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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 04:49:57 -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/t1259927433746ogftdjto0nfg.htm/, Retrieved Sun, 28 Apr 2024 10:51:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63315, Retrieved Sun, 28 Apr 2024 10:51:33 +0000

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Estimated Impact

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]
-    D      [(Partial) Autocorrelation Function] [WS 9.3] [2009-12-04 11:49:57] [29af64a72952b0c5025d716b5179273f] [Current]

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Dataseries X:

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Histogram

Boxplots

9,9
9,8
9,3
8,3
8
8,5
10,4
11,1
10,9
10
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9
9
9
9,8
10
9,8
9,3
9
9
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,7
7,9
7,9
8
7,9
7,6
7,1
6,8
6,5
6,9
8,2
8,7
8,3
7,9
7,5
7,8

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=63315&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=63315&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63315&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	0.855354	6.6255	0
2	0.594682	4.6064	1.1e-05
3	0.405129	3.1381	0.001318
4	0.390279	3.0231	0.001839
5	0.496022	3.8422	0.000148
6	0.57754	4.4736	1.7e-05
7	0.528101	4.0907	6.5e-05
8	0.404033	3.1296	0.001351
9	0.298601	2.313	0.012085
10	0.26487	2.0517	0.022287
11	0.287469	2.2267	0.014866
12	0.290163	2.2476	0.014145
13	0.200441	1.5526	0.062888
14	0.086318	0.6686	0.253152
15	0.009504	0.0736	0.470779
16	-0.003974	-0.0308	0.487771
17	0.019646	0.1522	0.439778
18	0.02004	0.1552	0.43858
19	-0.040158	-0.3111	0.378415
20	-0.109327	-0.8468	0.200224
21	-0.136005	-1.0535	0.14817
22	-0.105436	-0.8167	0.208664
23	-0.049201	-0.3811	0.352234
24	-0.02888	-0.2237	0.411873
25	-0.088556	-0.686	0.247693
26	-0.174549	-1.3521	0.090717
27	-0.222385	-1.7226	0.045057
28	-0.210476	-1.6303	0.054134
29	-0.166697	-1.2912	0.100789
30	-0.140497	-1.0883	0.140411
31	-0.170939	-1.3241	0.095248
32	-0.224759	-1.741	0.043407
33	-0.26165	-2.0267	0.02357
34	-0.262255	-2.0314	0.023324
35	-0.237577	-1.8403	0.035338
36	-0.220917	-1.7112	0.046104

