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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:13:00 -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/t1259936105v8svk9peppukc2e.htm/, Retrieved Sat, 27 Apr 2024 23:15:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63574, Retrieved Sat, 27 Apr 2024 23:15:20 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

WS8,ACF

Estimated Impact

121

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] [0750c128064677e728c9436fc3f45ae7]
-           [(Partial) Autocorrelation Function] [] [2009-12-04 14:13:00] [30f5b608e5a1bbbae86b1702c0071566] [Current]

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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	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=63574&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=63574&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63574&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	-0.536357	-4.0848	6.9e-05
2	0.303201	2.3091	0.01226
3	-0.176373	-1.3432	0.092217
4	-0.04064	-0.3095	0.379023
5	0.044519	0.339	0.367899
6	-0.01859	-0.1416	0.443954
7	-0.011706	-0.0892	0.464634
8	0.070871	0.5397	0.295721
9	0.121744	0.9272	0.17884
10	-0.087676	-0.6677	0.25348
11	0.195947	1.4923	0.070522
12	-0.382261	-2.9112	0.002551
13	0.200165	1.5244	0.06642
14	-0.23103	-1.7595	0.041885
15	0.1028	0.7829	0.218435
16	0.054797	0.4173	0.338992
17	-0.069798	-0.5316	0.298528
18	0.163296	1.2436	0.10932
19	-0.149326	-1.1372	0.130058
20	0.0559	0.4257	0.335942
21	-0.085017	-0.6475	0.259941
22	-0.028197	-0.2147	0.415362
23	0.017273	0.1315	0.447899
24	-0.034708	-0.2643	0.396231
25	0.056282	0.4286	0.334891
26	0.092772	0.7065	0.241344
27	0.00357	0.0272	0.489202
28	-0.050043	-0.3811	0.352254
29	-0.028759	-0.219	0.413702
30	-0.067929	-0.5173	0.303446
31	0.10092	0.7686	0.22263
32	-0.090864	-0.692	0.245849
33	0.075409	0.5743	0.283992
34	0.03365	0.2563	0.399325
35	-0.117271	-0.8931	0.187745
36	0.201809	1.5369	0.064874

