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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 12:38:02 -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/t1259955547dtetcanv0bpm89i.htm/, Retrieved Sat, 27 Apr 2024 14:36:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64082, Retrieved Sat, 27 Apr 2024 14:36:40 +0000

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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 14:48:46] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-04 19:38:02] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]

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Dataseries X:

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Histogram

Boxplots

1.4
1
-0.8
-2.9
-0.7
-0.7
1.5
3
3.2
3.1
3.9
1
1.3
0.8
1.2
2.9
3.9
4.5
4.5
3.3
2
1.5
1
2.1
3
4
5.1
4.5
4.2
3.3
2.7
1.8
1.4
0.5
-0.4
0.8
0.7
1.9
2
1.1
0.9
0.4
0.7
2.1
2.8
3.9
3.5
2
2
1.5
2.5
3.1
2.7
2.8
2.5
3
3.2
2.8
2.4
2
1.8
1.1
-1.5
-3.7

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=64082&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=64082&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64082&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	0.268194	2.1287	0.018597
2	0.142222	1.1288	0.131621
3	-0.117263	-0.9307	0.177769
4	-0.415771	-3.3001	0.000797
5	-0.232865	-1.8483	0.034626
6	-0.064324	-0.5106	0.305723
7	-0.112568	-0.8935	0.187501
8	0.246539	1.9568	0.027401
9	0.204232	1.621	0.055001
10	0.133026	1.0559	0.147531
11	0.112936	0.8964	0.186725
12	-0.151658	-1.2037	0.116595
13	-0.144314	-1.1455	0.128176
14	-0.145595	-1.1556	0.126099
15	-0.144935	-1.1504	0.127166
16	-0.011808	-0.0937	0.462813
17	0.017493	0.1389	0.445006
18	0.06859	0.5444	0.294038
19	0.123188	0.9778	0.165962
20	0.124357	0.9871	0.163696
21	-0.026681	-0.2118	0.416484
22	-0.029536	-0.2344	0.407704
23	-0.153153	-1.2156	0.114333
24	-0.215185	-1.708	0.046282
25	-0.084155	-0.668	0.2533
26	-0.09575	-0.76	0.225048
27	0.037554	0.2981	0.383313
28	0.157334	1.2488	0.108179
29	0.146065	1.1594	0.125343
30	0.115213	0.9145	0.181977
31	0.113918	0.9042	0.184667
32	-0.070783	-0.5618	0.288116
33	0.013991	0.111	0.455965
34	-0.051346	-0.4075	0.342495
35	-0.014166	-0.1124	0.455416
36	0.081105	0.6437	0.261037