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.855354 & 6.6255 & 0 \tabularnewline
2 & 0.594682 & 4.6064 & 1.1e-05 \tabularnewline
3 & 0.405129 & 3.1381 & 0.001318 \tabularnewline
4 & 0.390279 & 3.0231 & 0.001839 \tabularnewline
5 & 0.496022 & 3.8422 & 0.000148 \tabularnewline
6 & 0.57754 & 4.4736 & 1.7e-05 \tabularnewline
7 & 0.528101 & 4.0907 & 6.5e-05 \tabularnewline
8 & 0.404033 & 3.1296 & 0.001351 \tabularnewline
9 & 0.298601 & 2.313 & 0.012085 \tabularnewline
10 & 0.26487 & 2.0517 & 0.022287 \tabularnewline
11 & 0.287469 & 2.2267 & 0.014866 \tabularnewline
12 & 0.290163 & 2.2476 & 0.014145 \tabularnewline
13 & 0.200441 & 1.5526 & 0.062888 \tabularnewline
14 & 0.086318 & 0.6686 & 0.253152 \tabularnewline
15 & 0.009504 & 0.0736 & 0.470779 \tabularnewline
16 & -0.003974 & -0.0308 & 0.487771 \tabularnewline
17 & 0.019646 & 0.1522 & 0.439778 \tabularnewline
18 & 0.02004 & 0.1552 & 0.43858 \tabularnewline
19 & -0.040158 & -0.3111 & 0.378415 \tabularnewline
20 & -0.109327 & -0.8468 & 0.200224 \tabularnewline
21 & -0.136005 & -1.0535 & 0.14817 \tabularnewline
22 & -0.105436 & -0.8167 & 0.208664 \tabularnewline
23 & -0.049201 & -0.3811 & 0.352234 \tabularnewline
24 & -0.02888 & -0.2237 & 0.411873 \tabularnewline
25 & -0.088556 & -0.686 & 0.247693 \tabularnewline
26 & -0.174549 & -1.3521 & 0.090717 \tabularnewline
27 & -0.222385 & -1.7226 & 0.045057 \tabularnewline
28 & -0.210476 & -1.6303 & 0.054134 \tabularnewline
29 & -0.166697 & -1.2912 & 0.100789 \tabularnewline
30 & -0.140497 & -1.0883 & 0.140411 \tabularnewline
31 & -0.170939 & -1.3241 & 0.095248 \tabularnewline
32 & -0.224759 & -1.741 & 0.043407 \tabularnewline
33 & -0.26165 & -2.0267 & 0.02357 \tabularnewline
34 & -0.262255 & -2.0314 & 0.023324 \tabularnewline
35 & -0.237577 & -1.8403 & 0.035338 \tabularnewline
36 & -0.220917 & -1.7112 & 0.046104 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63315&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]0.855354[/C][C]6.6255[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.594682[/C][C]4.6064[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.405129[/C][C]3.1381[/C][C]0.001318[/C][/ROW]
[ROW][C]4[/C][C]0.390279[/C][C]3.0231[/C][C]0.001839[/C][/ROW]
[ROW][C]5[/C][C]0.496022[/C][C]3.8422[/C][C]0.000148[/C][/ROW]
[ROW][C]6[/C][C]0.57754[/C][C]4.4736[/C][C]1.7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.528101[/C][C]4.0907[/C][C]6.5e-05[/C][/ROW]
[ROW][C]8[/C][C]0.404033[/C][C]3.1296[/C][C]0.001351[/C][/ROW]
[ROW][C]9[/C][C]0.298601[/C][C]2.313[/C][C]0.012085[/C][/ROW]
[ROW][C]10[/C][C]0.26487[/C][C]2.0517[/C][C]0.022287[/C][/ROW]
[ROW][C]11[/C][C]0.287469[/C][C]2.2267[/C][C]0.014866[/C][/ROW]
[ROW][C]12[/C][C]0.290163[/C][C]2.2476[/C][C]0.014145[/C][/ROW]
[ROW][C]13[/C][C]0.200441[/C][C]1.5526[/C][C]0.062888[/C][/ROW]
[ROW][C]14[/C][C]0.086318[/C][C]0.6686[/C][C]0.253152[/C][/ROW]
[ROW][C]15[/C][C]0.009504[/C][C]0.0736[/C][C]0.470779[/C][/ROW]
[ROW][C]16[/C][C]-0.003974[/C][C]-0.0308[/C][C]0.487771[/C][/ROW]
[ROW][C]17[/C][C]0.019646[/C][C]0.1522[/C][C]0.439778[/C][/ROW]
[ROW][C]18[/C][C]0.02004[/C][C]0.1552[/C][C]0.43858[/C][/ROW]
[ROW][C]19[/C][C]-0.040158[/C][C]-0.3111[/C][C]0.378415[/C][/ROW]
[ROW][C]20[/C][C]-0.109327[/C][C]-0.8468[/C][C]0.200224[/C][/ROW]
[ROW][C]21[/C][C]-0.136005[/C][C]-1.0535[/C][C]0.14817[/C][/ROW]
[ROW][C]22[/C][C]-0.105436[/C][C]-0.8167[/C][C]0.208664[/C][/ROW]
[ROW][C]23[/C][C]-0.049201[/C][C]-0.3811[/C][C]0.352234[/C][/ROW]
[ROW][C]24[/C][C]-0.02888[/C][C]-0.2237[/C][C]0.411873[/C][/ROW]
[ROW][C]25[/C][C]-0.088556[/C][C]-0.686[/C][C]0.247693[/C][/ROW]
[ROW][C]26[/C][C]-0.174549[/C][C]-1.3521[/C][C]0.090717[/C][/ROW]
[ROW][C]27[/C][C]-0.222385[/C][C]-1.7226[/C][C]0.045057[/C][/ROW]
[ROW][C]28[/C][C]-0.210476[/C][C]-1.6303[/C][C]0.054134[/C][/ROW]
[ROW][C]29[/C][C]-0.166697[/C][C]-1.2912[/C][C]0.100789[/C][/ROW]
[ROW][C]30[/C][C]-0.140497[/C][C]-1.0883[/C][C]0.140411[/C][/ROW]
[ROW][C]31[/C][C]-0.170939[/C][C]-1.3241[/C][C]0.095248[/C][/ROW]
[ROW][C]32[/C][C]-0.224759[/C][C]-1.741[/C][C]0.043407[/C][/ROW]
[ROW][C]33[/C][C]-0.26165[/C][C]-2.0267[/C][C]0.02357[/C][/ROW]
[ROW][C]34[/C][C]-0.262255[/C][C]-2.0314[/C][C]0.023324[/C][/ROW]
[ROW][C]35[/C][C]-0.237577[/C][C]-1.8403[/C][C]0.035338[/C][/ROW]
[ROW][C]36[/C][C]-0.220917[/C][C]-1.7112[/C][C]0.046104[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63315&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63315&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	0.855354	6.6255	0
2	0.594682	4.6064	1.1e-05
3	0.405129	3.1381	0.001318
4	0.390279	3.0231	0.001839
5	0.496022	3.8422	0.000148
6	0.57754	4.4736	1.7e-05
7	0.528101	4.0907	6.5e-05
8	0.404033	3.1296	0.001351
9	0.298601	2.313	0.012085
10	0.26487	2.0517	0.022287
11	0.287469	2.2267	0.014866
12	0.290163	2.2476	0.014145
13	0.200441	1.5526	0.062888
14	0.086318	0.6686	0.253152
15	0.009504	0.0736	0.470779
16	-0.003974	-0.0308	0.487771
17	0.019646	0.1522	0.439778
18	0.02004	0.1552	0.43858
19	-0.040158	-0.3111	0.378415
20	-0.109327	-0.8468	0.200224
21	-0.136005	-1.0535	0.14817
22	-0.105436	-0.8167	0.208664
23	-0.049201	-0.3811	0.352234
24	-0.02888	-0.2237	0.411873
25	-0.088556	-0.686	0.247693
26	-0.174549	-1.3521	0.090717
27	-0.222385	-1.7226	0.045057
28	-0.210476	-1.6303	0.054134
29	-0.166697	-1.2912	0.100789
30	-0.140497	-1.0883	0.140411
31	-0.170939	-1.3241	0.095248
32	-0.224759	-1.741	0.043407
33	-0.26165	-2.0267	0.02357
34	-0.262255	-2.0314	0.023324
35	-0.237577	-1.8403	0.035338
36	-0.220917	-1.7112	0.046104

