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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 09:22:00 -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/t125985742567e4zp1qjr5b50q.htm/, Retrieved Sat, 20 Apr 2024 04:43:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62878, Retrieved Sat, 20 Apr 2024 04:43:46 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

181

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 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [SHW WS9] [2009-12-03 16:22:00] [b7e46d23597387652ca7420fdeb9acca] [Current]
-    D        [(Partial) Autocorrelation Function] [ACF] [2009-12-04 15:00:02] [ba905ddf7cdf9ecb063c35348c4dab2e] 
-   PD          [(Partial) Autocorrelation Function] [review WS 9 autoc...] [2009-12-06 20:59:35] [12f02da0296cb21dc23d82ae014a8b71] 
-    D          [(Partial) Autocorrelation Function] [] [2009-12-07 08:45:48] [ade6aa003deff66733e677339d38f25a] 
-   PD            [(Partial) Autocorrelation Function] [rev ws9] [2009-12-07 22:15:45] [6e4e01d7eb22a9f33d58ebb35753a195] 
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-18 02:24:21] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Histogram

Boxplots

1.59
1.26
1.13
1.92
2.61
2.26
2.41
2.26
2.03
2.86
2.55
2.27
2.26
2.57
3.07
2.76
2.51
2.87
3.14
3.11
3.16
2.47
2.57
2.89
2.63
2.38
1.69
1.96
2.19
1.87
1.6
1.63
1.22
1.21
1.49
1.64
1.66
1.77
1.82
1.78
1.28
1.29
1.37
1.12
1.51
2.24
2.94
3.09
3.46
3.64
4.39
4.15
5.21
5.8
5.91
5.39
5.46
4.72
3.14
2.63

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=62878&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=62878&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62878&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	0.249131	1.9136	0.030263
2	-0.002321	-0.0178	0.49292
3	0.084606	0.6499	0.25915
4	0.077602	0.5961	0.276702
5	-0.020174	-0.155	0.43869
6	-0.080916	-0.6215	0.268325
7	-0.122438	-0.9405	0.175406
8	-0.053289	-0.4093	0.341894
9	-0.080203	-0.6161	0.270114
10	-0.011694	-0.0898	0.464367
11	0.024668	0.1895	0.425184
12	-0.350261	-2.6904	0.004634
13	-0.223312	-1.7153	0.04577
14	0.058631	0.4504	0.327053
15	0.029758	0.2286	0.409994
16	-0.025916	-0.1991	0.421449
17	-0.050309	-0.3864	0.350283
18	0.037258	0.2862	0.387871
19	0.09043	0.6946	0.245015
20	-0.122472	-0.9407	0.17534
21	-0.091509	-0.7029	0.242444
22	-0.073322	-0.5632	0.287717
23	-0.139223	-1.0694	0.144625
24	-0.066877	-0.5137	0.304692
25	0.076094	0.5845	0.28056
26	-0.063785	-0.4899	0.312997
27	-0.027477	-0.2111	0.416786
28	0.03133	0.2406	0.405331
29	0.016007	0.123	0.45128
30	0.022299	0.1713	0.432293
31	-0.013091	-0.1006	0.460123
32	0.126498	0.9716	0.167596
33	0.099286	0.7626	0.224362
34	0.021841	0.1678	0.433672
35	0.010949	0.0841	0.46663
36	0.044269	0.34	0.367518

