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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 11:40:50 -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/t1259865703swn8qcbipuplom7.htm/, Retrieved Wed, 24 Apr 2024 04:32:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63049, Retrieved Wed, 24 Apr 2024 04:32:00 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

123

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [W8 V3] [2009-11-28 11:55:17] [0a7d38ad9c7f1a2c46637c75a8a0e083]
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-03 18:40:50] [71596e6a53ccce532e52aaf6113616ef] [Current]

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Dataseries X:

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Histogram

Boxplots

8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1

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=63049&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=63049&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63049&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	0.035211	0.2414	0.405149
2	-0.089789	-0.6156	0.270577
3	-0.464789	-3.1864	0.00128
4	-0.31162	-2.1364	0.018944
5	-0.012324	-0.0845	0.466513
6	0.294014	2.0157	0.024787
7	0.207746	1.4242	0.080492
8	0.077465	0.5311	0.298935
9	-0.170775	-1.1708	0.123796
10	-0.169014	-1.1587	0.126216
11	0.066901	0.4587	0.324299
12	-0.06338	-0.4345	0.332952
13	0.079225	0.5431	0.2948
14	0.09507	0.6518	0.258862
15	0.045775	0.3138	0.377525
16	-0.077465	-0.5311	0.298935
17	-0.160211	-1.0984	0.138823
18	-0.036972	-0.2535	0.400507
19	-0.021127	-0.1448	0.442729
20	0.195423	1.3397	0.093384
21	0.195423	1.3397	0.093384
22	0.091549	0.6276	0.266642
23	-0.21831	-1.4967	0.070584
24	-0.258803	-1.7743	0.041249
25	-0.045775	-0.3138	0.377525
26	0.09331	0.6397	0.262737
27	0.169014	1.1587	0.126216
28	0.072183	0.4949	0.311501
29	0.040493	0.2776	0.391266
30	-0.191901	-1.3156	0.097343
31	-0.015845	-0.1086	0.45698
32	-0.045775	-0.3138	0.377525
33	0.112676	0.7725	0.221852
34	-0.06162	-0.4224	0.337314
35	0.054577	0.3742	0.354982
36	-0.008803	-0.0603	0.476067

