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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

Thu, 17 Dec 2009 02:27:16 -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/17/t1261042098ht9nx8ezqcbqhec.htm/, Retrieved Tue, 30 Apr 2024 01:47:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68656, Retrieved Tue, 30 Apr 2024 01:47:48 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

171

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-   PD                  [(Partial) Autocorrelation Function] [Thee] [2009-12-17 09:27:16] [5c2088b06970f9a7d6fea063ee8d5871] [Current]

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Dataseries X:

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Histogram

Boxplots

1.56
1.57
1.56
1.56
1.56
1.56
1.55
1.56
1.55
1.54
1.54
1.53
1.53
1.53
1.53
1.52
1.52
1.52
1.52
1.52
1.51
1.51
1.51
1.52
1.51
1.5
1.5
1.5
1.5
1.5
1.5
1.49
1.47
1.45
1.45
1.44

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=68656&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=68656&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68656&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	-0.012962	-0.0767	0.469655
2	-0.000365	-0.0022	0.499144
3	-0.024509	-0.145	0.442772
4	0.007257	0.0429	0.483
5	-0.091967	-0.5441	0.294916
6	0.088361	0.5228	0.30222
7	0.06262	0.3705	0.356635
8	-0.148425	-0.8781	0.19294
9	0.087814	0.5195	0.303336
10	-0.198311	-1.1732	0.124314
11	0.057097	0.3378	0.368769
12	-0.042127	-0.2492	0.402321
13	0.043953	0.26	0.398183
14	-0.130351	-0.7712	0.222891
15	-0.061844	-0.3659	0.358331
16	0.118485	0.701	0.24398
17	-0.055819	-0.3302	0.371597
18	0.049429	0.2924	0.385843
19	-0.124874	-0.7388	0.232487
20	-0.000456	-0.0027	0.49893
21	-0.04377	-0.2589	0.398597
22	0.1733	1.0253	0.156138
23	0.035737	0.2114	0.416892
24	0.048334	0.2859	0.388302
25	-0.031721	-0.1877	0.426113
26	-0.038293	-0.2265	0.411048
27	0.086125	0.5095	0.306792
28	-0.12492	-0.739	0.232406
29	0.01707	0.101	0.460069
30	-0.026244	-0.1553	0.438754
31	-0.069557	-0.4115	0.341605
32	-0.149612	-0.8851	0.191067
33	0.049886	0.2951	0.38482
34	-0.049338	-0.2919	0.386047
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.012962 & -0.0767 & 0.469655 \tabularnewline
2 & -0.000365 & -0.0022 & 0.499144 \tabularnewline
3 & -0.024509 & -0.145 & 0.442772 \tabularnewline
4 & 0.007257 & 0.0429 & 0.483 \tabularnewline
5 & -0.091967 & -0.5441 & 0.294916 \tabularnewline
6 & 0.088361 & 0.5228 & 0.30222 \tabularnewline
7 & 0.06262 & 0.3705 & 0.356635 \tabularnewline
8 & -0.148425 & -0.8781 & 0.19294 \tabularnewline
9 & 0.087814 & 0.5195 & 0.303336 \tabularnewline
10 & -0.198311 & -1.1732 & 0.124314 \tabularnewline
11 & 0.057097 & 0.3378 & 0.368769 \tabularnewline
