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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 12:47:12 -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/t1259956070stvth062klxmnvn.htm/, Retrieved Sun, 28 Apr 2024 10:06:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64098, Retrieved Sun, 28 Apr 2024 10:06:16 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

101

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 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D      [(Partial) Autocorrelation Function] [Autocorrelation] [2009-12-04 19:47:12] [a25640248f5f3c4d92f02a597edd3aef] [Current]

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Dataseries X:

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Histogram

Boxplots

8.4
8.4
8.4
8.6
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

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=64098&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=64098&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64098&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	0.365169	2.8521	0.002961
2	-0.250641	-1.9576	0.02743
3	-0.587989	-4.5923	1.1e-05
4	-0.39757	-3.1051	0.001442
5	0.033188	0.2592	0.398175
6	0.324986	2.5382	0.006855
7	0.258619	2.0199	0.023897
8	-0.011934	-0.0932	0.463023
9	-0.200893	-1.569	0.060908
10	-0.172375	-1.3463	0.091595
11	0.014325	0.1119	0.455643
12	0.301257	2.3529	0.010934
13	0.028251	0.2206	0.413051
14	-0.078571	-0.6137	0.270862
15	-0.131084	-1.0238	0.154987
16	-0.050489	-0.3943	0.347356
17	0.041406	0.3234	0.373752
18	0.134528	1.0507	0.148772
19	0.08109	0.6333	0.264442
20	-0.056979	-0.445	0.328941
21	-0.100604	-0.7857	0.217529
22	-0.08592	-0.6711	0.252359
23	-0.012704	-0.0992	0.460643
24	0.143292	1.1191	0.133733
25	-0.019005	-0.1484	0.441244
26	-0.045761	-0.3574	0.36101
27	-0.070366	-0.5496	0.292308
28	-0.01768	-0.1381	0.445315
29	0.048157	0.3761	0.354067
30	0.104181	0.8137	0.209496
31	0.063008	0.4921	0.312204
32	-0.068626	-0.536	0.296959
33	-0.11563	-0.9031	0.185014
34	-0.062943	-0.4916	0.312383
35	0.046144	0.3604	0.359899
36	0.171477	1.3393	0.092725

