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

Tue, 15 Dec 2009 10:22:50 -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/t1260897864hqphq4o5dy235bl.htm/, Retrieved Wed, 08 May 2024 12:15:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68049, Retrieved Wed, 08 May 2024 12:15:50 +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

120

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 14:47:30] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-02 16:08:46] [6ba840d2473f9a55d7b3e13093db69b8]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-15 17:22:50] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

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	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=68049&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=68049&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68049&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	0.216574	1.4689	0.074336
2	-0.24387	-1.654	0.052468
3	-0.412884	-2.8003	0.00372
4	-0.410705	-2.7855	0.003868
5	-0.056721	-0.3847	0.351117
6	0.174894	1.1862	0.120819
7	0.345735	2.3449	0.011702
8	0.24795	1.6817	0.049705
9	-0.095436	-0.6473	0.260336
10	-0.115635	-0.7843	0.218449
11	-0.09758	-0.6618	0.255694
12	-0.253661	-1.7204	0.046039
13	-0.049011	-0.3324	0.370545
14	0.198297	1.3449	0.092623
15	0.191861	1.3013	0.099824
16	0.006655	0.0451	0.482097
17	-0.057888	-0.3926	0.348208
18	-0.046172	-0.3132	0.377789
19	-0.126676	-0.8592	0.197355
20	0.012682	0.086	0.465915
21	0.188605	1.2792	0.103624
22	0.053284	0.3614	0.359732
23	-0.075989	-0.5154	0.304378
24	-0.173672	-1.1779	0.122447
25	-0.018644	-0.1265	0.449962
26	0.103457	0.7017	0.243208
27	0.089872	0.6095	0.272582
28	0.042506	0.2883	0.38721
29	-0.033977	-0.2304	0.409384
30	-0.176964	-1.2002	0.118098
31	-0.004435	-0.0301	0.488067
32	0.025833	0.1752	0.430842
33	0.051496	0.3493	0.364244
34	0.046733	0.317	0.376355
35	-8.2e-05	-6e-04	0.499778
36	0.034738	0.2356	0.407394

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.216574 & 1.4689 & 0.074336 \tabularnewline
2 & -0.24387 & -1.654 & 0.052468 \tabularnewline
3 & -0.412884 & -2.8003 & 0.00372 \tabularnewline
4 & -0.410705 & -2.7855 & 0.003868 \tabularnewline
5 & -0.056721 & -0.3847 & 0.351117 \tabularnewline
6 & 0.174894 & 1.1862 & 0.120819 \tabularnewline
7 & 0.345735 & 2.3449 & 0.011702 \tabularnewline
8 & 0.24795 & 1.6817 & 0.049705 \tabularnewline
9 & -0.095436 & -0.6473 & 0.260336 \tabularnewline
10 & -0.115635 & -0.7843 & 0.218449 \tabularnewline
11 & -0.09758 & -0.6618 & 0.255694 \tabularnewline
12 & -0.253661 & -1.7204 & 0.046039 \tabularnewline
13 & -0.049011 & -0.3324 & 0.370545 \tabularnewline
14 & 0.198297 & 1.3449 & 0.092623 \tabularnewline
15 & 0.191861 & 1.3013 & 0.099824 \tabularnewline
16 & 0.006655 & 0.0451 & 0.482097 \tabularnewline
17 & -0.057888 & -0.3926 & 0.348208 \tabularnewline
