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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:02:59 -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/t12599354468js77n4qxk2msr4.htm/, Retrieved Sat, 27 Apr 2024 17:04:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63544, Retrieved Sat, 27 Apr 2024 17:04:37 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

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 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D        [(Partial) Autocorrelation Function] [ACF Link 2] [2009-11-25 18:57:31] [1f74ef2f756548f1f3a7b6136ea56d7f]
-    D          [(Partial) Autocorrelation Function] [ACF d=1 D=0] [2009-12-02 19:11:03] [1f74ef2f756548f1f3a7b6136ea56d7f]
-   PD              [(Partial) Autocorrelation Function] [WS 9 ACF d=1, D=0...] [2009-12-04 14:02:59] [ac4f1d4b47349b2602192853b2bc5b72] [Current]

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Dataseries X:

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Histogram

Boxplots

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

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=63544&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=63544&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63544&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	0.338245	2.62	0.00556
2	-0.295575	-2.2895	0.012791
3	-0.525243	-4.0685	7e-05
4	-0.352298	-2.7289	0.004163
5	0.144584	1.1199	0.133601
6	0.534854	4.143	5.5e-05
7	0.352853	2.7332	0.004115
8	-0.057492	-0.4453	0.328842
9	-0.337904	-2.6174	0.005599
10	-0.319751	-2.4768	0.008047
11	-0.014053	-0.1089	0.456842
12	0.363403	2.8149	0.003295
13	0.082992	0.6429	0.261385
14	-0.065693	-0.5089	0.30636
15	-0.078806	-0.6104	0.271942
16	-0.0891	-0.6902	0.246377
17	-0.004058	-0.0314	0.487515
18	0.093542	0.7246	0.235766
19	0.025073	0.1942	0.423333
20	-0.053391	-0.4136	0.340332
21	-0.061123	-0.4735	0.318804
22	-0.057321	-0.444	0.329317
23	0.04361	0.3378	0.368346
24	0.162993	1.2625	0.10582
25	-0.107167	-0.8301	0.204883
26	-0.143089	-1.1084	0.136064
27	-0.072399	-0.5608	0.288512
28	-0.014779	-0.1145	0.454621
29	0.083077	0.6435	0.261172
30	0.129421	1.0025	0.160067
31	0.038912	0.3014	0.382073
32	-0.120024	-0.9297	0.178126
33	-0.168503	-1.3052	0.0984
34	0.005211	0.0404	0.483968
35	0.170724	1.3224	0.095523
36	0.234239	1.8144	0.037308

