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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 11:05:42 -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/t1259950018rfrp3rauxrnfvre.htm/, Retrieved Sun, 28 Apr 2024 01:22:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63993, Retrieved Sun, 28 Apr 2024 01:22:26 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

SHWWS9

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] [ACF d=D=0 lambda = 1] [2009-12-04 17:57:20] [4395c69e961f9a13a0559fd2f0a72538]
-   P         [(Partial) Autocorrelation Function] [Autocorrelation f...] [2009-12-04 18:05:42] [d1081bd6cdf1fed9ed45c42dbd523bf1] [Current]

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Dataseries X:

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Boxplots

7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5

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=63993&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=63993&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63993&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	0.430681	3.6544	0.000243
2	-0.129487	-1.0987	0.137772
3	-0.534253	-4.5333	1.1e-05
4	-0.464675	-3.9429	9.2e-05
5	-0.032686	-0.2774	0.391152
6	0.301812	2.561	0.006267
7	0.244323	2.0732	0.020869
8	-0.034683	-0.2943	0.384691
9	-0.205708	-1.7455	0.042583
10	-0.206068	-1.7485	0.042316
11	-0.024946	-0.2117	0.416479
12	0.251934	2.1377	0.017967
13	0.118231	1.0032	0.159556
14	0.099438	0.8438	0.200799
15	0.001719	0.0146	0.494203
16	-0.075019	-0.6366	0.263215
17	-0.057437	-0.4874	0.313737
18	-0.026717	-0.2267	0.410648
19	-0.006554	-0.0556	0.477904
20	-0.005411	-0.0459	0.481754
21	0.027499	0.2333	0.408081
22	-0.063259	-0.5368	0.296539
23	-0.160946	-1.3657	0.088146
24	-0.090387	-0.767	0.222806
25	-0.077446	-0.6572	0.256589
26	0.135443	1.1493	0.127124
27	0.215512	1.8287	0.035794
28	0.171947	1.459	0.074455
29	0.055435	0.4704	0.319753
30	-0.079771	-0.6769	0.250326
31	-0.159679	-1.3549	0.089839
32	-0.192558	-1.6339	0.053322
33	-0.081898	-0.6949	0.244669
34	-0.026569	-0.2254	0.411137
35	0.060299	0.5117	0.30523
36	0.130564	1.1079	0.135802

