Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 03:07:52 -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/t12607853284174t4rarf9h6f7.htm/, Retrieved Sun, 05 May 2024 20:28:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67495, Retrieved Sun, 05 May 2024 20:28:36 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

119

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] [] [2009-12-14 10:07:52] [d39d4e1021a28f94dc953cf77db656ab] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=67495&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=67495&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67495&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	0.077906	0.6035	0.274239
2	-0.213304	-1.6522	0.051854
3	0.067981	0.5266	0.300214
4	0.009821	0.0761	0.469806
5	0.23858	1.848	0.034764
6	0.316597	2.4523	0.008559
7	0.192475	1.4909	0.070613
8	-0.036133	-0.2799	0.390264
9	-0.042899	-0.3323	0.370414
10	-0.204576	-1.5846	0.059152
11	0.089661	0.6945	0.245022
12	0.653323	5.0606	2e-06
13	-0.011222	-0.0869	0.46551
14	-0.239744	-1.857	0.034107
15	-0.009445	-0.0732	0.470961
16	-0.070484	-0.546	0.293556
17	0.132868	1.0292	0.15376
18	0.167687	1.2989	0.099474
19	0.068546	0.531	0.298704
20	-0.130819	-1.0133	0.157488
21	-0.133544	-1.0344	0.152544
22	-0.242004	-1.8746	0.032862
23	0.024354	0.1886	0.425505
24	0.347651	2.6929	0.004585
25	-0.083826	-0.6493	0.259306
26	-0.255906	-1.9822	0.026019
27	-0.147666	-1.1438	0.128621
28	-0.072521	-0.5617	0.288191
29	0.035469	0.2747	0.392229
30	0.019365	0.15	0.440632
31	0.005395	0.0418	0.483403
32	-0.170942	-1.3241	0.095245
33	-0.185032	-1.4333	0.078488
34	-0.142	-1.0999	0.137878
35	-0.057001	-0.4415	0.330208
36	0.171072	1.3251	0.095078

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.077906 & 0.6035 & 0.274239 \tabularnewline
2 & -0.213304 & -1.6522 & 0.051854 \tabularnewline
3 & 0.067981 & 0.5266 & 0.300214 \tabularnewline
4 & 0.009821 & 0.0761 & 0.469806 \tabularnewline
5 & 0.23858 & 1.848 & 0.034764 \tabularnewline
6 & 0.316597 & 2.4523 & 0.008559 \tabularnewline
7 & 0.192475 & 1.4909 & 0.070613 \tabularnewline
8 & -0.036133 & -0.2799 & 0.390264 \tabularnewline
9 & -0.042899 & -0.3323 & 0.370414 \tabularnewline
10 & -0.204576 & -1.5846 & 0.059152 \tabularnewline
11 & 0.089661 & 0.6945 & 0.245022 \tabularnewline
12 & 0.653323 & 5.0606 & 2e-06 \tabularnewline
13 & -0.011222 & -0.0869 & 0.46551 \tabularnewline
14 & -0.239744 & -1.857 & 0.034107 \tabularnewline
15 & -0.009445 & -0.0732 & 0.470961 \tabularnewline
16 & -0.070484 & -0.546 & 0.293556 \tabularnewline
17 & 0.132868 & 1.0292 & 0.15376 \tabularnewline
18 & 0.167687 & 1.2989 & 0.099474 \tabularnewline
19 & 0.068546 & 0.531 & 0.298704 \tabularnewline
20 & -0.130819 & -1.0133 & 0.157488 \tabularnewline