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.855354	6.6255	0
2	-0.510304	-3.9528	0.000103
3	0.369718	2.8638	0.00288
4	0.360308	2.7909	0.003519
5	0.103273	0.8	0.213448
6	-0.08285	-0.6418	0.261739
7	-0.135978	-1.0533	0.148218
8	0.196445	1.5217	0.066675
9	-0.040692	-0.3152	0.376853
10	-0.110653	-0.8571	0.197396
11	0.001865	0.0144	0.494261
12	-0.097483	-0.7551	0.22657
13	-0.272275	-2.109	0.019562
14	0.171407	1.3277	0.094651
15	-0.087761	-0.6798	0.249625
16	-0.115543	-0.895	0.187183
17	-0.004997	-0.0387	0.484627
18	0.007583	0.0587	0.476678
19	-0.03778	-0.2926	0.385404
20	0.03987	0.3088	0.37926
21	0.09933	0.7694	0.222335
22	0.071549	0.5542	0.290745
23	-0.007069	-0.0548	0.478259
24	0.005719	0.0443	0.482407
25	-0.07181	-0.5562	0.290058
26	-0.041972	-0.3251	0.373113
27	0.013853	0.1073	0.457453
28	-0.09691	-0.7507	0.227894
29	-0.104873	-0.8123	0.209902
30	0.013073	0.1013	0.459839
31	-0.083393	-0.646	0.260384
32	-0.072042	-0.558	0.289449
33	-0.047379	-0.367	0.357458
34	-0.009641	-0.0747	0.47036
35	-0.028217	-0.2186	0.413864
36	-0.02135	-0.1654	0.4346

