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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 10 Dec 2009 10:28:06 -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/t1260466128kqfr3drl661fk40.htm/, Retrieved Thu, 18 Apr 2024 21:41:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65628, Retrieved Thu, 18 Apr 2024 21:41:36 +0000

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User-defined keywords

Estimated Impact

169

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Model 1 (d = 1, D...] [2009-11-24 17:46:32] [ee7c2e7343f5b1451e62c5c16ec521f1]
-   P             [(Partial) Autocorrelation Function] [Model 1 (d = 1, D...] [2009-12-10 17:28:06] [acc980be4047884b6edd254cd7beb9fa] [Current]

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Dataseries X:

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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
8
8.1
8

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=65628&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=65628&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65628&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	0.441379	3.6397	0.000264
2	-0.147727	-1.2182	0.113681
3	-0.545574	-4.4989	1.4e-05
4	-0.422258	-3.482	0.000437
5	0.027372	0.2257	0.41105
6	0.368668	3.0401	0.001678
7	0.261644	2.1576	0.017248
8	-0.060217	-0.4966	0.310551
9	-0.27402	-2.2596	0.013526
10	-0.237703	-1.9601	0.027039
11	-0.011093	-0.0915	0.463692
12	0.298994	2.4656	0.008104
13	0.140669	1.16	0.125056
14	0.06199	0.5112	0.305441
15	-0.016932	-0.1396	0.444686
16	-0.08629	-0.7116	0.239584
17	-0.055531	-0.4579	0.324236
18	0.003123	0.0258	0.489764
19	0.007956	0.0656	0.473943
20	-0.002644	-0.0218	0.491334
21	0.01365	0.1126	0.455356
22	-0.087401	-0.7207	0.236775
23	-0.155516	-1.2824	0.102025
24	-0.098036	-0.8084	0.210833
25	-0.102697	-0.8469	0.20002
26	0.102749	0.8473	0.199902
27	0.20946	1.7272	0.044332
28	0.162749	1.3421	0.09202
29	0.053861	0.4442	0.329172
30	-0.059894	-0.4939	0.311485
31	-0.131323	-1.0829	0.141335
32	-0.155974	-1.2862	0.101369
33	-0.05748	-0.474	0.318511
34	-0.007077	-0.0584	0.476816
35	0.05389	0.4444	0.329087
36	0.100737	0.8307	0.204526