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.430681 & 3.6544 & 0.000243 \tabularnewline
2 & -0.129487 & -1.0987 & 0.137772 \tabularnewline
3 & -0.534253 & -4.5333 & 1.1e-05 \tabularnewline
4 & -0.464675 & -3.9429 & 9.2e-05 \tabularnewline
5 & -0.032686 & -0.2774 & 0.391152 \tabularnewline
6 & 0.301812 & 2.561 & 0.006267 \tabularnewline
7 & 0.244323 & 2.0732 & 0.020869 \tabularnewline
8 & -0.034683 & -0.2943 & 0.384691 \tabularnewline
9 & -0.205708 & -1.7455 & 0.042583 \tabularnewline
10 & -0.206068 & -1.7485 & 0.042316 \tabularnewline
11 & -0.024946 & -0.2117 & 0.416479 \tabularnewline
12 & 0.251934 & 2.1377 & 0.017967 \tabularnewline
13 & 0.118231 & 1.0032 & 0.159556 \tabularnewline
14 & 0.099438 & 0.8438 & 0.200799 \tabularnewline
15 & 0.001719 & 0.0146 & 0.494203 \tabularnewline
16 & -0.075019 & -0.6366 & 0.263215 \tabularnewline
17 & -0.057437 & -0.4874 & 0.313737 \tabularnewline
18 & -0.026717 & -0.2267 & 0.410648 \tabularnewline
19 & -0.006554 & -0.0556 & 0.477904 \tabularnewline
20 & -0.005411 & -0.0459 & 0.481754 \tabularnewline
21 & 0.027499 & 0.2333 & 0.408081 \tabularnewline
22 & -0.063259 & -0.5368 & 0.296539 \tabularnewline
23 & -0.160946 & -1.3657 & 0.088146 \tabularnewline
24 & -0.090387 & -0.767 & 0.222806 \tabularnewline
25 & -0.077446 & -0.6572 & 0.256589 \tabularnewline
26 & 0.135443 & 1.1493 & 0.127124 \tabularnewline
27 & 0.215512 & 1.8287 & 0.035794 \tabularnewline
28 & 0.171947 & 1.459 & 0.074455 \tabularnewline
29 & 0.055435 & 0.4704 & 0.319753 \tabularnewline
30 & -0.079771 & -0.6769 & 0.250326 \tabularnewline
31 & -0.159679 & -1.3549 & 0.089839 \tabularnewline
32 & -0.192558 & -1.6339 & 0.053322 \tabularnewline
33 & -0.081898 & -0.6949 & 0.244669 \tabularnewline
34 & -0.026569 & -0.2254 & 0.411137 \tabularnewline
35 & 0.060299 & 0.5117 & 0.30523 \tabularnewline
36 & 0.130564 & 1.1079 & 0.135802 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63993&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]0.430681[/C][C]3.6544[/C][C]0.000243[/C][/ROW]
[ROW][C]2[/C][C]-0.129487[/C][C]-1.0987[/C][C]0.137772[/C][/ROW]
[ROW][C]3[/C][C]-0.534253[/C][C]-4.5333[/C][C]1.1e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.464675[/C][C]-3.9429[/C][C]9.2e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.032686[/C][C]-0.2774[/C][C]0.391152[/C][/ROW]
[ROW][C]6[/C][C]0.301812[/C][C]2.561[/C][C]0.006267[/C][/ROW]
[ROW][C]7[/C][C]0.244323[/C][C]2.0732[/C][C]0.020869[/C][/ROW]
[ROW][C]8[/C][C]-0.034683[/C][C]-0.2943[/C][C]0.384691[/C][/ROW]
[ROW][C]9[/C][C]-0.205708[/C][C]-1.7455[/C][C]0.042583[/C][/ROW]
[ROW][C]10[/C][C]-0.206068[/C][C]-1.7485[/C][C]0.042316[/C][/ROW]
[ROW][C]11[/C][C]-0.024946[/C][C]-0.2117[/C][C]0.416479[/C][/ROW]
[ROW][C]12[/C][C]0.251934[/C][C]2.1377[/C][C]0.017967[/C][/ROW]
[ROW][C]13[/C][C]0.118231[/C][C]1.0032[/C][C]0.159556[/C][/ROW]
[ROW][C]14[/C][C]0.099438[/C][C]0.8438[/C][C]0.200799[/C][/ROW]
[ROW][C]15[/C][C]0.001719[/C][C]0.0146[/C][C]0.494203[/C][/ROW]
[ROW][C]16[/C][C]-0.075019[/C][C]-0.6366[/C][C]0.263215[/C][/ROW]
[ROW][C]17[/C][C]-0.057437[/C][C]-0.4874[/C][C]0.313737[/C][/ROW]
[ROW][C]18[/C][C]-0.026717[/C][C]-0.2267[/C][C]0.410648[/C][/ROW]
[ROW][C]19[/C][C]-0.006554[/C][C]-0.0556[/C][C]0.477904[/C][/ROW]
[ROW][C]20[/C][C]-0.005411[/C][C]-0.0459[/C][C]0.481754[/C][/ROW]
[ROW][C]21[/C][C]0.027499[/C][C]0.2333[/C][C]0.408081[/C][/ROW]
[ROW][C]22[/C][C]-0.063259[/C][C]-0.5368[/C][C]0.296539[/C][/ROW]
[ROW][C]23[/C][C]-0.160946[/C][C]-1.3657[/C][C]0.088146[/C][/ROW]
[ROW][C]24[/C][C]-0.090387[/C][C]-0.767[/C][C]0.222806[/C][/ROW]
[ROW][C]25[/C][C]-0.077446[/C][C]-0.6572[/C][C]0.256589[/C][/ROW]
[ROW][C]26[/C][C]0.135443[/C][C]1.1493[/C][C]0.127124[/C][/ROW]
[ROW][C]27[/C][C]0.215512[/C][C]1.8287[/C][C]0.035794[/C][/ROW]
[ROW][C]28[/C][C]0.171947[/C][C]1.459[/C][C]0.074455[/C][/ROW]
[ROW][C]29[/C][C]0.055435[/C][C]0.4704[/C][C]0.319753[/C][/ROW]
[ROW][C]30[/C][C]-0.079771[/C][C]-0.6769[/C][C]0.250326[/C][/ROW]
[ROW][C]31[/C][C]-0.159679[/C][C]-1.3549[/C][C]0.089839[/C][/ROW]
[ROW][C]32[/C][C]-0.192558[/C][C]-1.6339[/C][C]0.053322[/C][/ROW]
[ROW][C]33[/C][C]-0.081898[/C][C]-0.6949[/C][C]0.244669[/C][/ROW]
[ROW][C]34[/C][C]-0.026569[/C][C]-0.2254[/C][C]0.411137[/C][/ROW]
[ROW][C]35[/C][C]0.060299[/C][C]0.5117[/C][C]0.30523[/C][/ROW]
[ROW][C]36[/C][C]0.130564[/C][C]1.1079[/C][C]0.135802[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63993&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63993&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	0.430681	3.6544	0.000243
2	-0.129487	-1.0987	0.137772
3	-0.534253	-4.5333	1.1e-05
4	-0.464675	-3.9429	9.2e-05
5	-0.032686	-0.2774	0.391152
6	0.301812	2.561	0.006267
7	0.244323	2.0732	0.020869
8	-0.034683	-0.2943	0.384691
9	-0.205708	-1.7455	0.042583
10	-0.206068	-1.7485	0.042316
11	-0.024946	-0.2117	0.416479
12	0.251934	2.1377	0.017967
13	0.118231	1.0032	0.159556
14	0.099438	0.8438	0.200799
15	0.001719	0.0146	0.494203
16	-0.075019	-0.6366	0.263215
17	-0.057437	-0.4874	0.313737
18	-0.026717	-0.2267	0.410648
19	-0.006554	-0.0556	0.477904
20	-0.005411	-0.0459	0.481754
21	0.027499	0.2333	0.408081
22	-0.063259	-0.5368	0.296539
23	-0.160946	-1.3657	0.088146
24	-0.090387	-0.767	0.222806
25	-0.077446	-0.6572	0.256589
26	0.135443	1.1493	0.127124
27	0.215512	1.8287	0.035794
28	0.171947	1.459	0.074455
29	0.055435	0.4704	0.319753
30	-0.079771	-0.6769	0.250326
31	-0.159679	-1.3549	0.089839
32	-0.192558	-1.6339	0.053322
33	-0.081898	-0.6949	0.244669
34	-0.026569	-0.2254	0.411137
35	0.060299	0.5117	0.30523
36	0.130564	1.1079	0.135802

