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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:05:52 -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/t1259935586uckr3sgdoui8rr5.htm/, Retrieved Sat, 27 Apr 2024 23:36:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63549, Retrieved Sat, 27 Apr 2024 23:36:57 +0000

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User-defined keywords

Estimated Impact

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 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [F] [2009-12-04 14:05:52] [b58cdc967a53abb3723a2bc8f9332128] [Current]

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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	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=63549&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=63549&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63549&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	0.3612	2.8896	0.00263
2	-0.246401	-1.9712	0.026514
3	-0.510138	-4.0811	6.3e-05
4	-0.339982	-2.7199	0.004199
5	0.129434	1.0355	0.152173
6	0.438327	3.5066	0.000418
7	0.275317	2.2025	0.015618
8	-0.078665	-0.6293	0.265689
9	-0.304144	-2.4332	0.008886
10	-0.26274	-2.1019	0.01975
11	0.006575	0.0526	0.479107
12	0.38981	3.1185	0.001362
13	0.093198	0.7456	0.229323
14	-0.066103	-0.5288	0.299377
15	-0.092338	-0.7387	0.231393
16	-0.068833	-0.5507	0.29189
17	0.034077	0.2726	0.393014
18	0.113026	0.9042	0.184637
19	0.024786	0.1983	0.421723
20	-0.057392	-0.4591	0.323845
21	-0.072075	-0.5766	0.283117
22	-0.089039	-0.7123	0.23943
23	-0.003671	-0.0294	0.48833
24	0.147695	1.1816	0.120876
25	-0.086163	-0.6893	0.246561
26	-0.114716	-0.9177	0.181104
27	-0.067607	-0.5409	0.295243
28	-0.025168	-0.2013	0.420533
29	0.064228	0.5138	0.304572
30	0.113263	0.9061	0.184141
31	0.025201	0.2016	0.420432
32	-0.100157	-0.8013	0.212974
33	-0.128531	-1.0282	0.153852
34	-0.070547	-0.5644	0.287235
35	0.057215	0.4577	0.324351
36	0.196815	1.5745	0.060149

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.3612 & 2.8896 & 0.00263 \tabularnewline
2 & -0.246401 & -1.9712 & 0.026514 \tabularnewline
3 & -0.510138 & -4.0811 & 6.3e-05 \tabularnewline
4 & -0.339982 & -2.7199 & 0.004199 \tabularnewline
5 & 0.129434 & 1.0355 & 0.152173 \tabularnewline
6 & 0.438327 & 3.5066 & 0.000418 \tabularnewline
7 & 0.275317 & 2.2025 & 0.015618 \tabularnewline
8 & -0.078665 & -0.6293 & 0.265689 \tabularnewline
9 & -0.304144 & -2.4332 & 0.008886 \tabularnewline
10 & -0.26274 & -2.1019 & 0.01975 \tabularnewline
11 & 0.006575 & 0.0526 & 0.479107 \tabularnewline
12 & 0.38981 & 3.1185 & 0.001362 \tabularnewline
13 & 0.093198 & 0.7456 & 0.229323 \tabularnewline
14 & -0.066103 & -0.5288 & 0.299377 \tabularnewline
15 & -0.092338 & -0.7387 & 0.231393 \tabularnewline
16 & -0.068833 & -0.5507 & 0.29189 \tabularnewline