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.338245 & 2.62 & 0.00556 \tabularnewline
2 & -0.295575 & -2.2895 & 0.012791 \tabularnewline
3 & -0.525243 & -4.0685 & 7e-05 \tabularnewline
4 & -0.352298 & -2.7289 & 0.004163 \tabularnewline
5 & 0.144584 & 1.1199 & 0.133601 \tabularnewline
6 & 0.534854 & 4.143 & 5.5e-05 \tabularnewline
7 & 0.352853 & 2.7332 & 0.004115 \tabularnewline
8 & -0.057492 & -0.4453 & 0.328842 \tabularnewline
9 & -0.337904 & -2.6174 & 0.005599 \tabularnewline
10 & -0.319751 & -2.4768 & 0.008047 \tabularnewline
11 & -0.014053 & -0.1089 & 0.456842 \tabularnewline
12 & 0.363403 & 2.8149 & 0.003295 \tabularnewline
13 & 0.082992 & 0.6429 & 0.261385 \tabularnewline
14 & -0.065693 & -0.5089 & 0.30636 \tabularnewline
15 & -0.078806 & -0.6104 & 0.271942 \tabularnewline
16 & -0.0891 & -0.6902 & 0.246377 \tabularnewline
17 & -0.004058 & -0.0314 & 0.487515 \tabularnewline
18 & 0.093542 & 0.7246 & 0.235766 \tabularnewline
19 & 0.025073 & 0.1942 & 0.423333 \tabularnewline
20 & -0.053391 & -0.4136 & 0.340332 \tabularnewline
21 & -0.061123 & -0.4735 & 0.318804 \tabularnewline
22 & -0.057321 & -0.444 & 0.329317 \tabularnewline
23 & 0.04361 & 0.3378 & 0.368346 \tabularnewline
24 & 0.162993 & 1.2625 & 0.10582 \tabularnewline
25 & -0.107167 & -0.8301 & 0.204883 \tabularnewline
26 & -0.143089 & -1.1084 & 0.136064 \tabularnewline
27 & -0.072399 & -0.5608 & 0.288512 \tabularnewline
28 & -0.014779 & -0.1145 & 0.454621 \tabularnewline
29 & 0.083077 & 0.6435 & 0.261172 \tabularnewline
30 & 0.129421 & 1.0025 & 0.160067 \tabularnewline
31 & 0.038912 & 0.3014 & 0.382073 \tabularnewline
32 & -0.120024 & -0.9297 & 0.178126 \tabularnewline
33 & -0.168503 & -1.3052 & 0.0984 \tabularnewline
34 & 0.005211 & 0.0404 & 0.483968 \tabularnewline
35 & 0.170724 & 1.3224 & 0.095523 \tabularnewline
36 & 0.234239 & 1.8144 & 0.037308 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63544&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]0.338245[/C][C]2.62[/C][C]0.00556[/C][/ROW]
[ROW][C]2[/C][C]-0.295575[/C][C]-2.2895[/C][C]0.012791[/C][/ROW]
[ROW][C]3[/C][C]-0.525243[/C][C]-4.0685[/C][C]7e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.352298[/C][C]-2.7289[/C][C]0.004163[/C][/ROW]
[ROW][C]5[/C][C]0.144584[/C][C]1.1199[/C][C]0.133601[/C][/ROW]
[ROW][C]6[/C][C]0.534854[/C][C]4.143[/C][C]5.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.352853[/C][C]2.7332[/C][C]0.004115[/C][/ROW]
[ROW][C]8[/C][C]-0.057492[/C][C]-0.4453[/C][C]0.328842[/C][/ROW]
[ROW][C]9[/C][C]-0.337904[/C][C]-2.6174[/C][C]0.005599[/C][/ROW]
[ROW][C]10[/C][C]-0.319751[/C][C]-2.4768[/C][C]0.008047[/C][/ROW]
[ROW][C]11[/C][C]-0.014053[/C][C]-0.1089[/C][C]0.456842[/C][/ROW]
[ROW][C]12[/C][C]0.363403[/C][C]2.8149[/C][C]0.003295[/C][/ROW]
[ROW][C]13[/C][C]0.082992[/C][C]0.6429[/C][C]0.261385[/C][/ROW]
[ROW][C]14[/C][C]-0.065693[/C][C]-0.5089[/C][C]0.30636[/C][/ROW]
[ROW][C]15[/C][C]-0.078806[/C][C]-0.6104[/C][C]0.271942[/C][/ROW]
[ROW][C]16[/C][C]-0.0891[/C][C]-0.6902[/C][C]0.246377[/C][/ROW]
[ROW][C]17[/C][C]-0.004058[/C][C]-0.0314[/C][C]0.487515[/C][/ROW]
[ROW][C]18[/C][C]0.093542[/C][C]0.7246[/C][C]0.235766[/C][/ROW]
[ROW][C]19[/C][C]0.025073[/C][C]0.1942[/C][C]0.423333[/C][/ROW]
[ROW][C]20[/C][C]-0.053391[/C][C]-0.4136[/C][C]0.340332[/C][/ROW]
[ROW][C]21[/C][C]-0.061123[/C][C]-0.4735[/C][C]0.318804[/C][/ROW]
[ROW][C]22[/C][C]-0.057321[/C][C]-0.444[/C][C]0.329317[/C][/ROW]
[ROW][C]23[/C][C]0.04361[/C][C]0.3378[/C][C]0.368346[/C][/ROW]
[ROW][C]24[/C][C]0.162993[/C][C]1.2625[/C][C]0.10582[/C][/ROW]
[ROW][C]25[/C][C]-0.107167[/C][C]-0.8301[/C][C]0.204883[/C][/ROW]
[ROW][C]26[/C][C]-0.143089[/C][C]-1.1084[/C][C]0.136064[/C][/ROW]
[ROW][C]27[/C][C]-0.072399[/C][C]-0.5608[/C][C]0.288512[/C][/ROW]
[ROW][C]28[/C][C]-0.014779[/C][C]-0.1145[/C][C]0.454621[/C][/ROW]
[ROW][C]29[/C][C]0.083077[/C][C]0.6435[/C][C]0.261172[/C][/ROW]
[ROW][C]30[/C][C]0.129421[/C][C]1.0025[/C][C]0.160067[/C][/ROW]
[ROW][C]31[/C][C]0.038912[/C][C]0.3014[/C][C]0.382073[/C][/ROW]
[ROW][C]32[/C][C]-0.120024[/C][C]-0.9297[/C][C]0.178126[/C][/ROW]
[ROW][C]33[/C][C]-0.168503[/C][C]-1.3052[/C][C]0.0984[/C][/ROW]
[ROW][C]34[/C][C]0.005211[/C][C]0.0404[/C][C]0.483968[/C][/ROW]
[ROW][C]35[/C][C]0.170724[/C][C]1.3224[/C][C]0.095523[/C][/ROW]
[ROW][C]36[/C][C]0.234239[/C][C]1.8144[/C][C]0.037308[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63544&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63544&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	0.338245	2.62	0.00556
2	-0.295575	-2.2895	0.012791
3	-0.525243	-4.0685	7e-05
4	-0.352298	-2.7289	0.004163
5	0.144584	1.1199	0.133601
6	0.534854	4.143	5.5e-05
7	0.352853	2.7332	0.004115
8	-0.057492	-0.4453	0.328842
9	-0.337904	-2.6174	0.005599
10	-0.319751	-2.4768	0.008047
11	-0.014053	-0.1089	0.456842
12	0.363403	2.8149	0.003295
13	0.082992	0.6429	0.261385
14	-0.065693	-0.5089	0.30636
15	-0.078806	-0.6104	0.271942
16	-0.0891	-0.6902	0.246377
17	-0.004058	-0.0314	0.487515
18	0.093542	0.7246	0.235766
19	0.025073	0.1942	0.423333
20	-0.053391	-0.4136	0.340332
21	-0.061123	-0.4735	0.318804
22	-0.057321	-0.444	0.329317
23	0.04361	0.3378	0.368346
24	0.162993	1.2625	0.10582
25	-0.107167	-0.8301	0.204883
26	-0.143089	-1.1084	0.136064
27	-0.072399	-0.5608	0.288512
28	-0.014779	-0.1145	0.454621
29	0.083077	0.6435	0.261172
30	0.129421	1.0025	0.160067
31	0.038912	0.3014	0.382073
32	-0.120024	-0.9297	0.178126
33	-0.168503	-1.3052	0.0984
34	0.005211	0.0404	0.483968
35	0.170724	1.3224	0.095523
36	0.234239	1.8144	0.037308

