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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 08:46:07 -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/13/t126071923401vgy1gmo1g2igi.htm/, Retrieved Sun, 28 Apr 2024 10:35:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67339, Retrieved Sun, 28 Apr 2024 10:35:23 +0000

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User-defined keywords

Estimated Impact

121

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] [Methode ACF, D=1,...] [2009-11-26 10:45:12] [a6a5b7f2bf4260cfaf90c3e1a175c944]
-   P           [(Partial) Autocorrelation Function] [D = 1 , d = 2] [2009-12-13 15:39:15] [a6a5b7f2bf4260cfaf90c3e1a175c944]
-   P               [(Partial) Autocorrelation Function] [d = 2, D = 1] [2009-12-13 15:46:07] [f97f6131ca109ba89501d75ae11b45c9] [Current]

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Dataseries X:

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Histogram

Boxplots

10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1
8.5
8.4

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=67339&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=67339&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67339&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	0.312757	2.1212	0.019662
2	-0.153965	-1.0442	0.150915
3	-0.535139	-3.6295	0.000355
4	-0.465015	-3.1539	0.001419
5	-0.191613	-1.2996	0.10011
6	0.237648	1.6118	0.056922
7	0.268566	1.8215	0.037518
8	0.323417	2.1935	0.016681
9	0.155628	1.0555	0.148349
10	-0.085593	-0.5805	0.282199
11	-0.248141	-1.683	0.049578
12	-0.338521	-2.296	0.013142
13	-0.20994	-1.4239	0.080614
14	0.173091	1.174	0.123227
15	0.243066	1.6486	0.053026
16	0.189701	1.2866	0.102334
17	0.100585	0.6822	0.249267
18	-0.116295	-0.7888	0.217151
19	-0.140117	-0.9503	0.173458
20	-0.061371	-0.4162	0.339585
21	-0.04424	-0.3001	0.382745
22	0.041195	0.2794	0.390595
23	0.090583	0.6144	0.271001
24	-0.032685	-0.2217	0.412772
25	-0.001953	-0.0132	0.494745
26	0.098942	0.6711	0.25277
27	0.037512	0.2544	0.400153
28	-0.027337	-0.1854	0.426862
29	-0.093784	-0.6361	0.26394
30	-0.15042	-1.0202	0.156485
31	0.004769	0.0323	0.487169
32	0.059359	0.4026	0.344555
33	0.098788	0.67	0.2531
34	0.058132	0.3943	0.347603
35	-0.039086	-0.2651	0.396061
36	-0.05462	-0.3705	0.356372