17 & 0.034077 & 0.2726 & 0.393014 \tabularnewline
18 & 0.113026 & 0.9042 & 0.184637 \tabularnewline
19 & 0.024786 & 0.1983 & 0.421723 \tabularnewline
20 & -0.057392 & -0.4591 & 0.323845 \tabularnewline
21 & -0.072075 & -0.5766 & 0.283117 \tabularnewline
22 & -0.089039 & -0.7123 & 0.23943 \tabularnewline
23 & -0.003671 & -0.0294 & 0.48833 \tabularnewline
24 & 0.147695 & 1.1816 & 0.120876 \tabularnewline
25 & -0.086163 & -0.6893 & 0.246561 \tabularnewline
26 & -0.114716 & -0.9177 & 0.181104 \tabularnewline
27 & -0.067607 & -0.5409 & 0.295243 \tabularnewline
28 & -0.025168 & -0.2013 & 0.420533 \tabularnewline
29 & 0.064228 & 0.5138 & 0.304572 \tabularnewline
30 & 0.113263 & 0.9061 & 0.184141 \tabularnewline
31 & 0.025201 & 0.2016 & 0.420432 \tabularnewline
32 & -0.100157 & -0.8013 & 0.212974 \tabularnewline
33 & -0.128531 & -1.0282 & 0.153852 \tabularnewline
34 & -0.070547 & -0.5644 & 0.287235 \tabularnewline
35 & 0.057215 & 0.4577 & 0.324351 \tabularnewline
36 & 0.196815 & 1.5745 & 0.060149 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63549&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]0.3612[/C][C]2.8896[/C][C]0.00263[/C][/ROW]
[ROW][C]2[/C][C]-0.246401[/C][C]-1.9712[/C][C]0.026514[/C][/ROW]
[ROW][C]3[/C][C]-0.510138[/C][C]-4.0811[/C][C]6.3e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.339982[/C][C]-2.7199[/C][C]0.004199[/C][/ROW]
[ROW][C]5[/C][C]0.129434[/C][C]1.0355[/C][C]0.152173[/C][/ROW]
[ROW][C]6[/C][C]0.438327[/C][C]3.5066[/C][C]0.000418[/C][/ROW]
[ROW][C]7[/C][C]0.275317[/C][C]2.2025[/C][C]0.015618[/C][/ROW]
[ROW][C]8[/C][C]-0.078665[/C][C]-0.6293[/C][C]0.265689[/C][/ROW]
[ROW][C]9[/C][C]-0.304144[/C][C]-2.4332[/C][C]0.008886[/C][/ROW]
[ROW][C]10[/C][C]-0.26274[/C][C]-2.1019[/C][C]0.01975[/C][/ROW]
[ROW][C]11[/C][C]0.006575[/C][C]0.0526[/C][C]0.479107[/C][/ROW]
[ROW][C]12[/C][C]0.38981[/C][C]3.1185[/C][C]0.001362[/C][/ROW]
[ROW][C]13[/C][C]0.093198[/C][C]0.7456[/C][C]0.229323[/C][/ROW]
[ROW][C]14[/C][C]-0.066103[/C][C]-0.5288[/C][C]0.299377[/C][/ROW]
[ROW][C]15[/C][C]-0.092338[/C][C]-0.7387[/C][C]0.231393[/C][/ROW]
[ROW][C]16[/C][C]-0.068833[/C][C]-0.5507[/C][C]0.29189[/C][/ROW]
[ROW][C]17[/C][C]0.034077[/C][C]0.2726[/C][C]0.393014[/C][/ROW]
[ROW][C]18[/C][C]0.113026[/C][C]0.9042[/C][C]0.184637[/C][/ROW]
[ROW][C]19[/C][C]0.024786[/C][C]0.1983[/C][C]0.421723[/C][/ROW]
[ROW][C]20[/C][C]-0.057392[/C][C]-0.4591[/C][C]0.323845[/C][/ROW]
[ROW][C]21[/C][C]-0.072075[/C][C]-0.5766[/C][C]0.283117[/C][/ROW]
[ROW][C]22[/C][C]-0.089039[/C][C]-0.7123[/C][C]0.23943[/C][/ROW]
[ROW][C]23[/C][C]-0.003671[/C][C]-0.0294[/C][C]0.48833[/C][/ROW]
[ROW][C]24[/C][C]0.147695[/C][C]1.1816[/C][C]0.120876[/C][/ROW]
[ROW][C]25[/C][C]-0.086163[/C][C]-0.6893[/C][C]0.246561[/C][/ROW]
[ROW][C]26[/C][C]-0.114716[/C][C]-0.9177[/C][C]0.181104[/C][/ROW]
