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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:09:49 -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/t1259936080nn1s4brywgx16h5.htm/, Retrieved Sun, 28 Apr 2024 16:34:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63571, Retrieved Sun, 28 Apr 2024 16:34:05 +0000

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User-defined keywords

Estimated Impact

105

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] [] [2009-12-04 14:09:49] [efd540d63f04881f500eb7fad70c8699] [Current]

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Dataseries X:

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Histogram

Boxplots

1.7
2.4
2.0
2.1
2.0
1.8
2.7
2.3
1.9
2.0
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3.0
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2.0
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2
2.7
2.1
1.9
0.6

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63571&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]2 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=63571&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63571&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.879145	6.8098	0
2	0.765878	5.9325	0
3	0.628636	4.8694	4e-06
4	0.471555	3.6526	0.000273
5	0.287567	2.2275	0.014839
6	0.126237	0.9778	0.166042
7	0.01761	0.1364	0.445978
8	-0.09538	-0.7388	0.231452
9	-0.183928	-1.4247	0.079713
10	-0.238209	-1.8452	0.034975
11	-0.282527	-2.1884	0.016271
12	-0.353208	-2.7359	0.004085
13	-0.352486	-2.7303	0.004147
14	-0.33238	-2.5746	0.00626
15	-0.292688	-2.2671	0.013499
16	-0.260228	-2.0157	0.024157
17	-0.210193	-1.6281	0.054367
18	-0.144579	-1.1199	0.133608
19	-0.121805	-0.9435	0.174604
20	-0.114496	-0.8869	0.189343
21	-0.085463	-0.662	0.255256
22	-0.059211	-0.4587	0.324071
23	-0.046869	-0.363	0.358923
24	-0.023311	-0.1806	0.428657
25	0.02025	0.1569	0.437942
26	0.049093	0.3803	0.352542
27	0.059956	0.4644	0.322014
28	0.08421	0.6523	0.258354
29	0.10118	0.7837	0.218139
30	0.091963	0.7123	0.239506
31	0.07339	0.5685	0.285917
32	0.074175	0.5746	0.28387
33	0.073392	0.5685	0.285911
34	0.055046	0.4264	0.335676
35	0.048359	0.3746	0.354645
36	0.052722	0.4084	0.342222