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.441379 & 3.6397 & 0.000264 \tabularnewline
2 & -0.147727 & -1.2182 & 0.113681 \tabularnewline
3 & -0.545574 & -4.4989 & 1.4e-05 \tabularnewline
4 & -0.422258 & -3.482 & 0.000437 \tabularnewline
5 & 0.027372 & 0.2257 & 0.41105 \tabularnewline
6 & 0.368668 & 3.0401 & 0.001678 \tabularnewline
7 & 0.261644 & 2.1576 & 0.017248 \tabularnewline
8 & -0.060217 & -0.4966 & 0.310551 \tabularnewline
9 & -0.27402 & -2.2596 & 0.013526 \tabularnewline
10 & -0.237703 & -1.9601 & 0.027039 \tabularnewline
11 & -0.011093 & -0.0915 & 0.463692 \tabularnewline
12 & 0.298994 & 2.4656 & 0.008104 \tabularnewline
13 & 0.140669 & 1.16 & 0.125056 \tabularnewline
14 & 0.06199 & 0.5112 & 0.305441 \tabularnewline
15 & -0.016932 & -0.1396 & 0.444686 \tabularnewline
16 & -0.08629 & -0.7116 & 0.239584 \tabularnewline
17 & -0.055531 & -0.4579 & 0.324236 \tabularnewline
18 & 0.003123 & 0.0258 & 0.489764 \tabularnewline
19 & 0.007956 & 0.0656 & 0.473943 \tabularnewline
20 & -0.002644 & -0.0218 & 0.491334 \tabularnewline
21 & 0.01365 & 0.1126 & 0.455356 \tabularnewline
22 & -0.087401 & -0.7207 & 0.236775 \tabularnewline
23 & -0.155516 & -1.2824 & 0.102025 \tabularnewline
24 & -0.098036 & -0.8084 & 0.210833 \tabularnewline
25 & -0.102697 & -0.8469 & 0.20002 \tabularnewline
26 & 0.102749 & 0.8473 & 0.199902 \tabularnewline
27 & 0.20946 & 1.7272 & 0.044332 \tabularnewline
28 & 0.162749 & 1.3421 & 0.09202 \tabularnewline
29 & 0.053861 & 0.4442 & 0.329172 \tabularnewline
30 & -0.059894 & -0.4939 & 0.311485 \tabularnewline
31 & -0.131323 & -1.0829 & 0.141335 \tabularnewline
32 & -0.155974 & -1.2862 & 0.101369 \tabularnewline
33 & -0.05748 & -0.474 & 0.318511 \tabularnewline
34 & -0.007077 & -0.0584 & 0.476816 \tabularnewline
35 & 0.05389 & 0.4444 & 0.329087 \tabularnewline
36 & 0.100737 & 0.8307 & 0.204526 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65628&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]0.441379[/C][C]3.6397[/C][C]0.000264[/C][/ROW]
[ROW][C]2[/C][C]-0.147727[/C][C]-1.2182[/C][C]0.113681[/C][/ROW]
[ROW][C]3[/C][C]-0.545574[/C][C]-4.4989[/C][C]1.4e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.422258[/C][C]-3.482[/C][C]0.000437[/C][/ROW]
[ROW][C]5[/C][C]0.027372[/C][C]0.2257[/C][C]0.41105[/C][/ROW]
[ROW][C]6[/C][C]0.368668[/C][C]3.0401[/C][C]0.001678[/C][/ROW]
[ROW][C]7[/C][C]0.261644[/C][C]2.1576[/C][C]0.017248[/C][/ROW]
[ROW][C]8[/C][C]-0.060217[/C][C]-0.4966[/C][C]0.310551[/C][/ROW]
[ROW][C]9[/C][C]-0.27402[/C][C]-2.2596[/C][C]0.013526[/C][/ROW]
[ROW][C]10[/C][C]-0.237703[/C][C]-1.9601[/C][C]0.027039[/C][/ROW]
[ROW][C]11[/C][C]-0.011093[/C][C]-0.0915[/C][C]0.463692[/C][/ROW]
[ROW][C]12[/C][C]0.298994[/C][C]2.4656[/C][C]0.008104[/C][/ROW]
[ROW][C]13[/C][C]0.140669[/C][C]1.16[/C][C]0.125056[/C][/ROW]
[ROW][C]14[/C][C]0.06199[/C][C]0.5112[/C][C]0.305441[/C][/ROW]
[ROW][C]15[/C][C]-0.016932[/C][C]-0.1396[/C][C]0.444686[/C][/ROW]
[ROW][C]16[/C][C]-0.08629[/C][C]-0.7116[/C][C]0.239584[/C][/ROW]
[ROW][C]17[/C][C]-0.055531[/C][C]-0.4579[/C][C]0.324236[/C][/ROW]
[ROW][C]18[/C][C]0.003123[/C][C]0.0258[/C][C]0.489764[/C][/ROW]
[ROW][C]19[/C][C]0.007956[/C][C]0.0656[/C][C]0.473943[/C][/ROW]
[ROW][C]20[/C][C]-0.002644[/C][C]-0.0218[/C][C]0.491334[/C][/ROW]
[ROW][C]21[/C][C]0.01365[/C][C]0.1126[/C][C]0.455356[/C][/ROW]
[ROW][C]22[/C][C]-0.087401[/C][C]-0.7207[/C][C]0.236775[/C][/ROW]
[ROW][C]23[/C][C]-0.155516[/C][C]-1.2824[/C][C]0.102025[/C][/ROW]
[ROW][C]24[/C][C]-0.098036[/C][C]-0.8084[/C][C]0.210833[/C][/ROW]
[ROW][C]25[/C][C]-0.102697[/C][C]-0.8469[/C][C]0.20002[/C][/ROW]
[ROW][C]26[/C][C]0.102749[/C][C]0.8473[/C][C]0.199902[/C][/ROW]
[ROW][C]27[/C][C]0.20946[/C][C]1.7272[/C][C]0.044332[/C][/ROW]
[ROW][C]28[/C][C]0.162749[/C][C]1.3421[/C][C]0.09202[/C][/ROW]
[ROW][C]29[/C][C]0.053861[/C][C]0.4442[/C][C]0.329172[/C][/ROW]
[ROW][C]30[/C][C]-0.059894[/C][C]-0.4939[/C][C]0.311485[/C][/ROW]
[ROW][C]31[/C][C]-0.131323[/C][C]-1.0829[/C][C]0.141335[/C][/ROW]
[ROW][C]32[/C][C]-0.155974[/C][C]-1.2862[/C][C]0.101369[/C][/ROW]
[ROW][C]33[/C][C]-0.05748[/C][C]-0.474[/C][C]0.318511[/C][/ROW]
[ROW][C]34[/C][C]-0.007077[/C][C]-0.0584[/C][C]0.476816[/C][/ROW]
[ROW][C]35[/C][C]0.05389[/C][C]0.4444[/C][C]0.329087[/C][/ROW]
[ROW][C]36[/C][C]0.100737[/C][C]0.8307[/C][C]0.204526[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65628&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65628&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	0.441379	3.6397	0.000264
2	-0.147727	-1.2182	0.113681
3	-0.545574	-4.4989	1.4e-05
4	-0.422258	-3.482	0.000437
5	0.027372	0.2257	0.41105
6	0.368668	3.0401	0.001678
7	0.261644	2.1576	0.017248
8	-0.060217	-0.4966	0.310551
9	-0.27402	-2.2596	0.013526
10	-0.237703	-1.9601	0.027039
11	-0.011093	-0.0915	0.463692
12	0.298994	2.4656	0.008104
13	0.140669	1.16	0.125056
14	0.06199	0.5112	0.305441
15	-0.016932	-0.1396	0.444686
16	-0.08629	-0.7116	0.239584
17	-0.055531	-0.4579	0.324236
18	0.003123	0.0258	0.489764
19	0.007956	0.0656	0.473943
20	-0.002644	-0.0218	0.491334
21	0.01365	0.1126	0.455356
22	-0.087401	-0.7207	0.236775
23	-0.155516	-1.2824	0.102025
24	-0.098036	-0.8084	0.210833
25	-0.102697	-0.8469	0.20002
26	0.102749	0.8473	0.199902
27	0.20946	1.7272	0.044332
28	0.162749	1.3421	0.09202
29	0.053861	0.4442	0.329172
30	-0.059894	-0.4939	0.311485
31	-0.131323	-1.0829	0.141335
32	-0.155974	-1.2862	0.101369
33	-0.05748	-0.474	0.318511
34	-0.007077	-0.0584	0.476816
35	0.05389	0.4444	0.329087
36	0.100737	0.8307	0.204526

