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 08:59:16 -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/t125994239877r9c6zqddetx9p.htm/, Retrieved Sat, 27 Apr 2024 22:36:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63812, Retrieved Sat, 27 Apr 2024 22:36:03 +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 14:46:03] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [] [2009-12-04 15:59:16] [8af916b6a531ec49628252b0a0ece045] [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=63812&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=63812&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63812&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	0.006024	0.0471	0.481313
2	-0.153797	-1.2012	0.117159
3	0.309833	2.4199	0.00926
4	-0.187785	-1.4666	0.073804
5	-0.01319	-0.103	0.459145
6	0.406017	3.1711	0.001188
7	-0.109564	-0.8557	0.19775
8	-0.170037	-1.328	0.094558
9	0.133995	1.0465	0.149722
10	-0.184632	-1.442	0.077206
11	0.003596	0.0281	0.488843
12	0.553465	4.3227	2.9e-05
13	0.039527	0.3087	0.379295
14	-0.143647	-1.1219	0.133147
15	0.150533	1.1757	0.122141
16	-0.106585	-0.8325	0.2042
17	-0.038148	-0.2979	0.383377
18	0.312359	2.4396	0.008813
19	-0.060096	-0.4694	0.320242
20	-0.197992	-1.5464	0.063594
21	0.083735	0.654	0.257787
22	-0.172728	-1.349	0.091154
23	0.011809	0.0922	0.463408
24	0.312979	2.4444	0.008706
25	0.032005	0.25	0.401726
26	-0.199479	-1.558	0.062206
27	0.034046	0.2659	0.395604
28	-0.112262	-0.8768	0.192018
29	-0.156446	-1.2219	0.113226
30	0.157041	1.2265	0.112357
31	-0.02837	-0.2216	0.412692
32	-0.242495	-1.8939	0.031488
33	-0.033064	-0.2582	0.398546
34	-0.119326	-0.932	0.177513
35	-0.08386	-0.655	0.257476
36	0.175695	1.3722	0.08751

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.006024 & 0.0471 & 0.481313 \tabularnewline
2 & -0.153797 & -1.2012 & 0.117159 \tabularnewline
3 & 0.309833 & 2.4199 & 0.00926 \tabularnewline
4 & -0.187785 & -1.4666 & 0.073804 \tabularnewline
5 & -0.01319 & -0.103 & 0.459145 \tabularnewline
6 & 0.406017 & 3.1711 & 0.001188 \tabularnewline
7 & -0.109564 & -0.8557 & 0.19775 \tabularnewline
8 & -0.170037 & -1.328 & 0.094558 \tabularnewline
9 & 0.133995 & 1.0465 & 0.149722 \tabularnewline
10 & -0.184632 & -1.442 & 0.077206 \tabularnewline
11 & 0.003596 & 0.0281 & 0.488843 \tabularnewline
12 & 0.553465 & 4.3227 & 2.9e-05 \tabularnewline
13 & 0.039527 & 0.3087 & 0.379295 \tabularnewline
14 & -0.143647 & -1.1219 & 0.133147 \tabularnewline
15 & 0.150533 & 1.1757 & 0.122141 \tabularnewline
16 & -0.106585 & -0.8325 & 0.2042 \tabularnewline
17 & -0.038148 & -0.2979 & 0.383377 \tabularnewline
18 & 0.312359 & 2.4396 & 0.008813 \tabularnewline
19 & -0.060096 & -0.4694 & 0.320242 \tabularnewline
20 & -0.197992 & -1.5464 & 0.063594 \tabularnewline