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.879145 & 6.8098 & 0 \tabularnewline
2 & 0.765878 & 5.9325 & 0 \tabularnewline
3 & 0.628636 & 4.8694 & 4e-06 \tabularnewline
4 & 0.471555 & 3.6526 & 0.000273 \tabularnewline
5 & 0.287567 & 2.2275 & 0.014839 \tabularnewline
6 & 0.126237 & 0.9778 & 0.166042 \tabularnewline
7 & 0.01761 & 0.1364 & 0.445978 \tabularnewline
8 & -0.09538 & -0.7388 & 0.231452 \tabularnewline
9 & -0.183928 & -1.4247 & 0.079713 \tabularnewline
10 & -0.238209 & -1.8452 & 0.034975 \tabularnewline
11 & -0.282527 & -2.1884 & 0.016271 \tabularnewline
12 & -0.353208 & -2.7359 & 0.004085 \tabularnewline
13 & -0.352486 & -2.7303 & 0.004147 \tabularnewline
14 & -0.33238 & -2.5746 & 0.00626 \tabularnewline
15 & -0.292688 & -2.2671 & 0.013499 \tabularnewline
16 & -0.260228 & -2.0157 & 0.024157 \tabularnewline
17 & -0.210193 & -1.6281 & 0.054367 \tabularnewline
18 & -0.144579 & -1.1199 & 0.133608 \tabularnewline
19 & -0.121805 & -0.9435 & 0.174604 \tabularnewline
20 & -0.114496 & -0.8869 & 0.189343 \tabularnewline
21 & -0.085463 & -0.662 & 0.255256 \tabularnewline
22 & -0.059211 & -0.4587 & 0.324071 \tabularnewline
23 & -0.046869 & -0.363 & 0.358923 \tabularnewline
24 & -0.023311 & -0.1806 & 0.428657 \tabularnewline
25 & 0.02025 & 0.1569 & 0.437942 \tabularnewline
26 & 0.049093 & 0.3803 & 0.352542 \tabularnewline
27 & 0.059956 & 0.4644 & 0.322014 \tabularnewline
28 & 0.08421 & 0.6523 & 0.258354 \tabularnewline
29 & 0.10118 & 0.7837 & 0.218139 \tabularnewline
30 & 0.091963 & 0.7123 & 0.239506 \tabularnewline
31 & 0.07339 & 0.5685 & 0.285917 \tabularnewline
32 & 0.074175 & 0.5746 & 0.28387 \tabularnewline
33 & 0.073392 & 0.5685 & 0.285911 \tabularnewline
34 & 0.055046 & 0.4264 & 0.335676 \tabularnewline
35 & 0.048359 & 0.3746 & 0.354645 \tabularnewline
36 & 0.052722 & 0.4084 & 0.342222 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63571&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]0.879145[/C][C]6.8098[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.765878[/C][C]5.9325[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.628636[/C][C]4.8694[/C][C]4e-06[/C][/ROW]
[ROW][C]4[/C][C]0.471555[/C][C]3.6526[/C][C]0.000273[/C][/ROW]
[ROW][C]5[/C][C]0.287567[/C][C]2.2275[/C][C]0.014839[/C][/ROW]
[ROW][C]6[/C][C]0.126237[/C][C]0.9778[/C][C]0.166042[/C][/ROW]
[ROW][C]7[/C][C]0.01761[/C][C]0.1364[/C][C]0.445978[/C][/ROW]
[ROW][C]8[/C][C]-0.09538[/C][C]-0.7388[/C][C]0.231452[/C][/ROW]
[ROW][C]9[/C][C]-0.183928[/C][C]-1.4247[/C][C]0.079713[/C][/ROW]
[ROW][C]10[/C][C]-0.238209[/C][C]-1.8452[/C][C]0.034975[/C][/ROW]
[ROW][C]11[/C][C]-0.282527[/C][C]-2.1884[/C][C]0.016271[/C][/ROW]
[ROW][C]12[/C][C]-0.353208[/C][C]-2.7359[/C][C]0.004085[/C][/ROW]
[ROW][C]13[/C][C]-0.352486[/C][C]-2.7303[/C][C]0.004147[/C][/ROW]
[ROW][C]14[/C][C]-0.33238[/C][C]-2.5746[/C][C]0.00626[/C][/ROW]
[ROW][C]15[/C][C]-0.292688[/C][C]-2.2671[/C][C]0.013499[/C][/ROW]
[ROW][C]16[/C][C]-0.260228[/C][C]-2.0157[/C][C]0.024157[/C][/ROW]
[ROW][C]17[/C][C]-0.210193[/C][C]-1.6281[/C][C]0.054367[/C][/ROW]
[ROW][C]18[/C][C]-0.144579[/C][C]-1.1199[/C][C]0.133608[/C][/ROW]
[ROW][C]19[/C][C]-0.121805[/C][C]-0.9435[/C][C]0.174604[/C][/ROW]
[ROW][C]20[/C][C]-0.114496[/C][C]-0.8869[/C][C]0.189343[/C][/ROW]
[ROW][C]21[/C][C]-0.085463[/C][C]-0.662[/C][C]0.255256[/C][/ROW]
[ROW][C]22[/C][C]-0.059211[/C][C]-0.4587[/C][C]0.324071[/C][/ROW]
[ROW][C]23[/C][C]-0.046869[/C][C]-0.363[/C][C]0.358923[/C][/ROW]
[ROW][C]24[/C][C]-0.023311[/C][C]-0.1806[/C][C]0.428657[/C][/ROW]
[ROW][C]25[/C][C]0.02025[/C][C]0.1569[/C][C]0.437942[/C][/ROW]
[ROW][C]26[/C][C]0.049093[/C][C]0.3803[/C][C]0.352542[/C][/ROW]
[ROW][C]27[/C][C]0.059956[/C][C]0.4644[/C][C]0.322014[/C][/ROW]
[ROW][C]28[/C][C]0.08421[/C][C]0.6523[/C][C]0.258354[/C][/ROW]
[ROW][C]29[/C][C]0.10118[/C][C]0.7837[/C][C]0.218139[/C][/ROW]
[ROW][C]30[/C][C]0.091963[/C][C]0.7123[/C][C]0.239506[/C][/ROW]
[ROW][C]31[/C][C]0.07339[/C][C]0.5685[/C][C]0.285917[/C][/ROW]
[ROW][C]32[/C][C]0.074175[/C][C]0.5746[/C][C]0.28387[/C][/ROW]
[ROW][C]33[/C][C]0.073392[/C][C]0.5685[/C][C]0.285911[/C][/ROW]
[ROW][C]34[/C][C]0.055046[/C][C]0.4264[/C][C]0.335676[/C][/ROW]
[ROW][C]35[/C][C]0.048359[/C][C]0.3746[/C][C]0.354645[/C][/ROW]
[ROW][C]36[/C][C]0.052722[/C][C]0.4084[/C][C]0.342222[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63571&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63571&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	0.879145	6.8098	0
2	0.765878	5.9325	0
3	0.628636	4.8694	4e-06
4	0.471555	3.6526	0.000273
5	0.287567	2.2275	0.014839
6	0.126237	0.9778	0.166042
7	0.01761	0.1364	0.445978
8	-0.09538	-0.7388	0.231452
9	-0.183928	-1.4247	0.079713
10	-0.238209	-1.8452	0.034975
11	-0.282527	-2.1884	0.016271
12	-0.353208	-2.7359	0.004085
13	-0.352486	-2.7303	0.004147
14	-0.33238	-2.5746	0.00626
15	-0.292688	-2.2671	0.013499
16	-0.260228	-2.0157	0.024157
17	-0.210193	-1.6281	0.054367
18	-0.144579	-1.1199	0.133608
19	-0.121805	-0.9435	0.174604
20	-0.114496	-0.8869	0.189343
21	-0.085463	-0.662	0.255256
22	-0.059211	-0.4587	0.324071
23	-0.046869	-0.363	0.358923
24	-0.023311	-0.1806	0.428657
25	0.02025	0.1569	0.437942
26	0.049093	0.3803	0.352542
27	0.059956	0.4644	0.322014
28	0.08421	0.6523	0.258354
29	0.10118	0.7837	0.218139
30	0.091963	0.7123	0.239506
31	0.07339	0.5685	0.285917
32	0.074175	0.5746	0.28387
33	0.073392	0.5685	0.285911
34	0.055046	0.4264	0.335676
35	0.048359	0.3746	0.354645
36	0.052722	0.4084	0.342222