21 & -0.133544 & -1.0344 & 0.152544 \tabularnewline
22 & -0.242004 & -1.8746 & 0.032862 \tabularnewline
23 & 0.024354 & 0.1886 & 0.425505 \tabularnewline
24 & 0.347651 & 2.6929 & 0.004585 \tabularnewline
25 & -0.083826 & -0.6493 & 0.259306 \tabularnewline
26 & -0.255906 & -1.9822 & 0.026019 \tabularnewline
27 & -0.147666 & -1.1438 & 0.128621 \tabularnewline
28 & -0.072521 & -0.5617 & 0.288191 \tabularnewline
29 & 0.035469 & 0.2747 & 0.392229 \tabularnewline
30 & 0.019365 & 0.15 & 0.440632 \tabularnewline
31 & 0.005395 & 0.0418 & 0.483403 \tabularnewline
32 & -0.170942 & -1.3241 & 0.095245 \tabularnewline
33 & -0.185032 & -1.4333 & 0.078488 \tabularnewline
34 & -0.142 & -1.0999 & 0.137878 \tabularnewline
35 & -0.057001 & -0.4415 & 0.330208 \tabularnewline
36 & 0.171072 & 1.3251 & 0.095078 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67495&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]0.077906[/C][C]0.6035[/C][C]0.274239[/C][/ROW]
[ROW][C]2[/C][C]-0.213304[/C][C]-1.6522[/C][C]0.051854[/C][/ROW]
[ROW][C]3[/C][C]0.067981[/C][C]0.5266[/C][C]0.300214[/C][/ROW]
[ROW][C]4[/C][C]0.009821[/C][C]0.0761[/C][C]0.469806[/C][/ROW]
[ROW][C]5[/C][C]0.23858[/C][C]1.848[/C][C]0.034764[/C][/ROW]
[ROW][C]6[/C][C]0.316597[/C][C]2.4523[/C][C]0.008559[/C][/ROW]
[ROW][C]7[/C][C]0.192475[/C][C]1.4909[/C][C]0.070613[/C][/ROW]
[ROW][C]8[/C][C]-0.036133[/C][C]-0.2799[/C][C]0.390264[/C][/ROW]
[ROW][C]9[/C][C]-0.042899[/C][C]-0.3323[/C][C]0.370414[/C][/ROW]
[ROW][C]10[/C][C]-0.204576[/C][C]-1.5846[/C][C]0.059152[/C][/ROW]
[ROW][C]11[/C][C]0.089661[/C][C]0.6945[/C][C]0.245022[/C][/ROW]
[ROW][C]12[/C][C]0.653323[/C][C]5.0606[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.011222[/C][C]-0.0869[/C][C]0.46551[/C][/ROW]
[ROW][C]14[/C][C]-0.239744[/C][C]-1.857[/C][C]0.034107[/C][/ROW]
[ROW][C]15[/C][C]-0.009445[/C][C]-0.0732[/C][C]0.470961[/C][/ROW]
[ROW][C]16[/C][C]-0.070484[/C][C]-0.546[/C][C]0.293556[/C][/ROW]
[ROW][C]17[/C][C]0.132868[/C][C]1.0292[/C][C]0.15376[/C][/ROW]
[ROW][C]18[/C][C]0.167687[/C][C]1.2989[/C][C]0.099474[/C][/ROW]
[ROW][C]19[/C][C]0.068546[/C][C]0.531[/C][C]0.298704[/C][/ROW]
[ROW][C]20[/C][C]-0.130819[/C][C]-1.0133[/C][C]0.157488[/C][/ROW]
[ROW][C]21[/C][C]-0.133544[/C][C]-1.0344[/C][C]0.152544[/C][/ROW]
[ROW][C]22[/C][C]-0.242004[/C][C]-1.8746[/C][C]0.032862[/C][/ROW]
[ROW][C]23[/C][C]0.024354[/C][C]0.1886[/C][C]0.425505[/C][/ROW]
[ROW][C]24[/C][C]0.347651[/C][C]2.6929[/C][C]0.004585[/C][/ROW]
[ROW][C]25[/C][C]-0.083826[/C][C]-0.6493[/C][C]0.259306[/C][/ROW]
[ROW][C]26[/C][C]-0.255906[/C][C]-1.9822[/C][C]0.026019[/C][/ROW]
[ROW][C]27[/C][C]-0.147666[/C][C]-1.1438[/C][C]0.128621[/C][/ROW]
[ROW][C]28[/C][C]-0.072521[/C][C]-0.5617[/C][C]0.288191[/C][/ROW]
[ROW][C]29[/C][C]0.035469[/C][C]0.2747[/C][C]0.392229[/C][/ROW]
