	5.5304	0
2	0.281686	2.1819	0.016521
3	0.378867	2.9347	0.002363
4	-0.198633	-1.5386	0.064579
5	0.272906	2.1139	0.019344
6	0.214904	1.6646	0.0506
7	-0.237454	-1.8393	0.035409
8	-0.240272	-1.8611	0.033813
9	0.131719	1.0203	0.155844
10	0.093745	0.7261	0.235286
11	0.056689	0.4391	0.331078
12	0.075999	0.5887	0.27914
13	-0.2013	-1.5593	0.062097
14	-0.256268	-1.985	0.025858
15	-0.228486	-1.7698	0.040917
16	0.042887	0.3322	0.370449
17	-0.105958	-0.8207	0.20752
18	0.027112	0.21	0.417188
19	0.074835	0.5797	0.282154
20	-0.072277	-0.5599	0.28883
21	0.090495	0.701	0.243016
22	-0.057458	-0.4451	0.328936
23	0.074972	0.5807	0.281799
24	-0.025629	-0.1985	0.421654
25	-0.020381	-0.1579	0.437545
26	-0.026133	-0.2024	0.420133
27	-0.079577	-0.6164	0.269981
28	0.095815	0.7422	0.230438
29	-0.128675	-0.9967	0.161453
30	-0.078561	-0.6085	0.272566
31	0.031363	0.2429	0.404441
32	0.09061	0.7019	0.24274
33	-0.037065	-0.2871	0.38751
34	-0.120278	-0.9317	0.177621
35	-0.077975	-0.604	0.274062
36	0.006911	0.0535	0.478743

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.713973 & 5.5304 & 0 \tabularnewline
2 & 0.281686 & 2.1819 & 0.016521 \tabularnewline
3 & 0.378867 & 2.9347 & 0.002363 \tabularnewline
4 & -0.198633 & -1.5386 & 0.064579 \tabularnewline
5 & 0.272906 & 2.1139 & 0.019344 \tabularnewline
6 & 0.214904 & 1.6646 & 0.0506 \tabularnewline
7 & -0.237454 & -1.8393 & 0.035409 \tabularnewline
8 & -0.240272 & -1.8611 & 0.033813 \tabularnewline
9 & 0.131719 & 1.0203 & 0.155844 \tabularnewline
10 & 0.093745 & 0.7261 & 0.235286 \tabularnewline
11 & 0.056689 & 0.4391 & 0.331078 \tabularnewline
12 & 0.075999 & 0.5887 & 0.27914 \tabularnewline
13 & -0.2013 & -1.5593 & 0.062097 \tabularnewline
14 & -0.256268 & -1.985 & 0.025858 \tabularnewline
15 & -0.228486 & -1.7698 & 0.040917 \tabularnewline
16 & 0.042887 & 0.3322 & 0.370449 \tabularnewline
17 & -0.105958 & -0.8207 & 0.20752 \tabularnewline
18 & 0.027112 & 0.21 & 0.417188 \tabularnewline
19 & 0.074835 & 0.5797 & 0.282154 \tabularnewline
20 & -0.072277 & -0.5599 & 0.28883 \tabularnewline
21 & 0.090495 & 0.701 & 0.243016 \tabularnewline
22 & -0.057458 & -0.4451 & 0.328936 \tabularnewline
23 & 0.074972 & 0.5807 & 0.281799 \tabularnewline
24 & -0.025629 & -0.1985 & 0.421654 \tabularnewline
25 & -0.020381 & -0.1579 & 0.437545 \tabularnewline
26 & -0.026133 & -0.2024 & 0.420133 \tabularnewline
27 & -0.079577 & -0.6164 & 0.269981 \tabularnewline
28 & 0.095815 & 0.7422 & 0.230438 \tabularnewline
29 & -0.128675 & -0.9967 & 0.161453 \tabularnewline
30 & -0.078561 & -0.6085 & 0.272566 \tabularnewline
31 & 0.031363 & 0.2429 & 0.404441 \tabularnewline
32 & 0.09061 & 0.7019 & 0.24274 \tabularnewline
33 & -0.037065 & -0.2871 & 0.38751 \tabularnewline
34 & -0.120278 & -0.9317 & 0.177621 \tabularnewline
35 & -0.077975 & -0.604 & 0.274062 \tabularnewline
36 & 0.006911 & 0.0535 & 0.478743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62528&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]0.713973[/C][C]5.5304[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.281686[/C][C]2.1819[/C][C]0.016521[/C][/ROW]
[ROW][C]3[/C][C]0.378867[/C][C]2.9347[/C][C]0.002363[/C][/ROW]
[ROW][C]4[/C][C]-0.198633[/C][C]-1.5386[/C][C]0.064579[/C][/ROW]
[ROW][C]5[/C][C]0.272906[/C][C]2.1139[/C][C]0.019344[/C][/ROW]
