Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

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

Fri, 04 Dec 2009 04:55:41 -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/t125992779220ryuaug1n6rgtr.htm/, Retrieved Sat, 27 Apr 2024 18:45:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63326, Retrieved Sat, 27 Apr 2024 18:45:05 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

100

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] [Methode 1 d,D=0 l...] [2009-11-25 19:21:34] [36becc366f59efff5c3495030cea7527]
-   P           [(Partial) Autocorrelation Function] [Methode 1 d=0, D=...] [2009-11-25 19:28:04] [36becc366f59efff5c3495030cea7527]
- R PD            [(Partial) Autocorrelation Function] [Methode 1 d=1, D=...] [2009-12-04 11:49:54] [4f1a20f787b3465111b61213cdeef1a9]
-   P                 [(Partial) Autocorrelation Function] [D=0, d=1 en λ=1] [2009-12-04 11:55:41] [d1818fb1d9a1b0f34f8553ada228d3d5] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=63326&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=63326&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63326&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	-0.341731	-2.6249	0.00551
2	-0.346778	-2.6637	0.004975
3	0.227364	1.7464	0.042972
4	-0.05876	-0.4513	0.326699
5	0.009041	0.0694	0.472434
6	0.054907	0.4218	0.337369
7	-0.046821	-0.3596	0.3602
8	-0.034779	-0.2671	0.395146
9	0.20434	1.5696	0.060932
10	-0.325009	-2.4964	0.007679
11	-0.146124	-1.1224	0.13312
12	0.646323	4.9645	3e-06
13	-0.229247	-1.7609	0.04172
14	-0.245421	-1.8851	0.032171
15	0.142917	1.0978	0.138383
16	-0.020557	-0.1579	0.437537
17	0.024357	0.1871	0.426115
18	-0.019734	-0.1516	0.440018
19	-0.005318	-0.0408	0.483778
20	-0.028187	-0.2165	0.414668
21	0.19877	1.5268	0.066079
22	-0.307378	-2.361	0.010774
23	-0.04246	-0.3261	0.372737
24	0.436854	3.3555	0.000695
25	-0.22099	-1.6975	0.04744
26	-0.084647	-0.6502	0.259049
27	0.091256	0.7009	0.243045
28	-0.069006	-0.53	0.299034
29	0.052726	0.405	0.343473
30	-0.021007	-0.1614	0.43618
31	-0.007569	-0.0581	0.476916
32	0.026086	0.2004	0.420939
33	0.062171	0.4775	0.317369
34	-0.164955	-1.267	0.10506
35	-0.029026	-0.2229	0.412172
36	0.264323	2.0303	0.023421

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.341731 & -2.6249 & 0.00551 \tabularnewline
2 & -0.346778 & -2.6637 & 0.004975 \tabularnewline
3 & 0.227364 & 1.7464 & 0.042972 \tabularnewline
4 & -0.05876 & -0.4513 & 0.326699 \tabularnewline
5 & 0.009041 & 0.0694 & 0.472434 \tabularnewline
6 & 0.054907 & 0.4218 & 0.337369 \tabularnewline
7 & -0.046821 & -0.3596 & 0.3602 \tabularnewline
8 & -0.034779 & -0.2671 & 0.395146 \tabularnewline
9 & 0.20434 & 1.5696 & 0.060932 \tabularnewline
10 & -0.325009 & -2.4964 & 0.007679 \tabularnewline
11 & -0.146124 & -1.1224 & 0.13312 \tabularnewline
12 & 0.646323 & 4.9645 & 3e-06 \tabularnewline
13 & -0.229247 & -1.7609 & 0.04172 \tabularnewline