21 & 0.083735 & 0.654 & 0.257787 \tabularnewline
22 & -0.172728 & -1.349 & 0.091154 \tabularnewline
23 & 0.011809 & 0.0922 & 0.463408 \tabularnewline
24 & 0.312979 & 2.4444 & 0.008706 \tabularnewline
25 & 0.032005 & 0.25 & 0.401726 \tabularnewline
26 & -0.199479 & -1.558 & 0.062206 \tabularnewline
27 & 0.034046 & 0.2659 & 0.395604 \tabularnewline
28 & -0.112262 & -0.8768 & 0.192018 \tabularnewline
29 & -0.156446 & -1.2219 & 0.113226 \tabularnewline
30 & 0.157041 & 1.2265 & 0.112357 \tabularnewline
31 & -0.02837 & -0.2216 & 0.412692 \tabularnewline
32 & -0.242495 & -1.8939 & 0.031488 \tabularnewline
33 & -0.033064 & -0.2582 & 0.398546 \tabularnewline
34 & -0.119326 & -0.932 & 0.177513 \tabularnewline
35 & -0.08386 & -0.655 & 0.257476 \tabularnewline
36 & 0.175695 & 1.3722 & 0.08751 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63812&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]0.006024[/C][C]0.0471[/C][C]0.481313[/C][/ROW]
[ROW][C]2[/C][C]-0.153797[/C][C]-1.2012[/C][C]0.117159[/C][/ROW]
[ROW][C]3[/C][C]0.309833[/C][C]2.4199[/C][C]0.00926[/C][/ROW]
[ROW][C]4[/C][C]-0.187785[/C][C]-1.4666[/C][C]0.073804[/C][/ROW]
[ROW][C]5[/C][C]-0.01319[/C][C]-0.103[/C][C]0.459145[/C][/ROW]
[ROW][C]6[/C][C]0.406017[/C][C]3.1711[/C][C]0.001188[/C][/ROW]
[ROW][C]7[/C][C]-0.109564[/C][C]-0.8557[/C][C]0.19775[/C][/ROW]
[ROW][C]8[/C][C]-0.170037[/C][C]-1.328[/C][C]0.094558[/C][/ROW]
[ROW][C]9[/C][C]0.133995[/C][C]1.0465[/C][C]0.149722[/C][/ROW]
[ROW][C]10[/C][C]-0.184632[/C][C]-1.442[/C][C]0.077206[/C][/ROW]
[ROW][C]11[/C][C]0.003596[/C][C]0.0281[/C][C]0.488843[/C][/ROW]
[ROW][C]12[/C][C]0.553465[/C][C]4.3227[/C][C]2.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.039527[/C][C]0.3087[/C][C]0.379295[/C][/ROW]
[ROW][C]14[/C][C]-0.143647[/C][C]-1.1219[/C][C]0.133147[/C][/ROW]
[ROW][C]15[/C][C]0.150533[/C][C]1.1757[/C][C]0.122141[/C][/ROW]
[ROW][C]16[/C][C]-0.106585[/C][C]-0.8325[/C][C]0.2042[/C][/ROW]
[ROW][C]17[/C][C]-0.038148[/C][C]-0.2979[/C][C]0.383377[/C][/ROW]
[ROW][C]18[/C][C]0.312359[/C][C]2.4396[/C][C]0.008813[/C][/ROW]
[ROW][C]19[/C][C]-0.060096[/C][C]-0.4694[/C][C]0.320242[/C][/ROW]
[ROW][C]20[/C][C]-0.197992[/C][C]-1.5464[/C][C]0.063594[/C][/ROW]
[ROW][C]21[/C][C]0.083735[/C][C]0.654[/C][C]0.257787[/C][/ROW]
[ROW][C]22[/C][C]-0.172728[/C][C]-1.349[/C][C]0.091154[/C][/ROW]
[ROW][C]23[/C][C]0.011809[/C][C]0.0922[/C][C]0.463408[/C][/ROW]
[ROW][C]24[/C][C]0.312979[/C][C]2.4444[/C][C]0.008706[/C][/ROW]
[ROW][C]25[/C][C]0.032005[/C][C]0.25[/C][C]0.401726[/C][/ROW]
[ROW][C]26[/C][C]-0.199479[/C][C]-1.558[/C][C]0.062206[/C][/ROW]
[ROW][C]27[/C][C]0.034046[/C][C]0.2659[/C][C]0.395604[/C][/ROW]
[ROW][C]28[/C][C]-0.112262[/C][C]-0.8768[/C][C]0.192018[/C][/ROW]
[ROW][C]29[/C][C]-0.156446[/C][C]-1.2219[/C][C]0.113226[/C][/ROW]
