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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 08:58:28 -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/t1259942345d32v2krdzub1s9x.htm/, Retrieved Sun, 28 Apr 2024 05:41:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63811, Retrieved Sun, 28 Apr 2024 05:41:52 +0000

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User-defined keywords

Estimated Impact

125

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]
-   PD      [(Partial) Autocorrelation Function] [PACF en ACF] [2009-12-04 15:58:28] [154177ed6b2613a730375f7d341441cf] [Current]
-   P         [(Partial) Autocorrelation Function] [PACF en ACF] [2009-12-04 16:03:38] [075a06058fde559dd021d126a2b15a40] 
- RMP           [ARIMA Backward Selection] [ARIMA Backward Es...] [2009-12-10 10:49:45] [075a06058fde559dd021d126a2b15a40] 

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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=63811&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=63811&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63811&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	-0.123188	-0.8535	0.198819
2	0.012752	0.0883	0.464985
3	0.026321	0.1824	0.428036
4	0.088245	0.6114	0.271917
5	-0.067097	-0.4649	0.322066
6	0.168721	1.1689	0.124101
7	0.105905	0.7337	0.233342
8	-0.034298	-0.2376	0.406592
9	0.020773	0.1439	0.443082
10	-0.133714	-0.9264	0.179437
11	0.439241	3.0431	0.001895
12	-0.19547	-1.3543	0.090998
13	-0.067151	-0.4652	0.321933
14	-0.025259	-0.175	0.430909
15	0.069729	0.4831	0.315612
16	-0.17502	-1.2126	0.115614
17	0.128471	0.8901	0.188933
18	-0.068348	-0.4735	0.31899
19	-0.190975	-1.3231	0.096033
20	-0.026952	-0.1867	0.426329
21	-0.086464	-0.599	0.275982
22	0.101981	0.7065	0.241632
23	-0.142493	-0.9872	0.164242
24	-0.040816	-0.2828	0.389281
25	-0.10884	-0.7541	0.227247
26	-0.035362	-0.245	0.403753
27	-0.069763	-0.4833	0.315528
28	-0.017512	-0.1213	0.45197
29	-0.04513	-0.3127	0.377943
30	-0.052628	-0.3646	0.358499
31	0.055071	0.3815	0.352241
32	0.007242	0.0502	0.480095
33	0.037101	0.257	0.399121
34	-0.057523	-0.3985	0.346002
35	-0.007089	-0.0491	0.480515
36	-0.049943	-0.346	0.365422

