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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 12:10:09 -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/t1260817856q3uy3rxypnvhi4y.htm/, Retrieved Sun, 05 May 2024 09:17:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67627, Retrieved Sun, 05 May 2024 09:17:51 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

124

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] [WS8-ACF1] [2009-11-25 18:42:13] [a94022e7c2399c0f4d62eea578db3411]
- R  D            [(Partial) Autocorrelation Function] [ACF Melk] [2009-12-14 19:10:09] [30970b478e356ce7f8c2e9fca280b230] [Current]
-   PD              [(Partial) Autocorrelation Function] [ACF2 Melk] [2009-12-14 19:36:44] [a94022e7c2399c0f4d62eea578db3411] 

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Dataseries X:

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Histogram

Boxplots

0,71
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,7
0,7
0,68
0,68
0,69
0,69
0,7
0,7
0,7
0,7
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,76
0,77
0,78
0,85
0,89
0,9
0,91
0,91
0,91
0,9
0,89
0,88
0,87
0,86
0,87
0,87
0,87
0,85
0,84
0,84
0,84
0,84
0,84
0,82
0,87
0,92

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=67627&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=67627&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67627&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	0.946827	7.3341	0
2	0.894376	6.9278	0
3	0.856943	6.6379	0
4	0.800913	6.2038	0
5	0.740396	5.7351	0
6	0.678634	5.2567	1e-06
7	0.618617	4.7918	6e-06
8	0.564829	4.3751	2.5e-05
9	0.512332	3.9685	9.8e-05
10	0.456189	3.5336	0.000398
11	0.400545	3.1026	0.001462
12	0.344901	2.6716	0.004852
13	0.29544	2.2885	0.012824
14	0.246275	1.9076	0.030614
15	0.196112	1.5191	0.066997
16	0.145996	1.1309	0.131303
17	0.089355	0.6921	0.24576
18	0.030516	0.2364	0.406972
19	-0.025037	-0.1939	0.423441
20	-0.082085	-0.6358	0.263653
21	-0.135894	-1.0526	0.148366
22	-0.19548	-1.5142	0.067616
23	-0.247523	-1.9173	0.029982
24	-0.271728	-2.1048	0.019753
25	-0.297723	-2.3062	0.012287
26	-0.323967	-2.5094	0.007405
27	-0.330504	-2.5601	0.006501
28	-0.336792	-2.6088	0.005726
29	-0.343578	-2.6613	0.004986
30	-0.350863	-2.7178	0.004289
31	-0.359145	-2.7819	0.003606
32	-0.367675	-2.848	0.003008
33	-0.376455	-2.916	0.00249
34	-0.385235	-2.984	0.002055
35	-0.387059	-2.9981	0.001974
36	-0.386141	-2.991	0.002015

