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

Thu, 17 Dec 2009 02:46:23 -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/17/t1261043263rosmf4kdx7d58lk.htm/, Retrieved Tue, 30 Apr 2024 07:01:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68673, Retrieved Tue, 30 Apr 2024 07:01:02 +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)

-       [(Partial) Autocorrelation Function] [autocorrelatie na...] [2009-12-17 09:46:23] [a5b01ef1969ffd97a40c5fefe56a50d0] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

1.8
1.6
1.9
1.7
1.6
1.3
1.1
1.9
2.6
2.3
2.4
2.2
2
2.9
2.6
2.3
2.3
2.6
3.1
2.8
2.5
2.9
3.1
3.1
3.2
2.5
2.6
2.9
2.6
2.4
1.7
2
2.2
1.9
1.6
1.6
1.2
1.2
1.5
1.6
1.7
1.8
1.8
1.8
1.3
1.3
1.4
1.1
1.5
2.2
2.9
3.1
3.5
3.6
4.4
4.2
5.2
5.8
5.9
5.4
5.5

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=68673&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=68673&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68673&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	0.888232	6.9373	0
2	0.76697	5.9902	0
3	0.635058	4.96	3e-06
4	0.500733	3.9109	0.000117
5	0.377303	2.9468	0.002271
6	0.262704	2.0518	0.022245
7	0.1247	0.9739	0.166967
8	0.039025	0.3048	0.380779
9	-0.048066	-0.3754	0.354329
10	-0.122943	-0.9602	0.170368
11	-0.195184	-1.5244	0.066284
12	-0.264339	-2.0646	0.021612
13	-0.2764	-2.1588	0.017406
14	-0.256036	-1.9997	0.024995
15	-0.268318	-2.0956	0.020136
16	-0.278335	-2.1739	0.016803
17	-0.287751	-2.2474	0.014121
18	-0.300137	-2.3441	0.011172
19	-0.300621	-2.3479	0.011069
20	-0.31684	-2.4746	0.008067
21	-0.315311	-2.4627	0.008315
22	-0.292887	-2.2875	0.012823
23	-0.258938	-2.0224	0.023765
24	-0.197155	-1.5398	0.064387
25	-0.132248	-1.0329	0.152867
26	-0.099278	-0.7754	0.220554
27	-0.04638	-0.3622	0.359211
28	0.00414	0.0323	0.487155
29	0.047219	0.3688	0.356779
30	0.098204	0.767	0.22302
31	0.143989	1.1246	0.132585
32	0.170249	1.3297	0.094286
33	0.187164	1.4618	0.074465
34	0.181755	1.4196	0.080414
35	0.188325	1.4709	0.073234
36	0.19273	1.5053	0.068708

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.888232 & 6.9373 & 0 \tabularnewline
2 & 0.76697 & 5.9902 & 0 \tabularnewline
3 & 0.635058 & 4.96 & 3e-06 \tabularnewline
4 & 0.500733 & 3.9109 & 0.000117 \tabularnewline
5 & 0.377303 & 2.9468 & 0.002271 \tabularnewline
6 & 0.262704 & 2.0518 & 0.022245 \tabularnewline
7 & 0.1247 & 0.9739 & 0.166967 \tabularnewline
8 & 0.039025 & 0.3048 & 0.380779 \tabularnewline
9 & -0.048066 & -0.3754 & 0.354329 \tabularnewline
10 & -0.122943 & -0.9602 & 0.170368 \tabularnewline
11 & -0.195184 & -1.5244 & 0.066284 \tabularnewline
12 & -0.264339 & -2.0646 & 0.021612 \tabularnewline
13 & -0.2764 & -2.1588 & 0.017406 \tabularnewline
14 & -0.256036 & -1.9997 & 0.024995 \tabularnewline
15 & -0.268318 & -2.0956 & 0.020136 \tabularnewline
