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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 09:03:38 -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/t1259942703n6tlya7wd2vghxj.htm/, Retrieved Sat, 27 Apr 2024 13:39:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63819, Retrieved Sat, 27 Apr 2024 13:39:16 +0000

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Estimated Impact

142

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] [075a06058fde559dd021d126a2b15a40]
-   P         [(Partial) Autocorrelation Function] [PACF en ACF] [2009-12-04 16:03:38] [154177ed6b2613a730375f7d341441cf] [Current]
- 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=63819&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=63819&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63819&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	-0.041791	-0.2895	0.386708
2	0.21092	1.4613	0.075225
3	-0.086469	-0.5991	0.27597
4	0.031571	0.2187	0.413894
5	-0.204191	-1.4147	0.081809
6	-0.027738	-0.1922	0.424209
7	0.140735	0.975	0.167215
8	-0.036947	-0.256	0.399532
9	0.138509	0.9596	0.171029
10	-0.020662	-0.1432	0.443384
11	0.420255	2.9116	0.00272
12	-0.178397	-1.236	0.111242
13	0.079523	0.551	0.292111
14	-0.048169	-0.3337	0.37002
15	-0.014146	-0.098	0.461168
16	-0.265204	-1.8374	0.036174
17	0.000587	0.0041	0.498387
18	-0.089531	-0.6203	0.269
19	-0.168454	-1.1671	0.124471
20	0.042027	0.2912	0.386088
21	-0.058842	-0.4077	0.342664
22	0.13468	0.9331	0.177722
23	-0.13522	-0.9368	0.176767
24	0.029151	0.202	0.420399
25	-0.053873	-0.3732	0.355306
26	-0.076378	-0.5292	0.299566
27	-0.135571	-0.9393	0.176148
28	-0.098112	-0.6797	0.249967
29	-0.063202	-0.4379	0.33172
30	-0.035718	-0.2475	0.402803
31	0.092298	0.6395	0.262783
32	0.025567	0.1771	0.430074
33	0.029885	0.2071	0.418423
34	-0.063779	-0.4419	0.330282
35	-0.010581	-0.0733	0.470934
36	-0.018677	-0.1294	0.448793

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.041791 & -0.2895 & 0.386708 \tabularnewline
2 & 0.21092 & 1.4613 & 0.075225 \tabularnewline
3 & -0.086469 & -0.5991 & 0.27597 \tabularnewline
4 & 0.031571 & 0.2187 & 0.413894 \tabularnewline
5 & -0.204191 & -1.4147 & 0.081809 \tabularnewline
6 & -0.027738 & -0.1922 & 0.424209 \tabularnewline
7 & 0.140735 & 0.975 & 0.167215 \tabularnewline
8 & -0.036947 & -0.256 & 0.399532 \tabularnewline
9 & 0.138509 & 0.9596 & 0.171029 \tabularnewline
10 & -0.020662 & -0.1432 & 0.443384 \tabularnewline
11 & 0.420255 & 2.9116 & 0.00272 \tabularnewline
12 & -0.178397 & -1.236 & 0.111242 \tabularnewline
13 & 0.079523 & 0.551 & 0.292111 \tabularnewline
14 & -0.048169 & -0.3337 & 0.37002 \tabularnewline
15 & -0.014146 & -0.098 & 0.461168 \tabularnewline
16 & -0.265204 & -1.8374 & 0.036174 \tabularnewline
17 & 0.000587 & 0.0041 & 0.498387 \tabularnewline
