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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 06:55:10 -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/t12599349483xd7j692675a7ir.htm/, Retrieved Sat, 27 Apr 2024 14:24:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63524, Retrieved Sat, 27 Apr 2024 14:24:17 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

110

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] [Workshop 5: D] [2009-12-04 13:55:10] [b58cdc967a53abb3723a2bc8f9332128] [Current]
-   PD        [(Partial) Autocorrelation Function] [3] [2009-12-06 16:32:04] [9dbb467a28ad600d808a4e47d5e0774e] 

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Dataseries X:

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Histogram

Boxplots

7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63524&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]0 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=63524&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63524&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.851369	6.864	0
2	0.604733	4.8755	4e-06
3	0.459163	3.7019	0.000222
4	0.474851	3.8284	0.000146
5	0.587403	4.7358	6e-06
6	0.6473	5.2187	1e-06
7	0.571139	4.6047	1e-05
8	0.420397	3.3893	0.000597
9	0.299353	2.4135	0.009315
10	0.274457	2.2127	0.015217
11	0.32474	2.6181	0.005494
12	0.3642	2.9363	0.002295
13	0.286687	2.3113	0.011997
14	0.17461	1.4077	0.081985
15	0.098356	0.793	0.21534
16	0.063553	0.5124	0.305061
17	0.053315	0.4298	0.334367
18	0.027068	0.2182	0.413969
19	-0.036385	-0.2933	0.385098
20	-0.107212	-0.8644	0.195281
21	-0.159312	-1.2844	0.101777
22	-0.189673	-1.5292	0.065534
23	-0.194608	-1.569	0.060754
24	-0.200086	-1.6131	0.055779
25	-0.25058	-2.0202	0.023742
26	-0.286431	-2.3093	0.012058
27	-0.287956	-2.3216	0.0117
28	-0.269374	-2.1718	0.016764
29	-0.249028	-2.0077	0.024416
30	-0.252106	-2.0325	0.023094
31	-0.288104	-2.3228	0.011666
32	-0.332472	-2.6805	0.004653
33	-0.34701	-2.7977	0.003382
34	-0.324847	-2.619	0.005481
35	-0.285402	-2.301	0.012305
36	-0.261104	-2.1051	0.019577

