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 09:59:34 -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/t1259946070i38o482r5tzkm7t.htm/, Retrieved Sun, 28 Apr 2024 16:52:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63905, Retrieved Sun, 28 Apr 2024 16:52:24 +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]
-   PD      [(Partial) Autocorrelation Function] [Stap 1 Workshop 5] [2009-12-04 16:59:34] [865cd78857e928bd6e7d79509c6cdcc5] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63905&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]2 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=63905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63905&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.167372	-1.1716	0.123511
2	0.113501	0.7945	0.215365
3	0.390799	2.7356	0.004323
4	-0.086856	-0.608	0.273
5	0.148655	1.0406	0.151587
6	0.17742	1.2419	0.110085
7	-0.117137	-0.82	0.208104
8	0.138886	0.9722	0.167863
9	0.032399	0.2268	0.410764
10	-0.022933	-0.1605	0.43656
11	0.156516	1.0956	0.139302
12	-0.132702	-0.9289	0.178744
13	0.021033	0.1472	0.441778
14	0.088577	0.62	0.269052
15	-0.125011	-0.8751	0.1929
16	-0.115166	-0.8062	0.212022
17	0.094216	0.6595	0.256328
18	-0.140662	-0.9846	0.16482
19	-0.091758	-0.6423	0.261834
20	0.062784	0.4395	0.331121
21	-0.179137	-1.254	0.107903
22	-0.203574	-1.425	0.080245
23	0.062951	0.4407	0.3307
24	-0.272588	-1.9081	0.031122
25	-0.04494	-0.3146	0.377207
26	-0.02064	-0.1445	0.442856
27	-0.189825	-1.3288	0.095039
28	0.021319	0.1492	0.440991
29	-0.02384	-0.1669	0.434075
30	-0.080206	-0.5614	0.288528
31	-0.073756	-0.5163	0.303987
32	0.027946	0.1956	0.422856
33	-0.096728	-0.6771	0.250764
34	0.021452	0.1502	0.440627
35	-0.124167	-0.8692	0.194496
36	0.016738	0.1172	0.453602

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.167372 & -1.1716 & 0.123511 \tabularnewline
2 & 0.113501 & 0.7945 & 0.215365 \tabularnewline
3 & 0.390799 & 2.7356 & 0.004323 \tabularnewline
4 & -0.086856 & -0.608 & 0.273 \tabularnewline
5 & 0.148655 & 1.0406 & 0.151587 \tabularnewline
6 & 0.17742 & 1.2419 & 0.110085 \tabularnewline
7 & -0.117137 & -0.82 & 0.208104 \tabularnewline
8 & 0.138886 & 0.9722 & 0.167863 \tabularnewline
9 & 0.032399 & 0.2268 & 0.410764 \tabularnewline
10 & -0.022933 & -0.1605 & 0.43656 \tabularnewline
11 & 0.156516 & 1.0956 & 0.139302 \tabularnewline
12 & -0.132702 & -0.9289 & 0.178744 \tabularnewline
13 & 0.021033 & 0.1472 & 0.441778 \tabularnewline
14 & 0.088577 & 0.62 & 0.269052 \tabularnewline
15 & -0.125011 & -0.8751 & 0.1929 \tabularnewline
16 & -0.115166 & -0.8062 & 0.212022 \tabularnewline
17 & 0.094216 & 0.6595 & 0.256328 \tabularnewline
18 & -0.140662 & -0.9846 & 0.16482 \tabularnewline
19 & -0.091758 & -0.6423 & 0.261834 \tabularnewline
