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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 03:32:15 -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/t1259922780zivu2truq0m4ggc.htm/, Retrieved Sun, 28 Apr 2024 18:00:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63256, Retrieved Sun, 28 Apr 2024 18:00:28 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

154

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 14:48:46] [b98453cac15ba1066b407e146608df68]
F   PD      [(Partial) Autocorrelation Function] [WS9] [2009-12-04 10:32:15] [9a1fef436e1d399a5ecd6808bfbd8489] [Current]
-   P         [(Partial) Autocorrelation Function] [ws9] [2009-12-11 13:17:00] [74be16979710d4c4e7c6647856088456] 

Feedback Forum

2009-12-11 13:31:35 [Dorien Peeters] [reply] 
Hier heb je 1x niet-seizoenaal gedifferentieerd. De ACF ziet er al veel beter uit. 

Post a new message

Dataseries X:

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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=63256&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=63256&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63256&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	-0.417071	-2.8593	0.003156
2	-0.282712	-1.9382	0.029311
3	0.318151	2.1811	0.017105
4	-0.069903	-0.4792	0.316999
5	-0.044737	-0.3067	0.380213
6	-0.047351	-0.3246	0.373453
7	0.135378	0.9281	0.179048
8	-0.003405	-0.0233	0.490737
9	-0.2156	-1.4781	0.073028
10	0.273679	1.8762	0.033419
11	-0.070733	-0.4849	0.314993
12	-0.2524	-1.7304	0.045063
13	0.29739	2.0388	0.023558
14	-0.079379	-0.5442	0.29444
15	-0.099158	-0.6798	0.249986
16	0.043048	0.2951	0.384601
17	0.008755	0.06	0.476196
18	-0.022907	-0.157	0.437941
19	0.044952	0.3082	0.379656
20	-0.032391	-0.2221	0.412614
21	-0.045254	-0.3102	0.378872
22	0.045187	0.3098	0.379047
23	0.110147	0.7551	0.22697
24	-0.200027	-1.3713	0.088394
25	0.013806	0.0947	0.462498
26	0.222932	1.5283	0.066565
27	-0.116352	-0.7977	0.214537
28	-0.101021	-0.6926	0.245996
29	0.126845	0.8696	0.194467
30	0.021461	0.1471	0.44183
31	-0.154281	-1.0577	0.1478
32	0.098182	0.6731	0.25209
33	0.040567	0.2781	0.391074
34	-0.054675	-0.3748	0.354735
35	0.009144	0.0627	0.47514
36	0.053629	0.3677	0.357388

