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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 02:23:40 -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/t1260782678xcaw9rg5b1iln87.htm/, Retrieved Sun, 05 May 2024 12:11:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67460, Retrieved Sun, 05 May 2024 12:11:14 +0000

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Estimated Impact

171

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] [WS 8: ACF 1] [2009-11-27 12:58:19] [b97b96148b0223bc16666763988dc147]
-   PD          [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:12:40] [b97b96148b0223bc16666763988dc147]
-                   [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:23:40] [17b3de9cda9f51722106e41c76160a49] [Current]

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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=67460&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=67460&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67460&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	0.206011	1.5824	0.059453
2	-0.192468	-1.4784	0.072314
3	-0.174	-1.3365	0.093255
4	-0.127664	-0.9806	0.165396
5	0.200716	1.5417	0.064243
6	0.329143	2.5282	0.007081
7	0.156025	1.1985	0.117766
8	-0.150165	-1.1534	0.126691
9	-0.237293	-1.8227	0.03671
10	-0.232863	-1.7887	0.039402
11	0.214681	1.649	0.052231
12	0.563749	4.3302	2.9e-05
13	-0.005789	-0.0445	0.482343
14	-0.218992	-1.6821	0.048917
15	-0.222024	-1.7054	0.04669
16	-0.141459	-1.0866	0.140824
17	0.136488	1.0484	0.149369
18	0.186349	1.4314	0.0788
19	0.113933	0.8751	0.192525
20	-0.21682	-1.6654	0.050565
21	-0.224866	-1.7272	0.04468
22	-0.129234	-0.9927	0.162463
23	0.097399	0.7481	0.228676
24	0.25015	1.9214	0.029756
25	-0.020561	-0.1579	0.437525
26	-0.247931	-1.9044	0.030869
27	-0.257156	-1.9753	0.026462
28	-0.155533	-1.1947	0.118498
29	0.023767	0.1826	0.427885
30	0.084177	0.6466	0.260206
31	0.041714	0.3204	0.374894
32	-0.192285	-1.477	0.072501
33	-0.090033	-0.6916	0.245965
34	-0.048953	-0.376	0.354128
35	0.021199	0.1628	0.435602
36	0.191577	1.4715	0.073231