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.249131 & 1.9136 & 0.030263 \tabularnewline
2 & -0.002321 & -0.0178 & 0.49292 \tabularnewline
3 & 0.084606 & 0.6499 & 0.25915 \tabularnewline
4 & 0.077602 & 0.5961 & 0.276702 \tabularnewline
5 & -0.020174 & -0.155 & 0.43869 \tabularnewline
6 & -0.080916 & -0.6215 & 0.268325 \tabularnewline
7 & -0.122438 & -0.9405 & 0.175406 \tabularnewline
8 & -0.053289 & -0.4093 & 0.341894 \tabularnewline
9 & -0.080203 & -0.6161 & 0.270114 \tabularnewline
10 & -0.011694 & -0.0898 & 0.464367 \tabularnewline
11 & 0.024668 & 0.1895 & 0.425184 \tabularnewline
12 & -0.350261 & -2.6904 & 0.004634 \tabularnewline
13 & -0.223312 & -1.7153 & 0.04577 \tabularnewline
14 & 0.058631 & 0.4504 & 0.327053 \tabularnewline
15 & 0.029758 & 0.2286 & 0.409994 \tabularnewline
16 & -0.025916 & -0.1991 & 0.421449 \tabularnewline
17 & -0.050309 & -0.3864 & 0.350283 \tabularnewline
18 & 0.037258 & 0.2862 & 0.387871 \tabularnewline
19 & 0.09043 & 0.6946 & 0.245015 \tabularnewline
20 & -0.122472 & -0.9407 & 0.17534 \tabularnewline
21 & -0.091509 & -0.7029 & 0.242444 \tabularnewline
22 & -0.073322 & -0.5632 & 0.287717 \tabularnewline
23 & -0.139223 & -1.0694 & 0.144625 \tabularnewline
24 & -0.066877 & -0.5137 & 0.304692 \tabularnewline
25 & 0.076094 & 0.5845 & 0.28056 \tabularnewline
26 & -0.063785 & -0.4899 & 0.312997 \tabularnewline
27 & -0.027477 & -0.2111 & 0.416786 \tabularnewline
28 & 0.03133 & 0.2406 & 0.405331 \tabularnewline
29 & 0.016007 & 0.123 & 0.45128 \tabularnewline
30 & 0.022299 & 0.1713 & 0.432293 \tabularnewline
31 & -0.013091 & -0.1006 & 0.460123 \tabularnewline
32 & 0.126498 & 0.9716 & 0.167596 \tabularnewline
33 & 0.099286 & 0.7626 & 0.224362 \tabularnewline
34 & 0.021841 & 0.1678 & 0.433672 \tabularnewline
35 & 0.010949 & 0.0841 & 0.46663 \tabularnewline
36 & 0.044269 & 0.34 & 0.367518 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62878&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]0.249131[/C][C]1.9136[/C][C]0.030263[/C][/ROW]
[ROW][C]2[/C][C]-0.002321[/C][C]-0.0178[/C][C]0.49292[/C][/ROW]
[ROW][C]3[/C][C]0.084606[/C][C]0.6499[/C][C]0.25915[/C][/ROW]
[ROW][C]4[/C][C]0.077602[/C][C]0.5961[/C][C]0.276702[/C][/ROW]
[ROW][C]5[/C][C]-0.020174[/C][C]-0.155[/C][C]0.43869[/C][/ROW]
[ROW][C]6[/C][C]-0.080916[/C][C]-0.6215[/C][C]0.268325[/C][/ROW]
[ROW][C]7[/C][C]-0.122438[/C][C]-0.9405[/C][C]0.175406[/C][/ROW]
[ROW][C]8[/C][C]-0.053289[/C][C]-0.4093[/C][C]0.341894[/C][/ROW]
[ROW][C]9[/C][C]-0.080203[/C][C]-0.6161[/C][C]0.270114[/C][/ROW]
[ROW][C]10[/C][C]-0.011694[/C][C]-0.0898[/C][C]0.464367[/C][/ROW]
[ROW][C]11[/C][C]0.024668[/C][C]0.1895[/C][C]0.425184[/C][/ROW]
[ROW][C]12[/C][C]-0.350261[/C][C]-2.6904[/C][C]0.004634[/C][/ROW]
[ROW][C]13[/C][C]-0.223312[/C][C]-1.7153[/C][C]0.04577[/C][/ROW]
[ROW][C]14[/C][C]0.058631[/C][C]0.4504[/C][C]0.327053[/C][/ROW]
[ROW][C]15[/C][C]0.029758[/C][C]0.2286[/C][C]0.409994[/C][/ROW]
[ROW][C]16[/C][C]-0.025916[/C][C]-0.1991[/C][C]0.421449[/C][/ROW]
[ROW][C]17[/C][C]-0.050309[/C][C]-0.3864[/C][C]0.350283[/C][/ROW]
[ROW][C]18[/C][C]0.037258[/C][C]0.2862[/C][C]0.387871[/C][/ROW]
[ROW][C]19[/C][C]0.09043[/C][C]0.6946[/C][C]0.245015[/C][/ROW]
[ROW][C]20[/C][C]-0.122472[/C][C]-0.9407[/C][C]0.17534[/C][/ROW]
[ROW][C]21[/C][C]-0.091509[/C][C]-0.7029[/C][C]0.242444[/C][/ROW]
[ROW][C]22[/C][C]-0.073322[/C][C]-0.5632[/C][C]0.287717[/C][/ROW]
[ROW][C]23[/C][C]-0.139223[/C][C]-1.0694[/C][C]0.144625[/C][/ROW]
[ROW][C]24[/C][C]-0.066877[/C][C]-0.5137[/C][C]0.304692[/C][/ROW]
[ROW][C]25[/C][C]0.076094[/C][C]0.5845[/C][C]0.28056[/C][/ROW]
[ROW][C]26[/C][C]-0.063785[/C][C]-0.4899[/C][C]0.312997[/C][/ROW]
[ROW][C]27[/C][C]-0.027477[/C][C]-0.2111[/C][C]0.416786[/C][/ROW]
[ROW][C]28[/C][C]0.03133[/C][C]0.2406[/C][C]0.405331[/C][/ROW]
[ROW][C]29[/C][C]0.016007[/C][C]0.123[/C][C]0.45128[/C][/ROW]
[ROW][C]30[/C][C]0.022299[/C][C]0.1713[/C][C]0.432293[/C][/ROW]
[ROW][C]31[/C][C]-0.013091[/C][C]-0.1006[/C][C]0.460123[/C][/ROW]
[ROW][C]32[/C][C]0.126498[/C][C]0.9716[/C][C]0.167596[/C][/ROW]
[ROW][C]33[/C][C]0.099286[/C][C]0.7626[/C][C]0.224362[/C][/ROW]
[ROW][C]34[/C][C]0.021841[/C][C]0.1678[/C][C]0.433672[/C][/ROW]
[ROW][C]35[/C][C]0.010949[/C][C]0.0841[/C][C]0.46663[/C][/ROW]
[ROW][C]36[/C][C]0.044269[/C][C]0.34[/C][C]0.367518[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62878&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62878&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	0.249131	1.9136	0.030263
2	-0.002321	-0.0178	0.49292
3	0.084606	0.6499	0.25915
4	0.077602	0.5961	0.276702
5	-0.020174	-0.155	0.43869
6	-0.080916	-0.6215	0.268325
7	-0.122438	-0.9405	0.175406
8	-0.053289	-0.4093	0.341894
9	-0.080203	-0.6161	0.270114
10	-0.011694	-0.0898	0.464367
11	0.024668	0.1895	0.425184
12	-0.350261	-2.6904	0.004634
13	-0.223312	-1.7153	0.04577
14	0.058631	0.4504	0.327053
15	0.029758	0.2286	0.409994
16	-0.025916	-0.1991	0.421449
17	-0.050309	-0.3864	0.350283
18	0.037258	0.2862	0.387871
19	0.09043	0.6946	0.245015
20	-0.122472	-0.9407	0.17534
21	-0.091509	-0.7029	0.242444
22	-0.073322	-0.5632	0.287717
23	-0.139223	-1.0694	0.144625
24	-0.066877	-0.5137	0.304692
25	0.076094	0.5845	0.28056
26	-0.063785	-0.4899	0.312997
27	-0.027477	-0.2111	0.416786
28	0.03133	0.2406	0.405331
29	0.016007	0.123	0.45128
30	0.022299	0.1713	0.432293
31	-0.013091	-0.1006	0.460123
32	0.126498	0.9716	0.167596
33	0.099286	0.7626	0.224362
34	0.021841	0.1678	0.433672
35	0.010949	0.0841	0.46663
36	0.044269	0.34	0.367518

