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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:18:17 -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/t1259937599ux79uvlupyuja98.htm/, Retrieved Sun, 28 Apr 2024 16:26:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63632, Retrieved Sun, 28 Apr 2024 16:26:32 +0000

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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] [] [2009-12-04 14:18:17] [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	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=63632&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=63632&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63632&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	0.189966	1.4592	0.074912
2	0.13687	1.0513	0.148699
3	0.204837	1.5734	0.060489
4	0.217654	1.6718	0.049927
5	0.093851	0.7209	0.236913
6	-0.131818	-1.0125	0.157714
7	-0.012377	-0.0951	0.46229
8	-0.086339	-0.6632	0.254897
9	-0.195066	-1.4983	0.06969
10	-0.133334	-1.0242	0.154971
11	0.038301	0.2942	0.384819
12	-0.381083	-2.9272	0.002426
13	-0.228944	-1.7586	0.04192
14	-0.097094	-0.7458	0.229376
15	-0.016851	-0.1294	0.448727
16	-0.114502	-0.8795	0.191348
17	-0.182914	-1.405	0.082634
18	0.070791	0.5438	0.294329
19	0.062574	0.4806	0.316275
20	-0.076893	-0.5906	0.278514
21	0.013093	0.1006	0.460117
22	0.075438	0.5794	0.282247
23	-0.031571	-0.2425	0.404616
24	-0.087406	-0.6714	0.252299
25	0.093743	0.7201	0.237168
26	0.064924	0.4987	0.309925
27	-0.025159	-0.1932	0.423714
28	0.018759	0.1441	0.442961
29	0.076274	0.5859	0.280098
30	0.067565	0.519	0.30286
31	-0.031552	-0.2424	0.404673
32	0.029375	0.2256	0.411132
33	0.086711	0.666	0.253991
34	-0.015109	-0.1161	0.454003
35	-0.090524	-0.6953	0.244789
36	0.112332	0.8628	0.195861

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.189966 & 1.4592 & 0.074912 \tabularnewline
2 & 0.13687 & 1.0513 & 0.148699 \tabularnewline
3 & 0.204837 & 1.5734 & 0.060489 \tabularnewline
4 & 0.217654 & 1.6718 & 0.049927 \tabularnewline
5 & 0.093851 & 0.7209 & 0.236913 \tabularnewline
6 & -0.131818 & -1.0125 & 0.157714 \tabularnewline
7 & -0.012377 & -0.0951 & 0.46229 \tabularnewline
8 & -0.086339 & -0.6632 & 0.254897 \tabularnewline
9 & -0.195066 & -1.4983 & 0.06969 \tabularnewline
10 & -0.133334 & -1.0242 & 0.154971 \tabularnewline
11 & 0.038301 & 0.2942 & 0.384819 \tabularnewline
12 & -0.381083 & -2.9272 & 0.002426 \tabularnewline
13 & -0.228944 & -1.7586 & 0.04192 \tabularnewline
14 & -0.097094 & -0.7458 & 0.229376 \tabularnewline
15 & -0.016851 & -0.1294 & 0.448727 \tabularnewline
16 & -0.114502 & -0.8795 & 0.191348 \tabularnewline
17 & -0.182914 & -1.405 & 0.082634 \tabularnewline
18 & 0.070791 & 0.5438 & 0.294329 \tabularnewline
