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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 01:48:39 -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/14/t1260780569oa0evzgfbkzb74s.htm/, Retrieved Sun, 05 May 2024 12:13:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67441, Retrieved Sun, 05 May 2024 12:13:14 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

153

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] [Workshop8] [2009-11-27 10:49:13] [34b80aeb109c116fd63bf2eb7493a276]
-    D            [(Partial) Autocorrelation Function] [ACF] [2009-12-12 10:06:08] [34b80aeb109c116fd63bf2eb7493a276]
-    D                [(Partial) Autocorrelation Function] [methode1] [2009-12-14 08:48:39] [307139c5e328127f586f26d5bcc435d8] [Current]

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Dataseries X:

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Histogram

Boxplots

2.7
2.5
2.2
2.9
3.1
3
2.8
2.5
1.9
1.9
1.8
2
2.6
2.5
2.5
1.6
1.4
0.8
1.1
1.3
1.2
1.3
1.1
1.3
1.2
1.6
1.7
1.5
0.9
1.5
1.4
1.6
1.7
1.4
1.8
1.7
1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8

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=67441&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=67441&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67441&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	0.792904	6.1928	0
2	0.614894	4.8025	5e-06
3	0.527655	4.1211	5.8e-05
4	0.4728	3.6927	0.000238
5	0.471484	3.6824	0.000246
6	0.416458	3.2526	0.000933
7	0.341577	2.6678	0.004883
8	0.31401	2.4525	0.008531
9	0.300094	2.3438	0.011181
10	0.246276	1.9235	0.029545
11	0.137341	1.0727	0.143823
12	-0.017914	-0.1399	0.444596
13	-0.012407	-0.0969	0.46156
14	-0.045005	-0.3515	0.363211
15	-0.123205	-0.9623	0.169858
16	-0.19523	-1.5248	0.066239
17	-0.273089	-2.1329	0.018483
18	-0.25246	-1.9718	0.026587
19	-0.204173	-1.5946	0.057981
20	-0.197522	-1.5427	0.064038
21	-0.270265	-2.1108	0.019447
22	-0.342879	-2.678	0.004752
23	-0.381923	-2.9829	0.00205
24	-0.380737	-2.9737	0.002105
25	-0.368735	-2.8799	0.00274
26	-0.336075	-2.6248	0.005471
27	-0.322965	-2.5224	0.00714
28	-0.319697	-2.4969	0.007622
29	-0.298159	-2.3287	0.011603
30	-0.319642	-2.4965	0.00763
31	-0.334126	-2.6096	0.005694
32	-0.366881	-2.8654	0.002853
33	-0.334071	-2.6092	0.0057
34	-0.299159	-2.3365	0.011383
35	-0.271743	-2.1224	0.018937
36	-0.223478	-1.7454	0.042974