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.123188 & -0.8535 & 0.198819 \tabularnewline
2 & 0.012752 & 0.0883 & 0.464985 \tabularnewline
3 & 0.026321 & 0.1824 & 0.428036 \tabularnewline
4 & 0.088245 & 0.6114 & 0.271917 \tabularnewline
5 & -0.067097 & -0.4649 & 0.322066 \tabularnewline
6 & 0.168721 & 1.1689 & 0.124101 \tabularnewline
7 & 0.105905 & 0.7337 & 0.233342 \tabularnewline
8 & -0.034298 & -0.2376 & 0.406592 \tabularnewline
9 & 0.020773 & 0.1439 & 0.443082 \tabularnewline
10 & -0.133714 & -0.9264 & 0.179437 \tabularnewline
11 & 0.439241 & 3.0431 & 0.001895 \tabularnewline
12 & -0.19547 & -1.3543 & 0.090998 \tabularnewline
13 & -0.067151 & -0.4652 & 0.321933 \tabularnewline
14 & -0.025259 & -0.175 & 0.430909 \tabularnewline
15 & 0.069729 & 0.4831 & 0.315612 \tabularnewline
16 & -0.17502 & -1.2126 & 0.115614 \tabularnewline
17 & 0.128471 & 0.8901 & 0.188933 \tabularnewline
18 & -0.068348 & -0.4735 & 0.31899 \tabularnewline
19 & -0.190975 & -1.3231 & 0.096033 \tabularnewline
20 & -0.026952 & -0.1867 & 0.426329 \tabularnewline
21 & -0.086464 & -0.599 & 0.275982 \tabularnewline
22 & 0.101981 & 0.7065 & 0.241632 \tabularnewline
23 & -0.142493 & -0.9872 & 0.164242 \tabularnewline
24 & -0.040816 & -0.2828 & 0.389281 \tabularnewline
25 & -0.10884 & -0.7541 & 0.227247 \tabularnewline
26 & -0.035362 & -0.245 & 0.403753 \tabularnewline
27 & -0.069763 & -0.4833 & 0.315528 \tabularnewline
28 & -0.017512 & -0.1213 & 0.45197 \tabularnewline
29 & -0.04513 & -0.3127 & 0.377943 \tabularnewline
30 & -0.052628 & -0.3646 & 0.358499 \tabularnewline
31 & 0.055071 & 0.3815 & 0.352241 \tabularnewline
32 & 0.007242 & 0.0502 & 0.480095 \tabularnewline
33 & 0.037101 & 0.257 & 0.399121 \tabularnewline
34 & -0.057523 & -0.3985 & 0.346002 \tabularnewline
35 & -0.007089 & -0.0491 & 0.480515 \tabularnewline
36 & -0.049943 & -0.346 & 0.365422 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63811&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]-0.123188[/C][C]-0.8535[/C][C]0.198819[/C][/ROW]
[ROW][C]2[/C][C]0.012752[/C][C]0.0883[/C][C]0.464985[/C][/ROW]
[ROW][C]3[/C][C]0.026321[/C][C]0.1824[/C][C]0.428036[/C][/ROW]
[ROW][C]4[/C][C]0.088245[/C][C]0.6114[/C][C]0.271917[/C][/ROW]
[ROW][C]5[/C][C]-0.067097[/C][C]-0.4649[/C][C]0.322066[/C][/ROW]
[ROW][C]6[/C][C]0.168721[/C][C]1.1689[/C][C]0.124101[/C][/ROW]
[ROW][C]7[/C][C]0.105905[/C][C]0.7337[/C][C]0.233342[/C][/ROW]
[ROW][C]8[/C][C]-0.034298[/C][C]-0.2376[/C][C]0.406592[/C][/ROW]
[ROW][C]9[/C][C]0.020773[/C][C]0.1439[/C][C]0.443082[/C][/ROW]
[ROW][C]10[/C][C]-0.133714[/C][C]-0.9264[/C][C]0.179437[/C][/ROW]
[ROW][C]11[/C][C]0.439241[/C][C]3.0431[/C][C]0.001895[/C][/ROW]
[ROW][C]12[/C][C]-0.19547[/C][C]-1.3543[/C][C]0.090998[/C][/ROW]
[ROW][C]13[/C][C]-0.067151[/C][C]-0.4652[/C][C]0.321933[/C][/ROW]
[ROW][C]14[/C][C]-0.025259[/C][C]-0.175[/C][C]0.430909[/C][/ROW]
[ROW][C]15[/C][C]0.069729[/C][C]0.4831[/C][C]0.315612[/C][/ROW]
[ROW][C]16[/C][C]-0.17502[/C][C]-1.2126[/C][C]0.115614[/C][/ROW]
[ROW][C]17[/C][C]0.128471[/C][C]0.8901[/C][C]0.188933[/C][/ROW]
[ROW][C]18[/C][C]-0.068348[/C][C]-0.4735[/C][C]0.31899[/C][/ROW]
[ROW][C]19[/C][C]-0.190975[/C][C]-1.3231[/C][C]0.096033[/C][/ROW]
[ROW][C]20[/C][C]-0.026952[/C][C]-0.1867[/C][C]0.426329[/C][/ROW]
[ROW][C]21[/C][C]-0.086464[/C][C]-0.599[/C][C]0.275982[/C][/ROW]
[ROW][C]22[/C][C]0.101981[/C][C]0.7065[/C][C]0.241632[/C][/ROW]
[ROW][C]23[/C][C]-0.142493[/C][C]-0.9872[/C][C]0.164242[/C][/ROW]
[ROW][C]24[/C][C]-0.040816[/C][C]-0.2828[/C][C]0.389281[/C][/ROW]
[ROW][C]25[/C][C]-0.10884[/C][C]-0.7541[/C][C]0.227247[/C][/ROW]
[ROW][C]26[/C][C]-0.035362[/C][C]-0.245[/C][C]0.403753[/C][/ROW]
[ROW][C]27[/C][C]-0.069763[/C][C]-0.4833[/C][C]0.315528[/C][/ROW]
[ROW][C]28[/C][C]-0.017512[/C][C]-0.1213[/C][C]0.45197[/C][/ROW]
[ROW][C]29[/C][C]-0.04513[/C][C]-0.3127[/C][C]0.377943[/C][/ROW]
[ROW][C]30[/C][C]-0.052628[/C][C]-0.3646[/C][C]0.358499[/C][/ROW]
[ROW][C]31[/C][C]0.055071[/C][C]0.3815[/C][C]0.352241[/C][/ROW]
[ROW][C]32[/C][C]0.007242[/C][C]0.0502[/C][C]0.480095[/C][/ROW]
[ROW][C]33[/C][C]0.037101[/C][C]0.257[/C][C]0.399121[/C][/ROW]
[ROW][C]34[/C][C]-0.057523[/C][C]-0.3985[/C][C]0.346002[/C][/ROW]
[ROW][C]35[/C][C]-0.007089[/C][C]-0.0491[/C][C]0.480515[/C][/ROW]
[ROW][C]36[/C][C]-0.049943[/C][C]-0.346[/C][C]0.365422[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63811&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63811&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	-0.123188	-0.8535	0.198819
2	0.012752	0.0883	0.464985
3	0.026321	0.1824	0.428036
4	0.088245	0.6114	0.271917
5	-0.067097	-0.4649	0.322066
6	0.168721	1.1689	0.124101
7	0.105905	0.7337	0.233342
8	-0.034298	-0.2376	0.406592
9	0.020773	0.1439	0.443082
10	-0.133714	-0.9264	0.179437
11	0.439241	3.0431	0.001895
12	-0.19547	-1.3543	0.090998
13	-0.067151	-0.4652	0.321933
14	-0.025259	-0.175	0.430909
15	0.069729	0.4831	0.315612
16	-0.17502	-1.2126	0.115614
17	0.128471	0.8901	0.188933
18	-0.068348	-0.4735	0.31899
19	-0.190975	-1.3231	0.096033
20	-0.026952	-0.1867	0.426329
21	-0.086464	-0.599	0.275982
22	0.101981	0.7065	0.241632
23	-0.142493	-0.9872	0.164242
24	-0.040816	-0.2828	0.389281
25	-0.10884	-0.7541	0.227247
26	-0.035362	-0.245	0.403753
27	-0.069763	-0.4833	0.315528
28	-0.017512	-0.1213	0.45197
29	-0.04513	-0.3127	0.377943
30	-0.052628	-0.3646	0.358499
31	0.055071	0.3815	0.352241
32	0.007242	0.0502	0.480095
33	0.037101	0.257	0.399121
34	-0.057523	-0.3985	0.346002
35	-0.007089	-0.0491	0.480515
36	-0.049943	-0.346	0.365422

