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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 05:17:39 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t1259929123f3a1r0wc77gtnqf.htm/, Retrieved Sat, 27 Apr 2024 20:08:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63379, Retrieved Sat, 27 Apr 2024 20:08:34 +0000

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Estimated Impact

134

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] [] [2009-11-23 15:32:19] [5d885a68c2332cc44f6191ec94766bfa]
-    D            [(Partial) Autocorrelation Function] [AC d=1 D=1] [2009-12-04 12:17:39] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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=63379&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=63379&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63379&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	0.13543	0.9285	0.178956
2	0.240985	1.6521	0.052589
3	0.33581	2.3022	0.0129
4	0.22256	1.5258	0.066881
5	0.063804	0.4374	0.331906
6	0.185662	1.2728	0.104668
7	0.018785	0.1288	0.44904
8	0.140643	0.9642	0.16994
9	0.013149	0.0901	0.464277
10	-0.086975	-0.5963	0.276928
11	0.283014	1.9402	0.029181
12	-0.157775	-1.0816	0.142463
13	-0.077121	-0.5287	0.299746
14	0.096843	0.6639	0.254991
15	0.071789	0.4922	0.312449
16	-0.103472	-0.7094	0.240799
17	0.075741	0.5193	0.303011
18	-0.159112	-1.0908	0.140458
19	-0.028258	-0.1937	0.423611
20	-0.14691	-1.0072	0.159506
21	-0.206068	-1.4127	0.082161
22	-0.089551	-0.6139	0.271111
23	-0.19182	-1.3151	0.097437
24	-0.199386	-1.3669	0.089077
25	-0.086828	-0.5953	0.277262
26	-0.114773	-0.7868	0.217662
27	-0.240275	-1.6472	0.05309
28	-0.107912	-0.7398	0.231548
29	-0.127552	-0.8745	0.193158
30	-0.090425	-0.6199	0.269152
31	-0.045048	-0.3088	0.379407
32	-0.064645	-0.4432	0.329832
33	-0.04346	-0.2979	0.383527
34	0.002699	0.0185	0.492658
35	-0.007403	-0.0508	0.479869
36	-0.00188	-0.0129	0.494887

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.13543 & 0.9285 & 0.178956 \tabularnewline
2 & 0.240985 & 1.6521 & 0.052589 \tabularnewline
3 & 0.33581 & 2.3022 & 0.0129 \tabularnewline
4 & 0.22256 & 1.5258 & 0.066881 \tabularnewline
5 & 0.063804 & 0.4374 & 0.331906 \tabularnewline
6 & 0.185662 & 1.2728 & 0.104668 \tabularnewline
7 & 0.018785 & 0.1288 & 0.44904 \tabularnewline
8 & 0.140643 & 0.9642 & 0.16994 \tabularnewline
9 & 0.013149 & 0.0901 & 0.464277 \tabularnewline
10 & -0.086975 & -0.5963 & 0.276928 \tabularnewline
11 & 0.283014 & 1.9402 & 0.029181 \tabularnewline
12 & -0.157775 & -1.0816 & 0.142463 \tabularnewline
13 & -0.077121 & -0.5287 & 0.299746 \tabularnewline
14 & 0.096843 & 0.6639 & 0.254991 \tabularnewline
15 & 0.071789 & 0.4922 & 0.312449 \tabularnewline
16 & -0.103472 & -0.7094 & 0.240799 \tabularnewline
17 & 0.075741 & 0.5193 & 0.303011 \tabularnewline