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.792904 & 6.1928 & 0 \tabularnewline
2 & 0.614894 & 4.8025 & 5e-06 \tabularnewline
3 & 0.527655 & 4.1211 & 5.8e-05 \tabularnewline
4 & 0.4728 & 3.6927 & 0.000238 \tabularnewline
5 & 0.471484 & 3.6824 & 0.000246 \tabularnewline
6 & 0.416458 & 3.2526 & 0.000933 \tabularnewline
7 & 0.341577 & 2.6678 & 0.004883 \tabularnewline
8 & 0.31401 & 2.4525 & 0.008531 \tabularnewline
9 & 0.300094 & 2.3438 & 0.011181 \tabularnewline
10 & 0.246276 & 1.9235 & 0.029545 \tabularnewline
11 & 0.137341 & 1.0727 & 0.143823 \tabularnewline
12 & -0.017914 & -0.1399 & 0.444596 \tabularnewline
13 & -0.012407 & -0.0969 & 0.46156 \tabularnewline
14 & -0.045005 & -0.3515 & 0.363211 \tabularnewline
15 & -0.123205 & -0.9623 & 0.169858 \tabularnewline
16 & -0.19523 & -1.5248 & 0.066239 \tabularnewline
17 & -0.273089 & -2.1329 & 0.018483 \tabularnewline
18 & -0.25246 & -1.9718 & 0.026587 \tabularnewline
19 & -0.204173 & -1.5946 & 0.057981 \tabularnewline
20 & -0.197522 & -1.5427 & 0.064038 \tabularnewline
21 & -0.270265 & -2.1108 & 0.019447 \tabularnewline
22 & -0.342879 & -2.678 & 0.004752 \tabularnewline
23 & -0.381923 & -2.9829 & 0.00205 \tabularnewline
24 & -0.380737 & -2.9737 & 0.002105 \tabularnewline
25 & -0.368735 & -2.8799 & 0.00274 \tabularnewline
26 & -0.336075 & -2.6248 & 0.005471 \tabularnewline
27 & -0.322965 & -2.5224 & 0.00714 \tabularnewline
28 & -0.319697 & -2.4969 & 0.007622 \tabularnewline
29 & -0.298159 & -2.3287 & 0.011603 \tabularnewline
30 & -0.319642 & -2.4965 & 0.00763 \tabularnewline
31 & -0.334126 & -2.6096 & 0.005694 \tabularnewline
32 & -0.366881 & -2.8654 & 0.002853 \tabularnewline
33 & -0.334071 & -2.6092 & 0.0057 \tabularnewline
34 & -0.299159 & -2.3365 & 0.011383 \tabularnewline
35 & -0.271743 & -2.1224 & 0.018937 \tabularnewline
36 & -0.223478 & -1.7454 & 0.042974 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67441&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]0.792904[/C][C]6.1928[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.614894[/C][C]4.8025[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.527655[/C][C]4.1211[/C][C]5.8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.4728[/C][C]3.6927[/C][C]0.000238[/C][/ROW]
[ROW][C]5[/C][C]0.471484[/C][C]3.6824[/C][C]0.000246[/C][/ROW]
[ROW][C]6[/C][C]0.416458[/C][C]3.2526[/C][C]0.000933[/C][/ROW]
[ROW][C]7[/C][C]0.341577[/C][C]2.6678[/C][C]0.004883[/C][/ROW]
[ROW][C]8[/C][C]0.31401[/C][C]2.4525[/C][C]0.008531[/C][/ROW]
[ROW][C]9[/C][C]0.300094[/C][C]2.3438[/C][C]0.011181[/C][/ROW]
[ROW][C]10[/C][C]0.246276[/C][C]1.9235[/C][C]0.029545[/C][/ROW]
[ROW][C]11[/C][C]0.137341[/C][C]1.0727[/C][C]0.143823[/C][/ROW]
[ROW][C]12[/C][C]-0.017914[/C][C]-0.1399[/C][C]0.444596[/C][/ROW]
[ROW][C]13[/C][C]-0.012407[/C][C]-0.0969[/C][C]0.46156[/C][/ROW]
[ROW][C]14[/C][C]-0.045005[/C][C]-0.3515[/C][C]0.363211[/C][/ROW]
[ROW][C]15[/C][C]-0.123205[/C][C]-0.9623[/C][C]0.169858[/C][/ROW]
[ROW][C]16[/C][C]-0.19523[/C][C]-1.5248[/C][C]0.066239[/C][/ROW]
[ROW][C]17[/C][C]-0.273089[/C][C]-2.1329[/C][C]0.018483[/C][/ROW]
[ROW][C]18[/C][C]-0.25246[/C][C]-1.9718[/C][C]0.026587[/C][/ROW]
[ROW][C]19[/C][C]-0.204173[/C][C]-1.5946[/C][C]0.057981[/C][/ROW]
[ROW][C]20[/C][C]-0.197522[/C][C]-1.5427[/C][C]0.064038[/C][/ROW]
[ROW][C]21[/C][C]-0.270265[/C][C]-2.1108[/C][C]0.019447[/C][/ROW]
[ROW][C]22[/C][C]-0.342879[/C][C]-2.678[/C][C]0.004752[/C][/ROW]
[ROW][C]23[/C][C]-0.381923[/C][C]-2.9829[/C][C]0.00205[/C][/ROW]
[ROW][C]24[/C][C]-0.380737[/C][C]-2.9737[/C][C]0.002105[/C][/ROW]
[ROW][C]25[/C][C]-0.368735[/C][C]-2.8799[/C][C]0.00274[/C][/ROW]
[ROW][C]26[/C][C]-0.336075[/C][C]-2.6248[/C][C]0.005471[/C][/ROW]
[ROW][C]27[/C][C]-0.322965[/C][C]-2.5224[/C][C]0.00714[/C][/ROW]
[ROW][C]28[/C][C]-0.319697[/C][C]-2.4969[/C][C]0.007622[/C][/ROW]
[ROW][C]29[/C][C]-0.298159[/C][C]-2.3287[/C][C]0.011603[/C][/ROW]
[ROW][C]30[/C][C]-0.319642[/C][C]-2.4965[/C][C]0.00763[/C][/ROW]
[ROW][C]31[/C][C]-0.334126[/C][C]-2.6096[/C][C]0.005694[/C][/ROW]
[ROW][C]32[/C][C]-0.366881[/C][C]-2.8654[/C][C]0.002853[/C][/ROW]
[ROW][C]33[/C][C]-0.334071[/C][C]-2.6092[/C][C]0.0057[/C][/ROW]
[ROW][C]34[/C][C]-0.299159[/C][C]-2.3365[/C][C]0.011383[/C][/ROW]
[ROW][C]35[/C][C]-0.271743[/C][C]-2.1224[/C][C]0.018937[/C][/ROW]
[ROW][C]36[/C][C]-0.223478[/C][C]-1.7454[/C][C]0.042974[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67441&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67441&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	0.792904	6.1928	0
2	0.614894	4.8025	5e-06
3	0.527655	4.1211	5.8e-05
4	0.4728	3.6927	0.000238
5	0.471484	3.6824	0.000246
6	0.416458	3.2526	0.000933
7	0.341577	2.6678	0.004883
8	0.31401	2.4525	0.008531
9	0.300094	2.3438	0.011181
10	0.246276	1.9235	0.029545
11	0.137341	1.0727	0.143823
12	-0.017914	-0.1399	0.444596
13	-0.012407	-0.0969	0.46156
14	-0.045005	-0.3515	0.363211
15	-0.123205	-0.9623	0.169858
16	-0.19523	-1.5248	0.066239
17	-0.273089	-2.1329	0.018483
18	-0.25246	-1.9718	0.026587
19	-0.204173	-1.5946	0.057981
20	-0.197522	-1.5427	0.064038
21	-0.270265	-2.1108	0.019447
22	-0.342879	-2.678	0.004752
23	-0.381923	-2.9829	0.00205
24	-0.380737	-2.9737	0.002105
25	-0.368735	-2.8799	0.00274
26	-0.336075	-2.6248	0.005471
27	-0.322965	-2.5224	0.00714
28	-0.319697	-2.4969	0.007622
29	-0.298159	-2.3287	0.011603
30	-0.319642	-2.4965	0.00763
31	-0.334126	-2.6096	0.005694
32	-0.366881	-2.8654	0.002853
33	-0.334071	-2.6092	0.0057
34	-0.299159	-2.3365	0.011383
35	-0.271743	-2.1224	0.018937
36	-0.223478	-1.7454	0.042974