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.879145	6.8098	0
2	-0.030907	-0.2394	0.405803
3	-0.168897	-1.3083	0.097886
4	-0.181418	-1.4053	0.082551
5	-0.234507	-1.8165	0.037146
6	-0.041696	-0.323	0.373917
7	0.152932	1.1846	0.120422
8	-0.090159	-0.6984	0.243821
9	-0.057588	-0.4461	0.328575
10	-0.011665	-0.0904	0.464153
11	-0.109067	-0.8448	0.200781
12	-0.238128	-1.8445	0.035022
13	0.222136	1.7207	0.045233
14	0.069403	0.5376	0.296424
15	0.056404	0.4369	0.331876
16	-0.07263	-0.5626	0.287905
17	-0.128136	-0.9925	0.162461
18	-0.020918	-0.162	0.435913
19	-0.084583	-0.6552	0.257428
20	-0.115102	-0.8916	0.188092
21	0.151036	1.1699	0.12333
22	0.097671	0.7566	0.226139
23	-0.028581	-0.2214	0.412772
24	-0.068736	-0.5324	0.298198
25	0.02677	0.2074	0.418215
26	-0.070464	-0.5458	0.293608
27	0.024355	0.1887	0.425501
28	0.06387	0.4947	0.311296
29	0.002794	0.0216	0.491403
30	0.00569	0.0441	0.482495
31	-0.100757	-0.7805	0.219094
32	-0.069561	-0.5388	0.296002
33	0.077354	0.5992	0.275655
34	0.015593	0.1208	0.452135
35	0.055695	0.4314	0.333857
36	0.038658	0.2994	0.382818

