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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 10 Dec 2009 09:01:08 -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/10/t1260460896uzz00ybslu7ffu6.htm/, Retrieved Fri, 26 Apr 2024 05:43:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65522, Retrieved Fri, 26 Apr 2024 05:43:51 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

155

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [acf1] [2009-11-26 15:49:58] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D          [(Partial) Autocorrelation Function] [acf1] [2009-12-10 15:17:38] [ed603017d2bee8fbd82b6d5ec04e12c3]
-   PD            [(Partial) Autocorrelation Function] [auto] [2009-12-10 15:57:09] [ed603017d2bee8fbd82b6d5ec04e12c3]
-                     [(Partial) Autocorrelation Function] [acf2] [2009-12-10 16:01:08] [87085ce7f5378f281469a8b1f0969170] [Current]

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Dataseries X:

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Boxplots

3.9
3.6
3.3
3.2
3.4
3.4
3.5
3.2
3.3
3.3
3.4
3.7
3.9
4
3.7
3.9
4.2
4.4
4.3
4.2
4.3
4.3
4.3
4.5
5
5.2
5.2
5.4
5.5
5.4
5.5
5.4
5.7
5.7
6.1
6.5
6.9
6.8
6.7
6.6
6.5
6.4
6.1
6.2
6.3
6.4
6.5
6.7
7
7
6.8
6.7
6.7
6.5
6.4
6.1
6.2
6
6.1
6.1
6.2

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=65522&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=65522&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65522&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	0.011376	0.0788	0.468753
2	0.368147	2.5506	0.006999
3	-0.137747	-0.9543	0.172347
4	0.115406	0.7996	0.213954
5	-0.07881	-0.546	0.293793
6	-0.034539	-0.2393	0.405947
7	0.01631	0.113	0.45525
8	0.056469	0.3912	0.348679
9	0.272615	1.8887	0.032489
10	0.006853	0.0475	0.481164
11	0.314282	2.1774	0.017199
12	-0.320724	-2.222	0.015514
13	0.147889	1.0246	0.155342
14	-0.16886	-1.1699	0.12391
15	0.085115	0.5897	0.27908
16	-0.141173	-0.9781	0.16647
17	0.188459	1.3057	0.098942
18	0.125822	0.8717	0.19385
19	0.267133	1.8507	0.035182
20	-0.001096	-0.0076	0.496985
21	-0.014391	-0.0997	0.460496
22	-0.040022	-0.2773	0.391378
23	-0.208745	-1.4462	0.077306
24	-0.042763	-0.2963	0.38415
25	-0.251782	-1.7444	0.043745
26	-0.030702	-0.2127	0.416228
27	-0.169819	-1.1765	0.12259
28	0.108004	0.7483	0.228972
29	-0.184896	-1.281	0.103175
30	0.060033	0.4159	0.339661
31	-0.18517	-1.2829	0.102845
32	0.021107	0.1462	0.442173
33	-0.121299	-0.8404	0.202429
34	-0.069627	-0.4824	0.31586
35	-0.01631	-0.113	0.45525
36	-0.060855	-0.4216	0.337593

