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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 06:46:52 -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/t12599344717q15pxjkjo5u8bn.htm/, Retrieved Sun, 28 Apr 2024 18:34:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63509, Retrieved Sun, 28 Apr 2024 18:34:57 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

WS9,ACF

Estimated Impact

114

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [(Partial) Autocorrelation Function] [] [2009-11-26 15:10:30] [0750c128064677e728c9436fc3f45ae7]
-   P     [(Partial) Autocorrelation Function] [] [2009-12-04 13:46:52] [30f5b608e5a1bbbae86b1702c0071566] [Current]
-           [(Partial) Autocorrelation Function] [] [2009-12-04 14:13:00] [0750c128064677e728c9436fc3f45ae7] 
- RM        [ARIMA Backward Selection] [] [2009-12-04 14:20:19] [0750c128064677e728c9436fc3f45ae7] 
- RMP         [ARIMA Forecasting] [] [2009-12-10 11:21:10] [0750c128064677e728c9436fc3f45ae7] 

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Dataseries X:

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Histogram

Boxplots

1.3
1.2
1.1
1.4
1.2
1.5
1.1
1.3
1.5
1.1
1.4
1.3
1.5
1.6
1.7
1.1
1.6
1.3
1.7
1.6
1.7
1.9
1.8
1.9
1.6
1.5
1.6
1.6
1.7
2
2
1.9
1.7
1.8
1.9
1.7
2
2.1
2.4
2.5
2.5
2.6
2.2
2.5
2.8
2.8
2.9
3
3.1
2.9
2.7
2.2
2.5
2.3
2.6
2.3
2.2
1.8
1.8

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=63509&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=63509&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63509&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	-0.404925	-3.0838	0.001564
2	0.28452	2.1668	0.017184
3	-0.208371	-1.5869	0.058986
4	-0.026806	-0.2042	0.419475
5	0.021108	0.1608	0.436423
6	-0.015241	-0.1161	0.453999
7	0.035326	0.269	0.39443
8	0.092597	0.7052	0.241755
9	0.114292	0.8704	0.19383
10	-0.048002	-0.3656	0.358008
11	0.143521	1.093	0.139452
12	-0.378142	-2.8798	0.002783
13	0.092489	0.7044	0.242008
14	-0.220717	-1.6809	0.049077
15	0.109359	0.8329	0.204173
16	0.067806	0.5164	0.303771
17	-0.079076	-0.6022	0.274687
18	0.186252	1.4185	0.080705
19	-0.176792	-1.3464	0.091705
20	0.055861	0.4254	0.336051
21	-0.111236	-0.8471	0.200197
22	-0.050312	-0.3832	0.3515
23	0.02032	0.1547	0.438778
24	-0.053507	-0.4075	0.34257
25	0.108993	0.8301	0.204953
26	0.083352	0.6348	0.26403
27	0.036395	0.2772	0.391314
28	-0.068105	-0.5187	0.302983
29	-0.04706	-0.3584	0.360672
30	-0.08406	-0.6402	0.262289
31	0.113267	0.8626	0.195951
32	-0.090407	-0.6885	0.246934
33	0.069691	0.5308	0.298809
34	0.055159	0.4201	0.337991
35	-0.143462	-1.0926	0.139549
36	0.252213	1.9208	0.029839