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.365169 & 2.8521 & 0.002961 \tabularnewline
2 & -0.250641 & -1.9576 & 0.02743 \tabularnewline
3 & -0.587989 & -4.5923 & 1.1e-05 \tabularnewline
4 & -0.39757 & -3.1051 & 0.001442 \tabularnewline
5 & 0.033188 & 0.2592 & 0.398175 \tabularnewline
6 & 0.324986 & 2.5382 & 0.006855 \tabularnewline
7 & 0.258619 & 2.0199 & 0.023897 \tabularnewline
8 & -0.011934 & -0.0932 & 0.463023 \tabularnewline
9 & -0.200893 & -1.569 & 0.060908 \tabularnewline
10 & -0.172375 & -1.3463 & 0.091595 \tabularnewline
11 & 0.014325 & 0.1119 & 0.455643 \tabularnewline
12 & 0.301257 & 2.3529 & 0.010934 \tabularnewline
13 & 0.028251 & 0.2206 & 0.413051 \tabularnewline
14 & -0.078571 & -0.6137 & 0.270862 \tabularnewline
15 & -0.131084 & -1.0238 & 0.154987 \tabularnewline
16 & -0.050489 & -0.3943 & 0.347356 \tabularnewline
17 & 0.041406 & 0.3234 & 0.373752 \tabularnewline
18 & 0.134528 & 1.0507 & 0.148772 \tabularnewline
19 & 0.08109 & 0.6333 & 0.264442 \tabularnewline
20 & -0.056979 & -0.445 & 0.328941 \tabularnewline
21 & -0.100604 & -0.7857 & 0.217529 \tabularnewline
22 & -0.08592 & -0.6711 & 0.252359 \tabularnewline
23 & -0.012704 & -0.0992 & 0.460643 \tabularnewline
24 & 0.143292 & 1.1191 & 0.133733 \tabularnewline
25 & -0.019005 & -0.1484 & 0.441244 \tabularnewline
26 & -0.045761 & -0.3574 & 0.36101 \tabularnewline
27 & -0.070366 & -0.5496 & 0.292308 \tabularnewline
28 & -0.01768 & -0.1381 & 0.445315 \tabularnewline
29 & 0.048157 & 0.3761 & 0.354067 \tabularnewline
30 & 0.104181 & 0.8137 & 0.209496 \tabularnewline
31 & 0.063008 & 0.4921 & 0.312204 \tabularnewline
32 & -0.068626 & -0.536 & 0.296959 \tabularnewline
33 & -0.11563 & -0.9031 & 0.185014 \tabularnewline
34 & -0.062943 & -0.4916 & 0.312383 \tabularnewline
35 & 0.046144 & 0.3604 & 0.359899 \tabularnewline
36 & 0.171477 & 1.3393 & 0.092725 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64098&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]0.365169[/C][C]2.8521[/C][C]0.002961[/C][/ROW]
[ROW][C]2[/C][C]-0.250641[/C][C]-1.9576[/C][C]0.02743[/C][/ROW]
[ROW][C]3[/C][C]-0.587989[/C][C]-4.5923[/C][C]1.1e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.39757[/C][C]-3.1051[/C][C]0.001442[/C][/ROW]
[ROW][C]5[/C][C]0.033188[/C][C]0.2592[/C][C]0.398175[/C][/ROW]
[ROW][C]6[/C][C]0.324986[/C][C]2.5382[/C][C]0.006855[/C][/ROW]
[ROW][C]7[/C][C]0.258619[/C][C]2.0199[/C][C]0.023897[/C][/ROW]
[ROW][C]8[/C][C]-0.011934[/C][C]-0.0932[/C][C]0.463023[/C][/ROW]
[ROW][C]9[/C][C]-0.200893[/C][C]-1.569[/C][C]0.060908[/C][/ROW]
[ROW][C]10[/C][C]-0.172375[/C][C]-1.3463[/C][C]0.091595[/C][/ROW]
[ROW][C]11[/C][C]0.014325[/C][C]0.1119[/C][C]0.455643[/C][/ROW]
[ROW][C]12[/C][C]0.301257[/C][C]2.3529[/C][C]0.010934[/C][/ROW]
[ROW][C]13[/C][C]0.028251[/C][C]0.2206[/C][C]0.413051[/C][/ROW]
[ROW][C]14[/C][C]-0.078571[/C][C]-0.6137[/C][C]0.270862[/C][/ROW]
[ROW][C]15[/C][C]-0.131084[/C][C]-1.0238[/C][C]0.154987[/C][/ROW]
[ROW][C]16[/C][C]-0.050489[/C][C]-0.3943[/C][C]0.347356[/C][/ROW]
[ROW][C]17[/C][C]0.041406[/C][C]0.3234[/C][C]0.373752[/C][/ROW]
[ROW][C]18[/C][C]0.134528[/C][C]1.0507[/C][C]0.148772[/C][/ROW]
[ROW][C]19[/C][C]0.08109[/C][C]0.6333[/C][C]0.264442[/C][/ROW]
[ROW][C]20[/C][C]-0.056979[/C][C]-0.445[/C][C]0.328941[/C][/ROW]
[ROW][C]21[/C][C]-0.100604[/C][C]-0.7857[/C][C]0.217529[/C][/ROW]
[ROW][C]22[/C][C]-0.08592[/C][C]-0.6711[/C][C]0.252359[/C][/ROW]
[ROW][C]23[/C][C]-0.012704[/C][C]-0.0992[/C][C]0.460643[/C][/ROW]
[ROW][C]24[/C][C]0.143292[/C][C]1.1191[/C][C]0.133733[/C][/ROW]
[ROW][C]25[/C][C]-0.019005[/C][C]-0.1484[/C][C]0.441244[/C][/ROW]
[ROW][C]26[/C][C]-0.045761[/C][C]-0.3574[/C][C]0.36101[/C][/ROW]
[ROW][C]27[/C][C]-0.070366[/C][C]-0.5496[/C][C]0.292308[/C][/ROW]
[ROW][C]28[/C][C]-0.01768[/C][C]-0.1381[/C][C]0.445315[/C][/ROW]
[ROW][C]29[/C][C]0.048157[/C][C]0.3761[/C][C]0.354067[/C][/ROW]
[ROW][C]30[/C][C]0.104181[/C][C]0.8137[/C][C]0.209496[/C][/ROW]
[ROW][C]31[/C][C]0.063008[/C][C]0.4921[/C][C]0.312204[/C][/ROW]
[ROW][C]32[/C][C]-0.068626[/C][C]-0.536[/C][C]0.296959[/C][/ROW]
[ROW][C]33[/C][C]-0.11563[/C][C]-0.9031[/C][C]0.185014[/C][/ROW]
[ROW][C]34[/C][C]-0.062943[/C][C]-0.4916[/C][C]0.312383[/C][/ROW]
[ROW][C]35[/C][C]0.046144[/C][C]0.3604[/C][C]0.359899[/C][/ROW]
[ROW][C]36[/C][C]0.171477[/C][C]1.3393[/C][C]0.092725[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64098&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64098&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	0.365169	2.8521	0.002961
2	-0.250641	-1.9576	0.02743
3	-0.587989	-4.5923	1.1e-05
4	-0.39757	-3.1051	0.001442
5	0.033188	0.2592	0.398175
6	0.324986	2.5382	0.006855
7	0.258619	2.0199	0.023897
8	-0.011934	-0.0932	0.463023
9	-0.200893	-1.569	0.060908
10	-0.172375	-1.3463	0.091595
11	0.014325	0.1119	0.455643
12	0.301257	2.3529	0.010934
13	0.028251	0.2206	0.413051
14	-0.078571	-0.6137	0.270862
15	-0.131084	-1.0238	0.154987
16	-0.050489	-0.3943	0.347356
17	0.041406	0.3234	0.373752
18	0.134528	1.0507	0.148772
19	0.08109	0.6333	0.264442
20	-0.056979	-0.445	0.328941
21	-0.100604	-0.7857	0.217529
22	-0.08592	-0.6711	0.252359
23	-0.012704	-0.0992	0.460643
24	0.143292	1.1191	0.133733
25	-0.019005	-0.1484	0.441244
26	-0.045761	-0.3574	0.36101
27	-0.070366	-0.5496	0.292308
28	-0.01768	-0.1381	0.445315
29	0.048157	0.3761	0.354067
30	0.104181	0.8137	0.209496
31	0.063008	0.4921	0.312204
32	-0.068626	-0.536	0.296959
33	-0.11563	-0.9031	0.185014
34	-0.062943	-0.4916	0.312383
35	0.046144	0.3604	0.359899
36	0.171477	1.3393	0.092725