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.879145 & 6.8098 & 0 \tabularnewline
2 & -0.030907 & -0.2394 & 0.405803 \tabularnewline
3 & -0.168897 & -1.3083 & 0.097886 \tabularnewline
4 & -0.181418 & -1.4053 & 0.082551 \tabularnewline
5 & -0.234507 & -1.8165 & 0.037146 \tabularnewline
6 & -0.041696 & -0.323 & 0.373917 \tabularnewline
7 & 0.152932 & 1.1846 & 0.120422 \tabularnewline
8 & -0.090159 & -0.6984 & 0.243821 \tabularnewline
9 & -0.057588 & -0.4461 & 0.328575 \tabularnewline
10 & -0.011665 & -0.0904 & 0.464153 \tabularnewline
11 & -0.109067 & -0.8448 & 0.200781 \tabularnewline
12 & -0.238128 & -1.8445 & 0.035022 \tabularnewline
13 & 0.222136 & 1.7207 & 0.045233 \tabularnewline
14 & 0.069403 & 0.5376 & 0.296424 \tabularnewline
15 & 0.056404 & 0.4369 & 0.331876 \tabularnewline
16 & -0.07263 & -0.5626 & 0.287905 \tabularnewline
17 & -0.128136 & -0.9925 & 0.162461 \tabularnewline
18 & -0.020918 & -0.162 & 0.435913 \tabularnewline
19 & -0.084583 & -0.6552 & 0.257428 \tabularnewline
20 & -0.115102 & -0.8916 & 0.188092 \tabularnewline
21 & 0.151036 & 1.1699 & 0.12333 \tabularnewline
22 & 0.097671 & 0.7566 & 0.226139 \tabularnewline
23 & -0.028581 & -0.2214 & 0.412772 \tabularnewline
24 & -0.068736 & -0.5324 & 0.298198 \tabularnewline
25 & 0.02677 & 0.2074 & 0.418215 \tabularnewline
26 & -0.070464 & -0.5458 & 0.293608 \tabularnewline
27 & 0.024355 & 0.1887 & 0.425501 \tabularnewline
28 & 0.06387 & 0.4947 & 0.311296 \tabularnewline
29 & 0.002794 & 0.0216 & 0.491403 \tabularnewline
30 & 0.00569 & 0.0441 & 0.482495 \tabularnewline
31 & -0.100757 & -0.7805 & 0.219094 \tabularnewline
32 & -0.069561 & -0.5388 & 0.296002 \tabularnewline
33 & 0.077354 & 0.5992 & 0.275655 \tabularnewline
34 & 0.015593 & 0.1208 & 0.452135 \tabularnewline
35 & 0.055695 & 0.4314 & 0.333857 \tabularnewline
36 & 0.038658 & 0.2994 & 0.382818 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63571&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]0.879145[/C][C]6.8098[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.030907[/C][C]-0.2394[/C][C]0.405803[/C][/ROW]
[ROW][C]3[/C][C]-0.168897[/C][C]-1.3083[/C][C]0.097886[/C][/ROW]
[ROW][C]4[/C][C]-0.181418[/C][C]-1.4053[/C][C]0.082551[/C][/ROW]
[ROW][C]5[/C][C]-0.234507[/C][C]-1.8165[/C][C]0.037146[/C][/ROW]
[ROW][C]6[/C][C]-0.041696[/C][C]-0.323[/C][C]0.373917[/C][/ROW]
[ROW][C]7[/C][C]0.152932[/C][C]1.1846[/C][C]0.120422[/C][/ROW]
[ROW][C]8[/C][C]-0.090159[/C][C]-0.6984[/C][C]0.243821[/C][/ROW]
[ROW][C]9[/C][C]-0.057588[/C][C]-0.4461[/C][C]0.328575[/C][/ROW]
[ROW][C]10[/C][C]-0.011665[/C][C]-0.0904[/C][C]0.464153[/C][/ROW]
[ROW][C]11[/C][C]-0.109067[/C][C]-0.8448[/C][C]0.200781[/C][/ROW]
[ROW][C]12[/C][C]-0.238128[/C][C]-1.8445[/C][C]0.035022[/C][/ROW]