[ROW][C]30[/C][C]0.019365[/C][C]0.15[/C][C]0.440632[/C][/ROW]
[ROW][C]31[/C][C]0.005395[/C][C]0.0418[/C][C]0.483403[/C][/ROW]
[ROW][C]32[/C][C]-0.170942[/C][C]-1.3241[/C][C]0.095245[/C][/ROW]
[ROW][C]33[/C][C]-0.185032[/C][C]-1.4333[/C][C]0.078488[/C][/ROW]
[ROW][C]34[/C][C]-0.142[/C][C]-1.0999[/C][C]0.137878[/C][/ROW]
[ROW][C]35[/C][C]-0.057001[/C][C]-0.4415[/C][C]0.330208[/C][/ROW]
[ROW][C]36[/C][C]0.171072[/C][C]1.3251[/C][C]0.095078[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67495&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67495&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	0.077906	0.6035	0.274239
2	-0.213304	-1.6522	0.051854
3	0.067981	0.5266	0.300214
4	0.009821	0.0761	0.469806
5	0.23858	1.848	0.034764
6	0.316597	2.4523	0.008559
7	0.192475	1.4909	0.070613
8	-0.036133	-0.2799	0.390264
9	-0.042899	-0.3323	0.370414
10	-0.204576	-1.5846	0.059152
11	0.089661	0.6945	0.245022
12	0.653323	5.0606	2e-06
13	-0.011222	-0.0869	0.46551
14	-0.239744	-1.857	0.034107
15	-0.009445	-0.0732	0.470961
16	-0.070484	-0.546	0.293556
17	0.132868	1.0292	0.15376
18	0.167687	1.2989	0.099474
19	0.068546	0.531	0.298704
20	-0.130819	-1.0133	0.157488
21	-0.133544	-1.0344	0.152544
22	-0.242004	-1.8746	0.032862
23	0.024354	0.1886	0.425505
24	0.347651	2.6929	0.004585
25	-0.083826	-0.6493	0.259306
26	-0.255906	-1.9822	0.026019
27	-0.147666	-1.1438	0.128621
28	-0.072521	-0.5617	0.288191
29	0.035469	0.2747	0.392229
30	0.019365	0.15	0.440632
31	0.005395	0.0418	0.483403
32	-0.170942	-1.3241	0.095245
33	-0.185032	-1.4333	0.078488
34	-0.142	-1.0999	0.137878
35	-0.057001	-0.4415	0.330208
36	0.171072	1.3251	0.095078

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.077906	0.6035	0.274239
2	-0.220713	-1.7096	0.04625
3	0.111539	0.864	0.195521
4	-0.060346	-0.4674	0.320939
5	0.305312	2.3649	0.010642
6	0.268769	2.0819	0.020814
7	0.344307	2.667	0.004912
8	0.066918	0.5183	0.303061
9	0.070132	0.5432	0.294489
10	-0.459708	-3.5609	0.000365
11	-0.169796	-1.3152	0.096718
12	0.41752	3.2341	0.000993
13	-0.028179	-0.2183	0.413978
14	0.021165	0.1639	0.435164
15	-0.017994	-0.1394	0.444807
16	-0.052543	-0.407	0.342728
17	-0.072634	-0.5626	0.287896
18	-0.192102	-1.488	0.070992
19	-0.097544	-0.7556	0.22643
20	-0.151818	-1.176	0.122124
21	0.020078	0.1555	0.438464
22	-0.086058	-0.6666	0.25379
23	0.041147	0.3187	0.375522
24	-0.10438	-0.8085	0.210992
25	0.106591	0.8257	0.206136
26	-0.03066	-0.2375	0.406543
27	-0.063856	-0.4946	0.311335
28	0.068457	0.5303	0.298942
29	-0.036411	-0.282	0.389443
30	-0.087758	-0.6798	0.249633
31	-0.029728	-0.2303	0.40933
32	-0.086906	-0.6732	0.251712
33	-0.036001	-0.2789	0.390655
34	0.150433	1.1652	0.124266
35	-0.084035	-0.6509	0.258787
36	0.040751	0.3157	0.37668