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.430681	3.6544	0.000243
2	-0.386701	-3.2813	0.000798
3	-0.419185	-3.5569	0.000334
4	-0.121416	-1.0303	0.15317
5	0.122681	1.041	0.150683
6	0.007803	0.0662	0.473696
7	-0.211292	-1.7929	0.038597
8	-0.146003	-1.2389	0.109708
9	0.058535	0.4967	0.310463
10	-0.064597	-0.5481	0.29265
11	-0.110346	-0.9363	0.17612
12	0.179247	1.521	0.066324
13	-0.228322	-1.9374	0.028311
14	0.230393	1.955	0.027236
15	0.132389	1.1234	0.132508
16	-0.073078	-0.6201	0.26858
17	0.000999	0.0085	0.49663
18	0.067371	0.5717	0.284667
19	0.082551	0.7005	0.242945
20	-0.05523	-0.4686	0.32037
21	-0.008683	-0.0737	0.470734
22	-0.08302	-0.7044	0.241713
23	-0.209743	-1.7797	0.03967
24	-0.015708	-0.1333	0.44717
25	-0.080619	-0.6841	0.248061
26	-0.065263	-0.5538	0.290724
27	-0.011894	-0.1009	0.459945
28	0.089069	0.7558	0.226123
29	0.071384	0.6057	0.273306
30	-0.004808	-0.0408	0.483786
31	-0.027231	-0.2311	0.40896
32	-0.137025	-1.1627	0.124396
33	-0.075203	-0.6381	0.262709
34	-0.047682	-0.4046	0.343486
35	0.014322	0.1215	0.451808
36	-0.037981	-0.3223	0.374088

