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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 02:34:01 -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/t126078329167v1osy177h7szp.htm/, Retrieved Sun, 05 May 2024 16:23:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67470, Retrieved Sun, 05 May 2024 16:23:06 +0000

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User-defined keywords

Estimated Impact

157

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 09:34:01] [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	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=67470&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=67470&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67470&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	0.202072	1.3853	0.086245
2	0.22005	1.5086	0.069049
3	0.320627	2.1981	0.016451
4	0.182965	1.2543	0.10796
5	0.116995	0.8021	0.213273
6	0.128482	0.8808	0.191447
7	-0.019097	-0.1309	0.448198
8	0.210796	1.4451	0.077526
9	-0.04831	-0.3312	0.370985
10	-0.071642	-0.4911	0.312803
11	0.22028	1.5102	0.068848
12	0.005309	0.0364	0.485561
13	-0.032334	-0.2217	0.412764
14	0.170759	1.1707	0.123817
15	0.08111	0.5561	0.290403
16	0.065228	0.4472	0.328398
17	0.046344	0.3177	0.376054
18	-0.055214	-0.3785	0.353371
19	0.085008	0.5828	0.281411
20	-0.052812	-0.3621	0.359465
21	-0.170219	-1.167	0.124556
22	-0.137498	-0.9426	0.175343
23	-0.058345	-0.4	0.345486
24	-0.21309	-1.4609	0.075352
25	-0.127993	-0.8775	0.192345
26	-0.209191	-1.4341	0.079076
27	-0.145814	-0.9996	0.1613
28	-0.183583	-1.2586	0.107198
29	-0.095863	-0.6572	0.257128
30	-0.073596	-0.5045	0.308117
31	0.012028	0.0825	0.467316
32	-0.12223	-0.838	0.203145
33	-0.008312	-0.057	0.477401
34	-0.01473	-0.101	0.459997
35	0.00954	0.0654	0.474066
36	-0.051888	-0.3557	0.361818

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.202072 & 1.3853 & 0.086245 \tabularnewline
2 & 0.22005 & 1.5086 & 0.069049 \tabularnewline
3 & 0.320627 & 2.1981 & 0.016451 \tabularnewline
4 & 0.182965 & 1.2543 & 0.10796 \tabularnewline
5 & 0.116995 & 0.8021 & 0.213273 \tabularnewline
6 & 0.128482 & 0.8808 & 0.191447 \tabularnewline
7 & -0.019097 & -0.1309 & 0.448198 \tabularnewline
8 & 0.210796 & 1.4451 & 0.077526 \tabularnewline
9 & -0.04831 & -0.3312 & 0.370985 \tabularnewline
10 & -0.071642 & -0.4911 & 0.312803 \tabularnewline
11 & 0.22028 & 1.5102 & 0.068848 \tabularnewline
12 & 0.005309 & 0.0364 & 0.485561 \tabularnewline
13 & -0.032334 & -0.2217 & 0.412764 \tabularnewline
14 & 0.170759 & 1.1707 & 0.123817 \tabularnewline
15 & 0.08111 & 0.5561 & 0.290403 \tabularnewline
16 & 0.065228 & 0.4472 & 0.328398 \tabularnewline
17 & 0.046344 & 0.3177 & 0.376054 \tabularnewline
18 & -0.055214 & -0.3785 & 0.353371 \tabularnewline