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.206011 & 1.5824 & 0.059453 \tabularnewline
2 & -0.192468 & -1.4784 & 0.072314 \tabularnewline
3 & -0.174 & -1.3365 & 0.093255 \tabularnewline
4 & -0.127664 & -0.9806 & 0.165396 \tabularnewline
5 & 0.200716 & 1.5417 & 0.064243 \tabularnewline
6 & 0.329143 & 2.5282 & 0.007081 \tabularnewline
7 & 0.156025 & 1.1985 & 0.117766 \tabularnewline
8 & -0.150165 & -1.1534 & 0.126691 \tabularnewline
9 & -0.237293 & -1.8227 & 0.03671 \tabularnewline
10 & -0.232863 & -1.7887 & 0.039402 \tabularnewline
11 & 0.214681 & 1.649 & 0.052231 \tabularnewline
12 & 0.563749 & 4.3302 & 2.9e-05 \tabularnewline
13 & -0.005789 & -0.0445 & 0.482343 \tabularnewline
14 & -0.218992 & -1.6821 & 0.048917 \tabularnewline
15 & -0.222024 & -1.7054 & 0.04669 \tabularnewline
16 & -0.141459 & -1.0866 & 0.140824 \tabularnewline
17 & 0.136488 & 1.0484 & 0.149369 \tabularnewline
18 & 0.186349 & 1.4314 & 0.0788 \tabularnewline
19 & 0.113933 & 0.8751 & 0.192525 \tabularnewline
20 & -0.21682 & -1.6654 & 0.050565 \tabularnewline
21 & -0.224866 & -1.7272 & 0.04468 \tabularnewline
22 & -0.129234 & -0.9927 & 0.162463 \tabularnewline
23 & 0.097399 & 0.7481 & 0.228676 \tabularnewline
24 & 0.25015 & 1.9214 & 0.029756 \tabularnewline
25 & -0.020561 & -0.1579 & 0.437525 \tabularnewline
26 & -0.247931 & -1.9044 & 0.030869 \tabularnewline
27 & -0.257156 & -1.9753 & 0.026462 \tabularnewline
28 & -0.155533 & -1.1947 & 0.118498 \tabularnewline
29 & 0.023767 & 0.1826 & 0.427885 \tabularnewline
30 & 0.084177 & 0.6466 & 0.260206 \tabularnewline
31 & 0.041714 & 0.3204 & 0.374894 \tabularnewline
32 & -0.192285 & -1.477 & 0.072501 \tabularnewline
33 & -0.090033 & -0.6916 & 0.245965 \tabularnewline
34 & -0.048953 & -0.376 & 0.354128 \tabularnewline
35 & 0.021199 & 0.1628 & 0.435602 \tabularnewline
36 & 0.191577 & 1.4715 & 0.073231 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67460&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]0.206011[/C][C]1.5824[/C][C]0.059453[/C][/ROW]
[ROW][C]2[/C][C]-0.192468[/C][C]-1.4784[/C][C]0.072314[/C][/ROW]
[ROW][C]3[/C][C]-0.174[/C][C]-1.3365[/C][C]0.093255[/C][/ROW]
[ROW][C]4[/C][C]-0.127664[/C][C]-0.9806[/C][C]0.165396[/C][/ROW]
[ROW][C]5[/C][C]0.200716[/C][C]1.5417[/C][C]0.064243[/C][/ROW]
[ROW][C]6[/C][C]0.329143[/C][C]2.5282[/C][C]0.007081[/C][/ROW]
[ROW][C]7[/C][C]0.156025[/C][C]1.1985[/C][C]0.117766[/C][/ROW]
[ROW][C]8[/C][C]-0.150165[/C][C]-1.1534[/C][C]0.126691[/C][/ROW]
[ROW][C]9[/C][C]-0.237293[/C][C]-1.8227[/C][C]0.03671[/C][/ROW]
[ROW][C]10[/C][C]-0.232863[/C][C]-1.7887[/C][C]0.039402[/C][/ROW]
[ROW][C]11[/C][C]0.214681[/C][C]1.649[/C][C]0.052231[/C][/ROW]
[ROW][C]12[/C][C]0.563749[/C][C]4.3302[/C][C]2.9e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.005789[/C][C]-0.0445[/C][C]0.482343[/C][/ROW]
[ROW][C]14[/C][C]-0.218992[/C][C]-1.6821[/C][C]0.048917[/C][/ROW]
[ROW][C]15[/C][C]-0.222024[/C][C]-1.7054[/C][C]0.04669[/C][/ROW]
[ROW][C]16[/C][C]-0.141459[/C][C]-1.0866[/C][C]0.140824[/C][/ROW]
[ROW][C]17[/C][C]0.136488[/C][C]1.0484[/C][C]0.149369[/C][/ROW]
[ROW][C]18[/C][C]0.186349[/C][C]1.4314[/C][C]0.0788[/C][/ROW]
[ROW][C]19[/C][C]0.113933[/C][C]0.8751[/C][C]0.192525[/C][/ROW]
[ROW][C]20[/C][C]-0.21682[/C][C]-1.6654[/C][C]0.050565[/C][/ROW]
[ROW][C]21[/C][C]-0.224866[/C][C]-1.7272[/C][C]0.04468[/C][/ROW]
[ROW][C]22[/C][C]-0.129234[/C][C]-0.9927[/C][C]0.162463[/C][/ROW]
[ROW][C]23[/C][C]0.097399[/C][C]0.7481[/C][C]0.228676[/C][/ROW]
[ROW][C]24[/C][C]0.25015[/C][C]1.9214[/C][C]0.029756[/C][/ROW]
[ROW][C]25[/C][C]-0.020561[/C][C]-0.1579[/C][C]0.437525[/C][/ROW]
[ROW][C]26[/C][C]-0.247931[/C][C]-1.9044[/C][C]0.030869[/C][/ROW]
[ROW][C]27[/C][C]-0.257156[/C][C]-1.9753[/C][C]0.026462[/C][/ROW]
[ROW][C]28[/C][C]-0.155533[/C][C]-1.1947[/C][C]0.118498[/C][/ROW]
[ROW][C]29[/C][C]0.023767[/C][C]0.1826[/C][C]0.427885[/C][/ROW]
[ROW][C]30[/C][C]0.084177[/C][C]0.6466[/C][C]0.260206[/C][/ROW]
[ROW][C]31[/C][C]0.041714[/C][C]0.3204[/C][C]0.374894[/C][/ROW]
[ROW][C]32[/C][C]-0.192285[/C][C]-1.477[/C][C]0.072501[/C][/ROW]
[ROW][C]33[/C][C]-0.090033[/C][C]-0.6916[/C][C]0.245965[/C][/ROW]
[ROW][C]34[/C][C]-0.048953[/C][C]-0.376[/C][C]0.354128[/C][/ROW]
[ROW][C]35[/C][C]0.021199[/C][C]0.1628[/C][C]0.435602[/C][/ROW]
[ROW][C]36[/C][C]0.191577[/C][C]1.4715[/C][C]0.073231[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67460&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67460&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	0.206011	1.5824	0.059453
2	-0.192468	-1.4784	0.072314
3	-0.174	-1.3365	0.093255
4	-0.127664	-0.9806	0.165396
5	0.200716	1.5417	0.064243
6	0.329143	2.5282	0.007081
7	0.156025	1.1985	0.117766
8	-0.150165	-1.1534	0.126691
9	-0.237293	-1.8227	0.03671
10	-0.232863	-1.7887	0.039402
11	0.214681	1.649	0.052231
12	0.563749	4.3302	2.9e-05
13	-0.005789	-0.0445	0.482343
14	-0.218992	-1.6821	0.048917
15	-0.222024	-1.7054	0.04669
16	-0.141459	-1.0866	0.140824
17	0.136488	1.0484	0.149369
18	0.186349	1.4314	0.0788
19	0.113933	0.8751	0.192525
20	-0.21682	-1.6654	0.050565
21	-0.224866	-1.7272	0.04468
22	-0.129234	-0.9927	0.162463
23	0.097399	0.7481	0.228676
24	0.25015	1.9214	0.029756
25	-0.020561	-0.1579	0.437525
26	-0.247931	-1.9044	0.030869
27	-0.257156	-1.9753	0.026462
28	-0.155533	-1.1947	0.118498
29	0.023767	0.1826	0.427885
30	0.084177	0.6466	0.260206
31	0.041714	0.3204	0.374894
32	-0.192285	-1.477	0.072501
33	-0.090033	-0.6916	0.245965
34	-0.048953	-0.376	0.354128
35	0.021199	0.1628	0.435602
36	0.191577	1.4715	0.073231