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.792904	6.1928	0
2	-0.037172	-0.2903	0.386276
3	0.138767	1.0838	0.141358
4	0.052647	0.4112	0.341188
5	0.162761	1.2712	0.104241
6	-0.093519	-0.7304	0.233968
7	-0.022066	-0.1723	0.431869
8	0.065577	0.5122	0.305189
9	0.028806	0.225	0.411373
10	-0.113413	-0.8858	0.189607
11	-0.174661	-1.3641	0.088767
12	-0.238561	-1.8632	0.033624
13	0.253647	1.981	0.02605
14	-0.244726	-1.9114	0.030329
15	-0.094626	-0.7391	0.231354
16	-0.109437	-0.8547	0.198023
17	0.007556	0.059	0.476568
18	0.088364	0.6901	0.24636
19	0.041805	0.3265	0.372578
20	0.047097	0.3678	0.357133
21	-0.143651	-1.122	0.13314
22	-0.074359	-0.5808	0.28177
23	-0.094624	-0.739	0.231359
24	-0.073831	-0.5766	0.283152
25	0.157457	1.2298	0.111751
26	0.002598	0.0203	0.491939
27	-0.096809	-0.7561	0.226249
28	-0.09831	-0.7678	0.222777
29	-0.056373	-0.4403	0.330642
30	-0.01728	-0.135	0.446545
31	-0.030919	-0.2415	0.404993
32	-0.146483	-1.1441	0.128533
33	0.040525	0.3165	0.376347
34	-0.092253	-0.7205	0.236979
35	0.037693	0.2944	0.384729
36	0.038785	0.3029	0.381492

