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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

Tue, 15 Dec 2009 10:14:23 -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/15/t126089731159jv4cfh8lwucx4.htm/, Retrieved Wed, 08 May 2024 13:32:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68044, Retrieved Wed, 08 May 2024 13:32:45 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

123

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-02 16:07:04] [6ba840d2473f9a55d7b3e13093db69b8]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-15 17:14:23] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

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Dataseries X:

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Histogram

Boxplots

8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68044&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]3 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=68044&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68044&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.860559	6.6659	0
2	0.657709	5.0946	2e-06
3	0.531431	4.1164	6e-05
4	0.541216	4.1922	4.6e-05
5	0.638352	4.9447	3e-06
6	0.696846	5.3977	1e-06
7	0.627654	4.8618	4e-06
8	0.472395	3.6592	0.000268
9	0.348062	2.6961	0.004546
10	0.284464	2.2034	0.015707
11	0.301489	2.3353	0.011444
12	0.314289	2.4345	0.008953
13	0.23435	1.8153	0.037241
14	0.13243	1.0258	0.154553
15	0.047545	0.3683	0.356981
16	-0.00918	-0.0711	0.471775
17	-0.038731	-0.3	0.382603
18	-0.070288	-0.5444	0.294076
19	-0.128313	-0.9939	0.162129
20	-0.186888	-1.4476	0.076464
21	-0.219728	-1.702	0.046966
22	-0.247028	-1.9135	0.030231
23	-0.252227	-1.9537	0.027699
24	-0.269939	-2.0909	0.020389
25	-0.324692	-2.5151	0.007299
26	-0.352469	-2.7302	0.004148
27	-0.34741	-2.691	0.004608
28	-0.327692	-2.5383	0.006877
29	-0.312814	-2.4231	0.009213
30	-0.317939	-2.4627	0.008338
31	-0.359601	-2.7855	0.003572
32	-0.39546	-3.0632	0.001638
33	-0.373502	-2.8931	0.002654
34	-0.325482	-2.5212	0.007186
35	-0.267439	-2.0716	0.021306
36	-0.237323	-1.8383	0.035485