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.249131	1.9136	0.030263
2	-0.068647	-0.5273	0.299985
3	0.109613	0.842	0.201607
4	0.029173	0.2241	0.411734
5	-0.043588	-0.3348	0.369479
6	-0.07143	-0.5487	0.292653
7	-0.104634	-0.8037	0.212395
8	-0.001276	-0.0098	0.496108
9	-0.067785	-0.5207	0.302273
10	0.05426	0.4168	0.339175
11	0.02419	0.1858	0.426617
12	-0.396465	-3.0453	0.001736
13	-0.052068	-0.3999	0.345321
14	0.088204	0.6775	0.250367
15	0.027268	0.2094	0.41741
16	0.03491	0.2681	0.394761
17	-0.084321	-0.6477	0.259851
18	-0.002898	-0.0223	0.491156
19	-0.02547	-0.1956	0.422784
20	-0.201442	-1.5473	0.063568
21	-0.034013	-0.2613	0.3974
22	-0.09131	-0.7014	0.242916
23	-0.049978	-0.3839	0.35122
24	-0.145173	-1.1151	0.134666
25	-0.009397	-0.0722	0.471351
26	-0.08662	-0.6653	0.254211
27	0.002865	0.022	0.491259
28	0.002253	0.0173	0.493125
29	-0.136106	-1.0455	0.150039
30	-0.02151	-0.1652	0.434668
31	-0.001442	-0.0111	0.495601
32	0.028584	0.2196	0.413487
33	-0.080142	-0.6156	0.270269
34	-0.0689	-0.5292	0.299315
35	-0.105167	-0.8078	0.211225
36	-0.088528	-0.68	0.249583