20 & 0.062784 & 0.4395 & 0.331121 \tabularnewline
21 & -0.179137 & -1.254 & 0.107903 \tabularnewline
22 & -0.203574 & -1.425 & 0.080245 \tabularnewline
23 & 0.062951 & 0.4407 & 0.3307 \tabularnewline
24 & -0.272588 & -1.9081 & 0.031122 \tabularnewline
25 & -0.04494 & -0.3146 & 0.377207 \tabularnewline
26 & -0.02064 & -0.1445 & 0.442856 \tabularnewline
27 & -0.189825 & -1.3288 & 0.095039 \tabularnewline
28 & 0.021319 & 0.1492 & 0.440991 \tabularnewline
29 & -0.02384 & -0.1669 & 0.434075 \tabularnewline
30 & -0.080206 & -0.5614 & 0.288528 \tabularnewline
31 & -0.073756 & -0.5163 & 0.303987 \tabularnewline
32 & 0.027946 & 0.1956 & 0.422856 \tabularnewline
33 & -0.096728 & -0.6771 & 0.250764 \tabularnewline
34 & 0.021452 & 0.1502 & 0.440627 \tabularnewline
35 & -0.124167 & -0.8692 & 0.194496 \tabularnewline
36 & 0.016738 & 0.1172 & 0.453602 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63905&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]-0.167372[/C][C]-1.1716[/C][C]0.123511[/C][/ROW]
[ROW][C]2[/C][C]0.113501[/C][C]0.7945[/C][C]0.215365[/C][/ROW]
[ROW][C]3[/C][C]0.390799[/C][C]2.7356[/C][C]0.004323[/C][/ROW]
[ROW][C]4[/C][C]-0.086856[/C][C]-0.608[/C][C]0.273[/C][/ROW]
[ROW][C]5[/C][C]0.148655[/C][C]1.0406[/C][C]0.151587[/C][/ROW]
[ROW][C]6[/C][C]0.17742[/C][C]1.2419[/C][C]0.110085[/C][/ROW]
[ROW][C]7[/C][C]-0.117137[/C][C]-0.82[/C][C]0.208104[/C][/ROW]
[ROW][C]8[/C][C]0.138886[/C][C]0.9722[/C][C]0.167863[/C][/ROW]
[ROW][C]9[/C][C]0.032399[/C][C]0.2268[/C][C]0.410764[/C][/ROW]
[ROW][C]10[/C][C]-0.022933[/C][C]-0.1605[/C][C]0.43656[/C][/ROW]
[ROW][C]11[/C][C]0.156516[/C][C]1.0956[/C][C]0.139302[/C][/ROW]
[ROW][C]12[/C][C]-0.132702[/C][C]-0.9289[/C][C]0.178744[/C][/ROW]
[ROW][C]13[/C][C]0.021033[/C][C]0.1472[/C][C]0.441778[/C][/ROW]
[ROW][C]14[/C][C]0.088577[/C][C]0.62[/C][C]0.269052[/C][/ROW]
[ROW][C]15[/C][C]-0.125011[/C][C]-0.8751[/C][C]0.1929[/C][/ROW]
[ROW][C]16[/C][C]-0.115166[/C][C]-0.8062[/C][C]0.212022[/C][/ROW]
[ROW][C]17[/C][C]0.094216[/C][C]0.6595[/C][C]0.256328[/C][/ROW]
[ROW][C]18[/C][C]-0.140662[/C][C]-0.9846[/C][C]0.16482[/C][/ROW]
[ROW][C]19[/C][C]-0.091758[/C][C]-0.6423[/C][C]0.261834[/C][/ROW]
[ROW][C]20[/C][C]0.062784[/C][C]0.4395[/C][C]0.331121[/C][/ROW]
[ROW][C]21[/C][C]-0.179137[/C][C]-1.254[/C][C]0.107903[/C][/ROW]
[ROW][C]22[/C][C]-0.203574[/C][C]-1.425[/C][C]0.080245[/C][/ROW]
[ROW][C]23[/C][C]0.062951[/C][C]0.4407[/C][C]0.3307[/C][/ROW]
[ROW][C]24[/C][C]-0.272588[/C][C]-1.9081[/C][C]0.031122[/C][/ROW]
[ROW][C]25[/C][C]-0.04494[/C][C]-0.3146[/C][C]0.377207[/C][/ROW]
[ROW][C]26[/C][C]-0.02064[/C][C]-0.1445[/C][C]0.442856[/C][/ROW]
[ROW][C]27[/C][C]-0.189825[/C][C]-1.3288[/C][C]0.095039[/C][/ROW]
[ROW][C]28[/C][C]0.021319[/C][C]0.1492[/C][C]0.440991[/C][/ROW]