12 & -0.042127 & -0.2492 & 0.402321 \tabularnewline
13 & 0.043953 & 0.26 & 0.398183 \tabularnewline
14 & -0.130351 & -0.7712 & 0.222891 \tabularnewline
15 & -0.061844 & -0.3659 & 0.358331 \tabularnewline
16 & 0.118485 & 0.701 & 0.24398 \tabularnewline
17 & -0.055819 & -0.3302 & 0.371597 \tabularnewline
18 & 0.049429 & 0.2924 & 0.385843 \tabularnewline
19 & -0.124874 & -0.7388 & 0.232487 \tabularnewline
20 & -0.000456 & -0.0027 & 0.49893 \tabularnewline
21 & -0.04377 & -0.2589 & 0.398597 \tabularnewline
22 & 0.1733 & 1.0253 & 0.156138 \tabularnewline
23 & 0.035737 & 0.2114 & 0.416892 \tabularnewline
24 & 0.048334 & 0.2859 & 0.388302 \tabularnewline
25 & -0.031721 & -0.1877 & 0.426113 \tabularnewline
26 & -0.038293 & -0.2265 & 0.411048 \tabularnewline
27 & 0.086125 & 0.5095 & 0.306792 \tabularnewline
28 & -0.12492 & -0.739 & 0.232406 \tabularnewline
29 & 0.01707 & 0.101 & 0.460069 \tabularnewline
30 & -0.026244 & -0.1553 & 0.438754 \tabularnewline
31 & -0.069557 & -0.4115 & 0.341605 \tabularnewline
32 & -0.149612 & -0.8851 & 0.191067 \tabularnewline
33 & 0.049886 & 0.2951 & 0.38482 \tabularnewline
34 & -0.049338 & -0.2919 & 0.386047 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68656&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]-0.012962[/C][C]-0.0767[/C][C]0.469655[/C][/ROW]
[ROW][C]2[/C][C]-0.000365[/C][C]-0.0022[/C][C]0.499144[/C][/ROW]
[ROW][C]3[/C][C]-0.024509[/C][C]-0.145[/C][C]0.442772[/C][/ROW]
[ROW][C]4[/C][C]0.007257[/C][C]0.0429[/C][C]0.483[/C][/ROW]
[ROW][C]5[/C][C]-0.091967[/C][C]-0.5441[/C][C]0.294916[/C][/ROW]
[ROW][C]6[/C][C]0.088361[/C][C]0.5228[/C][C]0.30222[/C][/ROW]
[ROW][C]7[/C][C]0.06262[/C][C]0.3705[/C][C]0.356635[/C][/ROW]
[ROW][C]8[/C][C]-0.148425[/C][C]-0.8781[/C][C]0.19294[/C][/ROW]
[ROW][C]9[/C][C]0.087814[/C][C]0.5195[/C][C]0.303336[/C][/ROW]
[ROW][C]10[/C][C]-0.198311[/C][C]-1.1732[/C][C]0.124314[/C][/ROW]
[ROW][C]11[/C][C]0.057097[/C][C]0.3378[/C][C]0.368769[/C][/ROW]
[ROW][C]12[/C][C]-0.042127[/C][C]-0.2492[/C][C]0.402321[/C][/ROW]
[ROW][C]13[/C][C]0.043953[/C][C]0.26[/C][C]0.398183[/C][/ROW]
[ROW][C]14[/C][C]-0.130351[/C][C]-0.7712[/C][C]0.222891[/C][/ROW]
[ROW][C]15[/C][C]-0.061844[/C][C]-0.3659[/C][C]0.358331[/C][/ROW]
[ROW][C]16[/C][C]0.118485[/C][C]0.701[/C][C]0.24398[/C][/ROW]
[ROW][C]17[/C][C]-0.055819[/C][C]-0.3302[/C][C]0.371597[/C][/ROW]
[ROW][C]18[/C][C]0.049429[/C][C]0.2924[/C][C]0.385843[/C][/ROW]
[ROW][C]19[/C][C]-0.124874[/C][C]-0.7388[/C][C]0.232487[/C][/ROW]
[ROW][C]20[/C][C]-0.000456[/C][C]-0.0027[/C][C]0.49893[/C][/ROW]
[ROW][C]21[/C][C]-0.04377[/C][C]-0.2589[/C][C]0.398597[/C][/ROW]
[ROW][C]22[/C][C]0.1733[/C][C]1.0253[/C][C]0.156138[/C][/ROW]
[ROW][C]23[/C][C]0.035737[/C][C]0.2114[/C][C]0.416892[/C][/ROW]