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.268194 & 2.1287 & 0.018597 \tabularnewline
2 & 0.142222 & 1.1288 & 0.131621 \tabularnewline
3 & -0.117263 & -0.9307 & 0.177769 \tabularnewline
4 & -0.415771 & -3.3001 & 0.000797 \tabularnewline
5 & -0.232865 & -1.8483 & 0.034626 \tabularnewline
6 & -0.064324 & -0.5106 & 0.305723 \tabularnewline
7 & -0.112568 & -0.8935 & 0.187501 \tabularnewline
8 & 0.246539 & 1.9568 & 0.027401 \tabularnewline
9 & 0.204232 & 1.621 & 0.055001 \tabularnewline
10 & 0.133026 & 1.0559 & 0.147531 \tabularnewline
11 & 0.112936 & 0.8964 & 0.186725 \tabularnewline
12 & -0.151658 & -1.2037 & 0.116595 \tabularnewline
13 & -0.144314 & -1.1455 & 0.128176 \tabularnewline
14 & -0.145595 & -1.1556 & 0.126099 \tabularnewline
15 & -0.144935 & -1.1504 & 0.127166 \tabularnewline
16 & -0.011808 & -0.0937 & 0.462813 \tabularnewline
17 & 0.017493 & 0.1389 & 0.445006 \tabularnewline
18 & 0.06859 & 0.5444 & 0.294038 \tabularnewline
19 & 0.123188 & 0.9778 & 0.165962 \tabularnewline
20 & 0.124357 & 0.9871 & 0.163696 \tabularnewline
21 & -0.026681 & -0.2118 & 0.416484 \tabularnewline
22 & -0.029536 & -0.2344 & 0.407704 \tabularnewline
23 & -0.153153 & -1.2156 & 0.114333 \tabularnewline
24 & -0.215185 & -1.708 & 0.046282 \tabularnewline
25 & -0.084155 & -0.668 & 0.2533 \tabularnewline
26 & -0.09575 & -0.76 & 0.225048 \tabularnewline
27 & 0.037554 & 0.2981 & 0.383313 \tabularnewline
28 & 0.157334 & 1.2488 & 0.108179 \tabularnewline
29 & 0.146065 & 1.1594 & 0.125343 \tabularnewline
30 & 0.115213 & 0.9145 & 0.181977 \tabularnewline
31 & 0.113918 & 0.9042 & 0.184667 \tabularnewline
32 & -0.070783 & -0.5618 & 0.288116 \tabularnewline
33 & 0.013991 & 0.111 & 0.455965 \tabularnewline
34 & -0.051346 & -0.4075 & 0.342495 \tabularnewline
35 & -0.014166 & -0.1124 & 0.455416 \tabularnewline
36 & 0.081105 & 0.6437 & 0.261037 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64082&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]0.268194[/C][C]2.1287[/C][C]0.018597[/C][/ROW]
[ROW][C]2[/C][C]0.142222[/C][C]1.1288[/C][C]0.131621[/C][/ROW]
[ROW][C]3[/C][C]-0.117263[/C][C]-0.9307[/C][C]0.177769[/C][/ROW]
[ROW][C]4[/C][C]-0.415771[/C][C]-3.3001[/C][C]0.000797[/C][/ROW]
[ROW][C]5[/C][C]-0.232865[/C][C]-1.8483[/C][C]0.034626[/C][/ROW]
[ROW][C]6[/C][C]-0.064324[/C][C]-0.5106[/C][C]0.305723[/C][/ROW]
[ROW][C]7[/C][C]-0.112568[/C][C]-0.8935[/C][C]0.187501[/C][/ROW]
[ROW][C]8[/C][C]0.246539[/C][C]1.9568[/C][C]0.027401[/C][/ROW]
[ROW][C]9[/C][C]0.204232[/C][C]1.621[/C][C]0.055001[/C][/ROW]
[ROW][C]10[/C][C]0.133026[/C][C]1.0559[/C][C]0.147531[/C][/ROW]
[ROW][C]11[/C][C]0.112936[/C][C]0.8964[/C][C]0.186725[/C][/ROW]
[ROW][C]12[/C][C]-0.151658[/C][C]-1.2037[/C][C]0.116595[/C][/ROW]