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.338245	2.62	0.00556
2	-0.462951	-3.586	0.000338
3	-0.319625	-2.4758	0.008067
4	-0.243451	-1.8858	0.032085
5	0.090426	0.7004	0.243182
6	0.25989	2.0131	0.024299
7	0.043536	0.3372	0.368561
8	0.074905	0.5802	0.281972
9	0.039159	0.3033	0.381345
10	0.002044	0.0158	0.49371
11	0.006041	0.0468	0.481417
12	0.152549	1.1816	0.121006
13	-0.462967	-3.5861	0.000337
14	0.120229	0.9313	0.177719
15	0.076254	0.5907	0.278482
16	0.008573	0.0664	0.473638
17	-0.054245	-0.4202	0.337926
18	-0.008848	-0.0685	0.472793
19	0.095946	0.7432	0.230132
20	-0.020189	-0.1564	0.438128
21	-0.041895	-0.3245	0.373337
22	-0.150448	-1.1654	0.124242
23	0.068495	0.5306	0.298842
24	0.049503	0.3834	0.351372
25	-0.162292	-1.2571	0.106794
26	-0.081033	-0.6277	0.266297
27	-0.093776	-0.7264	0.235214
28	0.065316	0.5059	0.307378
29	-0.012094	-0.0937	0.462839
30	-0.025976	-0.2012	0.420608
31	0.06294	0.4875	0.313829
32	-0.030552	-0.2367	0.406865
33	-0.000736	-0.0057	0.497736
34	0.243987	1.8899	0.031802
35	-0.001377	-0.0107	0.495762
36	0.027957	0.2166	0.414645