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.946827 & 7.3341 & 0 \tabularnewline
2 & 0.894376 & 6.9278 & 0 \tabularnewline
3 & 0.856943 & 6.6379 & 0 \tabularnewline
4 & 0.800913 & 6.2038 & 0 \tabularnewline
5 & 0.740396 & 5.7351 & 0 \tabularnewline
6 & 0.678634 & 5.2567 & 1e-06 \tabularnewline
7 & 0.618617 & 4.7918 & 6e-06 \tabularnewline
8 & 0.564829 & 4.3751 & 2.5e-05 \tabularnewline
9 & 0.512332 & 3.9685 & 9.8e-05 \tabularnewline
10 & 0.456189 & 3.5336 & 0.000398 \tabularnewline
11 & 0.400545 & 3.1026 & 0.001462 \tabularnewline
12 & 0.344901 & 2.6716 & 0.004852 \tabularnewline
13 & 0.29544 & 2.2885 & 0.012824 \tabularnewline
14 & 0.246275 & 1.9076 & 0.030614 \tabularnewline
15 & 0.196112 & 1.5191 & 0.066997 \tabularnewline
16 & 0.145996 & 1.1309 & 0.131303 \tabularnewline
17 & 0.089355 & 0.6921 & 0.24576 \tabularnewline
18 & 0.030516 & 0.2364 & 0.406972 \tabularnewline
19 & -0.025037 & -0.1939 & 0.423441 \tabularnewline
20 & -0.082085 & -0.6358 & 0.263653 \tabularnewline
21 & -0.135894 & -1.0526 & 0.148366 \tabularnewline
22 & -0.19548 & -1.5142 & 0.067616 \tabularnewline
23 & -0.247523 & -1.9173 & 0.029982 \tabularnewline
24 & -0.271728 & -2.1048 & 0.019753 \tabularnewline
25 & -0.297723 & -2.3062 & 0.012287 \tabularnewline
26 & -0.323967 & -2.5094 & 0.007405 \tabularnewline
27 & -0.330504 & -2.5601 & 0.006501 \tabularnewline
28 & -0.336792 & -2.6088 & 0.005726 \tabularnewline
29 & -0.343578 & -2.6613 & 0.004986 \tabularnewline
30 & -0.350863 & -2.7178 & 0.004289 \tabularnewline
31 & -0.359145 & -2.7819 & 0.003606 \tabularnewline
32 & -0.367675 & -2.848 & 0.003008 \tabularnewline
33 & -0.376455 & -2.916 & 0.00249 \tabularnewline
34 & -0.385235 & -2.984 & 0.002055 \tabularnewline
35 & -0.387059 & -2.9981 & 0.001974 \tabularnewline
36 & -0.386141 & -2.991 & 0.002015 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67627&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]0.946827[/C][C]7.3341[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.894376[/C][C]6.9278[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.856943[/C][C]6.6379[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.800913[/C][C]6.2038[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.740396[/C][C]5.7351[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.678634[/C][C]5.2567[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.618617[/C][C]4.7918[/C][C]6e-06[/C][/ROW]
[ROW][C]8[/C][C]0.564829[/C][C]4.3751[/C][C]2.5e-05[/C][/ROW]
[ROW][C]9[/C][C]0.512332[/C][C]3.9685[/C][C]9.8e-05[/C][/ROW]
[ROW][C]10[/C][C]0.456189[/C][C]3.5336[/C][C]0.000398[/C][/ROW]
[ROW][C]11[/C][C]0.400545[/C][C]3.1026[/C][C]0.001462[/C][/ROW]
[ROW][C]12[/C][C]0.344901[/C][C]2.6716[/C][C]0.004852[/C][/ROW]
[ROW][C]13[/C][C]0.29544[/C][C]2.2885[/C][C]0.012824[/C][/ROW]
[ROW][C]14[/C][C]0.246275[/C][C]1.9076[/C][C]0.030614[/C][/ROW]
[ROW][C]15[/C][C]0.196112[/C][C]1.5191[/C][C]0.066997[/C][/ROW]
[ROW][C]16[/C][C]0.145996[/C][C]1.1309[/C][C]0.131303[/C][/ROW]
[ROW][C]17[/C][C]0.089355[/C][C]0.6921[/C][C]0.24576[/C][/ROW]
[ROW][C]18[/C][C]0.030516[/C][C]0.2364[/C][C]0.406972[/C][/ROW]
[ROW][C]19[/C][C]-0.025037[/C][C]-0.1939[/C][C]0.423441[/C][/ROW]
[ROW][C]20[/C][C]-0.082085[/C][C]-0.6358[/C][C]0.263653[/C][/ROW]
[ROW][C]21[/C][C]-0.135894[/C][C]-1.0526[/C][C]0.148366[/C][/ROW]
[ROW][C]22[/C][C]-0.19548[/C][C]-1.5142[/C][C]0.067616[/C][/ROW]
[ROW][C]23[/C][C]-0.247523[/C][C]-1.9173[/C][C]0.029982[/C][/ROW]
[ROW][C]24[/C][C]-0.271728[/C][C]-2.1048[/C][C]0.019753[/C][/ROW]
[ROW][C]25[/C][C]-0.297723[/C][C]-2.3062[/C][C]0.012287[/C][/ROW]
[ROW][C]26[/C][C]-0.323967[/C][C]-2.5094[/C][C]0.007405[/C][/ROW]
[ROW][C]27[/C][C]-0.330504[/C][C]-2.5601[/C][C]0.006501[/C][/ROW]
[ROW][C]28[/C][C]-0.336792[/C][C]-2.6088[/C][C]0.005726[/C][/ROW]
[ROW][C]29[/C][C]-0.343578[/C][C]-2.6613[/C][C]0.004986[/C][/ROW]
[ROW][C]30[/C][C]-0.350863[/C][C]-2.7178[/C][C]0.004289[/C][/ROW]
[ROW][C]31[/C][C]-0.359145[/C][C]-2.7819[/C][C]0.003606[/C][/ROW]
[ROW][C]32[/C][C]-0.367675[/C][C]-2.848[/C][C]0.003008[/C][/ROW]
[ROW][C]33[/C][C]-0.376455[/C][C]-2.916[/C][C]0.00249[/C][/ROW]
[ROW][C]34[/C][C]-0.385235[/C][C]-2.984[/C][C]0.002055[/C][/ROW]
[ROW][C]35[/C][C]-0.387059[/C][C]-2.9981[/C][C]0.001974[/C][/ROW]
[ROW][C]36[/C][C]-0.386141[/C][C]-2.991[/C][C]0.002015[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67627&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67627&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	0.946827	7.3341	0
2	0.894376	6.9278	0
3	0.856943	6.6379	0
4	0.800913	6.2038	0
5	0.740396	5.7351	0
6	0.678634	5.2567	1e-06
7	0.618617	4.7918	6e-06
8	0.564829	4.3751	2.5e-05
9	0.512332	3.9685	9.8e-05
10	0.456189	3.5336	0.000398
11	0.400545	3.1026	0.001462
12	0.344901	2.6716	0.004852
13	0.29544	2.2885	0.012824
14	0.246275	1.9076	0.030614
15	0.196112	1.5191	0.066997
16	0.145996	1.1309	0.131303
17	0.089355	0.6921	0.24576
18	0.030516	0.2364	0.406972
19	-0.025037	-0.1939	0.423441
20	-0.082085	-0.6358	0.263653
21	-0.135894	-1.0526	0.148366
22	-0.19548	-1.5142	0.067616
23	-0.247523	-1.9173	0.029982
24	-0.271728	-2.1048	0.019753
25	-0.297723	-2.3062	0.012287
26	-0.323967	-2.5094	0.007405
27	-0.330504	-2.5601	0.006501
28	-0.336792	-2.6088	0.005726
29	-0.343578	-2.6613	0.004986
30	-0.350863	-2.7178	0.004289
31	-0.359145	-2.7819	0.003606
32	-0.367675	-2.848	0.003008
33	-0.376455	-2.916	0.00249
34	-0.385235	-2.984	0.002055
35	-0.387059	-2.9981	0.001974
36	-0.386141	-2.991	0.002015