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.312757 & 2.1212 & 0.019662 \tabularnewline
2 & -0.153965 & -1.0442 & 0.150915 \tabularnewline
3 & -0.535139 & -3.6295 & 0.000355 \tabularnewline
4 & -0.465015 & -3.1539 & 0.001419 \tabularnewline
5 & -0.191613 & -1.2996 & 0.10011 \tabularnewline
6 & 0.237648 & 1.6118 & 0.056922 \tabularnewline
7 & 0.268566 & 1.8215 & 0.037518 \tabularnewline
8 & 0.323417 & 2.1935 & 0.016681 \tabularnewline
9 & 0.155628 & 1.0555 & 0.148349 \tabularnewline
10 & -0.085593 & -0.5805 & 0.282199 \tabularnewline
11 & -0.248141 & -1.683 & 0.049578 \tabularnewline
12 & -0.338521 & -2.296 & 0.013142 \tabularnewline
13 & -0.20994 & -1.4239 & 0.080614 \tabularnewline
14 & 0.173091 & 1.174 & 0.123227 \tabularnewline
15 & 0.243066 & 1.6486 & 0.053026 \tabularnewline
16 & 0.189701 & 1.2866 & 0.102334 \tabularnewline
17 & 0.100585 & 0.6822 & 0.249267 \tabularnewline
18 & -0.116295 & -0.7888 & 0.217151 \tabularnewline
19 & -0.140117 & -0.9503 & 0.173458 \tabularnewline
20 & -0.061371 & -0.4162 & 0.339585 \tabularnewline
21 & -0.04424 & -0.3001 & 0.382745 \tabularnewline
22 & 0.041195 & 0.2794 & 0.390595 \tabularnewline
23 & 0.090583 & 0.6144 & 0.271001 \tabularnewline
24 & -0.032685 & -0.2217 & 0.412772 \tabularnewline
25 & -0.001953 & -0.0132 & 0.494745 \tabularnewline
26 & 0.098942 & 0.6711 & 0.25277 \tabularnewline
27 & 0.037512 & 0.2544 & 0.400153 \tabularnewline
28 & -0.027337 & -0.1854 & 0.426862 \tabularnewline
29 & -0.093784 & -0.6361 & 0.26394 \tabularnewline
30 & -0.15042 & -1.0202 & 0.156485 \tabularnewline
31 & 0.004769 & 0.0323 & 0.487169 \tabularnewline
32 & 0.059359 & 0.4026 & 0.344555 \tabularnewline
33 & 0.098788 & 0.67 & 0.2531 \tabularnewline
34 & 0.058132 & 0.3943 & 0.347603 \tabularnewline
35 & -0.039086 & -0.2651 & 0.396061 \tabularnewline
36 & -0.05462 & -0.3705 & 0.356372 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67339&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]0.312757[/C][C]2.1212[/C][C]0.019662[/C][/ROW]
[ROW][C]2[/C][C]-0.153965[/C][C]-1.0442[/C][C]0.150915[/C][/ROW]
[ROW][C]3[/C][C]-0.535139[/C][C]-3.6295[/C][C]0.000355[/C][/ROW]
[ROW][C]4[/C][C]-0.465015[/C][C]-3.1539[/C][C]0.001419[/C][/ROW]
[ROW][C]5[/C][C]-0.191613[/C][C]-1.2996[/C][C]0.10011[/C][/ROW]
[ROW][C]6[/C][C]0.237648[/C][C]1.6118[/C][C]0.056922[/C][/ROW]
[ROW][C]7[/C][C]0.268566[/C][C]1.8215[/C][C]0.037518[/C][/ROW]
[ROW][C]8[/C][C]0.323417[/C][C]2.1935[/C][C]0.016681[/C][/ROW]
[ROW][C]9[/C][C]0.155628[/C][C]1.0555[/C][C]0.148349[/C][/ROW]
[ROW][C]10[/C][C]-0.085593[/C][C]-0.5805[/C][C]0.282199[/C][/ROW]
[ROW][C]11[/C][C]-0.248141[/C][C]-1.683[/C][C]0.049578[/C][/ROW]
[ROW][C]12[/C][C]-0.338521[/C][C]-2.296[/C][C]0.013142[/C][/ROW]
[ROW][C]13[/C][C]-0.20994[/C][C]-1.4239[/C][C]0.080614[/C][/ROW]
[ROW][C]14[/C][C]0.173091[/C][C]1.174[/C][C]0.123227[/C][/ROW]
[ROW][C]15[/C][C]0.243066[/C][C]1.6486[/C][C]0.053026[/C][/ROW]
[ROW][C]16[/C][C]0.189701[/C][C]1.2866[/C][C]0.102334[/C][/ROW]
[ROW][C]17[/C][C]0.100585[/C][C]0.6822[/C][C]0.249267[/C][/ROW]
[ROW][C]18[/C][C]-0.116295[/C][C]-0.7888[/C][C]0.217151[/C][/ROW]
[ROW][C]19[/C][C]-0.140117[/C][C]-0.9503[/C][C]0.173458[/C][/ROW]
[ROW][C]20[/C][C]-0.061371[/C][C]-0.4162[/C][C]0.339585[/C][/ROW]
[ROW][C]21[/C][C]-0.04424[/C][C]-0.3001[/C][C]0.382745[/C][/ROW]
[ROW][C]22[/C][C]0.041195[/C][C]0.2794[/C][C]0.390595[/C][/ROW]
[ROW][C]23[/C][C]0.090583[/C][C]0.6144[/C][C]0.271001[/C][/ROW]
[ROW][C]24[/C][C]-0.032685[/C][C]-0.2217[/C][C]0.412772[/C][/ROW]
[ROW][C]25[/C][C]-0.001953[/C][C]-0.0132[/C][C]0.494745[/C][/ROW]
[ROW][C]26[/C][C]0.098942[/C][C]0.6711[/C][C]0.25277[/C][/ROW]
[ROW][C]27[/C][C]0.037512[/C][C]0.2544[/C][C]0.400153[/C][/ROW]
[ROW][C]28[/C][C]-0.027337[/C][C]-0.1854[/C][C]0.426862[/C][/ROW]
[ROW][C]29[/C][C]-0.093784[/C][C]-0.6361[/C][C]0.26394[/C][/ROW]
[ROW][C]30[/C][C]-0.15042[/C][C]-1.0202[/C][C]0.156485[/C][/ROW]
[ROW][C]31[/C][C]0.004769[/C][C]0.0323[/C][C]0.487169[/C][/ROW]
[ROW][C]32[/C][C]0.059359[/C][C]0.4026[/C][C]0.344555[/C][/ROW]
[ROW][C]33[/C][C]0.098788[/C][C]0.67[/C][C]0.2531[/C][/ROW]
[ROW][C]34[/C][C]0.058132[/C][C]0.3943[/C][C]0.347603[/C][/ROW]
[ROW][C]35[/C][C]-0.039086[/C][C]-0.2651[/C][C]0.396061[/C][/ROW]
[ROW][C]36[/C][C]-0.05462[/C][C]-0.3705[/C][C]0.356372[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67339&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67339&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	0.312757	2.1212	0.019662
2	-0.153965	-1.0442	0.150915
3	-0.535139	-3.6295	0.000355
4	-0.465015	-3.1539	0.001419
5	-0.191613	-1.2996	0.10011
6	0.237648	1.6118	0.056922
7	0.268566	1.8215	0.037518
8	0.323417	2.1935	0.016681
9	0.155628	1.0555	0.148349
10	-0.085593	-0.5805	0.282199
11	-0.248141	-1.683	0.049578
12	-0.338521	-2.296	0.013142
13	-0.20994	-1.4239	0.080614
14	0.173091	1.174	0.123227
15	0.243066	1.6486	0.053026
16	0.189701	1.2866	0.102334
17	0.100585	0.6822	0.249267
18	-0.116295	-0.7888	0.217151
19	-0.140117	-0.9503	0.173458
20	-0.061371	-0.4162	0.339585
21	-0.04424	-0.3001	0.382745
22	0.041195	0.2794	0.390595
23	0.090583	0.6144	0.271001
24	-0.032685	-0.2217	0.412772
25	-0.001953	-0.0132	0.494745
26	0.098942	0.6711	0.25277
27	0.037512	0.2544	0.400153
28	-0.027337	-0.1854	0.426862
29	-0.093784	-0.6361	0.26394
30	-0.15042	-1.0202	0.156485
31	0.004769	0.0323	0.487169
32	0.059359	0.4026	0.344555
33	0.098788	0.67	0.2531
34	0.058132	0.3943	0.347603
35	-0.039086	-0.2651	0.396061
36	-0.05462	-0.3705	0.356372