19 & 0.062574 & 0.4806 & 0.316275 \tabularnewline
20 & -0.076893 & -0.5906 & 0.278514 \tabularnewline
21 & 0.013093 & 0.1006 & 0.460117 \tabularnewline
22 & 0.075438 & 0.5794 & 0.282247 \tabularnewline
23 & -0.031571 & -0.2425 & 0.404616 \tabularnewline
24 & -0.087406 & -0.6714 & 0.252299 \tabularnewline
25 & 0.093743 & 0.7201 & 0.237168 \tabularnewline
26 & 0.064924 & 0.4987 & 0.309925 \tabularnewline
27 & -0.025159 & -0.1932 & 0.423714 \tabularnewline
28 & 0.018759 & 0.1441 & 0.442961 \tabularnewline
29 & 0.076274 & 0.5859 & 0.280098 \tabularnewline
30 & 0.067565 & 0.519 & 0.30286 \tabularnewline
31 & -0.031552 & -0.2424 & 0.404673 \tabularnewline
32 & 0.029375 & 0.2256 & 0.411132 \tabularnewline
33 & 0.086711 & 0.666 & 0.253991 \tabularnewline
34 & -0.015109 & -0.1161 & 0.454003 \tabularnewline
35 & -0.090524 & -0.6953 & 0.244789 \tabularnewline
36 & 0.112332 & 0.8628 & 0.195861 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63632&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]0.189966[/C][C]1.4592[/C][C]0.074912[/C][/ROW]
[ROW][C]2[/C][C]0.13687[/C][C]1.0513[/C][C]0.148699[/C][/ROW]
[ROW][C]3[/C][C]0.204837[/C][C]1.5734[/C][C]0.060489[/C][/ROW]
[ROW][C]4[/C][C]0.217654[/C][C]1.6718[/C][C]0.049927[/C][/ROW]
[ROW][C]5[/C][C]0.093851[/C][C]0.7209[/C][C]0.236913[/C][/ROW]
[ROW][C]6[/C][C]-0.131818[/C][C]-1.0125[/C][C]0.157714[/C][/ROW]
[ROW][C]7[/C][C]-0.012377[/C][C]-0.0951[/C][C]0.46229[/C][/ROW]
[ROW][C]8[/C][C]-0.086339[/C][C]-0.6632[/C][C]0.254897[/C][/ROW]
[ROW][C]9[/C][C]-0.195066[/C][C]-1.4983[/C][C]0.06969[/C][/ROW]
[ROW][C]10[/C][C]-0.133334[/C][C]-1.0242[/C][C]0.154971[/C][/ROW]
[ROW][C]11[/C][C]0.038301[/C][C]0.2942[/C][C]0.384819[/C][/ROW]
[ROW][C]12[/C][C]-0.381083[/C][C]-2.9272[/C][C]0.002426[/C][/ROW]
[ROW][C]13[/C][C]-0.228944[/C][C]-1.7586[/C][C]0.04192[/C][/ROW]
[ROW][C]14[/C][C]-0.097094[/C][C]-0.7458[/C][C]0.229376[/C][/ROW]
[ROW][C]15[/C][C]-0.016851[/C][C]-0.1294[/C][C]0.448727[/C][/ROW]
[ROW][C]16[/C][C]-0.114502[/C][C]-0.8795[/C][C]0.191348[/C][/ROW]
[ROW][C]17[/C][C]-0.182914[/C][C]-1.405[/C][C]0.082634[/C][/ROW]
[ROW][C]18[/C][C]0.070791[/C][C]0.5438[/C][C]0.294329[/C][/ROW]
[ROW][C]19[/C][C]0.062574[/C][C]0.4806[/C][C]0.316275[/C][/ROW]
[ROW][C]20[/C][C]-0.076893[/C][C]-0.5906[/C][C]0.278514[/C][/ROW]
[ROW][C]21[/C][C]0.013093[/C][C]0.1006[/C][C]0.460117[/C][/ROW]
[ROW][C]22[/C][C]0.075438[/C][C]0.5794[/C][C]0.282247[/C][/ROW]
[ROW][C]23[/C][C]-0.031571[/C][C]-0.2425[/C][C]0.404616[/C][/ROW]
[ROW][C]24[/C][C]-0.087406[/C][C]-0.6714[/C][C]0.252299[/C][/ROW]
[ROW][C]25[/C][C]0.093743[/C][C]0.7201[/C][C]0.237168[/C][/ROW]
[ROW][C]26[/C][C]0.064924[/C][C]0.4987[/C][C]0.309925[/C][/ROW]
[ROW][C]27[/C][C]-0.025159[/C][C]-0.1932[/C][C]0.423714[/C][/ROW]
[ROW][C]28[/C][C]0.018759[/C][C]0.1441[/C][C]0.442961[/C][/ROW]
