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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 04:21:38 -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/13/t1260703583ycztopr5w98k0tk.htm/, Retrieved Sat, 27 Apr 2024 23:51:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67226, Retrieved Sat, 27 Apr 2024 23:51:27 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

127

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]
-   PD    [(Partial) Autocorrelation Function] [ACF EN PACF] [2009-12-02 20:17:21] [5b6115903520b3e97ede3db9df07064c]
-    D      [(Partial) Autocorrelation Function] [pacf en acf] [2009-12-11 10:24:57] [ed603017d2bee8fbd82b6d5ec04e12c3]
-   PD          [(Partial) Autocorrelation Function] [acf pacf] [2009-12-13 11:21:38] [87085ce7f5378f281469a8b1f0969170] [Current]

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Dataseries X:

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Histogram

Boxplots

4.2
4.5
4.6
4.9
4.9
4.5
4.6
4.7
4.7
4.3
4.2
4.4
4
3.8
3.6
3.6
3.3
3.4
3.4
3.3
3.3
3.2
3.1
3.1
2.4
2.4
2.4
2.1
2
2
2.1
2.1
2
2
2
1.7
1.3
1.2
1.1
1.4
1.5
1.4
1.1
1.1
1
1.4
1.3
1.2
1.5
1.6
1.8
1.5
1.3
1.6
1.6
1.8
1.8
1.6
1.8
2
1.3

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=67226&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=67226&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67226&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	-0.026917	-0.2085	0.417773
2	-0.152114	-1.1783	0.121671
3	0.056149	0.4349	0.332587
4	0.013212	0.1023	0.459415
5	0.112569	0.872	0.193354
6	-0.067647	-0.524	0.301109
7	-0.137932	-1.0684	0.144807
8	0.115533	0.8949	0.187204
9	0.07238	0.5607	0.288561
10	0.045517	0.3526	0.362823
11	0.044976	0.3484	0.364385
12	-0.112908	-0.8746	0.192645
13	-0.115228	-0.8926	0.187831
14	0.112022	0.8677	0.194504
15	-0.006918	-0.0536	0.478722
16	0.016653	0.129	0.448897
17	-0.10385	-0.8044	0.212165
18	-0.026932	-0.2086	0.417727
19	0.133917	1.0373	0.151876
20	-0.004441	-0.0344	0.486336
21	-0.31913	-2.472	0.008145
22	0.049174	0.3809	0.352312
23	-0.047111	-0.3649	0.358228
24	0.000248	0.0019	0.499236
25	-0.00396	-0.0307	0.487815
26	-0.100352	-0.7773	0.22001
27	0.036278	0.281	0.389837
28	0.092105	0.7134	0.239169
29	-0.104509	-0.8095	0.210708
30	0.003209	0.0249	0.490124
31	-0.09944	-0.7703	0.222084
32	-0.040376	-0.3128	0.377777
33	0.057525	0.4456	0.328751
34	-0.171561	-1.3289	0.094456
35	-0.128787	-0.9976	0.161245
36	0.077372	0.5993	0.275608