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851369 & 6.864 & 0 \tabularnewline
2 & 0.604733 & 4.8755 & 4e-06 \tabularnewline
3 & 0.459163 & 3.7019 & 0.000222 \tabularnewline
4 & 0.474851 & 3.8284 & 0.000146 \tabularnewline
5 & 0.587403 & 4.7358 & 6e-06 \tabularnewline
6 & 0.6473 & 5.2187 & 1e-06 \tabularnewline
7 & 0.571139 & 4.6047 & 1e-05 \tabularnewline
8 & 0.420397 & 3.3893 & 0.000597 \tabularnewline
9 & 0.299353 & 2.4135 & 0.009315 \tabularnewline
10 & 0.274457 & 2.2127 & 0.015217 \tabularnewline
11 & 0.32474 & 2.6181 & 0.005494 \tabularnewline
12 & 0.3642 & 2.9363 & 0.002295 \tabularnewline
13 & 0.286687 & 2.3113 & 0.011997 \tabularnewline
14 & 0.17461 & 1.4077 & 0.081985 \tabularnewline
15 & 0.098356 & 0.793 & 0.21534 \tabularnewline
16 & 0.063553 & 0.5124 & 0.305061 \tabularnewline
17 & 0.053315 & 0.4298 & 0.334367 \tabularnewline
18 & 0.027068 & 0.2182 & 0.413969 \tabularnewline
19 & -0.036385 & -0.2933 & 0.385098 \tabularnewline
20 & -0.107212 & -0.8644 & 0.195281 \tabularnewline
21 & -0.159312 & -1.2844 & 0.101777 \tabularnewline
22 & -0.189673 & -1.5292 & 0.065534 \tabularnewline
23 & -0.194608 & -1.569 & 0.060754 \tabularnewline
24 & -0.200086 & -1.6131 & 0.055779 \tabularnewline
25 & -0.25058 & -2.0202 & 0.023742 \tabularnewline
26 & -0.286431 & -2.3093 & 0.012058 \tabularnewline
27 & -0.287956 & -2.3216 & 0.0117 \tabularnewline
28 & -0.269374 & -2.1718 & 0.016764 \tabularnewline
29 & -0.249028 & -2.0077 & 0.024416 \tabularnewline
30 & -0.252106 & -2.0325 & 0.023094 \tabularnewline
31 & -0.288104 & -2.3228 & 0.011666 \tabularnewline
32 & -0.332472 & -2.6805 & 0.004653 \tabularnewline
33 & -0.34701 & -2.7977 & 0.003382 \tabularnewline
34 & -0.324847 & -2.619 & 0.005481 \tabularnewline
35 & -0.285402 & -2.301 & 0.012305 \tabularnewline
36 & -0.261104 & -2.1051 & 0.019577 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63524&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]0.851369[/C][C]6.864[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.604733[/C][C]4.8755[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.459163[/C][C]3.7019[/C][C]0.000222[/C][/ROW]
[ROW][C]4[/C][C]0.474851[/C][C]3.8284[/C][C]0.000146[/C][/ROW]
[ROW][C]5[/C][C]0.587403[/C][C]4.7358[/C][C]6e-06[/C][/ROW]
[ROW][C]6[/C][C]0.6473[/C][C]5.2187[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.571139[/C][C]4.6047[/C][C]1e-05[/C][/ROW]
[ROW][C]8[/C][C]0.420397[/C][C]3.3893[/C][C]0.000597[/C][/ROW]
[ROW][C]9[/C][C]0.299353[/C][C]2.4135[/C][C]0.009315[/C][/ROW]
[ROW][C]10[/C][C]0.274457[/C][C]2.2127[/C][C]0.015217[/C][/ROW]
[ROW][C]11[/C][C]0.32474[/C][C]2.6181[/C][C]0.005494[/C][/ROW]
[ROW][C]12[/C][C]0.3642[/C][C]2.9363[/C][C]0.002295[/C][/ROW]
[ROW][C]13[/C][C]0.286687[/C][C]2.3113[/C][C]0.011997[/C][/ROW]
[ROW][C]14[/C][C]0.17461[/C][C]1.4077[/C][C]0.081985[/C][/ROW]
[ROW][C]15[/C][C]0.098356[/C][C]0.793[/C][C]0.21534[/C][/ROW]
[ROW][C]16[/C][C]0.063553[/C][C]0.5124[/C][C]0.305061[/C][/ROW]
[ROW][C]17[/C][C]0.053315[/C][C]0.4298[/C][C]0.334367[/C][/ROW]
[ROW][C]18[/C][C]0.027068[/C][C]0.2182[/C][C]0.413969[/C][/ROW]
[ROW][C]19[/C][C]-0.036385[/C][C]-0.2933[/C][C]0.385098[/C][/ROW]
[ROW][C]20[/C][C]-0.107212[/C][C]-0.8644[/C][C]0.195281[/C][/ROW]
[ROW][C]21[/C][C]-0.159312[/C][C]-1.2844[/C][C]0.101777[/C][/ROW]
[ROW][C]22[/C][C]-0.189673[/C][C]-1.5292[/C][C]0.065534[/C][/ROW]
[ROW][C]23[/C][C]-0.194608[/C][C]-1.569[/C][C]0.060754[/C][/ROW]
[ROW][C]24[/C][C]-0.200086[/C][C]-1.6131[/C][C]0.055779[/C][/ROW]
[ROW][C]25[/C][C]-0.25058[/C][C]-2.0202[/C][C]0.023742[/C][/ROW]
[ROW][C]26[/C][C]-0.286431[/C][C]-2.3093[/C][C]0.012058[/C][/ROW]
[ROW][C]27[/C][C]-0.287956[/C][C]-2.3216[/C][C]0.0117[/C][/ROW]
[ROW][C]28[/C][C]-0.269374[/C][C]-2.1718[/C][C]0.016764[/C][/ROW]
[ROW][C]29[/C][C]-0.249028[/C][C]-2.0077[/C][C]0.024416[/C][/ROW]
[ROW][C]30[/C][C]-0.252106[/C][C]-2.0325[/C][C]0.023094[/C][/ROW]
[ROW][C]31[/C][C]-0.288104[/C][C]-2.3228[/C][C]0.011666[/C][/ROW]
[ROW][C]32[/C][C]-0.332472[/C][C]-2.6805[/C][C]0.004653[/C][/ROW]
[ROW][C]33[/C][C]-0.34701[/C][C]-2.7977[/C][C]0.003382[/C][/ROW]
[ROW][C]34[/C][C]-0.324847[/C][C]-2.619[/C][C]0.005481[/C][/ROW]
[ROW][C]35[/C][C]-0.285402[/C][C]-2.301[/C][C]0.012305[/C][/ROW]
[ROW][C]36[/C][C]-0.261104[/C][C]-2.1051[/C][C]0.019577[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63524&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63524&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	0.851369	6.864	0
2	0.604733	4.8755	4e-06
3	0.459163	3.7019	0.000222
4	0.474851	3.8284	0.000146
5	0.587403	4.7358	6e-06
6	0.6473	5.2187	1e-06
7	0.571139	4.6047	1e-05
8	0.420397	3.3893	0.000597
9	0.299353	2.4135	0.009315
10	0.274457	2.2127	0.015217
11	0.32474	2.6181	0.005494
12	0.3642	2.9363	0.002295
13	0.286687	2.3113	0.011997
14	0.17461	1.4077	0.081985
15	0.098356	0.793	0.21534
16	0.063553	0.5124	0.305061
17	0.053315	0.4298	0.334367
18	0.027068	0.2182	0.413969
19	-0.036385	-0.2933	0.385098
20	-0.107212	-0.8644	0.195281
21	-0.159312	-1.2844	0.101777
22	-0.189673	-1.5292	0.065534
23	-0.194608	-1.569	0.060754
24	-0.200086	-1.6131	0.055779
25	-0.25058	-2.0202	0.023742
26	-0.286431	-2.3093	0.012058
27	-0.287956	-2.3216	0.0117
28	-0.269374	-2.1718	0.016764
29	-0.249028	-2.0077	0.024416
30	-0.252106	-2.0325	0.023094
31	-0.288104	-2.3228	0.011666
32	-0.332472	-2.6805	0.004653
33	-0.34701	-2.7977	0.003382
34	-0.324847	-2.619	0.005481
35	-0.285402	-2.301	0.012305
36	-0.261104	-2.1051	0.019577

