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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 02:28:16 -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/04/t1259919019xz3cmu1bi4ou0nc.htm/, Retrieved Sat, 27 Apr 2024 14:24:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63205, Retrieved Sat, 27 Apr 2024 14:24:23 +0000

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User-defined keywords

Estimated Impact

102

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] [WS8.2] [2009-11-25 18:11:35] [626f1d98f4a7f05bcb9f17666b672c60]
-   P             [(Partial) Autocorrelation Function] [cs.shw.ws8.R2] [2009-12-04 09:28:16] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
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=63205&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=63205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63205&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	0.089756	0.6596	0.256167
2	-0.101254	-0.7441	0.230033
3	-0.506254	-3.7202	0.000238
4	-0.344592	-2.5322	0.007138
5	0.026264	0.193	0.42384
6	0.277685	2.0406	0.023098
7	0.232274	1.7069	0.046797
8	0.017835	0.1311	0.448109
9	-0.15538	-1.1418	0.129287
10	-0.209828	-1.5419	0.064468
11	0.141448	1.0394	0.15162
12	-0.024068	-0.1769	0.430139
13	0.169113	1.2427	0.10967
14	0.000194	0.0014	0.499433
15	-0.004438	-0.0326	0.487052
16	-0.123652	-0.9087	0.183785
17	-0.123208	-0.9054	0.18464
18	0.001692	0.0124	0.495062
19	0.009109	0.0669	0.473438
20	0.191301	1.4058	0.08276
21	0.160952	1.1827	0.121045
22	0.076659	0.5633	0.287773
23	-0.212532	-1.5618	0.06209
24	-0.290522	-2.1349	0.018662
25	-0.09444	-0.694	0.245333
26	0.144597	1.0626	0.146355
27	0.236416	1.7373	0.044018
28	0.109838	0.8071	0.211562
29	-0.005081	-0.0373	0.485178
30	-0.257844	-1.8948	0.031742
31	-0.04062	-0.2985	0.383237
32	-0.012004	-0.0882	0.465017
33	0.212472	1.5613	0.062142
34	0.002886	0.0212	0.491578
35	-0.031814	-0.2338	0.408019
36	-0.162966	-1.1976	0.118161

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.089756 & 0.6596 & 0.256167 \tabularnewline
2 & -0.101254 & -0.7441 & 0.230033 \tabularnewline
3 & -0.506254 & -3.7202 & 0.000238 \tabularnewline
4 & -0.344592 & -2.5322 & 0.007138 \tabularnewline
5 & 0.026264 & 0.193 & 0.42384 \tabularnewline
6 & 0.277685 & 2.0406 & 0.023098 \tabularnewline
7 & 0.232274 & 1.7069 & 0.046797 \tabularnewline
8 & 0.017835 & 0.1311 & 0.448109 \tabularnewline
9 & -0.15538 & -1.1418 & 0.129287 \tabularnewline
10 & -0.209828 & -1.5419 & 0.064468 \tabularnewline
11 & 0.141448 & 1.0394 & 0.15162 \tabularnewline
12 & -0.024068 & -0.1769 & 0.430139 \tabularnewline
13 & 0.169113 & 1.2427 & 0.10967 \tabularnewline
14 & 0.000194 & 0.0014 & 0.499433 \tabularnewline
15 & -0.004438 & -0.0326 & 0.487052 \tabularnewline
16 & -0.123652 & -0.9087 & 0.183785 \tabularnewline