[ROW][C]13[/C][C]0.222136[/C][C]1.7207[/C][C]0.045233[/C][/ROW]
[ROW][C]14[/C][C]0.069403[/C][C]0.5376[/C][C]0.296424[/C][/ROW]
[ROW][C]15[/C][C]0.056404[/C][C]0.4369[/C][C]0.331876[/C][/ROW]
[ROW][C]16[/C][C]-0.07263[/C][C]-0.5626[/C][C]0.287905[/C][/ROW]
[ROW][C]17[/C][C]-0.128136[/C][C]-0.9925[/C][C]0.162461[/C][/ROW]
[ROW][C]18[/C][C]-0.020918[/C][C]-0.162[/C][C]0.435913[/C][/ROW]
[ROW][C]19[/C][C]-0.084583[/C][C]-0.6552[/C][C]0.257428[/C][/ROW]
[ROW][C]20[/C][C]-0.115102[/C][C]-0.8916[/C][C]0.188092[/C][/ROW]
[ROW][C]21[/C][C]0.151036[/C][C]1.1699[/C][C]0.12333[/C][/ROW]
[ROW][C]22[/C][C]0.097671[/C][C]0.7566[/C][C]0.226139[/C][/ROW]
[ROW][C]23[/C][C]-0.028581[/C][C]-0.2214[/C][C]0.412772[/C][/ROW]
[ROW][C]24[/C][C]-0.068736[/C][C]-0.5324[/C][C]0.298198[/C][/ROW]
[ROW][C]25[/C][C]0.02677[/C][C]0.2074[/C][C]0.418215[/C][/ROW]
[ROW][C]26[/C][C]-0.070464[/C][C]-0.5458[/C][C]0.293608[/C][/ROW]
[ROW][C]27[/C][C]0.024355[/C][C]0.1887[/C][C]0.425501[/C][/ROW]
[ROW][C]28[/C][C]0.06387[/C][C]0.4947[/C][C]0.311296[/C][/ROW]
[ROW][C]29[/C][C]0.002794[/C][C]0.0216[/C][C]0.491403[/C][/ROW]
[ROW][C]30[/C][C]0.00569[/C][C]0.0441[/C][C]0.482495[/C][/ROW]
[ROW][C]31[/C][C]-0.100757[/C][C]-0.7805[/C][C]0.219094[/C][/ROW]
[ROW][C]32[/C][C]-0.069561[/C][C]-0.5388[/C][C]0.296002[/C][/ROW]
[ROW][C]33[/C][C]0.077354[/C][C]0.5992[/C][C]0.275655[/C][/ROW]
[ROW][C]34[/C][C]0.015593[/C][C]0.1208[/C][C]0.452135[/C][/ROW]
[ROW][C]35[/C][C]0.055695[/C][C]0.4314[/C][C]0.333857[/C][/ROW]
[ROW][C]36[/C][C]0.038658[/C][C]0.2994[/C][C]0.382818[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63571&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63571&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	0.879145	6.8098	0
2	-0.030907	-0.2394	0.405803
3	-0.168897	-1.3083	0.097886
4	-0.181418	-1.4053	0.082551
5	-0.234507	-1.8165	0.037146
6	-0.041696	-0.323	0.373917
7	0.152932	1.1846	0.120422
8	-0.090159	-0.6984	0.243821
9	-0.057588	-0.4461	0.328575
10	-0.011665	-0.0904	0.464153
11	-0.109067	-0.8448	0.200781
12	-0.238128	-1.8445	0.035022
13	0.222136	1.7207	0.045233
14	0.069403	0.5376	0.296424
15	0.056404	0.4369	0.331876
16	-0.07263	-0.5626	0.287905
17	-0.128136	-0.9925	0.162461
18	-0.020918	-0.162	0.435913
19	-0.084583	-0.6552	0.257428
20	-0.115102	-0.8916	0.188092
21	0.151036	1.1699	0.12333
22	0.097671	0.7566	0.226139
23	-0.028581	-0.2214	0.412772
24	-0.068736	-0.5324	0.298198
25	0.02677	0.2074	0.418215
26	-0.070464	-0.5458	0.293608
27	0.024355	0.1887	0.425501
28	0.06387	0.4947	0.311296
29	0.002794	0.0216	0.491403
30	0.00569	0.0441	0.482495
31	-0.100757	-0.7805	0.219094
32	-0.069561	-0.5388	0.296002
33	0.077354	0.5992	0.275655
34	0.015593	0.1208	0.452135
35	0.055695	0.4314	0.333857
36	0.038658	0.2994	0.382818

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