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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 11:25:22 -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/t1259865002y5ci56cz9fzvlxu.htm/, Retrieved Sat, 20 Apr 2024 13:02:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63036, Retrieved Sat, 20 Apr 2024 13:02:26 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

145

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] [] [2009-12-03 18:11:56] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-03 18:25:22] [2b548c9d2e9bba6e1eaf65bd4d551f41] [Current]

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Dataseries X:

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Histogram

Boxplots

8.00
8.10
7.70
7.50
7.60
7.80
7.80
7.80
7.50
7.50
7.10
7.50
7.50
7.60
7.70
7.70
7.90
8.10
8.20
8.20
8.20
7.90
7.30
6.90
6.60
6.70
6.90
7.00
7.10
7.20
7.10
6.90
7.00
6.80
6.40
6.70
6.60
6.40
6.30
6.20
6.50
6.80
6.80
6.40
6.10
5.80
6.10
7.20
7.30
6.90
6.10
5.80
6.20
7.10
7.70
7.90
7.70
7.40
7.50
8.00

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=63036&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=63036&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63036&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	0.000861	0.0066	0.497396
2	-0.169295	-1.2893	0.101203
3	-0.402008	-3.0616	0.001667
4	-0.320248	-2.4389	0.008906
5	0.062936	0.4793	0.316761
6	0.388172	2.9562	0.002249
7	0.23353	1.7785	0.040281
8	-0.071231	-0.5425	0.294783
9	-0.169066	-1.2876	0.101506
10	-0.244131	-1.8592	0.034034
11	-0.047797	-0.364	0.358587
12	0.335113	2.5521	0.006681
13	-0.037315	-0.2842	0.388642
14	0.022681	0.1727	0.431732
15	0.02418	0.1842	0.427269
16	-0.081594	-0.6214	0.268386
17	-0.064854	-0.4939	0.311616
18	0.008876	0.0676	0.47317
19	0.007546	0.0575	0.477185
20	0.001015	0.0077	0.49693
21	0.122472	0.9327	0.177415
22	-0.009584	-0.073	0.471034
23	-0.079721	-0.6071	0.273064
24	0.069798	0.5316	0.298529
25	-0.190156	-1.4482	0.076475
26	0.0451	0.3435	0.366243
27	0.081871	0.6235	0.267698
28	0.068906	0.5248	0.300871
29	0.023636	0.18	0.428888
30	-0.058685	-0.4469	0.328295
31	-0.017397	-0.1325	0.447527
32	-0.103687	-0.7897	0.216471
33	-0.006048	-0.0461	0.48171
34	0.022464	0.1711	0.432379
35	0.093912	0.7152	0.238674
36	0.132279	1.0074	0.158961