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.430681 & 3.6544 & 0.000243 \tabularnewline
2 & -0.386701 & -3.2813 & 0.000798 \tabularnewline
3 & -0.419185 & -3.5569 & 0.000334 \tabularnewline
4 & -0.121416 & -1.0303 & 0.15317 \tabularnewline
5 & 0.122681 & 1.041 & 0.150683 \tabularnewline
6 & 0.007803 & 0.0662 & 0.473696 \tabularnewline
7 & -0.211292 & -1.7929 & 0.038597 \tabularnewline
8 & -0.146003 & -1.2389 & 0.109708 \tabularnewline
9 & 0.058535 & 0.4967 & 0.310463 \tabularnewline
10 & -0.064597 & -0.5481 & 0.29265 \tabularnewline
11 & -0.110346 & -0.9363 & 0.17612 \tabularnewline
12 & 0.179247 & 1.521 & 0.066324 \tabularnewline
13 & -0.228322 & -1.9374 & 0.028311 \tabularnewline
14 & 0.230393 & 1.955 & 0.027236 \tabularnewline
15 & 0.132389 & 1.1234 & 0.132508 \tabularnewline
16 & -0.073078 & -0.6201 & 0.26858 \tabularnewline
17 & 0.000999 & 0.0085 & 0.49663 \tabularnewline
18 & 0.067371 & 0.5717 & 0.284667 \tabularnewline
19 & 0.082551 & 0.7005 & 0.242945 \tabularnewline
20 & -0.05523 & -0.4686 & 0.32037 \tabularnewline
21 & -0.008683 & -0.0737 & 0.470734 \tabularnewline
22 & -0.08302 & -0.7044 & 0.241713 \tabularnewline
23 & -0.209743 & -1.7797 & 0.03967 \tabularnewline
24 & -0.015708 & -0.1333 & 0.44717 \tabularnewline
25 & -0.080619 & -0.6841 & 0.248061 \tabularnewline
26 & -0.065263 & -0.5538 & 0.290724 \tabularnewline
27 & -0.011894 & -0.1009 & 0.459945 \tabularnewline
28 & 0.089069 & 0.7558 & 0.226123 \tabularnewline
29 & 0.071384 & 0.6057 & 0.273306 \tabularnewline
30 & -0.004808 & -0.0408 & 0.483786 \tabularnewline
31 & -0.027231 & -0.2311 & 0.40896 \tabularnewline
32 & -0.137025 & -1.1627 & 0.124396 \tabularnewline
33 & -0.075203 & -0.6381 & 0.262709 \tabularnewline
34 & -0.047682 & -0.4046 & 0.343486 \tabularnewline
35 & 0.014322 & 0.1215 & 0.451808 \tabularnewline
36 & -0.037981 & -0.3223 & 0.374088 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63993&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]0.430681[/C][C]3.6544[/C][C]0.000243[/C][/ROW]
[ROW][C]2[/C][C]-0.386701[/C][C]-3.2813[/C][C]0.000798[/C][/ROW]
[ROW][C]3[/C][C]-0.419185[/C][C]-3.5569[/C][C]0.000334[/C][/ROW]
[ROW][C]4[/C][C]-0.121416[/C][C]-1.0303[/C][C]0.15317[/C][/ROW]
[ROW][C]5[/C][C]0.122681[/C][C]1.041[/C][C]0.150683[/C][/ROW]
[ROW][C]6[/C][C]0.007803[/C][C]0.0662[/C][C]0.473696[/C][/ROW]
[ROW][C]7[/C][C]-0.211292[/C][C]-1.7929[/C][C]0.038597[/C][/ROW]
[ROW][C]8[/C][C]-0.146003[/C][C]-1.2389[/C][C]0.109708[/C][/ROW]
[ROW][C]9[/C][C]0.058535[/C][C]0.4967[/C][C]0.310463[/C][/ROW]
[ROW][C]10[/C][C]-0.064597[/C][C]-0.5481[/C][C]0.29265[/C][/ROW]
[ROW][C]11[/C][C]-0.110346[/C][C]-0.9363[/C][C]0.17612[/C][/ROW]
[ROW][C]12[/C][C]0.179247[/C][C]1.521[/C][C]0.066324[/C][/ROW]
[ROW][C]13[/C][C]-0.228322[/C][C]-1.9374[/C][C]0.028311[/C][/ROW]