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.312757	2.1212	0.019662
2	-0.279081	-1.8928	0.032342
3	-0.464305	-3.1491	0.001438
4	-0.290291	-1.9689	0.027506
5	-0.270386	-1.8338	0.036575
6	-0.061862	-0.4196	0.338376
7	-0.287417	-1.9494	0.028683
8	0.022608	0.1533	0.439403
9	0.106523	0.7225	0.236831
10	0.015172	0.1029	0.459244
11	0.071015	0.4816	0.316169
12	-0.14346	-0.973	0.167823
13	-0.085768	-0.5817	0.281803
14	0.104622	0.7096	0.240773
15	-0.199042	-1.35	0.091815
16	-0.176439	-1.1967	0.118783
17	-0.001667	-0.0113	0.495514
18	-0.116716	-0.7916	0.216326
19	0.029622	0.2009	0.420828
20	0.063072	0.4278	0.335406
21	0.08088	0.5486	0.292981
22	0.148678	1.0084	0.159272
23	0.082991	0.5629	0.288128
24	-0.114055	-0.7736	0.221575
25	-0.074991	-0.5086	0.306726
26	0.188621	1.2793	0.103606
27	-0.002189	-0.0148	0.494109
28	-0.166706	-1.1307	0.132031
29	0.016396	0.1112	0.45597
30	-0.024346	-0.1651	0.434786
31	0.050661	0.3436	0.366356
32	-0.030819	-0.209	0.417676
33	0.002565	0.0174	0.493097
34	0.005864	0.0398	0.484223
35	-0.075344	-0.511	0.305895
36	-0.066213	-0.4491	0.327742