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.946827	7.3341	0
2	-0.020332	-0.1575	0.437694
3	0.117491	0.9101	0.183211
4	-0.201384	-1.5599	0.06202
5	-0.053739	-0.4163	0.339354
6	-0.099297	-0.7691	0.222411
7	0.003189	0.0247	0.490186
8	0.026271	0.2035	0.41972
9	0.001327	0.0103	0.495918
10	-0.061422	-0.4758	0.317981
11	-0.049909	-0.3866	0.350214
12	-0.064383	-0.4987	0.309904
13	0.02782	0.2155	0.415058
14	-0.034047	-0.2637	0.396448
15	-0.018019	-0.1396	0.444731
16	-0.063572	-0.4924	0.312107
17	-0.120813	-0.9358	0.17656
18	-0.088265	-0.6837	0.248399
19	-0.036979	-0.2864	0.387763
20	-0.046431	-0.3596	0.360186
21	0.002933	0.0227	0.490975
22	-0.133507	-1.0341	0.15261
23	0.016644	0.1289	0.448926
24	0.180875	1.4011	0.083175
25	-0.014597	-0.1131	0.455178
26	0.012776	0.099	0.460748
27	0.077476	0.6001	0.275341
28	-0.053926	-0.4177	0.338826
29	-0.028289	-0.2191	0.413649
30	-0.090798	-0.7033	0.242289
31	-0.019217	-0.1489	0.441085
32	-0.057626	-0.4464	0.32847
33	-0.037113	-0.2875	0.38737
34	-0.037204	-0.2882	0.3871
35	0.047993	0.3718	0.355693
36	0.017541	0.1359	0.446188

