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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 01:57:26 -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/14/t126078109772arcopgfaok4h7.htm/, Retrieved Sun, 05 May 2024 11:16:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67448, Retrieved Sun, 05 May 2024 11:16:48 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

147

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] [acf3] [2009-11-26 16:09:59] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D          [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 11:09:32] [34b80aeb109c116fd63bf2eb7493a276]
-    D            [(Partial) Autocorrelation Function] [acf] [2009-12-12 10:16:23] [34b80aeb109c116fd63bf2eb7493a276]
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-14 08:57:26] [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=67448&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=67448&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67448&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	-0.173758	-1.2038	0.117279
2	-0.174125	-1.2064	0.116793
3	-0.08489	-0.5881	0.2796
4	-0.219967	-1.524	0.067038
5	0.239335	1.6582	0.051904
6	0.100255	0.6946	0.245332
7	-0.2154	-1.4923	0.071077
8	-0.003929	-0.0272	0.489197
9	0.064622	0.4477	0.328187
10	0.071967	0.4986	0.310167
11	0.204383	1.416	0.081615
12	-0.485283	-3.3621	0.000763
13	0.161491	1.1188	0.134387
14	0.037428	0.2593	0.398253
15	-0.018301	-0.1268	0.449816
16	0.138508	0.9596	0.171029
17	-0.231399	-1.6032	0.057728
18	-0.087123	-0.6036	0.274474
19	0.093468	0.6476	0.260176
20	0.156322	1.083	0.142103
21	0.064541	0.4472	0.328387
22	0.012551	0.087	0.465533
23	-0.124483	-0.8624	0.196366
24	-0.011146	-0.0772	0.469385
25	-0.117505	-0.8141	0.209805
26	0.069864	0.484	0.315282
27	0.062281	0.4315	0.33402
28	-0.075776	-0.525	0.301002
29	0.063271	0.4384	0.331549
30	-0.038472	-0.2665	0.395481
31	0.048776	0.3379	0.368444
32	-0.04207	-0.2915	0.385975
33	-0.02222	-0.1539	0.43915
34	-0.018117	-0.1255	0.450319
35	-0.002883	-0.02	0.492073
36	0.096519	0.6687	0.253444

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.173758 & -1.2038 & 0.117279 \tabularnewline
2 & -0.174125 & -1.2064 & 0.116793 \tabularnewline
3 & -0.08489 & -0.5881 & 0.2796 \tabularnewline
4 & -0.219967 & -1.524 & 0.067038 \tabularnewline
5 & 0.239335 & 1.6582 & 0.051904 \tabularnewline
6 & 0.100255 & 0.6946 & 0.245332 \tabularnewline
7 & -0.2154 & -1.4923 & 0.071077 \tabularnewline
8 & -0.003929 & -0.0272 & 0.489197 \tabularnewline
9 & 0.064622 & 0.4477 & 0.328187 \tabularnewline
10 & 0.071967 & 0.4986 & 0.310167 \tabularnewline
11 & 0.204383 & 1.416 & 0.081615 \tabularnewline
12 & -0.485283 & -3.3621 & 0.000763 \tabularnewline
13 & 0.161491 & 1.1188 & 0.134387 \tabularnewline
14 & 0.037428 & 0.2593 & 0.398253 \tabularnewline
