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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 01:28:18 -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/03/t1259829111p6jy6jwtilp81zt.htm/, Retrieved Fri, 19 Apr 2024 14:43:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62637, Retrieved Fri, 19 Apr 2024 14:43:50 +0000

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User-defined keywords

Estimated Impact

148

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [] [2009-11-26 10:14:07] [241fe6176277058a801542e2d7cf5227]
-   P     [(Partial) Autocorrelation Function] [] [2009-12-03 08:28:18] [5858ea01c9bd81debbf921a11363ad90] [Current]

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Dataseries X:

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Boxplots

1.8
1.6
1.9
1.7
1.6
1.3
1.1
1.9
2.6
2.3
2.4
2.2
2
2.9
2.6
2.3
2.3
2.6
3.1
2.8
2.5
2.9
3.1
3.1
3.2
2.5
2.6
2.9
2.6
2.4
1.7
2
2.2
1.9
1.6
1.6
1.2
1.2
1.5
1.6
1.7
1.8
1.8
1.8
1.3
1.3
1.4
1.1
1.5
2.2
2.9
3.1
3.5
3.6
4.4
4.2
5.2
5.8
5.9
5.4
5.5

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=62637&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=62637&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62637&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	-0.019685	-0.1364	0.446044
2	-0.229089	-1.5872	0.05952
3	-0.011773	-0.0816	0.467666
4	0.015239	0.1056	0.458179
5	0.352374	2.4413	0.009186
6	0.072779	0.5042	0.308204
7	-0.288169	-1.9965	0.025784
8	0.132011	0.9146	0.182488
9	0.060736	0.4208	0.337894
10	0.141885	0.983	0.165267
11	0.218253	1.5121	0.068532
12	-0.457486	-3.1696	0.001329
13	-0.103552	-0.7174	0.238293
14	0.288871	2.0014	0.025512
15	0.011418	0.0791	0.468639
16	0.01649	0.1142	0.45476
17	-0.148629	-1.0297	0.154148
18	-0.096409	-0.6679	0.253685
19	0.158291	1.0967	0.139128
20	-0.128677	-0.8915	0.188554
21	-0.122184	-0.8465	0.200732
22	-0.032986	-0.2285	0.410102
23	-0.199142	-1.3797	0.087037
24	0.059504	0.4123	0.340994
25	0.119548	0.8283	0.205813
26	-0.170532	-1.1815	0.121617
27	-0.051029	-0.3535	0.362617
28	-0.029384	-0.2036	0.419773
29	-0.048483	-0.3359	0.369206
30	0.071471	0.4952	0.311371
31	-0.13119	-0.9089	0.183969
32	-0.016535	-0.1146	0.454636
33	0.056722	0.393	0.348036
34	-0.068668	-0.4757	0.318207
35	0.066709	0.4622	0.323023
36	-0.009572	-0.0663	0.473702

