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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 10:17:15 -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/t1259947076fovf9nb4dm51haz.htm/, Retrieved Sat, 27 Apr 2024 17:47:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63926, Retrieved Sat, 27 Apr 2024 17:47:43 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

118

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] [ARIMA-model 5] [2009-12-04 17:11:02] [4b87f7428fbf2a3c94095f0b8c4ae313]
-   PD        [(Partial) Autocorrelation Function] [ARIMA-model 6] [2009-12-04 17:17:15] [befe6dd6a614b6d3a2a74a47a0a4f514] [Current]

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Dataseries X:

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Histogram

Boxplots

8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9

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=63926&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=63926&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63926&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	0.247937	1.6816	0.049713
2	-0.299417	-2.0307	0.024042
3	-0.459946	-3.1195	0.001562
4	-0.418016	-2.8351	0.003392
5	0.090454	0.6135	0.271288
6	0.308705	2.0937	0.020912
7	0.186209	1.2629	0.10649
8	0.054717	0.3711	0.356131
9	-0.232505	-1.5769	0.060833
10	-0.098966	-0.6712	0.252718
11	0.080452	0.5457	0.293971
12	0.034621	0.2348	0.407698
13	0.073603	0.4992	0.310009
14	0.016028	0.1087	0.456955
15	-0.089776	-0.6089	0.272796
16	0.011477	0.0778	0.469145
17	0.016374	0.1111	0.456028
18	-0.013813	-0.0937	0.462882
19	-0.057545	-0.3903	0.349063
20	0.025317	0.1717	0.43221
21	0.131018	0.8886	0.189418
22	-0.018366	-0.1246	0.450707
23	-0.068994	-0.4679	0.321019
24	-0.115024	-0.7801	0.219654
25	-0.036811	-0.2497	0.40198
26	0.153952	1.0442	0.150935
27	0.13566	0.9201	0.181163
28	-0.043711	-0.2965	0.384106
29	-0.163558	-1.1093	0.136533
30	-0.167857	-1.1385	0.130411
31	0.05754	0.3903	0.349074
32	0.23451	1.5905	0.059284
33	0.199924	1.356	0.090867
34	0.045792	0.3106	0.378762
35	-0.23913	-1.6219	0.055834
36	-0.328691	-2.2293	0.015359