14 & -0.245421 & -1.8851 & 0.032171 \tabularnewline
15 & 0.142917 & 1.0978 & 0.138383 \tabularnewline
16 & -0.020557 & -0.1579 & 0.437537 \tabularnewline
17 & 0.024357 & 0.1871 & 0.426115 \tabularnewline
18 & -0.019734 & -0.1516 & 0.440018 \tabularnewline
19 & -0.005318 & -0.0408 & 0.483778 \tabularnewline
20 & -0.028187 & -0.2165 & 0.414668 \tabularnewline
21 & 0.19877 & 1.5268 & 0.066079 \tabularnewline
22 & -0.307378 & -2.361 & 0.010774 \tabularnewline
23 & -0.04246 & -0.3261 & 0.372737 \tabularnewline
24 & 0.436854 & 3.3555 & 0.000695 \tabularnewline
25 & -0.22099 & -1.6975 & 0.04744 \tabularnewline
26 & -0.084647 & -0.6502 & 0.259049 \tabularnewline
27 & 0.091256 & 0.7009 & 0.243045 \tabularnewline
28 & -0.069006 & -0.53 & 0.299034 \tabularnewline
29 & 0.052726 & 0.405 & 0.343473 \tabularnewline
30 & -0.021007 & -0.1614 & 0.43618 \tabularnewline
31 & -0.007569 & -0.0581 & 0.476916 \tabularnewline
32 & 0.026086 & 0.2004 & 0.420939 \tabularnewline
33 & 0.062171 & 0.4775 & 0.317369 \tabularnewline
34 & -0.164955 & -1.267 & 0.10506 \tabularnewline
35 & -0.029026 & -0.2229 & 0.412172 \tabularnewline
36 & 0.264323 & 2.0303 & 0.023421 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63326&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]-0.341731[/C][C]-2.6249[/C][C]0.00551[/C][/ROW]
[ROW][C]2[/C][C]-0.346778[/C][C]-2.6637[/C][C]0.004975[/C][/ROW]
[ROW][C]3[/C][C]0.227364[/C][C]1.7464[/C][C]0.042972[/C][/ROW]
[ROW][C]4[/C][C]-0.05876[/C][C]-0.4513[/C][C]0.326699[/C][/ROW]
[ROW][C]5[/C][C]0.009041[/C][C]0.0694[/C][C]0.472434[/C][/ROW]
[ROW][C]6[/C][C]0.054907[/C][C]0.4218[/C][C]0.337369[/C][/ROW]
[ROW][C]7[/C][C]-0.046821[/C][C]-0.3596[/C][C]0.3602[/C][/ROW]
[ROW][C]8[/C][C]-0.034779[/C][C]-0.2671[/C][C]0.395146[/C][/ROW]
[ROW][C]9[/C][C]0.20434[/C][C]1.5696[/C][C]0.060932[/C][/ROW]
[ROW][C]10[/C][C]-0.325009[/C][C]-2.4964[/C][C]0.007679[/C][/ROW]
[ROW][C]11[/C][C]-0.146124[/C][C]-1.1224[/C][C]0.13312[/C][/ROW]
[ROW][C]12[/C][C]0.646323[/C][C]4.9645[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.229247[/C][C]-1.7609[/C][C]0.04172[/C][/ROW]
[ROW][C]14[/C][C]-0.245421[/C][C]-1.8851[/C][C]0.032171[/C][/ROW]
[ROW][C]15[/C][C]0.142917[/C][C]1.0978[/C][C]0.138383[/C][/ROW]
[ROW][C]16[/C][C]-0.020557[/C][C]-0.1579[/C][C]0.437537[/C][/ROW]
[ROW][C]17[/C][C]0.024357[/C][C]0.1871[/C][C]0.426115[/C][/ROW]
[ROW][C]18[/C][C]-0.019734[/C][C]-0.1516[/C][C]0.440018[/C][/ROW]
[ROW][C]19[/C][C]-0.005318[/C][C]-0.0408[/C][C]0.483778[/C][/ROW]
[ROW][C]20[/C][C]-0.028187[/C][C]-0.2165[/C][C]0.414668[/C][/ROW]
[ROW][C]21[/C][C]0.19877[/C][C]1.5268[/C][C]0.066079[/C][/ROW]
[ROW][C]22[/C][C]-0.307378[/C][C]-2.361[/C][C]0.010774[/C][/ROW]
[ROW][C]23[/C][C]-0.04246[/C][C]-0.3261[/C][C]0.372737[/C][/ROW]
[ROW][C]24[/C][C]0.436854[/C][C]3.3555[/C][C]0.000695[/C][/ROW]
[ROW][C]25[/C][C]-0.22099[/C][C]-1.6975[/C][C]0.04744[/C][/ROW]