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.206011	1.5824	0.059453
2	-0.245319	-1.8843	0.032225
3	-0.082322	-0.6323	0.264807
4	-0.12612	-0.9687	0.168314
5	0.229087	1.7597	0.041825
6	0.200114	1.5371	0.064806
7	0.124185	0.9539	0.172017
8	-0.103551	-0.7954	0.214787
9	-0.075092	-0.5768	0.283137
10	-0.235635	-1.8099	0.037699
11	0.221894	1.7044	0.046784
12	0.389602	2.9926	0.002017
13	-0.220309	-1.6922	0.047939
14	-0.040637	-0.3121	0.378018
15	-0.053418	-0.4103	0.341531
16	-0.023209	-0.1783	0.429559
17	-0.075978	-0.5836	0.280857
18	-0.109733	-0.8429	0.20135
19	0.106266	0.8162	0.208822
20	-0.138785	-1.066	0.145377
21	0.110831	0.8513	0.199019
22	0.009169	0.0704	0.472046
23	-0.186131	-1.4297	0.079038
24	-0.083219	-0.6392	0.262578
25	0.098761	0.7586	0.225557
26	-0.18284	-1.4044	0.082718
27	-0.087835	-0.6747	0.251259
28	-0.124464	-0.956	0.17148
29	-0.027461	-0.2109	0.416834
30	-0.13274	-1.0196	0.156042
31	-0.004327	-0.0332	0.486799
32	0.041006	0.315	0.376945
33	0.081175	0.6235	0.267674
34	-0.016392	-0.1259	0.450116
35	0.041619	0.3197	0.37517
36	-0.009492	-0.0729	0.471064