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.035211 & 0.2414 & 0.405149 \tabularnewline
2 & -0.089789 & -0.6156 & 0.270577 \tabularnewline
3 & -0.464789 & -3.1864 & 0.00128 \tabularnewline
4 & -0.31162 & -2.1364 & 0.018944 \tabularnewline
5 & -0.012324 & -0.0845 & 0.466513 \tabularnewline
6 & 0.294014 & 2.0157 & 0.024787 \tabularnewline
7 & 0.207746 & 1.4242 & 0.080492 \tabularnewline
8 & 0.077465 & 0.5311 & 0.298935 \tabularnewline
9 & -0.170775 & -1.1708 & 0.123796 \tabularnewline
10 & -0.169014 & -1.1587 & 0.126216 \tabularnewline
11 & 0.066901 & 0.4587 & 0.324299 \tabularnewline
12 & -0.06338 & -0.4345 & 0.332952 \tabularnewline
13 & 0.079225 & 0.5431 & 0.2948 \tabularnewline
14 & 0.09507 & 0.6518 & 0.258862 \tabularnewline
15 & 0.045775 & 0.3138 & 0.377525 \tabularnewline
16 & -0.077465 & -0.5311 & 0.298935 \tabularnewline
17 & -0.160211 & -1.0984 & 0.138823 \tabularnewline
18 & -0.036972 & -0.2535 & 0.400507 \tabularnewline
19 & -0.021127 & -0.1448 & 0.442729 \tabularnewline
20 & 0.195423 & 1.3397 & 0.093384 \tabularnewline
21 & 0.195423 & 1.3397 & 0.093384 \tabularnewline
22 & 0.091549 & 0.6276 & 0.266642 \tabularnewline
23 & -0.21831 & -1.4967 & 0.070584 \tabularnewline
24 & -0.258803 & -1.7743 & 0.041249 \tabularnewline
25 & -0.045775 & -0.3138 & 0.377525 \tabularnewline
26 & 0.09331 & 0.6397 & 0.262737 \tabularnewline
27 & 0.169014 & 1.1587 & 0.126216 \tabularnewline
28 & 0.072183 & 0.4949 & 0.311501 \tabularnewline
29 & 0.040493 & 0.2776 & 0.391266 \tabularnewline
30 & -0.191901 & -1.3156 & 0.097343 \tabularnewline
31 & -0.015845 & -0.1086 & 0.45698 \tabularnewline
32 & -0.045775 & -0.3138 & 0.377525 \tabularnewline
33 & 0.112676 & 0.7725 & 0.221852 \tabularnewline
34 & -0.06162 & -0.4224 & 0.337314 \tabularnewline
35 & 0.054577 & 0.3742 & 0.354982 \tabularnewline
36 & -0.008803 & -0.0603 & 0.476067 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63049&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]0.035211[/C][C]0.2414[/C][C]0.405149[/C][/ROW]
[ROW][C]2[/C][C]-0.089789[/C][C]-0.6156[/C][C]0.270577[/C][/ROW]
[ROW][C]3[/C][C]-0.464789[/C][C]-3.1864[/C][C]0.00128[/C][/ROW]
[ROW][C]4[/C][C]-0.31162[/C][C]-2.1364[/C][C]0.018944[/C][/ROW]
[ROW][C]5[/C][C]-0.012324[/C][C]-0.0845[/C][C]0.466513[/C][/ROW]
[ROW][C]6[/C][C]0.294014[/C][C]2.0157[/C][C]0.024787[/C][/ROW]
[ROW][C]7[/C][C]0.207746[/C][C]1.4242[/C][C]0.080492[/C][/ROW]
[ROW][C]8[/C][C]0.077465[/C][C]0.5311[/C][C]0.298935[/C][/ROW]
[ROW][C]9[/C][C]-0.170775[/C][C]-1.1708[/C][C]0.123796[/C][/ROW]
[ROW][C]10[/C][C]-0.169014[/C][C]-1.1587[/C][C]0.126216[/C][/ROW]
[ROW][C]11[/C][C]0.066901[/C][C]0.4587[/C][C]0.324299[/C][/ROW]
[ROW][C]12[/C][C]-0.06338[/C][C]-0.4345[/C][C]0.332952[/C][/ROW]
[ROW][C]13[/C][C]0.079225[/C][C]0.5431[/C][C]0.2948[/C][/ROW]
[ROW][C]14[/C][C]0.09507[/C][C]0.6518[/C][C]0.258862[/C][/ROW]
[ROW][C]15[/C][C]0.045775[/C][C]0.3138[/C][C]0.377525[/C][/ROW]
[ROW][C]16[/C][C]-0.077465[/C][C]-0.5311[/C][C]0.298935[/C][/ROW]
[ROW][C]17[/C][C]-0.160211[/C][C]-1.0984[/C][C]0.138823[/C][/ROW]
[ROW][C]18[/C][C]-0.036972[/C][C]-0.2535[/C][C]0.400507[/C][/ROW]
[ROW][C]19[/C][C]-0.021127[/C][C]-0.1448[/C][C]0.442729[/C][/ROW]
[ROW][C]20[/C][C]0.195423[/C][C]1.3397[/C][C]0.093384[/C][/ROW]
[ROW][C]21[/C][C]0.195423[/C][C]1.3397[/C][C]0.093384[/C][/ROW]
[ROW][C]22[/C][C]0.091549[/C][C]0.6276[/C][C]0.266642[/C][/ROW]
[ROW][C]23[/C][C]-0.21831[/C][C]-1.4967[/C][C]0.070584[/C][/ROW]
[ROW][C]24[/C][C]-0.258803[/C][C]-1.7743[/C][C]0.041249[/C][/ROW]
[ROW][C]25[/C][C]-0.045775[/C][C]-0.3138[/C][C]0.377525[/C][/ROW]
[ROW][C]26[/C][C]0.09331[/C][C]0.6397[/C][C]0.262737[/C][/ROW]
[ROW][C]27[/C][C]0.169014[/C][C]1.1587[/C][C]0.126216[/C][/ROW]
[ROW][C]28[/C][C]0.072183[/C][C]0.4949[/C][C]0.311501[/C][/ROW]
[ROW][C]29[/C][C]0.040493[/C][C]0.2776[/C][C]0.391266[/C][/ROW]
[ROW][C]30[/C][C]-0.191901[/C][C]-1.3156[/C][C]0.097343[/C][/ROW]
[ROW][C]31[/C][C]-0.015845[/C][C]-0.1086[/C][C]0.45698[/C][/ROW]
[ROW][C]32[/C][C]-0.045775[/C][C]-0.3138[/C][C]0.377525[/C][/ROW]
[ROW][C]33[/C][C]0.112676[/C][C]0.7725[/C][C]0.221852[/C][/ROW]
[ROW][C]34[/C][C]-0.06162[/C][C]-0.4224[/C][C]0.337314[/C][/ROW]
[ROW][C]35[/C][C]0.054577[/C][C]0.3742[/C][C]0.354982[/C][/ROW]
[ROW][C]36[/C][C]-0.008803[/C][C]-0.0603[/C][C]0.476067[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63049&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63049&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	0.035211	0.2414	0.405149
2	-0.089789	-0.6156	0.270577
3	-0.464789	-3.1864	0.00128
4	-0.31162	-2.1364	0.018944
5	-0.012324	-0.0845	0.466513
6	0.294014	2.0157	0.024787
7	0.207746	1.4242	0.080492
8	0.077465	0.5311	0.298935
9	-0.170775	-1.1708	0.123796
10	-0.169014	-1.1587	0.126216
11	0.066901	0.4587	0.324299
12	-0.06338	-0.4345	0.332952
13	0.079225	0.5431	0.2948
14	0.09507	0.6518	0.258862
15	0.045775	0.3138	0.377525
16	-0.077465	-0.5311	0.298935
17	-0.160211	-1.0984	0.138823
18	-0.036972	-0.2535	0.400507
19	-0.021127	-0.1448	0.442729
20	0.195423	1.3397	0.093384
21	0.195423	1.3397	0.093384
22	0.091549	0.6276	0.266642
23	-0.21831	-1.4967	0.070584
24	-0.258803	-1.7743	0.041249
25	-0.045775	-0.3138	0.377525
26	0.09331	0.6397	0.262737
27	0.169014	1.1587	0.126216
28	0.072183	0.4949	0.311501
29	0.040493	0.2776	0.391266
30	-0.191901	-1.3156	0.097343
31	-0.015845	-0.1086	0.45698
32	-0.045775	-0.3138	0.377525
33	0.112676	0.7725	0.221852
34	-0.06162	-0.4224	0.337314
35	0.054577	0.3742	0.354982
36	-0.008803	-0.0603	0.476067