[ROW][C]29[/C][C]0.076274[/C][C]0.5859[/C][C]0.280098[/C][/ROW]
[ROW][C]30[/C][C]0.067565[/C][C]0.519[/C][C]0.30286[/C][/ROW]
[ROW][C]31[/C][C]-0.031552[/C][C]-0.2424[/C][C]0.404673[/C][/ROW]
[ROW][C]32[/C][C]0.029375[/C][C]0.2256[/C][C]0.411132[/C][/ROW]
[ROW][C]33[/C][C]0.086711[/C][C]0.666[/C][C]0.253991[/C][/ROW]
[ROW][C]34[/C][C]-0.015109[/C][C]-0.1161[/C][C]0.454003[/C][/ROW]
[ROW][C]35[/C][C]-0.090524[/C][C]-0.6953[/C][C]0.244789[/C][/ROW]
[ROW][C]36[/C][C]0.112332[/C][C]0.8628[/C][C]0.195861[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63632&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63632&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	0.189966	1.4592	0.074912
2	0.13687	1.0513	0.148699
3	0.204837	1.5734	0.060489
4	0.217654	1.6718	0.049927
5	0.093851	0.7209	0.236913
6	-0.131818	-1.0125	0.157714
7	-0.012377	-0.0951	0.46229
8	-0.086339	-0.6632	0.254897
9	-0.195066	-1.4983	0.06969
10	-0.133334	-1.0242	0.154971
11	0.038301	0.2942	0.384819
12	-0.381083	-2.9272	0.002426
13	-0.228944	-1.7586	0.04192
14	-0.097094	-0.7458	0.229376
15	-0.016851	-0.1294	0.448727
16	-0.114502	-0.8795	0.191348
17	-0.182914	-1.405	0.082634
18	0.070791	0.5438	0.294329
19	0.062574	0.4806	0.316275
20	-0.076893	-0.5906	0.278514
21	0.013093	0.1006	0.460117
22	0.075438	0.5794	0.282247
23	-0.031571	-0.2425	0.404616
24	-0.087406	-0.6714	0.252299
25	0.093743	0.7201	0.237168
26	0.064924	0.4987	0.309925
27	-0.025159	-0.1932	0.423714
28	0.018759	0.1441	0.442961
29	0.076274	0.5859	0.280098
30	0.067565	0.519	0.30286
31	-0.031552	-0.2424	0.404673
32	0.029375	0.2256	0.411132
33	0.086711	0.666	0.253991
34	-0.015109	-0.1161	0.454003
35	-0.090524	-0.6953	0.244789
36	0.112332	0.8628	0.195861

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.189966	1.4592	0.074912
2	0.104556	0.8031	0.212567
3	0.1696	1.3027	0.098866
4	0.155367	1.1934	0.118746
5	0.004246	0.0326	0.487046
6	-0.231522	-1.7784	0.040249
7	-0.04603	-0.3536	0.362462
8	-0.112501	-0.8641	0.195507
9	-0.143533	-1.1025	0.137361
10	-0.002586	-0.0199	0.492109
11	0.187346	1.439	0.077713
12	-0.391303	-3.0057	0.001944
13	-0.081724	-0.6277	0.2663
14	0.00067	0.0051	0.497955
15	0.059971	0.4606	0.323372
16	0.010136	0.0779	0.469102
17	-0.018211	-0.1399	0.444615
18	-0.033488	-0.2572	0.398951
19	0.024868	0.191	0.424586
20	-0.133071	-1.0221	0.155445
21	-0.038706	-0.2973	0.383638
22	-0.025803	-0.1982	0.421787
23	0.010822	0.0831	0.467018
24	-0.218544	-1.6787	0.049253
25	0.102177	0.7848	0.217844
26	-0.05649	-0.4339	0.33297
27	0.039945	0.3068	0.38003
28	0.080369	0.6173	0.269696
29	-0.06727	-0.5167	0.303646
30	-0.069282	-0.5322	0.298305
31	0.080397	0.6175	0.269628
32	-0.091608	-0.7037	0.242208
33	0.036158	0.2777	0.391094
34	-0.020323	-0.1561	0.438242
35	-0.098638	-0.7576	0.225838