[ROW][C]30[/C][C]0.157041[/C][C]1.2265[/C][C]0.112357[/C][/ROW]
[ROW][C]31[/C][C]-0.02837[/C][C]-0.2216[/C][C]0.412692[/C][/ROW]
[ROW][C]32[/C][C]-0.242495[/C][C]-1.8939[/C][C]0.031488[/C][/ROW]
[ROW][C]33[/C][C]-0.033064[/C][C]-0.2582[/C][C]0.398546[/C][/ROW]
[ROW][C]34[/C][C]-0.119326[/C][C]-0.932[/C][C]0.177513[/C][/ROW]
[ROW][C]35[/C][C]-0.08386[/C][C]-0.655[/C][C]0.257476[/C][/ROW]
[ROW][C]36[/C][C]0.175695[/C][C]1.3722[/C][C]0.08751[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63812&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63812&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	0.006024	0.0471	0.481313
2	-0.153797	-1.2012	0.117159
3	0.309833	2.4199	0.00926
4	-0.187785	-1.4666	0.073804
5	-0.01319	-0.103	0.459145
6	0.406017	3.1711	0.001188
7	-0.109564	-0.8557	0.19775
8	-0.170037	-1.328	0.094558
9	0.133995	1.0465	0.149722
10	-0.184632	-1.442	0.077206
11	0.003596	0.0281	0.488843
12	0.553465	4.3227	2.9e-05
13	0.039527	0.3087	0.379295
14	-0.143647	-1.1219	0.133147
15	0.150533	1.1757	0.122141
16	-0.106585	-0.8325	0.2042
17	-0.038148	-0.2979	0.383377
18	0.312359	2.4396	0.008813
19	-0.060096	-0.4694	0.320242
20	-0.197992	-1.5464	0.063594
21	0.083735	0.654	0.257787
22	-0.172728	-1.349	0.091154
23	0.011809	0.0922	0.463408
24	0.312979	2.4444	0.008706
25	0.032005	0.25	0.401726
26	-0.199479	-1.558	0.062206
27	0.034046	0.2659	0.395604
28	-0.112262	-0.8768	0.192018
29	-0.156446	-1.2219	0.113226
30	0.157041	1.2265	0.112357
31	-0.02837	-0.2216	0.412692
32	-0.242495	-1.8939	0.031488
33	-0.033064	-0.2582	0.398546
34	-0.119326	-0.932	0.177513
35	-0.08386	-0.655	0.257476
36	0.175695	1.3722	0.08751

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.006024	0.0471	0.481313
2	-0.153839	-1.2015	0.117097
3	0.319399	2.4946	0.007667
4	-0.263589	-2.0587	0.021901
5	0.155965	1.2181	0.113934
6	0.255895	1.9986	0.025057
7	-0.046181	-0.3607	0.35979
8	-0.14865	-1.161	0.125084
9	-0.028611	-0.2235	0.411963
10	-0.089939	-0.7024	0.242537
11	0.088071	0.6879	0.247076
12	0.461552	3.6048	0.000315
13	0.153127	1.196	0.11817
14	-0.061105	-0.4772	0.317446
15	-0.143898	-1.1239	0.132734
16	-0.014765	-0.1153	0.454287
17	-0.077653	-0.6065	0.273221
18	0.012965	0.1013	0.459837
19	0.000288	0.0022	0.499107
20	-0.008967	-0.07	0.472198
21	0.051702	0.4038	0.343885
22	-0.051529	-0.4025	0.344379
23	0.103631	0.8094	0.210721
24	-0.121621	-0.9499	0.172959
25	0.076759	0.5995	0.275527
26	-0.242941	-1.8974	0.031253
27	0.025302	0.1976	0.422001
28	-0.163237	-1.2749	0.103586
29	-0.116913	-0.9131	0.182386
30	-0.126226	-0.9859	0.164048
31	0.067454	0.5268	0.300109
32	0.021005	0.1641	0.435114
33	-0.061477	-0.4802	0.316418
34	0.007268	0.0568	0.477459
35	-0.101377	-0.7918	0.215779
36	-0.046401	-0.3624	0.359152