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.026917 & -0.2085 & 0.417773 \tabularnewline
2 & -0.152114 & -1.1783 & 0.121671 \tabularnewline
3 & 0.056149 & 0.4349 & 0.332587 \tabularnewline
4 & 0.013212 & 0.1023 & 0.459415 \tabularnewline
5 & 0.112569 & 0.872 & 0.193354 \tabularnewline
6 & -0.067647 & -0.524 & 0.301109 \tabularnewline
7 & -0.137932 & -1.0684 & 0.144807 \tabularnewline
8 & 0.115533 & 0.8949 & 0.187204 \tabularnewline
9 & 0.07238 & 0.5607 & 0.288561 \tabularnewline
10 & 0.045517 & 0.3526 & 0.362823 \tabularnewline
11 & 0.044976 & 0.3484 & 0.364385 \tabularnewline
12 & -0.112908 & -0.8746 & 0.192645 \tabularnewline
13 & -0.115228 & -0.8926 & 0.187831 \tabularnewline
14 & 0.112022 & 0.8677 & 0.194504 \tabularnewline
15 & -0.006918 & -0.0536 & 0.478722 \tabularnewline
16 & 0.016653 & 0.129 & 0.448897 \tabularnewline
17 & -0.10385 & -0.8044 & 0.212165 \tabularnewline
18 & -0.026932 & -0.2086 & 0.417727 \tabularnewline
19 & 0.133917 & 1.0373 & 0.151876 \tabularnewline
20 & -0.004441 & -0.0344 & 0.486336 \tabularnewline
21 & -0.31913 & -2.472 & 0.008145 \tabularnewline
22 & 0.049174 & 0.3809 & 0.352312 \tabularnewline
23 & -0.047111 & -0.3649 & 0.358228 \tabularnewline
24 & 0.000248 & 0.0019 & 0.499236 \tabularnewline
25 & -0.00396 & -0.0307 & 0.487815 \tabularnewline
26 & -0.100352 & -0.7773 & 0.22001 \tabularnewline
27 & 0.036278 & 0.281 & 0.389837 \tabularnewline
28 & 0.092105 & 0.7134 & 0.239169 \tabularnewline
29 & -0.104509 & -0.8095 & 0.210708 \tabularnewline
30 & 0.003209 & 0.0249 & 0.490124 \tabularnewline
31 & -0.09944 & -0.7703 & 0.222084 \tabularnewline
32 & -0.040376 & -0.3128 & 0.377777 \tabularnewline
33 & 0.057525 & 0.4456 & 0.328751 \tabularnewline
34 & -0.171561 & -1.3289 & 0.094456 \tabularnewline
35 & -0.128787 & -0.9976 & 0.161245 \tabularnewline
36 & 0.077372 & 0.5993 & 0.275608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67226&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]-0.026917[/C][C]-0.2085[/C][C]0.417773[/C][/ROW]
[ROW][C]2[/C][C]-0.152114[/C][C]-1.1783[/C][C]0.121671[/C][/ROW]
[ROW][C]3[/C][C]0.056149[/C][C]0.4349[/C][C]0.332587[/C][/ROW]
[ROW][C]4[/C][C]0.013212[/C][C]0.1023[/C][C]0.459415[/C][/ROW]
[ROW][C]5[/C][C]0.112569[/C][C]0.872[/C][C]0.193354[/C][/ROW]
[ROW][C]6[/C][C]-0.067647[/C][C]-0.524[/C][C]0.301109[/C][/ROW]
[ROW][C]7[/C][C]-0.137932[/C][C]-1.0684[/C][C]0.144807[/C][/ROW]
[ROW][C]8[/C][C]0.115533[/C][C]0.8949[/C][C]0.187204[/C][/ROW]
[ROW][C]9[/C][C]0.07238[/C][C]0.5607[/C][C]0.288561[/C][/ROW]
[ROW][C]10[/C][C]0.045517[/C][C]0.3526[/C][C]0.362823[/C][/ROW]
[ROW][C]11[/C][C]0.044976[/C][C]0.3484[/C][C]0.364385[/C][/ROW]
[ROW][C]12[/C][C]-0.112908[/C][C]-0.8746[/C][C]0.192645[/C][/ROW]
[ROW][C]13[/C][C]-0.115228[/C][C]-0.8926[/C][C]0.187831[/C][/ROW]
[ROW][C]14[/C][C]0.112022[/C][C]0.8677[/C][C]0.194504[/C][/ROW]
[ROW][C]15[/C][C]-0.006918[/C][C]-0.0536[/C][C]0.478722[/C][/ROW]
[ROW][C]16[/C][C]0.016653[/C][C]0.129[/C][C]0.448897[/C][/ROW]
[ROW][C]17[/C][C]-0.10385[/C][C]-0.8044[/C][C]0.212165[/C][/ROW]
[ROW][C]18[/C][C]-0.026932[/C][C]-0.2086[/C][C]0.417727[/C][/ROW]
[ROW][C]19[/C][C]0.133917[/C][C]1.0373[/C][C]0.151876[/C][/ROW]
[ROW][C]20[/C][C]-0.004441[/C][C]-0.0344[/C][C]0.486336[/C][/ROW]
[ROW][C]21[/C][C]-0.31913[/C][C]-2.472[/C][C]0.008145[/C][/ROW]
[ROW][C]22[/C][C]0.049174[/C][C]0.3809[/C][C]0.352312[/C][/ROW]
[ROW][C]23[/C][C]-0.047111[/C][C]-0.3649[/C][C]0.358228[/C][/ROW]
[ROW][C]24[/C][C]0.000248[/C][C]0.0019[/C][C]0.499236[/C][/ROW]
[ROW][C]25[/C][C]-0.00396[/C][C]-0.0307[/C][C]0.487815[/C][/ROW]
[ROW][C]26[/C][C]-0.100352[/C][C]-0.7773[/C][C]0.22001[/C][/ROW]
[ROW][C]27[/C][C]0.036278[/C][C]0.281[/C][C]0.389837[/C][/ROW]
[ROW][C]28[/C][C]0.092105[/C][C]0.7134[/C][C]0.239169[/C][/ROW]
[ROW][C]29[/C][C]-0.104509[/C][C]-0.8095[/C][C]0.210708[/C][/ROW]
[ROW][C]30[/C][C]0.003209[/C][C]0.0249[/C][C]0.490124[/C][/ROW]
[ROW][C]31[/C][C]-0.09944[/C][C]-0.7703[/C][C]0.222084[/C][/ROW]
[ROW][C]32[/C][C]-0.040376[/C][C]-0.3128[/C][C]0.377777[/C][/ROW]
[ROW][C]33[/C][C]0.057525[/C][C]0.4456[/C][C]0.328751[/C][/ROW]
[ROW][C]34[/C][C]-0.171561[/C][C]-1.3289[/C][C]0.094456[/C][/ROW]
[ROW][C]35[/C][C]-0.128787[/C][C]-0.9976[/C][C]0.161245[/C][/ROW]
[ROW][C]36[/C][C]0.077372[/C][C]0.5993[/C][C]0.275608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67226&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67226&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	-0.026917	-0.2085	0.417773
2	-0.152114	-1.1783	0.121671
3	0.056149	0.4349	0.332587
4	0.013212	0.1023	0.459415
5	0.112569	0.872	0.193354
6	-0.067647	-0.524	0.301109
7	-0.137932	-1.0684	0.144807
8	0.115533	0.8949	0.187204
9	0.07238	0.5607	0.288561
10	0.045517	0.3526	0.362823
11	0.044976	0.3484	0.364385
12	-0.112908	-0.8746	0.192645
13	-0.115228	-0.8926	0.187831
14	0.112022	0.8677	0.194504
15	-0.006918	-0.0536	0.478722
16	0.016653	0.129	0.448897
17	-0.10385	-0.8044	0.212165
18	-0.026932	-0.2086	0.417727
19	0.133917	1.0373	0.151876
20	-0.004441	-0.0344	0.486336
21	-0.31913	-2.472	0.008145
22	0.049174	0.3809	0.352312
23	-0.047111	-0.3649	0.358228
24	0.000248	0.0019	0.499236
25	-0.00396	-0.0307	0.487815
26	-0.100352	-0.7773	0.22001
27	0.036278	0.281	0.389837
28	0.092105	0.7134	0.239169
29	-0.104509	-0.8095	0.210708
30	0.003209	0.0249	0.490124
31	-0.09944	-0.7703	0.222084
32	-0.040376	-0.3128	0.377777
33	0.057525	0.4456	0.328751
34	-0.171561	-1.3289	0.094456
35	-0.128787	-0.9976	0.161245
36	0.077372	0.5993	0.275608