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.019685 & -0.1364 & 0.446044 \tabularnewline
2 & -0.229089 & -1.5872 & 0.05952 \tabularnewline
3 & -0.011773 & -0.0816 & 0.467666 \tabularnewline
4 & 0.015239 & 0.1056 & 0.458179 \tabularnewline
5 & 0.352374 & 2.4413 & 0.009186 \tabularnewline
6 & 0.072779 & 0.5042 & 0.308204 \tabularnewline
7 & -0.288169 & -1.9965 & 0.025784 \tabularnewline
8 & 0.132011 & 0.9146 & 0.182488 \tabularnewline
9 & 0.060736 & 0.4208 & 0.337894 \tabularnewline
10 & 0.141885 & 0.983 & 0.165267 \tabularnewline
11 & 0.218253 & 1.5121 & 0.068532 \tabularnewline
12 & -0.457486 & -3.1696 & 0.001329 \tabularnewline
13 & -0.103552 & -0.7174 & 0.238293 \tabularnewline
14 & 0.288871 & 2.0014 & 0.025512 \tabularnewline
15 & 0.011418 & 0.0791 & 0.468639 \tabularnewline
16 & 0.01649 & 0.1142 & 0.45476 \tabularnewline
17 & -0.148629 & -1.0297 & 0.154148 \tabularnewline
18 & -0.096409 & -0.6679 & 0.253685 \tabularnewline
19 & 0.158291 & 1.0967 & 0.139128 \tabularnewline
20 & -0.128677 & -0.8915 & 0.188554 \tabularnewline
21 & -0.122184 & -0.8465 & 0.200732 \tabularnewline
22 & -0.032986 & -0.2285 & 0.410102 \tabularnewline
23 & -0.199142 & -1.3797 & 0.087037 \tabularnewline
24 & 0.059504 & 0.4123 & 0.340994 \tabularnewline
25 & 0.119548 & 0.8283 & 0.205813 \tabularnewline
26 & -0.170532 & -1.1815 & 0.121617 \tabularnewline
27 & -0.051029 & -0.3535 & 0.362617 \tabularnewline
28 & -0.029384 & -0.2036 & 0.419773 \tabularnewline
29 & -0.048483 & -0.3359 & 0.369206 \tabularnewline
30 & 0.071471 & 0.4952 & 0.311371 \tabularnewline
31 & -0.13119 & -0.9089 & 0.183969 \tabularnewline
32 & -0.016535 & -0.1146 & 0.454636 \tabularnewline
33 & 0.056722 & 0.393 & 0.348036 \tabularnewline
34 & -0.068668 & -0.4757 & 0.318207 \tabularnewline
35 & 0.066709 & 0.4622 & 0.323023 \tabularnewline
36 & -0.009572 & -0.0663 & 0.473702 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62637&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]-0.019685[/C][C]-0.1364[/C][C]0.446044[/C][/ROW]
[ROW][C]2[/C][C]-0.229089[/C][C]-1.5872[/C][C]0.05952[/C][/ROW]
[ROW][C]3[/C][C]-0.011773[/C][C]-0.0816[/C][C]0.467666[/C][/ROW]
[ROW][C]4[/C][C]0.015239[/C][C]0.1056[/C][C]0.458179[/C][/ROW]
[ROW][C]5[/C][C]0.352374[/C][C]2.4413[/C][C]0.009186[/C][/ROW]
[ROW][C]6[/C][C]0.072779[/C][C]0.5042[/C][C]0.308204[/C][/ROW]
[ROW][C]7[/C][C]-0.288169[/C][C]-1.9965[/C][C]0.025784[/C][/ROW]
[ROW][C]8[/C][C]0.132011[/C][C]0.9146[/C][C]0.182488[/C][/ROW]
[ROW][C]9[/C][C]0.060736[/C][C]0.4208[/C][C]0.337894[/C][/ROW]
[ROW][C]10[/C][C]0.141885[/C][C]0.983[/C][C]0.165267[/C][/ROW]
[ROW][C]11[/C][C]0.218253[/C][C]1.5121[/C][C]0.068532[/C][/ROW]
[ROW][C]12[/C][C]-0.457486[/C][C]-3.1696[/C][C]0.001329[/C][/ROW]
[ROW][C]13[/C][C]-0.103552[/C][C]-0.7174[/C][C]0.238293[/C][/ROW]
[ROW][C]14[/C][C]0.288871[/C][C]2.0014[/C][C]0.025512[/C][/ROW]
[ROW][C]15[/C][C]0.011418[/C][C]0.0791[/C][C]0.468639[/C][/ROW]
[ROW][C]16[/C][C]0.01649[/C][C]0.1142[/C][C]0.45476[/C][/ROW]
[ROW][C]17[/C][C]-0.148629[/C][C]-1.0297[/C][C]0.154148[/C][/ROW]
[ROW][C]18[/C][C]-0.096409[/C][C]-0.6679[/C][C]0.253685[/C][/ROW]
[ROW][C]19[/C][C]0.158291[/C][C]1.0967[/C][C]0.139128[/C][/ROW]
[ROW][C]20[/C][C]-0.128677[/C][C]-0.8915[/C][C]0.188554[/C][/ROW]
[ROW][C]21[/C][C]-0.122184[/C][C]-0.8465[/C][C]0.200732[/C][/ROW]
[ROW][C]22[/C][C]-0.032986[/C][C]-0.2285[/C][C]0.410102[/C][/ROW]
[ROW][C]23[/C][C]-0.199142[/C][C]-1.3797[/C][C]0.087037[/C][/ROW]
[ROW][C]24[/C][C]0.059504[/C][C]0.4123[/C][C]0.340994[/C][/ROW]
[ROW][C]25[/C][C]0.119548[/C][C]0.8283[/C][C]0.205813[/C][/ROW]
[ROW][C]26[/C][C]-0.170532[/C][C]-1.1815[/C][C]0.121617[/C][/ROW]
[ROW][C]27[/C][C]-0.051029[/C][C]-0.3535[/C][C]0.362617[/C][/ROW]
[ROW][C]28[/C][C]-0.029384[/C][C]-0.2036[/C][C]0.419773[/C][/ROW]
[ROW][C]29[/C][C]-0.048483[/C][C]-0.3359[/C][C]0.369206[/C][/ROW]
[ROW][C]30[/C][C]0.071471[/C][C]0.4952[/C][C]0.311371[/C][/ROW]
[ROW][C]31[/C][C]-0.13119[/C][C]-0.9089[/C][C]0.183969[/C][/ROW]
[ROW][C]32[/C][C]-0.016535[/C][C]-0.1146[/C][C]0.454636[/C][/ROW]
[ROW][C]33[/C][C]0.056722[/C][C]0.393[/C][C]0.348036[/C][/ROW]
[ROW][C]34[/C][C]-0.068668[/C][C]-0.4757[/C][C]0.318207[/C][/ROW]
[ROW][C]35[/C][C]0.066709[/C][C]0.4622[/C][C]0.323023[/C][/ROW]
[ROW][C]36[/C][C]-0.009572[/C][C]-0.0663[/C][C]0.473702[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62637&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62637&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	-0.019685	-0.1364	0.446044
2	-0.229089	-1.5872	0.05952
3	-0.011773	-0.0816	0.467666
4	0.015239	0.1056	0.458179
5	0.352374	2.4413	0.009186
6	0.072779	0.5042	0.308204
7	-0.288169	-1.9965	0.025784
8	0.132011	0.9146	0.182488
9	0.060736	0.4208	0.337894
10	0.141885	0.983	0.165267
11	0.218253	1.5121	0.068532
12	-0.457486	-3.1696	0.001329
13	-0.103552	-0.7174	0.238293
14	0.288871	2.0014	0.025512
15	0.011418	0.0791	0.468639
16	0.01649	0.1142	0.45476
17	-0.148629	-1.0297	0.154148
18	-0.096409	-0.6679	0.253685
19	0.158291	1.0967	0.139128
20	-0.128677	-0.8915	0.188554
21	-0.122184	-0.8465	0.200732
22	-0.032986	-0.2285	0.410102
23	-0.199142	-1.3797	0.087037
24	0.059504	0.4123	0.340994
25	0.119548	0.8283	0.205813
26	-0.170532	-1.1815	0.121617
27	-0.051029	-0.3535	0.362617
28	-0.029384	-0.2036	0.419773
29	-0.048483	-0.3359	0.369206
30	0.071471	0.4952	0.311371
31	-0.13119	-0.9089	0.183969
32	-0.016535	-0.1146	0.454636
33	0.056722	0.393	0.348036
34	-0.068668	-0.4757	0.318207
35	0.066709	0.4622	0.323023
36	-0.009572	-0.0663	0.473702