[ROW][C]27[/C][C]-0.067607[/C][C]-0.5409[/C][C]0.295243[/C][/ROW]
[ROW][C]28[/C][C]-0.025168[/C][C]-0.2013[/C][C]0.420533[/C][/ROW]
[ROW][C]29[/C][C]0.064228[/C][C]0.5138[/C][C]0.304572[/C][/ROW]
[ROW][C]30[/C][C]0.113263[/C][C]0.9061[/C][C]0.184141[/C][/ROW]
[ROW][C]31[/C][C]0.025201[/C][C]0.2016[/C][C]0.420432[/C][/ROW]
[ROW][C]32[/C][C]-0.100157[/C][C]-0.8013[/C][C]0.212974[/C][/ROW]
[ROW][C]33[/C][C]-0.128531[/C][C]-1.0282[/C][C]0.153852[/C][/ROW]
[ROW][C]34[/C][C]-0.070547[/C][C]-0.5644[/C][C]0.287235[/C][/ROW]
[ROW][C]35[/C][C]0.057215[/C][C]0.4577[/C][C]0.324351[/C][/ROW]
[ROW][C]36[/C][C]0.196815[/C][C]1.5745[/C][C]0.060149[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63549&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63549&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	0.3612	2.8896	0.00263
2	-0.246401	-1.9712	0.026514
3	-0.510138	-4.0811	6.3e-05
4	-0.339982	-2.7199	0.004199
5	0.129434	1.0355	0.152173
6	0.438327	3.5066	0.000418
7	0.275317	2.2025	0.015618
8	-0.078665	-0.6293	0.265689
9	-0.304144	-2.4332	0.008886
10	-0.26274	-2.1019	0.01975
11	0.006575	0.0526	0.479107
12	0.38981	3.1185	0.001362
13	0.093198	0.7456	0.229323
14	-0.066103	-0.5288	0.299377
15	-0.092338	-0.7387	0.231393
16	-0.068833	-0.5507	0.29189
17	0.034077	0.2726	0.393014
18	0.113026	0.9042	0.184637
19	0.024786	0.1983	0.421723
20	-0.057392	-0.4591	0.323845
21	-0.072075	-0.5766	0.283117
22	-0.089039	-0.7123	0.23943
23	-0.003671	-0.0294	0.48833
24	0.147695	1.1816	0.120876
25	-0.086163	-0.6893	0.246561
26	-0.114716	-0.9177	0.181104
27	-0.067607	-0.5409	0.295243
28	-0.025168	-0.2013	0.420533
29	0.064228	0.5138	0.304572
30	0.113263	0.9061	0.184141
31	0.025201	0.2016	0.420432
32	-0.100157	-0.8013	0.212974
33	-0.128531	-1.0282	0.153852
34	-0.070547	-0.5644	0.287235
35	0.057215	0.4577	0.324351
36	0.196815	1.5745	0.060149

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.3612	2.8896	0.00263
2	-0.433412	-3.4673	0.000472
3	-0.320048	-2.5604	0.006413
4	-0.153004	-1.224	0.112714
5	0.120968	0.9677	0.168408
6	0.152759	1.2221	0.113081
7	-0.029202	-0.2336	0.408016
8	-0.016166	-0.1293	0.448752
9	-0.008746	-0.07	0.472219
10	-0.042445	-0.3396	0.367651
11	-0.008947	-0.0716	0.47158
12	0.2719	2.1752	0.016658
13	-0.410081	-3.2806	0.000839
14	0.245744	1.966	0.026823
15	0.13389	1.0711	0.144068
16	-0.010359	-0.0829	0.467107
17	-0.058908	-0.4713	0.319528
18	0.061294	0.4903	0.312782
19	0.008684	0.0695	0.472415
20	-0.041026	-0.3282	0.371912
21	-0.014558	-0.1165	0.453824
22	-0.130069	-1.0406	0.150999
23	0.058	0.464	0.32211
24	-0.06234	-0.4987	0.309844
25	-0.108074	-0.8646	0.195246
26	-0.068826	-0.5506	0.29191
27	-0.086444	-0.6916	0.245859
28	-0.019901	-0.1592	0.437004
29	0.007758	0.0621	0.475352
30	-0.011388	-0.0911	0.463849
31	-5.1e-05	-4e-04	0.499836
32	-0.091143	-0.7291	0.234286