[ROW][C]14[/C][C]0.230393[/C][C]1.955[/C][C]0.027236[/C][/ROW]
[ROW][C]15[/C][C]0.132389[/C][C]1.1234[/C][C]0.132508[/C][/ROW]
[ROW][C]16[/C][C]-0.073078[/C][C]-0.6201[/C][C]0.26858[/C][/ROW]
[ROW][C]17[/C][C]0.000999[/C][C]0.0085[/C][C]0.49663[/C][/ROW]
[ROW][C]18[/C][C]0.067371[/C][C]0.5717[/C][C]0.284667[/C][/ROW]
[ROW][C]19[/C][C]0.082551[/C][C]0.7005[/C][C]0.242945[/C][/ROW]
[ROW][C]20[/C][C]-0.05523[/C][C]-0.4686[/C][C]0.32037[/C][/ROW]
[ROW][C]21[/C][C]-0.008683[/C][C]-0.0737[/C][C]0.470734[/C][/ROW]
[ROW][C]22[/C][C]-0.08302[/C][C]-0.7044[/C][C]0.241713[/C][/ROW]
[ROW][C]23[/C][C]-0.209743[/C][C]-1.7797[/C][C]0.03967[/C][/ROW]
[ROW][C]24[/C][C]-0.015708[/C][C]-0.1333[/C][C]0.44717[/C][/ROW]
[ROW][C]25[/C][C]-0.080619[/C][C]-0.6841[/C][C]0.248061[/C][/ROW]
[ROW][C]26[/C][C]-0.065263[/C][C]-0.5538[/C][C]0.290724[/C][/ROW]
[ROW][C]27[/C][C]-0.011894[/C][C]-0.1009[/C][C]0.459945[/C][/ROW]
[ROW][C]28[/C][C]0.089069[/C][C]0.7558[/C][C]0.226123[/C][/ROW]
[ROW][C]29[/C][C]0.071384[/C][C]0.6057[/C][C]0.273306[/C][/ROW]
[ROW][C]30[/C][C]-0.004808[/C][C]-0.0408[/C][C]0.483786[/C][/ROW]
[ROW][C]31[/C][C]-0.027231[/C][C]-0.2311[/C][C]0.40896[/C][/ROW]
[ROW][C]32[/C][C]-0.137025[/C][C]-1.1627[/C][C]0.124396[/C][/ROW]
[ROW][C]33[/C][C]-0.075203[/C][C]-0.6381[/C][C]0.262709[/C][/ROW]
[ROW][C]34[/C][C]-0.047682[/C][C]-0.4046[/C][C]0.343486[/C][/ROW]
[ROW][C]35[/C][C]0.014322[/C][C]0.1215[/C][C]0.451808[/C][/ROW]
[ROW][C]36[/C][C]-0.037981[/C][C]-0.3223[/C][C]0.374088[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63993&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63993&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	0.430681	3.6544	0.000243
2	-0.386701	-3.2813	0.000798
3	-0.419185	-3.5569	0.000334
4	-0.121416	-1.0303	0.15317
5	0.122681	1.041	0.150683
6	0.007803	0.0662	0.473696
7	-0.211292	-1.7929	0.038597
8	-0.146003	-1.2389	0.109708
9	0.058535	0.4967	0.310463
10	-0.064597	-0.5481	0.29265
11	-0.110346	-0.9363	0.17612
12	0.179247	1.521	0.066324
13	-0.228322	-1.9374	0.028311
14	0.230393	1.955	0.027236
15	0.132389	1.1234	0.132508
16	-0.073078	-0.6201	0.26858
17	0.000999	0.0085	0.49663
18	0.067371	0.5717	0.284667
19	0.082551	0.7005	0.242945
20	-0.05523	-0.4686	0.32037
21	-0.008683	-0.0737	0.470734
22	-0.08302	-0.7044	0.241713
23	-0.209743	-1.7797	0.03967
24	-0.015708	-0.1333	0.44717
25	-0.080619	-0.6841	0.248061
26	-0.065263	-0.5538	0.290724
27	-0.011894	-0.1009	0.459945
28	0.089069	0.7558	0.226123
29	0.071384	0.6057	0.273306
30	-0.004808	-0.0408	0.483786
31	-0.027231	-0.2311	0.40896
32	-0.137025	-1.1627	0.124396
33	-0.075203	-0.6381	0.262709
34	-0.047682	-0.4046	0.343486
35	0.014322	0.1215	0.451808
36	-0.037981	-0.3223	0.374088

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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