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.026917	-0.2085	0.417773
2	-0.152949	-1.1847	0.120397
3	0.04848	0.3755	0.354298
4	-0.007389	-0.0572	0.477275
5	0.132085	1.0231	0.155178
6	-0.066888	-0.5181	0.303142
7	-0.108137	-0.8376	0.202782
8	0.07995	0.6193	0.269035
9	0.050447	0.3908	0.348678
10	0.083851	0.6495	0.259246
11	0.071633	0.5549	0.290523
12	-0.084923	-0.6578	0.256589
13	-0.162767	-1.2608	0.106133
14	0.060869	0.4715	0.3195
15	-0.005826	-0.0451	0.482077
16	0.072319	0.5602	0.288722
17	-0.094287	-0.7303	0.234012
18	-0.018967	-0.1469	0.441844
19	0.024006	0.1859	0.426556
20	0.003471	0.0269	0.489319
21	-0.277795	-2.1518	0.017724
22	0.073771	0.5714	0.284922
23	-0.131258	-1.0167	0.156685
24	0.013402	0.1038	0.458831
25	-0.053367	-0.4134	0.340401
26	-0.003298	-0.0255	0.489851
27	-0.023859	-0.1848	0.427
28	0.067438	0.5224	0.301668
29	-0.075532	-0.5851	0.280347
30	0.004899	0.0379	0.484928
31	-0.081769	-0.6334	0.264446
32	0.004401	0.0341	0.486459
33	-0.034682	-0.2686	0.394563
34	-0.232965	-1.8045	0.038083
35	-0.115972	-0.8983	0.186303
36	-0.011229	-0.087	0.46549