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.417071 & -2.8593 & 0.003156 \tabularnewline
2 & -0.282712 & -1.9382 & 0.029311 \tabularnewline
3 & 0.318151 & 2.1811 & 0.017105 \tabularnewline
4 & -0.069903 & -0.4792 & 0.316999 \tabularnewline
5 & -0.044737 & -0.3067 & 0.380213 \tabularnewline
6 & -0.047351 & -0.3246 & 0.373453 \tabularnewline
7 & 0.135378 & 0.9281 & 0.179048 \tabularnewline
8 & -0.003405 & -0.0233 & 0.490737 \tabularnewline
9 & -0.2156 & -1.4781 & 0.073028 \tabularnewline
10 & 0.273679 & 1.8762 & 0.033419 \tabularnewline
11 & -0.070733 & -0.4849 & 0.314993 \tabularnewline
12 & -0.2524 & -1.7304 & 0.045063 \tabularnewline
13 & 0.29739 & 2.0388 & 0.023558 \tabularnewline
14 & -0.079379 & -0.5442 & 0.29444 \tabularnewline
15 & -0.099158 & -0.6798 & 0.249986 \tabularnewline
16 & 0.043048 & 0.2951 & 0.384601 \tabularnewline
17 & 0.008755 & 0.06 & 0.476196 \tabularnewline
18 & -0.022907 & -0.157 & 0.437941 \tabularnewline
19 & 0.044952 & 0.3082 & 0.379656 \tabularnewline
20 & -0.032391 & -0.2221 & 0.412614 \tabularnewline
21 & -0.045254 & -0.3102 & 0.378872 \tabularnewline
22 & 0.045187 & 0.3098 & 0.379047 \tabularnewline
23 & 0.110147 & 0.7551 & 0.22697 \tabularnewline
24 & -0.200027 & -1.3713 & 0.088394 \tabularnewline
25 & 0.013806 & 0.0947 & 0.462498 \tabularnewline
26 & 0.222932 & 1.5283 & 0.066565 \tabularnewline
27 & -0.116352 & -0.7977 & 0.214537 \tabularnewline
28 & -0.101021 & -0.6926 & 0.245996 \tabularnewline
29 & 0.126845 & 0.8696 & 0.194467 \tabularnewline
30 & 0.021461 & 0.1471 & 0.44183 \tabularnewline
31 & -0.154281 & -1.0577 & 0.1478 \tabularnewline
32 & 0.098182 & 0.6731 & 0.25209 \tabularnewline
33 & 0.040567 & 0.2781 & 0.391074 \tabularnewline
34 & -0.054675 & -0.3748 & 0.354735 \tabularnewline
35 & 0.009144 & 0.0627 & 0.47514 \tabularnewline
36 & 0.053629 & 0.3677 & 0.357388 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63256&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]-0.417071[/C][C]-2.8593[/C][C]0.003156[/C][/ROW]
[ROW][C]2[/C][C]-0.282712[/C][C]-1.9382[/C][C]0.029311[/C][/ROW]
[ROW][C]3[/C][C]0.318151[/C][C]2.1811[/C][C]0.017105[/C][/ROW]
[ROW][C]4[/C][C]-0.069903[/C][C]-0.4792[/C][C]0.316999[/C][/ROW]
[ROW][C]5[/C][C]-0.044737[/C][C]-0.3067[/C][C]0.380213[/C][/ROW]
[ROW][C]6[/C][C]-0.047351[/C][C]-0.3246[/C][C]0.373453[/C][/ROW]
[ROW][C]7[/C][C]0.135378[/C][C]0.9281[/C][C]0.179048[/C][/ROW]
[ROW][C]8[/C][C]-0.003405[/C][C]-0.0233[/C][C]0.490737[/C][/ROW]
[ROW][C]9[/C][C]-0.2156[/C][C]-1.4781[/C][C]0.073028[/C][/ROW]
[ROW][C]10[/C][C]0.273679[/C][C]1.8762[/C][C]0.033419[/C][/ROW]
[ROW][C]11[/C][C]-0.070733[/C][C]-0.4849[/C][C]0.314993[/C][/ROW]
[ROW][C]12[/C][C]-0.2524[/C][C]-1.7304[/C][C]0.045063[/C][/ROW]
[ROW][C]13[/C][C]0.29739[/C][C]2.0388[/C][C]0.023558[/C][/ROW]
[ROW][C]14[/C][C]-0.079379[/C][C]-0.5442[/C][C]0.29444[/C][/ROW]
[ROW][C]15[/C][C]-0.099158[/C][C]-0.6798[/C][C]0.249986[/C][/ROW]
[ROW][C]16[/C][C]0.043048[/C][C]0.2951[/C][C]0.384601[/C][/ROW]
[ROW][C]17[/C][C]0.008755[/C][C]0.06[/C][C]0.476196[/C][/ROW]
[ROW][C]18[/C][C]-0.022907[/C][C]-0.157[/C][C]0.437941[/C][/ROW]
[ROW][C]19[/C][C]0.044952[/C][C]0.3082[/C][C]0.379656[/C][/ROW]
[ROW][C]20[/C][C]-0.032391[/C][C]-0.2221[/C][C]0.412614[/C][/ROW]
[ROW][C]21[/C][C]-0.045254[/C][C]-0.3102[/C][C]0.378872[/C][/ROW]
[ROW][C]22[/C][C]0.045187[/C][C]0.3098[/C][C]0.379047[/C][/ROW]
[ROW][C]23[/C][C]0.110147[/C][C]0.7551[/C][C]0.22697[/C][/ROW]
[ROW][C]24[/C][C]-0.200027[/C][C]-1.3713[/C][C]0.088394[/C][/ROW]
[ROW][C]25[/C][C]0.013806[/C][C]0.0947[/C][C]0.462498[/C][/ROW]
[ROW][C]26[/C][C]0.222932[/C][C]1.5283[/C][C]0.066565[/C][/ROW]
[ROW][C]27[/C][C]-0.116352[/C][C]-0.7977[/C][C]0.214537[/C][/ROW]
[ROW][C]28[/C][C]-0.101021[/C][C]-0.6926[/C][C]0.245996[/C][/ROW]
[ROW][C]29[/C][C]0.126845[/C][C]0.8696[/C][C]0.194467[/C][/ROW]
[ROW][C]30[/C][C]0.021461[/C][C]0.1471[/C][C]0.44183[/C][/ROW]
[ROW][C]31[/C][C]-0.154281[/C][C]-1.0577[/C][C]0.1478[/C][/ROW]
[ROW][C]32[/C][C]0.098182[/C][C]0.6731[/C][C]0.25209[/C][/ROW]
[ROW][C]33[/C][C]0.040567[/C][C]0.2781[/C][C]0.391074[/C][/ROW]
[ROW][C]34[/C][C]-0.054675[/C][C]-0.3748[/C][C]0.354735[/C][/ROW]
[ROW][C]35[/C][C]0.009144[/C][C]0.0627[/C][C]0.47514[/C][/ROW]
[ROW][C]36[/C][C]0.053629[/C][C]0.3677[/C][C]0.357388[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63256&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63256&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	-0.417071	-2.8593	0.003156
2	-0.282712	-1.9382	0.029311
3	0.318151	2.1811	0.017105
4	-0.069903	-0.4792	0.316999
5	-0.044737	-0.3067	0.380213
6	-0.047351	-0.3246	0.373453
7	0.135378	0.9281	0.179048
8	-0.003405	-0.0233	0.490737
9	-0.2156	-1.4781	0.073028
10	0.273679	1.8762	0.033419
11	-0.070733	-0.4849	0.314993
12	-0.2524	-1.7304	0.045063
13	0.29739	2.0388	0.023558
14	-0.079379	-0.5442	0.29444
15	-0.099158	-0.6798	0.249986
16	0.043048	0.2951	0.384601
17	0.008755	0.06	0.476196
18	-0.022907	-0.157	0.437941
19	0.044952	0.3082	0.379656
20	-0.032391	-0.2221	0.412614
21	-0.045254	-0.3102	0.378872
22	0.045187	0.3098	0.379047
23	0.110147	0.7551	0.22697
24	-0.200027	-1.3713	0.088394
25	0.013806	0.0947	0.462498
26	0.222932	1.5283	0.066565
27	-0.116352	-0.7977	0.214537
28	-0.101021	-0.6926	0.245996
29	0.126845	0.8696	0.194467
30	0.021461	0.1471	0.44183
31	-0.154281	-1.0577	0.1478
32	0.098182	0.6731	0.25209
33	0.040567	0.2781	0.391074
34	-0.054675	-0.3748	0.354735
35	0.009144	0.0627	0.47514
36	0.053629	0.3677	0.357388

