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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 10:10:57 -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/03/t1259860299i6lfdl8mfqbzcox.htm/, Retrieved Fri, 19 Apr 2024 21:51:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62929, Retrieved Fri, 19 Apr 2024 21:51:43 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

171

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]
-    D        [(Partial) Autocorrelation Function] [] [2009-11-27 12:10:42] [badc6a9acdc45286bea7f74742e15a21]
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-03 17:10:57] [0545e25c765ce26b196961216dc11e13] [Current]

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Dataseries X:

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Histogram

Boxplots

1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2
2.7

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=62929&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=62929&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62929&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	0.187217	1.438	0.077853
2	-0.044089	-0.3387	0.368036
3	0.112453	0.8638	0.195606
4	0.064536	0.4957	0.310969
5	-0.011792	-0.0906	0.464068
6	-0.096527	-0.7414	0.230685
7	-0.074054	-0.5688	0.285818
8	-0.067923	-0.5217	0.301907
9	-0.135266	-1.039	0.151523
10	0.002106	0.0162	0.493573
11	0.046053	0.3537	0.362398
12	-0.364036	-2.7962	0.003484
13	-0.240795	-1.8496	0.034692
14	-0.001079	-0.0083	0.496707
15	0.047272	0.3631	0.358911
16	-0.027305	-0.2097	0.4173
17	-0.118223	-0.9081	0.183763
18	0.052626	0.4042	0.343753
19	0.080757	0.6203	0.268723
20	-0.067025	-0.5148	0.304297
21	-0.00011	-8e-04	0.499665
22	0.027846	0.2139	0.415686
23	-0.061752	-0.4743	0.318508
24	-0.081567	-0.6265	0.266692
25	0.130788	1.0046	0.159596
26	0.022922	0.1761	0.430421
27	-0.02525	-0.194	0.42344
28	0.031588	0.2426	0.404565
29	0.034823	0.2675	0.395015
30	0.024102	0.1851	0.426882
31	-0.037044	-0.2845	0.388496
32	0.029332	0.2253	0.41126
33	0.057463	0.4414	0.330275
34	-0.011456	-0.088	0.465089
35	-0.067752	-0.5204	0.302361
36	0.059476	0.4568	0.324731