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.404925 & -3.0838 & 0.001564 \tabularnewline
2 & 0.28452 & 2.1668 & 0.017184 \tabularnewline
3 & -0.208371 & -1.5869 & 0.058986 \tabularnewline
4 & -0.026806 & -0.2042 & 0.419475 \tabularnewline
5 & 0.021108 & 0.1608 & 0.436423 \tabularnewline
6 & -0.015241 & -0.1161 & 0.453999 \tabularnewline
7 & 0.035326 & 0.269 & 0.39443 \tabularnewline
8 & 0.092597 & 0.7052 & 0.241755 \tabularnewline
9 & 0.114292 & 0.8704 & 0.19383 \tabularnewline
10 & -0.048002 & -0.3656 & 0.358008 \tabularnewline
11 & 0.143521 & 1.093 & 0.139452 \tabularnewline
12 & -0.378142 & -2.8798 & 0.002783 \tabularnewline
13 & 0.092489 & 0.7044 & 0.242008 \tabularnewline
14 & -0.220717 & -1.6809 & 0.049077 \tabularnewline
15 & 0.109359 & 0.8329 & 0.204173 \tabularnewline
16 & 0.067806 & 0.5164 & 0.303771 \tabularnewline
17 & -0.079076 & -0.6022 & 0.274687 \tabularnewline
18 & 0.186252 & 1.4185 & 0.080705 \tabularnewline
19 & -0.176792 & -1.3464 & 0.091705 \tabularnewline
20 & 0.055861 & 0.4254 & 0.336051 \tabularnewline
21 & -0.111236 & -0.8471 & 0.200197 \tabularnewline
22 & -0.050312 & -0.3832 & 0.3515 \tabularnewline
23 & 0.02032 & 0.1547 & 0.438778 \tabularnewline
24 & -0.053507 & -0.4075 & 0.34257 \tabularnewline
25 & 0.108993 & 0.8301 & 0.204953 \tabularnewline
26 & 0.083352 & 0.6348 & 0.26403 \tabularnewline
27 & 0.036395 & 0.2772 & 0.391314 \tabularnewline
28 & -0.068105 & -0.5187 & 0.302983 \tabularnewline
29 & -0.04706 & -0.3584 & 0.360672 \tabularnewline
30 & -0.08406 & -0.6402 & 0.262289 \tabularnewline
31 & 0.113267 & 0.8626 & 0.195951 \tabularnewline
32 & -0.090407 & -0.6885 & 0.246934 \tabularnewline
33 & 0.069691 & 0.5308 & 0.298809 \tabularnewline
34 & 0.055159 & 0.4201 & 0.337991 \tabularnewline
35 & -0.143462 & -1.0926 & 0.139549 \tabularnewline
36 & 0.252213 & 1.9208 & 0.029839 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63509&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]-0.404925[/C][C]-3.0838[/C][C]0.001564[/C][/ROW]
[ROW][C]2[/C][C]0.28452[/C][C]2.1668[/C][C]0.017184[/C][/ROW]
[ROW][C]3[/C][C]-0.208371[/C][C]-1.5869[/C][C]0.058986[/C][/ROW]
[ROW][C]4[/C][C]-0.026806[/C][C]-0.2042[/C][C]0.419475[/C][/ROW]
[ROW][C]5[/C][C]0.021108[/C][C]0.1608[/C][C]0.436423[/C][/ROW]
[ROW][C]6[/C][C]-0.015241[/C][C]-0.1161[/C][C]0.453999[/C][/ROW]
[ROW][C]7[/C][C]0.035326[/C][C]0.269[/C][C]0.39443[/C][/ROW]
[ROW][C]8[/C][C]0.092597[/C][C]0.7052[/C][C]0.241755[/C][/ROW]
[ROW][C]9[/C][C]0.114292[/C][C]0.8704[/C][C]0.19383[/C][/ROW]
[ROW][C]10[/C][C]-0.048002[/C][C]-0.3656[/C][C]0.358008[/C][/ROW]
[ROW][C]11[/C][C]0.143521[/C][C]1.093[/C][C]0.139452[/C][/ROW]
[ROW][C]12[/C][C]-0.378142[/C][C]-2.8798[/C][C]0.002783[/C][/ROW]