16 & -0.278335 & -2.1739 & 0.016803 \tabularnewline
17 & -0.287751 & -2.2474 & 0.014121 \tabularnewline
18 & -0.300137 & -2.3441 & 0.011172 \tabularnewline
19 & -0.300621 & -2.3479 & 0.011069 \tabularnewline
20 & -0.31684 & -2.4746 & 0.008067 \tabularnewline
21 & -0.315311 & -2.4627 & 0.008315 \tabularnewline
22 & -0.292887 & -2.2875 & 0.012823 \tabularnewline
23 & -0.258938 & -2.0224 & 0.023765 \tabularnewline
24 & -0.197155 & -1.5398 & 0.064387 \tabularnewline
25 & -0.132248 & -1.0329 & 0.152867 \tabularnewline
26 & -0.099278 & -0.7754 & 0.220554 \tabularnewline
27 & -0.04638 & -0.3622 & 0.359211 \tabularnewline
28 & 0.00414 & 0.0323 & 0.487155 \tabularnewline
29 & 0.047219 & 0.3688 & 0.356779 \tabularnewline
30 & 0.098204 & 0.767 & 0.22302 \tabularnewline
31 & 0.143989 & 1.1246 & 0.132585 \tabularnewline
32 & 0.170249 & 1.3297 & 0.094286 \tabularnewline
33 & 0.187164 & 1.4618 & 0.074465 \tabularnewline
34 & 0.181755 & 1.4196 & 0.080414 \tabularnewline
35 & 0.188325 & 1.4709 & 0.073234 \tabularnewline
36 & 0.19273 & 1.5053 & 0.068708 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68673&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]0.888232[/C][C]6.9373[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.76697[/C][C]5.9902[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.635058[/C][C]4.96[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.500733[/C][C]3.9109[/C][C]0.000117[/C][/ROW]
[ROW][C]5[/C][C]0.377303[/C][C]2.9468[/C][C]0.002271[/C][/ROW]
[ROW][C]6[/C][C]0.262704[/C][C]2.0518[/C][C]0.022245[/C][/ROW]
[ROW][C]7[/C][C]0.1247[/C][C]0.9739[/C][C]0.166967[/C][/ROW]
[ROW][C]8[/C][C]0.039025[/C][C]0.3048[/C][C]0.380779[/C][/ROW]
[ROW][C]9[/C][C]-0.048066[/C][C]-0.3754[/C][C]0.354329[/C][/ROW]
[ROW][C]10[/C][C]-0.122943[/C][C]-0.9602[/C][C]0.170368[/C][/ROW]
[ROW][C]11[/C][C]-0.195184[/C][C]-1.5244[/C][C]0.066284[/C][/ROW]
[ROW][C]12[/C][C]-0.264339[/C][C]-2.0646[/C][C]0.021612[/C][/ROW]
[ROW][C]13[/C][C]-0.2764[/C][C]-2.1588[/C][C]0.017406[/C][/ROW]
[ROW][C]14[/C][C]-0.256036[/C][C]-1.9997[/C][C]0.024995[/C][/ROW]
[ROW][C]15[/C][C]-0.268318[/C][C]-2.0956[/C][C]0.020136[/C][/ROW]
[ROW][C]16[/C][C]-0.278335[/C][C]-2.1739[/C][C]0.016803[/C][/ROW]
[ROW][C]17[/C][C]-0.287751[/C][C]-2.2474[/C][C]0.014121[/C][/ROW]
[ROW][C]18[/C][C]-0.300137[/C][C]-2.3441[/C][C]0.011172[/C][/ROW]
[ROW][C]19[/C][C]-0.300621[/C][C]-2.3479[/C][C]0.011069[/C][/ROW]
[ROW][C]20[/C][C]-0.31684[/C][C]-2.4746[/C][C]0.008067[/C][/ROW]
[ROW][C]21[/C][C]-0.315311[/C][C]-2.4627[/C][C]0.008315[/C][/ROW]
[ROW][C]22[/C][C]-0.292887[/C][C]-2.2875[/C][C]0.012823[/C][/ROW]
[ROW][C]23[/C][C]-0.258938[/C][C]-2.0224[/C][C]0.023765[/C][/ROW]
[ROW][C]24[/C][C]-0.197155[/C][C]-1.5398[/C][C]0.064387[/C][/ROW]
[ROW][C]25[/C][C]-0.132248[/C][C]-1.0329[/C][C]0.152867[/C][/ROW]
[ROW][C]26[/C][C]-0.099278[/C][C]-0.7754[/C][C]0.220554[/C][/ROW]