[ROW][C]29[/C][C]-0.02384[/C][C]-0.1669[/C][C]0.434075[/C][/ROW]
[ROW][C]30[/C][C]-0.080206[/C][C]-0.5614[/C][C]0.288528[/C][/ROW]
[ROW][C]31[/C][C]-0.073756[/C][C]-0.5163[/C][C]0.303987[/C][/ROW]
[ROW][C]32[/C][C]0.027946[/C][C]0.1956[/C][C]0.422856[/C][/ROW]
[ROW][C]33[/C][C]-0.096728[/C][C]-0.6771[/C][C]0.250764[/C][/ROW]
[ROW][C]34[/C][C]0.021452[/C][C]0.1502[/C][C]0.440627[/C][/ROW]
[ROW][C]35[/C][C]-0.124167[/C][C]-0.8692[/C][C]0.194496[/C][/ROW]
[ROW][C]36[/C][C]0.016738[/C][C]0.1172[/C][C]0.453602[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63905&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	-0.167372	-1.1716	0.123511
2	0.113501	0.7945	0.215365
3	0.390799	2.7356	0.004323
4	-0.086856	-0.608	0.273
5	0.148655	1.0406	0.151587
6	0.17742	1.2419	0.110085
7	-0.117137	-0.82	0.208104
8	0.138886	0.9722	0.167863
9	0.032399	0.2268	0.410764
10	-0.022933	-0.1605	0.43656
11	0.156516	1.0956	0.139302
12	-0.132702	-0.9289	0.178744
13	0.021033	0.1472	0.441778
14	0.088577	0.62	0.269052
15	-0.125011	-0.8751	0.1929
16	-0.115166	-0.8062	0.212022
17	0.094216	0.6595	0.256328
18	-0.140662	-0.9846	0.16482
19	-0.091758	-0.6423	0.261834
20	0.062784	0.4395	0.331121
21	-0.179137	-1.254	0.107903
22	-0.203574	-1.425	0.080245
23	0.062951	0.4407	0.3307
24	-0.272588	-1.9081	0.031122
25	-0.04494	-0.3146	0.377207
26	-0.02064	-0.1445	0.442856
27	-0.189825	-1.3288	0.095039
28	0.021319	0.1492	0.440991
29	-0.02384	-0.1669	0.434075
30	-0.080206	-0.5614	0.288528
31	-0.073756	-0.5163	0.303987
32	0.027946	0.1956	0.422856
33	-0.096728	-0.6771	0.250764
34	0.021452	0.1502	0.440627
35	-0.124167	-0.8692	0.194496
36	0.016738	0.1172	0.453602

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.167372	-1.1716	0.123511
2	0.087952	0.6157	0.270483
3	0.438424	3.069	0.001748
4	0.056053	0.3924	0.348242
5	0.040152	0.2811	0.389923
6	0.060755	0.4253	0.336245
7	-0.101573	-0.711	0.240225
8	-0.013744	-0.0962	0.461875
9	-0.016075	-0.1125	0.455434
10	0.039577	0.277	0.391459
11	0.113542	0.7948	0.215283
12	-0.1193	-0.8351	0.203858
13	-0.07003	-0.4902	0.313087
14	0.008457	0.0592	0.476518
15	-0.014402	-0.1008	0.460056
16	-0.219418	-1.5359	0.065495
17	0.023131	0.1619	0.436018
18	0.041505	0.2905	0.386316
19	-0.067209	-0.4705	0.320055
20	0.011577	0.081	0.467872
21	-0.056874	-0.3981	0.346135
22	-0.264724	-1.8531	0.03495
23	-0.040533	-0.2837	0.388906
24	-0.135025	-0.9452	0.174604
25	0.051091	0.3576	0.361075
26	0.086926	0.6085	0.27284
27	0.052526	0.3677	0.357347
28	-0.02897	-0.2028	0.420068
29	0.040501	0.2835	0.38899
30	0.043847	0.3069	0.3801
31	-0.240892	-1.6862	0.049054
32	0.05204	0.3643	0.358609
33	0.047161	0.3301	0.371357
34	0.003583	0.0251	0.490046
35	-0.104703	-0.7329	0.233549
36	0.041247	0.2887	0.387002