36	0.016965	0.1303	0.448383

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.189966 & 1.4592 & 0.074912 \tabularnewline
2 & 0.104556 & 0.8031 & 0.212567 \tabularnewline
3 & 0.1696 & 1.3027 & 0.098866 \tabularnewline
4 & 0.155367 & 1.1934 & 0.118746 \tabularnewline
5 & 0.004246 & 0.0326 & 0.487046 \tabularnewline
6 & -0.231522 & -1.7784 & 0.040249 \tabularnewline
7 & -0.04603 & -0.3536 & 0.362462 \tabularnewline
8 & -0.112501 & -0.8641 & 0.195507 \tabularnewline
9 & -0.143533 & -1.1025 & 0.137361 \tabularnewline
10 & -0.002586 & -0.0199 & 0.492109 \tabularnewline
11 & 0.187346 & 1.439 & 0.077713 \tabularnewline
12 & -0.391303 & -3.0057 & 0.001944 \tabularnewline
13 & -0.081724 & -0.6277 & 0.2663 \tabularnewline
14 & 0.00067 & 0.0051 & 0.497955 \tabularnewline
15 & 0.059971 & 0.4606 & 0.323372 \tabularnewline
16 & 0.010136 & 0.0779 & 0.469102 \tabularnewline
17 & -0.018211 & -0.1399 & 0.444615 \tabularnewline
18 & -0.033488 & -0.2572 & 0.398951 \tabularnewline
19 & 0.024868 & 0.191 & 0.424586 \tabularnewline
20 & -0.133071 & -1.0221 & 0.155445 \tabularnewline
21 & -0.038706 & -0.2973 & 0.383638 \tabularnewline
22 & -0.025803 & -0.1982 & 0.421787 \tabularnewline
23 & 0.010822 & 0.0831 & 0.467018 \tabularnewline
24 & -0.218544 & -1.6787 & 0.049253 \tabularnewline
25 & 0.102177 & 0.7848 & 0.217844 \tabularnewline
26 & -0.05649 & -0.4339 & 0.33297 \tabularnewline
27 & 0.039945 & 0.3068 & 0.38003 \tabularnewline
28 & 0.080369 & 0.6173 & 0.269696 \tabularnewline
29 & -0.06727 & -0.5167 & 0.303646 \tabularnewline
30 & -0.069282 & -0.5322 & 0.298305 \tabularnewline
31 & 0.080397 & 0.6175 & 0.269628 \tabularnewline
32 & -0.091608 & -0.7037 & 0.242208 \tabularnewline
33 & 0.036158 & 0.2777 & 0.391094 \tabularnewline
34 & -0.020323 & -0.1561 & 0.438242 \tabularnewline
35 & -0.098638 & -0.7576 & 0.225838 \tabularnewline
36 & 0.016965 & 0.1303 & 0.448383 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63632&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]0.189966[/C][C]1.4592[/C][C]0.074912[/C][/ROW]
[ROW][C]2[/C][C]0.104556[/C][C]0.8031[/C][C]0.212567[/C][/ROW]
[ROW][C]3[/C][C]0.1696[/C][C]1.3027[/C][C]0.098866[/C][/ROW]
[ROW][C]4[/C][C]0.155367[/C][C]1.1934[/C][C]0.118746[/C][/ROW]
[ROW][C]5[/C][C]0.004246[/C][C]0.0326[/C][C]0.487046[/C][/ROW]
[ROW][C]6[/C][C]-0.231522[/C][C]-1.7784[/C][C]0.040249[/C][/ROW]
[ROW][C]7[/C][C]-0.04603[/C][C]-0.3536[/C][C]0.362462[/C][/ROW]
[ROW][C]8[/C][C]-0.112501[/C][C]-0.8641[/C][C]0.195507[/C][/ROW]
[ROW][C]9[/C][C]-0.143533[/C][C]-1.1025[/C][C]0.137361[/C][/ROW]
[ROW][C]10[/C][C]-0.002586[/C][C]-0.0199[/C][C]0.492109[/C][/ROW]
[ROW][C]11[/C][C]0.187346[/C][C]1.439[/C][C]0.077713[/C][/ROW]
[ROW][C]12[/C][C]-0.391303[/C][C]-3.0057[/C][C]0.001944[/C][/ROW]