18 & -0.089531 & -0.6203 & 0.269 \tabularnewline
19 & -0.168454 & -1.1671 & 0.124471 \tabularnewline
20 & 0.042027 & 0.2912 & 0.386088 \tabularnewline
21 & -0.058842 & -0.4077 & 0.342664 \tabularnewline
22 & 0.13468 & 0.9331 & 0.177722 \tabularnewline
23 & -0.13522 & -0.9368 & 0.176767 \tabularnewline
24 & 0.029151 & 0.202 & 0.420399 \tabularnewline
25 & -0.053873 & -0.3732 & 0.355306 \tabularnewline
26 & -0.076378 & -0.5292 & 0.299566 \tabularnewline
27 & -0.135571 & -0.9393 & 0.176148 \tabularnewline
28 & -0.098112 & -0.6797 & 0.249967 \tabularnewline
29 & -0.063202 & -0.4379 & 0.33172 \tabularnewline
30 & -0.035718 & -0.2475 & 0.402803 \tabularnewline
31 & 0.092298 & 0.6395 & 0.262783 \tabularnewline
32 & 0.025567 & 0.1771 & 0.430074 \tabularnewline
33 & 0.029885 & 0.2071 & 0.418423 \tabularnewline
34 & -0.063779 & -0.4419 & 0.330282 \tabularnewline
35 & -0.010581 & -0.0733 & 0.470934 \tabularnewline
36 & -0.018677 & -0.1294 & 0.448793 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63819&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]-0.041791[/C][C]-0.2895[/C][C]0.386708[/C][/ROW]
[ROW][C]2[/C][C]0.21092[/C][C]1.4613[/C][C]0.075225[/C][/ROW]
[ROW][C]3[/C][C]-0.086469[/C][C]-0.5991[/C][C]0.27597[/C][/ROW]
[ROW][C]4[/C][C]0.031571[/C][C]0.2187[/C][C]0.413894[/C][/ROW]
[ROW][C]5[/C][C]-0.204191[/C][C]-1.4147[/C][C]0.081809[/C][/ROW]
[ROW][C]6[/C][C]-0.027738[/C][C]-0.1922[/C][C]0.424209[/C][/ROW]
[ROW][C]7[/C][C]0.140735[/C][C]0.975[/C][C]0.167215[/C][/ROW]
[ROW][C]8[/C][C]-0.036947[/C][C]-0.256[/C][C]0.399532[/C][/ROW]
[ROW][C]9[/C][C]0.138509[/C][C]0.9596[/C][C]0.171029[/C][/ROW]
[ROW][C]10[/C][C]-0.020662[/C][C]-0.1432[/C][C]0.443384[/C][/ROW]
[ROW][C]11[/C][C]0.420255[/C][C]2.9116[/C][C]0.00272[/C][/ROW]
[ROW][C]12[/C][C]-0.178397[/C][C]-1.236[/C][C]0.111242[/C][/ROW]
[ROW][C]13[/C][C]0.079523[/C][C]0.551[/C][C]0.292111[/C][/ROW]
[ROW][C]14[/C][C]-0.048169[/C][C]-0.3337[/C][C]0.37002[/C][/ROW]
[ROW][C]15[/C][C]-0.014146[/C][C]-0.098[/C][C]0.461168[/C][/ROW]
[ROW][C]16[/C][C]-0.265204[/C][C]-1.8374[/C][C]0.036174[/C][/ROW]
[ROW][C]17[/C][C]0.000587[/C][C]0.0041[/C][C]0.498387[/C][/ROW]
[ROW][C]18[/C][C]-0.089531[/C][C]-0.6203[/C][C]0.269[/C][/ROW]
[ROW][C]19[/C][C]-0.168454[/C][C]-1.1671[/C][C]0.124471[/C][/ROW]
[ROW][C]20[/C][C]0.042027[/C][C]0.2912[/C][C]0.386088[/C][/ROW]
[ROW][C]21[/C][C]-0.058842[/C][C]-0.4077[/C][C]0.342664[/C][/ROW]
[ROW][C]22[/C][C]0.13468[/C][C]0.9331[/C][C]0.177722[/C][/ROW]
[ROW][C]23[/C][C]-0.13522[/C][C]-0.9368[/C][C]0.176767[/C][/ROW]
[ROW][C]24[/C][C]0.029151[/C][C]0.202[/C][C]0.420399[/C][/ROW]
[ROW][C]25[/C][C]-0.053873[/C][C]-0.3732[/C][C]0.355306[/C][/ROW]
[ROW][C]26[/C][C]-0.076378[/C][C]-0.5292[/C][C]0.299566[/C][/ROW]
[ROW][C]27[/C][C]-0.135571[/C][C]-0.9393[/C][C]0.176148[/C][/ROW]