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.792904 & 6.1928 & 0 \tabularnewline
2 & -0.037172 & -0.2903 & 0.386276 \tabularnewline
3 & 0.138767 & 1.0838 & 0.141358 \tabularnewline
4 & 0.052647 & 0.4112 & 0.341188 \tabularnewline
5 & 0.162761 & 1.2712 & 0.104241 \tabularnewline
6 & -0.093519 & -0.7304 & 0.233968 \tabularnewline
7 & -0.022066 & -0.1723 & 0.431869 \tabularnewline
8 & 0.065577 & 0.5122 & 0.305189 \tabularnewline
9 & 0.028806 & 0.225 & 0.411373 \tabularnewline
10 & -0.113413 & -0.8858 & 0.189607 \tabularnewline
11 & -0.174661 & -1.3641 & 0.088767 \tabularnewline
12 & -0.238561 & -1.8632 & 0.033624 \tabularnewline
13 & 0.253647 & 1.981 & 0.02605 \tabularnewline
14 & -0.244726 & -1.9114 & 0.030329 \tabularnewline
15 & -0.094626 & -0.7391 & 0.231354 \tabularnewline
16 & -0.109437 & -0.8547 & 0.198023 \tabularnewline
17 & 0.007556 & 0.059 & 0.476568 \tabularnewline
18 & 0.088364 & 0.6901 & 0.24636 \tabularnewline
19 & 0.041805 & 0.3265 & 0.372578 \tabularnewline
20 & 0.047097 & 0.3678 & 0.357133 \tabularnewline
21 & -0.143651 & -1.122 & 0.13314 \tabularnewline
22 & -0.074359 & -0.5808 & 0.28177 \tabularnewline
23 & -0.094624 & -0.739 & 0.231359 \tabularnewline
24 & -0.073831 & -0.5766 & 0.283152 \tabularnewline
25 & 0.157457 & 1.2298 & 0.111751 \tabularnewline
26 & 0.002598 & 0.0203 & 0.491939 \tabularnewline
27 & -0.096809 & -0.7561 & 0.226249 \tabularnewline
28 & -0.09831 & -0.7678 & 0.222777 \tabularnewline
29 & -0.056373 & -0.4403 & 0.330642 \tabularnewline
30 & -0.01728 & -0.135 & 0.446545 \tabularnewline
31 & -0.030919 & -0.2415 & 0.404993 \tabularnewline
32 & -0.146483 & -1.1441 & 0.128533 \tabularnewline
33 & 0.040525 & 0.3165 & 0.376347 \tabularnewline
34 & -0.092253 & -0.7205 & 0.236979 \tabularnewline
35 & 0.037693 & 0.2944 & 0.384729 \tabularnewline
36 & 0.038785 & 0.3029 & 0.381492 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67441&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]0.792904[/C][C]6.1928[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.037172[/C][C]-0.2903[/C][C]0.386276[/C][/ROW]
[ROW][C]3[/C][C]0.138767[/C][C]1.0838[/C][C]0.141358[/C][/ROW]
[ROW][C]4[/C][C]0.052647[/C][C]0.4112[/C][C]0.341188[/C][/ROW]
[ROW][C]5[/C][C]0.162761[/C][C]1.2712[/C][C]0.104241[/C][/ROW]
[ROW][C]6[/C][C]-0.093519[/C][C]-0.7304[/C][C]0.233968[/C][/ROW]
[ROW][C]7[/C][C]-0.022066[/C][C]-0.1723[/C][C]0.431869[/C][/ROW]
[ROW][C]8[/C][C]0.065577[/C][C]0.5122[/C][C]0.305189[/C][/ROW]
[ROW][C]9[/C][C]0.028806[/C][C]0.225[/C][C]0.411373[/C][/ROW]
[ROW][C]10[/C][C]-0.113413[/C][C]-0.8858[/C][C]0.189607[/C][/ROW]
[ROW][C]11[/C][C]-0.174661[/C][C]-1.3641[/C][C]0.088767[/C][/ROW]
[ROW][C]12[/C][C]-0.238561[/C][C]-1.8632[/C][C]0.033624[/C][/ROW]
[ROW][C]13[/C][C]0.253647[/C][C]1.981[/C][C]0.02605[/C][/ROW]