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.312757 & 2.1212 & 0.019662 \tabularnewline
2 & -0.279081 & -1.8928 & 0.032342 \tabularnewline
3 & -0.464305 & -3.1491 & 0.001438 \tabularnewline
4 & -0.290291 & -1.9689 & 0.027506 \tabularnewline
5 & -0.270386 & -1.8338 & 0.036575 \tabularnewline
6 & -0.061862 & -0.4196 & 0.338376 \tabularnewline
7 & -0.287417 & -1.9494 & 0.028683 \tabularnewline
8 & 0.022608 & 0.1533 & 0.439403 \tabularnewline
9 & 0.106523 & 0.7225 & 0.236831 \tabularnewline
10 & 0.015172 & 0.1029 & 0.459244 \tabularnewline
11 & 0.071015 & 0.4816 & 0.316169 \tabularnewline
12 & -0.14346 & -0.973 & 0.167823 \tabularnewline
13 & -0.085768 & -0.5817 & 0.281803 \tabularnewline
14 & 0.104622 & 0.7096 & 0.240773 \tabularnewline
15 & -0.199042 & -1.35 & 0.091815 \tabularnewline
16 & -0.176439 & -1.1967 & 0.118783 \tabularnewline
17 & -0.001667 & -0.0113 & 0.495514 \tabularnewline
18 & -0.116716 & -0.7916 & 0.216326 \tabularnewline
19 & 0.029622 & 0.2009 & 0.420828 \tabularnewline
20 & 0.063072 & 0.4278 & 0.335406 \tabularnewline
21 & 0.08088 & 0.5486 & 0.292981 \tabularnewline
22 & 0.148678 & 1.0084 & 0.159272 \tabularnewline
23 & 0.082991 & 0.5629 & 0.288128 \tabularnewline
24 & -0.114055 & -0.7736 & 0.221575 \tabularnewline
25 & -0.074991 & -0.5086 & 0.306726 \tabularnewline
26 & 0.188621 & 1.2793 & 0.103606 \tabularnewline
27 & -0.002189 & -0.0148 & 0.494109 \tabularnewline
28 & -0.166706 & -1.1307 & 0.132031 \tabularnewline
29 & 0.016396 & 0.1112 & 0.45597 \tabularnewline
30 & -0.024346 & -0.1651 & 0.434786 \tabularnewline
31 & 0.050661 & 0.3436 & 0.366356 \tabularnewline
32 & -0.030819 & -0.209 & 0.417676 \tabularnewline
33 & 0.002565 & 0.0174 & 0.493097 \tabularnewline
34 & 0.005864 & 0.0398 & 0.484223 \tabularnewline
35 & -0.075344 & -0.511 & 0.305895 \tabularnewline
36 & -0.066213 & -0.4491 & 0.327742 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67339&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]0.312757[/C][C]2.1212[/C][C]0.019662[/C][/ROW]
[ROW][C]2[/C][C]-0.279081[/C][C]-1.8928[/C][C]0.032342[/C][/ROW]
[ROW][C]3[/C][C]-0.464305[/C][C]-3.1491[/C][C]0.001438[/C][/ROW]
[ROW][C]4[/C][C]-0.290291[/C][C]-1.9689[/C][C]0.027506[/C][/ROW]
[ROW][C]5[/C][C]-0.270386[/C][C]-1.8338[/C][C]0.036575[/C][/ROW]
[ROW][C]6[/C][C]-0.061862[/C][C]-0.4196[/C][C]0.338376[/C][/ROW]
[ROW][C]7[/C][C]-0.287417[/C][C]-1.9494[/C][C]0.028683[/C][/ROW]
[ROW][C]8[/C][C]0.022608[/C][C]0.1533[/C][C]0.439403[/C][/ROW]
[ROW][C]9[/C][C]0.106523[/C][C]0.7225[/C][C]0.236831[/C][/ROW]
[ROW][C]10[/C][C]0.015172[/C][C]0.1029[/C][C]0.459244[/C][/ROW]
[ROW][C]11[/C][C]0.071015[/C][C]0.4816[/C][C]0.316169[/C][/ROW]
[ROW][C]12[/C][C]-0.14346[/C][C]-0.973[/C][C]0.167823[/C][/ROW]
[ROW][C]13[/C][C]-0.085768[/C][C]-0.5817[/C][C]0.281803[/C][/ROW]