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.249131 & 1.9136 & 0.030263 \tabularnewline
2 & -0.068647 & -0.5273 & 0.299985 \tabularnewline
3 & 0.109613 & 0.842 & 0.201607 \tabularnewline
4 & 0.029173 & 0.2241 & 0.411734 \tabularnewline
5 & -0.043588 & -0.3348 & 0.369479 \tabularnewline
6 & -0.07143 & -0.5487 & 0.292653 \tabularnewline
7 & -0.104634 & -0.8037 & 0.212395 \tabularnewline
8 & -0.001276 & -0.0098 & 0.496108 \tabularnewline
9 & -0.067785 & -0.5207 & 0.302273 \tabularnewline
10 & 0.05426 & 0.4168 & 0.339175 \tabularnewline
11 & 0.02419 & 0.1858 & 0.426617 \tabularnewline
12 & -0.396465 & -3.0453 & 0.001736 \tabularnewline
13 & -0.052068 & -0.3999 & 0.345321 \tabularnewline
14 & 0.088204 & 0.6775 & 0.250367 \tabularnewline
15 & 0.027268 & 0.2094 & 0.41741 \tabularnewline
16 & 0.03491 & 0.2681 & 0.394761 \tabularnewline
17 & -0.084321 & -0.6477 & 0.259851 \tabularnewline
18 & -0.002898 & -0.0223 & 0.491156 \tabularnewline
19 & -0.02547 & -0.1956 & 0.422784 \tabularnewline
20 & -0.201442 & -1.5473 & 0.063568 \tabularnewline
21 & -0.034013 & -0.2613 & 0.3974 \tabularnewline
22 & -0.09131 & -0.7014 & 0.242916 \tabularnewline
23 & -0.049978 & -0.3839 & 0.35122 \tabularnewline
24 & -0.145173 & -1.1151 & 0.134666 \tabularnewline
25 & -0.009397 & -0.0722 & 0.471351 \tabularnewline
26 & -0.08662 & -0.6653 & 0.254211 \tabularnewline
27 & 0.002865 & 0.022 & 0.491259 \tabularnewline
28 & 0.002253 & 0.0173 & 0.493125 \tabularnewline
29 & -0.136106 & -1.0455 & 0.150039 \tabularnewline
30 & -0.02151 & -0.1652 & 0.434668 \tabularnewline
31 & -0.001442 & -0.0111 & 0.495601 \tabularnewline
32 & 0.028584 & 0.2196 & 0.413487 \tabularnewline
33 & -0.080142 & -0.6156 & 0.270269 \tabularnewline
34 & -0.0689 & -0.5292 & 0.299315 \tabularnewline
35 & -0.105167 & -0.8078 & 0.211225 \tabularnewline
36 & -0.088528 & -0.68 & 0.249583 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62878&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]0.249131[/C][C]1.9136[/C][C]0.030263[/C][/ROW]
[ROW][C]2[/C][C]-0.068647[/C][C]-0.5273[/C][C]0.299985[/C][/ROW]
[ROW][C]3[/C][C]0.109613[/C][C]0.842[/C][C]0.201607[/C][/ROW]
[ROW][C]4[/C][C]0.029173[/C][C]0.2241[/C][C]0.411734[/C][/ROW]
[ROW][C]5[/C][C]-0.043588[/C][C]-0.3348[/C][C]0.369479[/C][/ROW]
[ROW][C]6[/C][C]-0.07143[/C][C]-0.5487[/C][C]0.292653[/C][/ROW]
[ROW][C]7[/C][C]-0.104634[/C][C]-0.8037[/C][C]0.212395[/C][/ROW]
[ROW][C]8[/C][C]-0.001276[/C][C]-0.0098[/C][C]0.496108[/C][/ROW]
[ROW][C]9[/C][C]-0.067785[/C][C]-0.5207[/C][C]0.302273[/C][/ROW]
[ROW][C]10[/C][C]0.05426[/C][C]0.4168[/C][C]0.339175[/C][/ROW]
[ROW][C]11[/C][C]0.02419[/C][C]0.1858[/C][C]0.426617[/C][/ROW]
[ROW][C]12[/C][C]-0.396465[/C][C]-3.0453[/C][C]0.001736[/C][/ROW]
[ROW][C]13[/C][C]-0.052068[/C][C]-0.3999[/C][C]0.345321[/C][/ROW]