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.247937 & 1.6816 & 0.049713 \tabularnewline
2 & -0.299417 & -2.0307 & 0.024042 \tabularnewline
3 & -0.459946 & -3.1195 & 0.001562 \tabularnewline
4 & -0.418016 & -2.8351 & 0.003392 \tabularnewline
5 & 0.090454 & 0.6135 & 0.271288 \tabularnewline
6 & 0.308705 & 2.0937 & 0.020912 \tabularnewline
7 & 0.186209 & 1.2629 & 0.10649 \tabularnewline
8 & 0.054717 & 0.3711 & 0.356131 \tabularnewline
9 & -0.232505 & -1.5769 & 0.060833 \tabularnewline
10 & -0.098966 & -0.6712 & 0.252718 \tabularnewline
11 & 0.080452 & 0.5457 & 0.293971 \tabularnewline
12 & 0.034621 & 0.2348 & 0.407698 \tabularnewline
13 & 0.073603 & 0.4992 & 0.310009 \tabularnewline
14 & 0.016028 & 0.1087 & 0.456955 \tabularnewline
15 & -0.089776 & -0.6089 & 0.272796 \tabularnewline
16 & 0.011477 & 0.0778 & 0.469145 \tabularnewline
17 & 0.016374 & 0.1111 & 0.456028 \tabularnewline
18 & -0.013813 & -0.0937 & 0.462882 \tabularnewline
19 & -0.057545 & -0.3903 & 0.349063 \tabularnewline
20 & 0.025317 & 0.1717 & 0.43221 \tabularnewline
21 & 0.131018 & 0.8886 & 0.189418 \tabularnewline
22 & -0.018366 & -0.1246 & 0.450707 \tabularnewline
23 & -0.068994 & -0.4679 & 0.321019 \tabularnewline
24 & -0.115024 & -0.7801 & 0.219654 \tabularnewline
25 & -0.036811 & -0.2497 & 0.40198 \tabularnewline
26 & 0.153952 & 1.0442 & 0.150935 \tabularnewline
27 & 0.13566 & 0.9201 & 0.181163 \tabularnewline
28 & -0.043711 & -0.2965 & 0.384106 \tabularnewline
29 & -0.163558 & -1.1093 & 0.136533 \tabularnewline
30 & -0.167857 & -1.1385 & 0.130411 \tabularnewline
31 & 0.05754 & 0.3903 & 0.349074 \tabularnewline
32 & 0.23451 & 1.5905 & 0.059284 \tabularnewline
33 & 0.199924 & 1.356 & 0.090867 \tabularnewline
34 & 0.045792 & 0.3106 & 0.378762 \tabularnewline
35 & -0.23913 & -1.6219 & 0.055834 \tabularnewline
36 & -0.328691 & -2.2293 & 0.015359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63926&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]0.247937[/C][C]1.6816[/C][C]0.049713[/C][/ROW]
[ROW][C]2[/C][C]-0.299417[/C][C]-2.0307[/C][C]0.024042[/C][/ROW]
[ROW][C]3[/C][C]-0.459946[/C][C]-3.1195[/C][C]0.001562[/C][/ROW]
[ROW][C]4[/C][C]-0.418016[/C][C]-2.8351[/C][C]0.003392[/C][/ROW]
[ROW][C]5[/C][C]0.090454[/C][C]0.6135[/C][C]0.271288[/C][/ROW]
[ROW][C]6[/C][C]0.308705[/C][C]2.0937[/C][C]0.020912[/C][/ROW]
[ROW][C]7[/C][C]0.186209[/C][C]1.2629[/C][C]0.10649[/C][/ROW]
[ROW][C]8[/C][C]0.054717[/C][C]0.3711[/C][C]0.356131[/C][/ROW]
[ROW][C]9[/C][C]-0.232505[/C][C]-1.5769[/C][C]0.060833[/C][/ROW]
[ROW][C]10[/C][C]-0.098966[/C][C]-0.6712[/C][C]0.252718[/C][/ROW]
[ROW][C]11[/C][C]0.080452[/C][C]0.5457[/C][C]0.293971[/C][/ROW]
[ROW][C]12[/C][C]0.034621[/C][C]0.2348[/C][C]0.407698[/C][/ROW]
[ROW][C]13[/C][C]0.073603[/C][C]0.4992[/C][C]0.310009[/C][/ROW]
[ROW][C]14[/C][C]0.016028[/C][C]0.1087[/C][C]0.456955[/C][/ROW]
[ROW][C]15[/C][C]-0.089776[/C][C]-0.6089[/C][C]0.272796[/C][/ROW]
[ROW][C]16[/C][C]0.011477[/C][C]0.0778[/C][C]0.469145[/C][/ROW]
[ROW][C]17[/C][C]0.016374[/C][C]0.1111[/C][C]0.456028[/C][/ROW]
[ROW][C]18[/C][C]-0.013813[/C][C]-0.0937[/C][C]0.462882[/C][/ROW]
[ROW][C]19[/C][C]-0.057545[/C][C]-0.3903[/C][C]0.349063[/C][/ROW]
[ROW][C]20[/C][C]0.025317[/C][C]0.1717[/C][C]0.43221[/C][/ROW]
[ROW][C]21[/C][C]0.131018[/C][C]0.8886[/C][C]0.189418[/C][/ROW]
[ROW][C]22[/C][C]-0.018366[/C][C]-0.1246[/C][C]0.450707[/C][/ROW]
[ROW][C]23[/C][C]-0.068994[/C][C]-0.4679[/C][C]0.321019[/C][/ROW]
[ROW][C]24[/C][C]-0.115024[/C][C]-0.7801[/C][C]0.219654[/C][/ROW]
[ROW][C]25[/C][C]-0.036811[/C][C]-0.2497[/C][C]0.40198[/C][/ROW]
[ROW][C]26[/C][C]0.153952[/C][C]1.0442[/C][C]0.150935[/C][/ROW]
[ROW][C]27[/C][C]0.13566[/C][C]0.9201[/C][C]0.181163[/C][/ROW]
[ROW][C]28[/C][C]-0.043711[/C][C]-0.2965[/C][C]0.384106[/C][/ROW]
[ROW][C]29[/C][C]-0.163558[/C][C]-1.1093[/C][C]0.136533[/C][/ROW]
[ROW][C]30[/C][C]-0.167857[/C][C]-1.1385[/C][C]0.130411[/C][/ROW]
[ROW][C]31[/C][C]0.05754[/C][C]0.3903[/C][C]0.349074[/C][/ROW]
[ROW][C]32[/C][C]0.23451[/C][C]1.5905[/C][C]0.059284[/C][/ROW]
[ROW][C]33[/C][C]0.199924[/C][C]1.356[/C][C]0.090867[/C][/ROW]
[ROW][C]34[/C][C]0.045792[/C][C]0.3106[/C][C]0.378762[/C][/ROW]
[ROW][C]35[/C][C]-0.23913[/C][C]-1.6219[/C][C]0.055834[/C][/ROW]
[ROW][C]36[/C][C]-0.328691[/C][C]-2.2293[/C][C]0.015359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63926&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63926&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	0.247937	1.6816	0.049713
2	-0.299417	-2.0307	0.024042
3	-0.459946	-3.1195	0.001562
4	-0.418016	-2.8351	0.003392
5	0.090454	0.6135	0.271288
6	0.308705	2.0937	0.020912
7	0.186209	1.2629	0.10649
8	0.054717	0.3711	0.356131
9	-0.232505	-1.5769	0.060833
10	-0.098966	-0.6712	0.252718
11	0.080452	0.5457	0.293971
12	0.034621	0.2348	0.407698
13	0.073603	0.4992	0.310009
14	0.016028	0.1087	0.456955
15	-0.089776	-0.6089	0.272796
16	0.011477	0.0778	0.469145
17	0.016374	0.1111	0.456028
18	-0.013813	-0.0937	0.462882
19	-0.057545	-0.3903	0.349063
20	0.025317	0.1717	0.43221
21	0.131018	0.8886	0.189418
22	-0.018366	-0.1246	0.450707
23	-0.068994	-0.4679	0.321019
24	-0.115024	-0.7801	0.219654
25	-0.036811	-0.2497	0.40198
26	0.153952	1.0442	0.150935
27	0.13566	0.9201	0.181163
28	-0.043711	-0.2965	0.384106
29	-0.163558	-1.1093	0.136533
30	-0.167857	-1.1385	0.130411
31	0.05754	0.3903	0.349074
32	0.23451	1.5905	0.059284
33	0.199924	1.356	0.090867
34	0.045792	0.3106	0.378762
35	-0.23913	-1.6219	0.055834
36	-0.328691	-2.2293	0.015359