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.206011 & 1.5824 & 0.059453 \tabularnewline
2 & -0.245319 & -1.8843 & 0.032225 \tabularnewline
3 & -0.082322 & -0.6323 & 0.264807 \tabularnewline
4 & -0.12612 & -0.9687 & 0.168314 \tabularnewline
5 & 0.229087 & 1.7597 & 0.041825 \tabularnewline
6 & 0.200114 & 1.5371 & 0.064806 \tabularnewline
7 & 0.124185 & 0.9539 & 0.172017 \tabularnewline
8 & -0.103551 & -0.7954 & 0.214787 \tabularnewline
9 & -0.075092 & -0.5768 & 0.283137 \tabularnewline
10 & -0.235635 & -1.8099 & 0.037699 \tabularnewline
11 & 0.221894 & 1.7044 & 0.046784 \tabularnewline
12 & 0.389602 & 2.9926 & 0.002017 \tabularnewline
13 & -0.220309 & -1.6922 & 0.047939 \tabularnewline
14 & -0.040637 & -0.3121 & 0.378018 \tabularnewline
15 & -0.053418 & -0.4103 & 0.341531 \tabularnewline
16 & -0.023209 & -0.1783 & 0.429559 \tabularnewline
17 & -0.075978 & -0.5836 & 0.280857 \tabularnewline
18 & -0.109733 & -0.8429 & 0.20135 \tabularnewline
19 & 0.106266 & 0.8162 & 0.208822 \tabularnewline
20 & -0.138785 & -1.066 & 0.145377 \tabularnewline
21 & 0.110831 & 0.8513 & 0.199019 \tabularnewline
22 & 0.009169 & 0.0704 & 0.472046 \tabularnewline
23 & -0.186131 & -1.4297 & 0.079038 \tabularnewline
24 & -0.083219 & -0.6392 & 0.262578 \tabularnewline
25 & 0.098761 & 0.7586 & 0.225557 \tabularnewline
26 & -0.18284 & -1.4044 & 0.082718 \tabularnewline
27 & -0.087835 & -0.6747 & 0.251259 \tabularnewline
28 & -0.124464 & -0.956 & 0.17148 \tabularnewline
29 & -0.027461 & -0.2109 & 0.416834 \tabularnewline
30 & -0.13274 & -1.0196 & 0.156042 \tabularnewline
31 & -0.004327 & -0.0332 & 0.486799 \tabularnewline
32 & 0.041006 & 0.315 & 0.376945 \tabularnewline
33 & 0.081175 & 0.6235 & 0.267674 \tabularnewline
34 & -0.016392 & -0.1259 & 0.450116 \tabularnewline
35 & 0.041619 & 0.3197 & 0.37517 \tabularnewline
36 & -0.009492 & -0.0729 & 0.471064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67460&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]0.206011[/C][C]1.5824[/C][C]0.059453[/C][/ROW]
[ROW][C]2[/C][C]-0.245319[/C][C]-1.8843[/C][C]0.032225[/C][/ROW]
[ROW][C]3[/C][C]-0.082322[/C][C]-0.6323[/C][C]0.264807[/C][/ROW]
[ROW][C]4[/C][C]-0.12612[/C][C]-0.9687[/C][C]0.168314[/C][/ROW]
[ROW][C]5[/C][C]0.229087[/C][C]1.7597[/C][C]0.041825[/C][/ROW]
[ROW][C]6[/C][C]0.200114[/C][C]1.5371[/C][C]0.064806[/C][/ROW]
[ROW][C]7[/C][C]0.124185[/C][C]0.9539[/C][C]0.172017[/C][/ROW]
[ROW][C]8[/C][C]-0.103551[/C][C]-0.7954[/C][C]0.214787[/C][/ROW]
[ROW][C]9[/C][C]-0.075092[/C][C]-0.5768[/C][C]0.283137[/C][/ROW]
[ROW][C]10[/C][C]-0.235635[/C][C]-1.8099[/C][C]0.037699[/C][/ROW]
[ROW][C]11[/C][C]0.221894[/C][C]1.7044[/C][C]0.046784[/C][/ROW]
[ROW][C]12[/C][C]0.389602[/C][C]2.9926[/C][C]0.002017[/C][/ROW]
[ROW][C]13[/C][C]-0.220309[/C][C]-1.6922[/C][C]0.047939[/C][/ROW]