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.946827 & 7.3341 & 0 \tabularnewline
2 & -0.020332 & -0.1575 & 0.437694 \tabularnewline
3 & 0.117491 & 0.9101 & 0.183211 \tabularnewline
4 & -0.201384 & -1.5599 & 0.06202 \tabularnewline
5 & -0.053739 & -0.4163 & 0.339354 \tabularnewline
6 & -0.099297 & -0.7691 & 0.222411 \tabularnewline
7 & 0.003189 & 0.0247 & 0.490186 \tabularnewline
8 & 0.026271 & 0.2035 & 0.41972 \tabularnewline
9 & 0.001327 & 0.0103 & 0.495918 \tabularnewline
10 & -0.061422 & -0.4758 & 0.317981 \tabularnewline
11 & -0.049909 & -0.3866 & 0.350214 \tabularnewline
12 & -0.064383 & -0.4987 & 0.309904 \tabularnewline
13 & 0.02782 & 0.2155 & 0.415058 \tabularnewline
14 & -0.034047 & -0.2637 & 0.396448 \tabularnewline
15 & -0.018019 & -0.1396 & 0.444731 \tabularnewline
16 & -0.063572 & -0.4924 & 0.312107 \tabularnewline
17 & -0.120813 & -0.9358 & 0.17656 \tabularnewline
18 & -0.088265 & -0.6837 & 0.248399 \tabularnewline
19 & -0.036979 & -0.2864 & 0.387763 \tabularnewline
20 & -0.046431 & -0.3596 & 0.360186 \tabularnewline
21 & 0.002933 & 0.0227 & 0.490975 \tabularnewline
22 & -0.133507 & -1.0341 & 0.15261 \tabularnewline
23 & 0.016644 & 0.1289 & 0.448926 \tabularnewline
24 & 0.180875 & 1.4011 & 0.083175 \tabularnewline
25 & -0.014597 & -0.1131 & 0.455178 \tabularnewline
26 & 0.012776 & 0.099 & 0.460748 \tabularnewline
27 & 0.077476 & 0.6001 & 0.275341 \tabularnewline
28 & -0.053926 & -0.4177 & 0.338826 \tabularnewline
29 & -0.028289 & -0.2191 & 0.413649 \tabularnewline
30 & -0.090798 & -0.7033 & 0.242289 \tabularnewline
31 & -0.019217 & -0.1489 & 0.441085 \tabularnewline
32 & -0.057626 & -0.4464 & 0.32847 \tabularnewline
33 & -0.037113 & -0.2875 & 0.38737 \tabularnewline
34 & -0.037204 & -0.2882 & 0.3871 \tabularnewline
35 & 0.047993 & 0.3718 & 0.355693 \tabularnewline
36 & 0.017541 & 0.1359 & 0.446188 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67627&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]0.946827[/C][C]7.3341[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.020332[/C][C]-0.1575[/C][C]0.437694[/C][/ROW]
[ROW][C]3[/C][C]0.117491[/C][C]0.9101[/C][C]0.183211[/C][/ROW]
[ROW][C]4[/C][C]-0.201384[/C][C]-1.5599[/C][C]0.06202[/C][/ROW]
[ROW][C]5[/C][C]-0.053739[/C][C]-0.4163[/C][C]0.339354[/C][/ROW]
[ROW][C]6[/C][C]-0.099297[/C][C]-0.7691[/C][C]0.222411[/C][/ROW]
[ROW][C]7[/C][C]0.003189[/C][C]0.0247[/C][C]0.490186[/C][/ROW]
[ROW][C]8[/C][C]0.026271[/C][C]0.2035[/C][C]0.41972[/C][/ROW]
[ROW][C]9[/C][C]0.001327[/C][C]0.0103[/C][C]0.495918[/C][/ROW]
[ROW][C]10[/C][C]-0.061422[/C][C]-0.4758[/C][C]0.317981[/C][/ROW]
[ROW][C]11[/C][C]-0.049909[/C][C]-0.3866[/C][C]0.350214[/C][/ROW]
[ROW][C]12[/C][C]-0.064383[/C][C]-0.4987[/C][C]0.309904[/C][/ROW]
[ROW][C]13[/C][C]0.02782[/C][C]0.2155[/C][C]0.415058[/C][/ROW]