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.035211	0.2414	0.405149
2	-0.091142	-0.6248	0.267551
3	-0.462541	-3.171	0.001337
4	-0.390024	-2.6739	0.00514
5	-0.219709	-1.5063	0.069347
6	-0.047516	-0.3258	0.373029
7	-0.151846	-1.041	0.1516
8	-0.13307	-0.9123	0.183138
9	-0.158138	-1.0841	0.141916
10	-0.12897	-0.8842	0.190552
11	0.120688	0.8274	0.206097
12	-0.208806	-1.4315	0.079451
13	-0.184321	-1.2636	0.106295
14	0.071497	0.4902	0.313151
15	0.089912	0.6164	0.270301
16	-0.120453	-0.8258	0.206549
17	-0.29564	-2.0268	0.024188
18	-0.064729	-0.4438	0.329628
19	-0.173913	-1.1923	0.119567
20	-0.092085	-0.6313	0.265451
21	-0.005398	-0.037	0.485319
22	0.029267	0.2006	0.42092
23	-0.010254	-0.0703	0.472128
24	-0.091082	-0.6244	0.267683
25	0.096424	0.6611	0.255903
26	0.012941	0.0887	0.464841
27	-0.044416	-0.3045	0.381046
28	-0.110032	-0.7543	0.227203
29	0.043005	0.2948	0.384711
30	-0.035647	-0.2444	0.403999
31	-0.001652	-0.0113	0.495506
32	-0.09282	-0.6363	0.263821
33	-0.003964	-0.0272	0.489217
34	-0.090087	-0.6176	0.269909
35	-0.035165	-0.2411	0.405272
36	-0.115143	-0.7894	0.216926