[ROW][C]27[/C][C]-0.04638[/C][C]-0.3622[/C][C]0.359211[/C][/ROW]
[ROW][C]28[/C][C]0.00414[/C][C]0.0323[/C][C]0.487155[/C][/ROW]
[ROW][C]29[/C][C]0.047219[/C][C]0.3688[/C][C]0.356779[/C][/ROW]
[ROW][C]30[/C][C]0.098204[/C][C]0.767[/C][C]0.22302[/C][/ROW]
[ROW][C]31[/C][C]0.143989[/C][C]1.1246[/C][C]0.132585[/C][/ROW]
[ROW][C]32[/C][C]0.170249[/C][C]1.3297[/C][C]0.094286[/C][/ROW]
[ROW][C]33[/C][C]0.187164[/C][C]1.4618[/C][C]0.074465[/C][/ROW]
[ROW][C]34[/C][C]0.181755[/C][C]1.4196[/C][C]0.080414[/C][/ROW]
[ROW][C]35[/C][C]0.188325[/C][C]1.4709[/C][C]0.073234[/C][/ROW]
[ROW][C]36[/C][C]0.19273[/C][C]1.5053[/C][C]0.068708[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68673&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68673&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	0.888232	6.9373	0
2	0.76697	5.9902	0
3	0.635058	4.96	3e-06
4	0.500733	3.9109	0.000117
5	0.377303	2.9468	0.002271
6	0.262704	2.0518	0.022245
7	0.1247	0.9739	0.166967
8	0.039025	0.3048	0.380779
9	-0.048066	-0.3754	0.354329
10	-0.122943	-0.9602	0.170368
11	-0.195184	-1.5244	0.066284
12	-0.264339	-2.0646	0.021612
13	-0.2764	-2.1588	0.017406
14	-0.256036	-1.9997	0.024995
15	-0.268318	-2.0956	0.020136
16	-0.278335	-2.1739	0.016803
17	-0.287751	-2.2474	0.014121
18	-0.300137	-2.3441	0.011172
19	-0.300621	-2.3479	0.011069
20	-0.31684	-2.4746	0.008067
21	-0.315311	-2.4627	0.008315
22	-0.292887	-2.2875	0.012823
23	-0.258938	-2.0224	0.023765
24	-0.197155	-1.5398	0.064387
25	-0.132248	-1.0329	0.152867
26	-0.099278	-0.7754	0.220554
27	-0.04638	-0.3622	0.359211
28	0.00414	0.0323	0.487155
29	0.047219	0.3688	0.356779
30	0.098204	0.767	0.22302
31	0.143989	1.1246	0.132585
32	0.170249	1.3297	0.094286
33	0.187164	1.4618	0.074465
34	0.181755	1.4196	0.080414
35	0.188325	1.4709	0.073234
36	0.19273	1.5053	0.068708

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.888232	6.9373	0
2	-0.104175	-0.8136	0.20951
3	-0.117969	-0.9214	0.180245
4	-0.089185	-0.6966	0.244363
5	-0.033775	-0.2638	0.396415
6	-0.048862	-0.3816	0.352033
7	-0.213252	-1.6655	0.050466
8	0.147151	1.1493	0.127462
9	-0.107508	-0.8397	0.202187
10	-0.049431	-0.3861	0.350396
11	-0.104092	-0.813	0.209695
12	-0.076832	-0.6001	0.27534
13	0.224816	1.7559	0.042065
14	0.00482	0.0376	0.485047
15	-0.205569	-1.6055	0.056769
16	-0.083519	-0.6523	0.258328
17	9.5e-05	7e-04	0.499704
18	-0.051761	-0.4043	0.343717
19	-0.108397	-0.8466	0.200261
20	-0.095791	-0.7481	0.228622
21	0.128326	1.0023	0.160089
22	0.002449	0.0191	0.492401
23	-0.043026	-0.336	0.368995
24	0.087739	0.6853	0.247888
25	0.087248	0.6814	0.249089
26	-0.094343	-0.7368	0.232022
27	-0.054578	-0.4263	0.335706
28	0.010498	0.082	0.46746
29	0.056529	0.4415	0.330205
30	0.03414	0.2666	0.395324
31	-0.016705	-0.1305	0.448311
32	-0.057398	-0.4483	0.327767
33	-0.013528	-0.1057	0.458101