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.187217 & 1.438 & 0.077853 \tabularnewline
2 & -0.044089 & -0.3387 & 0.368036 \tabularnewline
3 & 0.112453 & 0.8638 & 0.195606 \tabularnewline
4 & 0.064536 & 0.4957 & 0.310969 \tabularnewline
5 & -0.011792 & -0.0906 & 0.464068 \tabularnewline
6 & -0.096527 & -0.7414 & 0.230685 \tabularnewline
7 & -0.074054 & -0.5688 & 0.285818 \tabularnewline
8 & -0.067923 & -0.5217 & 0.301907 \tabularnewline
9 & -0.135266 & -1.039 & 0.151523 \tabularnewline
10 & 0.002106 & 0.0162 & 0.493573 \tabularnewline
11 & 0.046053 & 0.3537 & 0.362398 \tabularnewline
12 & -0.364036 & -2.7962 & 0.003484 \tabularnewline
13 & -0.240795 & -1.8496 & 0.034692 \tabularnewline
14 & -0.001079 & -0.0083 & 0.496707 \tabularnewline
15 & 0.047272 & 0.3631 & 0.358911 \tabularnewline
16 & -0.027305 & -0.2097 & 0.4173 \tabularnewline
17 & -0.118223 & -0.9081 & 0.183763 \tabularnewline
18 & 0.052626 & 0.4042 & 0.343753 \tabularnewline
19 & 0.080757 & 0.6203 & 0.268723 \tabularnewline
20 & -0.067025 & -0.5148 & 0.304297 \tabularnewline
21 & -0.00011 & -8e-04 & 0.499665 \tabularnewline
22 & 0.027846 & 0.2139 & 0.415686 \tabularnewline
23 & -0.061752 & -0.4743 & 0.318508 \tabularnewline
24 & -0.081567 & -0.6265 & 0.266692 \tabularnewline
25 & 0.130788 & 1.0046 & 0.159596 \tabularnewline
26 & 0.022922 & 0.1761 & 0.430421 \tabularnewline
27 & -0.02525 & -0.194 & 0.42344 \tabularnewline
28 & 0.031588 & 0.2426 & 0.404565 \tabularnewline
29 & 0.034823 & 0.2675 & 0.395015 \tabularnewline
30 & 0.024102 & 0.1851 & 0.426882 \tabularnewline
31 & -0.037044 & -0.2845 & 0.388496 \tabularnewline
32 & 0.029332 & 0.2253 & 0.41126 \tabularnewline
33 & 0.057463 & 0.4414 & 0.330275 \tabularnewline
34 & -0.011456 & -0.088 & 0.465089 \tabularnewline
35 & -0.067752 & -0.5204 & 0.302361 \tabularnewline
36 & 0.059476 & 0.4568 & 0.324731 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62929&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]0.187217[/C][C]1.438[/C][C]0.077853[/C][/ROW]
[ROW][C]2[/C][C]-0.044089[/C][C]-0.3387[/C][C]0.368036[/C][/ROW]
[ROW][C]3[/C][C]0.112453[/C][C]0.8638[/C][C]0.195606[/C][/ROW]
[ROW][C]4[/C][C]0.064536[/C][C]0.4957[/C][C]0.310969[/C][/ROW]
[ROW][C]5[/C][C]-0.011792[/C][C]-0.0906[/C][C]0.464068[/C][/ROW]
[ROW][C]6[/C][C]-0.096527[/C][C]-0.7414[/C][C]0.230685[/C][/ROW]
[ROW][C]7[/C][C]-0.074054[/C][C]-0.5688[/C][C]0.285818[/C][/ROW]
[ROW][C]8[/C][C]-0.067923[/C][C]-0.5217[/C][C]0.301907[/C][/ROW]
[ROW][C]9[/C][C]-0.135266[/C][C]-1.039[/C][C]0.151523[/C][/ROW]
[ROW][C]10[/C][C]0.002106[/C][C]0.0162[/C][C]0.493573[/C][/ROW]
[ROW][C]11[/C][C]0.046053[/C][C]0.3537[/C][C]0.362398[/C][/ROW]
[ROW][C]12[/C][C]-0.364036[/C][C]-2.7962[/C][C]0.003484[/C][/ROW]
[ROW][C]13[/C][C]-0.240795[/C][C]-1.8496[/C][C]0.034692[/C][/ROW]
[ROW][C]14[/C][C]-0.001079[/C][C]-0.0083[/C][C]0.496707[/C][/ROW]
[ROW][C]15[/C][C]0.047272[/C][C]0.3631[/C][C]0.358911[/C][/ROW]
[ROW][C]16[/C][C]-0.027305[/C][C]-0.2097[/C][C]0.4173[/C][/ROW]
[ROW][C]17[/C][C]-0.118223[/C][C]-0.9081[/C][C]0.183763[/C][/ROW]
[ROW][C]18[/C][C]0.052626[/C][C]0.4042[/C][C]0.343753[/C][/ROW]
[ROW][C]19[/C][C]0.080757[/C][C]0.6203[/C][C]0.268723[/C][/ROW]
[ROW][C]20[/C][C]-0.067025[/C][C]-0.5148[/C][C]0.304297[/C][/ROW]
[ROW][C]21[/C][C]-0.00011[/C][C]-8e-04[/C][C]0.499665[/C][/ROW]
[ROW][C]22[/C][C]0.027846[/C][C]0.2139[/C][C]0.415686[/C][/ROW]
[ROW][C]23[/C][C]-0.061752[/C][C]-0.4743[/C][C]0.318508[/C][/ROW]
[ROW][C]24[/C][C]-0.081567[/C][C]-0.6265[/C][C]0.266692[/C][/ROW]
[ROW][C]25[/C][C]0.130788[/C][C]1.0046[/C][C]0.159596[/C][/ROW]
[ROW][C]26[/C][C]0.022922[/C][C]0.1761[/C][C]0.430421[/C][/ROW]
[ROW][C]27[/C][C]-0.02525[/C][C]-0.194[/C][C]0.42344[/C][/ROW]
[ROW][C]28[/C][C]0.031588[/C][C]0.2426[/C][C]0.404565[/C][/ROW]
[ROW][C]29[/C][C]0.034823[/C][C]0.2675[/C][C]0.395015[/C][/ROW]
[ROW][C]30[/C][C]0.024102[/C][C]0.1851[/C][C]0.426882[/C][/ROW]
[ROW][C]31[/C][C]-0.037044[/C][C]-0.2845[/C][C]0.388496[/C][/ROW]
[ROW][C]32[/C][C]0.029332[/C][C]0.2253[/C][C]0.41126[/C][/ROW]
[ROW][C]33[/C][C]0.057463[/C][C]0.4414[/C][C]0.330275[/C][/ROW]
[ROW][C]34[/C][C]-0.011456[/C][C]-0.088[/C][C]0.465089[/C][/ROW]
[ROW][C]35[/C][C]-0.067752[/C][C]-0.5204[/C][C]0.302361[/C][/ROW]
[ROW][C]36[/C][C]0.059476[/C][C]0.4568[/C][C]0.324731[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62929&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62929&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	0.187217	1.438	0.077853
2	-0.044089	-0.3387	0.368036
3	0.112453	0.8638	0.195606
4	0.064536	0.4957	0.310969
5	-0.011792	-0.0906	0.464068
6	-0.096527	-0.7414	0.230685
7	-0.074054	-0.5688	0.285818
8	-0.067923	-0.5217	0.301907
9	-0.135266	-1.039	0.151523
10	0.002106	0.0162	0.493573
11	0.046053	0.3537	0.362398
12	-0.364036	-2.7962	0.003484
13	-0.240795	-1.8496	0.034692
14	-0.001079	-0.0083	0.496707
15	0.047272	0.3631	0.358911
16	-0.027305	-0.2097	0.4173
17	-0.118223	-0.9081	0.183763
18	0.052626	0.4042	0.343753
19	0.080757	0.6203	0.268723
20	-0.067025	-0.5148	0.304297
21	-0.00011	-8e-04	0.499665
22	0.027846	0.2139	0.415686
23	-0.061752	-0.4743	0.318508
24	-0.081567	-0.6265	0.266692
25	0.130788	1.0046	0.159596
26	0.022922	0.1761	0.430421
27	-0.02525	-0.194	0.42344
28	0.031588	0.2426	0.404565
29	0.034823	0.2675	0.395015
30	0.024102	0.1851	0.426882
31	-0.037044	-0.2845	0.388496
32	0.029332	0.2253	0.41126
33	0.057463	0.4414	0.330275
34	-0.011456	-0.088	0.465089
35	-0.067752	-0.5204	0.302361
36	0.059476	0.4568	0.324731