[ROW][C]24[/C][C]0.048334[/C][C]0.2859[/C][C]0.388302[/C][/ROW]
[ROW][C]25[/C][C]-0.031721[/C][C]-0.1877[/C][C]0.426113[/C][/ROW]
[ROW][C]26[/C][C]-0.038293[/C][C]-0.2265[/C][C]0.411048[/C][/ROW]
[ROW][C]27[/C][C]0.086125[/C][C]0.5095[/C][C]0.306792[/C][/ROW]
[ROW][C]28[/C][C]-0.12492[/C][C]-0.739[/C][C]0.232406[/C][/ROW]
[ROW][C]29[/C][C]0.01707[/C][C]0.101[/C][C]0.460069[/C][/ROW]
[ROW][C]30[/C][C]-0.026244[/C][C]-0.1553[/C][C]0.438754[/C][/ROW]
[ROW][C]31[/C][C]-0.069557[/C][C]-0.4115[/C][C]0.341605[/C][/ROW]
[ROW][C]32[/C][C]-0.149612[/C][C]-0.8851[/C][C]0.191067[/C][/ROW]
[ROW][C]33[/C][C]0.049886[/C][C]0.2951[/C][C]0.38482[/C][/ROW]
[ROW][C]34[/C][C]-0.049338[/C][C]-0.2919[/C][C]0.386047[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68656&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68656&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	-0.012962	-0.0767	0.469655
2	-0.000365	-0.0022	0.499144
3	-0.024509	-0.145	0.442772
4	0.007257	0.0429	0.483
5	-0.091967	-0.5441	0.294916
6	0.088361	0.5228	0.30222
7	0.06262	0.3705	0.356635
8	-0.148425	-0.8781	0.19294
9	0.087814	0.5195	0.303336
10	-0.198311	-1.1732	0.124314
11	0.057097	0.3378	0.368769
12	-0.042127	-0.2492	0.402321
13	0.043953	0.26	0.398183
14	-0.130351	-0.7712	0.222891
15	-0.061844	-0.3659	0.358331
16	0.118485	0.701	0.24398
17	-0.055819	-0.3302	0.371597
18	0.049429	0.2924	0.385843
19	-0.124874	-0.7388	0.232487
20	-0.000456	-0.0027	0.49893
21	-0.04377	-0.2589	0.398597
22	0.1733	1.0253	0.156138
23	0.035737	0.2114	0.416892
24	0.048334	0.2859	0.388302
25	-0.031721	-0.1877	0.426113
26	-0.038293	-0.2265	0.411048
27	0.086125	0.5095	0.306792
28	-0.12492	-0.739	0.232406
29	0.01707	0.101	0.460069
30	-0.026244	-0.1553	0.438754
31	-0.069557	-0.4115	0.341605
32	-0.149612	-0.8851	0.191067
33	0.049886	0.2951	0.38482
34	-0.049338	-0.2919	0.386047
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.012962	-0.0767	0.469655
2	-0.000533	-0.0032	0.49875
3	-0.024525	-0.1451	0.442735
4	0.006626	0.0392	0.484478
5	-0.091893	-0.5436	0.295066
6	0.086269	0.5104	0.306497
7	0.065141	0.3854	0.351144
8	-0.154723	-0.9154	0.183136
9	0.095942	0.5676	0.286965
10	-0.214982	-1.2718	0.105907
11	0.078831	0.4664	0.321919
12	-0.041405	-0.245	0.403961
13	-0.00631	-0.0373	0.485217
14	-0.087461	-0.5174	0.304058
15	-0.111274	-0.6583	0.257324
16	0.16247	0.9612	0.171527
17	-0.061889	-0.3661	0.358233
18	0.002668	0.0158	0.493748
19	-0.105774	-0.6258	0.267764
20	-0.071549	-0.4233	0.337337
21	0.074112	0.4385	0.331876
22	0.083858	0.4961	0.311459
23	0.056381	0.3336	0.370353
24	0.016697	0.0988	0.460939
25	-0.086249	-0.5103	0.306538
26	0.072174	0.427	0.336001
27	0.049588	0.2934	0.385486
28	-0.140714	-0.8325	0.205393
29	-0.059889	-0.3543	0.362616
30	-0.002682	-0.0159	0.493715