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.247937	1.6816	0.049713
2	-0.384528	-2.608	0.00612
3	-0.327381	-2.2204	0.015679
4	-0.445837	-3.0238	0.002037
5	-0.033439	-0.2268	0.410794
6	-0.17612	-1.1945	0.119202
7	-0.190822	-1.2942	0.101025
8	-0.107719	-0.7306	0.234368
9	-0.294126	-1.9949	0.026001
10	-0.011978	-0.0812	0.467802
11	-0.092718	-0.6288	0.266282
12	-0.159707	-1.0832	0.142186
13	-0.095316	-0.6465	0.260596
14	-0.004317	-0.0293	0.488385
15	-0.082069	-0.5566	0.290242
16	0.020827	0.1413	0.444141
17	0.038433	0.2607	0.397757
18	-0.022096	-0.1499	0.440765
19	-0.092527	-0.6275	0.266701
20	0.15689	1.0641	0.146423
21	0.167112	1.1334	0.131458
22	-0.05751	-0.3901	0.349149
23	0.095436	0.6473	0.260334
24	-0.068075	-0.4617	0.323235
25	0.083649	0.5673	0.286624
26	0.107762	0.7309	0.234281
27	0.071066	0.482	0.316048
28	-0.135628	-0.9199	0.181219
29	-0.07772	-0.5271	0.300321
30	-0.096354	-0.6535	0.258342
31	-0.142125	-0.9639	0.170058
32	-0.01786	-0.1211	0.452056
33	0.020177	0.1368	0.445875
34	0.071497	0.4849	0.31502
35	0.006652	0.0451	0.482104
36	-0.015789	-0.1071	0.457594

