Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 08:42:01 -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/t12599413710ls3kscpncle110.htm/, Retrieved Sat, 27 Apr 2024 13:36:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63791, Retrieved Sat, 27 Apr 2024 13:36:19 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

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 14:48:46] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-04 15:42:01] [a1151e037da67acc5ce4bbcb8804d7f1] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=63791&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=63791&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63791&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	0.007111	0.0493	0.480455
2	0.050642	0.3509	0.363616
3	0.073255	0.5075	0.307055
4	-0.027333	-0.1894	0.425302
5	-0.042028	-0.2912	0.386084
6	-0.029947	-0.2075	0.418256
7	-0.032256	-0.2235	0.412057
8	-0.025738	-0.1783	0.429612
9	0.005925	0.041	0.483715
10	-0.250575	-1.736	0.044487
11	-0.024208	-0.1677	0.433754
12	-0.199266	-1.3806	0.086906
13	-0.086235	-0.5975	0.276506
14	0.035325	0.2447	0.403851
15	0.092058	0.6378	0.263319
16	0.007566	0.0524	0.479207
17	-0.034722	-0.2406	0.405459
18	0.143506	0.9942	0.162546
19	0.110564	0.766	0.22371
20	0.10425	0.7223	0.236818
21	0.008113	0.0562	0.477705
22	-0.037216	-0.2578	0.398816
23	0.0816	0.5653	0.287238
24	-0.184171	-1.276	0.104052
25	-0.098659	-0.6835	0.248779
26	-0.17032	-1.18	0.121906
27	0.018145	0.1257	0.450244
28	-0.096981	-0.6719	0.252433
29	0.004701	0.0326	0.487077
30	-0.018747	-0.1299	0.4486
31	-0.155606	-1.0781	0.143196
32	0.021065	0.1459	0.442289
33	-0.059273	-0.4107	0.341575
34	0.050271	0.3483	0.364574
35	0.026452	0.1833	0.427681
36	-0.020731	-0.1436	0.443197

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.007111 & 0.0493 & 0.480455 \tabularnewline
2 & 0.050642 & 0.3509 & 0.363616 \tabularnewline
3 & 0.073255 & 0.5075 & 0.307055 \tabularnewline
4 & -0.027333 & -0.1894 & 0.425302 \tabularnewline
5 & -0.042028 & -0.2912 & 0.386084 \tabularnewline
6 & -0.029947 & -0.2075 & 0.418256 \tabularnewline
7 & -0.032256 & -0.2235 & 0.412057 \tabularnewline
8 & -0.025738 & -0.1783 & 0.429612 \tabularnewline
9 & 0.005925 & 0.041 & 0.483715 \tabularnewline
10 & -0.250575 & -1.736 & 0.044487 \tabularnewline
11 & -0.024208 & -0.1677 & 0.433754 \tabularnewline
12 & -0.199266 & -1.3806 & 0.086906 \tabularnewline
13 & -0.086235 & -0.5975 & 0.276506 \tabularnewline
14 & 0.035325 & 0.2447 & 0.403851 \tabularnewline
15 & 0.092058 & 0.6378 & 0.263319 \tabularnewline
16 & 0.007566 & 0.0524 & 0.479207 \tabularnewline
17 & -0.034722 & -0.2406 & 0.405459 \tabularnewline
18 & 0.143506 & 0.9942 & 0.162546 \tabularnewline
19 & 0.110564 & 0.766 & 0.22371 \tabularnewline