15 & -0.018301 & -0.1268 & 0.449816 \tabularnewline
16 & 0.138508 & 0.9596 & 0.171029 \tabularnewline
17 & -0.231399 & -1.6032 & 0.057728 \tabularnewline
18 & -0.087123 & -0.6036 & 0.274474 \tabularnewline
19 & 0.093468 & 0.6476 & 0.260176 \tabularnewline
20 & 0.156322 & 1.083 & 0.142103 \tabularnewline
21 & 0.064541 & 0.4472 & 0.328387 \tabularnewline
22 & 0.012551 & 0.087 & 0.465533 \tabularnewline
23 & -0.124483 & -0.8624 & 0.196366 \tabularnewline
24 & -0.011146 & -0.0772 & 0.469385 \tabularnewline
25 & -0.117505 & -0.8141 & 0.209805 \tabularnewline
26 & 0.069864 & 0.484 & 0.315282 \tabularnewline
27 & 0.062281 & 0.4315 & 0.33402 \tabularnewline
28 & -0.075776 & -0.525 & 0.301002 \tabularnewline
29 & 0.063271 & 0.4384 & 0.331549 \tabularnewline
30 & -0.038472 & -0.2665 & 0.395481 \tabularnewline
31 & 0.048776 & 0.3379 & 0.368444 \tabularnewline
32 & -0.04207 & -0.2915 & 0.385975 \tabularnewline
33 & -0.02222 & -0.1539 & 0.43915 \tabularnewline
34 & -0.018117 & -0.1255 & 0.450319 \tabularnewline
35 & -0.002883 & -0.02 & 0.492073 \tabularnewline
36 & 0.096519 & 0.6687 & 0.253444 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67448&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]-0.173758[/C][C]-1.2038[/C][C]0.117279[/C][/ROW]
[ROW][C]2[/C][C]-0.174125[/C][C]-1.2064[/C][C]0.116793[/C][/ROW]
[ROW][C]3[/C][C]-0.08489[/C][C]-0.5881[/C][C]0.2796[/C][/ROW]
[ROW][C]4[/C][C]-0.219967[/C][C]-1.524[/C][C]0.067038[/C][/ROW]
[ROW][C]5[/C][C]0.239335[/C][C]1.6582[/C][C]0.051904[/C][/ROW]
[ROW][C]6[/C][C]0.100255[/C][C]0.6946[/C][C]0.245332[/C][/ROW]
[ROW][C]7[/C][C]-0.2154[/C][C]-1.4923[/C][C]0.071077[/C][/ROW]
[ROW][C]8[/C][C]-0.003929[/C][C]-0.0272[/C][C]0.489197[/C][/ROW]
[ROW][C]9[/C][C]0.064622[/C][C]0.4477[/C][C]0.328187[/C][/ROW]
[ROW][C]10[/C][C]0.071967[/C][C]0.4986[/C][C]0.310167[/C][/ROW]
[ROW][C]11[/C][C]0.204383[/C][C]1.416[/C][C]0.081615[/C][/ROW]
[ROW][C]12[/C][C]-0.485283[/C][C]-3.3621[/C][C]0.000763[/C][/ROW]
[ROW][C]13[/C][C]0.161491[/C][C]1.1188[/C][C]0.134387[/C][/ROW]
[ROW][C]14[/C][C]0.037428[/C][C]0.2593[/C][C]0.398253[/C][/ROW]
[ROW][C]15[/C][C]-0.018301[/C][C]-0.1268[/C][C]0.449816[/C][/ROW]
[ROW][C]16[/C][C]0.138508[/C][C]0.9596[/C][C]0.171029[/C][/ROW]
[ROW][C]17[/C][C]-0.231399[/C][C]-1.6032[/C][C]0.057728[/C][/ROW]
[ROW][C]18[/C][C]-0.087123[/C][C]-0.6036[/C][C]0.274474[/C][/ROW]
[ROW][C]19[/C][C]0.093468[/C][C]0.6476[/C][C]0.260176[/C][/ROW]
[ROW][C]20[/C][C]0.156322[/C][C]1.083[/C][C]0.142103[/C][/ROW]
[ROW][C]21[/C][C]0.064541[/C][C]0.4472[/C][C]0.328387[/C][/ROW]
[ROW][C]22[/C][C]0.012551[/C][C]0.087[/C][C]0.465533[/C][/ROW]
[ROW][C]23[/C][C]-0.124483[/C][C]-0.8624[/C][C]0.196366[/C][/ROW]
[ROW][C]24[/C][C]-0.011146[/C][C]-0.0772[/C][C]0.469385[/C][/ROW]
[ROW][C]25[/C][C]-0.117505[/C][C]-0.8141[/C][C]0.209805[/C][/ROW]
[ROW][C]26[/C][C]0.069864[/C][C]0.484[/C][C]0.315282[/C][/ROW]