18 & -0.159112 & -1.0908 & 0.140458 \tabularnewline
19 & -0.028258 & -0.1937 & 0.423611 \tabularnewline
20 & -0.14691 & -1.0072 & 0.159506 \tabularnewline
21 & -0.206068 & -1.4127 & 0.082161 \tabularnewline
22 & -0.089551 & -0.6139 & 0.271111 \tabularnewline
23 & -0.19182 & -1.3151 & 0.097437 \tabularnewline
24 & -0.199386 & -1.3669 & 0.089077 \tabularnewline
25 & -0.086828 & -0.5953 & 0.277262 \tabularnewline
26 & -0.114773 & -0.7868 & 0.217662 \tabularnewline
27 & -0.240275 & -1.6472 & 0.05309 \tabularnewline
28 & -0.107912 & -0.7398 & 0.231548 \tabularnewline
29 & -0.127552 & -0.8745 & 0.193158 \tabularnewline
30 & -0.090425 & -0.6199 & 0.269152 \tabularnewline
31 & -0.045048 & -0.3088 & 0.379407 \tabularnewline
32 & -0.064645 & -0.4432 & 0.329832 \tabularnewline
33 & -0.04346 & -0.2979 & 0.383527 \tabularnewline
34 & 0.002699 & 0.0185 & 0.492658 \tabularnewline
35 & -0.007403 & -0.0508 & 0.479869 \tabularnewline
36 & -0.00188 & -0.0129 & 0.494887 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63379&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]0.13543[/C][C]0.9285[/C][C]0.178956[/C][/ROW]
[ROW][C]2[/C][C]0.240985[/C][C]1.6521[/C][C]0.052589[/C][/ROW]
[ROW][C]3[/C][C]0.33581[/C][C]2.3022[/C][C]0.0129[/C][/ROW]
[ROW][C]4[/C][C]0.22256[/C][C]1.5258[/C][C]0.066881[/C][/ROW]
[ROW][C]5[/C][C]0.063804[/C][C]0.4374[/C][C]0.331906[/C][/ROW]
[ROW][C]6[/C][C]0.185662[/C][C]1.2728[/C][C]0.104668[/C][/ROW]
[ROW][C]7[/C][C]0.018785[/C][C]0.1288[/C][C]0.44904[/C][/ROW]
[ROW][C]8[/C][C]0.140643[/C][C]0.9642[/C][C]0.16994[/C][/ROW]
[ROW][C]9[/C][C]0.013149[/C][C]0.0901[/C][C]0.464277[/C][/ROW]
[ROW][C]10[/C][C]-0.086975[/C][C]-0.5963[/C][C]0.276928[/C][/ROW]
[ROW][C]11[/C][C]0.283014[/C][C]1.9402[/C][C]0.029181[/C][/ROW]
[ROW][C]12[/C][C]-0.157775[/C][C]-1.0816[/C][C]0.142463[/C][/ROW]
[ROW][C]13[/C][C]-0.077121[/C][C]-0.5287[/C][C]0.299746[/C][/ROW]
[ROW][C]14[/C][C]0.096843[/C][C]0.6639[/C][C]0.254991[/C][/ROW]
[ROW][C]15[/C][C]0.071789[/C][C]0.4922[/C][C]0.312449[/C][/ROW]
[ROW][C]16[/C][C]-0.103472[/C][C]-0.7094[/C][C]0.240799[/C][/ROW]
[ROW][C]17[/C][C]0.075741[/C][C]0.5193[/C][C]0.303011[/C][/ROW]
[ROW][C]18[/C][C]-0.159112[/C][C]-1.0908[/C][C]0.140458[/C][/ROW]
[ROW][C]19[/C][C]-0.028258[/C][C]-0.1937[/C][C]0.423611[/C][/ROW]
[ROW][C]20[/C][C]-0.14691[/C][C]-1.0072[/C][C]0.159506[/C][/ROW]
[ROW][C]21[/C][C]-0.206068[/C][C]-1.4127[/C][C]0.082161[/C][/ROW]
[ROW][C]22[/C][C]-0.089551[/C][C]-0.6139[/C][C]0.271111[/C][/ROW]
[ROW][C]23[/C][C]-0.19182[/C][C]-1.3151[/C][C]0.097437[/C][/ROW]
[ROW][C]24[/C][C]-0.199386[/C][C]-1.3669[/C][C]0.089077[/C][/ROW]
[ROW][C]25[/C][C]-0.086828[/C][C]-0.5953[/C][C]0.277262[/C][/ROW]
[ROW][C]26[/C][C]-0.114773[/C][C]-0.7868[/C][C]0.217662[/C][/ROW]
[ROW][C]27[/C][C]-0.240275[/C][C]-1.6472[/C][C]0.05309[/C][/ROW]