[ROW][C]13[/C][C]0.092489[/C][C]0.7044[/C][C]0.242008[/C][/ROW]
[ROW][C]14[/C][C]-0.220717[/C][C]-1.6809[/C][C]0.049077[/C][/ROW]
[ROW][C]15[/C][C]0.109359[/C][C]0.8329[/C][C]0.204173[/C][/ROW]
[ROW][C]16[/C][C]0.067806[/C][C]0.5164[/C][C]0.303771[/C][/ROW]
[ROW][C]17[/C][C]-0.079076[/C][C]-0.6022[/C][C]0.274687[/C][/ROW]
[ROW][C]18[/C][C]0.186252[/C][C]1.4185[/C][C]0.080705[/C][/ROW]
[ROW][C]19[/C][C]-0.176792[/C][C]-1.3464[/C][C]0.091705[/C][/ROW]
[ROW][C]20[/C][C]0.055861[/C][C]0.4254[/C][C]0.336051[/C][/ROW]
[ROW][C]21[/C][C]-0.111236[/C][C]-0.8471[/C][C]0.200197[/C][/ROW]
[ROW][C]22[/C][C]-0.050312[/C][C]-0.3832[/C][C]0.3515[/C][/ROW]
[ROW][C]23[/C][C]0.02032[/C][C]0.1547[/C][C]0.438778[/C][/ROW]
[ROW][C]24[/C][C]-0.053507[/C][C]-0.4075[/C][C]0.34257[/C][/ROW]
[ROW][C]25[/C][C]0.108993[/C][C]0.8301[/C][C]0.204953[/C][/ROW]
[ROW][C]26[/C][C]0.083352[/C][C]0.6348[/C][C]0.26403[/C][/ROW]
[ROW][C]27[/C][C]0.036395[/C][C]0.2772[/C][C]0.391314[/C][/ROW]
[ROW][C]28[/C][C]-0.068105[/C][C]-0.5187[/C][C]0.302983[/C][/ROW]
[ROW][C]29[/C][C]-0.04706[/C][C]-0.3584[/C][C]0.360672[/C][/ROW]
[ROW][C]30[/C][C]-0.08406[/C][C]-0.6402[/C][C]0.262289[/C][/ROW]
[ROW][C]31[/C][C]0.113267[/C][C]0.8626[/C][C]0.195951[/C][/ROW]
[ROW][C]32[/C][C]-0.090407[/C][C]-0.6885[/C][C]0.246934[/C][/ROW]
[ROW][C]33[/C][C]0.069691[/C][C]0.5308[/C][C]0.298809[/C][/ROW]
[ROW][C]34[/C][C]0.055159[/C][C]0.4201[/C][C]0.337991[/C][/ROW]
[ROW][C]35[/C][C]-0.143462[/C][C]-1.0926[/C][C]0.139549[/C][/ROW]
[ROW][C]36[/C][C]0.252213[/C][C]1.9208[/C][C]0.029839[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63509&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63509&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	-0.404925	-3.0838	0.001564
2	0.28452	2.1668	0.017184
3	-0.208371	-1.5869	0.058986
4	-0.026806	-0.2042	0.419475
5	0.021108	0.1608	0.436423
6	-0.015241	-0.1161	0.453999
7	0.035326	0.269	0.39443
8	0.092597	0.7052	0.241755
9	0.114292	0.8704	0.19383
10	-0.048002	-0.3656	0.358008
11	0.143521	1.093	0.139452
12	-0.378142	-2.8798	0.002783
13	0.092489	0.7044	0.242008
14	-0.220717	-1.6809	0.049077
15	0.109359	0.8329	0.204173
16	0.067806	0.5164	0.303771
17	-0.079076	-0.6022	0.274687
18	0.186252	1.4185	0.080705
19	-0.176792	-1.3464	0.091705
20	0.055861	0.4254	0.336051
21	-0.111236	-0.8471	0.200197
22	-0.050312	-0.3832	0.3515
23	0.02032	0.1547	0.438778
24	-0.053507	-0.4075	0.34257
25	0.108993	0.8301	0.204953
26	0.083352	0.6348	0.26403
27	0.036395	0.2772	0.391314
28	-0.068105	-0.5187	0.302983
29	-0.04706	-0.3584	0.360672
30	-0.08406	-0.6402	0.262289
31	0.113267	0.8626	0.195951
32	-0.090407	-0.6885	0.246934
33	0.069691	0.5308	0.298809
34	0.055159	0.4201	0.337991
35	-0.143462	-1.0926	0.139549
36	0.252213	1.9208	0.029839