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.011376 & 0.0788 & 0.468753 \tabularnewline
2 & 0.368147 & 2.5506 & 0.006999 \tabularnewline
3 & -0.137747 & -0.9543 & 0.172347 \tabularnewline
4 & 0.115406 & 0.7996 & 0.213954 \tabularnewline
5 & -0.07881 & -0.546 & 0.293793 \tabularnewline
6 & -0.034539 & -0.2393 & 0.405947 \tabularnewline
7 & 0.01631 & 0.113 & 0.45525 \tabularnewline
8 & 0.056469 & 0.3912 & 0.348679 \tabularnewline
9 & 0.272615 & 1.8887 & 0.032489 \tabularnewline
10 & 0.006853 & 0.0475 & 0.481164 \tabularnewline
11 & 0.314282 & 2.1774 & 0.017199 \tabularnewline
12 & -0.320724 & -2.222 & 0.015514 \tabularnewline
13 & 0.147889 & 1.0246 & 0.155342 \tabularnewline
14 & -0.16886 & -1.1699 & 0.12391 \tabularnewline
15 & 0.085115 & 0.5897 & 0.27908 \tabularnewline
16 & -0.141173 & -0.9781 & 0.16647 \tabularnewline
17 & 0.188459 & 1.3057 & 0.098942 \tabularnewline
18 & 0.125822 & 0.8717 & 0.19385 \tabularnewline
19 & 0.267133 & 1.8507 & 0.035182 \tabularnewline
20 & -0.001096 & -0.0076 & 0.496985 \tabularnewline
21 & -0.014391 & -0.0997 & 0.460496 \tabularnewline
22 & -0.040022 & -0.2773 & 0.391378 \tabularnewline
23 & -0.208745 & -1.4462 & 0.077306 \tabularnewline
24 & -0.042763 & -0.2963 & 0.38415 \tabularnewline
25 & -0.251782 & -1.7444 & 0.043745 \tabularnewline
26 & -0.030702 & -0.2127 & 0.416228 \tabularnewline
27 & -0.169819 & -1.1765 & 0.12259 \tabularnewline
28 & 0.108004 & 0.7483 & 0.228972 \tabularnewline
29 & -0.184896 & -1.281 & 0.103175 \tabularnewline
30 & 0.060033 & 0.4159 & 0.339661 \tabularnewline
31 & -0.18517 & -1.2829 & 0.102845 \tabularnewline
32 & 0.021107 & 0.1462 & 0.442173 \tabularnewline
33 & -0.121299 & -0.8404 & 0.202429 \tabularnewline
34 & -0.069627 & -0.4824 & 0.31586 \tabularnewline
35 & -0.01631 & -0.113 & 0.45525 \tabularnewline
36 & -0.060855 & -0.4216 & 0.337593 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65522&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]0.011376[/C][C]0.0788[/C][C]0.468753[/C][/ROW]
[ROW][C]2[/C][C]0.368147[/C][C]2.5506[/C][C]0.006999[/C][/ROW]
[ROW][C]3[/C][C]-0.137747[/C][C]-0.9543[/C][C]0.172347[/C][/ROW]
[ROW][C]4[/C][C]0.115406[/C][C]0.7996[/C][C]0.213954[/C][/ROW]
[ROW][C]5[/C][C]-0.07881[/C][C]-0.546[/C][C]0.293793[/C][/ROW]
[ROW][C]6[/C][C]-0.034539[/C][C]-0.2393[/C][C]0.405947[/C][/ROW]
[ROW][C]7[/C][C]0.01631[/C][C]0.113[/C][C]0.45525[/C][/ROW]
[ROW][C]8[/C][C]0.056469[/C][C]0.3912[/C][C]0.348679[/C][/ROW]
[ROW][C]9[/C][C]0.272615[/C][C]1.8887[/C][C]0.032489[/C][/ROW]
[ROW][C]10[/C][C]0.006853[/C][C]0.0475[/C][C]0.481164[/C][/ROW]
[ROW][C]11[/C][C]0.314282[/C][C]2.1774[/C][C]0.017199[/C][/ROW]
[ROW][C]12[/C][C]-0.320724[/C][C]-2.222[/C][C]0.015514[/C][/ROW]
[ROW][C]13[/C][C]0.147889[/C][C]1.0246[/C][C]0.155342[/C][/ROW]
[ROW][C]14[/C][C]-0.16886[/C][C]-1.1699[/C][C]0.12391[/C][/ROW]
[ROW][C]15[/C][C]0.085115[/C][C]0.5897[/C][C]0.27908[/C][/ROW]
[ROW][C]16[/C][C]-0.141173[/C][C]-0.9781[/C][C]0.16647[/C][/ROW]
[ROW][C]17[/C][C]0.188459[/C][C]1.3057[/C][C]0.098942[/C][/ROW]
[ROW][C]18[/C][C]0.125822[/C][C]0.8717[/C][C]0.19385[/C][/ROW]
[ROW][C]19[/C][C]0.267133[/C][C]1.8507[/C][C]0.035182[/C][/ROW]
[ROW][C]20[/C][C]-0.001096[/C][C]-0.0076[/C][C]0.496985[/C][/ROW]
[ROW][C]21[/C][C]-0.014391[/C][C]-0.0997[/C][C]0.460496[/C][/ROW]
[ROW][C]22[/C][C]-0.040022[/C][C]-0.2773[/C][C]0.391378[/C][/ROW]
[ROW][C]23[/C][C]-0.208745[/C][C]-1.4462[/C][C]0.077306[/C][/ROW]
[ROW][C]24[/C][C]-0.042763[/C][C]-0.2963[/C][C]0.38415[/C][/ROW]
[ROW][C]25[/C][C]-0.251782[/C][C]-1.7444[/C][C]0.043745[/C][/ROW]
[ROW][C]26[/C][C]-0.030702[/C][C]-0.2127[/C][C]0.416228[/C][/ROW]
[ROW][C]27[/C][C]-0.169819[/C][C]-1.1765[/C][C]0.12259[/C][/ROW]
[ROW][C]28[/C][C]0.108004[/C][C]0.7483[/C][C]0.228972[/C][/ROW]
[ROW][C]29[/C][C]-0.184896[/C][C]-1.281[/C][C]0.103175[/C][/ROW]
[ROW][C]30[/C][C]0.060033[/C][C]0.4159[/C][C]0.339661[/C][/ROW]
[ROW][C]31[/C][C]-0.18517[/C][C]-1.2829[/C][C]0.102845[/C][/ROW]
[ROW][C]32[/C][C]0.021107[/C][C]0.1462[/C][C]0.442173[/C][/ROW]
[ROW][C]33[/C][C]-0.121299[/C][C]-0.8404[/C][C]0.202429[/C][/ROW]
[ROW][C]34[/C][C]-0.069627[/C][C]-0.4824[/C][C]0.31586[/C][/ROW]
[ROW][C]35[/C][C]-0.01631[/C][C]-0.113[/C][C]0.45525[/C][/ROW]
[ROW][C]36[/C][C]-0.060855[/C][C]-0.4216[/C][C]0.337593[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65522&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65522&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	0.011376	0.0788	0.468753
2	0.368147	2.5506	0.006999
3	-0.137747	-0.9543	0.172347
4	0.115406	0.7996	0.213954
5	-0.07881	-0.546	0.293793
6	-0.034539	-0.2393	0.405947
7	0.01631	0.113	0.45525
8	0.056469	0.3912	0.348679
9	0.272615	1.8887	0.032489
10	0.006853	0.0475	0.481164
11	0.314282	2.1774	0.017199
12	-0.320724	-2.222	0.015514
13	0.147889	1.0246	0.155342
14	-0.16886	-1.1699	0.12391
15	0.085115	0.5897	0.27908
16	-0.141173	-0.9781	0.16647
17	0.188459	1.3057	0.098942
18	0.125822	0.8717	0.19385
19	0.267133	1.8507	0.035182
20	-0.001096	-0.0076	0.496985
21	-0.014391	-0.0997	0.460496
22	-0.040022	-0.2773	0.391378
23	-0.208745	-1.4462	0.077306
24	-0.042763	-0.2963	0.38415
25	-0.251782	-1.7444	0.043745
26	-0.030702	-0.2127	0.416228
27	-0.169819	-1.1765	0.12259
28	0.108004	0.7483	0.228972
29	-0.184896	-1.281	0.103175
30	0.060033	0.4159	0.339661
31	-0.18517	-1.2829	0.102845
32	0.021107	0.1462	0.442173
33	-0.121299	-0.8404	0.202429
34	-0.069627	-0.4824	0.31586
35	-0.01631	-0.113	0.45525
36	-0.060855	-0.4216	0.337593