[ROW][C]27[/C][C]0.062281[/C][C]0.4315[/C][C]0.33402[/C][/ROW]
[ROW][C]28[/C][C]-0.075776[/C][C]-0.525[/C][C]0.301002[/C][/ROW]
[ROW][C]29[/C][C]0.063271[/C][C]0.4384[/C][C]0.331549[/C][/ROW]
[ROW][C]30[/C][C]-0.038472[/C][C]-0.2665[/C][C]0.395481[/C][/ROW]
[ROW][C]31[/C][C]0.048776[/C][C]0.3379[/C][C]0.368444[/C][/ROW]
[ROW][C]32[/C][C]-0.04207[/C][C]-0.2915[/C][C]0.385975[/C][/ROW]
[ROW][C]33[/C][C]-0.02222[/C][C]-0.1539[/C][C]0.43915[/C][/ROW]
[ROW][C]34[/C][C]-0.018117[/C][C]-0.1255[/C][C]0.450319[/C][/ROW]
[ROW][C]35[/C][C]-0.002883[/C][C]-0.02[/C][C]0.492073[/C][/ROW]
[ROW][C]36[/C][C]0.096519[/C][C]0.6687[/C][C]0.253444[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67448&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67448&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	-0.173758	-1.2038	0.117279
2	-0.174125	-1.2064	0.116793
3	-0.08489	-0.5881	0.2796
4	-0.219967	-1.524	0.067038
5	0.239335	1.6582	0.051904
6	0.100255	0.6946	0.245332
7	-0.2154	-1.4923	0.071077
8	-0.003929	-0.0272	0.489197
9	0.064622	0.4477	0.328187
10	0.071967	0.4986	0.310167
11	0.204383	1.416	0.081615
12	-0.485283	-3.3621	0.000763
13	0.161491	1.1188	0.134387
14	0.037428	0.2593	0.398253
15	-0.018301	-0.1268	0.449816
16	0.138508	0.9596	0.171029
17	-0.231399	-1.6032	0.057728
18	-0.087123	-0.6036	0.274474
19	0.093468	0.6476	0.260176
20	0.156322	1.083	0.142103
21	0.064541	0.4472	0.328387
22	0.012551	0.087	0.465533
23	-0.124483	-0.8624	0.196366
24	-0.011146	-0.0772	0.469385
25	-0.117505	-0.8141	0.209805
26	0.069864	0.484	0.315282
27	0.062281	0.4315	0.33402
28	-0.075776	-0.525	0.301002
29	0.063271	0.4384	0.331549
30	-0.038472	-0.2665	0.395481
31	0.048776	0.3379	0.368444
32	-0.04207	-0.2915	0.385975
33	-0.02222	-0.1539	0.43915
34	-0.018117	-0.1255	0.450319
35	-0.002883	-0.02	0.492073
36	0.096519	0.6687	0.253444

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.173758	-1.2038	0.117279
2	-0.210678	-1.4596	0.075455
3	-0.170622	-1.1821	0.121494
4	-0.34837	-2.4136	0.009831
5	0.048918	0.3389	0.368077
6	0.036817	0.2551	0.399878
7	-0.221001	-1.5311	0.06615
8	-0.118444	-0.8206	0.207964
9	0.067107	0.4649	0.322042
10	0.049982	0.3463	0.36532
11	0.175139	1.2134	0.115457
12	-0.418559	-2.8999	0.002808
13	0.218679	1.5151	0.068159
14	-0.068903	-0.4774	0.317631
15	-0.045372	-0.3143	0.37731
16	-0.134895	-0.9346	0.177341
17	-0.053402	-0.37	0.356512
18	-0.118256	-0.8193	0.208331
19	-0.24363	-1.6879	0.048958
20	0.095706	0.6631	0.255228
21	0.130775	0.906	0.184721
22	0.076695	0.5314	0.298811
23	0.16452	1.1398	0.130007
24	-0.229067	-1.587	0.059537
25	0.044649	0.3093	0.379203
26	-0.118611	-0.8218	0.207638
27	0.033696	0.2335	0.408201
28	-0.07291	-0.5051	0.307887
29	-0.144841	-1.0035	0.160328
30	-0.04736	-0.3281	0.372124
31	-0.111722	-0.774	0.221353
32	-0.05329	-0.3692	0.356801
33	-0.035913	-0.2488	0.402285