18 & -0.046172 & -0.3132 & 0.377789 \tabularnewline
19 & -0.126676 & -0.8592 & 0.197355 \tabularnewline
20 & 0.012682 & 0.086 & 0.465915 \tabularnewline
21 & 0.188605 & 1.2792 & 0.103624 \tabularnewline
22 & 0.053284 & 0.3614 & 0.359732 \tabularnewline
23 & -0.075989 & -0.5154 & 0.304378 \tabularnewline
24 & -0.173672 & -1.1779 & 0.122447 \tabularnewline
25 & -0.018644 & -0.1265 & 0.449962 \tabularnewline
26 & 0.103457 & 0.7017 & 0.243208 \tabularnewline
27 & 0.089872 & 0.6095 & 0.272582 \tabularnewline
28 & 0.042506 & 0.2883 & 0.38721 \tabularnewline
29 & -0.033977 & -0.2304 & 0.409384 \tabularnewline
30 & -0.176964 & -1.2002 & 0.118098 \tabularnewline
31 & -0.004435 & -0.0301 & 0.488067 \tabularnewline
32 & 0.025833 & 0.1752 & 0.430842 \tabularnewline
33 & 0.051496 & 0.3493 & 0.364244 \tabularnewline
34 & 0.046733 & 0.317 & 0.376355 \tabularnewline
35 & -8.2e-05 & -6e-04 & 0.499778 \tabularnewline
36 & 0.034738 & 0.2356 & 0.407394 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68049&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]0.216574[/C][C]1.4689[/C][C]0.074336[/C][/ROW]
[ROW][C]2[/C][C]-0.24387[/C][C]-1.654[/C][C]0.052468[/C][/ROW]
[ROW][C]3[/C][C]-0.412884[/C][C]-2.8003[/C][C]0.00372[/C][/ROW]
[ROW][C]4[/C][C]-0.410705[/C][C]-2.7855[/C][C]0.003868[/C][/ROW]
[ROW][C]5[/C][C]-0.056721[/C][C]-0.3847[/C][C]0.351117[/C][/ROW]
[ROW][C]6[/C][C]0.174894[/C][C]1.1862[/C][C]0.120819[/C][/ROW]
[ROW][C]7[/C][C]0.345735[/C][C]2.3449[/C][C]0.011702[/C][/ROW]
[ROW][C]8[/C][C]0.24795[/C][C]1.6817[/C][C]0.049705[/C][/ROW]
[ROW][C]9[/C][C]-0.095436[/C][C]-0.6473[/C][C]0.260336[/C][/ROW]
[ROW][C]10[/C][C]-0.115635[/C][C]-0.7843[/C][C]0.218449[/C][/ROW]
[ROW][C]11[/C][C]-0.09758[/C][C]-0.6618[/C][C]0.255694[/C][/ROW]
[ROW][C]12[/C][C]-0.253661[/C][C]-1.7204[/C][C]0.046039[/C][/ROW]
[ROW][C]13[/C][C]-0.049011[/C][C]-0.3324[/C][C]0.370545[/C][/ROW]
[ROW][C]14[/C][C]0.198297[/C][C]1.3449[/C][C]0.092623[/C][/ROW]
[ROW][C]15[/C][C]0.191861[/C][C]1.3013[/C][C]0.099824[/C][/ROW]
[ROW][C]16[/C][C]0.006655[/C][C]0.0451[/C][C]0.482097[/C][/ROW]
[ROW][C]17[/C][C]-0.057888[/C][C]-0.3926[/C][C]0.348208[/C][/ROW]
[ROW][C]18[/C][C]-0.046172[/C][C]-0.3132[/C][C]0.377789[/C][/ROW]
[ROW][C]19[/C][C]-0.126676[/C][C]-0.8592[/C][C]0.197355[/C][/ROW]
[ROW][C]20[/C][C]0.012682[/C][C]0.086[/C][C]0.465915[/C][/ROW]
[ROW][C]21[/C][C]0.188605[/C][C]1.2792[/C][C]0.103624[/C][/ROW]
[ROW][C]22[/C][C]0.053284[/C][C]0.3614[/C][C]0.359732[/C][/ROW]
[ROW][C]23[/C][C]-0.075989[/C][C]-0.5154[/C][C]0.304378[/C][/ROW]
[ROW][C]24[/C][C]-0.173672[/C][C]-1.1779[/C][C]0.122447[/C][/ROW]
[ROW][C]25[/C][C]-0.018644[/C][C]-0.1265[/C][C]0.449962[/C][/ROW]
[ROW][C]26[/C][C]0.103457[/C][C]0.7017[/C][C]0.243208[/C][/ROW]
[ROW][C]27[/C][C]0.089872[/C][C]0.6095[/C][C]0.272582[/C][/ROW]
[ROW][C]28[/C][C]0.042506[/C][C]0.2883[/C][C]0.38721[/C][/ROW]