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.365169	2.8521	0.002961
2	-0.443072	-3.4605	0.000495
3	-0.422264	-3.298	0.000814
4	-0.17265	-1.3484	0.091252
5	-0.073533	-0.5743	0.283935
6	-0.060431	-0.472	0.319312
7	-0.12126	-0.9471	0.17367
8	-0.125782	-0.9824	0.164895
9	-0.082609	-0.6452	0.260609
10	-0.064641	-0.5049	0.307738
11	-0.026286	-0.2053	0.41901
12	0.256787	2.0056	0.024672
13	-0.365286	-2.853	0.002953
14	0.174805	1.3653	0.088591
15	0.071873	0.5613	0.288309
16	-0.049602	-0.3874	0.349904
17	-0.01541	-0.1204	0.452297
18	0.128758	1.0056	0.159283
19	0.034342	0.2682	0.394718
20	-0.038845	-0.3034	0.381313
21	0.074236	0.5798	0.282092
22	0.005763	0.045	0.482124
23	-0.041568	-0.3247	0.373275
24	0.026675	0.2083	0.417831
25	-0.069531	-0.5431	0.294537
26	-0.089153	-0.6963	0.244439
27	-0.075014	-0.5859	0.280059
28	-0.054982	-0.4294	0.334564
29	-0.013773	-0.1076	0.457345
30	-0.090499	-0.7068	0.241186
31	0.020587	0.1608	0.436396
32	-0.057476	-0.4489	0.327547
33	-0.105417	-0.8233	0.206763
34	0.054458	0.4253	0.336045
35	0.036041	0.2815	0.389644
36	-0.001207	-0.0094	0.496253