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.019685	-0.1364	0.446044
2	-0.229565	-1.5905	0.059147
3	-0.023061	-0.1598	0.436867
4	-0.040448	-0.2802	0.390252
5	0.363714	2.5199	0.00756
6	0.101235	0.7014	0.243227
7	-0.147118	-1.0193	0.156594
8	0.172094	1.1923	0.119502
9	-0.032743	-0.2269	0.41075
10	0.116043	0.804	0.212689
11	0.216479	1.4998	0.070106
12	-0.379231	-2.6274	0.005759
13	-0.124518	-0.8627	0.196299
14	0.115403	0.7995	0.213959
15	-0.08429	-0.584	0.280985
16	-0.059894	-0.415	0.340012
17	0.12604	0.8732	0.193442
18	0.021524	0.1491	0.441041
19	-0.21893	-1.5168	0.067939
20	-0.082919	-0.5745	0.284163
21	-0.04983	-0.3452	0.365714
22	-0.169406	-1.1737	0.123157
23	-0.040668	-0.2818	0.389671
24	-0.092263	-0.6392	0.26286
25	-0.023936	-0.1658	0.434493
26	0.045872	0.3178	0.376005
27	0.058813	0.4075	0.342739
28	0.032411	0.2245	0.411642
29	-0.027596	-0.1912	0.424591
30	0.10161	0.704	0.242425
31	-0.066417	-0.4602	0.323743
32	-0.044245	-0.3065	0.380261
33	-0.002135	-0.0148	0.494131
34	-0.007498	-0.0519	0.479392
35	0.000277	0.0019	0.499238
36	-0.071993	-0.4988	0.310106