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.123188	-0.8535	0.198819
2	-0.002461	-0.0171	0.493233
3	0.028017	0.1941	0.423454
4	0.096471	0.6684	0.253549
5	-0.045765	-0.3171	0.376282
6	0.156724	1.0858	0.141492
7	0.14622	1.013	0.15806
8	-0.008785	-0.0609	0.47586
9	0.014856	0.1029	0.459226
10	-0.179412	-1.243	0.109952
11	0.43813	3.0355	0.001936
12	-0.177421	-1.2292	0.112492
13	-0.160337	-1.1108	0.136084
14	-0.053301	-0.3693	0.356771
15	0.006927	0.048	0.480961
16	-0.031285	-0.2167	0.414662
17	-0.058832	-0.4076	0.342689
18	-0.151954	-1.0528	0.14886
19	-0.12785	-0.8858	0.190079
20	-0.021611	-0.1497	0.440806
21	-0.004503	-0.0312	0.487622
22	-0.098791	-0.6844	0.248492
23	-0.027895	-0.1933	0.423786
24	0.018192	0.126	0.450113
25	-0.022702	-0.1573	0.437841
26	-0.121078	-0.8389	0.202855
27	0.094716	0.6562	0.257411
28	-0.151608	-1.0504	0.149403
29	0.042499	0.2944	0.384844
30	0.102596	0.7108	0.240321
31	0.054647	0.3786	0.353326
32	0.080438	0.5573	0.28996
33	-0.018771	-0.1301	0.448534
34	0.028488	0.1974	0.422186
35	-0.017306	-0.1199	0.452532
36	-0.029525	-0.2046	0.419392