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.536357 & -4.0848 & 6.9e-05 \tabularnewline
2 & 0.303201 & 2.3091 & 0.01226 \tabularnewline
3 & -0.176373 & -1.3432 & 0.092217 \tabularnewline
4 & -0.04064 & -0.3095 & 0.379023 \tabularnewline
5 & 0.044519 & 0.339 & 0.367899 \tabularnewline
6 & -0.01859 & -0.1416 & 0.443954 \tabularnewline
7 & -0.011706 & -0.0892 & 0.464634 \tabularnewline
8 & 0.070871 & 0.5397 & 0.295721 \tabularnewline
9 & 0.121744 & 0.9272 & 0.17884 \tabularnewline
10 & -0.087676 & -0.6677 & 0.25348 \tabularnewline
11 & 0.195947 & 1.4923 & 0.070522 \tabularnewline
12 & -0.382261 & -2.9112 & 0.002551 \tabularnewline
13 & 0.200165 & 1.5244 & 0.06642 \tabularnewline
14 & -0.23103 & -1.7595 & 0.041885 \tabularnewline
15 & 0.1028 & 0.7829 & 0.218435 \tabularnewline
16 & 0.054797 & 0.4173 & 0.338992 \tabularnewline
17 & -0.069798 & -0.5316 & 0.298528 \tabularnewline
18 & 0.163296 & 1.2436 & 0.10932 \tabularnewline
19 & -0.149326 & -1.1372 & 0.130058 \tabularnewline
20 & 0.0559 & 0.4257 & 0.335942 \tabularnewline
21 & -0.085017 & -0.6475 & 0.259941 \tabularnewline
22 & -0.028197 & -0.2147 & 0.415362 \tabularnewline
23 & 0.017273 & 0.1315 & 0.447899 \tabularnewline
24 & -0.034708 & -0.2643 & 0.396231 \tabularnewline
25 & 0.056282 & 0.4286 & 0.334891 \tabularnewline
26 & 0.092772 & 0.7065 & 0.241344 \tabularnewline
27 & 0.00357 & 0.0272 & 0.489202 \tabularnewline
28 & -0.050043 & -0.3811 & 0.352254 \tabularnewline
29 & -0.028759 & -0.219 & 0.413702 \tabularnewline
30 & -0.067929 & -0.5173 & 0.303446 \tabularnewline
31 & 0.10092 & 0.7686 & 0.22263 \tabularnewline
32 & -0.090864 & -0.692 & 0.245849 \tabularnewline
33 & 0.075409 & 0.5743 & 0.283992 \tabularnewline
34 & 0.03365 & 0.2563 & 0.399325 \tabularnewline
35 & -0.117271 & -0.8931 & 0.187745 \tabularnewline
36 & 0.201809 & 1.5369 & 0.064874 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63574&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]-0.536357[/C][C]-4.0848[/C][C]6.9e-05[/C][/ROW]
[ROW][C]2[/C][C]0.303201[/C][C]2.3091[/C][C]0.01226[/C][/ROW]
[ROW][C]3[/C][C]-0.176373[/C][C]-1.3432[/C][C]0.092217[/C][/ROW]
[ROW][C]4[/C][C]-0.04064[/C][C]-0.3095[/C][C]0.379023[/C][/ROW]
[ROW][C]5[/C][C]0.044519[/C][C]0.339[/C][C]0.367899[/C][/ROW]
[ROW][C]6[/C][C]-0.01859[/C][C]-0.1416[/C][C]0.443954[/C][/ROW]
[ROW][C]7[/C][C]-0.011706[/C][C]-0.0892[/C][C]0.464634[/C][/ROW]
[ROW][C]8[/C][C]0.070871[/C][C]0.5397[/C][C]0.295721[/C][/ROW]
[ROW][C]9[/C][C]0.121744[/C][C]0.9272[/C][C]0.17884[/C][/ROW]
[ROW][C]10[/C][C]-0.087676[/C][C]-0.6677[/C][C]0.25348[/C][/ROW]
[ROW][C]11[/C][C]0.195947[/C][C]1.4923[/C][C]0.070522[/C][/ROW]
[ROW][C]12[/C][C]-0.382261[/C][C]-2.9112[/C][C]0.002551[/C][/ROW]
[ROW][C]13[/C][C]0.200165[/C][C]1.5244[/C][C]0.06642[/C][/ROW]
[ROW][C]14[/C][C]-0.23103[/C][C]-1.7595[/C][C]0.041885[/C][/ROW]
[ROW][C]15[/C][C]0.1028[/C][C]0.7829[/C][C]0.218435[/C][/ROW]
[ROW][C]16[/C][C]0.054797[/C][C]0.4173[/C][C]0.338992[/C][/ROW]
[ROW][C]17[/C][C]-0.069798[/C][C]-0.5316[/C][C]0.298528[/C][/ROW]
[ROW][C]18[/C][C]0.163296[/C][C]1.2436[/C][C]0.10932[/C][/ROW]
[ROW][C]19[/C][C]-0.149326[/C][C]-1.1372[/C][C]0.130058[/C][/ROW]
[ROW][C]20[/C][C]0.0559[/C][C]0.4257[/C][C]0.335942[/C][/ROW]
[ROW][C]21[/C][C]-0.085017[/C][C]-0.6475[/C][C]0.259941[/C][/ROW]
[ROW][C]22[/C][C]-0.028197[/C][C]-0.2147[/C][C]0.415362[/C][/ROW]
[ROW][C]23[/C][C]0.017273[/C][C]0.1315[/C][C]0.447899[/C][/ROW]
[ROW][C]24[/C][C]-0.034708[/C][C]-0.2643[/C][C]0.396231[/C][/ROW]
[ROW][C]25[/C][C]0.056282[/C][C]0.4286[/C][C]0.334891[/C][/ROW]
[ROW][C]26[/C][C]0.092772[/C][C]0.7065[/C][C]0.241344[/C][/ROW]
[ROW][C]27[/C][C]0.00357[/C][C]0.0272[/C][C]0.489202[/C][/ROW]
[ROW][C]28[/C][C]-0.050043[/C][C]-0.3811[/C][C]0.352254[/C][/ROW]
[ROW][C]29[/C][C]-0.028759[/C][C]-0.219[/C][C]0.413702[/C][/ROW]
[ROW][C]30[/C][C]-0.067929[/C][C]-0.5173[/C][C]0.303446[/C][/ROW]
[ROW][C]31[/C][C]0.10092[/C][C]0.7686[/C][C]0.22263[/C][/ROW]
[ROW][C]32[/C][C]-0.090864[/C][C]-0.692[/C][C]0.245849[/C][/ROW]
[ROW][C]33[/C][C]0.075409[/C][C]0.5743[/C][C]0.283992[/C][/ROW]
[ROW][C]34[/C][C]0.03365[/C][C]0.2563[/C][C]0.399325[/C][/ROW]
[ROW][C]35[/C][C]-0.117271[/C][C]-0.8931[/C][C]0.187745[/C][/ROW]
[ROW][C]36[/C][C]0.201809[/C][C]1.5369[/C][C]0.064874[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63574&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63574&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	-0.536357	-4.0848	6.9e-05
2	0.303201	2.3091	0.01226
3	-0.176373	-1.3432	0.092217
4	-0.04064	-0.3095	0.379023
5	0.044519	0.339	0.367899
6	-0.01859	-0.1416	0.443954
7	-0.011706	-0.0892	0.464634
8	0.070871	0.5397	0.295721
9	0.121744	0.9272	0.17884
10	-0.087676	-0.6677	0.25348
11	0.195947	1.4923	0.070522
12	-0.382261	-2.9112	0.002551
13	0.200165	1.5244	0.06642
14	-0.23103	-1.7595	0.041885
15	0.1028	0.7829	0.218435
16	0.054797	0.4173	0.338992
17	-0.069798	-0.5316	0.298528
18	0.163296	1.2436	0.10932
19	-0.149326	-1.1372	0.130058
20	0.0559	0.4257	0.335942
21	-0.085017	-0.6475	0.259941
22	-0.028197	-0.2147	0.415362
23	0.017273	0.1315	0.447899
24	-0.034708	-0.2643	0.396231
25	0.056282	0.4286	0.334891
26	0.092772	0.7065	0.241344
27	0.00357	0.0272	0.489202
28	-0.050043	-0.3811	0.352254
29	-0.028759	-0.219	0.413702
30	-0.067929	-0.5173	0.303446
31	0.10092	0.7686	0.22263
32	-0.090864	-0.692	0.245849
33	0.075409	0.5743	0.283992
34	0.03365	0.2563	0.399325
35	-0.117271	-0.8931	0.187745
36	0.201809	1.5369	0.064874