19 & 0.085008 & 0.5828 & 0.281411 \tabularnewline
20 & -0.052812 & -0.3621 & 0.359465 \tabularnewline
21 & -0.170219 & -1.167 & 0.124556 \tabularnewline
22 & -0.137498 & -0.9426 & 0.175343 \tabularnewline
23 & -0.058345 & -0.4 & 0.345486 \tabularnewline
24 & -0.21309 & -1.4609 & 0.075352 \tabularnewline
25 & -0.127993 & -0.8775 & 0.192345 \tabularnewline
26 & -0.209191 & -1.4341 & 0.079076 \tabularnewline
27 & -0.145814 & -0.9996 & 0.1613 \tabularnewline
28 & -0.183583 & -1.2586 & 0.107198 \tabularnewline
29 & -0.095863 & -0.6572 & 0.257128 \tabularnewline
30 & -0.073596 & -0.5045 & 0.308117 \tabularnewline
31 & 0.012028 & 0.0825 & 0.467316 \tabularnewline
32 & -0.12223 & -0.838 & 0.203145 \tabularnewline
33 & -0.008312 & -0.057 & 0.477401 \tabularnewline
34 & -0.01473 & -0.101 & 0.459997 \tabularnewline
35 & 0.00954 & 0.0654 & 0.474066 \tabularnewline
36 & -0.051888 & -0.3557 & 0.361818 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67470&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]0.202072[/C][C]1.3853[/C][C]0.086245[/C][/ROW]
[ROW][C]2[/C][C]0.22005[/C][C]1.5086[/C][C]0.069049[/C][/ROW]
[ROW][C]3[/C][C]0.320627[/C][C]2.1981[/C][C]0.016451[/C][/ROW]
[ROW][C]4[/C][C]0.182965[/C][C]1.2543[/C][C]0.10796[/C][/ROW]
[ROW][C]5[/C][C]0.116995[/C][C]0.8021[/C][C]0.213273[/C][/ROW]
[ROW][C]6[/C][C]0.128482[/C][C]0.8808[/C][C]0.191447[/C][/ROW]
[ROW][C]7[/C][C]-0.019097[/C][C]-0.1309[/C][C]0.448198[/C][/ROW]
[ROW][C]8[/C][C]0.210796[/C][C]1.4451[/C][C]0.077526[/C][/ROW]
[ROW][C]9[/C][C]-0.04831[/C][C]-0.3312[/C][C]0.370985[/C][/ROW]
[ROW][C]10[/C][C]-0.071642[/C][C]-0.4911[/C][C]0.312803[/C][/ROW]
[ROW][C]11[/C][C]0.22028[/C][C]1.5102[/C][C]0.068848[/C][/ROW]
[ROW][C]12[/C][C]0.005309[/C][C]0.0364[/C][C]0.485561[/C][/ROW]
[ROW][C]13[/C][C]-0.032334[/C][C]-0.2217[/C][C]0.412764[/C][/ROW]
[ROW][C]14[/C][C]0.170759[/C][C]1.1707[/C][C]0.123817[/C][/ROW]
[ROW][C]15[/C][C]0.08111[/C][C]0.5561[/C][C]0.290403[/C][/ROW]
[ROW][C]16[/C][C]0.065228[/C][C]0.4472[/C][C]0.328398[/C][/ROW]
[ROW][C]17[/C][C]0.046344[/C][C]0.3177[/C][C]0.376054[/C][/ROW]
[ROW][C]18[/C][C]-0.055214[/C][C]-0.3785[/C][C]0.353371[/C][/ROW]
[ROW][C]19[/C][C]0.085008[/C][C]0.5828[/C][C]0.281411[/C][/ROW]
[ROW][C]20[/C][C]-0.052812[/C][C]-0.3621[/C][C]0.359465[/C][/ROW]
[ROW][C]21[/C][C]-0.170219[/C][C]-1.167[/C][C]0.124556[/C][/ROW]
[ROW][C]22[/C][C]-0.137498[/C][C]-0.9426[/C][C]0.175343[/C][/ROW]
[ROW][C]23[/C][C]-0.058345[/C][C]-0.4[/C][C]0.345486[/C][/ROW]
[ROW][C]24[/C][C]-0.21309[/C][C]-1.4609[/C][C]0.075352[/C][/ROW]
[ROW][C]25[/C][C]-0.127993[/C][C]-0.8775[/C][C]0.192345[/C][/ROW]
[ROW][C]26[/C][C]-0.209191[/C][C]-1.4341[/C][C]0.079076[/C][/ROW]
[ROW][C]27[/C][C]-0.145814[/C][C]-0.9996[/C][C]0.1613[/C][/ROW]
[ROW][C]28[/C][C]-0.183583[/C][C]-1.2586[/C][C]0.107198[/C][/ROW]