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.338245 & 2.62 & 0.00556 \tabularnewline
2 & -0.462951 & -3.586 & 0.000338 \tabularnewline
3 & -0.319625 & -2.4758 & 0.008067 \tabularnewline
4 & -0.243451 & -1.8858 & 0.032085 \tabularnewline
5 & 0.090426 & 0.7004 & 0.243182 \tabularnewline
6 & 0.25989 & 2.0131 & 0.024299 \tabularnewline
7 & 0.043536 & 0.3372 & 0.368561 \tabularnewline
8 & 0.074905 & 0.5802 & 0.281972 \tabularnewline
9 & 0.039159 & 0.3033 & 0.381345 \tabularnewline
10 & 0.002044 & 0.0158 & 0.49371 \tabularnewline
11 & 0.006041 & 0.0468 & 0.481417 \tabularnewline
12 & 0.152549 & 1.1816 & 0.121006 \tabularnewline
13 & -0.462967 & -3.5861 & 0.000337 \tabularnewline
14 & 0.120229 & 0.9313 & 0.177719 \tabularnewline
15 & 0.076254 & 0.5907 & 0.278482 \tabularnewline
16 & 0.008573 & 0.0664 & 0.473638 \tabularnewline
17 & -0.054245 & -0.4202 & 0.337926 \tabularnewline
18 & -0.008848 & -0.0685 & 0.472793 \tabularnewline
19 & 0.095946 & 0.7432 & 0.230132 \tabularnewline
20 & -0.020189 & -0.1564 & 0.438128 \tabularnewline
21 & -0.041895 & -0.3245 & 0.373337 \tabularnewline
22 & -0.150448 & -1.1654 & 0.124242 \tabularnewline
23 & 0.068495 & 0.5306 & 0.298842 \tabularnewline
24 & 0.049503 & 0.3834 & 0.351372 \tabularnewline
25 & -0.162292 & -1.2571 & 0.106794 \tabularnewline
26 & -0.081033 & -0.6277 & 0.266297 \tabularnewline
27 & -0.093776 & -0.7264 & 0.235214 \tabularnewline
28 & 0.065316 & 0.5059 & 0.307378 \tabularnewline
29 & -0.012094 & -0.0937 & 0.462839 \tabularnewline
30 & -0.025976 & -0.2012 & 0.420608 \tabularnewline
31 & 0.06294 & 0.4875 & 0.313829 \tabularnewline
32 & -0.030552 & -0.2367 & 0.406865 \tabularnewline
33 & -0.000736 & -0.0057 & 0.497736 \tabularnewline
34 & 0.243987 & 1.8899 & 0.031802 \tabularnewline
35 & -0.001377 & -0.0107 & 0.495762 \tabularnewline
36 & 0.027957 & 0.2166 & 0.414645 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63544&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]0.338245[/C][C]2.62[/C][C]0.00556[/C][/ROW]
[ROW][C]2[/C][C]-0.462951[/C][C]-3.586[/C][C]0.000338[/C][/ROW]
[ROW][C]3[/C][C]-0.319625[/C][C]-2.4758[/C][C]0.008067[/C][/ROW]
[ROW][C]4[/C][C]-0.243451[/C][C]-1.8858[/C][C]0.032085[/C][/ROW]
[ROW][C]5[/C][C]0.090426[/C][C]0.7004[/C][C]0.243182[/C][/ROW]
[ROW][C]6[/C][C]0.25989[/C][C]2.0131[/C][C]0.024299[/C][/ROW]
[ROW][C]7[/C][C]0.043536[/C][C]0.3372[/C][C]0.368561[/C][/ROW]
[ROW][C]8[/C][C]0.074905[/C][C]0.5802[/C][C]0.281972[/C][/ROW]
[ROW][C]9[/C][C]0.039159[/C][C]0.3033[/C][C]0.381345[/C][/ROW]
[ROW][C]10[/C][C]0.002044[/C][C]0.0158[/C][C]0.49371[/C][/ROW]
[ROW][C]11[/C][C]0.006041[/C][C]0.0468[/C][C]0.481417[/C][/ROW]
[ROW][C]12[/C][C]0.152549[/C][C]1.1816[/C][C]0.121006[/C][/ROW]
[ROW][C]13[/C][C]-0.462967[/C][C]-3.5861[/C][C]0.000337[/C][/ROW]