20 & 0.10425 & 0.7223 & 0.236818 \tabularnewline
21 & 0.008113 & 0.0562 & 0.477705 \tabularnewline
22 & -0.037216 & -0.2578 & 0.398816 \tabularnewline
23 & 0.0816 & 0.5653 & 0.287238 \tabularnewline
24 & -0.184171 & -1.276 & 0.104052 \tabularnewline
25 & -0.098659 & -0.6835 & 0.248779 \tabularnewline
26 & -0.17032 & -1.18 & 0.121906 \tabularnewline
27 & 0.018145 & 0.1257 & 0.450244 \tabularnewline
28 & -0.096981 & -0.6719 & 0.252433 \tabularnewline
29 & 0.004701 & 0.0326 & 0.487077 \tabularnewline
30 & -0.018747 & -0.1299 & 0.4486 \tabularnewline
31 & -0.155606 & -1.0781 & 0.143196 \tabularnewline
32 & 0.021065 & 0.1459 & 0.442289 \tabularnewline
33 & -0.059273 & -0.4107 & 0.341575 \tabularnewline
34 & 0.050271 & 0.3483 & 0.364574 \tabularnewline
35 & 0.026452 & 0.1833 & 0.427681 \tabularnewline
36 & -0.020731 & -0.1436 & 0.443197 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63791&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]0.007111[/C][C]0.0493[/C][C]0.480455[/C][/ROW]
[ROW][C]2[/C][C]0.050642[/C][C]0.3509[/C][C]0.363616[/C][/ROW]
[ROW][C]3[/C][C]0.073255[/C][C]0.5075[/C][C]0.307055[/C][/ROW]
[ROW][C]4[/C][C]-0.027333[/C][C]-0.1894[/C][C]0.425302[/C][/ROW]
[ROW][C]5[/C][C]-0.042028[/C][C]-0.2912[/C][C]0.386084[/C][/ROW]
[ROW][C]6[/C][C]-0.029947[/C][C]-0.2075[/C][C]0.418256[/C][/ROW]
[ROW][C]7[/C][C]-0.032256[/C][C]-0.2235[/C][C]0.412057[/C][/ROW]
[ROW][C]8[/C][C]-0.025738[/C][C]-0.1783[/C][C]0.429612[/C][/ROW]
[ROW][C]9[/C][C]0.005925[/C][C]0.041[/C][C]0.483715[/C][/ROW]
[ROW][C]10[/C][C]-0.250575[/C][C]-1.736[/C][C]0.044487[/C][/ROW]
[ROW][C]11[/C][C]-0.024208[/C][C]-0.1677[/C][C]0.433754[/C][/ROW]
[ROW][C]12[/C][C]-0.199266[/C][C]-1.3806[/C][C]0.086906[/C][/ROW]
[ROW][C]13[/C][C]-0.086235[/C][C]-0.5975[/C][C]0.276506[/C][/ROW]
[ROW][C]14[/C][C]0.035325[/C][C]0.2447[/C][C]0.403851[/C][/ROW]
[ROW][C]15[/C][C]0.092058[/C][C]0.6378[/C][C]0.263319[/C][/ROW]
[ROW][C]16[/C][C]0.007566[/C][C]0.0524[/C][C]0.479207[/C][/ROW]
[ROW][C]17[/C][C]-0.034722[/C][C]-0.2406[/C][C]0.405459[/C][/ROW]
[ROW][C]18[/C][C]0.143506[/C][C]0.9942[/C][C]0.162546[/C][/ROW]
[ROW][C]19[/C][C]0.110564[/C][C]0.766[/C][C]0.22371[/C][/ROW]
[ROW][C]20[/C][C]0.10425[/C][C]0.7223[/C][C]0.236818[/C][/ROW]
[ROW][C]21[/C][C]0.008113[/C][C]0.0562[/C][C]0.477705[/C][/ROW]
[ROW][C]22[/C][C]-0.037216[/C][C]-0.2578[/C][C]0.398816[/C][/ROW]
[ROW][C]23[/C][C]0.0816[/C][C]0.5653[/C][C]0.287238[/C][/ROW]
[ROW][C]24[/C][C]-0.184171[/C][C]-1.276[/C][C]0.104052[/C][/ROW]
[ROW][C]25[/C][C]-0.098659[/C][C]-0.6835[/C][C]0.248779[/C][/ROW]
[ROW][C]26[/C][C]-0.17032[/C][C]-1.18[/C][C]0.121906[/C][/ROW]
[ROW][C]27[/C][C]0.018145[/C][C]0.1257[/C][C]0.450244[/C][/ROW]
[ROW][C]28[/C][C]-0.096981[/C][C]-0.6719[/C][C]0.252433[/C][/ROW]
[ROW][C]29[/C][C]0.004701[/C][C]0.0326[/C][C]0.487077[/C][/ROW]