34	-0.032364	-0.2242	0.411768
35	0.099868	0.6919	0.246165
36	-0.099831	-0.6916	0.246246

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.173758 & -1.2038 & 0.117279 \tabularnewline
2 & -0.210678 & -1.4596 & 0.075455 \tabularnewline
3 & -0.170622 & -1.1821 & 0.121494 \tabularnewline
4 & -0.34837 & -2.4136 & 0.009831 \tabularnewline
5 & 0.048918 & 0.3389 & 0.368077 \tabularnewline
6 & 0.036817 & 0.2551 & 0.399878 \tabularnewline
7 & -0.221001 & -1.5311 & 0.06615 \tabularnewline
8 & -0.118444 & -0.8206 & 0.207964 \tabularnewline
9 & 0.067107 & 0.4649 & 0.322042 \tabularnewline
10 & 0.049982 & 0.3463 & 0.36532 \tabularnewline
11 & 0.175139 & 1.2134 & 0.115457 \tabularnewline
12 & -0.418559 & -2.8999 & 0.002808 \tabularnewline
13 & 0.218679 & 1.5151 & 0.068159 \tabularnewline
14 & -0.068903 & -0.4774 & 0.317631 \tabularnewline
15 & -0.045372 & -0.3143 & 0.37731 \tabularnewline
16 & -0.134895 & -0.9346 & 0.177341 \tabularnewline
17 & -0.053402 & -0.37 & 0.356512 \tabularnewline
18 & -0.118256 & -0.8193 & 0.208331 \tabularnewline
19 & -0.24363 & -1.6879 & 0.048958 \tabularnewline
20 & 0.095706 & 0.6631 & 0.255228 \tabularnewline
21 & 0.130775 & 0.906 & 0.184721 \tabularnewline
22 & 0.076695 & 0.5314 & 0.298811 \tabularnewline
23 & 0.16452 & 1.1398 & 0.130007 \tabularnewline
24 & -0.229067 & -1.587 & 0.059537 \tabularnewline
25 & 0.044649 & 0.3093 & 0.379203 \tabularnewline
26 & -0.118611 & -0.8218 & 0.207638 \tabularnewline
27 & 0.033696 & 0.2335 & 0.408201 \tabularnewline
28 & -0.07291 & -0.5051 & 0.307887 \tabularnewline
29 & -0.144841 & -1.0035 & 0.160328 \tabularnewline
30 & -0.04736 & -0.3281 & 0.372124 \tabularnewline
31 & -0.111722 & -0.774 & 0.221353 \tabularnewline
32 & -0.05329 & -0.3692 & 0.356801 \tabularnewline
33 & -0.035913 & -0.2488 & 0.402285 \tabularnewline
34 & -0.032364 & -0.2242 & 0.411768 \tabularnewline
35 & 0.099868 & 0.6919 & 0.246165 \tabularnewline
36 & -0.099831 & -0.6916 & 0.246246 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67448&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]-0.173758[/C][C]-1.2038[/C][C]0.117279[/C][/ROW]
[ROW][C]2[/C][C]-0.210678[/C][C]-1.4596[/C][C]0.075455[/C][/ROW]
[ROW][C]3[/C][C]-0.170622[/C][C]-1.1821[/C][C]0.121494[/C][/ROW]
[ROW][C]4[/C][C]-0.34837[/C][C]-2.4136[/C][C]0.009831[/C][/ROW]
[ROW][C]5[/C][C]0.048918[/C][C]0.3389[/C][C]0.368077[/C][/ROW]
[ROW][C]6[/C][C]0.036817[/C][C]0.2551[/C][C]0.399878[/C][/ROW]
[ROW][C]7[/C][C]-0.221001[/C][C]-1.5311[/C][C]0.06615[/C][/ROW]
[ROW][C]8[/C][C]-0.118444[/C][C]-0.8206[/C][C]0.207964[/C][/ROW]
[ROW][C]9[/C][C]0.067107[/C][C]0.4649[/C][C]0.322042[/C][/ROW]
[ROW][C]10[/C][C]0.049982[/C][C]0.3463[/C][C]0.36532[/C][/ROW]
[ROW][C]11[/C][C]0.175139[/C][C]1.2134[/C][C]0.115457[/C][/ROW]
[ROW][C]12[/C][C]-0.418559[/C][C]-2.8999[/C][C]0.002808[/C][/ROW]