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.167372 & -1.1716 & 0.123511 \tabularnewline
2 & 0.087952 & 0.6157 & 0.270483 \tabularnewline
3 & 0.438424 & 3.069 & 0.001748 \tabularnewline
4 & 0.056053 & 0.3924 & 0.348242 \tabularnewline
5 & 0.040152 & 0.2811 & 0.389923 \tabularnewline
6 & 0.060755 & 0.4253 & 0.336245 \tabularnewline
7 & -0.101573 & -0.711 & 0.240225 \tabularnewline
8 & -0.013744 & -0.0962 & 0.461875 \tabularnewline
9 & -0.016075 & -0.1125 & 0.455434 \tabularnewline
10 & 0.039577 & 0.277 & 0.391459 \tabularnewline
11 & 0.113542 & 0.7948 & 0.215283 \tabularnewline
12 & -0.1193 & -0.8351 & 0.203858 \tabularnewline
13 & -0.07003 & -0.4902 & 0.313087 \tabularnewline
14 & 0.008457 & 0.0592 & 0.476518 \tabularnewline
15 & -0.014402 & -0.1008 & 0.460056 \tabularnewline
16 & -0.219418 & -1.5359 & 0.065495 \tabularnewline
17 & 0.023131 & 0.1619 & 0.436018 \tabularnewline
18 & 0.041505 & 0.2905 & 0.386316 \tabularnewline
19 & -0.067209 & -0.4705 & 0.320055 \tabularnewline
20 & 0.011577 & 0.081 & 0.467872 \tabularnewline
21 & -0.056874 & -0.3981 & 0.346135 \tabularnewline
22 & -0.264724 & -1.8531 & 0.03495 \tabularnewline
23 & -0.040533 & -0.2837 & 0.388906 \tabularnewline
24 & -0.135025 & -0.9452 & 0.174604 \tabularnewline
25 & 0.051091 & 0.3576 & 0.361075 \tabularnewline
26 & 0.086926 & 0.6085 & 0.27284 \tabularnewline
27 & 0.052526 & 0.3677 & 0.357347 \tabularnewline
28 & -0.02897 & -0.2028 & 0.420068 \tabularnewline
29 & 0.040501 & 0.2835 & 0.38899 \tabularnewline
30 & 0.043847 & 0.3069 & 0.3801 \tabularnewline
31 & -0.240892 & -1.6862 & 0.049054 \tabularnewline
32 & 0.05204 & 0.3643 & 0.358609 \tabularnewline
33 & 0.047161 & 0.3301 & 0.371357 \tabularnewline
34 & 0.003583 & 0.0251 & 0.490046 \tabularnewline
35 & -0.104703 & -0.7329 & 0.233549 \tabularnewline
36 & 0.041247 & 0.2887 & 0.387002 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63905&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]-0.167372[/C][C]-1.1716[/C][C]0.123511[/C][/ROW]
[ROW][C]2[/C][C]0.087952[/C][C]0.6157[/C][C]0.270483[/C][/ROW]
[ROW][C]3[/C][C]0.438424[/C][C]3.069[/C][C]0.001748[/C][/ROW]
[ROW][C]4[/C][C]0.056053[/C][C]0.3924[/C][C]0.348242[/C][/ROW]
[ROW][C]5[/C][C]0.040152[/C][C]0.2811[/C][C]0.389923[/C][/ROW]
[ROW][C]6[/C][C]0.060755[/C][C]0.4253[/C][C]0.336245[/C][/ROW]
[ROW][C]7[/C][C]-0.101573[/C][C]-0.711[/C][C]0.240225[/C][/ROW]
[ROW][C]8[/C][C]-0.013744[/C][C]-0.0962[/C][C]0.461875[/C][/ROW]
[ROW][C]9[/C][C]-0.016075[/C][C]-0.1125[/C][C]0.455434[/C][/ROW]
[ROW][C]10[/C][C]0.039577[/C][C]0.277[/C][C]0.391459[/C][/ROW]
[ROW][C]11[/C][C]0.113542[/C][C]0.7948[/C][C]0.215283[/C][/ROW]
[ROW][C]12[/C][C]-0.1193[/C][C]-0.8351[/C][C]0.203858[/C][/ROW]
[ROW][C]13[/C][C]-0.07003[/C][C]-0.4902[/C][C]0.313087[/C][/ROW]
[ROW][C]14[/C][C]0.008457[/C][C]0.0592[/C][C]0.476518[/C][/ROW]