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.019685 & -0.1364 & 0.446044 \tabularnewline
2 & -0.229565 & -1.5905 & 0.059147 \tabularnewline
3 & -0.023061 & -0.1598 & 0.436867 \tabularnewline
4 & -0.040448 & -0.2802 & 0.390252 \tabularnewline
5 & 0.363714 & 2.5199 & 0.00756 \tabularnewline
6 & 0.101235 & 0.7014 & 0.243227 \tabularnewline
7 & -0.147118 & -1.0193 & 0.156594 \tabularnewline
8 & 0.172094 & 1.1923 & 0.119502 \tabularnewline
9 & -0.032743 & -0.2269 & 0.41075 \tabularnewline
10 & 0.116043 & 0.804 & 0.212689 \tabularnewline
11 & 0.216479 & 1.4998 & 0.070106 \tabularnewline
12 & -0.379231 & -2.6274 & 0.005759 \tabularnewline
13 & -0.124518 & -0.8627 & 0.196299 \tabularnewline
14 & 0.115403 & 0.7995 & 0.213959 \tabularnewline
15 & -0.08429 & -0.584 & 0.280985 \tabularnewline
16 & -0.059894 & -0.415 & 0.340012 \tabularnewline
17 & 0.12604 & 0.8732 & 0.193442 \tabularnewline
18 & 0.021524 & 0.1491 & 0.441041 \tabularnewline
19 & -0.21893 & -1.5168 & 0.067939 \tabularnewline
20 & -0.082919 & -0.5745 & 0.284163 \tabularnewline
21 & -0.04983 & -0.3452 & 0.365714 \tabularnewline
22 & -0.169406 & -1.1737 & 0.123157 \tabularnewline
23 & -0.040668 & -0.2818 & 0.389671 \tabularnewline
24 & -0.092263 & -0.6392 & 0.26286 \tabularnewline
25 & -0.023936 & -0.1658 & 0.434493 \tabularnewline
26 & 0.045872 & 0.3178 & 0.376005 \tabularnewline
27 & 0.058813 & 0.4075 & 0.342739 \tabularnewline
28 & 0.032411 & 0.2245 & 0.411642 \tabularnewline
29 & -0.027596 & -0.1912 & 0.424591 \tabularnewline
30 & 0.10161 & 0.704 & 0.242425 \tabularnewline
31 & -0.066417 & -0.4602 & 0.323743 \tabularnewline
32 & -0.044245 & -0.3065 & 0.380261 \tabularnewline
33 & -0.002135 & -0.0148 & 0.494131 \tabularnewline
34 & -0.007498 & -0.0519 & 0.479392 \tabularnewline
35 & 0.000277 & 0.0019 & 0.499238 \tabularnewline
36 & -0.071993 & -0.4988 & 0.310106 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62637&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]-0.019685[/C][C]-0.1364[/C][C]0.446044[/C][/ROW]
[ROW][C]2[/C][C]-0.229565[/C][C]-1.5905[/C][C]0.059147[/C][/ROW]
[ROW][C]3[/C][C]-0.023061[/C][C]-0.1598[/C][C]0.436867[/C][/ROW]
[ROW][C]4[/C][C]-0.040448[/C][C]-0.2802[/C][C]0.390252[/C][/ROW]
[ROW][C]5[/C][C]0.363714[/C][C]2.5199[/C][C]0.00756[/C][/ROW]
[ROW][C]6[/C][C]0.101235[/C][C]0.7014[/C][C]0.243227[/C][/ROW]
[ROW][C]7[/C][C]-0.147118[/C][C]-1.0193[/C][C]0.156594[/C][/ROW]
[ROW][C]8[/C][C]0.172094[/C][C]1.1923[/C][C]0.119502[/C][/ROW]
[ROW][C]9[/C][C]-0.032743[/C][C]-0.2269[/C][C]0.41075[/C][/ROW]
[ROW][C]10[/C][C]0.116043[/C][C]0.804[/C][C]0.212689[/C][/ROW]
[ROW][C]11[/C][C]0.216479[/C][C]1.4998[/C][C]0.070106[/C][/ROW]
[ROW][C]12[/C][C]-0.379231[/C][C]-2.6274[/C][C]0.005759[/C][/ROW]
[ROW][C]13[/C][C]-0.124518[/C][C]-0.8627[/C][C]0.196299[/C][/ROW]