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.365169 & 2.8521 & 0.002961 \tabularnewline
2 & -0.443072 & -3.4605 & 0.000495 \tabularnewline
3 & -0.422264 & -3.298 & 0.000814 \tabularnewline
4 & -0.17265 & -1.3484 & 0.091252 \tabularnewline
5 & -0.073533 & -0.5743 & 0.283935 \tabularnewline
6 & -0.060431 & -0.472 & 0.319312 \tabularnewline
7 & -0.12126 & -0.9471 & 0.17367 \tabularnewline
8 & -0.125782 & -0.9824 & 0.164895 \tabularnewline
9 & -0.082609 & -0.6452 & 0.260609 \tabularnewline
10 & -0.064641 & -0.5049 & 0.307738 \tabularnewline
11 & -0.026286 & -0.2053 & 0.41901 \tabularnewline
12 & 0.256787 & 2.0056 & 0.024672 \tabularnewline
13 & -0.365286 & -2.853 & 0.002953 \tabularnewline
14 & 0.174805 & 1.3653 & 0.088591 \tabularnewline
15 & 0.071873 & 0.5613 & 0.288309 \tabularnewline
16 & -0.049602 & -0.3874 & 0.349904 \tabularnewline
17 & -0.01541 & -0.1204 & 0.452297 \tabularnewline
18 & 0.128758 & 1.0056 & 0.159283 \tabularnewline
19 & 0.034342 & 0.2682 & 0.394718 \tabularnewline
20 & -0.038845 & -0.3034 & 0.381313 \tabularnewline
21 & 0.074236 & 0.5798 & 0.282092 \tabularnewline
22 & 0.005763 & 0.045 & 0.482124 \tabularnewline
23 & -0.041568 & -0.3247 & 0.373275 \tabularnewline
24 & 0.026675 & 0.2083 & 0.417831 \tabularnewline
25 & -0.069531 & -0.5431 & 0.294537 \tabularnewline
26 & -0.089153 & -0.6963 & 0.244439 \tabularnewline
27 & -0.075014 & -0.5859 & 0.280059 \tabularnewline
28 & -0.054982 & -0.4294 & 0.334564 \tabularnewline
29 & -0.013773 & -0.1076 & 0.457345 \tabularnewline
30 & -0.090499 & -0.7068 & 0.241186 \tabularnewline
31 & 0.020587 & 0.1608 & 0.436396 \tabularnewline
32 & -0.057476 & -0.4489 & 0.327547 \tabularnewline
33 & -0.105417 & -0.8233 & 0.206763 \tabularnewline
34 & 0.054458 & 0.4253 & 0.336045 \tabularnewline
35 & 0.036041 & 0.2815 & 0.389644 \tabularnewline
36 & -0.001207 & -0.0094 & 0.496253 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64098&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]0.365169[/C][C]2.8521[/C][C]0.002961[/C][/ROW]
[ROW][C]2[/C][C]-0.443072[/C][C]-3.4605[/C][C]0.000495[/C][/ROW]
[ROW][C]3[/C][C]-0.422264[/C][C]-3.298[/C][C]0.000814[/C][/ROW]
[ROW][C]4[/C][C]-0.17265[/C][C]-1.3484[/C][C]0.091252[/C][/ROW]
[ROW][C]5[/C][C]-0.073533[/C][C]-0.5743[/C][C]0.283935[/C][/ROW]
[ROW][C]6[/C][C]-0.060431[/C][C]-0.472[/C][C]0.319312[/C][/ROW]
[ROW][C]7[/C][C]-0.12126[/C][C]-0.9471[/C][C]0.17367[/C][/ROW]
[ROW][C]8[/C][C]-0.125782[/C][C]-0.9824[/C][C]0.164895[/C][/ROW]
[ROW][C]9[/C][C]-0.082609[/C][C]-0.6452[/C][C]0.260609[/C][/ROW]
[ROW][C]10[/C][C]-0.064641[/C][C]-0.5049[/C][C]0.307738[/C][/ROW]
[ROW][C]11[/C][C]-0.026286[/C][C]-0.2053[/C][C]0.41901[/C][/ROW]
[ROW][C]12[/C][C]0.256787[/C][C]2.0056[/C][C]0.024672[/C][/ROW]
[ROW][C]13[/C][C]-0.365286[/C][C]-2.853[/C][C]0.002953[/C][/ROW]