[ROW][C]14[/C][C]0.104622[/C][C]0.7096[/C][C]0.240773[/C][/ROW]
[ROW][C]15[/C][C]-0.199042[/C][C]-1.35[/C][C]0.091815[/C][/ROW]
[ROW][C]16[/C][C]-0.176439[/C][C]-1.1967[/C][C]0.118783[/C][/ROW]
[ROW][C]17[/C][C]-0.001667[/C][C]-0.0113[/C][C]0.495514[/C][/ROW]
[ROW][C]18[/C][C]-0.116716[/C][C]-0.7916[/C][C]0.216326[/C][/ROW]
[ROW][C]19[/C][C]0.029622[/C][C]0.2009[/C][C]0.420828[/C][/ROW]
[ROW][C]20[/C][C]0.063072[/C][C]0.4278[/C][C]0.335406[/C][/ROW]
[ROW][C]21[/C][C]0.08088[/C][C]0.5486[/C][C]0.292981[/C][/ROW]
[ROW][C]22[/C][C]0.148678[/C][C]1.0084[/C][C]0.159272[/C][/ROW]
[ROW][C]23[/C][C]0.082991[/C][C]0.5629[/C][C]0.288128[/C][/ROW]
[ROW][C]24[/C][C]-0.114055[/C][C]-0.7736[/C][C]0.221575[/C][/ROW]
[ROW][C]25[/C][C]-0.074991[/C][C]-0.5086[/C][C]0.306726[/C][/ROW]
[ROW][C]26[/C][C]0.188621[/C][C]1.2793[/C][C]0.103606[/C][/ROW]
[ROW][C]27[/C][C]-0.002189[/C][C]-0.0148[/C][C]0.494109[/C][/ROW]
[ROW][C]28[/C][C]-0.166706[/C][C]-1.1307[/C][C]0.132031[/C][/ROW]
[ROW][C]29[/C][C]0.016396[/C][C]0.1112[/C][C]0.45597[/C][/ROW]
[ROW][C]30[/C][C]-0.024346[/C][C]-0.1651[/C][C]0.434786[/C][/ROW]
[ROW][C]31[/C][C]0.050661[/C][C]0.3436[/C][C]0.366356[/C][/ROW]
[ROW][C]32[/C][C]-0.030819[/C][C]-0.209[/C][C]0.417676[/C][/ROW]
[ROW][C]33[/C][C]0.002565[/C][C]0.0174[/C][C]0.493097[/C][/ROW]
[ROW][C]34[/C][C]0.005864[/C][C]0.0398[/C][C]0.484223[/C][/ROW]
[ROW][C]35[/C][C]-0.075344[/C][C]-0.511[/C][C]0.305895[/C][/ROW]
[ROW][C]36[/C][C]-0.066213[/C][C]-0.4491[/C][C]0.327742[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67339&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67339&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	0.312757	2.1212	0.019662
2	-0.279081	-1.8928	0.032342
3	-0.464305	-3.1491	0.001438
4	-0.290291	-1.9689	0.027506
5	-0.270386	-1.8338	0.036575
6	-0.061862	-0.4196	0.338376
7	-0.287417	-1.9494	0.028683
8	0.022608	0.1533	0.439403
9	0.106523	0.7225	0.236831
10	0.015172	0.1029	0.459244
11	0.071015	0.4816	0.316169
12	-0.14346	-0.973	0.167823
13	-0.085768	-0.5817	0.281803
14	0.104622	0.7096	0.240773
15	-0.199042	-1.35	0.091815
16	-0.176439	-1.1967	0.118783
17	-0.001667	-0.0113	0.495514
18	-0.116716	-0.7916	0.216326
19	0.029622	0.2009	0.420828
20	0.063072	0.4278	0.335406
21	0.08088	0.5486	0.292981
22	0.148678	1.0084	0.159272
23	0.082991	0.5629	0.288128
24	-0.114055	-0.7736	0.221575
25	-0.074991	-0.5086	0.306726
26	0.188621	1.2793	0.103606
27	-0.002189	-0.0148	0.494109
28	-0.166706	-1.1307	0.132031
29	0.016396	0.1112	0.45597
30	-0.024346	-0.1651	0.434786
31	0.050661	0.3436	0.366356
32	-0.030819	-0.209	0.417676
33	0.002565	0.0174	0.493097
34	0.005864	0.0398	0.484223
35	-0.075344	-0.511	0.305895
36	-0.066213	-0.4491	0.327742

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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