[ROW][C]29[/C][C]-0.033977[/C][C]-0.2304[/C][C]0.409384[/C][/ROW]
[ROW][C]30[/C][C]-0.176964[/C][C]-1.2002[/C][C]0.118098[/C][/ROW]
[ROW][C]31[/C][C]-0.004435[/C][C]-0.0301[/C][C]0.488067[/C][/ROW]
[ROW][C]32[/C][C]0.025833[/C][C]0.1752[/C][C]0.430842[/C][/ROW]
[ROW][C]33[/C][C]0.051496[/C][C]0.3493[/C][C]0.364244[/C][/ROW]
[ROW][C]34[/C][C]0.046733[/C][C]0.317[/C][C]0.376355[/C][/ROW]
[ROW][C]35[/C][C]-8.2e-05[/C][C]-6e-04[/C][C]0.499778[/C][/ROW]
[ROW][C]36[/C][C]0.034738[/C][C]0.2356[/C][C]0.407394[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68049&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68049&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	0.216574	1.4689	0.074336
2	-0.24387	-1.654	0.052468
3	-0.412884	-2.8003	0.00372
4	-0.410705	-2.7855	0.003868
5	-0.056721	-0.3847	0.351117
6	0.174894	1.1862	0.120819
7	0.345735	2.3449	0.011702
8	0.24795	1.6817	0.049705
9	-0.095436	-0.6473	0.260336
10	-0.115635	-0.7843	0.218449
11	-0.09758	-0.6618	0.255694
12	-0.253661	-1.7204	0.046039
13	-0.049011	-0.3324	0.370545
14	0.198297	1.3449	0.092623
15	0.191861	1.3013	0.099824
16	0.006655	0.0451	0.482097
17	-0.057888	-0.3926	0.348208
18	-0.046172	-0.3132	0.377789
19	-0.126676	-0.8592	0.197355
20	0.012682	0.086	0.465915
21	0.188605	1.2792	0.103624
22	0.053284	0.3614	0.359732
23	-0.075989	-0.5154	0.304378
24	-0.173672	-1.1779	0.122447
25	-0.018644	-0.1265	0.449962
26	0.103457	0.7017	0.243208
27	0.089872	0.6095	0.272582
28	0.042506	0.2883	0.38721
29	-0.033977	-0.2304	0.409384
30	-0.176964	-1.2002	0.118098
31	-0.004435	-0.0301	0.488067
32	0.025833	0.1752	0.430842
33	0.051496	0.3493	0.364244
34	0.046733	0.317	0.376355
35	-8.2e-05	-6e-04	0.499778
36	0.034738	0.2356	0.407394

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.216574	1.4689	0.074336
2	-0.305084	-2.0692	0.022087
3	-0.321478	-2.1804	0.017191
4	-0.409155	-2.775	0.003976
5	-0.202921	-1.3763	0.087699
6	-0.244594	-1.6589	0.051969
7	-0.036401	-0.2469	0.403048
8	-0.025713	-0.1744	0.431161
9	-0.136602	-0.9265	0.179516
10	0.124397	0.8437	0.201601
11	0.168664	1.1439	0.129284
12	-0.185172	-1.2559	0.107747
13	-0.033421	-0.2267	0.410842
14	0.117309	0.7956	0.215166
15	-0.025902	-0.1757	0.430661
16	-0.209049	-1.4178	0.081488
17	-0.020128	-0.1365	0.446005
18	-0.014649	-0.0994	0.460643
19	-0.146921	-0.9965	0.162118
20	0.102981	0.6985	0.244205
21	0.195288	1.3245	0.095939
22	-0.014218	-0.0964	0.461799
23	0.120249	0.8156	0.209474
24	-0.037223	-0.2525	0.400906
25	-0.027979	-0.1898	0.425165
26	0.103011	0.6987	0.244144
27	0.093866	0.6366	0.26376
28	-0.24277	-1.6465	0.053234
29	-0.034342	-0.2329	0.408428
30	-0.029069	-0.1972	0.422288
31	-0.017865	-0.1212	0.452045
32	-0.162388	-1.1014	0.138233
33	0.101302	0.6871	0.247745
34	-0.051563	-0.3497	0.364073
35	-0.046752	-0.3171	0.376307
36	0.069794	0.4734	0.319097