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.026917 & -0.2085 & 0.417773 \tabularnewline
2 & -0.152949 & -1.1847 & 0.120397 \tabularnewline
3 & 0.04848 & 0.3755 & 0.354298 \tabularnewline
4 & -0.007389 & -0.0572 & 0.477275 \tabularnewline
5 & 0.132085 & 1.0231 & 0.155178 \tabularnewline
6 & -0.066888 & -0.5181 & 0.303142 \tabularnewline
7 & -0.108137 & -0.8376 & 0.202782 \tabularnewline
8 & 0.07995 & 0.6193 & 0.269035 \tabularnewline
9 & 0.050447 & 0.3908 & 0.348678 \tabularnewline
10 & 0.083851 & 0.6495 & 0.259246 \tabularnewline
11 & 0.071633 & 0.5549 & 0.290523 \tabularnewline
12 & -0.084923 & -0.6578 & 0.256589 \tabularnewline
13 & -0.162767 & -1.2608 & 0.106133 \tabularnewline
14 & 0.060869 & 0.4715 & 0.3195 \tabularnewline
15 & -0.005826 & -0.0451 & 0.482077 \tabularnewline
16 & 0.072319 & 0.5602 & 0.288722 \tabularnewline
17 & -0.094287 & -0.7303 & 0.234012 \tabularnewline
18 & -0.018967 & -0.1469 & 0.441844 \tabularnewline
19 & 0.024006 & 0.1859 & 0.426556 \tabularnewline
20 & 0.003471 & 0.0269 & 0.489319 \tabularnewline
21 & -0.277795 & -2.1518 & 0.017724 \tabularnewline
22 & 0.073771 & 0.5714 & 0.284922 \tabularnewline
23 & -0.131258 & -1.0167 & 0.156685 \tabularnewline
24 & 0.013402 & 0.1038 & 0.458831 \tabularnewline
25 & -0.053367 & -0.4134 & 0.340401 \tabularnewline
26 & -0.003298 & -0.0255 & 0.489851 \tabularnewline
27 & -0.023859 & -0.1848 & 0.427 \tabularnewline
28 & 0.067438 & 0.5224 & 0.301668 \tabularnewline
29 & -0.075532 & -0.5851 & 0.280347 \tabularnewline
30 & 0.004899 & 0.0379 & 0.484928 \tabularnewline
31 & -0.081769 & -0.6334 & 0.264446 \tabularnewline
32 & 0.004401 & 0.0341 & 0.486459 \tabularnewline
33 & -0.034682 & -0.2686 & 0.394563 \tabularnewline
34 & -0.232965 & -1.8045 & 0.038083 \tabularnewline
35 & -0.115972 & -0.8983 & 0.186303 \tabularnewline
36 & -0.011229 & -0.087 & 0.46549 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67226&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]-0.026917[/C][C]-0.2085[/C][C]0.417773[/C][/ROW]
[ROW][C]2[/C][C]-0.152949[/C][C]-1.1847[/C][C]0.120397[/C][/ROW]
[ROW][C]3[/C][C]0.04848[/C][C]0.3755[/C][C]0.354298[/C][/ROW]
[ROW][C]4[/C][C]-0.007389[/C][C]-0.0572[/C][C]0.477275[/C][/ROW]
[ROW][C]5[/C][C]0.132085[/C][C]1.0231[/C][C]0.155178[/C][/ROW]
[ROW][C]6[/C][C]-0.066888[/C][C]-0.5181[/C][C]0.303142[/C][/ROW]
[ROW][C]7[/C][C]-0.108137[/C][C]-0.8376[/C][C]0.202782[/C][/ROW]
[ROW][C]8[/C][C]0.07995[/C][C]0.6193[/C][C]0.269035[/C][/ROW]
[ROW][C]9[/C][C]0.050447[/C][C]0.3908[/C][C]0.348678[/C][/ROW]
[ROW][C]10[/C][C]0.083851[/C][C]0.6495[/C][C]0.259246[/C][/ROW]
[ROW][C]11[/C][C]0.071633[/C][C]0.5549[/C][C]0.290523[/C][/ROW]
[ROW][C]12[/C][C]-0.084923[/C][C]-0.6578[/C][C]0.256589[/C][/ROW]
[ROW][C]13[/C][C]-0.162767[/C][C]-1.2608[/C][C]0.106133[/C][/ROW]