33	-0.034537	-0.2763	0.391605
34	0.090898	0.7272	0.234882
35	-0.08059	-0.6447	0.260705
36	0.016399	0.1312	0.448018

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.3612 & 2.8896 & 0.00263 \tabularnewline
2 & -0.433412 & -3.4673 & 0.000472 \tabularnewline
3 & -0.320048 & -2.5604 & 0.006413 \tabularnewline
4 & -0.153004 & -1.224 & 0.112714 \tabularnewline
5 & 0.120968 & 0.9677 & 0.168408 \tabularnewline
6 & 0.152759 & 1.2221 & 0.113081 \tabularnewline
7 & -0.029202 & -0.2336 & 0.408016 \tabularnewline
8 & -0.016166 & -0.1293 & 0.448752 \tabularnewline
9 & -0.008746 & -0.07 & 0.472219 \tabularnewline
10 & -0.042445 & -0.3396 & 0.367651 \tabularnewline
11 & -0.008947 & -0.0716 & 0.47158 \tabularnewline
12 & 0.2719 & 2.1752 & 0.016658 \tabularnewline
13 & -0.410081 & -3.2806 & 0.000839 \tabularnewline
14 & 0.245744 & 1.966 & 0.026823 \tabularnewline
15 & 0.13389 & 1.0711 & 0.144068 \tabularnewline
16 & -0.010359 & -0.0829 & 0.467107 \tabularnewline
17 & -0.058908 & -0.4713 & 0.319528 \tabularnewline
18 & 0.061294 & 0.4903 & 0.312782 \tabularnewline
19 & 0.008684 & 0.0695 & 0.472415 \tabularnewline
20 & -0.041026 & -0.3282 & 0.371912 \tabularnewline
21 & -0.014558 & -0.1165 & 0.453824 \tabularnewline
22 & -0.130069 & -1.0406 & 0.150999 \tabularnewline
23 & 0.058 & 0.464 & 0.32211 \tabularnewline
24 & -0.06234 & -0.4987 & 0.309844 \tabularnewline
25 & -0.108074 & -0.8646 & 0.195246 \tabularnewline
26 & -0.068826 & -0.5506 & 0.29191 \tabularnewline
27 & -0.086444 & -0.6916 & 0.245859 \tabularnewline
28 & -0.019901 & -0.1592 & 0.437004 \tabularnewline
29 & 0.007758 & 0.0621 & 0.475352 \tabularnewline
30 & -0.011388 & -0.0911 & 0.463849 \tabularnewline
31 & -5.1e-05 & -4e-04 & 0.499836 \tabularnewline
32 & -0.091143 & -0.7291 & 0.234286 \tabularnewline
33 & -0.034537 & -0.2763 & 0.391605 \tabularnewline
34 & 0.090898 & 0.7272 & 0.234882 \tabularnewline
35 & -0.08059 & -0.6447 & 0.260705 \tabularnewline
36 & 0.016399 & 0.1312 & 0.448018 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63549&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]0.3612[/C][C]2.8896[/C][C]0.00263[/C][/ROW]
[ROW][C]2[/C][C]-0.433412[/C][C]-3.4673[/C][C]0.000472[/C][/ROW]
[ROW][C]3[/C][C]-0.320048[/C][C]-2.5604[/C][C]0.006413[/C][/ROW]
[ROW][C]4[/C][C]-0.153004[/C][C]-1.224[/C][C]0.112714[/C][/ROW]
[ROW][C]5[/C][C]0.120968[/C][C]0.9677[/C][C]0.168408[/C][/ROW]
[ROW][C]6[/C][C]0.152759[/C][C]1.2221[/C][C]0.113081[/C][/ROW]
[ROW][C]7[/C][C]-0.029202[/C][C]-0.2336[/C][C]0.408016[/C][/ROW]
[ROW][C]8[/C][C]-0.016166[/C][C]-0.1293[/C][C]0.448752[/C][/ROW]
[ROW][C]9[/C][C]-0.008746[/C][C]-0.07[/C][C]0.472219[/C][/ROW]
[ROW][C]10[/C][C]-0.042445[/C][C]-0.3396[/C][C]0.367651[/C][/ROW]
[ROW][C]11[/C][C]-0.008947[/C][C]-0.0716[/C][C]0.47158[/C][/ROW]
[ROW][C]12[/C][C]0.2719[/C][C]2.1752[/C][C]0.016658[/C][/ROW]