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.536357	-4.0848	6.9e-05
2	0.021791	0.166	0.434386
3	-0.007872	-0.06	0.4762
4	-0.200473	-1.5268	0.066129
5	-0.067872	-0.5169	0.303597
6	0.031628	0.2409	0.405252
7	-0.053552	-0.4078	0.342446
8	0.03264	0.2486	0.402282
9	0.288126	2.1943	0.016116
10	0.100161	0.7628	0.224337
11	0.209842	1.5981	0.057726
12	-0.208695	-1.5894	0.058706
13	-0.157529	-1.1997	0.117565
14	-0.196089	-1.4934	0.070381
15	-0.19235	-1.4649	0.074175
16	-0.024524	-0.1868	0.426246
17	-0.098574	-0.7507	0.227929
18	0.069001	0.5255	0.300622
19	-0.036401	-0.2772	0.391298
20	-0.013466	-0.1026	0.459336
21	0.099527	0.758	0.225768
22	0.033736	0.2569	0.399072
23	0.177202	1.3495	0.091206
24	-0.083302	-0.6344	0.264154
25	-0.039588	-0.3015	0.382058
26	0.048007	0.3656	0.357993
27	0.047986	0.3655	0.358051
28	-0.01406	-0.1071	0.45755
29	-0.172799	-1.316	0.096677
30	-0.032527	-0.2477	0.402615
31	0.007498	0.0571	0.477329
32	-0.057259	-0.4361	0.332201
33	-0.015175	-0.1156	0.454197
34	0.041098	0.313	0.377706
35	-0.139421	-1.0618	0.146364
36	-0.036544	-0.2783	0.390882