[ROW][C]28[/C][C]-0.107912[/C][C]-0.7398[/C][C]0.231548[/C][/ROW]
[ROW][C]29[/C][C]-0.127552[/C][C]-0.8745[/C][C]0.193158[/C][/ROW]
[ROW][C]30[/C][C]-0.090425[/C][C]-0.6199[/C][C]0.269152[/C][/ROW]
[ROW][C]31[/C][C]-0.045048[/C][C]-0.3088[/C][C]0.379407[/C][/ROW]
[ROW][C]32[/C][C]-0.064645[/C][C]-0.4432[/C][C]0.329832[/C][/ROW]
[ROW][C]33[/C][C]-0.04346[/C][C]-0.2979[/C][C]0.383527[/C][/ROW]
[ROW][C]34[/C][C]0.002699[/C][C]0.0185[/C][C]0.492658[/C][/ROW]
[ROW][C]35[/C][C]-0.007403[/C][C]-0.0508[/C][C]0.479869[/C][/ROW]
[ROW][C]36[/C][C]-0.00188[/C][C]-0.0129[/C][C]0.494887[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63379&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63379&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	0.13543	0.9285	0.178956
2	0.240985	1.6521	0.052589
3	0.33581	2.3022	0.0129
4	0.22256	1.5258	0.066881
5	0.063804	0.4374	0.331906
6	0.185662	1.2728	0.104668
7	0.018785	0.1288	0.44904
8	0.140643	0.9642	0.16994
9	0.013149	0.0901	0.464277
10	-0.086975	-0.5963	0.276928
11	0.283014	1.9402	0.029181
12	-0.157775	-1.0816	0.142463
13	-0.077121	-0.5287	0.299746
14	0.096843	0.6639	0.254991
15	0.071789	0.4922	0.312449
16	-0.103472	-0.7094	0.240799
17	0.075741	0.5193	0.303011
18	-0.159112	-1.0908	0.140458
19	-0.028258	-0.1937	0.423611
20	-0.14691	-1.0072	0.159506
21	-0.206068	-1.4127	0.082161
22	-0.089551	-0.6139	0.271111
23	-0.19182	-1.3151	0.097437
24	-0.199386	-1.3669	0.089077
25	-0.086828	-0.5953	0.277262
26	-0.114773	-0.7868	0.217662
27	-0.240275	-1.6472	0.05309
28	-0.107912	-0.7398	0.231548
29	-0.127552	-0.8745	0.193158
30	-0.090425	-0.6199	0.269152
31	-0.045048	-0.3088	0.379407
32	-0.064645	-0.4432	0.329832
33	-0.04346	-0.2979	0.383527
34	0.002699	0.0185	0.492658
35	-0.007403	-0.0508	0.479869
36	-0.00188	-0.0129	0.494887

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.13543	0.9285	0.178956
2	0.226804	1.5549	0.063341
3	0.300548	2.0605	0.022457
4	0.144633	0.9916	0.163247
5	-0.098278	-0.6738	0.251883
6	0.01888	0.1294	0.448784
7	-0.108703	-0.7452	0.229922
8	0.102722	0.7042	0.242382
9	-0.034444	-0.2361	0.407177
10	-0.159775	-1.0954	0.139469
11	0.322187	2.2088	0.01605
12	-0.24632	-1.6887	0.048952
13	-0.065444	-0.4487	0.327868
14	0.054841	0.376	0.354314
15	0.129157	0.8855	0.190209
16	0.017091	0.1172	0.453612
17	-0.088068	-0.6038	0.274451
18	-0.183061	-1.255	0.107841
19	-0.092463	-0.6339	0.264612
20	-0.073654	-0.5049	0.307977
21	-0.065705	-0.4505	0.327228
22	-0.091282	-0.6258	0.267238
23	0.009461	0.0649	0.474279
24	0.04207	0.2884	0.387147
25	-0.048718	-0.334	0.369934
26	-0.032655	-0.2239	0.411914
27	-0.074429	-0.5103	0.306129
28	-0.084505	-0.5793	0.282563
29	0.100379	0.6882	0.247366
30	-0.052645	-0.3609	0.35989
31	0.097916	0.6713	0.252665
32	0.008034	0.0551	0.478155
33	-0.032521	-0.223	0.41227
34	0.037386	0.2563	0.399417