[ROW][C]28[/C][C]-0.098112[/C][C]-0.6797[/C][C]0.249967[/C][/ROW]
[ROW][C]29[/C][C]-0.063202[/C][C]-0.4379[/C][C]0.33172[/C][/ROW]
[ROW][C]30[/C][C]-0.035718[/C][C]-0.2475[/C][C]0.402803[/C][/ROW]
[ROW][C]31[/C][C]0.092298[/C][C]0.6395[/C][C]0.262783[/C][/ROW]
[ROW][C]32[/C][C]0.025567[/C][C]0.1771[/C][C]0.430074[/C][/ROW]
[ROW][C]33[/C][C]0.029885[/C][C]0.2071[/C][C]0.418423[/C][/ROW]
[ROW][C]34[/C][C]-0.063779[/C][C]-0.4419[/C][C]0.330282[/C][/ROW]
[ROW][C]35[/C][C]-0.010581[/C][C]-0.0733[/C][C]0.470934[/C][/ROW]
[ROW][C]36[/C][C]-0.018677[/C][C]-0.1294[/C][C]0.448793[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63819&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63819&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	-0.041791	-0.2895	0.386708
2	0.21092	1.4613	0.075225
3	-0.086469	-0.5991	0.27597
4	0.031571	0.2187	0.413894
5	-0.204191	-1.4147	0.081809
6	-0.027738	-0.1922	0.424209
7	0.140735	0.975	0.167215
8	-0.036947	-0.256	0.399532
9	0.138509	0.9596	0.171029
10	-0.020662	-0.1432	0.443384
11	0.420255	2.9116	0.00272
12	-0.178397	-1.236	0.111242
13	0.079523	0.551	0.292111
14	-0.048169	-0.3337	0.37002
15	-0.014146	-0.098	0.461168
16	-0.265204	-1.8374	0.036174
17	0.000587	0.0041	0.498387
18	-0.089531	-0.6203	0.269
19	-0.168454	-1.1671	0.124471
20	0.042027	0.2912	0.386088
21	-0.058842	-0.4077	0.342664
22	0.13468	0.9331	0.177722
23	-0.13522	-0.9368	0.176767
24	0.029151	0.202	0.420399
25	-0.053873	-0.3732	0.355306
26	-0.076378	-0.5292	0.299566
27	-0.135571	-0.9393	0.176148
28	-0.098112	-0.6797	0.249967
29	-0.063202	-0.4379	0.33172
30	-0.035718	-0.2475	0.402803
31	0.092298	0.6395	0.262783
32	0.025567	0.1771	0.430074
33	0.029885	0.2071	0.418423
34	-0.063779	-0.4419	0.330282
35	-0.010581	-0.0733	0.470934
36	-0.018677	-0.1294	0.448793

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.041791	-0.2895	0.386708
2	0.209539	1.4517	0.076541
3	-0.074123	-0.5135	0.304965
4	-0.017615	-0.122	0.451689
5	-0.179591	-1.2442	0.109725
6	-0.048674	-0.3372	0.368709
7	0.236079	1.6356	0.054232
8	-0.041443	-0.2871	0.387626
9	0.065023	0.4505	0.327193
10	-0.023848	-0.1652	0.434731
11	0.406746	2.818	0.003499
12	-0.110139	-0.7631	0.22458
13	-0.127059	-0.8803	0.191544
14	0.072174	0.5	0.309667
15	-0.006223	-0.0431	0.482895
16	-0.194745	-1.3492	0.091796
17	-0.064588	-0.4475	0.328271
18	-0.188439	-1.3055	0.098965
19	-0.143886	-0.9969	0.161913
20	0.015442	0.107	0.457624
21	-0.113974	-0.7896	0.216812
22	-0.074564	-0.5166	0.303905
23	0.029231	0.2025	0.420183
24	-0.057373	-0.3975	0.346384
25	0.042355	0.2934	0.385224
26	-0.021036	-0.1457	0.442368
27	0.070676	0.4897	0.313303
28	-0.151241	-1.0478	0.149982
29	0.025097	0.1739	0.431346
30	0.217649	1.5079	0.069065
31	-0.003748	-0.026	0.489697
32	-0.007214	-0.05	0.480172
33	-0.058976	-0.4086	0.342325
34	-0.080913	-0.5606	0.288846