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.011376	0.0788	0.468753
2	0.368065	2.55	0.007009
3	-0.167258	-1.1588	0.126136
4	-0.010909	-0.0756	0.470034
5	0.031316	0.217	0.414578
6	-0.110847	-0.768	0.223133
7	0.075139	0.5206	0.302526
8	0.109935	0.7617	0.224997
9	0.254563	1.7637	0.042076
10	-0.064545	-0.4472	0.328377
11	0.184195	1.2761	0.104023
12	-0.368754	-2.5548	0.006925
13	0.010963	0.076	0.469885
14	0.186234	1.2903	0.10157
15	-0.076745	-0.5317	0.298691
16	-0.073273	-0.5076	0.307012
17	0.275531	1.9089	0.03113
18	0.066157	0.4584	0.324384
19	0.065293	0.4524	0.326523
20	-0.138096	-0.9568	0.171742
21	-0.023839	-0.1652	0.434755
22	-0.098889	-0.6851	0.248281
23	-0.043629	-0.3023	0.381875
24	-0.130932	-0.9071	0.184437
25	-0.142949	-0.9904	0.163477
26	-0.06292	-0.4359	0.332423
27	-0.146441	-1.0146	0.157699
28	-0.112019	-0.7761	0.220751
29	-0.089528	-0.6203	0.269006
30	0.067529	0.4679	0.321002
31	0.10492	0.7269	0.235407
32	-0.096379	-0.6677	0.25375
33	0.037747	0.2615	0.397406
34	0.072063	0.4993	0.309936
35	-0.006007	-0.0416	0.483488
36	-0.096341	-0.6675	0.253834