[ROW][C]13[/C][C]-0.081724[/C][C]-0.6277[/C][C]0.2663[/C][/ROW]
[ROW][C]14[/C][C]0.00067[/C][C]0.0051[/C][C]0.497955[/C][/ROW]
[ROW][C]15[/C][C]0.059971[/C][C]0.4606[/C][C]0.323372[/C][/ROW]
[ROW][C]16[/C][C]0.010136[/C][C]0.0779[/C][C]0.469102[/C][/ROW]
[ROW][C]17[/C][C]-0.018211[/C][C]-0.1399[/C][C]0.444615[/C][/ROW]
[ROW][C]18[/C][C]-0.033488[/C][C]-0.2572[/C][C]0.398951[/C][/ROW]
[ROW][C]19[/C][C]0.024868[/C][C]0.191[/C][C]0.424586[/C][/ROW]
[ROW][C]20[/C][C]-0.133071[/C][C]-1.0221[/C][C]0.155445[/C][/ROW]
[ROW][C]21[/C][C]-0.038706[/C][C]-0.2973[/C][C]0.383638[/C][/ROW]
[ROW][C]22[/C][C]-0.025803[/C][C]-0.1982[/C][C]0.421787[/C][/ROW]
[ROW][C]23[/C][C]0.010822[/C][C]0.0831[/C][C]0.467018[/C][/ROW]
[ROW][C]24[/C][C]-0.218544[/C][C]-1.6787[/C][C]0.049253[/C][/ROW]
[ROW][C]25[/C][C]0.102177[/C][C]0.7848[/C][C]0.217844[/C][/ROW]
[ROW][C]26[/C][C]-0.05649[/C][C]-0.4339[/C][C]0.33297[/C][/ROW]
[ROW][C]27[/C][C]0.039945[/C][C]0.3068[/C][C]0.38003[/C][/ROW]
[ROW][C]28[/C][C]0.080369[/C][C]0.6173[/C][C]0.269696[/C][/ROW]
[ROW][C]29[/C][C]-0.06727[/C][C]-0.5167[/C][C]0.303646[/C][/ROW]
[ROW][C]30[/C][C]-0.069282[/C][C]-0.5322[/C][C]0.298305[/C][/ROW]
[ROW][C]31[/C][C]0.080397[/C][C]0.6175[/C][C]0.269628[/C][/ROW]
[ROW][C]32[/C][C]-0.091608[/C][C]-0.7037[/C][C]0.242208[/C][/ROW]
[ROW][C]33[/C][C]0.036158[/C][C]0.2777[/C][C]0.391094[/C][/ROW]
[ROW][C]34[/C][C]-0.020323[/C][C]-0.1561[/C][C]0.438242[/C][/ROW]
[ROW][C]35[/C][C]-0.098638[/C][C]-0.7576[/C][C]0.225838[/C][/ROW]
[ROW][C]36[/C][C]0.016965[/C][C]0.1303[/C][C]0.448383[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63632&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63632&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	0.189966	1.4592	0.074912
2	0.104556	0.8031	0.212567
3	0.1696	1.3027	0.098866
4	0.155367	1.1934	0.118746
5	0.004246	0.0326	0.487046
6	-0.231522	-1.7784	0.040249
7	-0.04603	-0.3536	0.362462
8	-0.112501	-0.8641	0.195507
9	-0.143533	-1.1025	0.137361
10	-0.002586	-0.0199	0.492109
11	0.187346	1.439	0.077713
12	-0.391303	-3.0057	0.001944
13	-0.081724	-0.6277	0.2663
14	0.00067	0.0051	0.497955
15	0.059971	0.4606	0.323372
16	0.010136	0.0779	0.469102
17	-0.018211	-0.1399	0.444615
18	-0.033488	-0.2572	0.398951
19	0.024868	0.191	0.424586
20	-0.133071	-1.0221	0.155445
21	-0.038706	-0.2973	0.383638
22	-0.025803	-0.1982	0.421787
23	0.010822	0.0831	0.467018
24	-0.218544	-1.6787	0.049253
25	0.102177	0.7848	0.217844
26	-0.05649	-0.4339	0.33297
27	0.039945	0.3068	0.38003
28	0.080369	0.6173	0.269696
29	-0.06727	-0.5167	0.303646
30	-0.069282	-0.5322	0.298305
31	0.080397	0.6175	0.269628
32	-0.091608	-0.7037	0.242208
33	0.036158	0.2777	0.391094
34	-0.020323	-0.1561	0.438242
35	-0.098638	-0.7576	0.225838
36	0.016965	0.1303	0.448383

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