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.441379	3.6397	0.000264
2	-0.42542	-3.5081	0.000402
3	-0.401631	-3.3119	0.000743
4	-0.037018	-0.3053	0.380551
5	0.138315	1.1406	0.129024
6	0.057762	0.4763	0.317687
7	-0.183808	-1.5157	0.067112
8	-0.087585	-0.7222	0.236309
9	0.040835	0.3367	0.368679
10	-0.036486	-0.3009	0.382215
11	-0.071649	-0.5908	0.278295
12	0.208345	1.7181	0.045168
13	-0.27354	-2.2557	0.013656
14	0.256104	2.1119	0.019187
15	0.215444	1.7766	0.040054
16	-0.185698	-1.5313	0.065167
17	-0.018722	-0.1544	0.438882
18	0.111624	0.9205	0.18029
19	0.038127	0.3144	0.377088
20	-0.107078	-0.883	0.190178
21	0.000829	0.0068	0.497283
22	-0.139828	-1.1531	0.126463
23	-0.145093	-1.1965	0.117835
24	-0.06157	-0.5077	0.306648
25	-0.08525	-0.703	0.242231
26	-0.012483	-0.1029	0.459158
27	-0.04849	-0.3999	0.345256
28	0.146563	1.2086	0.115503
29	0.081585	0.6728	0.251689
30	-0.037878	-0.3123	0.377867
31	0.023441	0.1933	0.423651
32	-0.140069	-1.155	0.126059
33	-0.086125	-0.7102	0.240004
34	0.054913	0.4528	0.326058
35	-0.006105	-0.0503	0.479998
36	-0.020857	-0.172	0.431977