[ROW][C]15[/C][C]-0.014402[/C][C]-0.1008[/C][C]0.460056[/C][/ROW]
[ROW][C]16[/C][C]-0.219418[/C][C]-1.5359[/C][C]0.065495[/C][/ROW]
[ROW][C]17[/C][C]0.023131[/C][C]0.1619[/C][C]0.436018[/C][/ROW]
[ROW][C]18[/C][C]0.041505[/C][C]0.2905[/C][C]0.386316[/C][/ROW]
[ROW][C]19[/C][C]-0.067209[/C][C]-0.4705[/C][C]0.320055[/C][/ROW]
[ROW][C]20[/C][C]0.011577[/C][C]0.081[/C][C]0.467872[/C][/ROW]
[ROW][C]21[/C][C]-0.056874[/C][C]-0.3981[/C][C]0.346135[/C][/ROW]
[ROW][C]22[/C][C]-0.264724[/C][C]-1.8531[/C][C]0.03495[/C][/ROW]
[ROW][C]23[/C][C]-0.040533[/C][C]-0.2837[/C][C]0.388906[/C][/ROW]
[ROW][C]24[/C][C]-0.135025[/C][C]-0.9452[/C][C]0.174604[/C][/ROW]
[ROW][C]25[/C][C]0.051091[/C][C]0.3576[/C][C]0.361075[/C][/ROW]
[ROW][C]26[/C][C]0.086926[/C][C]0.6085[/C][C]0.27284[/C][/ROW]
[ROW][C]27[/C][C]0.052526[/C][C]0.3677[/C][C]0.357347[/C][/ROW]
[ROW][C]28[/C][C]-0.02897[/C][C]-0.2028[/C][C]0.420068[/C][/ROW]
[ROW][C]29[/C][C]0.040501[/C][C]0.2835[/C][C]0.38899[/C][/ROW]
[ROW][C]30[/C][C]0.043847[/C][C]0.3069[/C][C]0.3801[/C][/ROW]
[ROW][C]31[/C][C]-0.240892[/C][C]-1.6862[/C][C]0.049054[/C][/ROW]
[ROW][C]32[/C][C]0.05204[/C][C]0.3643[/C][C]0.358609[/C][/ROW]
[ROW][C]33[/C][C]0.047161[/C][C]0.3301[/C][C]0.371357[/C][/ROW]
[ROW][C]34[/C][C]0.003583[/C][C]0.0251[/C][C]0.490046[/C][/ROW]
[ROW][C]35[/C][C]-0.104703[/C][C]-0.7329[/C][C]0.233549[/C][/ROW]
[ROW][C]36[/C][C]0.041247[/C][C]0.2887[/C][C]0.387002[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63905&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	-0.167372	-1.1716	0.123511
2	0.087952	0.6157	0.270483
3	0.438424	3.069	0.001748
4	0.056053	0.3924	0.348242
5	0.040152	0.2811	0.389923
6	0.060755	0.4253	0.336245
7	-0.101573	-0.711	0.240225
8	-0.013744	-0.0962	0.461875
9	-0.016075	-0.1125	0.455434
10	0.039577	0.277	0.391459
11	0.113542	0.7948	0.215283
12	-0.1193	-0.8351	0.203858
13	-0.07003	-0.4902	0.313087
14	0.008457	0.0592	0.476518
15	-0.014402	-0.1008	0.460056
16	-0.219418	-1.5359	0.065495
17	0.023131	0.1619	0.436018
18	0.041505	0.2905	0.386316
19	-0.067209	-0.4705	0.320055
20	0.011577	0.081	0.467872
21	-0.056874	-0.3981	0.346135
22	-0.264724	-1.8531	0.03495
23	-0.040533	-0.2837	0.388906
24	-0.135025	-0.9452	0.174604
25	0.051091	0.3576	0.361075
26	0.086926	0.6085	0.27284
27	0.052526	0.3677	0.357347
28	-0.02897	-0.2028	0.420068
29	0.040501	0.2835	0.38899
30	0.043847	0.3069	0.3801
31	-0.240892	-1.6862	0.049054
32	0.05204	0.3643	0.358609
33	0.047161	0.3301	0.371357
34	0.003583	0.0251	0.490046
35	-0.104703	-0.7329	0.233549
36	0.041247	0.2887	0.387002

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.4 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = -0.4 ; par3 = 0 ; 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