31	-0.07096	-0.4198	0.338596
32	-0.090943	-0.538	0.296982
33	-0.017427	-0.1031	0.459236
34	-0.065886	-0.3898	0.349528
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.012962 & -0.0767 & 0.469655 \tabularnewline
2 & -0.000533 & -0.0032 & 0.49875 \tabularnewline
3 & -0.024525 & -0.1451 & 0.442735 \tabularnewline
4 & 0.006626 & 0.0392 & 0.484478 \tabularnewline
5 & -0.091893 & -0.5436 & 0.295066 \tabularnewline
6 & 0.086269 & 0.5104 & 0.306497 \tabularnewline
7 & 0.065141 & 0.3854 & 0.351144 \tabularnewline
8 & -0.154723 & -0.9154 & 0.183136 \tabularnewline
9 & 0.095942 & 0.5676 & 0.286965 \tabularnewline
10 & -0.214982 & -1.2718 & 0.105907 \tabularnewline
11 & 0.078831 & 0.4664 & 0.321919 \tabularnewline
12 & -0.041405 & -0.245 & 0.403961 \tabularnewline
13 & -0.00631 & -0.0373 & 0.485217 \tabularnewline
14 & -0.087461 & -0.5174 & 0.304058 \tabularnewline
15 & -0.111274 & -0.6583 & 0.257324 \tabularnewline
16 & 0.16247 & 0.9612 & 0.171527 \tabularnewline
17 & -0.061889 & -0.3661 & 0.358233 \tabularnewline
18 & 0.002668 & 0.0158 & 0.493748 \tabularnewline
19 & -0.105774 & -0.6258 & 0.267764 \tabularnewline
20 & -0.071549 & -0.4233 & 0.337337 \tabularnewline
21 & 0.074112 & 0.4385 & 0.331876 \tabularnewline
22 & 0.083858 & 0.4961 & 0.311459 \tabularnewline
23 & 0.056381 & 0.3336 & 0.370353 \tabularnewline
24 & 0.016697 & 0.0988 & 0.460939 \tabularnewline
25 & -0.086249 & -0.5103 & 0.306538 \tabularnewline
26 & 0.072174 & 0.427 & 0.336001 \tabularnewline
27 & 0.049588 & 0.2934 & 0.385486 \tabularnewline
28 & -0.140714 & -0.8325 & 0.205393 \tabularnewline
29 & -0.059889 & -0.3543 & 0.362616 \tabularnewline
30 & -0.002682 & -0.0159 & 0.493715 \tabularnewline
31 & -0.07096 & -0.4198 & 0.338596 \tabularnewline
32 & -0.090943 & -0.538 & 0.296982 \tabularnewline
33 & -0.017427 & -0.1031 & 0.459236 \tabularnewline
34 & -0.065886 & -0.3898 & 0.349528 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68656&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]-0.012962[/C][C]-0.0767[/C][C]0.469655[/C][/ROW]
[ROW][C]2[/C][C]-0.000533[/C][C]-0.0032[/C][C]0.49875[/C][/ROW]
[ROW][C]3[/C][C]-0.024525[/C][C]-0.1451[/C][C]0.442735[/C][/ROW]
[ROW][C]4[/C][C]0.006626[/C][C]0.0392[/C][C]0.484478[/C][/ROW]
[ROW][C]5[/C][C]-0.091893[/C][C]-0.5436[/C][C]0.295066[/C][/ROW]
[ROW][C]6[/C][C]0.086269[/C][C]0.5104[/C][C]0.306497[/C][/ROW]
[ROW][C]7[/C][C]0.065141[/C][C]0.3854[/C][C]0.351144[/C][/ROW]
[ROW][C]8[/C][C]-0.154723[/C][C]-0.9154[/C][C]0.183136[/C][/ROW]
[ROW][C]9[/C][C]0.095942[/C][C]0.5676[/C][C]0.286965[/C][/ROW]
[ROW][C]10[/C][C]-0.214982[/C][C]-1.2718[/C][C]0.105907[/C][/ROW]
[ROW][C]11[/C][C]0.078831[/C][C]0.4664[/C][C]0.321919[/C][/ROW]
