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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 01:54:34 -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/t1260780936h8u1713y82zx2nj.htm/, Retrieved Sun, 05 May 2024 10:37:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67445, Retrieved Sun, 05 May 2024 10:37:22 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

156

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]
-   PD        [(Partial) Autocorrelation Function] [acf2] [2009-11-26 16:03:04] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D          [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 11:03:04] [34b80aeb109c116fd63bf2eb7493a276]
-    D            [(Partial) Autocorrelation Function] [acf] [2009-12-12 10:11:28] [34b80aeb109c116fd63bf2eb7493a276]
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-14 08:54:34] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67445&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]2 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=67445&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67445&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.063081	-0.4886	0.313444
2	-0.176005	-1.3633	0.088937
3	-0.137796	-1.0674	0.145042
4	-0.240177	-1.8604	0.033866
5	0.165301	1.2804	0.102664
6	0.090388	0.7001	0.243272
7	-0.104681	-0.8109	0.210326
8	0.051049	0.3954	0.346967
9	0.099781	0.7729	0.221308
10	0.121085	0.9379	0.176023
11	0.158085	1.2245	0.112771
12	-0.462439	-3.582	0.000342
13	0.12259	0.9496	0.173067
14	0.086838	0.6726	0.251878
15	0.019991	0.1549	0.438728
16	0.118824	0.9204	0.180523
17	-0.239249	-1.8532	0.034385
18	-0.110789	-0.8582	0.197108
19	0.106873	0.8278	0.205523
20	0.187631	1.4534	0.075664
21	0.058179	0.4507	0.326932
22	-0.008311	-0.0644	0.474442
23	-0.146245	-1.1328	0.1309
24	-0.040476	-0.3135	0.377483
25	-0.118936	-0.9213	0.180297
26	0.035644	0.2761	0.391711
27	0.082058	0.6356	0.263722
28	-0.028706	-0.2224	0.412397
29	0.077261	0.5985	0.275892
30	0.008314	0.0644	0.474434
31	0.023791	0.1843	0.427205
32	-0.130651	-1.012	0.157796
33	-0.038081	-0.295	0.384515
34	-0.032097	-0.2486	0.402252
35	-0.039232	-0.3039	0.381133
36	0.126071	0.9765	0.166359

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.063081 & -0.4886 & 0.313444 \tabularnewline
2 & -0.176005 & -1.3633 & 0.088937 \tabularnewline
3 & -0.137796 & -1.0674 & 0.145042 \tabularnewline
4 & -0.240177 & -1.8604 & 0.033866 \tabularnewline
5 & 0.165301 & 1.2804 & 0.102664 \tabularnewline
6 & 0.090388 & 0.7001 & 0.243272 \tabularnewline
7 & -0.104681 & -0.8109 & 0.210326 \tabularnewline
8 & 0.051049 & 0.3954 & 0.346967 \tabularnewline
9 & 0.099781 & 0.7729 & 0.221308 \tabularnewline
10 & 0.121085 & 0.9379 & 0.176023 \tabularnewline
11 & 0.158085 & 1.2245 & 0.112771 \tabularnewline
12 & -0.462439 & -3.582 & 0.000342 \tabularnewline