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.441379 & 3.6397 & 0.000264 \tabularnewline
2 & -0.42542 & -3.5081 & 0.000402 \tabularnewline
3 & -0.401631 & -3.3119 & 0.000743 \tabularnewline
4 & -0.037018 & -0.3053 & 0.380551 \tabularnewline
5 & 0.138315 & 1.1406 & 0.129024 \tabularnewline
6 & 0.057762 & 0.4763 & 0.317687 \tabularnewline
7 & -0.183808 & -1.5157 & 0.067112 \tabularnewline
8 & -0.087585 & -0.7222 & 0.236309 \tabularnewline
9 & 0.040835 & 0.3367 & 0.368679 \tabularnewline
10 & -0.036486 & -0.3009 & 0.382215 \tabularnewline
11 & -0.071649 & -0.5908 & 0.278295 \tabularnewline
12 & 0.208345 & 1.7181 & 0.045168 \tabularnewline
13 & -0.27354 & -2.2557 & 0.013656 \tabularnewline
14 & 0.256104 & 2.1119 & 0.019187 \tabularnewline
15 & 0.215444 & 1.7766 & 0.040054 \tabularnewline
16 & -0.185698 & -1.5313 & 0.065167 \tabularnewline
17 & -0.018722 & -0.1544 & 0.438882 \tabularnewline
18 & 0.111624 & 0.9205 & 0.18029 \tabularnewline
19 & 0.038127 & 0.3144 & 0.377088 \tabularnewline
20 & -0.107078 & -0.883 & 0.190178 \tabularnewline
21 & 0.000829 & 0.0068 & 0.497283 \tabularnewline
22 & -0.139828 & -1.1531 & 0.126463 \tabularnewline
23 & -0.145093 & -1.1965 & 0.117835 \tabularnewline
24 & -0.06157 & -0.5077 & 0.306648 \tabularnewline
25 & -0.08525 & -0.703 & 0.242231 \tabularnewline
26 & -0.012483 & -0.1029 & 0.459158 \tabularnewline
27 & -0.04849 & -0.3999 & 0.345256 \tabularnewline
28 & 0.146563 & 1.2086 & 0.115503 \tabularnewline
29 & 0.081585 & 0.6728 & 0.251689 \tabularnewline
30 & -0.037878 & -0.3123 & 0.377867 \tabularnewline
31 & 0.023441 & 0.1933 & 0.423651 \tabularnewline
32 & -0.140069 & -1.155 & 0.126059 \tabularnewline
33 & -0.086125 & -0.7102 & 0.240004 \tabularnewline
34 & 0.054913 & 0.4528 & 0.326058 \tabularnewline
35 & -0.006105 & -0.0503 & 0.479998 \tabularnewline
36 & -0.020857 & -0.172 & 0.431977 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65628&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]0.441379[/C][C]3.6397[/C][C]0.000264[/C][/ROW]
[ROW][C]2[/C][C]-0.42542[/C][C]-3.5081[/C][C]0.000402[/C][/ROW]
[ROW][C]3[/C][C]-0.401631[/C][C]-3.3119[/C][C]0.000743[/C][/ROW]
[ROW][C]4[/C][C]-0.037018[/C][C]-0.3053[/C][C]0.380551[/C][/ROW]
[ROW][C]5[/C][C]0.138315[/C][C]1.1406[/C][C]0.129024[/C][/ROW]
[ROW][C]6[/C][C]0.057762[/C][C]0.4763[/C][C]0.317687[/C][/ROW]
[ROW][C]7[/C][C]-0.183808[/C][C]-1.5157[/C][C]0.067112[/C][/ROW]
[ROW][C]8[/C][C]-0.087585[/C][C]-0.7222[/C][C]0.236309[/C][/ROW]
[ROW][C]9[/C][C]0.040835[/C][C]0.3367[/C][C]0.368679[/C][/ROW]
[ROW][C]10[/C][C]-0.036486[/C][C]-0.3009[/C][C]0.382215[/C][/ROW]
[ROW][C]11[/C][C]-0.071649[/C][C]-0.5908[/C][C]0.278295[/C][/ROW]
[ROW][C]12[/C][C]0.208345[/C][C]1.7181[/C][C]0.045168[/C][/ROW]
[ROW][C]13[/C][C]-0.27354[/C][C]-2.2557[/C][C]0.013656[/C][/ROW]