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.404925	-3.0838	0.001564
2	0.144199	1.0982	0.13833
3	-0.062767	-0.478	0.317216
4	-0.193007	-1.4699	0.073496
5	0.000527	0.004	0.498406
6	0.03116	0.2373	0.406628
7	-0.010577	-0.0806	0.468038
8	0.121405	0.9246	0.179504
9	0.240372	1.8306	0.036148
10	0.029643	0.2258	0.411093
11	0.15185	1.1565	0.126118
12	-0.273301	-2.0814	0.020911
13	-0.231936	-1.7664	0.041298
14	-0.19598	-1.4925	0.070489
15	-0.137638	-1.0482	0.149444
16	0.013387	0.102	0.459572
17	-0.131835	-1.004	0.159768
18	0.115822	0.8821	0.19069
19	0.015003	0.1143	0.454713
20	0.040197	0.3061	0.3803
21	0.138942	1.0582	0.147186
22	0.030731	0.234	0.407888
23	0.127963	0.9745	0.166919
24	-0.175515	-1.3367	0.093274
25	-0.072261	-0.5503	0.292104
26	-0.004971	-0.0379	0.484966
27	-0.012586	-0.0958	0.461986
28	-0.038094	-0.2901	0.386381
29	-0.189004	-1.4394	0.077704
30	0.008097	0.0617	0.475522
31	0.076581	0.5832	0.281002
32	0.024035	0.183	0.4277
33	-0.002714	-0.0207	0.491791
34	0.055861	0.4254	0.336049
35	-0.144478	-1.1003	0.137872
36	0.022698	0.1729	0.431682