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.417071	-2.8593	0.003156
2	-0.552824	-3.79	0.000214
3	-0.166511	-1.1415	0.129713
4	-0.162803	-1.1161	0.135023
5	-0.00543	-0.0372	0.485232
6	-0.170118	-1.1663	0.124694
7	0.047118	0.323	0.374054
8	0.077685	0.5326	0.298416
9	-0.11247	-0.7711	0.222267
10	0.140503	0.9632	0.170178
11	0.042331	0.2902	0.386469
12	-0.178732	-1.2253	0.113279
13	0.002076	0.0142	0.494352
14	-0.092708	-0.6356	0.264069
15	-0.056542	-0.3876	0.35002
16	-0.126539	-0.8675	0.195036
17	-0.139586	-0.957	0.171744
18	-0.239982	-1.6452	0.053297
19	0.034091	0.2337	0.40811
20	-0.095747	-0.6564	0.257381
21	-0.166089	-1.1387	0.13031
22	-0.045075	-0.309	0.379336
23	0.105649	0.7243	0.236239
24	-0.143831	-0.9861	0.164577
25	-0.100125	-0.6864	0.24791
26	0.021959	0.1505	0.440489
27	0.063897	0.4381	0.331676
28	0.008107	0.0556	0.477958
29	0.001345	0.0092	0.49634
30	-0.011723	-0.0804	0.468143
31	-0.074429	-0.5103	0.306128
32	-0.085945	-0.5892	0.279272
33	-0.215149	-1.475	0.073442
34	-0.052474	-0.3597	0.360324
35	0.035556	0.2438	0.404238
36	-0.065381	-0.4482	0.328022