17 & -0.123208 & -0.9054 & 0.18464 \tabularnewline
18 & 0.001692 & 0.0124 & 0.495062 \tabularnewline
19 & 0.009109 & 0.0669 & 0.473438 \tabularnewline
20 & 0.191301 & 1.4058 & 0.08276 \tabularnewline
21 & 0.160952 & 1.1827 & 0.121045 \tabularnewline
22 & 0.076659 & 0.5633 & 0.287773 \tabularnewline
23 & -0.212532 & -1.5618 & 0.06209 \tabularnewline
24 & -0.290522 & -2.1349 & 0.018662 \tabularnewline
25 & -0.09444 & -0.694 & 0.245333 \tabularnewline
26 & 0.144597 & 1.0626 & 0.146355 \tabularnewline
27 & 0.236416 & 1.7373 & 0.044018 \tabularnewline
28 & 0.109838 & 0.8071 & 0.211562 \tabularnewline
29 & -0.005081 & -0.0373 & 0.485178 \tabularnewline
30 & -0.257844 & -1.8948 & 0.031742 \tabularnewline
31 & -0.04062 & -0.2985 & 0.383237 \tabularnewline
32 & -0.012004 & -0.0882 & 0.465017 \tabularnewline
33 & 0.212472 & 1.5613 & 0.062142 \tabularnewline
34 & 0.002886 & 0.0212 & 0.491578 \tabularnewline
35 & -0.031814 & -0.2338 & 0.408019 \tabularnewline
36 & -0.162966 & -1.1976 & 0.118161 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63205&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]0.089756[/C][C]0.6596[/C][C]0.256167[/C][/ROW]
[ROW][C]2[/C][C]-0.101254[/C][C]-0.7441[/C][C]0.230033[/C][/ROW]
[ROW][C]3[/C][C]-0.506254[/C][C]-3.7202[/C][C]0.000238[/C][/ROW]
[ROW][C]4[/C][C]-0.344592[/C][C]-2.5322[/C][C]0.007138[/C][/ROW]
[ROW][C]5[/C][C]0.026264[/C][C]0.193[/C][C]0.42384[/C][/ROW]
[ROW][C]6[/C][C]0.277685[/C][C]2.0406[/C][C]0.023098[/C][/ROW]
[ROW][C]7[/C][C]0.232274[/C][C]1.7069[/C][C]0.046797[/C][/ROW]
[ROW][C]8[/C][C]0.017835[/C][C]0.1311[/C][C]0.448109[/C][/ROW]
[ROW][C]9[/C][C]-0.15538[/C][C]-1.1418[/C][C]0.129287[/C][/ROW]
[ROW][C]10[/C][C]-0.209828[/C][C]-1.5419[/C][C]0.064468[/C][/ROW]
[ROW][C]11[/C][C]0.141448[/C][C]1.0394[/C][C]0.15162[/C][/ROW]
[ROW][C]12[/C][C]-0.024068[/C][C]-0.1769[/C][C]0.430139[/C][/ROW]
[ROW][C]13[/C][C]0.169113[/C][C]1.2427[/C][C]0.10967[/C][/ROW]
[ROW][C]14[/C][C]0.000194[/C][C]0.0014[/C][C]0.499433[/C][/ROW]
[ROW][C]15[/C][C]-0.004438[/C][C]-0.0326[/C][C]0.487052[/C][/ROW]
[ROW][C]16[/C][C]-0.123652[/C][C]-0.9087[/C][C]0.183785[/C][/ROW]
[ROW][C]17[/C][C]-0.123208[/C][C]-0.9054[/C][C]0.18464[/C][/ROW]
[ROW][C]18[/C][C]0.001692[/C][C]0.0124[/C][C]0.495062[/C][/ROW]
[ROW][C]19[/C][C]0.009109[/C][C]0.0669[/C][C]0.473438[/C][/ROW]
[ROW][C]20[/C][C]0.191301[/C][C]1.4058[/C][C]0.08276[/C][/ROW]
[ROW][C]21[/C][C]0.160952[/C][C]1.1827[/C][C]0.121045[/C][/ROW]
[ROW][C]22[/C][C]0.076659[/C][C]0.5633[/C][C]0.287773[/C][/ROW]
[ROW][C]23[/C][C]-0.212532[/C][C]-1.5618[/C][C]0.06209[/C][/ROW]
[ROW][C]24[/C][C]-0.290522[/C][C]-2.1349[/C][C]0.018662[/C][/ROW]
[ROW][C]25[/C][C]-0.09444[/C][C]-0.694[/C][C]0.245333[/C][/ROW]
[ROW][C]26[/C][C]0.144597[/C][C]1.0626[/C][C]0.146355[/C][/ROW]