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000861 & 0.0066 & 0.497396 \tabularnewline
2 & -0.169295 & -1.2893 & 0.101203 \tabularnewline
3 & -0.402008 & -3.0616 & 0.001667 \tabularnewline
4 & -0.320248 & -2.4389 & 0.008906 \tabularnewline
5 & 0.062936 & 0.4793 & 0.316761 \tabularnewline
6 & 0.388172 & 2.9562 & 0.002249 \tabularnewline
7 & 0.23353 & 1.7785 & 0.040281 \tabularnewline
8 & -0.071231 & -0.5425 & 0.294783 \tabularnewline
9 & -0.169066 & -1.2876 & 0.101506 \tabularnewline
10 & -0.244131 & -1.8592 & 0.034034 \tabularnewline
11 & -0.047797 & -0.364 & 0.358587 \tabularnewline
12 & 0.335113 & 2.5521 & 0.006681 \tabularnewline
13 & -0.037315 & -0.2842 & 0.388642 \tabularnewline
14 & 0.022681 & 0.1727 & 0.431732 \tabularnewline
15 & 0.02418 & 0.1842 & 0.427269 \tabularnewline
16 & -0.081594 & -0.6214 & 0.268386 \tabularnewline
17 & -0.064854 & -0.4939 & 0.311616 \tabularnewline
18 & 0.008876 & 0.0676 & 0.47317 \tabularnewline
19 & 0.007546 & 0.0575 & 0.477185 \tabularnewline
20 & 0.001015 & 0.0077 & 0.49693 \tabularnewline
21 & 0.122472 & 0.9327 & 0.177415 \tabularnewline
22 & -0.009584 & -0.073 & 0.471034 \tabularnewline
23 & -0.079721 & -0.6071 & 0.273064 \tabularnewline
24 & 0.069798 & 0.5316 & 0.298529 \tabularnewline
25 & -0.190156 & -1.4482 & 0.076475 \tabularnewline
26 & 0.0451 & 0.3435 & 0.366243 \tabularnewline
27 & 0.081871 & 0.6235 & 0.267698 \tabularnewline
28 & 0.068906 & 0.5248 & 0.300871 \tabularnewline
29 & 0.023636 & 0.18 & 0.428888 \tabularnewline
30 & -0.058685 & -0.4469 & 0.328295 \tabularnewline
31 & -0.017397 & -0.1325 & 0.447527 \tabularnewline
32 & -0.103687 & -0.7897 & 0.216471 \tabularnewline
33 & -0.006048 & -0.0461 & 0.48171 \tabularnewline
34 & 0.022464 & 0.1711 & 0.432379 \tabularnewline
35 & 0.093912 & 0.7152 & 0.238674 \tabularnewline
36 & 0.132279 & 1.0074 & 0.158961 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63036&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]0.000861[/C][C]0.0066[/C][C]0.497396[/C][/ROW]
[ROW][C]2[/C][C]-0.169295[/C][C]-1.2893[/C][C]0.101203[/C][/ROW]
[ROW][C]3[/C][C]-0.402008[/C][C]-3.0616[/C][C]0.001667[/C][/ROW]
[ROW][C]4[/C][C]-0.320248[/C][C]-2.4389[/C][C]0.008906[/C][/ROW]
[ROW][C]5[/C][C]0.062936[/C][C]0.4793[/C][C]0.316761[/C][/ROW]
[ROW][C]6[/C][C]0.388172[/C][C]2.9562[/C][C]0.002249[/C][/ROW]
[ROW][C]7[/C][C]0.23353[/C][C]1.7785[/C][C]0.040281[/C][/ROW]
[ROW][C]8[/C][C]-0.071231[/C][C]-0.5425[/C][C]0.294783[/C][/ROW]
[ROW][C]9[/C][C]-0.169066[/C][C]-1.2876[/C][C]0.101506[/C][/ROW]
[ROW][C]10[/C][C]-0.244131[/C][C]-1.8592[/C][C]0.034034[/C][/ROW]
[ROW][C]11[/C][C]-0.047797[/C][C]-0.364[/C][C]0.358587[/C][/ROW]
[ROW][C]12[/C][C]0.335113[/C][C]2.5521[/C][C]0.006681[/C][/ROW]
[ROW][C]13[/C][C]-0.037315[/C][C]-0.2842[/C][C]0.388642[/C][/ROW]
[ROW][C]14[/C][C]0.022681[/C][C]0.1727[/C][C]0.431732[/C][/ROW]
[ROW][C]15[/C][C]0.02418[/C][C]0.1842[/C][C]0.427269[/C][/ROW]
[ROW][C]16[/C][C]-0.081594[/C][C]-0.6214[/C][C]0.268386[/C][/ROW]
[ROW][C]17[/C][C]-0.064854[/C][C]-0.4939[/C][C]0.311616[/C][/ROW]
[ROW][C]18[/C][C]0.008876[/C][C]0.0676[/C][C]0.47317[/C][/ROW]
[ROW][C]19[/C][C]0.007546[/C][C]0.0575[/C][C]0.477185[/C][/ROW]
[ROW][C]20[/C][C]0.001015[/C][C]0.0077[/C][C]0.49693[/C][/ROW]
[ROW][C]21[/C][C]0.122472[/C][C]0.9327[/C][C]0.177415[/C][/ROW]
[ROW][C]22[/C][C]-0.009584[/C][C]-0.073[/C][C]0.471034[/C][/ROW]
[ROW][C]23[/C][C]-0.079721[/C][C]-0.6071[/C][C]0.273064[/C][/ROW]
[ROW][C]24[/C][C]0.069798[/C][C]0.5316[/C][C]0.298529[/C][/ROW]
[ROW][C]25[/C][C]-0.190156[/C][C]-1.4482[/C][C]0.076475[/C][/ROW]
[ROW][C]26[/C][C]0.0451[/C][C]0.3435[/C][C]0.366243[/C][/ROW]
[ROW][C]27[/C][C]0.081871[/C][C]0.6235[/C][C]0.267698[/C][/ROW]
[ROW][C]28[/C][C]0.068906[/C][C]0.5248[/C][C]0.300871[/C][/ROW]
[ROW][C]29[/C][C]0.023636[/C][C]0.18[/C][C]0.428888[/C][/ROW]
[ROW][C]30[/C][C]-0.058685[/C][C]-0.4469[/C][C]0.328295[/C][/ROW]
[ROW][C]31[/C][C]-0.017397[/C][C]-0.1325[/C][C]0.447527[/C][/ROW]
[ROW][C]32[/C][C]-0.103687[/C][C]-0.7897[/C][C]0.216471[/C][/ROW]
[ROW][C]33[/C][C]-0.006048[/C][C]-0.0461[/C][C]0.48171[/C][/ROW]
[ROW][C]34[/C][C]0.022464[/C][C]0.1711[/C][C]0.432379[/C][/ROW]
[ROW][C]35[/C][C]0.093912[/C][C]0.7152[/C][C]0.238674[/C][/ROW]
[ROW][C]36[/C][C]0.132279[/C][C]1.0074[/C][C]0.158961[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63036&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63036&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	0.000861	0.0066	0.497396
2	-0.169295	-1.2893	0.101203
3	-0.402008	-3.0616	0.001667
4	-0.320248	-2.4389	0.008906
5	0.062936	0.4793	0.316761
6	0.388172	2.9562	0.002249
7	0.23353	1.7785	0.040281
8	-0.071231	-0.5425	0.294783
9	-0.169066	-1.2876	0.101506
10	-0.244131	-1.8592	0.034034
11	-0.047797	-0.364	0.358587
12	0.335113	2.5521	0.006681
13	-0.037315	-0.2842	0.388642
14	0.022681	0.1727	0.431732
15	0.02418	0.1842	0.427269
16	-0.081594	-0.6214	0.268386
17	-0.064854	-0.4939	0.311616
18	0.008876	0.0676	0.47317
19	0.007546	0.0575	0.477185
20	0.001015	0.0077	0.49693
21	0.122472	0.9327	0.177415
22	-0.009584	-0.073	0.471034
23	-0.079721	-0.6071	0.273064
24	0.069798	0.5316	0.298529
25	-0.190156	-1.4482	0.076475
26	0.0451	0.3435	0.366243
27	0.081871	0.6235	0.267698
28	0.068906	0.5248	0.300871
29	0.023636	0.18	0.428888
30	-0.058685	-0.4469	0.328295
31	-0.017397	-0.1325	0.447527
32	-0.103687	-0.7897	0.216471
33	-0.006048	-0.0461	0.48171
34	0.022464	0.1711	0.432379
35	0.093912	0.7152	0.238674
36	0.132279	1.0074	0.158961