35	0.044881	0.3077	0.37984
36	0.03366	0.2308	0.40925

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.13543 & 0.9285 & 0.178956 \tabularnewline
2 & 0.226804 & 1.5549 & 0.063341 \tabularnewline
3 & 0.300548 & 2.0605 & 0.022457 \tabularnewline
4 & 0.144633 & 0.9916 & 0.163247 \tabularnewline
5 & -0.098278 & -0.6738 & 0.251883 \tabularnewline
6 & 0.01888 & 0.1294 & 0.448784 \tabularnewline
7 & -0.108703 & -0.7452 & 0.229922 \tabularnewline
8 & 0.102722 & 0.7042 & 0.242382 \tabularnewline
9 & -0.034444 & -0.2361 & 0.407177 \tabularnewline
10 & -0.159775 & -1.0954 & 0.139469 \tabularnewline
11 & 0.322187 & 2.2088 & 0.01605 \tabularnewline
12 & -0.24632 & -1.6887 & 0.048952 \tabularnewline
13 & -0.065444 & -0.4487 & 0.327868 \tabularnewline
14 & 0.054841 & 0.376 & 0.354314 \tabularnewline
15 & 0.129157 & 0.8855 & 0.190209 \tabularnewline
16 & 0.017091 & 0.1172 & 0.453612 \tabularnewline
17 & -0.088068 & -0.6038 & 0.274451 \tabularnewline
18 & -0.183061 & -1.255 & 0.107841 \tabularnewline
19 & -0.092463 & -0.6339 & 0.264612 \tabularnewline
20 & -0.073654 & -0.5049 & 0.307977 \tabularnewline
21 & -0.065705 & -0.4505 & 0.327228 \tabularnewline
22 & -0.091282 & -0.6258 & 0.267238 \tabularnewline
23 & 0.009461 & 0.0649 & 0.474279 \tabularnewline
24 & 0.04207 & 0.2884 & 0.387147 \tabularnewline
25 & -0.048718 & -0.334 & 0.369934 \tabularnewline
26 & -0.032655 & -0.2239 & 0.411914 \tabularnewline
27 & -0.074429 & -0.5103 & 0.306129 \tabularnewline
28 & -0.084505 & -0.5793 & 0.282563 \tabularnewline
29 & 0.100379 & 0.6882 & 0.247366 \tabularnewline
30 & -0.052645 & -0.3609 & 0.35989 \tabularnewline
31 & 0.097916 & 0.6713 & 0.252665 \tabularnewline
32 & 0.008034 & 0.0551 & 0.478155 \tabularnewline
33 & -0.032521 & -0.223 & 0.41227 \tabularnewline
34 & 0.037386 & 0.2563 & 0.399417 \tabularnewline
35 & 0.044881 & 0.3077 & 0.37984 \tabularnewline
36 & 0.03366 & 0.2308 & 0.40925 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63379&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]0.13543[/C][C]0.9285[/C][C]0.178956[/C][/ROW]
[ROW][C]2[/C][C]0.226804[/C][C]1.5549[/C][C]0.063341[/C][/ROW]
[ROW][C]3[/C][C]0.300548[/C][C]2.0605[/C][C]0.022457[/C][/ROW]
[ROW][C]4[/C][C]0.144633[/C][C]0.9916[/C][C]0.163247[/C][/ROW]
[ROW][C]5[/C][C]-0.098278[/C][C]-0.6738[/C][C]0.251883[/C][/ROW]
[ROW][C]6[/C][C]0.01888[/C][C]0.1294[/C][C]0.448784[/C][/ROW]
[ROW][C]7[/C][C]-0.108703[/C][C]-0.7452[/C][C]0.229922[/C][/ROW]
[ROW][C]8[/C][C]0.102722[/C][C]0.7042[/C][C]0.242382[/C][/ROW]
[ROW][C]9[/C][C]-0.034444[/C][C]-0.2361[/C][C]0.407177[/C][/ROW]
[ROW][C]10[/C][C]-0.159775[/C][C]-1.0954[/C][C]0.139469[/C][/ROW]
[ROW][C]11[/C][C]0.322187[/C][C]2.2088[/C][C]0.01605[/C][/ROW]
[ROW][C]12[/C][C]-0.24632[/C][C]-1.6887[/C][C]0.048952[/C][/ROW]
[ROW][C]13[/C][C]-0.065444[/C][C]-0.4487[/C][C]0.327868[/C][/ROW]