[ROW][C]27[/C][C]0.236416[/C][C]1.7373[/C][C]0.044018[/C][/ROW]
[ROW][C]28[/C][C]0.109838[/C][C]0.8071[/C][C]0.211562[/C][/ROW]
[ROW][C]29[/C][C]-0.005081[/C][C]-0.0373[/C][C]0.485178[/C][/ROW]
[ROW][C]30[/C][C]-0.257844[/C][C]-1.8948[/C][C]0.031742[/C][/ROW]
[ROW][C]31[/C][C]-0.04062[/C][C]-0.2985[/C][C]0.383237[/C][/ROW]
[ROW][C]32[/C][C]-0.012004[/C][C]-0.0882[/C][C]0.465017[/C][/ROW]
[ROW][C]33[/C][C]0.212472[/C][C]1.5613[/C][C]0.062142[/C][/ROW]
[ROW][C]34[/C][C]0.002886[/C][C]0.0212[/C][C]0.491578[/C][/ROW]
[ROW][C]35[/C][C]-0.031814[/C][C]-0.2338[/C][C]0.408019[/C][/ROW]
[ROW][C]36[/C][C]-0.162966[/C][C]-1.1976[/C][C]0.118161[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63205&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	0.089756	0.6596	0.256167
2	-0.101254	-0.7441	0.230033
3	-0.506254	-3.7202	0.000238
4	-0.344592	-2.5322	0.007138
5	0.026264	0.193	0.42384
6	0.277685	2.0406	0.023098
7	0.232274	1.7069	0.046797
8	0.017835	0.1311	0.448109
9	-0.15538	-1.1418	0.129287
10	-0.209828	-1.5419	0.064468
11	0.141448	1.0394	0.15162
12	-0.024068	-0.1769	0.430139
13	0.169113	1.2427	0.10967
14	0.000194	0.0014	0.499433
15	-0.004438	-0.0326	0.487052
16	-0.123652	-0.9087	0.183785
17	-0.123208	-0.9054	0.18464
18	0.001692	0.0124	0.495062
19	0.009109	0.0669	0.473438
20	0.191301	1.4058	0.08276
21	0.160952	1.1827	0.121045
22	0.076659	0.5633	0.287773
23	-0.212532	-1.5618	0.06209
24	-0.290522	-2.1349	0.018662
25	-0.09444	-0.694	0.245333
26	0.144597	1.0626	0.146355
27	0.236416	1.7373	0.044018
28	0.109838	0.8071	0.211562
29	-0.005081	-0.0373	0.485178
30	-0.257844	-1.8948	0.031742
31	-0.04062	-0.2985	0.383237
32	-0.012004	-0.0882	0.465017
33	0.212472	1.5613	0.062142
34	0.002886	0.0212	0.491578
35	-0.031814	-0.2338	0.408019
36	-0.162966	-1.1976	0.118161

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.089756	0.6596	0.256167
2	-0.110198	-0.8098	0.210809
3	-0.496249	-3.6467	0.000299
4	-0.38376	-2.82	0.003351
5	-0.127781	-0.939	0.175958
6	-0.071773	-0.5274	0.300031
7	-0.169293	-1.244	0.109428
8	-0.194589	-1.4299	0.079248
9	-0.149465	-1.0983	0.138465
10	-0.222412	-1.6344	0.053998
11	0.112624	0.8276	0.205766
12	-0.243415	-1.7887	0.039634
13	-0.086013	-0.6321	0.265006
14	0.049354	0.3627	0.359132
15	0.096866	0.7118	0.23982
16	-0.071589	-0.5261	0.300496
17	-0.151903	-1.1163	0.134628
18	0.005482	0.0403	0.484006
19	-0.149929	-1.1018	0.137728
20	0.012622	0.0927	0.463223
21	0.159817	1.1744	0.122692
22	0.104156	0.7654	0.223687
23	0.040311	0.2962	0.384099
24	-0.136201	-1.0009	0.160677
25	0.076955	0.5655	0.287039
26	0.044129	0.3243	0.373488
27	-0.018976	-0.1394	0.444808
28	-0.12123	-0.8909	0.188479
29	0.026102	0.1918	0.424306
30	-0.030714	-0.2257	0.411144
31	0.024009	0.1764	0.430308
32	-0.086922	-0.6387	0.262846
33	0.030333	0.2229	0.412227
34	-0.085046	-0.625	0.267315