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.216574 & 1.4689 & 0.074336 \tabularnewline
2 & -0.305084 & -2.0692 & 0.022087 \tabularnewline
3 & -0.321478 & -2.1804 & 0.017191 \tabularnewline
4 & -0.409155 & -2.775 & 0.003976 \tabularnewline
5 & -0.202921 & -1.3763 & 0.087699 \tabularnewline
6 & -0.244594 & -1.6589 & 0.051969 \tabularnewline
7 & -0.036401 & -0.2469 & 0.403048 \tabularnewline
8 & -0.025713 & -0.1744 & 0.431161 \tabularnewline
9 & -0.136602 & -0.9265 & 0.179516 \tabularnewline
10 & 0.124397 & 0.8437 & 0.201601 \tabularnewline
11 & 0.168664 & 1.1439 & 0.129284 \tabularnewline
12 & -0.185172 & -1.2559 & 0.107747 \tabularnewline
13 & -0.033421 & -0.2267 & 0.410842 \tabularnewline
14 & 0.117309 & 0.7956 & 0.215166 \tabularnewline
15 & -0.025902 & -0.1757 & 0.430661 \tabularnewline
16 & -0.209049 & -1.4178 & 0.081488 \tabularnewline
17 & -0.020128 & -0.1365 & 0.446005 \tabularnewline
18 & -0.014649 & -0.0994 & 0.460643 \tabularnewline
19 & -0.146921 & -0.9965 & 0.162118 \tabularnewline
20 & 0.102981 & 0.6985 & 0.244205 \tabularnewline
21 & 0.195288 & 1.3245 & 0.095939 \tabularnewline
22 & -0.014218 & -0.0964 & 0.461799 \tabularnewline
23 & 0.120249 & 0.8156 & 0.209474 \tabularnewline
24 & -0.037223 & -0.2525 & 0.400906 \tabularnewline
25 & -0.027979 & -0.1898 & 0.425165 \tabularnewline
26 & 0.103011 & 0.6987 & 0.244144 \tabularnewline
27 & 0.093866 & 0.6366 & 0.26376 \tabularnewline
28 & -0.24277 & -1.6465 & 0.053234 \tabularnewline
29 & -0.034342 & -0.2329 & 0.408428 \tabularnewline
30 & -0.029069 & -0.1972 & 0.422288 \tabularnewline
31 & -0.017865 & -0.1212 & 0.452045 \tabularnewline
32 & -0.162388 & -1.1014 & 0.138233 \tabularnewline
33 & 0.101302 & 0.6871 & 0.247745 \tabularnewline
34 & -0.051563 & -0.3497 & 0.364073 \tabularnewline
35 & -0.046752 & -0.3171 & 0.376307 \tabularnewline
36 & 0.069794 & 0.4734 & 0.319097 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68049&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]0.216574[/C][C]1.4689[/C][C]0.074336[/C][/ROW]
[ROW][C]2[/C][C]-0.305084[/C][C]-2.0692[/C][C]0.022087[/C][/ROW]
[ROW][C]3[/C][C]-0.321478[/C][C]-2.1804[/C][C]0.017191[/C][/ROW]
[ROW][C]4[/C][C]-0.409155[/C][C]-2.775[/C][C]0.003976[/C][/ROW]
[ROW][C]5[/C][C]-0.202921[/C][C]-1.3763[/C][C]0.087699[/C][/ROW]
[ROW][C]6[/C][C]-0.244594[/C][C]-1.6589[/C][C]0.051969[/C][/ROW]
[ROW][C]7[/C][C]-0.036401[/C][C]-0.2469[/C][C]0.403048[/C][/ROW]
[ROW][C]8[/C][C]-0.025713[/C][C]-0.1744[/C][C]0.431161[/C][/ROW]
[ROW][C]9[/C][C]-0.136602[/C][C]-0.9265[/C][C]0.179516[/C][/ROW]
[ROW][C]10[/C][C]0.124397[/C][C]0.8437[/C][C]0.201601[/C][/ROW]
[ROW][C]11[/C][C]0.168664[/C][C]1.1439[/C][C]0.129284[/C][/ROW]
[ROW][C]12[/C][C]-0.185172[/C][C]-1.2559[/C][C]0.107747[/C][/ROW]
[ROW][C]13[/C][C]-0.033421[/C][C]-0.2267[/C][C]0.410842[/C][/ROW]
[ROW][C]14[/C][C]0.117309[/C][C]0.7956[/C][C]0.215166[/C][/ROW]