[ROW][C]29[/C][C]-0.095863[/C][C]-0.6572[/C][C]0.257128[/C][/ROW]
[ROW][C]30[/C][C]-0.073596[/C][C]-0.5045[/C][C]0.308117[/C][/ROW]
[ROW][C]31[/C][C]0.012028[/C][C]0.0825[/C][C]0.467316[/C][/ROW]
[ROW][C]32[/C][C]-0.12223[/C][C]-0.838[/C][C]0.203145[/C][/ROW]
[ROW][C]33[/C][C]-0.008312[/C][C]-0.057[/C][C]0.477401[/C][/ROW]
[ROW][C]34[/C][C]-0.01473[/C][C]-0.101[/C][C]0.459997[/C][/ROW]
[ROW][C]35[/C][C]0.00954[/C][C]0.0654[/C][C]0.474066[/C][/ROW]
[ROW][C]36[/C][C]-0.051888[/C][C]-0.3557[/C][C]0.361818[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67470&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67470&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	0.202072	1.3853	0.086245
2	0.22005	1.5086	0.069049
3	0.320627	2.1981	0.016451
4	0.182965	1.2543	0.10796
5	0.116995	0.8021	0.213273
6	0.128482	0.8808	0.191447
7	-0.019097	-0.1309	0.448198
8	0.210796	1.4451	0.077526
9	-0.04831	-0.3312	0.370985
10	-0.071642	-0.4911	0.312803
11	0.22028	1.5102	0.068848
12	0.005309	0.0364	0.485561
13	-0.032334	-0.2217	0.412764
14	0.170759	1.1707	0.123817
15	0.08111	0.5561	0.290403
16	0.065228	0.4472	0.328398
17	0.046344	0.3177	0.376054
18	-0.055214	-0.3785	0.353371
19	0.085008	0.5828	0.281411
20	-0.052812	-0.3621	0.359465
21	-0.170219	-1.167	0.124556
22	-0.137498	-0.9426	0.175343
23	-0.058345	-0.4	0.345486
24	-0.21309	-1.4609	0.075352
25	-0.127993	-0.8775	0.192345
26	-0.209191	-1.4341	0.079076
27	-0.145814	-0.9996	0.1613
28	-0.183583	-1.2586	0.107198
29	-0.095863	-0.6572	0.257128
30	-0.073596	-0.5045	0.308117
31	0.012028	0.0825	0.467316
32	-0.12223	-0.838	0.203145
33	-0.008312	-0.057	0.477401
34	-0.01473	-0.101	0.459997
35	0.00954	0.0654	0.474066
36	-0.051888	-0.3557	0.361818

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.202072	1.3853	0.086245
2	0.186846	1.281	0.103247
3	0.266521	1.8272	0.037014
4	0.070835	0.4856	0.314747
5	-0.01671	-0.1146	0.454641
6	-0.004773	-0.0327	0.487016
7	-0.133782	-0.9172	0.18187
8	0.200243	1.3728	0.088166
9	-0.133664	-0.9164	0.18208
10	-0.087284	-0.5984	0.276227
11	0.22746	1.5594	0.062807
12	-0.030816	-0.2113	0.416798
13	-0.028138	-0.1929	0.423933
14	0.104686	0.7177	0.23825
15	0.069995	0.4799	0.316775
16	-0.034411	-0.2359	0.407263
17	-0.047139	-0.3232	0.374
18	-0.080535	-0.5521	0.29174
19	-0.028977	-0.1987	0.421694
20	-0.038907	-0.2667	0.39542
21	-0.093714	-0.6425	0.261845
22	-0.230187	-1.5781	0.060627
23	0.081036	0.5556	0.290575
24	-0.039898	-0.2735	0.392823
25	-0.059901	-0.4107	0.341595
26	-0.112615	-0.772	0.221976
27	-0.042197	-0.2893	0.386817
28	-0.07435	-0.5097	0.306316
29	0.094809	0.65	0.259435
30	0.050947	0.3493	0.364221
31	0.02833	0.1942	0.423421
32	-0.0255	-0.1748	0.430988
33	0.07243	0.4966	0.310909
34	-0.047552	-0.326	0.372937
35	0.084838	0.5816	0.281801
36	0.038408	0.2633	0.39673