[ROW][C]26[/C][C]-0.084647[/C][C]-0.6502[/C][C]0.259049[/C][/ROW]
[ROW][C]27[/C][C]0.091256[/C][C]0.7009[/C][C]0.243045[/C][/ROW]
[ROW][C]28[/C][C]-0.069006[/C][C]-0.53[/C][C]0.299034[/C][/ROW]
[ROW][C]29[/C][C]0.052726[/C][C]0.405[/C][C]0.343473[/C][/ROW]
[ROW][C]30[/C][C]-0.021007[/C][C]-0.1614[/C][C]0.43618[/C][/ROW]
[ROW][C]31[/C][C]-0.007569[/C][C]-0.0581[/C][C]0.476916[/C][/ROW]
[ROW][C]32[/C][C]0.026086[/C][C]0.2004[/C][C]0.420939[/C][/ROW]
[ROW][C]33[/C][C]0.062171[/C][C]0.4775[/C][C]0.317369[/C][/ROW]
[ROW][C]34[/C][C]-0.164955[/C][C]-1.267[/C][C]0.10506[/C][/ROW]
[ROW][C]35[/C][C]-0.029026[/C][C]-0.2229[/C][C]0.412172[/C][/ROW]
[ROW][C]36[/C][C]0.264323[/C][C]2.0303[/C][C]0.023421[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63326&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63326&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	-0.341731	-2.6249	0.00551
2	-0.346778	-2.6637	0.004975
3	0.227364	1.7464	0.042972
4	-0.05876	-0.4513	0.326699
5	0.009041	0.0694	0.472434
6	0.054907	0.4218	0.337369
7	-0.046821	-0.3596	0.3602
8	-0.034779	-0.2671	0.395146
9	0.20434	1.5696	0.060932
10	-0.325009	-2.4964	0.007679
11	-0.146124	-1.1224	0.13312
12	0.646323	4.9645	3e-06
13	-0.229247	-1.7609	0.04172
14	-0.245421	-1.8851	0.032171
15	0.142917	1.0978	0.138383
16	-0.020557	-0.1579	0.437537
17	0.024357	0.1871	0.426115
18	-0.019734	-0.1516	0.440018
19	-0.005318	-0.0408	0.483778
20	-0.028187	-0.2165	0.414668
21	0.19877	1.5268	0.066079
22	-0.307378	-2.361	0.010774
23	-0.04246	-0.3261	0.372737
24	0.436854	3.3555	0.000695
25	-0.22099	-1.6975	0.04744
26	-0.084647	-0.6502	0.259049
27	0.091256	0.7009	0.243045
28	-0.069006	-0.53	0.299034
29	0.052726	0.405	0.343473
30	-0.021007	-0.1614	0.43618
31	-0.007569	-0.0581	0.476916
32	0.026086	0.2004	0.420939
33	0.062171	0.4775	0.317369
34	-0.164955	-1.267	0.10506
35	-0.029026	-0.2229	0.412172
36	0.264323	2.0303	0.023421

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.341731	-2.6249	0.00551
2	-0.52485	-4.0315	8.1e-05
3	-0.207363	-1.5928	0.058276
4	-0.336178	-2.5822	0.006159
5	-0.184134	-1.4144	0.081256
6	-0.163711	-1.2575	0.106765
7	-0.110795	-0.851	0.199097
8	-0.15766	-1.211	0.11536
9	0.209024	1.6055	0.056857
10	-0.266355	-2.0459	0.022615
11	-0.581753	-4.4685	1.8e-05
12	-0.007751	-0.0595	0.476362
13	-0.00767	-0.0589	0.47661
14	0.076202	0.5853	0.280282
15	0.019751	0.1517	0.439967
16	0.077265	0.5935	0.277562
17	0.076667	0.5889	0.279093
18	-0.133429	-1.0249	0.1548
19	-0.072976	-0.5605	0.288616
20	-0.199851	-1.5351	0.065055
21	-0.008035	-0.0617	0.475499
22	-0.125203	-0.9617	0.170063
23	0.012081	0.0928	0.463191
24	-0.011197	-0.086	0.465878
25	-0.152518	-1.1715	0.123051
26	-0.058412	-0.4487	0.327657
27	0.014786	0.1136	0.454982
28	-0.073604	-0.5654	0.286985
29	-0.041624	-0.3197	0.375156
30	-0.043711	-0.3357	0.369126
31	0.063089	0.4846	0.314877
32	0.103026	0.7914	0.215953