[ROW][C]13[/C][C]-0.144314[/C][C]-1.1455[/C][C]0.128176[/C][/ROW]
[ROW][C]14[/C][C]-0.145595[/C][C]-1.1556[/C][C]0.126099[/C][/ROW]
[ROW][C]15[/C][C]-0.144935[/C][C]-1.1504[/C][C]0.127166[/C][/ROW]
[ROW][C]16[/C][C]-0.011808[/C][C]-0.0937[/C][C]0.462813[/C][/ROW]
[ROW][C]17[/C][C]0.017493[/C][C]0.1389[/C][C]0.445006[/C][/ROW]
[ROW][C]18[/C][C]0.06859[/C][C]0.5444[/C][C]0.294038[/C][/ROW]
[ROW][C]19[/C][C]0.123188[/C][C]0.9778[/C][C]0.165962[/C][/ROW]
[ROW][C]20[/C][C]0.124357[/C][C]0.9871[/C][C]0.163696[/C][/ROW]
[ROW][C]21[/C][C]-0.026681[/C][C]-0.2118[/C][C]0.416484[/C][/ROW]
[ROW][C]22[/C][C]-0.029536[/C][C]-0.2344[/C][C]0.407704[/C][/ROW]
[ROW][C]23[/C][C]-0.153153[/C][C]-1.2156[/C][C]0.114333[/C][/ROW]
[ROW][C]24[/C][C]-0.215185[/C][C]-1.708[/C][C]0.046282[/C][/ROW]
[ROW][C]25[/C][C]-0.084155[/C][C]-0.668[/C][C]0.2533[/C][/ROW]
[ROW][C]26[/C][C]-0.09575[/C][C]-0.76[/C][C]0.225048[/C][/ROW]
[ROW][C]27[/C][C]0.037554[/C][C]0.2981[/C][C]0.383313[/C][/ROW]
[ROW][C]28[/C][C]0.157334[/C][C]1.2488[/C][C]0.108179[/C][/ROW]
[ROW][C]29[/C][C]0.146065[/C][C]1.1594[/C][C]0.125343[/C][/ROW]
[ROW][C]30[/C][C]0.115213[/C][C]0.9145[/C][C]0.181977[/C][/ROW]
[ROW][C]31[/C][C]0.113918[/C][C]0.9042[/C][C]0.184667[/C][/ROW]
[ROW][C]32[/C][C]-0.070783[/C][C]-0.5618[/C][C]0.288116[/C][/ROW]
[ROW][C]33[/C][C]0.013991[/C][C]0.111[/C][C]0.455965[/C][/ROW]
[ROW][C]34[/C][C]-0.051346[/C][C]-0.4075[/C][C]0.342495[/C][/ROW]
[ROW][C]35[/C][C]-0.014166[/C][C]-0.1124[/C][C]0.455416[/C][/ROW]
[ROW][C]36[/C][C]0.081105[/C][C]0.6437[/C][C]0.261037[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64082&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64082&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	0.268194	2.1287	0.018597
2	0.142222	1.1288	0.131621
3	-0.117263	-0.9307	0.177769
4	-0.415771	-3.3001	0.000797
5	-0.232865	-1.8483	0.034626
6	-0.064324	-0.5106	0.305723
7	-0.112568	-0.8935	0.187501
8	0.246539	1.9568	0.027401
9	0.204232	1.621	0.055001
10	0.133026	1.0559	0.147531
11	0.112936	0.8964	0.186725
12	-0.151658	-1.2037	0.116595
13	-0.144314	-1.1455	0.128176
14	-0.145595	-1.1556	0.126099
15	-0.144935	-1.1504	0.127166
16	-0.011808	-0.0937	0.462813
17	0.017493	0.1389	0.445006
18	0.06859	0.5444	0.294038
19	0.123188	0.9778	0.165962
20	0.124357	0.9871	0.163696
21	-0.026681	-0.2118	0.416484
22	-0.029536	-0.2344	0.407704
23	-0.153153	-1.2156	0.114333
24	-0.215185	-1.708	0.046282
25	-0.084155	-0.668	0.2533
26	-0.09575	-0.76	0.225048
27	0.037554	0.2981	0.383313
28	0.157334	1.2488	0.108179
29	0.146065	1.1594	0.125343
30	0.115213	0.9145	0.181977
31	0.113918	0.9042	0.184667
32	-0.070783	-0.5618	0.288116
33	0.013991	0.111	0.455965
34	-0.051346	-0.4075	0.342495
35	-0.014166	-0.1124	0.455416
36	0.081105	0.6437	0.261037