[ROW][C]13[/C][C]-0.410081[/C][C]-3.2806[/C][C]0.000839[/C][/ROW]
[ROW][C]14[/C][C]0.245744[/C][C]1.966[/C][C]0.026823[/C][/ROW]
[ROW][C]15[/C][C]0.13389[/C][C]1.0711[/C][C]0.144068[/C][/ROW]
[ROW][C]16[/C][C]-0.010359[/C][C]-0.0829[/C][C]0.467107[/C][/ROW]
[ROW][C]17[/C][C]-0.058908[/C][C]-0.4713[/C][C]0.319528[/C][/ROW]
[ROW][C]18[/C][C]0.061294[/C][C]0.4903[/C][C]0.312782[/C][/ROW]
[ROW][C]19[/C][C]0.008684[/C][C]0.0695[/C][C]0.472415[/C][/ROW]
[ROW][C]20[/C][C]-0.041026[/C][C]-0.3282[/C][C]0.371912[/C][/ROW]
[ROW][C]21[/C][C]-0.014558[/C][C]-0.1165[/C][C]0.453824[/C][/ROW]
[ROW][C]22[/C][C]-0.130069[/C][C]-1.0406[/C][C]0.150999[/C][/ROW]
[ROW][C]23[/C][C]0.058[/C][C]0.464[/C][C]0.32211[/C][/ROW]
[ROW][C]24[/C][C]-0.06234[/C][C]-0.4987[/C][C]0.309844[/C][/ROW]
[ROW][C]25[/C][C]-0.108074[/C][C]-0.8646[/C][C]0.195246[/C][/ROW]
[ROW][C]26[/C][C]-0.068826[/C][C]-0.5506[/C][C]0.29191[/C][/ROW]
[ROW][C]27[/C][C]-0.086444[/C][C]-0.6916[/C][C]0.245859[/C][/ROW]
[ROW][C]28[/C][C]-0.019901[/C][C]-0.1592[/C][C]0.437004[/C][/ROW]
[ROW][C]29[/C][C]0.007758[/C][C]0.0621[/C][C]0.475352[/C][/ROW]
[ROW][C]30[/C][C]-0.011388[/C][C]-0.0911[/C][C]0.463849[/C][/ROW]
[ROW][C]31[/C][C]-5.1e-05[/C][C]-4e-04[/C][C]0.499836[/C][/ROW]
[ROW][C]32[/C][C]-0.091143[/C][C]-0.7291[/C][C]0.234286[/C][/ROW]
[ROW][C]33[/C][C]-0.034537[/C][C]-0.2763[/C][C]0.391605[/C][/ROW]
[ROW][C]34[/C][C]0.090898[/C][C]0.7272[/C][C]0.234882[/C][/ROW]
[ROW][C]35[/C][C]-0.08059[/C][C]-0.6447[/C][C]0.260705[/C][/ROW]
[ROW][C]36[/C][C]0.016399[/C][C]0.1312[/C][C]0.448018[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63549&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63549&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	0.3612	2.8896	0.00263
2	-0.433412	-3.4673	0.000472
3	-0.320048	-2.5604	0.006413
4	-0.153004	-1.224	0.112714
5	0.120968	0.9677	0.168408
6	0.152759	1.2221	0.113081
7	-0.029202	-0.2336	0.408016
8	-0.016166	-0.1293	0.448752
9	-0.008746	-0.07	0.472219
10	-0.042445	-0.3396	0.367651
11	-0.008947	-0.0716	0.47158
12	0.2719	2.1752	0.016658
13	-0.410081	-3.2806	0.000839
14	0.245744	1.966	0.026823
15	0.13389	1.0711	0.144068
16	-0.010359	-0.0829	0.467107
17	-0.058908	-0.4713	0.319528
18	0.061294	0.4903	0.312782
19	0.008684	0.0695	0.472415
20	-0.041026	-0.3282	0.371912
21	-0.014558	-0.1165	0.453824
22	-0.130069	-1.0406	0.150999
23	0.058	0.464	0.32211
24	-0.06234	-0.4987	0.309844
25	-0.108074	-0.8646	0.195246
26	-0.068826	-0.5506	0.29191
27	-0.086444	-0.6916	0.245859
28	-0.019901	-0.1592	0.437004
29	0.007758	0.0621	0.475352
30	-0.011388	-0.0911	0.463849
31	-5.1e-05	-4e-04	0.499836
32	-0.091143	-0.7291	0.234286
33	-0.034537	-0.2763	0.391605
34	0.090898	0.7272	0.234882
35	-0.08059	-0.6447	0.260705
36	0.016399	0.1312	0.448018

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