[ROW][C]14[/C][C]0.256104[/C][C]2.1119[/C][C]0.019187[/C][/ROW]
[ROW][C]15[/C][C]0.215444[/C][C]1.7766[/C][C]0.040054[/C][/ROW]
[ROW][C]16[/C][C]-0.185698[/C][C]-1.5313[/C][C]0.065167[/C][/ROW]
[ROW][C]17[/C][C]-0.018722[/C][C]-0.1544[/C][C]0.438882[/C][/ROW]
[ROW][C]18[/C][C]0.111624[/C][C]0.9205[/C][C]0.18029[/C][/ROW]
[ROW][C]19[/C][C]0.038127[/C][C]0.3144[/C][C]0.377088[/C][/ROW]
[ROW][C]20[/C][C]-0.107078[/C][C]-0.883[/C][C]0.190178[/C][/ROW]
[ROW][C]21[/C][C]0.000829[/C][C]0.0068[/C][C]0.497283[/C][/ROW]
[ROW][C]22[/C][C]-0.139828[/C][C]-1.1531[/C][C]0.126463[/C][/ROW]
[ROW][C]23[/C][C]-0.145093[/C][C]-1.1965[/C][C]0.117835[/C][/ROW]
[ROW][C]24[/C][C]-0.06157[/C][C]-0.5077[/C][C]0.306648[/C][/ROW]
[ROW][C]25[/C][C]-0.08525[/C][C]-0.703[/C][C]0.242231[/C][/ROW]
[ROW][C]26[/C][C]-0.012483[/C][C]-0.1029[/C][C]0.459158[/C][/ROW]
[ROW][C]27[/C][C]-0.04849[/C][C]-0.3999[/C][C]0.345256[/C][/ROW]
[ROW][C]28[/C][C]0.146563[/C][C]1.2086[/C][C]0.115503[/C][/ROW]
[ROW][C]29[/C][C]0.081585[/C][C]0.6728[/C][C]0.251689[/C][/ROW]
[ROW][C]30[/C][C]-0.037878[/C][C]-0.3123[/C][C]0.377867[/C][/ROW]
[ROW][C]31[/C][C]0.023441[/C][C]0.1933[/C][C]0.423651[/C][/ROW]
[ROW][C]32[/C][C]-0.140069[/C][C]-1.155[/C][C]0.126059[/C][/ROW]
[ROW][C]33[/C][C]-0.086125[/C][C]-0.7102[/C][C]0.240004[/C][/ROW]
[ROW][C]34[/C][C]0.054913[/C][C]0.4528[/C][C]0.326058[/C][/ROW]
[ROW][C]35[/C][C]-0.006105[/C][C]-0.0503[/C][C]0.479998[/C][/ROW]
[ROW][C]36[/C][C]-0.020857[/C][C]-0.172[/C][C]0.431977[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65628&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65628&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	0.441379	3.6397	0.000264
2	-0.42542	-3.5081	0.000402
3	-0.401631	-3.3119	0.000743
4	-0.037018	-0.3053	0.380551
5	0.138315	1.1406	0.129024
6	0.057762	0.4763	0.317687
7	-0.183808	-1.5157	0.067112
8	-0.087585	-0.7222	0.236309
9	0.040835	0.3367	0.368679
10	-0.036486	-0.3009	0.382215
11	-0.071649	-0.5908	0.278295
12	0.208345	1.7181	0.045168
13	-0.27354	-2.2557	0.013656
14	0.256104	2.1119	0.019187
15	0.215444	1.7766	0.040054
16	-0.185698	-1.5313	0.065167
17	-0.018722	-0.1544	0.438882
18	0.111624	0.9205	0.18029
19	0.038127	0.3144	0.377088
20	-0.107078	-0.883	0.190178
21	0.000829	0.0068	0.497283
22	-0.139828	-1.1531	0.126463
23	-0.145093	-1.1965	0.117835
24	-0.06157	-0.5077	0.306648
25	-0.08525	-0.703	0.242231
26	-0.012483	-0.1029	0.459158
27	-0.04849	-0.3999	0.345256
28	0.146563	1.2086	0.115503
29	0.081585	0.6728	0.251689
30	-0.037878	-0.3123	0.377867
31	0.023441	0.1933	0.423651
32	-0.140069	-1.155	0.126059
33	-0.086125	-0.7102	0.240004
34	0.054913	0.4528	0.326058
35	-0.006105	-0.0503	0.479998
36	-0.020857	-0.172	0.431977

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