[ROW][C]14[/C][C]-0.244726[/C][C]-1.9114[/C][C]0.030329[/C][/ROW]
[ROW][C]15[/C][C]-0.094626[/C][C]-0.7391[/C][C]0.231354[/C][/ROW]
[ROW][C]16[/C][C]-0.109437[/C][C]-0.8547[/C][C]0.198023[/C][/ROW]
[ROW][C]17[/C][C]0.007556[/C][C]0.059[/C][C]0.476568[/C][/ROW]
[ROW][C]18[/C][C]0.088364[/C][C]0.6901[/C][C]0.24636[/C][/ROW]
[ROW][C]19[/C][C]0.041805[/C][C]0.3265[/C][C]0.372578[/C][/ROW]
[ROW][C]20[/C][C]0.047097[/C][C]0.3678[/C][C]0.357133[/C][/ROW]
[ROW][C]21[/C][C]-0.143651[/C][C]-1.122[/C][C]0.13314[/C][/ROW]
[ROW][C]22[/C][C]-0.074359[/C][C]-0.5808[/C][C]0.28177[/C][/ROW]
[ROW][C]23[/C][C]-0.094624[/C][C]-0.739[/C][C]0.231359[/C][/ROW]
[ROW][C]24[/C][C]-0.073831[/C][C]-0.5766[/C][C]0.283152[/C][/ROW]
[ROW][C]25[/C][C]0.157457[/C][C]1.2298[/C][C]0.111751[/C][/ROW]
[ROW][C]26[/C][C]0.002598[/C][C]0.0203[/C][C]0.491939[/C][/ROW]
[ROW][C]27[/C][C]-0.096809[/C][C]-0.7561[/C][C]0.226249[/C][/ROW]
[ROW][C]28[/C][C]-0.09831[/C][C]-0.7678[/C][C]0.222777[/C][/ROW]
[ROW][C]29[/C][C]-0.056373[/C][C]-0.4403[/C][C]0.330642[/C][/ROW]
[ROW][C]30[/C][C]-0.01728[/C][C]-0.135[/C][C]0.446545[/C][/ROW]
[ROW][C]31[/C][C]-0.030919[/C][C]-0.2415[/C][C]0.404993[/C][/ROW]
[ROW][C]32[/C][C]-0.146483[/C][C]-1.1441[/C][C]0.128533[/C][/ROW]
[ROW][C]33[/C][C]0.040525[/C][C]0.3165[/C][C]0.376347[/C][/ROW]
[ROW][C]34[/C][C]-0.092253[/C][C]-0.7205[/C][C]0.236979[/C][/ROW]
[ROW][C]35[/C][C]0.037693[/C][C]0.2944[/C][C]0.384729[/C][/ROW]
[ROW][C]36[/C][C]0.038785[/C][C]0.3029[/C][C]0.381492[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67441&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67441&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	0.792904	6.1928	0
2	-0.037172	-0.2903	0.386276
3	0.138767	1.0838	0.141358
4	0.052647	0.4112	0.341188
5	0.162761	1.2712	0.104241
6	-0.093519	-0.7304	0.233968
7	-0.022066	-0.1723	0.431869
8	0.065577	0.5122	0.305189
9	0.028806	0.225	0.411373
10	-0.113413	-0.8858	0.189607
11	-0.174661	-1.3641	0.088767
12	-0.238561	-1.8632	0.033624
13	0.253647	1.981	0.02605
14	-0.244726	-1.9114	0.030329
15	-0.094626	-0.7391	0.231354
16	-0.109437	-0.8547	0.198023
17	0.007556	0.059	0.476568
18	0.088364	0.6901	0.24636
19	0.041805	0.3265	0.372578
20	0.047097	0.3678	0.357133
21	-0.143651	-1.122	0.13314
22	-0.074359	-0.5808	0.28177
23	-0.094624	-0.739	0.231359
24	-0.073831	-0.5766	0.283152
25	0.157457	1.2298	0.111751
26	0.002598	0.0203	0.491939
27	-0.096809	-0.7561	0.226249
28	-0.09831	-0.7678	0.222777
29	-0.056373	-0.4403	0.330642
30	-0.01728	-0.135	0.446545
31	-0.030919	-0.2415	0.404993
32	-0.146483	-1.1441	0.128533
33	0.040525	0.3165	0.376347
34	-0.092253	-0.7205	0.236979
35	0.037693	0.2944	0.384729
36	0.038785	0.3029	0.381492

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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