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.011376 & 0.0788 & 0.468753 \tabularnewline
2 & 0.368065 & 2.55 & 0.007009 \tabularnewline
3 & -0.167258 & -1.1588 & 0.126136 \tabularnewline
4 & -0.010909 & -0.0756 & 0.470034 \tabularnewline
5 & 0.031316 & 0.217 & 0.414578 \tabularnewline
6 & -0.110847 & -0.768 & 0.223133 \tabularnewline
7 & 0.075139 & 0.5206 & 0.302526 \tabularnewline
8 & 0.109935 & 0.7617 & 0.224997 \tabularnewline
9 & 0.254563 & 1.7637 & 0.042076 \tabularnewline
10 & -0.064545 & -0.4472 & 0.328377 \tabularnewline
11 & 0.184195 & 1.2761 & 0.104023 \tabularnewline
12 & -0.368754 & -2.5548 & 0.006925 \tabularnewline
13 & 0.010963 & 0.076 & 0.469885 \tabularnewline
14 & 0.186234 & 1.2903 & 0.10157 \tabularnewline
15 & -0.076745 & -0.5317 & 0.298691 \tabularnewline
16 & -0.073273 & -0.5076 & 0.307012 \tabularnewline
17 & 0.275531 & 1.9089 & 0.03113 \tabularnewline
18 & 0.066157 & 0.4584 & 0.324384 \tabularnewline
19 & 0.065293 & 0.4524 & 0.326523 \tabularnewline
20 & -0.138096 & -0.9568 & 0.171742 \tabularnewline
21 & -0.023839 & -0.1652 & 0.434755 \tabularnewline
22 & -0.098889 & -0.6851 & 0.248281 \tabularnewline
23 & -0.043629 & -0.3023 & 0.381875 \tabularnewline
24 & -0.130932 & -0.9071 & 0.184437 \tabularnewline
25 & -0.142949 & -0.9904 & 0.163477 \tabularnewline
26 & -0.06292 & -0.4359 & 0.332423 \tabularnewline
27 & -0.146441 & -1.0146 & 0.157699 \tabularnewline
28 & -0.112019 & -0.7761 & 0.220751 \tabularnewline
29 & -0.089528 & -0.6203 & 0.269006 \tabularnewline
30 & 0.067529 & 0.4679 & 0.321002 \tabularnewline
31 & 0.10492 & 0.7269 & 0.235407 \tabularnewline
32 & -0.096379 & -0.6677 & 0.25375 \tabularnewline
33 & 0.037747 & 0.2615 & 0.397406 \tabularnewline
34 & 0.072063 & 0.4993 & 0.309936 \tabularnewline
35 & -0.006007 & -0.0416 & 0.483488 \tabularnewline
36 & -0.096341 & -0.6675 & 0.253834 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65522&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]0.011376[/C][C]0.0788[/C][C]0.468753[/C][/ROW]
[ROW][C]2[/C][C]0.368065[/C][C]2.55[/C][C]0.007009[/C][/ROW]
[ROW][C]3[/C][C]-0.167258[/C][C]-1.1588[/C][C]0.126136[/C][/ROW]
[ROW][C]4[/C][C]-0.010909[/C][C]-0.0756[/C][C]0.470034[/C][/ROW]
[ROW][C]5[/C][C]0.031316[/C][C]0.217[/C][C]0.414578[/C][/ROW]
[ROW][C]6[/C][C]-0.110847[/C][C]-0.768[/C][C]0.223133[/C][/ROW]
[ROW][C]7[/C][C]0.075139[/C][C]0.5206[/C][C]0.302526[/C][/ROW]
[ROW][C]8[/C][C]0.109935[/C][C]0.7617[/C][C]0.224997[/C][/ROW]
[ROW][C]9[/C][C]0.254563[/C][C]1.7637[/C][C]0.042076[/C][/ROW]
[ROW][C]10[/C][C]-0.064545[/C][C]-0.4472[/C][C]0.328377[/C][/ROW]
[ROW][C]11[/C][C]0.184195[/C][C]1.2761[/C][C]0.104023[/C][/ROW]
[ROW][C]12[/C][C]-0.368754[/C][C]-2.5548[/C][C]0.006925[/C][/ROW]
[ROW][C]13[/C][C]0.010963[/C][C]0.076[/C][C]0.469885[/C][/ROW]