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.000861	0.0066	0.497396
2	-0.169296	-1.2893	0.101202
3	-0.413545	-3.1495	0.001293
4	-0.46723	-3.5583	0.000376
5	-0.310945	-2.3681	0.010617
6	-0.022416	-0.1707	0.432521
7	-0.052681	-0.4012	0.34487
8	-0.193148	-1.471	0.073352
9	-0.052102	-0.3968	0.346487
10	-0.070101	-0.5339	0.297734
11	-0.123505	-0.9406	0.175408
12	0.196353	1.4954	0.070118
13	-0.224897	-1.7128	0.046049
14	-0.146978	-1.1194	0.133802
15	0.179401	1.3663	0.088563
16	0.158916	1.2103	0.115542
17	-0.032056	-0.2441	0.403995
18	-0.082812	-0.6307	0.265365
19	0.088065	0.6707	0.252543
20	0.081326	0.6194	0.269053
21	0.058059	0.4422	0.330009
22	0.023375	0.178	0.429664
23	-0.080978	-0.6167	0.26992
24	0.160161	1.2197	0.113748
25	0.038672	0.2945	0.384708
26	-0.02378	-0.1811	0.428459
27	-0.125393	-0.955	0.17178
28	0.019578	0.1491	0.440995
29	0.161706	1.2315	0.111549
30	-0.061669	-0.4697	0.320182
31	0.031563	0.2404	0.405443
32	0.005282	0.0402	0.484026
33	-0.122556	-0.9334	0.177252
34	-0.039682	-0.3022	0.381787
35	0.019676	0.1498	0.440702
36	-0.031108	-0.2369	0.40678