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.077906 & 0.6035 & 0.274239 \tabularnewline
2 & -0.220713 & -1.7096 & 0.04625 \tabularnewline
3 & 0.111539 & 0.864 & 0.195521 \tabularnewline
4 & -0.060346 & -0.4674 & 0.320939 \tabularnewline
5 & 0.305312 & 2.3649 & 0.010642 \tabularnewline
6 & 0.268769 & 2.0819 & 0.020814 \tabularnewline
7 & 0.344307 & 2.667 & 0.004912 \tabularnewline
8 & 0.066918 & 0.5183 & 0.303061 \tabularnewline
9 & 0.070132 & 0.5432 & 0.294489 \tabularnewline
10 & -0.459708 & -3.5609 & 0.000365 \tabularnewline
11 & -0.169796 & -1.3152 & 0.096718 \tabularnewline
12 & 0.41752 & 3.2341 & 0.000993 \tabularnewline
13 & -0.028179 & -0.2183 & 0.413978 \tabularnewline
14 & 0.021165 & 0.1639 & 0.435164 \tabularnewline
15 & -0.017994 & -0.1394 & 0.444807 \tabularnewline
16 & -0.052543 & -0.407 & 0.342728 \tabularnewline
17 & -0.072634 & -0.5626 & 0.287896 \tabularnewline
18 & -0.192102 & -1.488 & 0.070992 \tabularnewline
19 & -0.097544 & -0.7556 & 0.22643 \tabularnewline
20 & -0.151818 & -1.176 & 0.122124 \tabularnewline
21 & 0.020078 & 0.1555 & 0.438464 \tabularnewline
22 & -0.086058 & -0.6666 & 0.25379 \tabularnewline
23 & 0.041147 & 0.3187 & 0.375522 \tabularnewline
24 & -0.10438 & -0.8085 & 0.210992 \tabularnewline
25 & 0.106591 & 0.8257 & 0.206136 \tabularnewline
26 & -0.03066 & -0.2375 & 0.406543 \tabularnewline
27 & -0.063856 & -0.4946 & 0.311335 \tabularnewline
28 & 0.068457 & 0.5303 & 0.298942 \tabularnewline
29 & -0.036411 & -0.282 & 0.389443 \tabularnewline
30 & -0.087758 & -0.6798 & 0.249633 \tabularnewline
31 & -0.029728 & -0.2303 & 0.40933 \tabularnewline
32 & -0.086906 & -0.6732 & 0.251712 \tabularnewline
33 & -0.036001 & -0.2789 & 0.390655 \tabularnewline
34 & 0.150433 & 1.1652 & 0.124266 \tabularnewline
35 & -0.084035 & -0.6509 & 0.258787 \tabularnewline
36 & 0.040751 & 0.3157 & 0.37668 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67495&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]0.077906[/C][C]0.6035[/C][C]0.274239[/C][/ROW]
[ROW][C]2[/C][C]-0.220713[/C][C]-1.7096[/C][C]0.04625[/C][/ROW]
[ROW][C]3[/C][C]0.111539[/C][C]0.864[/C][C]0.195521[/C][/ROW]
[ROW][C]4[/C][C]-0.060346[/C][C]-0.4674[/C][C]0.320939[/C][/ROW]
[ROW][C]5[/C][C]0.305312[/C][C]2.3649[/C][C]0.010642[/C][/ROW]
[ROW][C]6[/C][C]0.268769[/C][C]2.0819[/C][C]0.020814[/C][/ROW]
[ROW][C]7[/C][C]0.344307[/C][C]2.667[/C][C]0.004912[/C][/ROW]
[ROW][C]8[/C][C]0.066918[/C][C]0.5183[/C][C]0.303061[/C][/ROW]
[ROW][C]9[/C][C]0.070132[/C][C]0.5432[/C][C]0.294489[/C][/ROW]
[ROW][C]10[/C][C]-0.459708[/C][C]-3.5609[/C][C]0.000365[/C][/ROW]
[ROW][C]11[/C][C]-0.169796[/C][C]-1.3152[/C][C]0.096718[/C][/ROW]
[ROW][C]12[/C][C]0.41752[/C][C]3.2341[/C][C]0.000993[/C][/ROW]
[ROW][C]13[/C][C]-0.028179[/C][C]-0.2183[/C][C]0.413978[/C][/ROW]
[ROW][C]14[/C][C]0.021165[/C][C]0.1639[/C][C]0.435164[/C][/ROW]