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.417071 & -2.8593 & 0.003156 \tabularnewline
2 & -0.552824 & -3.79 & 0.000214 \tabularnewline
3 & -0.166511 & -1.1415 & 0.129713 \tabularnewline
4 & -0.162803 & -1.1161 & 0.135023 \tabularnewline
5 & -0.00543 & -0.0372 & 0.485232 \tabularnewline
6 & -0.170118 & -1.1663 & 0.124694 \tabularnewline
7 & 0.047118 & 0.323 & 0.374054 \tabularnewline
8 & 0.077685 & 0.5326 & 0.298416 \tabularnewline
9 & -0.11247 & -0.7711 & 0.222267 \tabularnewline
10 & 0.140503 & 0.9632 & 0.170178 \tabularnewline
11 & 0.042331 & 0.2902 & 0.386469 \tabularnewline
12 & -0.178732 & -1.2253 & 0.113279 \tabularnewline
13 & 0.002076 & 0.0142 & 0.494352 \tabularnewline
14 & -0.092708 & -0.6356 & 0.264069 \tabularnewline
15 & -0.056542 & -0.3876 & 0.35002 \tabularnewline
16 & -0.126539 & -0.8675 & 0.195036 \tabularnewline
17 & -0.139586 & -0.957 & 0.171744 \tabularnewline
18 & -0.239982 & -1.6452 & 0.053297 \tabularnewline
19 & 0.034091 & 0.2337 & 0.40811 \tabularnewline
20 & -0.095747 & -0.6564 & 0.257381 \tabularnewline
21 & -0.166089 & -1.1387 & 0.13031 \tabularnewline
22 & -0.045075 & -0.309 & 0.379336 \tabularnewline
23 & 0.105649 & 0.7243 & 0.236239 \tabularnewline
24 & -0.143831 & -0.9861 & 0.164577 \tabularnewline
25 & -0.100125 & -0.6864 & 0.24791 \tabularnewline
26 & 0.021959 & 0.1505 & 0.440489 \tabularnewline
27 & 0.063897 & 0.4381 & 0.331676 \tabularnewline
28 & 0.008107 & 0.0556 & 0.477958 \tabularnewline
29 & 0.001345 & 0.0092 & 0.49634 \tabularnewline
30 & -0.011723 & -0.0804 & 0.468143 \tabularnewline
31 & -0.074429 & -0.5103 & 0.306128 \tabularnewline
32 & -0.085945 & -0.5892 & 0.279272 \tabularnewline
33 & -0.215149 & -1.475 & 0.073442 \tabularnewline
34 & -0.052474 & -0.3597 & 0.360324 \tabularnewline
35 & 0.035556 & 0.2438 & 0.404238 \tabularnewline
36 & -0.065381 & -0.4482 & 0.328022 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63256&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]-0.417071[/C][C]-2.8593[/C][C]0.003156[/C][/ROW]
[ROW][C]2[/C][C]-0.552824[/C][C]-3.79[/C][C]0.000214[/C][/ROW]
[ROW][C]3[/C][C]-0.166511[/C][C]-1.1415[/C][C]0.129713[/C][/ROW]
[ROW][C]4[/C][C]-0.162803[/C][C]-1.1161[/C][C]0.135023[/C][/ROW]
[ROW][C]5[/C][C]-0.00543[/C][C]-0.0372[/C][C]0.485232[/C][/ROW]
[ROW][C]6[/C][C]-0.170118[/C][C]-1.1663[/C][C]0.124694[/C][/ROW]
[ROW][C]7[/C][C]0.047118[/C][C]0.323[/C][C]0.374054[/C][/ROW]
[ROW][C]8[/C][C]0.077685[/C][C]0.5326[/C][C]0.298416[/C][/ROW]
[ROW][C]9[/C][C]-0.11247[/C][C]-0.7711[/C][C]0.222267[/C][/ROW]
[ROW][C]10[/C][C]0.140503[/C][C]0.9632[/C][C]0.170178[/C][/ROW]
[ROW][C]11[/C][C]0.042331[/C][C]0.2902[/C][C]0.386469[/C][/ROW]
[ROW][C]12[/C][C]-0.178732[/C][C]-1.2253[/C][C]0.113279[/C][/ROW]
[ROW][C]13[/C][C]0.002076[/C][C]0.0142[/C][C]0.494352[/C][/ROW]
[ROW][C]14[/C][C]-0.092708[/C][C]-0.6356[/C][C]0.264069[/C][/ROW]