34	0.009856	0.077	0.469447
35	0.080682	0.6301	0.265477
36	0.052503	0.4101	0.341598

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.888232 & 6.9373 & 0 \tabularnewline
2 & -0.104175 & -0.8136 & 0.20951 \tabularnewline
3 & -0.117969 & -0.9214 & 0.180245 \tabularnewline
4 & -0.089185 & -0.6966 & 0.244363 \tabularnewline
5 & -0.033775 & -0.2638 & 0.396415 \tabularnewline
6 & -0.048862 & -0.3816 & 0.352033 \tabularnewline
7 & -0.213252 & -1.6655 & 0.050466 \tabularnewline
8 & 0.147151 & 1.1493 & 0.127462 \tabularnewline
9 & -0.107508 & -0.8397 & 0.202187 \tabularnewline
10 & -0.049431 & -0.3861 & 0.350396 \tabularnewline
11 & -0.104092 & -0.813 & 0.209695 \tabularnewline
12 & -0.076832 & -0.6001 & 0.27534 \tabularnewline
13 & 0.224816 & 1.7559 & 0.042065 \tabularnewline
14 & 0.00482 & 0.0376 & 0.485047 \tabularnewline
15 & -0.205569 & -1.6055 & 0.056769 \tabularnewline
16 & -0.083519 & -0.6523 & 0.258328 \tabularnewline
17 & 9.5e-05 & 7e-04 & 0.499704 \tabularnewline
18 & -0.051761 & -0.4043 & 0.343717 \tabularnewline
19 & -0.108397 & -0.8466 & 0.200261 \tabularnewline
20 & -0.095791 & -0.7481 & 0.228622 \tabularnewline
21 & 0.128326 & 1.0023 & 0.160089 \tabularnewline
22 & 0.002449 & 0.0191 & 0.492401 \tabularnewline
23 & -0.043026 & -0.336 & 0.368995 \tabularnewline
24 & 0.087739 & 0.6853 & 0.247888 \tabularnewline
25 & 0.087248 & 0.6814 & 0.249089 \tabularnewline
26 & -0.094343 & -0.7368 & 0.232022 \tabularnewline
27 & -0.054578 & -0.4263 & 0.335706 \tabularnewline
28 & 0.010498 & 0.082 & 0.46746 \tabularnewline
29 & 0.056529 & 0.4415 & 0.330205 \tabularnewline
30 & 0.03414 & 0.2666 & 0.395324 \tabularnewline
31 & -0.016705 & -0.1305 & 0.448311 \tabularnewline
32 & -0.057398 & -0.4483 & 0.327767 \tabularnewline
33 & -0.013528 & -0.1057 & 0.458101 \tabularnewline
34 & 0.009856 & 0.077 & 0.469447 \tabularnewline
35 & 0.080682 & 0.6301 & 0.265477 \tabularnewline
36 & 0.052503 & 0.4101 & 0.341598 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68673&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]0.888232[/C][C]6.9373[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.104175[/C][C]-0.8136[/C][C]0.20951[/C][/ROW]
[ROW][C]3[/C][C]-0.117969[/C][C]-0.9214[/C][C]0.180245[/C][/ROW]
[ROW][C]4[/C][C]-0.089185[/C][C]-0.6966[/C][C]0.244363[/C][/ROW]
[ROW][C]5[/C][C]-0.033775[/C][C]-0.2638[/C][C]0.396415[/C][/ROW]
[ROW][C]6[/C][C]-0.048862[/C][C]-0.3816[/C][C]0.352033[/C][/ROW]
[ROW][C]7[/C][C]-0.213252[/C][C]-1.6655[/C][C]0.050466[/C][/ROW]
[ROW][C]8[/C][C]0.147151[/C][C]1.1493[/C][C]0.127462[/C][/ROW]
[ROW][C]9[/C][C]-0.107508[/C][C]-0.8397[/C][C]0.202187[/C][/ROW]
[ROW][C]10[/C][C]-0.049431[/C][C]-0.3861[/C][C]0.350396[/C][/ROW]
[ROW][C]11[/C][C]-0.104092[/C][C]-0.813[/C][C]0.209695[/C][/ROW]
[ROW][C]12[/C][C]-0.076832[/C][C]-0.6001[/C][C]0.27534[/C][/ROW]