[ROW][C]15[/C][C]-0.025902[/C][C]-0.1757[/C][C]0.430661[/C][/ROW]
[ROW][C]16[/C][C]-0.209049[/C][C]-1.4178[/C][C]0.081488[/C][/ROW]
[ROW][C]17[/C][C]-0.020128[/C][C]-0.1365[/C][C]0.446005[/C][/ROW]
[ROW][C]18[/C][C]-0.014649[/C][C]-0.0994[/C][C]0.460643[/C][/ROW]
[ROW][C]19[/C][C]-0.146921[/C][C]-0.9965[/C][C]0.162118[/C][/ROW]
[ROW][C]20[/C][C]0.102981[/C][C]0.6985[/C][C]0.244205[/C][/ROW]
[ROW][C]21[/C][C]0.195288[/C][C]1.3245[/C][C]0.095939[/C][/ROW]
[ROW][C]22[/C][C]-0.014218[/C][C]-0.0964[/C][C]0.461799[/C][/ROW]
[ROW][C]23[/C][C]0.120249[/C][C]0.8156[/C][C]0.209474[/C][/ROW]
[ROW][C]24[/C][C]-0.037223[/C][C]-0.2525[/C][C]0.400906[/C][/ROW]
[ROW][C]25[/C][C]-0.027979[/C][C]-0.1898[/C][C]0.425165[/C][/ROW]
[ROW][C]26[/C][C]0.103011[/C][C]0.6987[/C][C]0.244144[/C][/ROW]
[ROW][C]27[/C][C]0.093866[/C][C]0.6366[/C][C]0.26376[/C][/ROW]
[ROW][C]28[/C][C]-0.24277[/C][C]-1.6465[/C][C]0.053234[/C][/ROW]
[ROW][C]29[/C][C]-0.034342[/C][C]-0.2329[/C][C]0.408428[/C][/ROW]
[ROW][C]30[/C][C]-0.029069[/C][C]-0.1972[/C][C]0.422288[/C][/ROW]
[ROW][C]31[/C][C]-0.017865[/C][C]-0.1212[/C][C]0.452045[/C][/ROW]
[ROW][C]32[/C][C]-0.162388[/C][C]-1.1014[/C][C]0.138233[/C][/ROW]
[ROW][C]33[/C][C]0.101302[/C][C]0.6871[/C][C]0.247745[/C][/ROW]
[ROW][C]34[/C][C]-0.051563[/C][C]-0.3497[/C][C]0.364073[/C][/ROW]
[ROW][C]35[/C][C]-0.046752[/C][C]-0.3171[/C][C]0.376307[/C][/ROW]
[ROW][C]36[/C][C]0.069794[/C][C]0.4734[/C][C]0.319097[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68049&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68049&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	0.216574	1.4689	0.074336
2	-0.305084	-2.0692	0.022087
3	-0.321478	-2.1804	0.017191
4	-0.409155	-2.775	0.003976
5	-0.202921	-1.3763	0.087699
6	-0.244594	-1.6589	0.051969
7	-0.036401	-0.2469	0.403048
8	-0.025713	-0.1744	0.431161
9	-0.136602	-0.9265	0.179516
10	0.124397	0.8437	0.201601
11	0.168664	1.1439	0.129284
12	-0.185172	-1.2559	0.107747
13	-0.033421	-0.2267	0.410842
14	0.117309	0.7956	0.215166
15	-0.025902	-0.1757	0.430661
16	-0.209049	-1.4178	0.081488
17	-0.020128	-0.1365	0.446005
18	-0.014649	-0.0994	0.460643
19	-0.146921	-0.9965	0.162118
20	0.102981	0.6985	0.244205
21	0.195288	1.3245	0.095939
22	-0.014218	-0.0964	0.461799
23	0.120249	0.8156	0.209474
24	-0.037223	-0.2525	0.400906
25	-0.027979	-0.1898	0.425165
26	0.103011	0.6987	0.244144
27	0.093866	0.6366	0.26376
28	-0.24277	-1.6465	0.053234
29	-0.034342	-0.2329	0.408428
30	-0.029069	-0.1972	0.422288
31	-0.017865	-0.1212	0.452045
32	-0.162388	-1.1014	0.138233
33	0.101302	0.6871	0.247745
34	-0.051563	-0.3497	0.364073
35	-0.046752	-0.3171	0.376307
36	0.069794	0.4734	0.319097

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.5 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.5 ; par3 = 2 ; 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