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.247937 & 1.6816 & 0.049713 \tabularnewline
2 & -0.384528 & -2.608 & 0.00612 \tabularnewline
3 & -0.327381 & -2.2204 & 0.015679 \tabularnewline
4 & -0.445837 & -3.0238 & 0.002037 \tabularnewline
5 & -0.033439 & -0.2268 & 0.410794 \tabularnewline
6 & -0.17612 & -1.1945 & 0.119202 \tabularnewline
7 & -0.190822 & -1.2942 & 0.101025 \tabularnewline
8 & -0.107719 & -0.7306 & 0.234368 \tabularnewline
9 & -0.294126 & -1.9949 & 0.026001 \tabularnewline
10 & -0.011978 & -0.0812 & 0.467802 \tabularnewline
11 & -0.092718 & -0.6288 & 0.266282 \tabularnewline
12 & -0.159707 & -1.0832 & 0.142186 \tabularnewline
13 & -0.095316 & -0.6465 & 0.260596 \tabularnewline
14 & -0.004317 & -0.0293 & 0.488385 \tabularnewline
15 & -0.082069 & -0.5566 & 0.290242 \tabularnewline
16 & 0.020827 & 0.1413 & 0.444141 \tabularnewline
17 & 0.038433 & 0.2607 & 0.397757 \tabularnewline
18 & -0.022096 & -0.1499 & 0.440765 \tabularnewline
19 & -0.092527 & -0.6275 & 0.266701 \tabularnewline
20 & 0.15689 & 1.0641 & 0.146423 \tabularnewline
21 & 0.167112 & 1.1334 & 0.131458 \tabularnewline
22 & -0.05751 & -0.3901 & 0.349149 \tabularnewline
23 & 0.095436 & 0.6473 & 0.260334 \tabularnewline
24 & -0.068075 & -0.4617 & 0.323235 \tabularnewline
25 & 0.083649 & 0.5673 & 0.286624 \tabularnewline
26 & 0.107762 & 0.7309 & 0.234281 \tabularnewline
27 & 0.071066 & 0.482 & 0.316048 \tabularnewline
28 & -0.135628 & -0.9199 & 0.181219 \tabularnewline
29 & -0.07772 & -0.5271 & 0.300321 \tabularnewline
30 & -0.096354 & -0.6535 & 0.258342 \tabularnewline
31 & -0.142125 & -0.9639 & 0.170058 \tabularnewline
32 & -0.01786 & -0.1211 & 0.452056 \tabularnewline
33 & 0.020177 & 0.1368 & 0.445875 \tabularnewline
34 & 0.071497 & 0.4849 & 0.31502 \tabularnewline
35 & 0.006652 & 0.0451 & 0.482104 \tabularnewline
36 & -0.015789 & -0.1071 & 0.457594 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63926&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]0.247937[/C][C]1.6816[/C][C]0.049713[/C][/ROW]
[ROW][C]2[/C][C]-0.384528[/C][C]-2.608[/C][C]0.00612[/C][/ROW]
[ROW][C]3[/C][C]-0.327381[/C][C]-2.2204[/C][C]0.015679[/C][/ROW]
[ROW][C]4[/C][C]-0.445837[/C][C]-3.0238[/C][C]0.002037[/C][/ROW]
[ROW][C]5[/C][C]-0.033439[/C][C]-0.2268[/C][C]0.410794[/C][/ROW]
[ROW][C]6[/C][C]-0.17612[/C][C]-1.1945[/C][C]0.119202[/C][/ROW]
[ROW][C]7[/C][C]-0.190822[/C][C]-1.2942[/C][C]0.101025[/C][/ROW]
[ROW][C]8[/C][C]-0.107719[/C][C]-0.7306[/C][C]0.234368[/C][/ROW]
[ROW][C]9[/C][C]-0.294126[/C][C]-1.9949[/C][C]0.026001[/C][/ROW]
[ROW][C]10[/C][C]-0.011978[/C][C]-0.0812[/C][C]0.467802[/C][/ROW]
[ROW][C]11[/C][C]-0.092718[/C][C]-0.6288[/C][C]0.266282[/C][/ROW]
[ROW][C]12[/C][C]-0.159707[/C][C]-1.0832[/C][C]0.142186[/C][/ROW]
[ROW][C]13[/C][C]-0.095316[/C][C]-0.6465[/C][C]0.260596[/C][/ROW]