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.855354 & 6.6255 & 0 \tabularnewline
2 & -0.510304 & -3.9528 & 0.000103 \tabularnewline
3 & 0.369718 & 2.8638 & 0.00288 \tabularnewline
4 & 0.360308 & 2.7909 & 0.003519 \tabularnewline
5 & 0.103273 & 0.8 & 0.213448 \tabularnewline
6 & -0.08285 & -0.6418 & 0.261739 \tabularnewline
7 & -0.135978 & -1.0533 & 0.148218 \tabularnewline
8 & 0.196445 & 1.5217 & 0.066675 \tabularnewline
9 & -0.040692 & -0.3152 & 0.376853 \tabularnewline
10 & -0.110653 & -0.8571 & 0.197396 \tabularnewline
11 & 0.001865 & 0.0144 & 0.494261 \tabularnewline
12 & -0.097483 & -0.7551 & 0.22657 \tabularnewline
13 & -0.272275 & -2.109 & 0.019562 \tabularnewline
14 & 0.171407 & 1.3277 & 0.094651 \tabularnewline
15 & -0.087761 & -0.6798 & 0.249625 \tabularnewline
16 & -0.115543 & -0.895 & 0.187183 \tabularnewline
17 & -0.004997 & -0.0387 & 0.484627 \tabularnewline
18 & 0.007583 & 0.0587 & 0.476678 \tabularnewline
19 & -0.03778 & -0.2926 & 0.385404 \tabularnewline
20 & 0.03987 & 0.3088 & 0.37926 \tabularnewline
21 & 0.09933 & 0.7694 & 0.222335 \tabularnewline
22 & 0.071549 & 0.5542 & 0.290745 \tabularnewline
23 & -0.007069 & -0.0548 & 0.478259 \tabularnewline
24 & 0.005719 & 0.0443 & 0.482407 \tabularnewline
25 & -0.07181 & -0.5562 & 0.290058 \tabularnewline
26 & -0.041972 & -0.3251 & 0.373113 \tabularnewline
27 & 0.013853 & 0.1073 & 0.457453 \tabularnewline
28 & -0.09691 & -0.7507 & 0.227894 \tabularnewline
29 & -0.104873 & -0.8123 & 0.209902 \tabularnewline
30 & 0.013073 & 0.1013 & 0.459839 \tabularnewline
31 & -0.083393 & -0.646 & 0.260384 \tabularnewline
32 & -0.072042 & -0.558 & 0.289449 \tabularnewline
33 & -0.047379 & -0.367 & 0.357458 \tabularnewline
34 & -0.009641 & -0.0747 & 0.47036 \tabularnewline
35 & -0.028217 & -0.2186 & 0.413864 \tabularnewline
36 & -0.02135 & -0.1654 & 0.4346 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63315&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]0.855354[/C][C]6.6255[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.510304[/C][C]-3.9528[/C][C]0.000103[/C][/ROW]
[ROW][C]3[/C][C]0.369718[/C][C]2.8638[/C][C]0.00288[/C][/ROW]
[ROW][C]4[/C][C]0.360308[/C][C]2.7909[/C][C]0.003519[/C][/ROW]
[ROW][C]5[/C][C]0.103273[/C][C]0.8[/C][C]0.213448[/C][/ROW]
[ROW][C]6[/C][C]-0.08285[/C][C]-0.6418[/C][C]0.261739[/C][/ROW]
[ROW][C]7[/C][C]-0.135978[/C][C]-1.0533[/C][C]0.148218[/C][/ROW]
[ROW][C]8[/C][C]0.196445[/C][C]1.5217[/C][C]0.066675[/C][/ROW]
[ROW][C]9[/C][C]-0.040692[/C][C]-0.3152[/C][C]0.376853[/C][/ROW]
[ROW][C]10[/C][C]-0.110653[/C][C]-0.8571[/C][C]0.197396[/C][/ROW]
[ROW][C]11[/C][C]0.001865[/C][C]0.0144[/C][C]0.494261[/C][/ROW]
[ROW][C]12[/C][C]-0.097483[/C][C]-0.7551[/C][C]0.22657[/C][/ROW]
[ROW][C]13[/C][C]-0.272275[/C][C]-2.109[/C][C]0.019562[/C][/ROW]