[ROW][C]14[/C][C]0.115403[/C][C]0.7995[/C][C]0.213959[/C][/ROW]
[ROW][C]15[/C][C]-0.08429[/C][C]-0.584[/C][C]0.280985[/C][/ROW]
[ROW][C]16[/C][C]-0.059894[/C][C]-0.415[/C][C]0.340012[/C][/ROW]
[ROW][C]17[/C][C]0.12604[/C][C]0.8732[/C][C]0.193442[/C][/ROW]
[ROW][C]18[/C][C]0.021524[/C][C]0.1491[/C][C]0.441041[/C][/ROW]
[ROW][C]19[/C][C]-0.21893[/C][C]-1.5168[/C][C]0.067939[/C][/ROW]
[ROW][C]20[/C][C]-0.082919[/C][C]-0.5745[/C][C]0.284163[/C][/ROW]
[ROW][C]21[/C][C]-0.04983[/C][C]-0.3452[/C][C]0.365714[/C][/ROW]
[ROW][C]22[/C][C]-0.169406[/C][C]-1.1737[/C][C]0.123157[/C][/ROW]
[ROW][C]23[/C][C]-0.040668[/C][C]-0.2818[/C][C]0.389671[/C][/ROW]
[ROW][C]24[/C][C]-0.092263[/C][C]-0.6392[/C][C]0.26286[/C][/ROW]
[ROW][C]25[/C][C]-0.023936[/C][C]-0.1658[/C][C]0.434493[/C][/ROW]
[ROW][C]26[/C][C]0.045872[/C][C]0.3178[/C][C]0.376005[/C][/ROW]
[ROW][C]27[/C][C]0.058813[/C][C]0.4075[/C][C]0.342739[/C][/ROW]
[ROW][C]28[/C][C]0.032411[/C][C]0.2245[/C][C]0.411642[/C][/ROW]
[ROW][C]29[/C][C]-0.027596[/C][C]-0.1912[/C][C]0.424591[/C][/ROW]
[ROW][C]30[/C][C]0.10161[/C][C]0.704[/C][C]0.242425[/C][/ROW]
[ROW][C]31[/C][C]-0.066417[/C][C]-0.4602[/C][C]0.323743[/C][/ROW]
[ROW][C]32[/C][C]-0.044245[/C][C]-0.3065[/C][C]0.380261[/C][/ROW]
[ROW][C]33[/C][C]-0.002135[/C][C]-0.0148[/C][C]0.494131[/C][/ROW]
[ROW][C]34[/C][C]-0.007498[/C][C]-0.0519[/C][C]0.479392[/C][/ROW]
[ROW][C]35[/C][C]0.000277[/C][C]0.0019[/C][C]0.499238[/C][/ROW]
[ROW][C]36[/C][C]-0.071993[/C][C]-0.4988[/C][C]0.310106[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62637&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62637&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	-0.019685	-0.1364	0.446044
2	-0.229565	-1.5905	0.059147
3	-0.023061	-0.1598	0.436867
4	-0.040448	-0.2802	0.390252
5	0.363714	2.5199	0.00756
6	0.101235	0.7014	0.243227
7	-0.147118	-1.0193	0.156594
8	0.172094	1.1923	0.119502
9	-0.032743	-0.2269	0.41075
10	0.116043	0.804	0.212689
11	0.216479	1.4998	0.070106
12	-0.379231	-2.6274	0.005759
13	-0.124518	-0.8627	0.196299
14	0.115403	0.7995	0.213959
15	-0.08429	-0.584	0.280985
16	-0.059894	-0.415	0.340012
17	0.12604	0.8732	0.193442
18	0.021524	0.1491	0.441041
19	-0.21893	-1.5168	0.067939
20	-0.082919	-0.5745	0.284163
21	-0.04983	-0.3452	0.365714
22	-0.169406	-1.1737	0.123157
23	-0.040668	-0.2818	0.389671
24	-0.092263	-0.6392	0.26286
25	-0.023936	-0.1658	0.434493
26	0.045872	0.3178	0.376005
27	0.058813	0.4075	0.342739
28	0.032411	0.2245	0.411642
29	-0.027596	-0.1912	0.424591
30	0.10161	0.704	0.242425
31	-0.066417	-0.4602	0.323743
32	-0.044245	-0.3065	0.380261
33	-0.002135	-0.0148	0.494131
34	-0.007498	-0.0519	0.479392
35	0.000277	0.0019	0.499238
36	-0.071993	-0.4988	0.310106

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

Parameters (R input):

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