[ROW][C]30[/C][C]-0.018747[/C][C]-0.1299[/C][C]0.4486[/C][/ROW]
[ROW][C]31[/C][C]-0.155606[/C][C]-1.0781[/C][C]0.143196[/C][/ROW]
[ROW][C]32[/C][C]0.021065[/C][C]0.1459[/C][C]0.442289[/C][/ROW]
[ROW][C]33[/C][C]-0.059273[/C][C]-0.4107[/C][C]0.341575[/C][/ROW]
[ROW][C]34[/C][C]0.050271[/C][C]0.3483[/C][C]0.364574[/C][/ROW]
[ROW][C]35[/C][C]0.026452[/C][C]0.1833[/C][C]0.427681[/C][/ROW]
[ROW][C]36[/C][C]-0.020731[/C][C]-0.1436[/C][C]0.443197[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63791&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63791&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	0.007111	0.0493	0.480455
2	0.050642	0.3509	0.363616
3	0.073255	0.5075	0.307055
4	-0.027333	-0.1894	0.425302
5	-0.042028	-0.2912	0.386084
6	-0.029947	-0.2075	0.418256
7	-0.032256	-0.2235	0.412057
8	-0.025738	-0.1783	0.429612
9	0.005925	0.041	0.483715
10	-0.250575	-1.736	0.044487
11	-0.024208	-0.1677	0.433754
12	-0.199266	-1.3806	0.086906
13	-0.086235	-0.5975	0.276506
14	0.035325	0.2447	0.403851
15	0.092058	0.6378	0.263319
16	0.007566	0.0524	0.479207
17	-0.034722	-0.2406	0.405459
18	0.143506	0.9942	0.162546
19	0.110564	0.766	0.22371
20	0.10425	0.7223	0.236818
21	0.008113	0.0562	0.477705
22	-0.037216	-0.2578	0.398816
23	0.0816	0.5653	0.287238
24	-0.184171	-1.276	0.104052
25	-0.098659	-0.6835	0.248779
26	-0.17032	-1.18	0.121906
27	0.018145	0.1257	0.450244
28	-0.096981	-0.6719	0.252433
29	0.004701	0.0326	0.487077
30	-0.018747	-0.1299	0.4486
31	-0.155606	-1.0781	0.143196
32	0.021065	0.1459	0.442289
33	-0.059273	-0.4107	0.341575
34	0.050271	0.3483	0.364574
35	0.026452	0.1833	0.427681
36	-0.020731	-0.1436	0.443197

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.007111	0.0493	0.480455
2	0.050594	0.3505	0.36374
3	0.072743	0.504	0.30829
4	-0.030856	-0.2138	0.415814
5	-0.049574	-0.3435	0.366378
6	-0.032263	-0.2235	0.412038
7	-0.023224	-0.1609	0.436425
8	-0.016481	-0.1142	0.454785
9	0.011234	0.0778	0.469143
10	-0.251216	-1.7405	0.044092
11	-0.026887	-0.1863	0.426505
12	-0.194622	-1.3484	0.091932
13	-0.058552	-0.4057	0.343398
14	0.035301	0.2446	0.403916
15	0.107956	0.7479	0.229073
16	-0.01506	-0.1043	0.458668
17	-0.09069	-0.6283	0.266386
18	0.111235	0.7707	0.222342
19	0.13695	0.9488	0.173732
20	0.067349	0.4666	0.321447
21	-0.016639	-0.1153	0.454354
22	-0.171892	-1.1909	0.119775
23	0.041897	0.2903	0.386429
24	-0.218079	-1.5109	0.068685
25	-0.066676	-0.4619	0.323105
26	-0.206473	-1.4305	0.079528
27	0.05645	0.3911	0.348728
28	-0.051825	-0.3591	0.360564
29	0.04465	0.3093	0.379199
30	0.043639	0.3023	0.381849
31	-0.097041	-0.6723	0.252302
32	0.036064	0.2499	0.401881
33	-0.064475	-0.4467	0.328552
34	-0.092586	-0.6415	0.262139
35	-0.01241	-0.086	0.465919
36	-0.262054	-1.8156	0.037843