[ROW][C]14[/C][C]0.060869[/C][C]0.4715[/C][C]0.3195[/C][/ROW]
[ROW][C]15[/C][C]-0.005826[/C][C]-0.0451[/C][C]0.482077[/C][/ROW]
[ROW][C]16[/C][C]0.072319[/C][C]0.5602[/C][C]0.288722[/C][/ROW]
[ROW][C]17[/C][C]-0.094287[/C][C]-0.7303[/C][C]0.234012[/C][/ROW]
[ROW][C]18[/C][C]-0.018967[/C][C]-0.1469[/C][C]0.441844[/C][/ROW]
[ROW][C]19[/C][C]0.024006[/C][C]0.1859[/C][C]0.426556[/C][/ROW]
[ROW][C]20[/C][C]0.003471[/C][C]0.0269[/C][C]0.489319[/C][/ROW]
[ROW][C]21[/C][C]-0.277795[/C][C]-2.1518[/C][C]0.017724[/C][/ROW]
[ROW][C]22[/C][C]0.073771[/C][C]0.5714[/C][C]0.284922[/C][/ROW]
[ROW][C]23[/C][C]-0.131258[/C][C]-1.0167[/C][C]0.156685[/C][/ROW]
[ROW][C]24[/C][C]0.013402[/C][C]0.1038[/C][C]0.458831[/C][/ROW]
[ROW][C]25[/C][C]-0.053367[/C][C]-0.4134[/C][C]0.340401[/C][/ROW]
[ROW][C]26[/C][C]-0.003298[/C][C]-0.0255[/C][C]0.489851[/C][/ROW]
[ROW][C]27[/C][C]-0.023859[/C][C]-0.1848[/C][C]0.427[/C][/ROW]
[ROW][C]28[/C][C]0.067438[/C][C]0.5224[/C][C]0.301668[/C][/ROW]
[ROW][C]29[/C][C]-0.075532[/C][C]-0.5851[/C][C]0.280347[/C][/ROW]
[ROW][C]30[/C][C]0.004899[/C][C]0.0379[/C][C]0.484928[/C][/ROW]
[ROW][C]31[/C][C]-0.081769[/C][C]-0.6334[/C][C]0.264446[/C][/ROW]
[ROW][C]32[/C][C]0.004401[/C][C]0.0341[/C][C]0.486459[/C][/ROW]
[ROW][C]33[/C][C]-0.034682[/C][C]-0.2686[/C][C]0.394563[/C][/ROW]
[ROW][C]34[/C][C]-0.232965[/C][C]-1.8045[/C][C]0.038083[/C][/ROW]
[ROW][C]35[/C][C]-0.115972[/C][C]-0.8983[/C][C]0.186303[/C][/ROW]
[ROW][C]36[/C][C]-0.011229[/C][C]-0.087[/C][C]0.46549[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67226&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67226&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	-0.026917	-0.2085	0.417773
2	-0.152949	-1.1847	0.120397
3	0.04848	0.3755	0.354298
4	-0.007389	-0.0572	0.477275
5	0.132085	1.0231	0.155178
6	-0.066888	-0.5181	0.303142
7	-0.108137	-0.8376	0.202782
8	0.07995	0.6193	0.269035
9	0.050447	0.3908	0.348678
10	0.083851	0.6495	0.259246
11	0.071633	0.5549	0.290523
12	-0.084923	-0.6578	0.256589
13	-0.162767	-1.2608	0.106133
14	0.060869	0.4715	0.3195
15	-0.005826	-0.0451	0.482077
16	0.072319	0.5602	0.288722
17	-0.094287	-0.7303	0.234012
18	-0.018967	-0.1469	0.441844
19	0.024006	0.1859	0.426556
20	0.003471	0.0269	0.489319
21	-0.277795	-2.1518	0.017724
22	0.073771	0.5714	0.284922
23	-0.131258	-1.0167	0.156685
24	0.013402	0.1038	0.458831
25	-0.053367	-0.4134	0.340401
26	-0.003298	-0.0255	0.489851
27	-0.023859	-0.1848	0.427
28	0.067438	0.5224	0.301668
29	-0.075532	-0.5851	0.280347
30	0.004899	0.0379	0.484928
31	-0.081769	-0.6334	0.264446
32	0.004401	0.0341	0.486459
33	-0.034682	-0.2686	0.394563
34	-0.232965	-1.8045	0.038083
35	-0.115972	-0.8983	0.186303
36	-0.011229	-0.087	0.46549

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