[ROW][C]12[/C][C]-0.041405[/C][C]-0.245[/C][C]0.403961[/C][/ROW]
[ROW][C]13[/C][C]-0.00631[/C][C]-0.0373[/C][C]0.485217[/C][/ROW]
[ROW][C]14[/C][C]-0.087461[/C][C]-0.5174[/C][C]0.304058[/C][/ROW]
[ROW][C]15[/C][C]-0.111274[/C][C]-0.6583[/C][C]0.257324[/C][/ROW]
[ROW][C]16[/C][C]0.16247[/C][C]0.9612[/C][C]0.171527[/C][/ROW]
[ROW][C]17[/C][C]-0.061889[/C][C]-0.3661[/C][C]0.358233[/C][/ROW]
[ROW][C]18[/C][C]0.002668[/C][C]0.0158[/C][C]0.493748[/C][/ROW]
[ROW][C]19[/C][C]-0.105774[/C][C]-0.6258[/C][C]0.267764[/C][/ROW]
[ROW][C]20[/C][C]-0.071549[/C][C]-0.4233[/C][C]0.337337[/C][/ROW]
[ROW][C]21[/C][C]0.074112[/C][C]0.4385[/C][C]0.331876[/C][/ROW]
[ROW][C]22[/C][C]0.083858[/C][C]0.4961[/C][C]0.311459[/C][/ROW]
[ROW][C]23[/C][C]0.056381[/C][C]0.3336[/C][C]0.370353[/C][/ROW]
[ROW][C]24[/C][C]0.016697[/C][C]0.0988[/C][C]0.460939[/C][/ROW]
[ROW][C]25[/C][C]-0.086249[/C][C]-0.5103[/C][C]0.306538[/C][/ROW]
[ROW][C]26[/C][C]0.072174[/C][C]0.427[/C][C]0.336001[/C][/ROW]
[ROW][C]27[/C][C]0.049588[/C][C]0.2934[/C][C]0.385486[/C][/ROW]
[ROW][C]28[/C][C]-0.140714[/C][C]-0.8325[/C][C]0.205393[/C][/ROW]
[ROW][C]29[/C][C]-0.059889[/C][C]-0.3543[/C][C]0.362616[/C][/ROW]
[ROW][C]30[/C][C]-0.002682[/C][C]-0.0159[/C][C]0.493715[/C][/ROW]
[ROW][C]31[/C][C]-0.07096[/C][C]-0.4198[/C][C]0.338596[/C][/ROW]
[ROW][C]32[/C][C]-0.090943[/C][C]-0.538[/C][C]0.296982[/C][/ROW]
[ROW][C]33[/C][C]-0.017427[/C][C]-0.1031[/C][C]0.459236[/C][/ROW]
[ROW][C]34[/C][C]-0.065886[/C][C]-0.3898[/C][C]0.349528[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68656&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68656&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	-0.012962	-0.0767	0.469655
2	-0.000533	-0.0032	0.49875
3	-0.024525	-0.1451	0.442735
4	0.006626	0.0392	0.484478
5	-0.091893	-0.5436	0.295066
6	0.086269	0.5104	0.306497
7	0.065141	0.3854	0.351144
8	-0.154723	-0.9154	0.183136
9	0.095942	0.5676	0.286965
10	-0.214982	-1.2718	0.105907
11	0.078831	0.4664	0.321919
12	-0.041405	-0.245	0.403961
13	-0.00631	-0.0373	0.485217
14	-0.087461	-0.5174	0.304058
15	-0.111274	-0.6583	0.257324
16	0.16247	0.9612	0.171527
17	-0.061889	-0.3661	0.358233
18	0.002668	0.0158	0.493748
19	-0.105774	-0.6258	0.267764
20	-0.071549	-0.4233	0.337337
21	0.074112	0.4385	0.331876
22	0.083858	0.4961	0.311459
23	0.056381	0.3336	0.370353
24	0.016697	0.0988	0.460939
25	-0.086249	-0.5103	0.306538
26	0.072174	0.427	0.336001
27	0.049588	0.2934	0.385486
28	-0.140714	-0.8325	0.205393
29	-0.059889	-0.3543	0.362616
30	-0.002682	-0.0159	0.493715
31	-0.07096	-0.4198	0.338596
32	-0.090943	-0.538	0.296982
33	-0.017427	-0.1031	0.459236
34	-0.065886	-0.3898	0.349528
35	NA	NA	NA
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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