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.860559 & 6.6659 & 0 \tabularnewline
2 & 0.657709 & 5.0946 & 2e-06 \tabularnewline
3 & 0.531431 & 4.1164 & 6e-05 \tabularnewline
4 & 0.541216 & 4.1922 & 4.6e-05 \tabularnewline
5 & 0.638352 & 4.9447 & 3e-06 \tabularnewline
6 & 0.696846 & 5.3977 & 1e-06 \tabularnewline
7 & 0.627654 & 4.8618 & 4e-06 \tabularnewline
8 & 0.472395 & 3.6592 & 0.000268 \tabularnewline
9 & 0.348062 & 2.6961 & 0.004546 \tabularnewline
10 & 0.284464 & 2.2034 & 0.015707 \tabularnewline
11 & 0.301489 & 2.3353 & 0.011444 \tabularnewline
12 & 0.314289 & 2.4345 & 0.008953 \tabularnewline
13 & 0.23435 & 1.8153 & 0.037241 \tabularnewline
14 & 0.13243 & 1.0258 & 0.154553 \tabularnewline
15 & 0.047545 & 0.3683 & 0.356981 \tabularnewline
16 & -0.00918 & -0.0711 & 0.471775 \tabularnewline
17 & -0.038731 & -0.3 & 0.382603 \tabularnewline
18 & -0.070288 & -0.5444 & 0.294076 \tabularnewline
19 & -0.128313 & -0.9939 & 0.162129 \tabularnewline
20 & -0.186888 & -1.4476 & 0.076464 \tabularnewline
21 & -0.219728 & -1.702 & 0.046966 \tabularnewline
22 & -0.247028 & -1.9135 & 0.030231 \tabularnewline
23 & -0.252227 & -1.9537 & 0.027699 \tabularnewline
24 & -0.269939 & -2.0909 & 0.020389 \tabularnewline
25 & -0.324692 & -2.5151 & 0.007299 \tabularnewline
26 & -0.352469 & -2.7302 & 0.004148 \tabularnewline
27 & -0.34741 & -2.691 & 0.004608 \tabularnewline
28 & -0.327692 & -2.5383 & 0.006877 \tabularnewline
29 & -0.312814 & -2.4231 & 0.009213 \tabularnewline
30 & -0.317939 & -2.4627 & 0.008338 \tabularnewline
31 & -0.359601 & -2.7855 & 0.003572 \tabularnewline
32 & -0.39546 & -3.0632 & 0.001638 \tabularnewline
33 & -0.373502 & -2.8931 & 0.002654 \tabularnewline
34 & -0.325482 & -2.5212 & 0.007186 \tabularnewline
35 & -0.267439 & -2.0716 & 0.021306 \tabularnewline
36 & -0.237323 & -1.8383 & 0.035485 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68044&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]0.860559[/C][C]6.6659[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.657709[/C][C]5.0946[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.531431[/C][C]4.1164[/C][C]6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.541216[/C][C]4.1922[/C][C]4.6e-05[/C][/ROW]
[ROW][C]5[/C][C]0.638352[/C][C]4.9447[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.696846[/C][C]5.3977[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.627654[/C][C]4.8618[/C][C]4e-06[/C][/ROW]
[ROW][C]8[/C][C]0.472395[/C][C]3.6592[/C][C]0.000268[/C][/ROW]
[ROW][C]9[/C][C]0.348062[/C][C]2.6961[/C][C]0.004546[/C][/ROW]
[ROW][C]10[/C][C]0.284464[/C][C]2.2034[/C][C]0.015707[/C][/ROW]
[ROW][C]11[/C][C]0.301489[/C][C]2.3353[/C][C]0.011444[/C][/ROW]
[ROW][C]12[/C][C]0.314289[/C][C]2.4345[/C][C]0.008953[/C][/ROW]
[ROW][C]13[/C][C]0.23435[/C][C]1.8153[/C][C]0.037241[/C][/ROW]
[ROW][C]14[/C][C]0.13243[/C][C]1.0258[/C][C]0.154553[/C][/ROW]
[ROW][C]15[/C][C]0.047545[/C][C]0.3683[/C][C]0.356981[/C][/ROW]
[ROW][C]16[/C][C]-0.00918[/C][C]-0.0711[/C][C]0.471775[/C][/ROW]
[ROW][C]17[/C][C]-0.038731[/C][C]-0.3[/C][C]0.382603[/C][/ROW]
[ROW][C]18[/C][C]-0.070288[/C][C]-0.5444[/C][C]0.294076[/C][/ROW]
[ROW][C]19[/C][C]-0.128313[/C][C]-0.9939[/C][C]0.162129[/C][/ROW]
[ROW][C]20[/C][C]-0.186888[/C][C]-1.4476[/C][C]0.076464[/C][/ROW]
[ROW][C]21[/C][C]-0.219728[/C][C]-1.702[/C][C]0.046966[/C][/ROW]
[ROW][C]22[/C][C]-0.247028[/C][C]-1.9135[/C][C]0.030231[/C][/ROW]
[ROW][C]23[/C][C]-0.252227[/C][C]-1.9537[/C][C]0.027699[/C][/ROW]
[ROW][C]24[/C][C]-0.269939[/C][C]-2.0909[/C][C]0.020389[/C][/ROW]
[ROW][C]25[/C][C]-0.324692[/C][C]-2.5151[/C][C]0.007299[/C][/ROW]
[ROW][C]26[/C][C]-0.352469[/C][C]-2.7302[/C][C]0.004148[/C][/ROW]
[ROW][C]27[/C][C]-0.34741[/C][C]-2.691[/C][C]0.004608[/C][/ROW]
[ROW][C]28[/C][C]-0.327692[/C][C]-2.5383[/C][C]0.006877[/C][/ROW]
[ROW][C]29[/C][C]-0.312814[/C][C]-2.4231[/C][C]0.009213[/C][/ROW]
[ROW][C]30[/C][C]-0.317939[/C][C]-2.4627[/C][C]0.008338[/C][/ROW]
[ROW][C]31[/C][C]-0.359601[/C][C]-2.7855[/C][C]0.003572[/C][/ROW]
[ROW][C]32[/C][C]-0.39546[/C][C]-3.0632[/C][C]0.001638[/C][/ROW]
[ROW][C]33[/C][C]-0.373502[/C][C]-2.8931[/C][C]0.002654[/C][/ROW]
[ROW][C]34[/C][C]-0.325482[/C][C]-2.5212[/C][C]0.007186[/C][/ROW]
[ROW][C]35[/C][C]-0.267439[/C][C]-2.0716[/C][C]0.021306[/C][/ROW]
[ROW][C]36[/C][C]-0.237323[/C][C]-1.8383[/C][C]0.035485[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68044&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68044&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	0.860559	6.6659	0
2	0.657709	5.0946	2e-06
3	0.531431	4.1164	6e-05
4	0.541216	4.1922	4.6e-05
5	0.638352	4.9447	3e-06
6	0.696846	5.3977	1e-06
7	0.627654	4.8618	4e-06
8	0.472395	3.6592	0.000268
9	0.348062	2.6961	0.004546
10	0.284464	2.2034	0.015707
11	0.301489	2.3353	0.011444
12	0.314289	2.4345	0.008953
13	0.23435	1.8153	0.037241
14	0.13243	1.0258	0.154553
15	0.047545	0.3683	0.356981
16	-0.00918	-0.0711	0.471775
17	-0.038731	-0.3	0.382603
18	-0.070288	-0.5444	0.294076
19	-0.128313	-0.9939	0.162129
20	-0.186888	-1.4476	0.076464
21	-0.219728	-1.702	0.046966
22	-0.247028	-1.9135	0.030231
23	-0.252227	-1.9537	0.027699
24	-0.269939	-2.0909	0.020389
25	-0.324692	-2.5151	0.007299
26	-0.352469	-2.7302	0.004148
27	-0.34741	-2.691	0.004608
28	-0.327692	-2.5383	0.006877
29	-0.312814	-2.4231	0.009213
30	-0.317939	-2.4627	0.008338
31	-0.359601	-2.7855	0.003572
32	-0.39546	-3.0632	0.001638
33	-0.373502	-2.8931	0.002654
34	-0.325482	-2.5212	0.007186
35	-0.267439	-2.0716	0.021306
36	-0.237323	-1.8383	0.035485