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000861 & 0.0066 & 0.497396 \tabularnewline
2 & -0.169296 & -1.2893 & 0.101202 \tabularnewline
3 & -0.413545 & -3.1495 & 0.001293 \tabularnewline
4 & -0.46723 & -3.5583 & 0.000376 \tabularnewline
5 & -0.310945 & -2.3681 & 0.010617 \tabularnewline
6 & -0.022416 & -0.1707 & 0.432521 \tabularnewline
7 & -0.052681 & -0.4012 & 0.34487 \tabularnewline
8 & -0.193148 & -1.471 & 0.073352 \tabularnewline
9 & -0.052102 & -0.3968 & 0.346487 \tabularnewline
10 & -0.070101 & -0.5339 & 0.297734 \tabularnewline
11 & -0.123505 & -0.9406 & 0.175408 \tabularnewline
12 & 0.196353 & 1.4954 & 0.070118 \tabularnewline
13 & -0.224897 & -1.7128 & 0.046049 \tabularnewline
14 & -0.146978 & -1.1194 & 0.133802 \tabularnewline
15 & 0.179401 & 1.3663 & 0.088563 \tabularnewline
16 & 0.158916 & 1.2103 & 0.115542 \tabularnewline
17 & -0.032056 & -0.2441 & 0.403995 \tabularnewline
18 & -0.082812 & -0.6307 & 0.265365 \tabularnewline
19 & 0.088065 & 0.6707 & 0.252543 \tabularnewline
20 & 0.081326 & 0.6194 & 0.269053 \tabularnewline
21 & 0.058059 & 0.4422 & 0.330009 \tabularnewline
22 & 0.023375 & 0.178 & 0.429664 \tabularnewline
23 & -0.080978 & -0.6167 & 0.26992 \tabularnewline
24 & 0.160161 & 1.2197 & 0.113748 \tabularnewline
25 & 0.038672 & 0.2945 & 0.384708 \tabularnewline
26 & -0.02378 & -0.1811 & 0.428459 \tabularnewline
27 & -0.125393 & -0.955 & 0.17178 \tabularnewline
28 & 0.019578 & 0.1491 & 0.440995 \tabularnewline
29 & 0.161706 & 1.2315 & 0.111549 \tabularnewline
30 & -0.061669 & -0.4697 & 0.320182 \tabularnewline
31 & 0.031563 & 0.2404 & 0.405443 \tabularnewline
32 & 0.005282 & 0.0402 & 0.484026 \tabularnewline
33 & -0.122556 & -0.9334 & 0.177252 \tabularnewline
34 & -0.039682 & -0.3022 & 0.381787 \tabularnewline
35 & 0.019676 & 0.1498 & 0.440702 \tabularnewline
36 & -0.031108 & -0.2369 & 0.40678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63036&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]0.000861[/C][C]0.0066[/C][C]0.497396[/C][/ROW]
[ROW][C]2[/C][C]-0.169296[/C][C]-1.2893[/C][C]0.101202[/C][/ROW]
[ROW][C]3[/C][C]-0.413545[/C][C]-3.1495[/C][C]0.001293[/C][/ROW]
[ROW][C]4[/C][C]-0.46723[/C][C]-3.5583[/C][C]0.000376[/C][/ROW]
[ROW][C]5[/C][C]-0.310945[/C][C]-2.3681[/C][C]0.010617[/C][/ROW]
[ROW][C]6[/C][C]-0.022416[/C][C]-0.1707[/C][C]0.432521[/C][/ROW]
[ROW][C]7[/C][C]-0.052681[/C][C]-0.4012[/C][C]0.34487[/C][/ROW]
[ROW][C]8[/C][C]-0.193148[/C][C]-1.471[/C][C]0.073352[/C][/ROW]
[ROW][C]9[/C][C]-0.052102[/C][C]-0.3968[/C][C]0.346487[/C][/ROW]
[ROW][C]10[/C][C]-0.070101[/C][C]-0.5339[/C][C]0.297734[/C][/ROW]
[ROW][C]11[/C][C]-0.123505[/C][C]-0.9406[/C][C]0.175408[/C][/ROW]
[ROW][C]12[/C][C]0.196353[/C][C]1.4954[/C][C]0.070118[/C][/ROW]
[ROW][C]13[/C][C]-0.224897[/C][C]-1.7128[/C][C]0.046049[/C][/ROW]