13 & 0.12259 & 0.9496 & 0.173067 \tabularnewline
14 & 0.086838 & 0.6726 & 0.251878 \tabularnewline
15 & 0.019991 & 0.1549 & 0.438728 \tabularnewline
16 & 0.118824 & 0.9204 & 0.180523 \tabularnewline
17 & -0.239249 & -1.8532 & 0.034385 \tabularnewline
18 & -0.110789 & -0.8582 & 0.197108 \tabularnewline
19 & 0.106873 & 0.8278 & 0.205523 \tabularnewline
20 & 0.187631 & 1.4534 & 0.075664 \tabularnewline
21 & 0.058179 & 0.4507 & 0.326932 \tabularnewline
22 & -0.008311 & -0.0644 & 0.474442 \tabularnewline
23 & -0.146245 & -1.1328 & 0.1309 \tabularnewline
24 & -0.040476 & -0.3135 & 0.377483 \tabularnewline
25 & -0.118936 & -0.9213 & 0.180297 \tabularnewline
26 & 0.035644 & 0.2761 & 0.391711 \tabularnewline
27 & 0.082058 & 0.6356 & 0.263722 \tabularnewline
28 & -0.028706 & -0.2224 & 0.412397 \tabularnewline
29 & 0.077261 & 0.5985 & 0.275892 \tabularnewline
30 & 0.008314 & 0.0644 & 0.474434 \tabularnewline
31 & 0.023791 & 0.1843 & 0.427205 \tabularnewline
32 & -0.130651 & -1.012 & 0.157796 \tabularnewline
33 & -0.038081 & -0.295 & 0.384515 \tabularnewline
34 & -0.032097 & -0.2486 & 0.402252 \tabularnewline
35 & -0.039232 & -0.3039 & 0.381133 \tabularnewline
36 & 0.126071 & 0.9765 & 0.166359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67445&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]-0.063081[/C][C]-0.4886[/C][C]0.313444[/C][/ROW]
[ROW][C]2[/C][C]-0.176005[/C][C]-1.3633[/C][C]0.088937[/C][/ROW]
[ROW][C]3[/C][C]-0.137796[/C][C]-1.0674[/C][C]0.145042[/C][/ROW]
[ROW][C]4[/C][C]-0.240177[/C][C]-1.8604[/C][C]0.033866[/C][/ROW]
[ROW][C]5[/C][C]0.165301[/C][C]1.2804[/C][C]0.102664[/C][/ROW]
[ROW][C]6[/C][C]0.090388[/C][C]0.7001[/C][C]0.243272[/C][/ROW]
[ROW][C]7[/C][C]-0.104681[/C][C]-0.8109[/C][C]0.210326[/C][/ROW]
[ROW][C]8[/C][C]0.051049[/C][C]0.3954[/C][C]0.346967[/C][/ROW]
[ROW][C]9[/C][C]0.099781[/C][C]0.7729[/C][C]0.221308[/C][/ROW]
[ROW][C]10[/C][C]0.121085[/C][C]0.9379[/C][C]0.176023[/C][/ROW]
[ROW][C]11[/C][C]0.158085[/C][C]1.2245[/C][C]0.112771[/C][/ROW]
[ROW][C]12[/C][C]-0.462439[/C][C]-3.582[/C][C]0.000342[/C][/ROW]
[ROW][C]13[/C][C]0.12259[/C][C]0.9496[/C][C]0.173067[/C][/ROW]
[ROW][C]14[/C][C]0.086838[/C][C]0.6726[/C][C]0.251878[/C][/ROW]
[ROW][C]15[/C][C]0.019991[/C][C]0.1549[/C][C]0.438728[/C][/ROW]
[ROW][C]16[/C][C]0.118824[/C][C]0.9204[/C][C]0.180523[/C][/ROW]
[ROW][C]17[/C][C]-0.239249[/C][C]-1.8532[/C][C]0.034385[/C][/ROW]
[ROW][C]18[/C][C]-0.110789[/C][C]-0.8582[/C][C]0.197108[/C][/ROW]
[ROW][C]19[/C][C]0.106873[/C][C]0.8278[/C][C]0.205523[/C][/ROW]
[ROW][C]20[/C][C]0.187631[/C][C]1.4534[/C][C]0.075664[/C][/ROW]
[ROW][C]21[/C][C]0.058179[/C][C]0.4507[/C][C]0.326932[/C][/ROW]
[ROW][C]22[/C][C]-0.008311[/C][C]-0.0644[/C][C]0.474442[/C][/ROW]
[ROW][C]23[/C][C]-0.146245[/C][C]-1.1328[/C][C]0.1309[/C][/ROW]
[ROW][C]24[/C][C]-0.040476[/C][C]-0.3135[/C][C]0.377483[/C][/ROW]