[ROW][C]14[/C][C]0.171407[/C][C]1.3277[/C][C]0.094651[/C][/ROW]
[ROW][C]15[/C][C]-0.087761[/C][C]-0.6798[/C][C]0.249625[/C][/ROW]
[ROW][C]16[/C][C]-0.115543[/C][C]-0.895[/C][C]0.187183[/C][/ROW]
[ROW][C]17[/C][C]-0.004997[/C][C]-0.0387[/C][C]0.484627[/C][/ROW]
[ROW][C]18[/C][C]0.007583[/C][C]0.0587[/C][C]0.476678[/C][/ROW]
[ROW][C]19[/C][C]-0.03778[/C][C]-0.2926[/C][C]0.385404[/C][/ROW]
[ROW][C]20[/C][C]0.03987[/C][C]0.3088[/C][C]0.37926[/C][/ROW]
[ROW][C]21[/C][C]0.09933[/C][C]0.7694[/C][C]0.222335[/C][/ROW]
[ROW][C]22[/C][C]0.071549[/C][C]0.5542[/C][C]0.290745[/C][/ROW]
[ROW][C]23[/C][C]-0.007069[/C][C]-0.0548[/C][C]0.478259[/C][/ROW]
[ROW][C]24[/C][C]0.005719[/C][C]0.0443[/C][C]0.482407[/C][/ROW]
[ROW][C]25[/C][C]-0.07181[/C][C]-0.5562[/C][C]0.290058[/C][/ROW]
[ROW][C]26[/C][C]-0.041972[/C][C]-0.3251[/C][C]0.373113[/C][/ROW]
[ROW][C]27[/C][C]0.013853[/C][C]0.1073[/C][C]0.457453[/C][/ROW]
[ROW][C]28[/C][C]-0.09691[/C][C]-0.7507[/C][C]0.227894[/C][/ROW]
[ROW][C]29[/C][C]-0.104873[/C][C]-0.8123[/C][C]0.209902[/C][/ROW]
[ROW][C]30[/C][C]0.013073[/C][C]0.1013[/C][C]0.459839[/C][/ROW]
[ROW][C]31[/C][C]-0.083393[/C][C]-0.646[/C][C]0.260384[/C][/ROW]
[ROW][C]32[/C][C]-0.072042[/C][C]-0.558[/C][C]0.289449[/C][/ROW]
[ROW][C]33[/C][C]-0.047379[/C][C]-0.367[/C][C]0.357458[/C][/ROW]
[ROW][C]34[/C][C]-0.009641[/C][C]-0.0747[/C][C]0.47036[/C][/ROW]
[ROW][C]35[/C][C]-0.028217[/C][C]-0.2186[/C][C]0.413864[/C][/ROW]
[ROW][C]36[/C][C]-0.02135[/C][C]-0.1654[/C][C]0.4346[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63315&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63315&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	0.855354	6.6255	0
2	-0.510304	-3.9528	0.000103
3	0.369718	2.8638	0.00288
4	0.360308	2.7909	0.003519
5	0.103273	0.8	0.213448
6	-0.08285	-0.6418	0.261739
7	-0.135978	-1.0533	0.148218
8	0.196445	1.5217	0.066675
9	-0.040692	-0.3152	0.376853
10	-0.110653	-0.8571	0.197396
11	0.001865	0.0144	0.494261
12	-0.097483	-0.7551	0.22657
13	-0.272275	-2.109	0.019562
14	0.171407	1.3277	0.094651
15	-0.087761	-0.6798	0.249625
16	-0.115543	-0.895	0.187183
17	-0.004997	-0.0387	0.484627
18	0.007583	0.0587	0.476678
19	-0.03778	-0.2926	0.385404
20	0.03987	0.3088	0.37926
21	0.09933	0.7694	0.222335
22	0.071549	0.5542	0.290745
23	-0.007069	-0.0548	0.478259
24	0.005719	0.0443	0.482407
25	-0.07181	-0.5562	0.290058
26	-0.041972	-0.3251	0.373113
27	0.013853	0.1073	0.457453
28	-0.09691	-0.7507	0.227894
29	-0.104873	-0.8123	0.209902
30	0.013073	0.1013	0.459839
31	-0.083393	-0.646	0.260384
32	-0.072042	-0.558	0.289449
33	-0.047379	-0.367	0.357458
34	-0.009641	-0.0747	0.47036
35	-0.028217	-0.2186	0.413864
36	-0.02135	-0.1654	0.4346

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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