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.035211 & 0.2414 & 0.405149 \tabularnewline
2 & -0.091142 & -0.6248 & 0.267551 \tabularnewline
3 & -0.462541 & -3.171 & 0.001337 \tabularnewline
4 & -0.390024 & -2.6739 & 0.00514 \tabularnewline
5 & -0.219709 & -1.5063 & 0.069347 \tabularnewline
6 & -0.047516 & -0.3258 & 0.373029 \tabularnewline
7 & -0.151846 & -1.041 & 0.1516 \tabularnewline
8 & -0.13307 & -0.9123 & 0.183138 \tabularnewline
9 & -0.158138 & -1.0841 & 0.141916 \tabularnewline
10 & -0.12897 & -0.8842 & 0.190552 \tabularnewline
11 & 0.120688 & 0.8274 & 0.206097 \tabularnewline
12 & -0.208806 & -1.4315 & 0.079451 \tabularnewline
13 & -0.184321 & -1.2636 & 0.106295 \tabularnewline
14 & 0.071497 & 0.4902 & 0.313151 \tabularnewline
15 & 0.089912 & 0.6164 & 0.270301 \tabularnewline
16 & -0.120453 & -0.8258 & 0.206549 \tabularnewline
17 & -0.29564 & -2.0268 & 0.024188 \tabularnewline
18 & -0.064729 & -0.4438 & 0.329628 \tabularnewline
19 & -0.173913 & -1.1923 & 0.119567 \tabularnewline
20 & -0.092085 & -0.6313 & 0.265451 \tabularnewline
21 & -0.005398 & -0.037 & 0.485319 \tabularnewline
22 & 0.029267 & 0.2006 & 0.42092 \tabularnewline
23 & -0.010254 & -0.0703 & 0.472128 \tabularnewline
24 & -0.091082 & -0.6244 & 0.267683 \tabularnewline
25 & 0.096424 & 0.6611 & 0.255903 \tabularnewline
26 & 0.012941 & 0.0887 & 0.464841 \tabularnewline
27 & -0.044416 & -0.3045 & 0.381046 \tabularnewline
28 & -0.110032 & -0.7543 & 0.227203 \tabularnewline
29 & 0.043005 & 0.2948 & 0.384711 \tabularnewline
30 & -0.035647 & -0.2444 & 0.403999 \tabularnewline
31 & -0.001652 & -0.0113 & 0.495506 \tabularnewline
32 & -0.09282 & -0.6363 & 0.263821 \tabularnewline
33 & -0.003964 & -0.0272 & 0.489217 \tabularnewline
34 & -0.090087 & -0.6176 & 0.269909 \tabularnewline
35 & -0.035165 & -0.2411 & 0.405272 \tabularnewline
36 & -0.115143 & -0.7894 & 0.216926 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63049&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]0.035211[/C][C]0.2414[/C][C]0.405149[/C][/ROW]
[ROW][C]2[/C][C]-0.091142[/C][C]-0.6248[/C][C]0.267551[/C][/ROW]
[ROW][C]3[/C][C]-0.462541[/C][C]-3.171[/C][C]0.001337[/C][/ROW]
[ROW][C]4[/C][C]-0.390024[/C][C]-2.6739[/C][C]0.00514[/C][/ROW]
[ROW][C]5[/C][C]-0.219709[/C][C]-1.5063[/C][C]0.069347[/C][/ROW]
[ROW][C]6[/C][C]-0.047516[/C][C]-0.3258[/C][C]0.373029[/C][/ROW]
[ROW][C]7[/C][C]-0.151846[/C][C]-1.041[/C][C]0.1516[/C][/ROW]
[ROW][C]8[/C][C]-0.13307[/C][C]-0.9123[/C][C]0.183138[/C][/ROW]
[ROW][C]9[/C][C]-0.158138[/C][C]-1.0841[/C][C]0.141916[/C][/ROW]
[ROW][C]10[/C][C]-0.12897[/C][C]-0.8842[/C][C]0.190552[/C][/ROW]
[ROW][C]11[/C][C]0.120688[/C][C]0.8274[/C][C]0.206097[/C][/ROW]
[ROW][C]12[/C][C]-0.208806[/C][C]-1.4315[/C][C]0.079451[/C][/ROW]
[ROW][C]13[/C][C]-0.184321[/C][C]-1.2636[/C][C]0.106295[/C][/ROW]