33	-0.095324	-0.7322	0.233473
34	0.092221	0.7084	0.240756
35	-0.053649	-0.4121	0.340885
36	-0.070827	-0.544	0.294236

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.341731 & -2.6249 & 0.00551 \tabularnewline
2 & -0.52485 & -4.0315 & 8.1e-05 \tabularnewline
3 & -0.207363 & -1.5928 & 0.058276 \tabularnewline
4 & -0.336178 & -2.5822 & 0.006159 \tabularnewline
5 & -0.184134 & -1.4144 & 0.081256 \tabularnewline
6 & -0.163711 & -1.2575 & 0.106765 \tabularnewline
7 & -0.110795 & -0.851 & 0.199097 \tabularnewline
8 & -0.15766 & -1.211 & 0.11536 \tabularnewline
9 & 0.209024 & 1.6055 & 0.056857 \tabularnewline
10 & -0.266355 & -2.0459 & 0.022615 \tabularnewline
11 & -0.581753 & -4.4685 & 1.8e-05 \tabularnewline
12 & -0.007751 & -0.0595 & 0.476362 \tabularnewline
13 & -0.00767 & -0.0589 & 0.47661 \tabularnewline
14 & 0.076202 & 0.5853 & 0.280282 \tabularnewline
15 & 0.019751 & 0.1517 & 0.439967 \tabularnewline
16 & 0.077265 & 0.5935 & 0.277562 \tabularnewline
17 & 0.076667 & 0.5889 & 0.279093 \tabularnewline
18 & -0.133429 & -1.0249 & 0.1548 \tabularnewline
19 & -0.072976 & -0.5605 & 0.288616 \tabularnewline
20 & -0.199851 & -1.5351 & 0.065055 \tabularnewline
21 & -0.008035 & -0.0617 & 0.475499 \tabularnewline
22 & -0.125203 & -0.9617 & 0.170063 \tabularnewline
23 & 0.012081 & 0.0928 & 0.463191 \tabularnewline
24 & -0.011197 & -0.086 & 0.465878 \tabularnewline
25 & -0.152518 & -1.1715 & 0.123051 \tabularnewline
26 & -0.058412 & -0.4487 & 0.327657 \tabularnewline
27 & 0.014786 & 0.1136 & 0.454982 \tabularnewline
28 & -0.073604 & -0.5654 & 0.286985 \tabularnewline
29 & -0.041624 & -0.3197 & 0.375156 \tabularnewline
30 & -0.043711 & -0.3357 & 0.369126 \tabularnewline
31 & 0.063089 & 0.4846 & 0.314877 \tabularnewline
32 & 0.103026 & 0.7914 & 0.215953 \tabularnewline
33 & -0.095324 & -0.7322 & 0.233473 \tabularnewline
34 & 0.092221 & 0.7084 & 0.240756 \tabularnewline
35 & -0.053649 & -0.4121 & 0.340885 \tabularnewline
36 & -0.070827 & -0.544 & 0.294236 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63326&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]-0.341731[/C][C]-2.6249[/C][C]0.00551[/C][/ROW]
[ROW][C]2[/C][C]-0.52485[/C][C]-4.0315[/C][C]8.1e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.207363[/C][C]-1.5928[/C][C]0.058276[/C][/ROW]
[ROW][C]4[/C][C]-0.336178[/C][C]-2.5822[/C][C]0.006159[/C][/ROW]
[ROW][C]5[/C][C]-0.184134[/C][C]-1.4144[/C][C]0.081256[/C][/ROW]
[ROW][C]6[/C][C]-0.163711[/C][C]-1.2575[/C][C]0.106765[/C][/ROW]
[ROW][C]7[/C][C]-0.110795[/C][C]-0.851[/C][C]0.199097[/C][/ROW]
[ROW][C]8[/C][C]-0.15766[/C][C]-1.211[/C][C]0.11536[/C][/ROW]
[ROW][C]9[/C][C]0.209024[/C][C]1.6055[/C][C]0.056857[/C][/ROW]
[ROW][C]10[/C][C]-0.266355[/C][C]-2.0459[/C][C]0.022615[/C][/ROW]
[ROW][C]11[/C][C]-0.581753[/C][C]-4.4685[/C][C]1.8e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.007751[/C][C]-0.0595[/C][C]0.476362[/C][/ROW]