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.851369	6.864	0
2	-0.436442	-3.5187	0.000399
3	0.409338	3.3002	0.000786
4	0.266684	2.1501	0.017637
5	0.236031	1.9029	0.030739
6	-0.080969	-0.6528	0.258097
7	-0.115844	-0.934	0.17689
8	-0.01892	-0.1525	0.439616
9	-0.071222	-0.5742	0.283904
10	0.001935	0.0156	0.493799
11	0.002319	0.0187	0.492571
12	-0.012775	-0.103	0.45914
13	-0.304845	-2.4577	0.008329
14	0.296147	2.3876	0.009937
15	-0.187144	-1.5088	0.068098
16	-0.110684	-0.8924	0.187745
17	-0.107645	-0.8679	0.194331
18	-0.001552	-0.0125	0.495028
19	-0.076381	-0.6158	0.270088
20	-0.072413	-0.5838	0.280684
21	0.000679	0.0055	0.497824
22	-0.107658	-0.868	0.194304
23	0.125194	1.0093	0.158276
24	-0.128983	-1.0399	0.151121
25	0.023284	0.1877	0.425841
26	0.065565	0.5286	0.29944
27	0.006408	0.0517	0.479477
28	0.091965	0.7414	0.230547
29	-0.035891	-0.2894	0.386612
30	0.057961	0.4673	0.320927
31	-0.133347	-1.0751	0.143158
32	-0.01519	-0.1225	0.451456
33	0.000336	0.0027	0.498925
34	0.005082	0.041	0.48372
35	-0.080178	-0.6464	0.260143
36	-0.009395	-0.0757	0.469927