[ROW][C]13[/C][C]0.224816[/C][C]1.7559[/C][C]0.042065[/C][/ROW]
[ROW][C]14[/C][C]0.00482[/C][C]0.0376[/C][C]0.485047[/C][/ROW]
[ROW][C]15[/C][C]-0.205569[/C][C]-1.6055[/C][C]0.056769[/C][/ROW]
[ROW][C]16[/C][C]-0.083519[/C][C]-0.6523[/C][C]0.258328[/C][/ROW]
[ROW][C]17[/C][C]9.5e-05[/C][C]7e-04[/C][C]0.499704[/C][/ROW]
[ROW][C]18[/C][C]-0.051761[/C][C]-0.4043[/C][C]0.343717[/C][/ROW]
[ROW][C]19[/C][C]-0.108397[/C][C]-0.8466[/C][C]0.200261[/C][/ROW]
[ROW][C]20[/C][C]-0.095791[/C][C]-0.7481[/C][C]0.228622[/C][/ROW]
[ROW][C]21[/C][C]0.128326[/C][C]1.0023[/C][C]0.160089[/C][/ROW]
[ROW][C]22[/C][C]0.002449[/C][C]0.0191[/C][C]0.492401[/C][/ROW]
[ROW][C]23[/C][C]-0.043026[/C][C]-0.336[/C][C]0.368995[/C][/ROW]
[ROW][C]24[/C][C]0.087739[/C][C]0.6853[/C][C]0.247888[/C][/ROW]
[ROW][C]25[/C][C]0.087248[/C][C]0.6814[/C][C]0.249089[/C][/ROW]
[ROW][C]26[/C][C]-0.094343[/C][C]-0.7368[/C][C]0.232022[/C][/ROW]
[ROW][C]27[/C][C]-0.054578[/C][C]-0.4263[/C][C]0.335706[/C][/ROW]
[ROW][C]28[/C][C]0.010498[/C][C]0.082[/C][C]0.46746[/C][/ROW]
[ROW][C]29[/C][C]0.056529[/C][C]0.4415[/C][C]0.330205[/C][/ROW]
[ROW][C]30[/C][C]0.03414[/C][C]0.2666[/C][C]0.395324[/C][/ROW]
[ROW][C]31[/C][C]-0.016705[/C][C]-0.1305[/C][C]0.448311[/C][/ROW]
[ROW][C]32[/C][C]-0.057398[/C][C]-0.4483[/C][C]0.327767[/C][/ROW]
[ROW][C]33[/C][C]-0.013528[/C][C]-0.1057[/C][C]0.458101[/C][/ROW]
[ROW][C]34[/C][C]0.009856[/C][C]0.077[/C][C]0.469447[/C][/ROW]
[ROW][C]35[/C][C]0.080682[/C][C]0.6301[/C][C]0.265477[/C][/ROW]
[ROW][C]36[/C][C]0.052503[/C][C]0.4101[/C][C]0.341598[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68673&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68673&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	0.888232	6.9373	0
2	-0.104175	-0.8136	0.20951
3	-0.117969	-0.9214	0.180245
4	-0.089185	-0.6966	0.244363
5	-0.033775	-0.2638	0.396415
6	-0.048862	-0.3816	0.352033
7	-0.213252	-1.6655	0.050466
8	0.147151	1.1493	0.127462
9	-0.107508	-0.8397	0.202187
10	-0.049431	-0.3861	0.350396
11	-0.104092	-0.813	0.209695
12	-0.076832	-0.6001	0.27534
13	0.224816	1.7559	0.042065
14	0.00482	0.0376	0.485047
15	-0.205569	-1.6055	0.056769
16	-0.083519	-0.6523	0.258328
17	9.5e-05	7e-04	0.499704
18	-0.051761	-0.4043	0.343717
19	-0.108397	-0.8466	0.200261
20	-0.095791	-0.7481	0.228622
21	0.128326	1.0023	0.160089
22	0.002449	0.0191	0.492401
23	-0.043026	-0.336	0.368995
24	0.087739	0.6853	0.247888
25	0.087248	0.6814	0.249089
26	-0.094343	-0.7368	0.232022
27	-0.054578	-0.4263	0.335706
28	0.010498	0.082	0.46746
29	0.056529	0.4415	0.330205
30	0.03414	0.2666	0.395324
31	-0.016705	-0.1305	0.448311
32	-0.057398	-0.4483	0.327767
33	-0.013528	-0.1057	0.458101
34	0.009856	0.077	0.469447
35	0.080682	0.6301	0.265477
36	0.052503	0.4101	0.341598

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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