[ROW][C]25[/C][C]-0.118936[/C][C]-0.9213[/C][C]0.180297[/C][/ROW]
[ROW][C]26[/C][C]0.035644[/C][C]0.2761[/C][C]0.391711[/C][/ROW]
[ROW][C]27[/C][C]0.082058[/C][C]0.6356[/C][C]0.263722[/C][/ROW]
[ROW][C]28[/C][C]-0.028706[/C][C]-0.2224[/C][C]0.412397[/C][/ROW]
[ROW][C]29[/C][C]0.077261[/C][C]0.5985[/C][C]0.275892[/C][/ROW]
[ROW][C]30[/C][C]0.008314[/C][C]0.0644[/C][C]0.474434[/C][/ROW]
[ROW][C]31[/C][C]0.023791[/C][C]0.1843[/C][C]0.427205[/C][/ROW]
[ROW][C]32[/C][C]-0.130651[/C][C]-1.012[/C][C]0.157796[/C][/ROW]
[ROW][C]33[/C][C]-0.038081[/C][C]-0.295[/C][C]0.384515[/C][/ROW]
[ROW][C]34[/C][C]-0.032097[/C][C]-0.2486[/C][C]0.402252[/C][/ROW]
[ROW][C]35[/C][C]-0.039232[/C][C]-0.3039[/C][C]0.381133[/C][/ROW]
[ROW][C]36[/C][C]0.126071[/C][C]0.9765[/C][C]0.166359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67445&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67445&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	-0.063081	-0.4886	0.313444
2	-0.176005	-1.3633	0.088937
3	-0.137796	-1.0674	0.145042
4	-0.240177	-1.8604	0.033866
5	0.165301	1.2804	0.102664
6	0.090388	0.7001	0.243272
7	-0.104681	-0.8109	0.210326
8	0.051049	0.3954	0.346967
9	0.099781	0.7729	0.221308
10	0.121085	0.9379	0.176023
11	0.158085	1.2245	0.112771
12	-0.462439	-3.582	0.000342
13	0.12259	0.9496	0.173067
14	0.086838	0.6726	0.251878
15	0.019991	0.1549	0.438728
16	0.118824	0.9204	0.180523
17	-0.239249	-1.8532	0.034385
18	-0.110789	-0.8582	0.197108
19	0.106873	0.8278	0.205523
20	0.187631	1.4534	0.075664
21	0.058179	0.4507	0.326932
22	-0.008311	-0.0644	0.474442
23	-0.146245	-1.1328	0.1309
24	-0.040476	-0.3135	0.377483
25	-0.118936	-0.9213	0.180297
26	0.035644	0.2761	0.391711
27	0.082058	0.6356	0.263722
28	-0.028706	-0.2224	0.412397
29	0.077261	0.5985	0.275892
30	0.008314	0.0644	0.474434
31	0.023791	0.1843	0.427205
32	-0.130651	-1.012	0.157796
33	-0.038081	-0.295	0.384515
34	-0.032097	-0.2486	0.402252
35	-0.039232	-0.3039	0.381133
36	0.126071	0.9765	0.166359

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.063081	-0.4886	0.313444
2	-0.180703	-1.3997	0.083373
3	-0.168453	-1.3048	0.098466
4	-0.319683	-2.4763	0.008057
5	0.043199	0.3346	0.369541
6	-0.027959	-0.2166	0.41464
7	-0.161772	-1.2531	0.107518
8	-0.006022	-0.0466	0.481474
9	0.153206	1.1867	0.120006
10	0.172738	1.338	0.092968
11	0.252165	1.9533	0.027728
12	-0.335187	-2.5963	0.005916
13	0.322904	2.5012	0.007562
14	0.072346	0.5604	0.288651
15	0.060255	0.4667	0.321191
16	-0.080573	-0.6241	0.267459
17	-0.073359	-0.5682	0.285998
18	-0.120216	-0.9312	0.177743
19	-0.128735	-0.9972	0.161341
20	0.096625	0.7485	0.228555
21	0.034869	0.2701	0.394009
22	0.080046	0.62	0.268792
23	0.078436	0.6076	0.272885
24	-0.276784	-2.144	0.018049
25	-0.01476	-0.1143	0.454678
26	-0.012913	-0.1	0.46033
27	0.067911	0.526	0.300401
28	-0.058205	-0.4509	0.326859
29	-0.15227	-1.1795	0.121431
30	-0.013535	-0.1048	0.458425