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851369 & 6.864 & 0 \tabularnewline
2 & -0.436442 & -3.5187 & 0.000399 \tabularnewline
3 & 0.409338 & 3.3002 & 0.000786 \tabularnewline
4 & 0.266684 & 2.1501 & 0.017637 \tabularnewline
5 & 0.236031 & 1.9029 & 0.030739 \tabularnewline
6 & -0.080969 & -0.6528 & 0.258097 \tabularnewline
7 & -0.115844 & -0.934 & 0.17689 \tabularnewline
8 & -0.01892 & -0.1525 & 0.439616 \tabularnewline
9 & -0.071222 & -0.5742 & 0.283904 \tabularnewline
10 & 0.001935 & 0.0156 & 0.493799 \tabularnewline
11 & 0.002319 & 0.0187 & 0.492571 \tabularnewline
12 & -0.012775 & -0.103 & 0.45914 \tabularnewline
13 & -0.304845 & -2.4577 & 0.008329 \tabularnewline
14 & 0.296147 & 2.3876 & 0.009937 \tabularnewline
15 & -0.187144 & -1.5088 & 0.068098 \tabularnewline
16 & -0.110684 & -0.8924 & 0.187745 \tabularnewline
17 & -0.107645 & -0.8679 & 0.194331 \tabularnewline
18 & -0.001552 & -0.0125 & 0.495028 \tabularnewline
19 & -0.076381 & -0.6158 & 0.270088 \tabularnewline
20 & -0.072413 & -0.5838 & 0.280684 \tabularnewline
21 & 0.000679 & 0.0055 & 0.497824 \tabularnewline
22 & -0.107658 & -0.868 & 0.194304 \tabularnewline
23 & 0.125194 & 1.0093 & 0.158276 \tabularnewline
24 & -0.128983 & -1.0399 & 0.151121 \tabularnewline
25 & 0.023284 & 0.1877 & 0.425841 \tabularnewline
26 & 0.065565 & 0.5286 & 0.29944 \tabularnewline
27 & 0.006408 & 0.0517 & 0.479477 \tabularnewline
28 & 0.091965 & 0.7414 & 0.230547 \tabularnewline
29 & -0.035891 & -0.2894 & 0.386612 \tabularnewline
30 & 0.057961 & 0.4673 & 0.320927 \tabularnewline
31 & -0.133347 & -1.0751 & 0.143158 \tabularnewline
32 & -0.01519 & -0.1225 & 0.451456 \tabularnewline
33 & 0.000336 & 0.0027 & 0.498925 \tabularnewline
34 & 0.005082 & 0.041 & 0.48372 \tabularnewline
35 & -0.080178 & -0.6464 & 0.260143 \tabularnewline
36 & -0.009395 & -0.0757 & 0.469927 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63524&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]0.851369[/C][C]6.864[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.436442[/C][C]-3.5187[/C][C]0.000399[/C][/ROW]
[ROW][C]3[/C][C]0.409338[/C][C]3.3002[/C][C]0.000786[/C][/ROW]
[ROW][C]4[/C][C]0.266684[/C][C]2.1501[/C][C]0.017637[/C][/ROW]
[ROW][C]5[/C][C]0.236031[/C][C]1.9029[/C][C]0.030739[/C][/ROW]
[ROW][C]6[/C][C]-0.080969[/C][C]-0.6528[/C][C]0.258097[/C][/ROW]
[ROW][C]7[/C][C]-0.115844[/C][C]-0.934[/C][C]0.17689[/C][/ROW]
[ROW][C]8[/C][C]-0.01892[/C][C]-0.1525[/C][C]0.439616[/C][/ROW]
[ROW][C]9[/C][C]-0.071222[/C][C]-0.5742[/C][C]0.283904[/C][/ROW]
[ROW][C]10[/C][C]0.001935[/C][C]0.0156[/C][C]0.493799[/C][/ROW]
[ROW][C]11[/C][C]0.002319[/C][C]0.0187[/C][C]0.492571[/C][/ROW]
[ROW][C]12[/C][C]-0.012775[/C][C]-0.103[/C][C]0.45914[/C][/ROW]
[ROW][C]13[/C][C]-0.304845[/C][C]-2.4577[/C][C]0.008329[/C][/ROW]