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.187217	1.438	0.077853
2	-0.082014	-0.63	0.265576
3	0.142665	1.0958	0.138802
4	0.009416	0.0723	0.471293
5	-0.009309	-0.0715	0.471618
6	-0.107015	-0.822	0.207193
7	-0.047601	-0.3656	0.357975
8	-0.062467	-0.4798	0.316566
9	-0.101974	-0.7833	0.218299
10	0.066699	0.5123	0.305168
11	0.035137	0.2699	0.394093
12	-0.38397	-2.9493	0.00228
13	-0.121666	-0.9345	0.176919
14	-0.021382	-0.1642	0.435053
15	0.093812	0.7206	0.237005
16	0.004037	0.031	0.487682
17	-0.125325	-0.9626	0.169829
18	-0.007776	-0.0597	0.476288
19	-0.024398	-0.1874	0.425995
20	-0.121765	-0.9353	0.176725
21	-0.060983	-0.4684	0.320606
22	-0.002596	-0.0199	0.492078
23	-0.011376	-0.0874	0.465333
24	-0.226956	-1.7433	0.043247
25	0.02906	0.2232	0.412069
26	-0.123781	-0.9508	0.172797
27	0.070234	0.5395	0.295793
28	0.028204	0.2166	0.414618
29	-0.140014	-1.0755	0.143272
30	-0.044255	-0.3399	0.367559
31	-0.042422	-0.3259	0.372845
32	-0.026512	-0.2036	0.419667
33	-0.029544	-0.2269	0.410632
34	-0.038847	-0.2984	0.383228
35	-0.107026	-0.8221	0.207171
36	-0.082119	-0.6308	0.265314