[ROW][C]14[/C][C]0.186234[/C][C]1.2903[/C][C]0.10157[/C][/ROW]
[ROW][C]15[/C][C]-0.076745[/C][C]-0.5317[/C][C]0.298691[/C][/ROW]
[ROW][C]16[/C][C]-0.073273[/C][C]-0.5076[/C][C]0.307012[/C][/ROW]
[ROW][C]17[/C][C]0.275531[/C][C]1.9089[/C][C]0.03113[/C][/ROW]
[ROW][C]18[/C][C]0.066157[/C][C]0.4584[/C][C]0.324384[/C][/ROW]
[ROW][C]19[/C][C]0.065293[/C][C]0.4524[/C][C]0.326523[/C][/ROW]
[ROW][C]20[/C][C]-0.138096[/C][C]-0.9568[/C][C]0.171742[/C][/ROW]
[ROW][C]21[/C][C]-0.023839[/C][C]-0.1652[/C][C]0.434755[/C][/ROW]
[ROW][C]22[/C][C]-0.098889[/C][C]-0.6851[/C][C]0.248281[/C][/ROW]
[ROW][C]23[/C][C]-0.043629[/C][C]-0.3023[/C][C]0.381875[/C][/ROW]
[ROW][C]24[/C][C]-0.130932[/C][C]-0.9071[/C][C]0.184437[/C][/ROW]
[ROW][C]25[/C][C]-0.142949[/C][C]-0.9904[/C][C]0.163477[/C][/ROW]
[ROW][C]26[/C][C]-0.06292[/C][C]-0.4359[/C][C]0.332423[/C][/ROW]
[ROW][C]27[/C][C]-0.146441[/C][C]-1.0146[/C][C]0.157699[/C][/ROW]
[ROW][C]28[/C][C]-0.112019[/C][C]-0.7761[/C][C]0.220751[/C][/ROW]
[ROW][C]29[/C][C]-0.089528[/C][C]-0.6203[/C][C]0.269006[/C][/ROW]
[ROW][C]30[/C][C]0.067529[/C][C]0.4679[/C][C]0.321002[/C][/ROW]
[ROW][C]31[/C][C]0.10492[/C][C]0.7269[/C][C]0.235407[/C][/ROW]
[ROW][C]32[/C][C]-0.096379[/C][C]-0.6677[/C][C]0.25375[/C][/ROW]
[ROW][C]33[/C][C]0.037747[/C][C]0.2615[/C][C]0.397406[/C][/ROW]
[ROW][C]34[/C][C]0.072063[/C][C]0.4993[/C][C]0.309936[/C][/ROW]
[ROW][C]35[/C][C]-0.006007[/C][C]-0.0416[/C][C]0.483488[/C][/ROW]
[ROW][C]36[/C][C]-0.096341[/C][C]-0.6675[/C][C]0.253834[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65522&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65522&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	0.011376	0.0788	0.468753
2	0.368065	2.55	0.007009
3	-0.167258	-1.1588	0.126136
4	-0.010909	-0.0756	0.470034
5	0.031316	0.217	0.414578
6	-0.110847	-0.768	0.223133
7	0.075139	0.5206	0.302526
8	0.109935	0.7617	0.224997
9	0.254563	1.7637	0.042076
10	-0.064545	-0.4472	0.328377
11	0.184195	1.2761	0.104023
12	-0.368754	-2.5548	0.006925
13	0.010963	0.076	0.469885
14	0.186234	1.2903	0.10157
15	-0.076745	-0.5317	0.298691
16	-0.073273	-0.5076	0.307012
17	0.275531	1.9089	0.03113
18	0.066157	0.4584	0.324384
19	0.065293	0.4524	0.326523
20	-0.138096	-0.9568	0.171742
21	-0.023839	-0.1652	0.434755
22	-0.098889	-0.6851	0.248281
23	-0.043629	-0.3023	0.381875
24	-0.130932	-0.9071	0.184437
25	-0.142949	-0.9904	0.163477
26	-0.06292	-0.4359	0.332423
27	-0.146441	-1.0146	0.157699
28	-0.112019	-0.7761	0.220751
29	-0.089528	-0.6203	0.269006
30	0.067529	0.4679	0.321002
31	0.10492	0.7269	0.235407
32	-0.096379	-0.6677	0.25375
33	0.037747	0.2615	0.397406
34	0.072063	0.4993	0.309936
35	-0.006007	-0.0416	0.483488
36	-0.096341	-0.6675	0.253834

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

Parameters (R input):

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