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.404925 & -3.0838 & 0.001564 \tabularnewline
2 & 0.144199 & 1.0982 & 0.13833 \tabularnewline
3 & -0.062767 & -0.478 & 0.317216 \tabularnewline
4 & -0.193007 & -1.4699 & 0.073496 \tabularnewline
5 & 0.000527 & 0.004 & 0.498406 \tabularnewline
6 & 0.03116 & 0.2373 & 0.406628 \tabularnewline
7 & -0.010577 & -0.0806 & 0.468038 \tabularnewline
8 & 0.121405 & 0.9246 & 0.179504 \tabularnewline
9 & 0.240372 & 1.8306 & 0.036148 \tabularnewline
10 & 0.029643 & 0.2258 & 0.411093 \tabularnewline
11 & 0.15185 & 1.1565 & 0.126118 \tabularnewline
12 & -0.273301 & -2.0814 & 0.020911 \tabularnewline
13 & -0.231936 & -1.7664 & 0.041298 \tabularnewline
14 & -0.19598 & -1.4925 & 0.070489 \tabularnewline
15 & -0.137638 & -1.0482 & 0.149444 \tabularnewline
16 & 0.013387 & 0.102 & 0.459572 \tabularnewline
17 & -0.131835 & -1.004 & 0.159768 \tabularnewline
18 & 0.115822 & 0.8821 & 0.19069 \tabularnewline
19 & 0.015003 & 0.1143 & 0.454713 \tabularnewline
20 & 0.040197 & 0.3061 & 0.3803 \tabularnewline
21 & 0.138942 & 1.0582 & 0.147186 \tabularnewline
22 & 0.030731 & 0.234 & 0.407888 \tabularnewline
23 & 0.127963 & 0.9745 & 0.166919 \tabularnewline
24 & -0.175515 & -1.3367 & 0.093274 \tabularnewline
25 & -0.072261 & -0.5503 & 0.292104 \tabularnewline
26 & -0.004971 & -0.0379 & 0.484966 \tabularnewline
27 & -0.012586 & -0.0958 & 0.461986 \tabularnewline
28 & -0.038094 & -0.2901 & 0.386381 \tabularnewline
29 & -0.189004 & -1.4394 & 0.077704 \tabularnewline
30 & 0.008097 & 0.0617 & 0.475522 \tabularnewline
31 & 0.076581 & 0.5832 & 0.281002 \tabularnewline
32 & 0.024035 & 0.183 & 0.4277 \tabularnewline
33 & -0.002714 & -0.0207 & 0.491791 \tabularnewline
34 & 0.055861 & 0.4254 & 0.336049 \tabularnewline
35 & -0.144478 & -1.1003 & 0.137872 \tabularnewline
36 & 0.022698 & 0.1729 & 0.431682 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63509&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]-0.404925[/C][C]-3.0838[/C][C]0.001564[/C][/ROW]
[ROW][C]2[/C][C]0.144199[/C][C]1.0982[/C][C]0.13833[/C][/ROW]
[ROW][C]3[/C][C]-0.062767[/C][C]-0.478[/C][C]0.317216[/C][/ROW]
[ROW][C]4[/C][C]-0.193007[/C][C]-1.4699[/C][C]0.073496[/C][/ROW]
[ROW][C]5[/C][C]0.000527[/C][C]0.004[/C][C]0.498406[/C][/ROW]
[ROW][C]6[/C][C]0.03116[/C][C]0.2373[/C][C]0.406628[/C][/ROW]
[ROW][C]7[/C][C]-0.010577[/C][C]-0.0806[/C][C]0.468038[/C][/ROW]
[ROW][C]8[/C][C]0.121405[/C][C]0.9246[/C][C]0.179504[/C][/ROW]
[ROW][C]9[/C][C]0.240372[/C][C]1.8306[/C][C]0.036148[/C][/ROW]
[ROW][C]10[/C][C]0.029643[/C][C]0.2258[/C][C]0.411093[/C][/ROW]
[ROW][C]11[/C][C]0.15185[/C][C]1.1565[/C][C]0.126118[/C][/ROW]
[ROW][C]12[/C][C]-0.273301[/C][C]-2.0814[/C][C]0.020911[/C][/ROW]
[ROW][C]13[/C][C]-0.231936[/C][C]-1.7664[/C][C]0.041298[/C][/ROW]
[ROW][C]14[/C][C]-0.19598[/C][C]-1.4925[/C][C]0.070489[/C][/ROW]
[ROW][C]15[/C][C]-0.137638[/C][C]-1.0482[/C][C]0.149444[/C][/ROW]
[ROW][C]16[/C][C]0.013387[/C][C]0.102[/C][C]0.459572[/C][/ROW]
[ROW][C]17[/C][C]-0.131835[/C][C]-1.004[/C][C]0.159768[/C][/ROW]
[ROW][C]18[/C][C]0.115822[/C][C]0.8821[/C][C]0.19069[/C][/ROW]
[ROW][C]19[/C][C]0.015003[/C][C]0.1143[/C][C]0.454713[/C][/ROW]
[ROW][C]20[/C][C]0.040197[/C][C]0.3061[/C][C]0.3803[/C][/ROW]
[ROW][C]21[/C][C]0.138942[/C][C]1.0582[/C][C]0.147186[/C][/ROW]
[ROW][C]22[/C][C]0.030731[/C][C]0.234[/C][C]0.407888[/C][/ROW]
[ROW][C]23[/C][C]0.127963[/C][C]0.9745[/C][C]0.166919[/C][/ROW]
[ROW][C]24[/C][C]-0.175515[/C][C]-1.3367[/C][C]0.093274[/C][/ROW]
[ROW][C]25[/C][C]-0.072261[/C][C]-0.5503[/C][C]0.292104[/C][/ROW]
[ROW][C]26[/C][C]-0.004971[/C][C]-0.0379[/C][C]0.484966[/C][/ROW]
[ROW][C]27[/C][C]-0.012586[/C][C]-0.0958[/C][C]0.461986[/C][/ROW]
[ROW][C]28[/C][C]-0.038094[/C][C]-0.2901[/C][C]0.386381[/C][/ROW]
[ROW][C]29[/C][C]-0.189004[/C][C]-1.4394[/C][C]0.077704[/C][/ROW]
[ROW][C]30[/C][C]0.008097[/C][C]0.0617[/C][C]0.475522[/C][/ROW]
[ROW][C]31[/C][C]0.076581[/C][C]0.5832[/C][C]0.281002[/C][/ROW]
[ROW][C]32[/C][C]0.024035[/C][C]0.183[/C][C]0.4277[/C][/ROW]
[ROW][C]33[/C][C]-0.002714[/C][C]-0.0207[/C][C]0.491791[/C][/ROW]
[ROW][C]34[/C][C]0.055861[/C][C]0.4254[/C][C]0.336049[/C][/ROW]
[ROW][C]35[/C][C]-0.144478[/C][C]-1.1003[/C][C]0.137872[/C][/ROW]
[ROW][C]36[/C][C]0.022698[/C][C]0.1729[/C][C]0.431682[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63509&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63509&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	-0.404925	-3.0838	0.001564
2	0.144199	1.0982	0.13833
3	-0.062767	-0.478	0.317216
4	-0.193007	-1.4699	0.073496
5	0.000527	0.004	0.498406
6	0.03116	0.2373	0.406628
7	-0.010577	-0.0806	0.468038
8	0.121405	0.9246	0.179504
9	0.240372	1.8306	0.036148
10	0.029643	0.2258	0.411093
11	0.15185	1.1565	0.126118
12	-0.273301	-2.0814	0.020911
13	-0.231936	-1.7664	0.041298
14	-0.19598	-1.4925	0.070489
15	-0.137638	-1.0482	0.149444
16	0.013387	0.102	0.459572
17	-0.131835	-1.004	0.159768
18	0.115822	0.8821	0.19069
19	0.015003	0.1143	0.454713
20	0.040197	0.3061	0.3803
21	0.138942	1.0582	0.147186
22	0.030731	0.234	0.407888
23	0.127963	0.9745	0.166919
24	-0.175515	-1.3367	0.093274
25	-0.072261	-0.5503	0.292104
26	-0.004971	-0.0379	0.484966
27	-0.012586	-0.0958	0.461986
28	-0.038094	-0.2901	0.386381
29	-0.189004	-1.4394	0.077704
30	0.008097	0.0617	0.475522
31	0.076581	0.5832	0.281002
32	0.024035	0.183	0.4277
33	-0.002714	-0.0207	0.491791
34	0.055861	0.4254	0.336049
35	-0.144478	-1.1003	0.137872
36	0.022698	0.1729	0.431682

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; 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