[ROW][C]14[/C][C]0.088204[/C][C]0.6775[/C][C]0.250367[/C][/ROW]
[ROW][C]15[/C][C]0.027268[/C][C]0.2094[/C][C]0.41741[/C][/ROW]
[ROW][C]16[/C][C]0.03491[/C][C]0.2681[/C][C]0.394761[/C][/ROW]
[ROW][C]17[/C][C]-0.084321[/C][C]-0.6477[/C][C]0.259851[/C][/ROW]
[ROW][C]18[/C][C]-0.002898[/C][C]-0.0223[/C][C]0.491156[/C][/ROW]
[ROW][C]19[/C][C]-0.02547[/C][C]-0.1956[/C][C]0.422784[/C][/ROW]
[ROW][C]20[/C][C]-0.201442[/C][C]-1.5473[/C][C]0.063568[/C][/ROW]
[ROW][C]21[/C][C]-0.034013[/C][C]-0.2613[/C][C]0.3974[/C][/ROW]
[ROW][C]22[/C][C]-0.09131[/C][C]-0.7014[/C][C]0.242916[/C][/ROW]
[ROW][C]23[/C][C]-0.049978[/C][C]-0.3839[/C][C]0.35122[/C][/ROW]
[ROW][C]24[/C][C]-0.145173[/C][C]-1.1151[/C][C]0.134666[/C][/ROW]
[ROW][C]25[/C][C]-0.009397[/C][C]-0.0722[/C][C]0.471351[/C][/ROW]
[ROW][C]26[/C][C]-0.08662[/C][C]-0.6653[/C][C]0.254211[/C][/ROW]
[ROW][C]27[/C][C]0.002865[/C][C]0.022[/C][C]0.491259[/C][/ROW]
[ROW][C]28[/C][C]0.002253[/C][C]0.0173[/C][C]0.493125[/C][/ROW]
[ROW][C]29[/C][C]-0.136106[/C][C]-1.0455[/C][C]0.150039[/C][/ROW]
[ROW][C]30[/C][C]-0.02151[/C][C]-0.1652[/C][C]0.434668[/C][/ROW]
[ROW][C]31[/C][C]-0.001442[/C][C]-0.0111[/C][C]0.495601[/C][/ROW]
[ROW][C]32[/C][C]0.028584[/C][C]0.2196[/C][C]0.413487[/C][/ROW]
[ROW][C]33[/C][C]-0.080142[/C][C]-0.6156[/C][C]0.270269[/C][/ROW]
[ROW][C]34[/C][C]-0.0689[/C][C]-0.5292[/C][C]0.299315[/C][/ROW]
[ROW][C]35[/C][C]-0.105167[/C][C]-0.8078[/C][C]0.211225[/C][/ROW]
[ROW][C]36[/C][C]-0.088528[/C][C]-0.68[/C][C]0.249583[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62878&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62878&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	0.249131	1.9136	0.030263
2	-0.068647	-0.5273	0.299985
3	0.109613	0.842	0.201607
4	0.029173	0.2241	0.411734
5	-0.043588	-0.3348	0.369479
6	-0.07143	-0.5487	0.292653
7	-0.104634	-0.8037	0.212395
8	-0.001276	-0.0098	0.496108
9	-0.067785	-0.5207	0.302273
10	0.05426	0.4168	0.339175
11	0.02419	0.1858	0.426617
12	-0.396465	-3.0453	0.001736
13	-0.052068	-0.3999	0.345321
14	0.088204	0.6775	0.250367
15	0.027268	0.2094	0.41741
16	0.03491	0.2681	0.394761
17	-0.084321	-0.6477	0.259851
18	-0.002898	-0.0223	0.491156
19	-0.02547	-0.1956	0.422784
20	-0.201442	-1.5473	0.063568
21	-0.034013	-0.2613	0.3974
22	-0.09131	-0.7014	0.242916
23	-0.049978	-0.3839	0.35122
24	-0.145173	-1.1151	0.134666
25	-0.009397	-0.0722	0.471351
26	-0.08662	-0.6653	0.254211
27	0.002865	0.022	0.491259
28	0.002253	0.0173	0.493125
29	-0.136106	-1.0455	0.150039
30	-0.02151	-0.1652	0.434668
31	-0.001442	-0.0111	0.495601
32	0.028584	0.2196	0.413487
33	-0.080142	-0.6156	0.270269
34	-0.0689	-0.5292	0.299315
35	-0.105167	-0.8078	0.211225
36	-0.088528	-0.68	0.249583

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