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.202072 & 1.3853 & 0.086245 \tabularnewline
2 & 0.186846 & 1.281 & 0.103247 \tabularnewline
3 & 0.266521 & 1.8272 & 0.037014 \tabularnewline
4 & 0.070835 & 0.4856 & 0.314747 \tabularnewline
5 & -0.01671 & -0.1146 & 0.454641 \tabularnewline
6 & -0.004773 & -0.0327 & 0.487016 \tabularnewline
7 & -0.133782 & -0.9172 & 0.18187 \tabularnewline
8 & 0.200243 & 1.3728 & 0.088166 \tabularnewline
9 & -0.133664 & -0.9164 & 0.18208 \tabularnewline
10 & -0.087284 & -0.5984 & 0.276227 \tabularnewline
11 & 0.22746 & 1.5594 & 0.062807 \tabularnewline
12 & -0.030816 & -0.2113 & 0.416798 \tabularnewline
13 & -0.028138 & -0.1929 & 0.423933 \tabularnewline
14 & 0.104686 & 0.7177 & 0.23825 \tabularnewline
15 & 0.069995 & 0.4799 & 0.316775 \tabularnewline
16 & -0.034411 & -0.2359 & 0.407263 \tabularnewline
17 & -0.047139 & -0.3232 & 0.374 \tabularnewline
18 & -0.080535 & -0.5521 & 0.29174 \tabularnewline
19 & -0.028977 & -0.1987 & 0.421694 \tabularnewline
20 & -0.038907 & -0.2667 & 0.39542 \tabularnewline
21 & -0.093714 & -0.6425 & 0.261845 \tabularnewline
22 & -0.230187 & -1.5781 & 0.060627 \tabularnewline
23 & 0.081036 & 0.5556 & 0.290575 \tabularnewline
24 & -0.039898 & -0.2735 & 0.392823 \tabularnewline
25 & -0.059901 & -0.4107 & 0.341595 \tabularnewline
26 & -0.112615 & -0.772 & 0.221976 \tabularnewline
27 & -0.042197 & -0.2893 & 0.386817 \tabularnewline
28 & -0.07435 & -0.5097 & 0.306316 \tabularnewline
29 & 0.094809 & 0.65 & 0.259435 \tabularnewline
30 & 0.050947 & 0.3493 & 0.364221 \tabularnewline
31 & 0.02833 & 0.1942 & 0.423421 \tabularnewline
32 & -0.0255 & -0.1748 & 0.430988 \tabularnewline
33 & 0.07243 & 0.4966 & 0.310909 \tabularnewline
34 & -0.047552 & -0.326 & 0.372937 \tabularnewline
35 & 0.084838 & 0.5816 & 0.281801 \tabularnewline
36 & 0.038408 & 0.2633 & 0.39673 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67470&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]0.202072[/C][C]1.3853[/C][C]0.086245[/C][/ROW]
[ROW][C]2[/C][C]0.186846[/C][C]1.281[/C][C]0.103247[/C][/ROW]
[ROW][C]3[/C][C]0.266521[/C][C]1.8272[/C][C]0.037014[/C][/ROW]
[ROW][C]4[/C][C]0.070835[/C][C]0.4856[/C][C]0.314747[/C][/ROW]
[ROW][C]5[/C][C]-0.01671[/C][C]-0.1146[/C][C]0.454641[/C][/ROW]
[ROW][C]6[/C][C]-0.004773[/C][C]-0.0327[/C][C]0.487016[/C][/ROW]
[ROW][C]7[/C][C]-0.133782[/C][C]-0.9172[/C][C]0.18187[/C][/ROW]
[ROW][C]8[/C][C]0.200243[/C][C]1.3728[/C][C]0.088166[/C][/ROW]
[ROW][C]9[/C][C]-0.133664[/C][C]-0.9164[/C][C]0.18208[/C][/ROW]
[ROW][C]10[/C][C]-0.087284[/C][C]-0.5984[/C][C]0.276227[/C][/ROW]
[ROW][C]11[/C][C]0.22746[/C][C]1.5594[/C][C]0.062807[/C][/ROW]
[ROW][C]12[/C][C]-0.030816[/C][C]-0.2113[/C][C]0.416798[/C][/ROW]
[ROW][C]13[/C][C]-0.028138[/C][C]-0.1929[/C][C]0.423933[/C][/ROW]