[ROW][C]14[/C][C]0.296147[/C][C]2.3876[/C][C]0.009937[/C][/ROW]
[ROW][C]15[/C][C]-0.187144[/C][C]-1.5088[/C][C]0.068098[/C][/ROW]
[ROW][C]16[/C][C]-0.110684[/C][C]-0.8924[/C][C]0.187745[/C][/ROW]
[ROW][C]17[/C][C]-0.107645[/C][C]-0.8679[/C][C]0.194331[/C][/ROW]
[ROW][C]18[/C][C]-0.001552[/C][C]-0.0125[/C][C]0.495028[/C][/ROW]
[ROW][C]19[/C][C]-0.076381[/C][C]-0.6158[/C][C]0.270088[/C][/ROW]
[ROW][C]20[/C][C]-0.072413[/C][C]-0.5838[/C][C]0.280684[/C][/ROW]
[ROW][C]21[/C][C]0.000679[/C][C]0.0055[/C][C]0.497824[/C][/ROW]
[ROW][C]22[/C][C]-0.107658[/C][C]-0.868[/C][C]0.194304[/C][/ROW]
[ROW][C]23[/C][C]0.125194[/C][C]1.0093[/C][C]0.158276[/C][/ROW]
[ROW][C]24[/C][C]-0.128983[/C][C]-1.0399[/C][C]0.151121[/C][/ROW]
[ROW][C]25[/C][C]0.023284[/C][C]0.1877[/C][C]0.425841[/C][/ROW]
[ROW][C]26[/C][C]0.065565[/C][C]0.5286[/C][C]0.29944[/C][/ROW]
[ROW][C]27[/C][C]0.006408[/C][C]0.0517[/C][C]0.479477[/C][/ROW]
[ROW][C]28[/C][C]0.091965[/C][C]0.7414[/C][C]0.230547[/C][/ROW]
[ROW][C]29[/C][C]-0.035891[/C][C]-0.2894[/C][C]0.386612[/C][/ROW]
[ROW][C]30[/C][C]0.057961[/C][C]0.4673[/C][C]0.320927[/C][/ROW]
[ROW][C]31[/C][C]-0.133347[/C][C]-1.0751[/C][C]0.143158[/C][/ROW]
[ROW][C]32[/C][C]-0.01519[/C][C]-0.1225[/C][C]0.451456[/C][/ROW]
[ROW][C]33[/C][C]0.000336[/C][C]0.0027[/C][C]0.498925[/C][/ROW]
[ROW][C]34[/C][C]0.005082[/C][C]0.041[/C][C]0.48372[/C][/ROW]
[ROW][C]35[/C][C]-0.080178[/C][C]-0.6464[/C][C]0.260143[/C][/ROW]
[ROW][C]36[/C][C]-0.009395[/C][C]-0.0757[/C][C]0.469927[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63524&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63524&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	0.851369	6.864	0
2	-0.436442	-3.5187	0.000399
3	0.409338	3.3002	0.000786
4	0.266684	2.1501	0.017637
5	0.236031	1.9029	0.030739
6	-0.080969	-0.6528	0.258097
7	-0.115844	-0.934	0.17689
8	-0.01892	-0.1525	0.439616
9	-0.071222	-0.5742	0.283904
10	0.001935	0.0156	0.493799
11	0.002319	0.0187	0.492571
12	-0.012775	-0.103	0.45914
13	-0.304845	-2.4577	0.008329
14	0.296147	2.3876	0.009937
15	-0.187144	-1.5088	0.068098
16	-0.110684	-0.8924	0.187745
17	-0.107645	-0.8679	0.194331
18	-0.001552	-0.0125	0.495028
19	-0.076381	-0.6158	0.270088
20	-0.072413	-0.5838	0.280684
21	0.000679	0.0055	0.497824
22	-0.107658	-0.868	0.194304
23	0.125194	1.0093	0.158276
24	-0.128983	-1.0399	0.151121
25	0.023284	0.1877	0.425841
26	0.065565	0.5286	0.29944
27	0.006408	0.0517	0.479477
28	0.091965	0.7414	0.230547
29	-0.035891	-0.2894	0.386612
30	0.057961	0.4673	0.320927
31	-0.133347	-1.0751	0.143158
32	-0.01519	-0.1225	0.451456
33	0.000336	0.0027	0.498925
34	0.005082	0.041	0.48372
35	-0.080178	-0.6464	0.260143
36	-0.009395	-0.0757	0.469927

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