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.123188 & -0.8535 & 0.198819 \tabularnewline
2 & -0.002461 & -0.0171 & 0.493233 \tabularnewline
3 & 0.028017 & 0.1941 & 0.423454 \tabularnewline
4 & 0.096471 & 0.6684 & 0.253549 \tabularnewline
5 & -0.045765 & -0.3171 & 0.376282 \tabularnewline
6 & 0.156724 & 1.0858 & 0.141492 \tabularnewline
7 & 0.14622 & 1.013 & 0.15806 \tabularnewline
8 & -0.008785 & -0.0609 & 0.47586 \tabularnewline
9 & 0.014856 & 0.1029 & 0.459226 \tabularnewline
10 & -0.179412 & -1.243 & 0.109952 \tabularnewline
11 & 0.43813 & 3.0355 & 0.001936 \tabularnewline
12 & -0.177421 & -1.2292 & 0.112492 \tabularnewline
13 & -0.160337 & -1.1108 & 0.136084 \tabularnewline
14 & -0.053301 & -0.3693 & 0.356771 \tabularnewline
15 & 0.006927 & 0.048 & 0.480961 \tabularnewline
16 & -0.031285 & -0.2167 & 0.414662 \tabularnewline
17 & -0.058832 & -0.4076 & 0.342689 \tabularnewline
18 & -0.151954 & -1.0528 & 0.14886 \tabularnewline
19 & -0.12785 & -0.8858 & 0.190079 \tabularnewline
20 & -0.021611 & -0.1497 & 0.440806 \tabularnewline
21 & -0.004503 & -0.0312 & 0.487622 \tabularnewline
22 & -0.098791 & -0.6844 & 0.248492 \tabularnewline
23 & -0.027895 & -0.1933 & 0.423786 \tabularnewline
24 & 0.018192 & 0.126 & 0.450113 \tabularnewline
25 & -0.022702 & -0.1573 & 0.437841 \tabularnewline
26 & -0.121078 & -0.8389 & 0.202855 \tabularnewline
27 & 0.094716 & 0.6562 & 0.257411 \tabularnewline
28 & -0.151608 & -1.0504 & 0.149403 \tabularnewline
29 & 0.042499 & 0.2944 & 0.384844 \tabularnewline
30 & 0.102596 & 0.7108 & 0.240321 \tabularnewline
31 & 0.054647 & 0.3786 & 0.353326 \tabularnewline
32 & 0.080438 & 0.5573 & 0.28996 \tabularnewline
33 & -0.018771 & -0.1301 & 0.448534 \tabularnewline
34 & 0.028488 & 0.1974 & 0.422186 \tabularnewline
35 & -0.017306 & -0.1199 & 0.452532 \tabularnewline
36 & -0.029525 & -0.2046 & 0.419392 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63811&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]-0.123188[/C][C]-0.8535[/C][C]0.198819[/C][/ROW]
[ROW][C]2[/C][C]-0.002461[/C][C]-0.0171[/C][C]0.493233[/C][/ROW]
[ROW][C]3[/C][C]0.028017[/C][C]0.1941[/C][C]0.423454[/C][/ROW]
[ROW][C]4[/C][C]0.096471[/C][C]0.6684[/C][C]0.253549[/C][/ROW]
[ROW][C]5[/C][C]-0.045765[/C][C]-0.3171[/C][C]0.376282[/C][/ROW]
[ROW][C]6[/C][C]0.156724[/C][C]1.0858[/C][C]0.141492[/C][/ROW]
[ROW][C]7[/C][C]0.14622[/C][C]1.013[/C][C]0.15806[/C][/ROW]
[ROW][C]8[/C][C]-0.008785[/C][C]-0.0609[/C][C]0.47586[/C][/ROW]
[ROW][C]9[/C][C]0.014856[/C][C]0.1029[/C][C]0.459226[/C][/ROW]
[ROW][C]10[/C][C]-0.179412[/C][C]-1.243[/C][C]0.109952[/C][/ROW]
[ROW][C]11[/C][C]0.43813[/C][C]3.0355[/C][C]0.001936[/C][/ROW]
[ROW][C]12[/C][C]-0.177421[/C][C]-1.2292[/C][C]0.112492[/C][/ROW]
[ROW][C]13[/C][C]-0.160337[/C][C]-1.1108[/C][C]0.136084[/C][/ROW]
[ROW][C]14[/C][C]-0.053301[/C][C]-0.3693[/C][C]0.356771[/C][/ROW]