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.006024 & 0.0471 & 0.481313 \tabularnewline
2 & -0.153839 & -1.2015 & 0.117097 \tabularnewline
3 & 0.319399 & 2.4946 & 0.007667 \tabularnewline
4 & -0.263589 & -2.0587 & 0.021901 \tabularnewline
5 & 0.155965 & 1.2181 & 0.113934 \tabularnewline
6 & 0.255895 & 1.9986 & 0.025057 \tabularnewline
7 & -0.046181 & -0.3607 & 0.35979 \tabularnewline
8 & -0.14865 & -1.161 & 0.125084 \tabularnewline
9 & -0.028611 & -0.2235 & 0.411963 \tabularnewline
10 & -0.089939 & -0.7024 & 0.242537 \tabularnewline
11 & 0.088071 & 0.6879 & 0.247076 \tabularnewline
12 & 0.461552 & 3.6048 & 0.000315 \tabularnewline
13 & 0.153127 & 1.196 & 0.11817 \tabularnewline
14 & -0.061105 & -0.4772 & 0.317446 \tabularnewline
15 & -0.143898 & -1.1239 & 0.132734 \tabularnewline
16 & -0.014765 & -0.1153 & 0.454287 \tabularnewline
17 & -0.077653 & -0.6065 & 0.273221 \tabularnewline
18 & 0.012965 & 0.1013 & 0.459837 \tabularnewline
19 & 0.000288 & 0.0022 & 0.499107 \tabularnewline
20 & -0.008967 & -0.07 & 0.472198 \tabularnewline
21 & 0.051702 & 0.4038 & 0.343885 \tabularnewline
22 & -0.051529 & -0.4025 & 0.344379 \tabularnewline
23 & 0.103631 & 0.8094 & 0.210721 \tabularnewline
24 & -0.121621 & -0.9499 & 0.172959 \tabularnewline
25 & 0.076759 & 0.5995 & 0.275527 \tabularnewline
26 & -0.242941 & -1.8974 & 0.031253 \tabularnewline
27 & 0.025302 & 0.1976 & 0.422001 \tabularnewline
28 & -0.163237 & -1.2749 & 0.103586 \tabularnewline
29 & -0.116913 & -0.9131 & 0.182386 \tabularnewline
30 & -0.126226 & -0.9859 & 0.164048 \tabularnewline
31 & 0.067454 & 0.5268 & 0.300109 \tabularnewline
32 & 0.021005 & 0.1641 & 0.435114 \tabularnewline
33 & -0.061477 & -0.4802 & 0.316418 \tabularnewline
34 & 0.007268 & 0.0568 & 0.477459 \tabularnewline
35 & -0.101377 & -0.7918 & 0.215779 \tabularnewline
36 & -0.046401 & -0.3624 & 0.359152 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63812&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]0.006024[/C][C]0.0471[/C][C]0.481313[/C][/ROW]
[ROW][C]2[/C][C]-0.153839[/C][C]-1.2015[/C][C]0.117097[/C][/ROW]
[ROW][C]3[/C][C]0.319399[/C][C]2.4946[/C][C]0.007667[/C][/ROW]
[ROW][C]4[/C][C]-0.263589[/C][C]-2.0587[/C][C]0.021901[/C][/ROW]
[ROW][C]5[/C][C]0.155965[/C][C]1.2181[/C][C]0.113934[/C][/ROW]
[ROW][C]6[/C][C]0.255895[/C][C]1.9986[/C][C]0.025057[/C][/ROW]
[ROW][C]7[/C][C]-0.046181[/C][C]-0.3607[/C][C]0.35979[/C][/ROW]
[ROW][C]8[/C][C]-0.14865[/C][C]-1.161[/C][C]0.125084[/C][/ROW]
[ROW][C]9[/C][C]-0.028611[/C][C]-0.2235[/C][C]0.411963[/C][/ROW]
[ROW][C]10[/C][C]-0.089939[/C][C]-0.7024[/C][C]0.242537[/C][/ROW]
[ROW][C]11[/C][C]0.088071[/C][C]0.6879[/C][C]0.247076[/C][/ROW]
[ROW][C]12[/C][C]0.461552[/C][C]3.6048[/C][C]0.000315[/C][/ROW]
[ROW][C]13[/C][C]0.153127[/C][C]1.196[/C][C]0.11817[/C][/ROW]