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.860559	6.6659	0
2	-0.319356	-2.4737	0.008109
3	0.255404	1.9784	0.026243
4	0.346537	2.6843	0.004691
5	0.262989	2.0371	0.023029
6	0.001074	0.0083	0.496694
7	-0.197404	-1.5291	0.06575
8	-0.132331	-1.025	0.154731
9	-0.003555	-0.0275	0.489063
10	-0.231741	-1.7951	0.03884
11	0.019661	0.1523	0.439734
12	-0.125909	-0.9753	0.166667
13	-0.254722	-1.9731	0.02655
14	0.170416	1.32	0.095919
15	-0.041791	-0.3237	0.373641
16	-0.134415	-1.0412	0.150986
17	-0.032166	-0.2492	0.402045
18	-0.060823	-0.4711	0.319626
19	0.019349	0.1499	0.440682
20	-0.001466	-0.0114	0.495488
21	0.001795	0.0139	0.494477
22	0.014884	0.1153	0.454301
23	0.061797	0.4787	0.316954
24	-0.004272	-0.0331	0.486856
25	-0.076898	-0.5956	0.276826
26	0.079655	0.617	0.269782
27	0.006917	0.0536	0.478723
28	-0.008356	-0.0647	0.474304
29	-0.021218	-0.1644	0.435003
30	-0.029273	-0.2267	0.410695
31	-0.108701	-0.842	0.201567
32	-0.099265	-0.7689	0.222484
33	0.102135	0.7911	0.215992
34	-0.02878	-0.2229	0.412175
35	-0.038395	-0.2974	0.383592
36	0.097491	0.7552	0.226553