[ROW][C]14[/C][C]-0.034047[/C][C]-0.2637[/C][C]0.396448[/C][/ROW]
[ROW][C]15[/C][C]-0.018019[/C][C]-0.1396[/C][C]0.444731[/C][/ROW]
[ROW][C]16[/C][C]-0.063572[/C][C]-0.4924[/C][C]0.312107[/C][/ROW]
[ROW][C]17[/C][C]-0.120813[/C][C]-0.9358[/C][C]0.17656[/C][/ROW]
[ROW][C]18[/C][C]-0.088265[/C][C]-0.6837[/C][C]0.248399[/C][/ROW]
[ROW][C]19[/C][C]-0.036979[/C][C]-0.2864[/C][C]0.387763[/C][/ROW]
[ROW][C]20[/C][C]-0.046431[/C][C]-0.3596[/C][C]0.360186[/C][/ROW]
[ROW][C]21[/C][C]0.002933[/C][C]0.0227[/C][C]0.490975[/C][/ROW]
[ROW][C]22[/C][C]-0.133507[/C][C]-1.0341[/C][C]0.15261[/C][/ROW]
[ROW][C]23[/C][C]0.016644[/C][C]0.1289[/C][C]0.448926[/C][/ROW]
[ROW][C]24[/C][C]0.180875[/C][C]1.4011[/C][C]0.083175[/C][/ROW]
[ROW][C]25[/C][C]-0.014597[/C][C]-0.1131[/C][C]0.455178[/C][/ROW]
[ROW][C]26[/C][C]0.012776[/C][C]0.099[/C][C]0.460748[/C][/ROW]
[ROW][C]27[/C][C]0.077476[/C][C]0.6001[/C][C]0.275341[/C][/ROW]
[ROW][C]28[/C][C]-0.053926[/C][C]-0.4177[/C][C]0.338826[/C][/ROW]
[ROW][C]29[/C][C]-0.028289[/C][C]-0.2191[/C][C]0.413649[/C][/ROW]
[ROW][C]30[/C][C]-0.090798[/C][C]-0.7033[/C][C]0.242289[/C][/ROW]
[ROW][C]31[/C][C]-0.019217[/C][C]-0.1489[/C][C]0.441085[/C][/ROW]
[ROW][C]32[/C][C]-0.057626[/C][C]-0.4464[/C][C]0.32847[/C][/ROW]
[ROW][C]33[/C][C]-0.037113[/C][C]-0.2875[/C][C]0.38737[/C][/ROW]
[ROW][C]34[/C][C]-0.037204[/C][C]-0.2882[/C][C]0.3871[/C][/ROW]
[ROW][C]35[/C][C]0.047993[/C][C]0.3718[/C][C]0.355693[/C][/ROW]
[ROW][C]36[/C][C]0.017541[/C][C]0.1359[/C][C]0.446188[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67627&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67627&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	0.946827	7.3341	0
2	-0.020332	-0.1575	0.437694
3	0.117491	0.9101	0.183211
4	-0.201384	-1.5599	0.06202
5	-0.053739	-0.4163	0.339354
6	-0.099297	-0.7691	0.222411
7	0.003189	0.0247	0.490186
8	0.026271	0.2035	0.41972
9	0.001327	0.0103	0.495918
10	-0.061422	-0.4758	0.317981
11	-0.049909	-0.3866	0.350214
12	-0.064383	-0.4987	0.309904
13	0.02782	0.2155	0.415058
14	-0.034047	-0.2637	0.396448
15	-0.018019	-0.1396	0.444731
16	-0.063572	-0.4924	0.312107
17	-0.120813	-0.9358	0.17656
18	-0.088265	-0.6837	0.248399
19	-0.036979	-0.2864	0.387763
20	-0.046431	-0.3596	0.360186
21	0.002933	0.0227	0.490975
22	-0.133507	-1.0341	0.15261
23	0.016644	0.1289	0.448926
24	0.180875	1.4011	0.083175
25	-0.014597	-0.1131	0.455178
26	0.012776	0.099	0.460748
27	0.077476	0.6001	0.275341
28	-0.053926	-0.4177	0.338826
29	-0.028289	-0.2191	0.413649
30	-0.090798	-0.7033	0.242289
31	-0.019217	-0.1489	0.441085
32	-0.057626	-0.4464	0.32847
33	-0.037113	-0.2875	0.38737
34	-0.037204	-0.2882	0.3871
35	0.047993	0.3718	0.355693
36	0.017541	0.1359	0.446188

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; 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