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.007111 & 0.0493 & 0.480455 \tabularnewline
2 & 0.050594 & 0.3505 & 0.36374 \tabularnewline
3 & 0.072743 & 0.504 & 0.30829 \tabularnewline
4 & -0.030856 & -0.2138 & 0.415814 \tabularnewline
5 & -0.049574 & -0.3435 & 0.366378 \tabularnewline
6 & -0.032263 & -0.2235 & 0.412038 \tabularnewline
7 & -0.023224 & -0.1609 & 0.436425 \tabularnewline
8 & -0.016481 & -0.1142 & 0.454785 \tabularnewline
9 & 0.011234 & 0.0778 & 0.469143 \tabularnewline
10 & -0.251216 & -1.7405 & 0.044092 \tabularnewline
11 & -0.026887 & -0.1863 & 0.426505 \tabularnewline
12 & -0.194622 & -1.3484 & 0.091932 \tabularnewline
13 & -0.058552 & -0.4057 & 0.343398 \tabularnewline
14 & 0.035301 & 0.2446 & 0.403916 \tabularnewline
15 & 0.107956 & 0.7479 & 0.229073 \tabularnewline
16 & -0.01506 & -0.1043 & 0.458668 \tabularnewline
17 & -0.09069 & -0.6283 & 0.266386 \tabularnewline
18 & 0.111235 & 0.7707 & 0.222342 \tabularnewline
19 & 0.13695 & 0.9488 & 0.173732 \tabularnewline
20 & 0.067349 & 0.4666 & 0.321447 \tabularnewline
21 & -0.016639 & -0.1153 & 0.454354 \tabularnewline
22 & -0.171892 & -1.1909 & 0.119775 \tabularnewline
23 & 0.041897 & 0.2903 & 0.386429 \tabularnewline
24 & -0.218079 & -1.5109 & 0.068685 \tabularnewline
25 & -0.066676 & -0.4619 & 0.323105 \tabularnewline
26 & -0.206473 & -1.4305 & 0.079528 \tabularnewline
27 & 0.05645 & 0.3911 & 0.348728 \tabularnewline
28 & -0.051825 & -0.3591 & 0.360564 \tabularnewline
29 & 0.04465 & 0.3093 & 0.379199 \tabularnewline
30 & 0.043639 & 0.3023 & 0.381849 \tabularnewline
31 & -0.097041 & -0.6723 & 0.252302 \tabularnewline
32 & 0.036064 & 0.2499 & 0.401881 \tabularnewline
33 & -0.064475 & -0.4467 & 0.328552 \tabularnewline
34 & -0.092586 & -0.6415 & 0.262139 \tabularnewline
35 & -0.01241 & -0.086 & 0.465919 \tabularnewline
36 & -0.262054 & -1.8156 & 0.037843 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63791&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]0.007111[/C][C]0.0493[/C][C]0.480455[/C][/ROW]
[ROW][C]2[/C][C]0.050594[/C][C]0.3505[/C][C]0.36374[/C][/ROW]
[ROW][C]3[/C][C]0.072743[/C][C]0.504[/C][C]0.30829[/C][/ROW]
[ROW][C]4[/C][C]-0.030856[/C][C]-0.2138[/C][C]0.415814[/C][/ROW]
[ROW][C]5[/C][C]-0.049574[/C][C]-0.3435[/C][C]0.366378[/C][/ROW]
[ROW][C]6[/C][C]-0.032263[/C][C]-0.2235[/C][C]0.412038[/C][/ROW]
[ROW][C]7[/C][C]-0.023224[/C][C]-0.1609[/C][C]0.436425[/C][/ROW]
[ROW][C]8[/C][C]-0.016481[/C][C]-0.1142[/C][C]0.454785[/C][/ROW]
[ROW][C]9[/C][C]0.011234[/C][C]0.0778[/C][C]0.469143[/C][/ROW]
[ROW][C]10[/C][C]-0.251216[/C][C]-1.7405[/C][C]0.044092[/C][/ROW]
[ROW][C]11[/C][C]-0.026887[/C][C]-0.1863[/C][C]0.426505[/C][/ROW]
[ROW][C]12[/C][C]-0.194622[/C][C]-1.3484[/C][C]0.091932[/C][/ROW]
[ROW][C]13[/C][C]-0.058552[/C][C]-0.4057[/C][C]0.343398[/C][/ROW]