[ROW][C]13[/C][C]-0.00767[/C][C]-0.0589[/C][C]0.47661[/C][/ROW]
[ROW][C]14[/C][C]0.076202[/C][C]0.5853[/C][C]0.280282[/C][/ROW]
[ROW][C]15[/C][C]0.019751[/C][C]0.1517[/C][C]0.439967[/C][/ROW]
[ROW][C]16[/C][C]0.077265[/C][C]0.5935[/C][C]0.277562[/C][/ROW]
[ROW][C]17[/C][C]0.076667[/C][C]0.5889[/C][C]0.279093[/C][/ROW]
[ROW][C]18[/C][C]-0.133429[/C][C]-1.0249[/C][C]0.1548[/C][/ROW]
[ROW][C]19[/C][C]-0.072976[/C][C]-0.5605[/C][C]0.288616[/C][/ROW]
[ROW][C]20[/C][C]-0.199851[/C][C]-1.5351[/C][C]0.065055[/C][/ROW]
[ROW][C]21[/C][C]-0.008035[/C][C]-0.0617[/C][C]0.475499[/C][/ROW]
[ROW][C]22[/C][C]-0.125203[/C][C]-0.9617[/C][C]0.170063[/C][/ROW]
[ROW][C]23[/C][C]0.012081[/C][C]0.0928[/C][C]0.463191[/C][/ROW]
[ROW][C]24[/C][C]-0.011197[/C][C]-0.086[/C][C]0.465878[/C][/ROW]
[ROW][C]25[/C][C]-0.152518[/C][C]-1.1715[/C][C]0.123051[/C][/ROW]
[ROW][C]26[/C][C]-0.058412[/C][C]-0.4487[/C][C]0.327657[/C][/ROW]
[ROW][C]27[/C][C]0.014786[/C][C]0.1136[/C][C]0.454982[/C][/ROW]
[ROW][C]28[/C][C]-0.073604[/C][C]-0.5654[/C][C]0.286985[/C][/ROW]
[ROW][C]29[/C][C]-0.041624[/C][C]-0.3197[/C][C]0.375156[/C][/ROW]
[ROW][C]30[/C][C]-0.043711[/C][C]-0.3357[/C][C]0.369126[/C][/ROW]
[ROW][C]31[/C][C]0.063089[/C][C]0.4846[/C][C]0.314877[/C][/ROW]
[ROW][C]32[/C][C]0.103026[/C][C]0.7914[/C][C]0.215953[/C][/ROW]
[ROW][C]33[/C][C]-0.095324[/C][C]-0.7322[/C][C]0.233473[/C][/ROW]
[ROW][C]34[/C][C]0.092221[/C][C]0.7084[/C][C]0.240756[/C][/ROW]
[ROW][C]35[/C][C]-0.053649[/C][C]-0.4121[/C][C]0.340885[/C][/ROW]
[ROW][C]36[/C][C]-0.070827[/C][C]-0.544[/C][C]0.294236[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63326&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63326&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	-0.341731	-2.6249	0.00551
2	-0.52485	-4.0315	8.1e-05
3	-0.207363	-1.5928	0.058276
4	-0.336178	-2.5822	0.006159
5	-0.184134	-1.4144	0.081256
6	-0.163711	-1.2575	0.106765
7	-0.110795	-0.851	0.199097
8	-0.15766	-1.211	0.11536
9	0.209024	1.6055	0.056857
10	-0.266355	-2.0459	0.022615
11	-0.581753	-4.4685	1.8e-05
12	-0.007751	-0.0595	0.476362
13	-0.00767	-0.0589	0.47661
14	0.076202	0.5853	0.280282
15	0.019751	0.1517	0.439967
16	0.077265	0.5935	0.277562
17	0.076667	0.5889	0.279093
18	-0.133429	-1.0249	0.1548
19	-0.072976	-0.5605	0.288616
20	-0.199851	-1.5351	0.065055
21	-0.008035	-0.0617	0.475499
22	-0.125203	-0.9617	0.170063
23	0.012081	0.0928	0.463191
24	-0.011197	-0.086	0.465878
25	-0.152518	-1.1715	0.123051
26	-0.058412	-0.4487	0.327657
27	0.014786	0.1136	0.454982
28	-0.073604	-0.5654	0.286985
29	-0.041624	-0.3197	0.375156
30	-0.043711	-0.3357	0.369126
31	0.063089	0.4846	0.314877
32	0.103026	0.7914	0.215953
33	-0.095324	-0.7322	0.233473
34	0.092221	0.7084	0.240756
35	-0.053649	-0.4121	0.340885
36	-0.070827	-0.544	0.294236

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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