[ROW][C]14[/C][C]-0.004317[/C][C]-0.0293[/C][C]0.488385[/C][/ROW]
[ROW][C]15[/C][C]-0.082069[/C][C]-0.5566[/C][C]0.290242[/C][/ROW]
[ROW][C]16[/C][C]0.020827[/C][C]0.1413[/C][C]0.444141[/C][/ROW]
[ROW][C]17[/C][C]0.038433[/C][C]0.2607[/C][C]0.397757[/C][/ROW]
[ROW][C]18[/C][C]-0.022096[/C][C]-0.1499[/C][C]0.440765[/C][/ROW]
[ROW][C]19[/C][C]-0.092527[/C][C]-0.6275[/C][C]0.266701[/C][/ROW]
[ROW][C]20[/C][C]0.15689[/C][C]1.0641[/C][C]0.146423[/C][/ROW]
[ROW][C]21[/C][C]0.167112[/C][C]1.1334[/C][C]0.131458[/C][/ROW]
[ROW][C]22[/C][C]-0.05751[/C][C]-0.3901[/C][C]0.349149[/C][/ROW]
[ROW][C]23[/C][C]0.095436[/C][C]0.6473[/C][C]0.260334[/C][/ROW]
[ROW][C]24[/C][C]-0.068075[/C][C]-0.4617[/C][C]0.323235[/C][/ROW]
[ROW][C]25[/C][C]0.083649[/C][C]0.5673[/C][C]0.286624[/C][/ROW]
[ROW][C]26[/C][C]0.107762[/C][C]0.7309[/C][C]0.234281[/C][/ROW]
[ROW][C]27[/C][C]0.071066[/C][C]0.482[/C][C]0.316048[/C][/ROW]
[ROW][C]28[/C][C]-0.135628[/C][C]-0.9199[/C][C]0.181219[/C][/ROW]
[ROW][C]29[/C][C]-0.07772[/C][C]-0.5271[/C][C]0.300321[/C][/ROW]
[ROW][C]30[/C][C]-0.096354[/C][C]-0.6535[/C][C]0.258342[/C][/ROW]
[ROW][C]31[/C][C]-0.142125[/C][C]-0.9639[/C][C]0.170058[/C][/ROW]
[ROW][C]32[/C][C]-0.01786[/C][C]-0.1211[/C][C]0.452056[/C][/ROW]
[ROW][C]33[/C][C]0.020177[/C][C]0.1368[/C][C]0.445875[/C][/ROW]
[ROW][C]34[/C][C]0.071497[/C][C]0.4849[/C][C]0.31502[/C][/ROW]
[ROW][C]35[/C][C]0.006652[/C][C]0.0451[/C][C]0.482104[/C][/ROW]
[ROW][C]36[/C][C]-0.015789[/C][C]-0.1071[/C][C]0.457594[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63926&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63926&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	0.247937	1.6816	0.049713
2	-0.384528	-2.608	0.00612
3	-0.327381	-2.2204	0.015679
4	-0.445837	-3.0238	0.002037
5	-0.033439	-0.2268	0.410794
6	-0.17612	-1.1945	0.119202
7	-0.190822	-1.2942	0.101025
8	-0.107719	-0.7306	0.234368
9	-0.294126	-1.9949	0.026001
10	-0.011978	-0.0812	0.467802
11	-0.092718	-0.6288	0.266282
12	-0.159707	-1.0832	0.142186
13	-0.095316	-0.6465	0.260596
14	-0.004317	-0.0293	0.488385
15	-0.082069	-0.5566	0.290242
16	0.020827	0.1413	0.444141
17	0.038433	0.2607	0.397757
18	-0.022096	-0.1499	0.440765
19	-0.092527	-0.6275	0.266701
20	0.15689	1.0641	0.146423
21	0.167112	1.1334	0.131458
22	-0.05751	-0.3901	0.349149
23	0.095436	0.6473	0.260334
24	-0.068075	-0.4617	0.323235
25	0.083649	0.5673	0.286624
26	0.107762	0.7309	0.234281
27	0.071066	0.482	0.316048
28	-0.135628	-0.9199	0.181219
29	-0.07772	-0.5271	0.300321
30	-0.096354	-0.6535	0.258342
31	-0.142125	-0.9639	0.170058
32	-0.01786	-0.1211	0.452056
33	0.020177	0.1368	0.445875
34	0.071497	0.4849	0.31502
35	0.006652	0.0451	0.482104
36	-0.015789	-0.1071	0.457594

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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