[ROW][C]14[/C][C]-0.061105[/C][C]-0.4772[/C][C]0.317446[/C][/ROW]
[ROW][C]15[/C][C]-0.143898[/C][C]-1.1239[/C][C]0.132734[/C][/ROW]
[ROW][C]16[/C][C]-0.014765[/C][C]-0.1153[/C][C]0.454287[/C][/ROW]
[ROW][C]17[/C][C]-0.077653[/C][C]-0.6065[/C][C]0.273221[/C][/ROW]
[ROW][C]18[/C][C]0.012965[/C][C]0.1013[/C][C]0.459837[/C][/ROW]
[ROW][C]19[/C][C]0.000288[/C][C]0.0022[/C][C]0.499107[/C][/ROW]
[ROW][C]20[/C][C]-0.008967[/C][C]-0.07[/C][C]0.472198[/C][/ROW]
[ROW][C]21[/C][C]0.051702[/C][C]0.4038[/C][C]0.343885[/C][/ROW]
[ROW][C]22[/C][C]-0.051529[/C][C]-0.4025[/C][C]0.344379[/C][/ROW]
[ROW][C]23[/C][C]0.103631[/C][C]0.8094[/C][C]0.210721[/C][/ROW]
[ROW][C]24[/C][C]-0.121621[/C][C]-0.9499[/C][C]0.172959[/C][/ROW]
[ROW][C]25[/C][C]0.076759[/C][C]0.5995[/C][C]0.275527[/C][/ROW]
[ROW][C]26[/C][C]-0.242941[/C][C]-1.8974[/C][C]0.031253[/C][/ROW]
[ROW][C]27[/C][C]0.025302[/C][C]0.1976[/C][C]0.422001[/C][/ROW]
[ROW][C]28[/C][C]-0.163237[/C][C]-1.2749[/C][C]0.103586[/C][/ROW]
[ROW][C]29[/C][C]-0.116913[/C][C]-0.9131[/C][C]0.182386[/C][/ROW]
[ROW][C]30[/C][C]-0.126226[/C][C]-0.9859[/C][C]0.164048[/C][/ROW]
[ROW][C]31[/C][C]0.067454[/C][C]0.5268[/C][C]0.300109[/C][/ROW]
[ROW][C]32[/C][C]0.021005[/C][C]0.1641[/C][C]0.435114[/C][/ROW]
[ROW][C]33[/C][C]-0.061477[/C][C]-0.4802[/C][C]0.316418[/C][/ROW]
[ROW][C]34[/C][C]0.007268[/C][C]0.0568[/C][C]0.477459[/C][/ROW]
[ROW][C]35[/C][C]-0.101377[/C][C]-0.7918[/C][C]0.215779[/C][/ROW]
[ROW][C]36[/C][C]-0.046401[/C][C]-0.3624[/C][C]0.359152[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63812&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63812&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	0.006024	0.0471	0.481313
2	-0.153839	-1.2015	0.117097
3	0.319399	2.4946	0.007667
4	-0.263589	-2.0587	0.021901
5	0.155965	1.2181	0.113934
6	0.255895	1.9986	0.025057
7	-0.046181	-0.3607	0.35979
8	-0.14865	-1.161	0.125084
9	-0.028611	-0.2235	0.411963
10	-0.089939	-0.7024	0.242537
11	0.088071	0.6879	0.247076
12	0.461552	3.6048	0.000315
13	0.153127	1.196	0.11817
14	-0.061105	-0.4772	0.317446
15	-0.143898	-1.1239	0.132734
16	-0.014765	-0.1153	0.454287
17	-0.077653	-0.6065	0.273221
18	0.012965	0.1013	0.459837
19	0.000288	0.0022	0.499107
20	-0.008967	-0.07	0.472198
21	0.051702	0.4038	0.343885
22	-0.051529	-0.4025	0.344379
23	0.103631	0.8094	0.210721
24	-0.121621	-0.9499	0.172959
25	0.076759	0.5995	0.275527
26	-0.242941	-1.8974	0.031253
27	0.025302	0.1976	0.422001
28	-0.163237	-1.2749	0.103586
29	-0.116913	-0.9131	0.182386
30	-0.126226	-0.9859	0.164048
31	0.067454	0.5268	0.300109
32	0.021005	0.1641	0.435114
33	-0.061477	-0.4802	0.316418
34	0.007268	0.0568	0.477459
35	-0.101377	-0.7918	0.215779
36	-0.046401	-0.3624	0.359152

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