[ROW][C]14[/C][C]0.120229[/C][C]0.9313[/C][C]0.177719[/C][/ROW]
[ROW][C]15[/C][C]0.076254[/C][C]0.5907[/C][C]0.278482[/C][/ROW]
[ROW][C]16[/C][C]0.008573[/C][C]0.0664[/C][C]0.473638[/C][/ROW]
[ROW][C]17[/C][C]-0.054245[/C][C]-0.4202[/C][C]0.337926[/C][/ROW]
[ROW][C]18[/C][C]-0.008848[/C][C]-0.0685[/C][C]0.472793[/C][/ROW]
[ROW][C]19[/C][C]0.095946[/C][C]0.7432[/C][C]0.230132[/C][/ROW]
[ROW][C]20[/C][C]-0.020189[/C][C]-0.1564[/C][C]0.438128[/C][/ROW]
[ROW][C]21[/C][C]-0.041895[/C][C]-0.3245[/C][C]0.373337[/C][/ROW]
[ROW][C]22[/C][C]-0.150448[/C][C]-1.1654[/C][C]0.124242[/C][/ROW]
[ROW][C]23[/C][C]0.068495[/C][C]0.5306[/C][C]0.298842[/C][/ROW]
[ROW][C]24[/C][C]0.049503[/C][C]0.3834[/C][C]0.351372[/C][/ROW]
[ROW][C]25[/C][C]-0.162292[/C][C]-1.2571[/C][C]0.106794[/C][/ROW]
[ROW][C]26[/C][C]-0.081033[/C][C]-0.6277[/C][C]0.266297[/C][/ROW]
[ROW][C]27[/C][C]-0.093776[/C][C]-0.7264[/C][C]0.235214[/C][/ROW]
[ROW][C]28[/C][C]0.065316[/C][C]0.5059[/C][C]0.307378[/C][/ROW]
[ROW][C]29[/C][C]-0.012094[/C][C]-0.0937[/C][C]0.462839[/C][/ROW]
[ROW][C]30[/C][C]-0.025976[/C][C]-0.2012[/C][C]0.420608[/C][/ROW]
[ROW][C]31[/C][C]0.06294[/C][C]0.4875[/C][C]0.313829[/C][/ROW]
[ROW][C]32[/C][C]-0.030552[/C][C]-0.2367[/C][C]0.406865[/C][/ROW]
[ROW][C]33[/C][C]-0.000736[/C][C]-0.0057[/C][C]0.497736[/C][/ROW]
[ROW][C]34[/C][C]0.243987[/C][C]1.8899[/C][C]0.031802[/C][/ROW]
[ROW][C]35[/C][C]-0.001377[/C][C]-0.0107[/C][C]0.495762[/C][/ROW]
[ROW][C]36[/C][C]0.027957[/C][C]0.2166[/C][C]0.414645[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63544&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63544&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	0.338245	2.62	0.00556
2	-0.462951	-3.586	0.000338
3	-0.319625	-2.4758	0.008067
4	-0.243451	-1.8858	0.032085
5	0.090426	0.7004	0.243182
6	0.25989	2.0131	0.024299
7	0.043536	0.3372	0.368561
8	0.074905	0.5802	0.281972
9	0.039159	0.3033	0.381345
10	0.002044	0.0158	0.49371
11	0.006041	0.0468	0.481417
12	0.152549	1.1816	0.121006
13	-0.462967	-3.5861	0.000337
14	0.120229	0.9313	0.177719
15	0.076254	0.5907	0.278482
16	0.008573	0.0664	0.473638
17	-0.054245	-0.4202	0.337926
18	-0.008848	-0.0685	0.472793
19	0.095946	0.7432	0.230132
20	-0.020189	-0.1564	0.438128
21	-0.041895	-0.3245	0.373337
22	-0.150448	-1.1654	0.124242
23	0.068495	0.5306	0.298842
24	0.049503	0.3834	0.351372
25	-0.162292	-1.2571	0.106794
26	-0.081033	-0.6277	0.266297
27	-0.093776	-0.7264	0.235214
28	0.065316	0.5059	0.307378
29	-0.012094	-0.0937	0.462839
30	-0.025976	-0.2012	0.420608
31	0.06294	0.4875	0.313829
32	-0.030552	-0.2367	0.406865
33	-0.000736	-0.0057	0.497736
34	0.243987	1.8899	0.031802
35	-0.001377	-0.0107	0.495762
36	0.027957	0.2166	0.414645

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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