[ROW][C]15[/C][C]0.006927[/C][C]0.048[/C][C]0.480961[/C][/ROW]
[ROW][C]16[/C][C]-0.031285[/C][C]-0.2167[/C][C]0.414662[/C][/ROW]
[ROW][C]17[/C][C]-0.058832[/C][C]-0.4076[/C][C]0.342689[/C][/ROW]
[ROW][C]18[/C][C]-0.151954[/C][C]-1.0528[/C][C]0.14886[/C][/ROW]
[ROW][C]19[/C][C]-0.12785[/C][C]-0.8858[/C][C]0.190079[/C][/ROW]
[ROW][C]20[/C][C]-0.021611[/C][C]-0.1497[/C][C]0.440806[/C][/ROW]
[ROW][C]21[/C][C]-0.004503[/C][C]-0.0312[/C][C]0.487622[/C][/ROW]
[ROW][C]22[/C][C]-0.098791[/C][C]-0.6844[/C][C]0.248492[/C][/ROW]
[ROW][C]23[/C][C]-0.027895[/C][C]-0.1933[/C][C]0.423786[/C][/ROW]
[ROW][C]24[/C][C]0.018192[/C][C]0.126[/C][C]0.450113[/C][/ROW]
[ROW][C]25[/C][C]-0.022702[/C][C]-0.1573[/C][C]0.437841[/C][/ROW]
[ROW][C]26[/C][C]-0.121078[/C][C]-0.8389[/C][C]0.202855[/C][/ROW]
[ROW][C]27[/C][C]0.094716[/C][C]0.6562[/C][C]0.257411[/C][/ROW]
[ROW][C]28[/C][C]-0.151608[/C][C]-1.0504[/C][C]0.149403[/C][/ROW]
[ROW][C]29[/C][C]0.042499[/C][C]0.2944[/C][C]0.384844[/C][/ROW]
[ROW][C]30[/C][C]0.102596[/C][C]0.7108[/C][C]0.240321[/C][/ROW]
[ROW][C]31[/C][C]0.054647[/C][C]0.3786[/C][C]0.353326[/C][/ROW]
[ROW][C]32[/C][C]0.080438[/C][C]0.5573[/C][C]0.28996[/C][/ROW]
[ROW][C]33[/C][C]-0.018771[/C][C]-0.1301[/C][C]0.448534[/C][/ROW]
[ROW][C]34[/C][C]0.028488[/C][C]0.1974[/C][C]0.422186[/C][/ROW]
[ROW][C]35[/C][C]-0.017306[/C][C]-0.1199[/C][C]0.452532[/C][/ROW]
[ROW][C]36[/C][C]-0.029525[/C][C]-0.2046[/C][C]0.419392[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63811&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63811&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	-0.123188	-0.8535	0.198819
2	-0.002461	-0.0171	0.493233
3	0.028017	0.1941	0.423454
4	0.096471	0.6684	0.253549
5	-0.045765	-0.3171	0.376282
6	0.156724	1.0858	0.141492
7	0.14622	1.013	0.15806
8	-0.008785	-0.0609	0.47586
9	0.014856	0.1029	0.459226
10	-0.179412	-1.243	0.109952
11	0.43813	3.0355	0.001936
12	-0.177421	-1.2292	0.112492
13	-0.160337	-1.1108	0.136084
14	-0.053301	-0.3693	0.356771
15	0.006927	0.048	0.480961
16	-0.031285	-0.2167	0.414662
17	-0.058832	-0.4076	0.342689
18	-0.151954	-1.0528	0.14886
19	-0.12785	-0.8858	0.190079
20	-0.021611	-0.1497	0.440806
21	-0.004503	-0.0312	0.487622
22	-0.098791	-0.6844	0.248492
23	-0.027895	-0.1933	0.423786
24	0.018192	0.126	0.450113
25	-0.022702	-0.1573	0.437841
26	-0.121078	-0.8389	0.202855
27	0.094716	0.6562	0.257411
28	-0.151608	-1.0504	0.149403
29	0.042499	0.2944	0.384844
30	0.102596	0.7108	0.240321
31	0.054647	0.3786	0.353326
32	0.080438	0.5573	0.28996
33	-0.018771	-0.1301	0.448534
34	0.028488	0.1974	0.422186
35	-0.017306	-0.1199	0.452532
36	-0.029525	-0.2046	0.419392

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.3 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = -0.3 ; 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