[ROW][C]14[/C][C]0.071497[/C][C]0.4902[/C][C]0.313151[/C][/ROW]
[ROW][C]15[/C][C]0.089912[/C][C]0.6164[/C][C]0.270301[/C][/ROW]
[ROW][C]16[/C][C]-0.120453[/C][C]-0.8258[/C][C]0.206549[/C][/ROW]
[ROW][C]17[/C][C]-0.29564[/C][C]-2.0268[/C][C]0.024188[/C][/ROW]
[ROW][C]18[/C][C]-0.064729[/C][C]-0.4438[/C][C]0.329628[/C][/ROW]
[ROW][C]19[/C][C]-0.173913[/C][C]-1.1923[/C][C]0.119567[/C][/ROW]
[ROW][C]20[/C][C]-0.092085[/C][C]-0.6313[/C][C]0.265451[/C][/ROW]
[ROW][C]21[/C][C]-0.005398[/C][C]-0.037[/C][C]0.485319[/C][/ROW]
[ROW][C]22[/C][C]0.029267[/C][C]0.2006[/C][C]0.42092[/C][/ROW]
[ROW][C]23[/C][C]-0.010254[/C][C]-0.0703[/C][C]0.472128[/C][/ROW]
[ROW][C]24[/C][C]-0.091082[/C][C]-0.6244[/C][C]0.267683[/C][/ROW]
[ROW][C]25[/C][C]0.096424[/C][C]0.6611[/C][C]0.255903[/C][/ROW]
[ROW][C]26[/C][C]0.012941[/C][C]0.0887[/C][C]0.464841[/C][/ROW]
[ROW][C]27[/C][C]-0.044416[/C][C]-0.3045[/C][C]0.381046[/C][/ROW]
[ROW][C]28[/C][C]-0.110032[/C][C]-0.7543[/C][C]0.227203[/C][/ROW]
[ROW][C]29[/C][C]0.043005[/C][C]0.2948[/C][C]0.384711[/C][/ROW]
[ROW][C]30[/C][C]-0.035647[/C][C]-0.2444[/C][C]0.403999[/C][/ROW]
[ROW][C]31[/C][C]-0.001652[/C][C]-0.0113[/C][C]0.495506[/C][/ROW]
[ROW][C]32[/C][C]-0.09282[/C][C]-0.6363[/C][C]0.263821[/C][/ROW]
[ROW][C]33[/C][C]-0.003964[/C][C]-0.0272[/C][C]0.489217[/C][/ROW]
[ROW][C]34[/C][C]-0.090087[/C][C]-0.6176[/C][C]0.269909[/C][/ROW]
[ROW][C]35[/C][C]-0.035165[/C][C]-0.2411[/C][C]0.405272[/C][/ROW]
[ROW][C]36[/C][C]-0.115143[/C][C]-0.7894[/C][C]0.216926[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63049&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63049&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	0.035211	0.2414	0.405149
2	-0.091142	-0.6248	0.267551
3	-0.462541	-3.171	0.001337
4	-0.390024	-2.6739	0.00514
5	-0.219709	-1.5063	0.069347
6	-0.047516	-0.3258	0.373029
7	-0.151846	-1.041	0.1516
8	-0.13307	-0.9123	0.183138
9	-0.158138	-1.0841	0.141916
10	-0.12897	-0.8842	0.190552
11	0.120688	0.8274	0.206097
12	-0.208806	-1.4315	0.079451
13	-0.184321	-1.2636	0.106295
14	0.071497	0.4902	0.313151
15	0.089912	0.6164	0.270301
16	-0.120453	-0.8258	0.206549
17	-0.29564	-2.0268	0.024188
18	-0.064729	-0.4438	0.329628
19	-0.173913	-1.1923	0.119567
20	-0.092085	-0.6313	0.265451
21	-0.005398	-0.037	0.485319
22	0.029267	0.2006	0.42092
23	-0.010254	-0.0703	0.472128
24	-0.091082	-0.6244	0.267683
25	0.096424	0.6611	0.255903
26	0.012941	0.0887	0.464841
27	-0.044416	-0.3045	0.381046
28	-0.110032	-0.7543	0.227203
29	0.043005	0.2948	0.384711
30	-0.035647	-0.2444	0.403999
31	-0.001652	-0.0113	0.495506
32	-0.09282	-0.6363	0.263821
33	-0.003964	-0.0272	0.489217
34	-0.090087	-0.6176	0.269909
35	-0.035165	-0.2411	0.405272
36	-0.115143	-0.7894	0.216926

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

Parameters (R input):

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