35	0.005485	0.0403	0.483999
36	-0.185656	-1.3643	0.089068

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.089756 & 0.6596 & 0.256167 \tabularnewline
2 & -0.110198 & -0.8098 & 0.210809 \tabularnewline
3 & -0.496249 & -3.6467 & 0.000299 \tabularnewline
4 & -0.38376 & -2.82 & 0.003351 \tabularnewline
5 & -0.127781 & -0.939 & 0.175958 \tabularnewline
6 & -0.071773 & -0.5274 & 0.300031 \tabularnewline
7 & -0.169293 & -1.244 & 0.109428 \tabularnewline
8 & -0.194589 & -1.4299 & 0.079248 \tabularnewline
9 & -0.149465 & -1.0983 & 0.138465 \tabularnewline
10 & -0.222412 & -1.6344 & 0.053998 \tabularnewline
11 & 0.112624 & 0.8276 & 0.205766 \tabularnewline
12 & -0.243415 & -1.7887 & 0.039634 \tabularnewline
13 & -0.086013 & -0.6321 & 0.265006 \tabularnewline
14 & 0.049354 & 0.3627 & 0.359132 \tabularnewline
15 & 0.096866 & 0.7118 & 0.23982 \tabularnewline
16 & -0.071589 & -0.5261 & 0.300496 \tabularnewline
17 & -0.151903 & -1.1163 & 0.134628 \tabularnewline
18 & 0.005482 & 0.0403 & 0.484006 \tabularnewline
19 & -0.149929 & -1.1018 & 0.137728 \tabularnewline
20 & 0.012622 & 0.0927 & 0.463223 \tabularnewline
21 & 0.159817 & 1.1744 & 0.122692 \tabularnewline
22 & 0.104156 & 0.7654 & 0.223687 \tabularnewline
23 & 0.040311 & 0.2962 & 0.384099 \tabularnewline
24 & -0.136201 & -1.0009 & 0.160677 \tabularnewline
25 & 0.076955 & 0.5655 & 0.287039 \tabularnewline
26 & 0.044129 & 0.3243 & 0.373488 \tabularnewline
27 & -0.018976 & -0.1394 & 0.444808 \tabularnewline
28 & -0.12123 & -0.8909 & 0.188479 \tabularnewline
29 & 0.026102 & 0.1918 & 0.424306 \tabularnewline
30 & -0.030714 & -0.2257 & 0.411144 \tabularnewline
31 & 0.024009 & 0.1764 & 0.430308 \tabularnewline
32 & -0.086922 & -0.6387 & 0.262846 \tabularnewline
33 & 0.030333 & 0.2229 & 0.412227 \tabularnewline
34 & -0.085046 & -0.625 & 0.267315 \tabularnewline
35 & 0.005485 & 0.0403 & 0.483999 \tabularnewline
36 & -0.185656 & -1.3643 & 0.089068 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63205&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]0.089756[/C][C]0.6596[/C][C]0.256167[/C][/ROW]
[ROW][C]2[/C][C]-0.110198[/C][C]-0.8098[/C][C]0.210809[/C][/ROW]
[ROW][C]3[/C][C]-0.496249[/C][C]-3.6467[/C][C]0.000299[/C][/ROW]
[ROW][C]4[/C][C]-0.38376[/C][C]-2.82[/C][C]0.003351[/C][/ROW]
[ROW][C]5[/C][C]-0.127781[/C][C]-0.939[/C][C]0.175958[/C][/ROW]
[ROW][C]6[/C][C]-0.071773[/C][C]-0.5274[/C][C]0.300031[/C][/ROW]
[ROW][C]7[/C][C]-0.169293[/C][C]-1.244[/C][C]0.109428[/C][/ROW]
[ROW][C]8[/C][C]-0.194589[/C][C]-1.4299[/C][C]0.079248[/C][/ROW]
[ROW][C]9[/C][C]-0.149465[/C][C]-1.0983[/C][C]0.138465[/C][/ROW]
[ROW][C]10[/C][C]-0.222412[/C][C]-1.6344[/C][C]0.053998[/C][/ROW]
[ROW][C]11[/C][C]0.112624[/C][C]0.8276[/C][C]0.205766[/C][/ROW]
[ROW][C]12[/C][C]-0.243415[/C][C]-1.7887[/C][C]0.039634[/C][/ROW]