[ROW][C]14[/C][C]0.104686[/C][C]0.7177[/C][C]0.23825[/C][/ROW]
[ROW][C]15[/C][C]0.069995[/C][C]0.4799[/C][C]0.316775[/C][/ROW]
[ROW][C]16[/C][C]-0.034411[/C][C]-0.2359[/C][C]0.407263[/C][/ROW]
[ROW][C]17[/C][C]-0.047139[/C][C]-0.3232[/C][C]0.374[/C][/ROW]
[ROW][C]18[/C][C]-0.080535[/C][C]-0.5521[/C][C]0.29174[/C][/ROW]
[ROW][C]19[/C][C]-0.028977[/C][C]-0.1987[/C][C]0.421694[/C][/ROW]
[ROW][C]20[/C][C]-0.038907[/C][C]-0.2667[/C][C]0.39542[/C][/ROW]
[ROW][C]21[/C][C]-0.093714[/C][C]-0.6425[/C][C]0.261845[/C][/ROW]
[ROW][C]22[/C][C]-0.230187[/C][C]-1.5781[/C][C]0.060627[/C][/ROW]
[ROW][C]23[/C][C]0.081036[/C][C]0.5556[/C][C]0.290575[/C][/ROW]
[ROW][C]24[/C][C]-0.039898[/C][C]-0.2735[/C][C]0.392823[/C][/ROW]
[ROW][C]25[/C][C]-0.059901[/C][C]-0.4107[/C][C]0.341595[/C][/ROW]
[ROW][C]26[/C][C]-0.112615[/C][C]-0.772[/C][C]0.221976[/C][/ROW]
[ROW][C]27[/C][C]-0.042197[/C][C]-0.2893[/C][C]0.386817[/C][/ROW]
[ROW][C]28[/C][C]-0.07435[/C][C]-0.5097[/C][C]0.306316[/C][/ROW]
[ROW][C]29[/C][C]0.094809[/C][C]0.65[/C][C]0.259435[/C][/ROW]
[ROW][C]30[/C][C]0.050947[/C][C]0.3493[/C][C]0.364221[/C][/ROW]
[ROW][C]31[/C][C]0.02833[/C][C]0.1942[/C][C]0.423421[/C][/ROW]
[ROW][C]32[/C][C]-0.0255[/C][C]-0.1748[/C][C]0.430988[/C][/ROW]
[ROW][C]33[/C][C]0.07243[/C][C]0.4966[/C][C]0.310909[/C][/ROW]
[ROW][C]34[/C][C]-0.047552[/C][C]-0.326[/C][C]0.372937[/C][/ROW]
[ROW][C]35[/C][C]0.084838[/C][C]0.5816[/C][C]0.281801[/C][/ROW]
[ROW][C]36[/C][C]0.038408[/C][C]0.2633[/C][C]0.39673[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67470&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67470&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	0.202072	1.3853	0.086245
2	0.186846	1.281	0.103247
3	0.266521	1.8272	0.037014
4	0.070835	0.4856	0.314747
5	-0.01671	-0.1146	0.454641
6	-0.004773	-0.0327	0.487016
7	-0.133782	-0.9172	0.18187
8	0.200243	1.3728	0.088166
9	-0.133664	-0.9164	0.18208
10	-0.087284	-0.5984	0.276227
11	0.22746	1.5594	0.062807
12	-0.030816	-0.2113	0.416798
13	-0.028138	-0.1929	0.423933
14	0.104686	0.7177	0.23825
15	0.069995	0.4799	0.316775
16	-0.034411	-0.2359	0.407263
17	-0.047139	-0.3232	0.374
18	-0.080535	-0.5521	0.29174
19	-0.028977	-0.1987	0.421694
20	-0.038907	-0.2667	0.39542
21	-0.093714	-0.6425	0.261845
22	-0.230187	-1.5781	0.060627
23	0.081036	0.5556	0.290575
24	-0.039898	-0.2735	0.392823
25	-0.059901	-0.4107	0.341595
26	-0.112615	-0.772	0.221976
27	-0.042197	-0.2893	0.386817
28	-0.07435	-0.5097	0.306316
29	0.094809	0.65	0.259435
30	0.050947	0.3493	0.364221
31	0.02833	0.1942	0.423421
32	-0.0255	-0.1748	0.430988
33	0.07243	0.4966	0.310909
34	-0.047552	-0.326	0.372937
35	0.084838	0.5816	0.281801
36	0.038408	0.2633	0.39673

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 = 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