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.860559 & 6.6659 & 0 \tabularnewline
2 & -0.319356 & -2.4737 & 0.008109 \tabularnewline
3 & 0.255404 & 1.9784 & 0.026243 \tabularnewline
4 & 0.346537 & 2.6843 & 0.004691 \tabularnewline
5 & 0.262989 & 2.0371 & 0.023029 \tabularnewline
6 & 0.001074 & 0.0083 & 0.496694 \tabularnewline
7 & -0.197404 & -1.5291 & 0.06575 \tabularnewline
8 & -0.132331 & -1.025 & 0.154731 \tabularnewline
9 & -0.003555 & -0.0275 & 0.489063 \tabularnewline
10 & -0.231741 & -1.7951 & 0.03884 \tabularnewline
11 & 0.019661 & 0.1523 & 0.439734 \tabularnewline
12 & -0.125909 & -0.9753 & 0.166667 \tabularnewline
13 & -0.254722 & -1.9731 & 0.02655 \tabularnewline
14 & 0.170416 & 1.32 & 0.095919 \tabularnewline
15 & -0.041791 & -0.3237 & 0.373641 \tabularnewline
16 & -0.134415 & -1.0412 & 0.150986 \tabularnewline
17 & -0.032166 & -0.2492 & 0.402045 \tabularnewline
18 & -0.060823 & -0.4711 & 0.319626 \tabularnewline
19 & 0.019349 & 0.1499 & 0.440682 \tabularnewline
20 & -0.001466 & -0.0114 & 0.495488 \tabularnewline
21 & 0.001795 & 0.0139 & 0.494477 \tabularnewline
22 & 0.014884 & 0.1153 & 0.454301 \tabularnewline
23 & 0.061797 & 0.4787 & 0.316954 \tabularnewline
24 & -0.004272 & -0.0331 & 0.486856 \tabularnewline
25 & -0.076898 & -0.5956 & 0.276826 \tabularnewline
26 & 0.079655 & 0.617 & 0.269782 \tabularnewline
27 & 0.006917 & 0.0536 & 0.478723 \tabularnewline
28 & -0.008356 & -0.0647 & 0.474304 \tabularnewline
29 & -0.021218 & -0.1644 & 0.435003 \tabularnewline
30 & -0.029273 & -0.2267 & 0.410695 \tabularnewline
31 & -0.108701 & -0.842 & 0.201567 \tabularnewline
32 & -0.099265 & -0.7689 & 0.222484 \tabularnewline
33 & 0.102135 & 0.7911 & 0.215992 \tabularnewline
34 & -0.02878 & -0.2229 & 0.412175 \tabularnewline
35 & -0.038395 & -0.2974 & 0.383592 \tabularnewline
36 & 0.097491 & 0.7552 & 0.226553 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68044&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]0.860559[/C][C]6.6659[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.319356[/C][C]-2.4737[/C][C]0.008109[/C][/ROW]
[ROW][C]3[/C][C]0.255404[/C][C]1.9784[/C][C]0.026243[/C][/ROW]
[ROW][C]4[/C][C]0.346537[/C][C]2.6843[/C][C]0.004691[/C][/ROW]
[ROW][C]5[/C][C]0.262989[/C][C]2.0371[/C][C]0.023029[/C][/ROW]
[ROW][C]6[/C][C]0.001074[/C][C]0.0083[/C][C]0.496694[/C][/ROW]
[ROW][C]7[/C][C]-0.197404[/C][C]-1.5291[/C][C]0.06575[/C][/ROW]
[ROW][C]8[/C][C]-0.132331[/C][C]-1.025[/C][C]0.154731[/C][/ROW]
[ROW][C]9[/C][C]-0.003555[/C][C]-0.0275[/C][C]0.489063[/C][/ROW]
[ROW][C]10[/C][C]-0.231741[/C][C]-1.7951[/C][C]0.03884[/C][/ROW]
[ROW][C]11[/C][C]0.019661[/C][C]0.1523[/C][C]0.439734[/C][/ROW]
[ROW][C]12[/C][C]-0.125909[/C][C]-0.9753[/C][C]0.166667[/C][/ROW]
[ROW][C]13[/C][C]-0.254722[/C][C]-1.9731[/C][C]0.02655[/C][/ROW]