31	0.05419	0.4198	0.338083
32	-0.054655	-0.4234	0.336775
33	-0.018752	-0.1453	0.442499
34	0.007167	0.0555	0.477956
35	-0.061818	-0.4788	0.316896
36	-0.069467	-0.5381	0.296254

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.063081 & -0.4886 & 0.313444 \tabularnewline
2 & -0.180703 & -1.3997 & 0.083373 \tabularnewline
3 & -0.168453 & -1.3048 & 0.098466 \tabularnewline
4 & -0.319683 & -2.4763 & 0.008057 \tabularnewline
5 & 0.043199 & 0.3346 & 0.369541 \tabularnewline
6 & -0.027959 & -0.2166 & 0.41464 \tabularnewline
7 & -0.161772 & -1.2531 & 0.107518 \tabularnewline
8 & -0.006022 & -0.0466 & 0.481474 \tabularnewline
9 & 0.153206 & 1.1867 & 0.120006 \tabularnewline
10 & 0.172738 & 1.338 & 0.092968 \tabularnewline
11 & 0.252165 & 1.9533 & 0.027728 \tabularnewline
12 & -0.335187 & -2.5963 & 0.005916 \tabularnewline
13 & 0.322904 & 2.5012 & 0.007562 \tabularnewline
14 & 0.072346 & 0.5604 & 0.288651 \tabularnewline
15 & 0.060255 & 0.4667 & 0.321191 \tabularnewline
16 & -0.080573 & -0.6241 & 0.267459 \tabularnewline
17 & -0.073359 & -0.5682 & 0.285998 \tabularnewline
18 & -0.120216 & -0.9312 & 0.177743 \tabularnewline
19 & -0.128735 & -0.9972 & 0.161341 \tabularnewline
20 & 0.096625 & 0.7485 & 0.228555 \tabularnewline
21 & 0.034869 & 0.2701 & 0.394009 \tabularnewline
22 & 0.080046 & 0.62 & 0.268792 \tabularnewline
23 & 0.078436 & 0.6076 & 0.272885 \tabularnewline
24 & -0.276784 & -2.144 & 0.018049 \tabularnewline
25 & -0.01476 & -0.1143 & 0.454678 \tabularnewline
26 & -0.012913 & -0.1 & 0.46033 \tabularnewline
27 & 0.067911 & 0.526 & 0.300401 \tabularnewline
28 & -0.058205 & -0.4509 & 0.326859 \tabularnewline
29 & -0.15227 & -1.1795 & 0.121431 \tabularnewline
30 & -0.013535 & -0.1048 & 0.458425 \tabularnewline
31 & 0.05419 & 0.4198 & 0.338083 \tabularnewline
32 & -0.054655 & -0.4234 & 0.336775 \tabularnewline
33 & -0.018752 & -0.1453 & 0.442499 \tabularnewline
34 & 0.007167 & 0.0555 & 0.477956 \tabularnewline
35 & -0.061818 & -0.4788 & 0.316896 \tabularnewline
36 & -0.069467 & -0.5381 & 0.296254 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67445&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]-0.063081[/C][C]-0.4886[/C][C]0.313444[/C][/ROW]
[ROW][C]2[/C][C]-0.180703[/C][C]-1.3997[/C][C]0.083373[/C][/ROW]
[ROW][C]3[/C][C]-0.168453[/C][C]-1.3048[/C][C]0.098466[/C][/ROW]
[ROW][C]4[/C][C]-0.319683[/C][C]-2.4763[/C][C]0.008057[/C][/ROW]
[ROW][C]5[/C][C]0.043199[/C][C]0.3346[/C][C]0.369541[/C][/ROW]
[ROW][C]6[/C][C]-0.027959[/C][C]-0.2166[/C][C]0.41464[/C][/ROW]
[ROW][C]7[/C][C]-0.161772[/C][C]-1.2531[/C][C]0.107518[/C][/ROW]
[ROW][C]8[/C][C]-0.006022[/C][C]-0.0466[/C][C]0.481474[/C][/ROW]
[ROW][C]9[/C][C]0.153206[/C][C]1.1867[/C][C]0.120006[/C][/ROW]
[ROW][C]10[/C][C]0.172738[/C][C]1.338[/C][C]0.092968[/C][/ROW]
[ROW][C]11[/C][C]0.252165[/C][C]1.9533[/C][C]0.027728[/C][/ROW]