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.268194	2.1287	0.018597
2	0.075742	0.6012	0.274938
3	-0.1873	-1.4866	0.071048
4	-0.395544	-3.1395	0.001288
5	-0.022285	-0.1769	0.430085
6	0.132919	1.055	0.147725
7	-0.211362	-1.6776	0.049187
8	0.144127	1.144	0.128482
9	0.133727	1.0614	0.146274
10	-0.012565	-0.0997	0.460438
11	-0.047137	-0.3741	0.35478
12	-0.074805	-0.5937	0.277403
13	0.071176	0.5649	0.287059
14	-0.088641	-0.7036	0.242149
15	-0.055866	-0.4434	0.32949
16	-0.019992	-0.1587	0.437212
17	-0.055453	-0.4401	0.330668
18	0.003004	0.0238	0.490526
19	-0.009938	-0.0789	0.46869
20	0.136494	1.0834	0.141382
21	-0.132106	-1.0486	0.149193
22	-0.016507	-0.131	0.448088
23	-0.015078	-0.1197	0.45256
24	-0.169553	-1.3458	0.091597
25	0.002136	0.017	0.493263
26	-0.098715	-0.7835	0.218126
27	0.032208	0.2556	0.399529
28	-0.028196	-0.2238	0.411818
29	0.052704	0.4183	0.338567
30	0.015303	0.1215	0.451855
31	0.053804	0.4271	0.335396
32	0.061533	0.4884	0.313479
33	0.094835	0.7527	0.227208
34	0.060702	0.4818	0.315805
35	0.051941	0.4123	0.340772
36	0.074265	0.5895	0.27883