[ROW][C]15[/C][C]-0.017994[/C][C]-0.1394[/C][C]0.444807[/C][/ROW]
[ROW][C]16[/C][C]-0.052543[/C][C]-0.407[/C][C]0.342728[/C][/ROW]
[ROW][C]17[/C][C]-0.072634[/C][C]-0.5626[/C][C]0.287896[/C][/ROW]
[ROW][C]18[/C][C]-0.192102[/C][C]-1.488[/C][C]0.070992[/C][/ROW]
[ROW][C]19[/C][C]-0.097544[/C][C]-0.7556[/C][C]0.22643[/C][/ROW]
[ROW][C]20[/C][C]-0.151818[/C][C]-1.176[/C][C]0.122124[/C][/ROW]
[ROW][C]21[/C][C]0.020078[/C][C]0.1555[/C][C]0.438464[/C][/ROW]
[ROW][C]22[/C][C]-0.086058[/C][C]-0.6666[/C][C]0.25379[/C][/ROW]
[ROW][C]23[/C][C]0.041147[/C][C]0.3187[/C][C]0.375522[/C][/ROW]
[ROW][C]24[/C][C]-0.10438[/C][C]-0.8085[/C][C]0.210992[/C][/ROW]
[ROW][C]25[/C][C]0.106591[/C][C]0.8257[/C][C]0.206136[/C][/ROW]
[ROW][C]26[/C][C]-0.03066[/C][C]-0.2375[/C][C]0.406543[/C][/ROW]
[ROW][C]27[/C][C]-0.063856[/C][C]-0.4946[/C][C]0.311335[/C][/ROW]
[ROW][C]28[/C][C]0.068457[/C][C]0.5303[/C][C]0.298942[/C][/ROW]
[ROW][C]29[/C][C]-0.036411[/C][C]-0.282[/C][C]0.389443[/C][/ROW]
[ROW][C]30[/C][C]-0.087758[/C][C]-0.6798[/C][C]0.249633[/C][/ROW]
[ROW][C]31[/C][C]-0.029728[/C][C]-0.2303[/C][C]0.40933[/C][/ROW]
[ROW][C]32[/C][C]-0.086906[/C][C]-0.6732[/C][C]0.251712[/C][/ROW]
[ROW][C]33[/C][C]-0.036001[/C][C]-0.2789[/C][C]0.390655[/C][/ROW]
[ROW][C]34[/C][C]0.150433[/C][C]1.1652[/C][C]0.124266[/C][/ROW]
[ROW][C]35[/C][C]-0.084035[/C][C]-0.6509[/C][C]0.258787[/C][/ROW]
[ROW][C]36[/C][C]0.040751[/C][C]0.3157[/C][C]0.37668[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67495&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67495&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	0.077906	0.6035	0.274239
2	-0.220713	-1.7096	0.04625
3	0.111539	0.864	0.195521
4	-0.060346	-0.4674	0.320939
5	0.305312	2.3649	0.010642
6	0.268769	2.0819	0.020814
7	0.344307	2.667	0.004912
8	0.066918	0.5183	0.303061
9	0.070132	0.5432	0.294489
10	-0.459708	-3.5609	0.000365
11	-0.169796	-1.3152	0.096718
12	0.41752	3.2341	0.000993
13	-0.028179	-0.2183	0.413978
14	0.021165	0.1639	0.435164
15	-0.017994	-0.1394	0.444807
16	-0.052543	-0.407	0.342728
17	-0.072634	-0.5626	0.287896
18	-0.192102	-1.488	0.070992
19	-0.097544	-0.7556	0.22643
20	-0.151818	-1.176	0.122124
21	0.020078	0.1555	0.438464
22	-0.086058	-0.6666	0.25379
23	0.041147	0.3187	0.375522
24	-0.10438	-0.8085	0.210992
25	0.106591	0.8257	0.206136
26	-0.03066	-0.2375	0.406543
27	-0.063856	-0.4946	0.311335
28	0.068457	0.5303	0.298942
29	-0.036411	-0.282	0.389443
30	-0.087758	-0.6798	0.249633
31	-0.029728	-0.2303	0.40933
32	-0.086906	-0.6732	0.251712
33	-0.036001	-0.2789	0.390655
34	0.150433	1.1652	0.124266
35	-0.084035	-0.6509	0.258787
36	0.040751	0.3157	0.37668

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 2.0 ; 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