35	0.046685	0.3234	0.373883
36	-0.010209	-0.0707	0.471954

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.041791 & -0.2895 & 0.386708 \tabularnewline
2 & 0.209539 & 1.4517 & 0.076541 \tabularnewline
3 & -0.074123 & -0.5135 & 0.304965 \tabularnewline
4 & -0.017615 & -0.122 & 0.451689 \tabularnewline
5 & -0.179591 & -1.2442 & 0.109725 \tabularnewline
6 & -0.048674 & -0.3372 & 0.368709 \tabularnewline
7 & 0.236079 & 1.6356 & 0.054232 \tabularnewline
8 & -0.041443 & -0.2871 & 0.387626 \tabularnewline
9 & 0.065023 & 0.4505 & 0.327193 \tabularnewline
10 & -0.023848 & -0.1652 & 0.434731 \tabularnewline
11 & 0.406746 & 2.818 & 0.003499 \tabularnewline
12 & -0.110139 & -0.7631 & 0.22458 \tabularnewline
13 & -0.127059 & -0.8803 & 0.191544 \tabularnewline
14 & 0.072174 & 0.5 & 0.309667 \tabularnewline
15 & -0.006223 & -0.0431 & 0.482895 \tabularnewline
16 & -0.194745 & -1.3492 & 0.091796 \tabularnewline
17 & -0.064588 & -0.4475 & 0.328271 \tabularnewline
18 & -0.188439 & -1.3055 & 0.098965 \tabularnewline
19 & -0.143886 & -0.9969 & 0.161913 \tabularnewline
20 & 0.015442 & 0.107 & 0.457624 \tabularnewline
21 & -0.113974 & -0.7896 & 0.216812 \tabularnewline
22 & -0.074564 & -0.5166 & 0.303905 \tabularnewline
23 & 0.029231 & 0.2025 & 0.420183 \tabularnewline
24 & -0.057373 & -0.3975 & 0.346384 \tabularnewline
25 & 0.042355 & 0.2934 & 0.385224 \tabularnewline
26 & -0.021036 & -0.1457 & 0.442368 \tabularnewline
27 & 0.070676 & 0.4897 & 0.313303 \tabularnewline
28 & -0.151241 & -1.0478 & 0.149982 \tabularnewline
29 & 0.025097 & 0.1739 & 0.431346 \tabularnewline
30 & 0.217649 & 1.5079 & 0.069065 \tabularnewline
31 & -0.003748 & -0.026 & 0.489697 \tabularnewline
32 & -0.007214 & -0.05 & 0.480172 \tabularnewline
33 & -0.058976 & -0.4086 & 0.342325 \tabularnewline
34 & -0.080913 & -0.5606 & 0.288846 \tabularnewline
35 & 0.046685 & 0.3234 & 0.373883 \tabularnewline
36 & -0.010209 & -0.0707 & 0.471954 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63819&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]-0.041791[/C][C]-0.2895[/C][C]0.386708[/C][/ROW]
[ROW][C]2[/C][C]0.209539[/C][C]1.4517[/C][C]0.076541[/C][/ROW]
[ROW][C]3[/C][C]-0.074123[/C][C]-0.5135[/C][C]0.304965[/C][/ROW]
[ROW][C]4[/C][C]-0.017615[/C][C]-0.122[/C][C]0.451689[/C][/ROW]
[ROW][C]5[/C][C]-0.179591[/C][C]-1.2442[/C][C]0.109725[/C][/ROW]
[ROW][C]6[/C][C]-0.048674[/C][C]-0.3372[/C][C]0.368709[/C][/ROW]
[ROW][C]7[/C][C]0.236079[/C][C]1.6356[/C][C]0.054232[/C][/ROW]
[ROW][C]8[/C][C]-0.041443[/C][C]-0.2871[/C][C]0.387626[/C][/ROW]
[ROW][C]9[/C][C]0.065023[/C][C]0.4505[/C][C]0.327193[/C][/ROW]
[ROW][C]10[/C][C]-0.023848[/C][C]-0.1652[/C][C]0.434731[/C][/ROW]
[ROW][C]11[/C][C]0.406746[/C][C]2.818[/C][C]0.003499[/C][/ROW]
[ROW][C]12[/C][C]-0.110139[/C][C]-0.7631[/C][C]0.22458[/C][/ROW]