[ROW][C]6[/C][C]0.214904[/C][C]1.6646[/C][C]0.0506[/C][/ROW]
[ROW][C]7[/C][C]-0.237454[/C][C]-1.8393[/C][C]0.035409[/C][/ROW]
[ROW][C]8[/C][C]-0.240272[/C][C]-1.8611[/C][C]0.033813[/C][/ROW]
[ROW][C]9[/C][C]0.131719[/C][C]1.0203[/C][C]0.155844[/C][/ROW]
[ROW][C]10[/C][C]0.093745[/C][C]0.7261[/C][C]0.235286[/C][/ROW]
[ROW][C]11[/C][C]0.056689[/C][C]0.4391[/C][C]0.331078[/C][/ROW]
[ROW][C]12[/C][C]0.075999[/C][C]0.5887[/C][C]0.27914[/C][/ROW]
[ROW][C]13[/C][C]-0.2013[/C][C]-1.5593[/C][C]0.062097[/C][/ROW]
[ROW][C]14[/C][C]-0.256268[/C][C]-1.985[/C][C]0.025858[/C][/ROW]
[ROW][C]15[/C][C]-0.228486[/C][C]-1.7698[/C][C]0.040917[/C][/ROW]
[ROW][C]16[/C][C]0.042887[/C][C]0.3322[/C][C]0.370449[/C][/ROW]
[ROW][C]17[/C][C]-0.105958[/C][C]-0.8207[/C][C]0.20752[/C][/ROW]
[ROW][C]18[/C][C]0.027112[/C][C]0.21[/C][C]0.417188[/C][/ROW]
[ROW][C]19[/C][C]0.074835[/C][C]0.5797[/C][C]0.282154[/C][/ROW]
[ROW][C]20[/C][C]-0.072277[/C][C]-0.5599[/C][C]0.28883[/C][/ROW]
[ROW][C]21[/C][C]0.090495[/C][C]0.701[/C][C]0.243016[/C][/ROW]
[ROW][C]22[/C][C]-0.057458[/C][C]-0.4451[/C][C]0.328936[/C][/ROW]
[ROW][C]23[/C][C]0.074972[/C][C]0.5807[/C][C]0.281799[/C][/ROW]
[ROW][C]24[/C][C]-0.025629[/C][C]-0.1985[/C][C]0.421654[/C][/ROW]
[ROW][C]25[/C][C]-0.020381[/C][C]-0.1579[/C][C]0.437545[/C][/ROW]
[ROW][C]26[/C][C]-0.026133[/C][C]-0.2024[/C][C]0.420133[/C][/ROW]
[ROW][C]27[/C][C]-0.079577[/C][C]-0.6164[/C][C]0.269981[/C][/ROW]
[ROW][C]28[/C][C]0.095815[/C][C]0.7422[/C][C]0.230438[/C][/ROW]
[ROW][C]29[/C][C]-0.128675[/C][C]-0.9967[/C][C]0.161453[/C][/ROW]
[ROW][C]30[/C][C]-0.078561[/C][C]-0.6085[/C][C]0.272566[/C][/ROW]
[ROW][C]31[/C][C]0.031363[/C][C]0.2429[/C][C]0.404441[/C][/ROW]
[ROW][C]32[/C][C]0.09061[/C][C]0.7019[/C][C]0.24274[/C][/ROW]
[ROW][C]33[/C][C]-0.037065[/C][C]-0.2871[/C][C]0.38751[/C][/ROW]
[ROW][C]34[/C][C]-0.120278[/C][C]-0.9317[/C][C]0.177621[/C][/ROW]
[ROW][C]35[/C][C]-0.077975[/C][C]-0.604[/C][C]0.274062[/C][/ROW]
[ROW][C]36[/C][C]0.006911[/C][C]0.0535[/C][C]0.478743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62528&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62528&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	0.713973	5.5304	0
2	0.281686	2.1819	0.016521
3	0.378867	2.9347	0.002363
4	-0.198633	-1.5386	0.064579
5	0.272906	2.1139	0.019344
6	0.214904	1.6646	0.0506
7	-0.237454	-1.8393	0.035409
8	-0.240272	-1.8611	0.033813
9	0.131719	1.0203	0.155844
10	0.093745	0.7261	0.235286
11	0.056689	0.4391	0.331078
12	0.075999	0.5887	0.27914
13	-0.2013	-1.5593	0.062097
14	-0.256268	-1.985	0.025858
15	-0.228486	-1.7698	0.040917
16	0.042887	0.3322	0.370449
17	-0.105958	-0.8207	0.20752
18	0.027112	0.21	0.417188
19	0.074835	0.5797	0.282154
20	-0.072277	-0.5599	0.28883
21	0.090495	0.701	0.243016
22	-0.057458	-0.4451	0.328936
23	0.074972	0.5807	0.281799
24	-0.025629	-0.1985	0.421654
25	-0.020381	-0.1579	0.437545
26	-0.026133	-0.2024	0.420133
27	-0.079577	-0.6164	0.269981
28	0.095815	0.7422	0.230438
29	-0.128675	-0.9967	0.161453
30	-0.078561	-0.6085	0.272566
31	0.031363	0.2429	0.404441
32	0.09061	0.7019	0.24274
33	-0.037065	-0.2871	0.38751
34	-0.120278	-0.9317	0.177621
35	-0.077975	-0.604	0.274062
36	0.006911	0.0535	0.478743

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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