[ROW][C]14[/C][C]-0.040637[/C][C]-0.3121[/C][C]0.378018[/C][/ROW]
[ROW][C]15[/C][C]-0.053418[/C][C]-0.4103[/C][C]0.341531[/C][/ROW]
[ROW][C]16[/C][C]-0.023209[/C][C]-0.1783[/C][C]0.429559[/C][/ROW]
[ROW][C]17[/C][C]-0.075978[/C][C]-0.5836[/C][C]0.280857[/C][/ROW]
[ROW][C]18[/C][C]-0.109733[/C][C]-0.8429[/C][C]0.20135[/C][/ROW]
[ROW][C]19[/C][C]0.106266[/C][C]0.8162[/C][C]0.208822[/C][/ROW]
[ROW][C]20[/C][C]-0.138785[/C][C]-1.066[/C][C]0.145377[/C][/ROW]
[ROW][C]21[/C][C]0.110831[/C][C]0.8513[/C][C]0.199019[/C][/ROW]
[ROW][C]22[/C][C]0.009169[/C][C]0.0704[/C][C]0.472046[/C][/ROW]
[ROW][C]23[/C][C]-0.186131[/C][C]-1.4297[/C][C]0.079038[/C][/ROW]
[ROW][C]24[/C][C]-0.083219[/C][C]-0.6392[/C][C]0.262578[/C][/ROW]
[ROW][C]25[/C][C]0.098761[/C][C]0.7586[/C][C]0.225557[/C][/ROW]
[ROW][C]26[/C][C]-0.18284[/C][C]-1.4044[/C][C]0.082718[/C][/ROW]
[ROW][C]27[/C][C]-0.087835[/C][C]-0.6747[/C][C]0.251259[/C][/ROW]
[ROW][C]28[/C][C]-0.124464[/C][C]-0.956[/C][C]0.17148[/C][/ROW]
[ROW][C]29[/C][C]-0.027461[/C][C]-0.2109[/C][C]0.416834[/C][/ROW]
[ROW][C]30[/C][C]-0.13274[/C][C]-1.0196[/C][C]0.156042[/C][/ROW]
[ROW][C]31[/C][C]-0.004327[/C][C]-0.0332[/C][C]0.486799[/C][/ROW]
[ROW][C]32[/C][C]0.041006[/C][C]0.315[/C][C]0.376945[/C][/ROW]
[ROW][C]33[/C][C]0.081175[/C][C]0.6235[/C][C]0.267674[/C][/ROW]
[ROW][C]34[/C][C]-0.016392[/C][C]-0.1259[/C][C]0.450116[/C][/ROW]
[ROW][C]35[/C][C]0.041619[/C][C]0.3197[/C][C]0.37517[/C][/ROW]
[ROW][C]36[/C][C]-0.009492[/C][C]-0.0729[/C][C]0.471064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67460&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67460&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	0.206011	1.5824	0.059453
2	-0.245319	-1.8843	0.032225
3	-0.082322	-0.6323	0.264807
4	-0.12612	-0.9687	0.168314
5	0.229087	1.7597	0.041825
6	0.200114	1.5371	0.064806
7	0.124185	0.9539	0.172017
8	-0.103551	-0.7954	0.214787
9	-0.075092	-0.5768	0.283137
10	-0.235635	-1.8099	0.037699
11	0.221894	1.7044	0.046784
12	0.389602	2.9926	0.002017
13	-0.220309	-1.6922	0.047939
14	-0.040637	-0.3121	0.378018
15	-0.053418	-0.4103	0.341531
16	-0.023209	-0.1783	0.429559
17	-0.075978	-0.5836	0.280857
18	-0.109733	-0.8429	0.20135
19	0.106266	0.8162	0.208822
20	-0.138785	-1.066	0.145377
21	0.110831	0.8513	0.199019
22	0.009169	0.0704	0.472046
23	-0.186131	-1.4297	0.079038
24	-0.083219	-0.6392	0.262578
25	0.098761	0.7586	0.225557
26	-0.18284	-1.4044	0.082718
27	-0.087835	-0.6747	0.251259
28	-0.124464	-0.956	0.17148
29	-0.027461	-0.2109	0.416834
30	-0.13274	-1.0196	0.156042
31	-0.004327	-0.0332	0.486799
32	0.041006	0.315	0.376945
33	0.081175	0.6235	0.267674
34	-0.016392	-0.1259	0.450116
35	0.041619	0.3197	0.37517
36	-0.009492	-0.0729	0.471064

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

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