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.536357 & -4.0848 & 6.9e-05 \tabularnewline
2 & 0.021791 & 0.166 & 0.434386 \tabularnewline
3 & -0.007872 & -0.06 & 0.4762 \tabularnewline
4 & -0.200473 & -1.5268 & 0.066129 \tabularnewline
5 & -0.067872 & -0.5169 & 0.303597 \tabularnewline
6 & 0.031628 & 0.2409 & 0.405252 \tabularnewline
7 & -0.053552 & -0.4078 & 0.342446 \tabularnewline
8 & 0.03264 & 0.2486 & 0.402282 \tabularnewline
9 & 0.288126 & 2.1943 & 0.016116 \tabularnewline
10 & 0.100161 & 0.7628 & 0.224337 \tabularnewline
11 & 0.209842 & 1.5981 & 0.057726 \tabularnewline
12 & -0.208695 & -1.5894 & 0.058706 \tabularnewline
13 & -0.157529 & -1.1997 & 0.117565 \tabularnewline
14 & -0.196089 & -1.4934 & 0.070381 \tabularnewline
15 & -0.19235 & -1.4649 & 0.074175 \tabularnewline
16 & -0.024524 & -0.1868 & 0.426246 \tabularnewline
17 & -0.098574 & -0.7507 & 0.227929 \tabularnewline
18 & 0.069001 & 0.5255 & 0.300622 \tabularnewline
19 & -0.036401 & -0.2772 & 0.391298 \tabularnewline
20 & -0.013466 & -0.1026 & 0.459336 \tabularnewline
21 & 0.099527 & 0.758 & 0.225768 \tabularnewline
22 & 0.033736 & 0.2569 & 0.399072 \tabularnewline
23 & 0.177202 & 1.3495 & 0.091206 \tabularnewline
24 & -0.083302 & -0.6344 & 0.264154 \tabularnewline
25 & -0.039588 & -0.3015 & 0.382058 \tabularnewline
26 & 0.048007 & 0.3656 & 0.357993 \tabularnewline
27 & 0.047986 & 0.3655 & 0.358051 \tabularnewline
28 & -0.01406 & -0.1071 & 0.45755 \tabularnewline
29 & -0.172799 & -1.316 & 0.096677 \tabularnewline
30 & -0.032527 & -0.2477 & 0.402615 \tabularnewline
31 & 0.007498 & 0.0571 & 0.477329 \tabularnewline
32 & -0.057259 & -0.4361 & 0.332201 \tabularnewline
33 & -0.015175 & -0.1156 & 0.454197 \tabularnewline
34 & 0.041098 & 0.313 & 0.377706 \tabularnewline
35 & -0.139421 & -1.0618 & 0.146364 \tabularnewline
36 & -0.036544 & -0.2783 & 0.390882 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63574&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]-0.536357[/C][C]-4.0848[/C][C]6.9e-05[/C][/ROW]
[ROW][C]2[/C][C]0.021791[/C][C]0.166[/C][C]0.434386[/C][/ROW]
[ROW][C]3[/C][C]-0.007872[/C][C]-0.06[/C][C]0.4762[/C][/ROW]
[ROW][C]4[/C][C]-0.200473[/C][C]-1.5268[/C][C]0.066129[/C][/ROW]
[ROW][C]5[/C][C]-0.067872[/C][C]-0.5169[/C][C]0.303597[/C][/ROW]
[ROW][C]6[/C][C]0.031628[/C][C]0.2409[/C][C]0.405252[/C][/ROW]
[ROW][C]7[/C][C]-0.053552[/C][C]-0.4078[/C][C]0.342446[/C][/ROW]
[ROW][C]8[/C][C]0.03264[/C][C]0.2486[/C][C]0.402282[/C][/ROW]
[ROW][C]9[/C][C]0.288126[/C][C]2.1943[/C][C]0.016116[/C][/ROW]
[ROW][C]10[/C][C]0.100161[/C][C]0.7628[/C][C]0.224337[/C][/ROW]
[ROW][C]11[/C][C]0.209842[/C][C]1.5981[/C][C]0.057726[/C][/ROW]
[ROW][C]12[/C][C]-0.208695[/C][C]-1.5894[/C][C]0.058706[/C][/ROW]
[ROW][C]13[/C][C]-0.157529[/C][C]-1.1997[/C][C]0.117565[/C][/ROW]