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.187217 & 1.438 & 0.077853 \tabularnewline
2 & -0.082014 & -0.63 & 0.265576 \tabularnewline
3 & 0.142665 & 1.0958 & 0.138802 \tabularnewline
4 & 0.009416 & 0.0723 & 0.471293 \tabularnewline
5 & -0.009309 & -0.0715 & 0.471618 \tabularnewline
6 & -0.107015 & -0.822 & 0.207193 \tabularnewline
7 & -0.047601 & -0.3656 & 0.357975 \tabularnewline
8 & -0.062467 & -0.4798 & 0.316566 \tabularnewline
9 & -0.101974 & -0.7833 & 0.218299 \tabularnewline
10 & 0.066699 & 0.5123 & 0.305168 \tabularnewline
11 & 0.035137 & 0.2699 & 0.394093 \tabularnewline
12 & -0.38397 & -2.9493 & 0.00228 \tabularnewline
13 & -0.121666 & -0.9345 & 0.176919 \tabularnewline
14 & -0.021382 & -0.1642 & 0.435053 \tabularnewline
15 & 0.093812 & 0.7206 & 0.237005 \tabularnewline
16 & 0.004037 & 0.031 & 0.487682 \tabularnewline
17 & -0.125325 & -0.9626 & 0.169829 \tabularnewline
18 & -0.007776 & -0.0597 & 0.476288 \tabularnewline
19 & -0.024398 & -0.1874 & 0.425995 \tabularnewline
20 & -0.121765 & -0.9353 & 0.176725 \tabularnewline
21 & -0.060983 & -0.4684 & 0.320606 \tabularnewline
22 & -0.002596 & -0.0199 & 0.492078 \tabularnewline
23 & -0.011376 & -0.0874 & 0.465333 \tabularnewline
24 & -0.226956 & -1.7433 & 0.043247 \tabularnewline
25 & 0.02906 & 0.2232 & 0.412069 \tabularnewline
26 & -0.123781 & -0.9508 & 0.172797 \tabularnewline
27 & 0.070234 & 0.5395 & 0.295793 \tabularnewline
28 & 0.028204 & 0.2166 & 0.414618 \tabularnewline
29 & -0.140014 & -1.0755 & 0.143272 \tabularnewline
30 & -0.044255 & -0.3399 & 0.367559 \tabularnewline
31 & -0.042422 & -0.3259 & 0.372845 \tabularnewline
32 & -0.026512 & -0.2036 & 0.419667 \tabularnewline
33 & -0.029544 & -0.2269 & 0.410632 \tabularnewline
34 & -0.038847 & -0.2984 & 0.383228 \tabularnewline
35 & -0.107026 & -0.8221 & 0.207171 \tabularnewline
36 & -0.082119 & -0.6308 & 0.265314 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62929&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]0.187217[/C][C]1.438[/C][C]0.077853[/C][/ROW]
[ROW][C]2[/C][C]-0.082014[/C][C]-0.63[/C][C]0.265576[/C][/ROW]
[ROW][C]3[/C][C]0.142665[/C][C]1.0958[/C][C]0.138802[/C][/ROW]
[ROW][C]4[/C][C]0.009416[/C][C]0.0723[/C][C]0.471293[/C][/ROW]
[ROW][C]5[/C][C]-0.009309[/C][C]-0.0715[/C][C]0.471618[/C][/ROW]
[ROW][C]6[/C][C]-0.107015[/C][C]-0.822[/C][C]0.207193[/C][/ROW]
[ROW][C]7[/C][C]-0.047601[/C][C]-0.3656[/C][C]0.357975[/C][/ROW]
[ROW][C]8[/C][C]-0.062467[/C][C]-0.4798[/C][C]0.316566[/C][/ROW]
[ROW][C]9[/C][C]-0.101974[/C][C]-0.7833[/C][C]0.218299[/C][/ROW]
[ROW][C]10[/C][C]0.066699[/C][C]0.5123[/C][C]0.305168[/C][/ROW]
[ROW][C]11[/C][C]0.035137[/C][C]0.2699[/C][C]0.394093[/C][/ROW]
[ROW][C]12[/C][C]-0.38397[/C][C]-2.9493[/C][C]0.00228[/C][/ROW]
[ROW][C]13[/C][C]-0.121666[/C][C]-0.9345[/C][C]0.176919[/C][/ROW]