[ROW][C]13[/C][C]-0.086013[/C][C]-0.6321[/C][C]0.265006[/C][/ROW]
[ROW][C]14[/C][C]0.049354[/C][C]0.3627[/C][C]0.359132[/C][/ROW]
[ROW][C]15[/C][C]0.096866[/C][C]0.7118[/C][C]0.23982[/C][/ROW]
[ROW][C]16[/C][C]-0.071589[/C][C]-0.5261[/C][C]0.300496[/C][/ROW]
[ROW][C]17[/C][C]-0.151903[/C][C]-1.1163[/C][C]0.134628[/C][/ROW]
[ROW][C]18[/C][C]0.005482[/C][C]0.0403[/C][C]0.484006[/C][/ROW]
[ROW][C]19[/C][C]-0.149929[/C][C]-1.1018[/C][C]0.137728[/C][/ROW]
[ROW][C]20[/C][C]0.012622[/C][C]0.0927[/C][C]0.463223[/C][/ROW]
[ROW][C]21[/C][C]0.159817[/C][C]1.1744[/C][C]0.122692[/C][/ROW]
[ROW][C]22[/C][C]0.104156[/C][C]0.7654[/C][C]0.223687[/C][/ROW]
[ROW][C]23[/C][C]0.040311[/C][C]0.2962[/C][C]0.384099[/C][/ROW]
[ROW][C]24[/C][C]-0.136201[/C][C]-1.0009[/C][C]0.160677[/C][/ROW]
[ROW][C]25[/C][C]0.076955[/C][C]0.5655[/C][C]0.287039[/C][/ROW]
[ROW][C]26[/C][C]0.044129[/C][C]0.3243[/C][C]0.373488[/C][/ROW]
[ROW][C]27[/C][C]-0.018976[/C][C]-0.1394[/C][C]0.444808[/C][/ROW]
[ROW][C]28[/C][C]-0.12123[/C][C]-0.8909[/C][C]0.188479[/C][/ROW]
[ROW][C]29[/C][C]0.026102[/C][C]0.1918[/C][C]0.424306[/C][/ROW]
[ROW][C]30[/C][C]-0.030714[/C][C]-0.2257[/C][C]0.411144[/C][/ROW]
[ROW][C]31[/C][C]0.024009[/C][C]0.1764[/C][C]0.430308[/C][/ROW]
[ROW][C]32[/C][C]-0.086922[/C][C]-0.6387[/C][C]0.262846[/C][/ROW]
[ROW][C]33[/C][C]0.030333[/C][C]0.2229[/C][C]0.412227[/C][/ROW]
[ROW][C]34[/C][C]-0.085046[/C][C]-0.625[/C][C]0.267315[/C][/ROW]
[ROW][C]35[/C][C]0.005485[/C][C]0.0403[/C][C]0.483999[/C][/ROW]
[ROW][C]36[/C][C]-0.185656[/C][C]-1.3643[/C][C]0.089068[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63205&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63205&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	0.089756	0.6596	0.256167
2	-0.110198	-0.8098	0.210809
3	-0.496249	-3.6467	0.000299
4	-0.38376	-2.82	0.003351
5	-0.127781	-0.939	0.175958
6	-0.071773	-0.5274	0.300031
7	-0.169293	-1.244	0.109428
8	-0.194589	-1.4299	0.079248
9	-0.149465	-1.0983	0.138465
10	-0.222412	-1.6344	0.053998
11	0.112624	0.8276	0.205766
12	-0.243415	-1.7887	0.039634
13	-0.086013	-0.6321	0.265006
14	0.049354	0.3627	0.359132
15	0.096866	0.7118	0.23982
16	-0.071589	-0.5261	0.300496
17	-0.151903	-1.1163	0.134628
18	0.005482	0.0403	0.484006
19	-0.149929	-1.1018	0.137728
20	0.012622	0.0927	0.463223
21	0.159817	1.1744	0.122692
22	0.104156	0.7654	0.223687
23	0.040311	0.2962	0.384099
24	-0.136201	-1.0009	0.160677
25	0.076955	0.5655	0.287039
26	0.044129	0.3243	0.373488
27	-0.018976	-0.1394	0.444808
28	-0.12123	-0.8909	0.188479
29	0.026102	0.1918	0.424306
30	-0.030714	-0.2257	0.411144
31	0.024009	0.1764	0.430308
32	-0.086922	-0.6387	0.262846
33	0.030333	0.2229	0.412227
34	-0.085046	-0.625	0.267315
35	0.005485	0.0403	0.483999
36	-0.185656	-1.3643	0.089068

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