[ROW][C]14[/C][C]-0.196089[/C][C]-1.4934[/C][C]0.070381[/C][/ROW]
[ROW][C]15[/C][C]-0.19235[/C][C]-1.4649[/C][C]0.074175[/C][/ROW]
[ROW][C]16[/C][C]-0.024524[/C][C]-0.1868[/C][C]0.426246[/C][/ROW]
[ROW][C]17[/C][C]-0.098574[/C][C]-0.7507[/C][C]0.227929[/C][/ROW]
[ROW][C]18[/C][C]0.069001[/C][C]0.5255[/C][C]0.300622[/C][/ROW]
[ROW][C]19[/C][C]-0.036401[/C][C]-0.2772[/C][C]0.391298[/C][/ROW]
[ROW][C]20[/C][C]-0.013466[/C][C]-0.1026[/C][C]0.459336[/C][/ROW]
[ROW][C]21[/C][C]0.099527[/C][C]0.758[/C][C]0.225768[/C][/ROW]
[ROW][C]22[/C][C]0.033736[/C][C]0.2569[/C][C]0.399072[/C][/ROW]
[ROW][C]23[/C][C]0.177202[/C][C]1.3495[/C][C]0.091206[/C][/ROW]
[ROW][C]24[/C][C]-0.083302[/C][C]-0.6344[/C][C]0.264154[/C][/ROW]
[ROW][C]25[/C][C]-0.039588[/C][C]-0.3015[/C][C]0.382058[/C][/ROW]
[ROW][C]26[/C][C]0.048007[/C][C]0.3656[/C][C]0.357993[/C][/ROW]
[ROW][C]27[/C][C]0.047986[/C][C]0.3655[/C][C]0.358051[/C][/ROW]
[ROW][C]28[/C][C]-0.01406[/C][C]-0.1071[/C][C]0.45755[/C][/ROW]
[ROW][C]29[/C][C]-0.172799[/C][C]-1.316[/C][C]0.096677[/C][/ROW]
[ROW][C]30[/C][C]-0.032527[/C][C]-0.2477[/C][C]0.402615[/C][/ROW]
[ROW][C]31[/C][C]0.007498[/C][C]0.0571[/C][C]0.477329[/C][/ROW]
[ROW][C]32[/C][C]-0.057259[/C][C]-0.4361[/C][C]0.332201[/C][/ROW]
[ROW][C]33[/C][C]-0.015175[/C][C]-0.1156[/C][C]0.454197[/C][/ROW]
[ROW][C]34[/C][C]0.041098[/C][C]0.313[/C][C]0.377706[/C][/ROW]
[ROW][C]35[/C][C]-0.139421[/C][C]-1.0618[/C][C]0.146364[/C][/ROW]
[ROW][C]36[/C][C]-0.036544[/C][C]-0.2783[/C][C]0.390882[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63574&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63574&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	-0.536357	-4.0848	6.9e-05
2	0.021791	0.166	0.434386
3	-0.007872	-0.06	0.4762
4	-0.200473	-1.5268	0.066129
5	-0.067872	-0.5169	0.303597
6	0.031628	0.2409	0.405252
7	-0.053552	-0.4078	0.342446
8	0.03264	0.2486	0.402282
9	0.288126	2.1943	0.016116
10	0.100161	0.7628	0.224337
11	0.209842	1.5981	0.057726
12	-0.208695	-1.5894	0.058706
13	-0.157529	-1.1997	0.117565
14	-0.196089	-1.4934	0.070381
15	-0.19235	-1.4649	0.074175
16	-0.024524	-0.1868	0.426246
17	-0.098574	-0.7507	0.227929
18	0.069001	0.5255	0.300622
19	-0.036401	-0.2772	0.391298
20	-0.013466	-0.1026	0.459336
21	0.099527	0.758	0.225768
22	0.033736	0.2569	0.399072
23	0.177202	1.3495	0.091206
24	-0.083302	-0.6344	0.264154
25	-0.039588	-0.3015	0.382058
26	0.048007	0.3656	0.357993
27	0.047986	0.3655	0.358051
28	-0.01406	-0.1071	0.45755
29	-0.172799	-1.316	0.096677
30	-0.032527	-0.2477	0.402615
31	0.007498	0.0571	0.477329
32	-0.057259	-0.4361	0.332201
33	-0.015175	-0.1156	0.454197
34	0.041098	0.313	0.377706
35	-0.139421	-1.0618	0.146364
36	-0.036544	-0.2783	0.390882

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 = 0.0 ; 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