[ROW][C]14[/C][C]0.035301[/C][C]0.2446[/C][C]0.403916[/C][/ROW]
[ROW][C]15[/C][C]0.107956[/C][C]0.7479[/C][C]0.229073[/C][/ROW]
[ROW][C]16[/C][C]-0.01506[/C][C]-0.1043[/C][C]0.458668[/C][/ROW]
[ROW][C]17[/C][C]-0.09069[/C][C]-0.6283[/C][C]0.266386[/C][/ROW]
[ROW][C]18[/C][C]0.111235[/C][C]0.7707[/C][C]0.222342[/C][/ROW]
[ROW][C]19[/C][C]0.13695[/C][C]0.9488[/C][C]0.173732[/C][/ROW]
[ROW][C]20[/C][C]0.067349[/C][C]0.4666[/C][C]0.321447[/C][/ROW]
[ROW][C]21[/C][C]-0.016639[/C][C]-0.1153[/C][C]0.454354[/C][/ROW]
[ROW][C]22[/C][C]-0.171892[/C][C]-1.1909[/C][C]0.119775[/C][/ROW]
[ROW][C]23[/C][C]0.041897[/C][C]0.2903[/C][C]0.386429[/C][/ROW]
[ROW][C]24[/C][C]-0.218079[/C][C]-1.5109[/C][C]0.068685[/C][/ROW]
[ROW][C]25[/C][C]-0.066676[/C][C]-0.4619[/C][C]0.323105[/C][/ROW]
[ROW][C]26[/C][C]-0.206473[/C][C]-1.4305[/C][C]0.079528[/C][/ROW]
[ROW][C]27[/C][C]0.05645[/C][C]0.3911[/C][C]0.348728[/C][/ROW]
[ROW][C]28[/C][C]-0.051825[/C][C]-0.3591[/C][C]0.360564[/C][/ROW]
[ROW][C]29[/C][C]0.04465[/C][C]0.3093[/C][C]0.379199[/C][/ROW]
[ROW][C]30[/C][C]0.043639[/C][C]0.3023[/C][C]0.381849[/C][/ROW]
[ROW][C]31[/C][C]-0.097041[/C][C]-0.6723[/C][C]0.252302[/C][/ROW]
[ROW][C]32[/C][C]0.036064[/C][C]0.2499[/C][C]0.401881[/C][/ROW]
[ROW][C]33[/C][C]-0.064475[/C][C]-0.4467[/C][C]0.328552[/C][/ROW]
[ROW][C]34[/C][C]-0.092586[/C][C]-0.6415[/C][C]0.262139[/C][/ROW]
[ROW][C]35[/C][C]-0.01241[/C][C]-0.086[/C][C]0.465919[/C][/ROW]
[ROW][C]36[/C][C]-0.262054[/C][C]-1.8156[/C][C]0.037843[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63791&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63791&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	0.007111	0.0493	0.480455
2	0.050594	0.3505	0.36374
3	0.072743	0.504	0.30829
4	-0.030856	-0.2138	0.415814
5	-0.049574	-0.3435	0.366378
6	-0.032263	-0.2235	0.412038
7	-0.023224	-0.1609	0.436425
8	-0.016481	-0.1142	0.454785
9	0.011234	0.0778	0.469143
10	-0.251216	-1.7405	0.044092
11	-0.026887	-0.1863	0.426505
12	-0.194622	-1.3484	0.091932
13	-0.058552	-0.4057	0.343398
14	0.035301	0.2446	0.403916
15	0.107956	0.7479	0.229073
16	-0.01506	-0.1043	0.458668
17	-0.09069	-0.6283	0.266386
18	0.111235	0.7707	0.222342
19	0.13695	0.9488	0.173732
20	0.067349	0.4666	0.321447
21	-0.016639	-0.1153	0.454354
22	-0.171892	-1.1909	0.119775
23	0.041897	0.2903	0.386429
24	-0.218079	-1.5109	0.068685
25	-0.066676	-0.4619	0.323105
26	-0.206473	-1.4305	0.079528
27	0.05645	0.3911	0.348728
28	-0.051825	-0.3591	0.360564
29	0.04465	0.3093	0.379199
30	0.043639	0.3023	0.381849
31	-0.097041	-0.6723	0.252302
32	0.036064	0.2499	0.401881
33	-0.064475	-0.4467	0.328552
34	-0.092586	-0.6415	0.262139
35	-0.01241	-0.086	0.465919
36	-0.262054	-1.8156	0.037843

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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