[ROW][C]14[/C][C]0.174805[/C][C]1.3653[/C][C]0.088591[/C][/ROW]
[ROW][C]15[/C][C]0.071873[/C][C]0.5613[/C][C]0.288309[/C][/ROW]
[ROW][C]16[/C][C]-0.049602[/C][C]-0.3874[/C][C]0.349904[/C][/ROW]
[ROW][C]17[/C][C]-0.01541[/C][C]-0.1204[/C][C]0.452297[/C][/ROW]
[ROW][C]18[/C][C]0.128758[/C][C]1.0056[/C][C]0.159283[/C][/ROW]
[ROW][C]19[/C][C]0.034342[/C][C]0.2682[/C][C]0.394718[/C][/ROW]
[ROW][C]20[/C][C]-0.038845[/C][C]-0.3034[/C][C]0.381313[/C][/ROW]
[ROW][C]21[/C][C]0.074236[/C][C]0.5798[/C][C]0.282092[/C][/ROW]
[ROW][C]22[/C][C]0.005763[/C][C]0.045[/C][C]0.482124[/C][/ROW]
[ROW][C]23[/C][C]-0.041568[/C][C]-0.3247[/C][C]0.373275[/C][/ROW]
[ROW][C]24[/C][C]0.026675[/C][C]0.2083[/C][C]0.417831[/C][/ROW]
[ROW][C]25[/C][C]-0.069531[/C][C]-0.5431[/C][C]0.294537[/C][/ROW]
[ROW][C]26[/C][C]-0.089153[/C][C]-0.6963[/C][C]0.244439[/C][/ROW]
[ROW][C]27[/C][C]-0.075014[/C][C]-0.5859[/C][C]0.280059[/C][/ROW]
[ROW][C]28[/C][C]-0.054982[/C][C]-0.4294[/C][C]0.334564[/C][/ROW]
[ROW][C]29[/C][C]-0.013773[/C][C]-0.1076[/C][C]0.457345[/C][/ROW]
[ROW][C]30[/C][C]-0.090499[/C][C]-0.7068[/C][C]0.241186[/C][/ROW]
[ROW][C]31[/C][C]0.020587[/C][C]0.1608[/C][C]0.436396[/C][/ROW]
[ROW][C]32[/C][C]-0.057476[/C][C]-0.4489[/C][C]0.327547[/C][/ROW]
[ROW][C]33[/C][C]-0.105417[/C][C]-0.8233[/C][C]0.206763[/C][/ROW]
[ROW][C]34[/C][C]0.054458[/C][C]0.4253[/C][C]0.336045[/C][/ROW]
[ROW][C]35[/C][C]0.036041[/C][C]0.2815[/C][C]0.389644[/C][/ROW]
[ROW][C]36[/C][C]-0.001207[/C][C]-0.0094[/C][C]0.496253[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64098&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64098&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	0.365169	2.8521	0.002961
2	-0.443072	-3.4605	0.000495
3	-0.422264	-3.298	0.000814
4	-0.17265	-1.3484	0.091252
5	-0.073533	-0.5743	0.283935
6	-0.060431	-0.472	0.319312
7	-0.12126	-0.9471	0.17367
8	-0.125782	-0.9824	0.164895
9	-0.082609	-0.6452	0.260609
10	-0.064641	-0.5049	0.307738
11	-0.026286	-0.2053	0.41901
12	0.256787	2.0056	0.024672
13	-0.365286	-2.853	0.002953
14	0.174805	1.3653	0.088591
15	0.071873	0.5613	0.288309
16	-0.049602	-0.3874	0.349904
17	-0.01541	-0.1204	0.452297
18	0.128758	1.0056	0.159283
19	0.034342	0.2682	0.394718
20	-0.038845	-0.3034	0.381313
21	0.074236	0.5798	0.282092
22	0.005763	0.045	0.482124
23	-0.041568	-0.3247	0.373275
24	0.026675	0.2083	0.417831
25	-0.069531	-0.5431	0.294537
26	-0.089153	-0.6963	0.244439
27	-0.075014	-0.5859	0.280059
28	-0.054982	-0.4294	0.334564
29	-0.013773	-0.1076	0.457345
30	-0.090499	-0.7068	0.241186
31	0.020587	0.1608	0.436396
32	-0.057476	-0.4489	0.327547
33	-0.105417	-0.8233	0.206763
34	0.054458	0.4253	0.336045
35	0.036041	0.2815	0.389644
36	-0.001207	-0.0094	0.496253

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