[ROW][C]12[/C][C]-0.335187[/C][C]-2.5963[/C][C]0.005916[/C][/ROW]
[ROW][C]13[/C][C]0.322904[/C][C]2.5012[/C][C]0.007562[/C][/ROW]
[ROW][C]14[/C][C]0.072346[/C][C]0.5604[/C][C]0.288651[/C][/ROW]
[ROW][C]15[/C][C]0.060255[/C][C]0.4667[/C][C]0.321191[/C][/ROW]
[ROW][C]16[/C][C]-0.080573[/C][C]-0.6241[/C][C]0.267459[/C][/ROW]
[ROW][C]17[/C][C]-0.073359[/C][C]-0.5682[/C][C]0.285998[/C][/ROW]
[ROW][C]18[/C][C]-0.120216[/C][C]-0.9312[/C][C]0.177743[/C][/ROW]
[ROW][C]19[/C][C]-0.128735[/C][C]-0.9972[/C][C]0.161341[/C][/ROW]
[ROW][C]20[/C][C]0.096625[/C][C]0.7485[/C][C]0.228555[/C][/ROW]
[ROW][C]21[/C][C]0.034869[/C][C]0.2701[/C][C]0.394009[/C][/ROW]
[ROW][C]22[/C][C]0.080046[/C][C]0.62[/C][C]0.268792[/C][/ROW]
[ROW][C]23[/C][C]0.078436[/C][C]0.6076[/C][C]0.272885[/C][/ROW]
[ROW][C]24[/C][C]-0.276784[/C][C]-2.144[/C][C]0.018049[/C][/ROW]
[ROW][C]25[/C][C]-0.01476[/C][C]-0.1143[/C][C]0.454678[/C][/ROW]
[ROW][C]26[/C][C]-0.012913[/C][C]-0.1[/C][C]0.46033[/C][/ROW]
[ROW][C]27[/C][C]0.067911[/C][C]0.526[/C][C]0.300401[/C][/ROW]
[ROW][C]28[/C][C]-0.058205[/C][C]-0.4509[/C][C]0.326859[/C][/ROW]
[ROW][C]29[/C][C]-0.15227[/C][C]-1.1795[/C][C]0.121431[/C][/ROW]
[ROW][C]30[/C][C]-0.013535[/C][C]-0.1048[/C][C]0.458425[/C][/ROW]
[ROW][C]31[/C][C]0.05419[/C][C]0.4198[/C][C]0.338083[/C][/ROW]
[ROW][C]32[/C][C]-0.054655[/C][C]-0.4234[/C][C]0.336775[/C][/ROW]
[ROW][C]33[/C][C]-0.018752[/C][C]-0.1453[/C][C]0.442499[/C][/ROW]
[ROW][C]34[/C][C]0.007167[/C][C]0.0555[/C][C]0.477956[/C][/ROW]
[ROW][C]35[/C][C]-0.061818[/C][C]-0.4788[/C][C]0.316896[/C][/ROW]
[ROW][C]36[/C][C]-0.069467[/C][C]-0.5381[/C][C]0.296254[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67445&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67445&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	-0.063081	-0.4886	0.313444
2	-0.180703	-1.3997	0.083373
3	-0.168453	-1.3048	0.098466
4	-0.319683	-2.4763	0.008057
5	0.043199	0.3346	0.369541
6	-0.027959	-0.2166	0.41464
7	-0.161772	-1.2531	0.107518
8	-0.006022	-0.0466	0.481474
9	0.153206	1.1867	0.120006
10	0.172738	1.338	0.092968
11	0.252165	1.9533	0.027728
12	-0.335187	-2.5963	0.005916
13	0.322904	2.5012	0.007562
14	0.072346	0.5604	0.288651
15	0.060255	0.4667	0.321191
16	-0.080573	-0.6241	0.267459
17	-0.073359	-0.5682	0.285998
18	-0.120216	-0.9312	0.177743
19	-0.128735	-0.9972	0.161341
20	0.096625	0.7485	0.228555
21	0.034869	0.2701	0.394009
22	0.080046	0.62	0.268792
23	0.078436	0.6076	0.272885
24	-0.276784	-2.144	0.018049
25	-0.01476	-0.1143	0.454678
26	-0.012913	-0.1	0.46033
27	0.067911	0.526	0.300401
28	-0.058205	-0.4509	0.326859
29	-0.15227	-1.1795	0.121431
30	-0.013535	-0.1048	0.458425
31	0.05419	0.4198	0.338083
32	-0.054655	-0.4234	0.336775
33	-0.018752	-0.1453	0.442499
34	0.007167	0.0555	0.477956
35	-0.061818	-0.4788	0.316896
36	-0.069467	-0.5381	0.296254

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