[ROW][C]13[/C][C]-0.127059[/C][C]-0.8803[/C][C]0.191544[/C][/ROW]
[ROW][C]14[/C][C]0.072174[/C][C]0.5[/C][C]0.309667[/C][/ROW]
[ROW][C]15[/C][C]-0.006223[/C][C]-0.0431[/C][C]0.482895[/C][/ROW]
[ROW][C]16[/C][C]-0.194745[/C][C]-1.3492[/C][C]0.091796[/C][/ROW]
[ROW][C]17[/C][C]-0.064588[/C][C]-0.4475[/C][C]0.328271[/C][/ROW]
[ROW][C]18[/C][C]-0.188439[/C][C]-1.3055[/C][C]0.098965[/C][/ROW]
[ROW][C]19[/C][C]-0.143886[/C][C]-0.9969[/C][C]0.161913[/C][/ROW]
[ROW][C]20[/C][C]0.015442[/C][C]0.107[/C][C]0.457624[/C][/ROW]
[ROW][C]21[/C][C]-0.113974[/C][C]-0.7896[/C][C]0.216812[/C][/ROW]
[ROW][C]22[/C][C]-0.074564[/C][C]-0.5166[/C][C]0.303905[/C][/ROW]
[ROW][C]23[/C][C]0.029231[/C][C]0.2025[/C][C]0.420183[/C][/ROW]
[ROW][C]24[/C][C]-0.057373[/C][C]-0.3975[/C][C]0.346384[/C][/ROW]
[ROW][C]25[/C][C]0.042355[/C][C]0.2934[/C][C]0.385224[/C][/ROW]
[ROW][C]26[/C][C]-0.021036[/C][C]-0.1457[/C][C]0.442368[/C][/ROW]
[ROW][C]27[/C][C]0.070676[/C][C]0.4897[/C][C]0.313303[/C][/ROW]
[ROW][C]28[/C][C]-0.151241[/C][C]-1.0478[/C][C]0.149982[/C][/ROW]
[ROW][C]29[/C][C]0.025097[/C][C]0.1739[/C][C]0.431346[/C][/ROW]
[ROW][C]30[/C][C]0.217649[/C][C]1.5079[/C][C]0.069065[/C][/ROW]
[ROW][C]31[/C][C]-0.003748[/C][C]-0.026[/C][C]0.489697[/C][/ROW]
[ROW][C]32[/C][C]-0.007214[/C][C]-0.05[/C][C]0.480172[/C][/ROW]
[ROW][C]33[/C][C]-0.058976[/C][C]-0.4086[/C][C]0.342325[/C][/ROW]
[ROW][C]34[/C][C]-0.080913[/C][C]-0.5606[/C][C]0.288846[/C][/ROW]
[ROW][C]35[/C][C]0.046685[/C][C]0.3234[/C][C]0.373883[/C][/ROW]
[ROW][C]36[/C][C]-0.010209[/C][C]-0.0707[/C][C]0.471954[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63819&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63819&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	-0.041791	-0.2895	0.386708
2	0.209539	1.4517	0.076541
3	-0.074123	-0.5135	0.304965
4	-0.017615	-0.122	0.451689
5	-0.179591	-1.2442	0.109725
6	-0.048674	-0.3372	0.368709
7	0.236079	1.6356	0.054232
8	-0.041443	-0.2871	0.387626
9	0.065023	0.4505	0.327193
10	-0.023848	-0.1652	0.434731
11	0.406746	2.818	0.003499
12	-0.110139	-0.7631	0.22458
13	-0.127059	-0.8803	0.191544
14	0.072174	0.5	0.309667
15	-0.006223	-0.0431	0.482895
16	-0.194745	-1.3492	0.091796
17	-0.064588	-0.4475	0.328271
18	-0.188439	-1.3055	0.098965
19	-0.143886	-0.9969	0.161913
20	0.015442	0.107	0.457624
21	-0.113974	-0.7896	0.216812
22	-0.074564	-0.5166	0.303905
23	0.029231	0.2025	0.420183
24	-0.057373	-0.3975	0.346384
25	0.042355	0.2934	0.385224
26	-0.021036	-0.1457	0.442368
27	0.070676	0.4897	0.313303
28	-0.151241	-1.0478	0.149982
29	0.025097	0.1739	0.431346
30	0.217649	1.5079	0.069065
31	-0.003748	-0.026	0.489697
32	-0.007214	-0.05	0.480172
33	-0.058976	-0.4086	0.342325
34	-0.080913	-0.5606	0.288846
35	0.046685	0.3234	0.373883
36	-0.010209	-0.0707	0.471954

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