[ROW][C]14[/C][C]0.170416[/C][C]1.32[/C][C]0.095919[/C][/ROW]
[ROW][C]15[/C][C]-0.041791[/C][C]-0.3237[/C][C]0.373641[/C][/ROW]
[ROW][C]16[/C][C]-0.134415[/C][C]-1.0412[/C][C]0.150986[/C][/ROW]
[ROW][C]17[/C][C]-0.032166[/C][C]-0.2492[/C][C]0.402045[/C][/ROW]
[ROW][C]18[/C][C]-0.060823[/C][C]-0.4711[/C][C]0.319626[/C][/ROW]
[ROW][C]19[/C][C]0.019349[/C][C]0.1499[/C][C]0.440682[/C][/ROW]
[ROW][C]20[/C][C]-0.001466[/C][C]-0.0114[/C][C]0.495488[/C][/ROW]
[ROW][C]21[/C][C]0.001795[/C][C]0.0139[/C][C]0.494477[/C][/ROW]
[ROW][C]22[/C][C]0.014884[/C][C]0.1153[/C][C]0.454301[/C][/ROW]
[ROW][C]23[/C][C]0.061797[/C][C]0.4787[/C][C]0.316954[/C][/ROW]
[ROW][C]24[/C][C]-0.004272[/C][C]-0.0331[/C][C]0.486856[/C][/ROW]
[ROW][C]25[/C][C]-0.076898[/C][C]-0.5956[/C][C]0.276826[/C][/ROW]
[ROW][C]26[/C][C]0.079655[/C][C]0.617[/C][C]0.269782[/C][/ROW]
[ROW][C]27[/C][C]0.006917[/C][C]0.0536[/C][C]0.478723[/C][/ROW]
[ROW][C]28[/C][C]-0.008356[/C][C]-0.0647[/C][C]0.474304[/C][/ROW]
[ROW][C]29[/C][C]-0.021218[/C][C]-0.1644[/C][C]0.435003[/C][/ROW]
[ROW][C]30[/C][C]-0.029273[/C][C]-0.2267[/C][C]0.410695[/C][/ROW]
[ROW][C]31[/C][C]-0.108701[/C][C]-0.842[/C][C]0.201567[/C][/ROW]
[ROW][C]32[/C][C]-0.099265[/C][C]-0.7689[/C][C]0.222484[/C][/ROW]
[ROW][C]33[/C][C]0.102135[/C][C]0.7911[/C][C]0.215992[/C][/ROW]
[ROW][C]34[/C][C]-0.02878[/C][C]-0.2229[/C][C]0.412175[/C][/ROW]
[ROW][C]35[/C][C]-0.038395[/C][C]-0.2974[/C][C]0.383592[/C][/ROW]
[ROW][C]36[/C][C]0.097491[/C][C]0.7552[/C][C]0.226553[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68044&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68044&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	0.860559	6.6659	0
2	-0.319356	-2.4737	0.008109
3	0.255404	1.9784	0.026243
4	0.346537	2.6843	0.004691
5	0.262989	2.0371	0.023029
6	0.001074	0.0083	0.496694
7	-0.197404	-1.5291	0.06575
8	-0.132331	-1.025	0.154731
9	-0.003555	-0.0275	0.489063
10	-0.231741	-1.7951	0.03884
11	0.019661	0.1523	0.439734
12	-0.125909	-0.9753	0.166667
13	-0.254722	-1.9731	0.02655
14	0.170416	1.32	0.095919
15	-0.041791	-0.3237	0.373641
16	-0.134415	-1.0412	0.150986
17	-0.032166	-0.2492	0.402045
18	-0.060823	-0.4711	0.319626
19	0.019349	0.1499	0.440682
20	-0.001466	-0.0114	0.495488
21	0.001795	0.0139	0.494477
22	0.014884	0.1153	0.454301
23	0.061797	0.4787	0.316954
24	-0.004272	-0.0331	0.486856
25	-0.076898	-0.5956	0.276826
26	0.079655	0.617	0.269782
27	0.006917	0.0536	0.478723
28	-0.008356	-0.0647	0.474304
29	-0.021218	-0.1644	0.435003
30	-0.029273	-0.2267	0.410695
31	-0.108701	-0.842	0.201567
32	-0.099265	-0.7689	0.222484
33	0.102135	0.7911	0.215992
34	-0.02878	-0.2229	0.412175
35	-0.038395	-0.2974	0.383592
36	0.097491	0.7552	0.226553

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.5 ; 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