[ROW][C]15[/C][C]-0.056542[/C][C]-0.3876[/C][C]0.35002[/C][/ROW]
[ROW][C]16[/C][C]-0.126539[/C][C]-0.8675[/C][C]0.195036[/C][/ROW]
[ROW][C]17[/C][C]-0.139586[/C][C]-0.957[/C][C]0.171744[/C][/ROW]
[ROW][C]18[/C][C]-0.239982[/C][C]-1.6452[/C][C]0.053297[/C][/ROW]
[ROW][C]19[/C][C]0.034091[/C][C]0.2337[/C][C]0.40811[/C][/ROW]
[ROW][C]20[/C][C]-0.095747[/C][C]-0.6564[/C][C]0.257381[/C][/ROW]
[ROW][C]21[/C][C]-0.166089[/C][C]-1.1387[/C][C]0.13031[/C][/ROW]
[ROW][C]22[/C][C]-0.045075[/C][C]-0.309[/C][C]0.379336[/C][/ROW]
[ROW][C]23[/C][C]0.105649[/C][C]0.7243[/C][C]0.236239[/C][/ROW]
[ROW][C]24[/C][C]-0.143831[/C][C]-0.9861[/C][C]0.164577[/C][/ROW]
[ROW][C]25[/C][C]-0.100125[/C][C]-0.6864[/C][C]0.24791[/C][/ROW]
[ROW][C]26[/C][C]0.021959[/C][C]0.1505[/C][C]0.440489[/C][/ROW]
[ROW][C]27[/C][C]0.063897[/C][C]0.4381[/C][C]0.331676[/C][/ROW]
[ROW][C]28[/C][C]0.008107[/C][C]0.0556[/C][C]0.477958[/C][/ROW]
[ROW][C]29[/C][C]0.001345[/C][C]0.0092[/C][C]0.49634[/C][/ROW]
[ROW][C]30[/C][C]-0.011723[/C][C]-0.0804[/C][C]0.468143[/C][/ROW]
[ROW][C]31[/C][C]-0.074429[/C][C]-0.5103[/C][C]0.306128[/C][/ROW]
[ROW][C]32[/C][C]-0.085945[/C][C]-0.5892[/C][C]0.279272[/C][/ROW]
[ROW][C]33[/C][C]-0.215149[/C][C]-1.475[/C][C]0.073442[/C][/ROW]
[ROW][C]34[/C][C]-0.052474[/C][C]-0.3597[/C][C]0.360324[/C][/ROW]
[ROW][C]35[/C][C]0.035556[/C][C]0.2438[/C][C]0.404238[/C][/ROW]
[ROW][C]36[/C][C]-0.065381[/C][C]-0.4482[/C][C]0.328022[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63256&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63256&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	-0.417071	-2.8593	0.003156
2	-0.552824	-3.79	0.000214
3	-0.166511	-1.1415	0.129713
4	-0.162803	-1.1161	0.135023
5	-0.00543	-0.0372	0.485232
6	-0.170118	-1.1663	0.124694
7	0.047118	0.323	0.374054
8	0.077685	0.5326	0.298416
9	-0.11247	-0.7711	0.222267
10	0.140503	0.9632	0.170178
11	0.042331	0.2902	0.386469
12	-0.178732	-1.2253	0.113279
13	0.002076	0.0142	0.494352
14	-0.092708	-0.6356	0.264069
15	-0.056542	-0.3876	0.35002
16	-0.126539	-0.8675	0.195036
17	-0.139586	-0.957	0.171744
18	-0.239982	-1.6452	0.053297
19	0.034091	0.2337	0.40811
20	-0.095747	-0.6564	0.257381
21	-0.166089	-1.1387	0.13031
22	-0.045075	-0.309	0.379336
23	0.105649	0.7243	0.236239
24	-0.143831	-0.9861	0.164577
25	-0.100125	-0.6864	0.24791
26	0.021959	0.1505	0.440489
27	0.063897	0.4381	0.331676
28	0.008107	0.0556	0.477958
29	0.001345	0.0092	0.49634
30	-0.011723	-0.0804	0.468143
31	-0.074429	-0.5103	0.306128
32	-0.085945	-0.5892	0.279272
33	-0.215149	-1.475	0.073442
34	-0.052474	-0.3597	0.360324
35	0.035556	0.2438	0.404238
36	-0.065381	-0.4482	0.328022

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.2 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = -0.2 ; par3 = 1 ; 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