[ROW][C]14[/C][C]0.054841[/C][C]0.376[/C][C]0.354314[/C][/ROW]
[ROW][C]15[/C][C]0.129157[/C][C]0.8855[/C][C]0.190209[/C][/ROW]
[ROW][C]16[/C][C]0.017091[/C][C]0.1172[/C][C]0.453612[/C][/ROW]
[ROW][C]17[/C][C]-0.088068[/C][C]-0.6038[/C][C]0.274451[/C][/ROW]
[ROW][C]18[/C][C]-0.183061[/C][C]-1.255[/C][C]0.107841[/C][/ROW]
[ROW][C]19[/C][C]-0.092463[/C][C]-0.6339[/C][C]0.264612[/C][/ROW]
[ROW][C]20[/C][C]-0.073654[/C][C]-0.5049[/C][C]0.307977[/C][/ROW]
[ROW][C]21[/C][C]-0.065705[/C][C]-0.4505[/C][C]0.327228[/C][/ROW]
[ROW][C]22[/C][C]-0.091282[/C][C]-0.6258[/C][C]0.267238[/C][/ROW]
[ROW][C]23[/C][C]0.009461[/C][C]0.0649[/C][C]0.474279[/C][/ROW]
[ROW][C]24[/C][C]0.04207[/C][C]0.2884[/C][C]0.387147[/C][/ROW]
[ROW][C]25[/C][C]-0.048718[/C][C]-0.334[/C][C]0.369934[/C][/ROW]
[ROW][C]26[/C][C]-0.032655[/C][C]-0.2239[/C][C]0.411914[/C][/ROW]
[ROW][C]27[/C][C]-0.074429[/C][C]-0.5103[/C][C]0.306129[/C][/ROW]
[ROW][C]28[/C][C]-0.084505[/C][C]-0.5793[/C][C]0.282563[/C][/ROW]
[ROW][C]29[/C][C]0.100379[/C][C]0.6882[/C][C]0.247366[/C][/ROW]
[ROW][C]30[/C][C]-0.052645[/C][C]-0.3609[/C][C]0.35989[/C][/ROW]
[ROW][C]31[/C][C]0.097916[/C][C]0.6713[/C][C]0.252665[/C][/ROW]
[ROW][C]32[/C][C]0.008034[/C][C]0.0551[/C][C]0.478155[/C][/ROW]
[ROW][C]33[/C][C]-0.032521[/C][C]-0.223[/C][C]0.41227[/C][/ROW]
[ROW][C]34[/C][C]0.037386[/C][C]0.2563[/C][C]0.399417[/C][/ROW]
[ROW][C]35[/C][C]0.044881[/C][C]0.3077[/C][C]0.37984[/C][/ROW]
[ROW][C]36[/C][C]0.03366[/C][C]0.2308[/C][C]0.40925[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63379&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63379&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	0.13543	0.9285	0.178956
2	0.226804	1.5549	0.063341
3	0.300548	2.0605	0.022457
4	0.144633	0.9916	0.163247
5	-0.098278	-0.6738	0.251883
6	0.01888	0.1294	0.448784
7	-0.108703	-0.7452	0.229922
8	0.102722	0.7042	0.242382
9	-0.034444	-0.2361	0.407177
10	-0.159775	-1.0954	0.139469
11	0.322187	2.2088	0.01605
12	-0.24632	-1.6887	0.048952
13	-0.065444	-0.4487	0.327868
14	0.054841	0.376	0.354314
15	0.129157	0.8855	0.190209
16	0.017091	0.1172	0.453612
17	-0.088068	-0.6038	0.274451
18	-0.183061	-1.255	0.107841
19	-0.092463	-0.6339	0.264612
20	-0.073654	-0.5049	0.307977
21	-0.065705	-0.4505	0.327228
22	-0.091282	-0.6258	0.267238
23	0.009461	0.0649	0.474279
24	0.04207	0.2884	0.387147
25	-0.048718	-0.334	0.369934
26	-0.032655	-0.2239	0.411914
27	-0.074429	-0.5103	0.306129
28	-0.084505	-0.5793	0.282563
29	0.100379	0.6882	0.247366
30	-0.052645	-0.3609	0.35989
31	0.097916	0.6713	0.252665
32	0.008034	0.0551	0.478155
33	-0.032521	-0.223	0.41227
34	0.037386	0.2563	0.399417
35	0.044881	0.3077	0.37984
36	0.03366	0.2308	0.40925

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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