[ROW][C]14[/C][C]-0.146978[/C][C]-1.1194[/C][C]0.133802[/C][/ROW]
[ROW][C]15[/C][C]0.179401[/C][C]1.3663[/C][C]0.088563[/C][/ROW]
[ROW][C]16[/C][C]0.158916[/C][C]1.2103[/C][C]0.115542[/C][/ROW]
[ROW][C]17[/C][C]-0.032056[/C][C]-0.2441[/C][C]0.403995[/C][/ROW]
[ROW][C]18[/C][C]-0.082812[/C][C]-0.6307[/C][C]0.265365[/C][/ROW]
[ROW][C]19[/C][C]0.088065[/C][C]0.6707[/C][C]0.252543[/C][/ROW]
[ROW][C]20[/C][C]0.081326[/C][C]0.6194[/C][C]0.269053[/C][/ROW]
[ROW][C]21[/C][C]0.058059[/C][C]0.4422[/C][C]0.330009[/C][/ROW]
[ROW][C]22[/C][C]0.023375[/C][C]0.178[/C][C]0.429664[/C][/ROW]
[ROW][C]23[/C][C]-0.080978[/C][C]-0.6167[/C][C]0.26992[/C][/ROW]
[ROW][C]24[/C][C]0.160161[/C][C]1.2197[/C][C]0.113748[/C][/ROW]
[ROW][C]25[/C][C]0.038672[/C][C]0.2945[/C][C]0.384708[/C][/ROW]
[ROW][C]26[/C][C]-0.02378[/C][C]-0.1811[/C][C]0.428459[/C][/ROW]
[ROW][C]27[/C][C]-0.125393[/C][C]-0.955[/C][C]0.17178[/C][/ROW]
[ROW][C]28[/C][C]0.019578[/C][C]0.1491[/C][C]0.440995[/C][/ROW]
[ROW][C]29[/C][C]0.161706[/C][C]1.2315[/C][C]0.111549[/C][/ROW]
[ROW][C]30[/C][C]-0.061669[/C][C]-0.4697[/C][C]0.320182[/C][/ROW]
[ROW][C]31[/C][C]0.031563[/C][C]0.2404[/C][C]0.405443[/C][/ROW]
[ROW][C]32[/C][C]0.005282[/C][C]0.0402[/C][C]0.484026[/C][/ROW]
[ROW][C]33[/C][C]-0.122556[/C][C]-0.9334[/C][C]0.177252[/C][/ROW]
[ROW][C]34[/C][C]-0.039682[/C][C]-0.3022[/C][C]0.381787[/C][/ROW]
[ROW][C]35[/C][C]0.019676[/C][C]0.1498[/C][C]0.440702[/C][/ROW]
[ROW][C]36[/C][C]-0.031108[/C][C]-0.2369[/C][C]0.40678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63036&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63036&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	0.000861	0.0066	0.497396
2	-0.169296	-1.2893	0.101202
3	-0.413545	-3.1495	0.001293
4	-0.46723	-3.5583	0.000376
5	-0.310945	-2.3681	0.010617
6	-0.022416	-0.1707	0.432521
7	-0.052681	-0.4012	0.34487
8	-0.193148	-1.471	0.073352
9	-0.052102	-0.3968	0.346487
10	-0.070101	-0.5339	0.297734
11	-0.123505	-0.9406	0.175408
12	0.196353	1.4954	0.070118
13	-0.224897	-1.7128	0.046049
14	-0.146978	-1.1194	0.133802
15	0.179401	1.3663	0.088563
16	0.158916	1.2103	0.115542
17	-0.032056	-0.2441	0.403995
18	-0.082812	-0.6307	0.265365
19	0.088065	0.6707	0.252543
20	0.081326	0.6194	0.269053
21	0.058059	0.4422	0.330009
22	0.023375	0.178	0.429664
23	-0.080978	-0.6167	0.26992
24	0.160161	1.2197	0.113748
25	0.038672	0.2945	0.384708
26	-0.02378	-0.1811	0.428459
27	-0.125393	-0.955	0.17178
28	0.019578	0.1491	0.440995
29	0.161706	1.2315	0.111549
30	-0.061669	-0.4697	0.320182
31	0.031563	0.2404	0.405443
32	0.005282	0.0402	0.484026
33	-0.122556	-0.9334	0.177252
34	-0.039682	-0.3022	0.381787
35	0.019676	0.1498	0.440702
36	-0.031108	-0.2369	0.40678

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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