[ROW][C]14[/C][C]-0.021382[/C][C]-0.1642[/C][C]0.435053[/C][/ROW]
[ROW][C]15[/C][C]0.093812[/C][C]0.7206[/C][C]0.237005[/C][/ROW]
[ROW][C]16[/C][C]0.004037[/C][C]0.031[/C][C]0.487682[/C][/ROW]
[ROW][C]17[/C][C]-0.125325[/C][C]-0.9626[/C][C]0.169829[/C][/ROW]
[ROW][C]18[/C][C]-0.007776[/C][C]-0.0597[/C][C]0.476288[/C][/ROW]
[ROW][C]19[/C][C]-0.024398[/C][C]-0.1874[/C][C]0.425995[/C][/ROW]
[ROW][C]20[/C][C]-0.121765[/C][C]-0.9353[/C][C]0.176725[/C][/ROW]
[ROW][C]21[/C][C]-0.060983[/C][C]-0.4684[/C][C]0.320606[/C][/ROW]
[ROW][C]22[/C][C]-0.002596[/C][C]-0.0199[/C][C]0.492078[/C][/ROW]
[ROW][C]23[/C][C]-0.011376[/C][C]-0.0874[/C][C]0.465333[/C][/ROW]
[ROW][C]24[/C][C]-0.226956[/C][C]-1.7433[/C][C]0.043247[/C][/ROW]
[ROW][C]25[/C][C]0.02906[/C][C]0.2232[/C][C]0.412069[/C][/ROW]
[ROW][C]26[/C][C]-0.123781[/C][C]-0.9508[/C][C]0.172797[/C][/ROW]
[ROW][C]27[/C][C]0.070234[/C][C]0.5395[/C][C]0.295793[/C][/ROW]
[ROW][C]28[/C][C]0.028204[/C][C]0.2166[/C][C]0.414618[/C][/ROW]
[ROW][C]29[/C][C]-0.140014[/C][C]-1.0755[/C][C]0.143272[/C][/ROW]
[ROW][C]30[/C][C]-0.044255[/C][C]-0.3399[/C][C]0.367559[/C][/ROW]
[ROW][C]31[/C][C]-0.042422[/C][C]-0.3259[/C][C]0.372845[/C][/ROW]
[ROW][C]32[/C][C]-0.026512[/C][C]-0.2036[/C][C]0.419667[/C][/ROW]
[ROW][C]33[/C][C]-0.029544[/C][C]-0.2269[/C][C]0.410632[/C][/ROW]
[ROW][C]34[/C][C]-0.038847[/C][C]-0.2984[/C][C]0.383228[/C][/ROW]
[ROW][C]35[/C][C]-0.107026[/C][C]-0.8221[/C][C]0.207171[/C][/ROW]
[ROW][C]36[/C][C]-0.082119[/C][C]-0.6308[/C][C]0.265314[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62929&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62929&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	0.187217	1.438	0.077853
2	-0.082014	-0.63	0.265576
3	0.142665	1.0958	0.138802
4	0.009416	0.0723	0.471293
5	-0.009309	-0.0715	0.471618
6	-0.107015	-0.822	0.207193
7	-0.047601	-0.3656	0.357975
8	-0.062467	-0.4798	0.316566
9	-0.101974	-0.7833	0.218299
10	0.066699	0.5123	0.305168
11	0.035137	0.2699	0.394093
12	-0.38397	-2.9493	0.00228
13	-0.121666	-0.9345	0.176919
14	-0.021382	-0.1642	0.435053
15	0.093812	0.7206	0.237005
16	0.004037	0.031	0.487682
17	-0.125325	-0.9626	0.169829
18	-0.007776	-0.0597	0.476288
19	-0.024398	-0.1874	0.425995
20	-0.121765	-0.9353	0.176725
21	-0.060983	-0.4684	0.320606
22	-0.002596	-0.0199	0.492078
23	-0.011376	-0.0874	0.465333
24	-0.226956	-1.7433	0.043247
25	0.02906	0.2232	0.412069
26	-0.123781	-0.9508	0.172797
27	0.070234	0.5395	0.295793
28	0.028204	0.2166	0.414618
29	-0.140014	-1.0755	0.143272
30	-0.044255	-0.3399	0.367559
31	-0.042422	-0.3259	0.372845
32	-0.026512	-0.2036	0.419667
33	-0.029544	-0.2269	0.410632
34	-0.038847	-0.2984	0.383228
35	-0.107026	-0.8221	0.207171
36	-0.082119	-0.6308	0.265314

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