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.268194 & 2.1287 & 0.018597 \tabularnewline
2 & 0.075742 & 0.6012 & 0.274938 \tabularnewline
3 & -0.1873 & -1.4866 & 0.071048 \tabularnewline
4 & -0.395544 & -3.1395 & 0.001288 \tabularnewline
5 & -0.022285 & -0.1769 & 0.430085 \tabularnewline
6 & 0.132919 & 1.055 & 0.147725 \tabularnewline
7 & -0.211362 & -1.6776 & 0.049187 \tabularnewline
8 & 0.144127 & 1.144 & 0.128482 \tabularnewline
9 & 0.133727 & 1.0614 & 0.146274 \tabularnewline
10 & -0.012565 & -0.0997 & 0.460438 \tabularnewline
11 & -0.047137 & -0.3741 & 0.35478 \tabularnewline
12 & -0.074805 & -0.5937 & 0.277403 \tabularnewline
13 & 0.071176 & 0.5649 & 0.287059 \tabularnewline
14 & -0.088641 & -0.7036 & 0.242149 \tabularnewline
15 & -0.055866 & -0.4434 & 0.32949 \tabularnewline
16 & -0.019992 & -0.1587 & 0.437212 \tabularnewline
17 & -0.055453 & -0.4401 & 0.330668 \tabularnewline
18 & 0.003004 & 0.0238 & 0.490526 \tabularnewline
19 & -0.009938 & -0.0789 & 0.46869 \tabularnewline
20 & 0.136494 & 1.0834 & 0.141382 \tabularnewline
21 & -0.132106 & -1.0486 & 0.149193 \tabularnewline
22 & -0.016507 & -0.131 & 0.448088 \tabularnewline
23 & -0.015078 & -0.1197 & 0.45256 \tabularnewline
24 & -0.169553 & -1.3458 & 0.091597 \tabularnewline
25 & 0.002136 & 0.017 & 0.493263 \tabularnewline
26 & -0.098715 & -0.7835 & 0.218126 \tabularnewline
27 & 0.032208 & 0.2556 & 0.399529 \tabularnewline
28 & -0.028196 & -0.2238 & 0.411818 \tabularnewline
29 & 0.052704 & 0.4183 & 0.338567 \tabularnewline
30 & 0.015303 & 0.1215 & 0.451855 \tabularnewline
31 & 0.053804 & 0.4271 & 0.335396 \tabularnewline
32 & 0.061533 & 0.4884 & 0.313479 \tabularnewline
33 & 0.094835 & 0.7527 & 0.227208 \tabularnewline
34 & 0.060702 & 0.4818 & 0.315805 \tabularnewline
35 & 0.051941 & 0.4123 & 0.340772 \tabularnewline
36 & 0.074265 & 0.5895 & 0.27883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64082&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]0.268194[/C][C]2.1287[/C][C]0.018597[/C][/ROW]
[ROW][C]2[/C][C]0.075742[/C][C]0.6012[/C][C]0.274938[/C][/ROW]
[ROW][C]3[/C][C]-0.1873[/C][C]-1.4866[/C][C]0.071048[/C][/ROW]
[ROW][C]4[/C][C]-0.395544[/C][C]-3.1395[/C][C]0.001288[/C][/ROW]
[ROW][C]5[/C][C]-0.022285[/C][C]-0.1769[/C][C]0.430085[/C][/ROW]
[ROW][C]6[/C][C]0.132919[/C][C]1.055[/C][C]0.147725[/C][/ROW]
[ROW][C]7[/C][C]-0.211362[/C][C]-1.6776[/C][C]0.049187[/C][/ROW]
[ROW][C]8[/C][C]0.144127[/C][C]1.144[/C][C]0.128482[/C][/ROW]
[ROW][C]9[/C][C]0.133727[/C][C]1.0614[/C][C]0.146274[/C][/ROW]
[ROW][C]10[/C][C]-0.012565[/C][C]-0.0997[/C][C]0.460438[/C][/ROW]
[ROW][C]11[/C][C]-0.047137[/C][C]-0.3741[/C][C]0.35478[/C][/ROW]
[ROW][C]12[/C][C]-0.074805[/C][C]-0.5937[/C][C]0.277403[/C][/ROW]
[ROW][C]13[/C][C]0.071176[/C][C]0.5649[/C][C]0.287059[/C][/ROW]
[ROW][C]14[/C][C]-0.088641[/C][C]-0.7036[/C][C]0.242149[/C][/ROW]
[ROW][C]15[/C][C]-0.055866[/C][C]-0.4434[/C][C]0.32949[/C][/ROW]
[ROW][C]16[/C][C]-0.019992[/C][C]-0.1587[/C][C]0.437212[/C][/ROW]
[ROW][C]17[/C][C]-0.055453[/C][C]-0.4401[/C][C]0.330668[/C][/ROW]
[ROW][C]18[/C][C]0.003004[/C][C]0.0238[/C][C]0.490526[/C][/ROW]
[ROW][C]19[/C][C]-0.009938[/C][C]-0.0789[/C][C]0.46869[/C][/ROW]
[ROW][C]20[/C][C]0.136494[/C][C]1.0834[/C][C]0.141382[/C][/ROW]
[ROW][C]21[/C][C]-0.132106[/C][C]-1.0486[/C][C]0.149193[/C][/ROW]
[ROW][C]22[/C][C]-0.016507[/C][C]-0.131[/C][C]0.448088[/C][/ROW]
[ROW][C]23[/C][C]-0.015078[/C][C]-0.1197[/C][C]0.45256[/C][/ROW]
[ROW][C]24[/C][C]-0.169553[/C][C]-1.3458[/C][C]0.091597[/C][/ROW]
[ROW][C]25[/C][C]0.002136[/C][C]0.017[/C][C]0.493263[/C][/ROW]
[ROW][C]26[/C][C]-0.098715[/C][C]-0.7835[/C][C]0.218126[/C][/ROW]
[ROW][C]27[/C][C]0.032208[/C][C]0.2556[/C][C]0.399529[/C][/ROW]
[ROW][C]28[/C][C]-0.028196[/C][C]-0.2238[/C][C]0.411818[/C][/ROW]
[ROW][C]29[/C][C]0.052704[/C][C]0.4183[/C][C]0.338567[/C][/ROW]
[ROW][C]30[/C][C]0.015303[/C][C]0.1215[/C][C]0.451855[/C][/ROW]
[ROW][C]31[/C][C]0.053804[/C][C]0.4271[/C][C]0.335396[/C][/ROW]
[ROW][C]32[/C][C]0.061533[/C][C]0.4884[/C][C]0.313479[/C][/ROW]
[ROW][C]33[/C][C]0.094835[/C][C]0.7527[/C][C]0.227208[/C][/ROW]
[ROW][C]34[/C][C]0.060702[/C][C]0.4818[/C][C]0.315805[/C][/ROW]
[ROW][C]35[/C][C]0.051941[/C][C]0.4123[/C][C]0.340772[/C][/ROW]
[ROW][C]36[/C][C]0.074265[/C][C]0.5895[/C][C]0.27883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64082&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64082&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	0.268194	2.1287	0.018597
2	0.075742	0.6012	0.274938
3	-0.1873	-1.4866	0.071048
4	-0.395544	-3.1395	0.001288
5	-0.022285	-0.1769	0.430085
6	0.132919	1.055	0.147725
7	-0.211362	-1.6776	0.049187
8	0.144127	1.144	0.128482
9	0.133727	1.0614	0.146274
10	-0.012565	-0.0997	0.460438
11	-0.047137	-0.3741	0.35478
12	-0.074805	-0.5937	0.277403
13	0.071176	0.5649	0.287059
14	-0.088641	-0.7036	0.242149
15	-0.055866	-0.4434	0.32949
16	-0.019992	-0.1587	0.437212
17	-0.055453	-0.4401	0.330668
18	0.003004	0.0238	0.490526
19	-0.009938	-0.0789	0.46869
20	0.136494	1.0834	0.141382
21	-0.132106	-1.0486	0.149193
22	-0.016507	-0.131	0.448088
23	-0.015078	-0.1197	0.45256
24	-0.169553	-1.3458	0.091597
25	0.002136	0.017	0.493263
26	-0.098715	-0.7835	0.218126
27	0.032208	0.2556	0.399529
28	-0.028196	-0.2238	0.411818
29	0.052704	0.4183	0.338567
30	0.015303	0.1215	0.451855
31	0.053804	0.4271	0.335396
32	0.061533	0.4884	0.313479
33	0.094835	0.7527	0.227208
34	0.060702	0.4818	0.315805
35	0.051941	0.4123	0.340772
36	0.074265	0.5895	0.27883

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