[ROW][C]13[/C][C]0.218679[/C][C]1.5151[/C][C]0.068159[/C][/ROW]
[ROW][C]14[/C][C]-0.068903[/C][C]-0.4774[/C][C]0.317631[/C][/ROW]
[ROW][C]15[/C][C]-0.045372[/C][C]-0.3143[/C][C]0.37731[/C][/ROW]
[ROW][C]16[/C][C]-0.134895[/C][C]-0.9346[/C][C]0.177341[/C][/ROW]
[ROW][C]17[/C][C]-0.053402[/C][C]-0.37[/C][C]0.356512[/C][/ROW]
[ROW][C]18[/C][C]-0.118256[/C][C]-0.8193[/C][C]0.208331[/C][/ROW]
[ROW][C]19[/C][C]-0.24363[/C][C]-1.6879[/C][C]0.048958[/C][/ROW]
[ROW][C]20[/C][C]0.095706[/C][C]0.6631[/C][C]0.255228[/C][/ROW]
[ROW][C]21[/C][C]0.130775[/C][C]0.906[/C][C]0.184721[/C][/ROW]
[ROW][C]22[/C][C]0.076695[/C][C]0.5314[/C][C]0.298811[/C][/ROW]
[ROW][C]23[/C][C]0.16452[/C][C]1.1398[/C][C]0.130007[/C][/ROW]
[ROW][C]24[/C][C]-0.229067[/C][C]-1.587[/C][C]0.059537[/C][/ROW]
[ROW][C]25[/C][C]0.044649[/C][C]0.3093[/C][C]0.379203[/C][/ROW]
[ROW][C]26[/C][C]-0.118611[/C][C]-0.8218[/C][C]0.207638[/C][/ROW]
[ROW][C]27[/C][C]0.033696[/C][C]0.2335[/C][C]0.408201[/C][/ROW]
[ROW][C]28[/C][C]-0.07291[/C][C]-0.5051[/C][C]0.307887[/C][/ROW]
[ROW][C]29[/C][C]-0.144841[/C][C]-1.0035[/C][C]0.160328[/C][/ROW]
[ROW][C]30[/C][C]-0.04736[/C][C]-0.3281[/C][C]0.372124[/C][/ROW]
[ROW][C]31[/C][C]-0.111722[/C][C]-0.774[/C][C]0.221353[/C][/ROW]
[ROW][C]32[/C][C]-0.05329[/C][C]-0.3692[/C][C]0.356801[/C][/ROW]
[ROW][C]33[/C][C]-0.035913[/C][C]-0.2488[/C][C]0.402285[/C][/ROW]
[ROW][C]34[/C][C]-0.032364[/C][C]-0.2242[/C][C]0.411768[/C][/ROW]
[ROW][C]35[/C][C]0.099868[/C][C]0.6919[/C][C]0.246165[/C][/ROW]
[ROW][C]36[/C][C]-0.099831[/C][C]-0.6916[/C][C]0.246246[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67448&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67448&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	-0.173758	-1.2038	0.117279
2	-0.210678	-1.4596	0.075455
3	-0.170622	-1.1821	0.121494
4	-0.34837	-2.4136	0.009831
5	0.048918	0.3389	0.368077
6	0.036817	0.2551	0.399878
7	-0.221001	-1.5311	0.06615
8	-0.118444	-0.8206	0.207964
9	0.067107	0.4649	0.322042
10	0.049982	0.3463	0.36532
11	0.175139	1.2134	0.115457
12	-0.418559	-2.8999	0.002808
13	0.218679	1.5151	0.068159
14	-0.068903	-0.4774	0.317631
15	-0.045372	-0.3143	0.37731
16	-0.134895	-0.9346	0.177341
17	-0.053402	-0.37	0.356512
18	-0.118256	-0.8193	0.208331
19	-0.24363	-1.6879	0.048958
20	0.095706	0.6631	0.255228
21	0.130775	0.906	0.184721
22	0.076695	0.5314	0.298811
23	0.16452	1.1398	0.130007
24	-0.229067	-1.587	0.059537
25	0.044649	0.3093	0.379203
26	-0.118611	-0.8218	0.207638
27	0.033696	0.2335	0.408201
28	-0.07291	-0.5051	0.307887
29	-0.144841	-1.0035	0.160328
30	-0.04736	-0.3281	0.372124
31	-0.111722	-0.774	0.221353
32	-0.05329	-0.3692	0.356801
33	-0.035913	-0.2488	0.402285
34	-0.032364	-0.2242	0.411768
35	0.099868	0.6919	0.246165
36	-0.099831	-0.6916	0.246246

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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