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 06:49:47 -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/t1261057844eioh1g7ce9dn4lj.htm/, Retrieved Tue, 30 Apr 2024 03:54:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68890, Retrieved Tue, 30 Apr 2024 03:54:19 +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

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

-       [(Partial) Autocorrelation Function] [] [2009-12-17 13:49:47] [71596e6a53ccce532e52aaf6113616ef] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=68890&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=68890&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68890&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	0.160724	1.3919	0.084032
2	0.030508	0.2642	0.396174
3	0.183853	1.5922	0.057772
4	-0.043719	-0.3786	0.353021
5	2.4e-05	2e-04	0.499916
6	0.426108	3.6902	0.000211
7	-0.012622	-0.1093	0.456626
8	-0.066685	-0.5775	0.282662
9	0.134542	1.1652	0.123821
10	-0.040019	-0.3466	0.364941
11	0.112284	0.9724	0.166987
12	0.750426	6.4989	0
13	0.081024	0.7017	0.242523
14	0.001048	0.0091	0.496392
15	0.120316	1.042	0.150386
16	-0.091473	-0.7922	0.215376
17	-0.030401	-0.2633	0.396529
18	0.293211	2.5393	0.00659
19	-0.079092	-0.685	0.247741
20	-0.100004	-0.8661	0.19461
21	0.041715	0.3613	0.359459
22	-0.132836	-1.1504	0.126818
23	-0.000329	-0.0028	0.498868
24	0.506622	4.3875	1.8e-05
25	0.00072	0.0062	0.497522
26	-0.043254	-0.3746	0.354511
27	0.012203	0.1057	0.458058
28	-0.154039	-1.334	0.093117
29	-0.084821	-0.7346	0.232445
30	0.157505	1.364	0.088319
31	-0.134988	-1.169	0.123047
32	-0.14378	-1.2452	0.108472
33	-0.061375	-0.5315	0.298312
34	-0.192531	-1.6674	0.049806
35	-0.084233	-0.7295	0.233991
36	0.32832	2.8433	0.002875

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.160724 & 1.3919 & 0.084032 \tabularnewline
2 & 0.030508 & 0.2642 & 0.396174 \tabularnewline
3 & 0.183853 & 1.5922 & 0.057772 \tabularnewline
4 & -0.043719 & -0.3786 & 0.353021 \tabularnewline
5 & 2.4e-05 & 2e-04 & 0.499916 \tabularnewline
6 & 0.426108 & 3.6902 & 0.000211 \tabularnewline
7 & -0.012622 & -0.1093 & 0.456626 \tabularnewline
8 & -0.066685 & -0.5775 & 0.282662 \tabularnewline
9 & 0.134542 & 1.1652 & 0.123821 \tabularnewline
10 & -0.040019 & -0.3466 & 0.364941 \tabularnewline
11 & 0.112284 & 0.9724 & 0.166987 \tabularnewline
12 & 0.750426 & 6.4989 & 0 \tabularnewline
13 & 0.081024 & 0.7017 & 0.242523 \tabularnewline
14 & 0.001048 & 0.0091 & 0.496392 \tabularnewline
15 & 0.120316 & 1.042 & 0.150386 \tabularnewline
16 & -0.091473 & -0.7922 & 0.215376 \tabularnewline
17 & -0.030401 & -0.2633 & 0.396529 \tabularnewline
18 & 0.293211 & 2.5393 & 0.00659 \tabularnewline
19 & -0.079092 & -0.685 & 0.247741 \tabularnewline
20 & -0.100004 & -0.8661 & 0.19461 \tabularnewline
21 & 0.041715 & 0.3613 & 0.359459 \tabularnewline
22 & -0.132836 & -1.1504 & 0.126818 \tabularnewline
23 & -0.000329 & -0.0028 & 0.498868 \tabularnewline
24 & 0.506622 & 4.3875 & 1.8e-05 \tabularnewline
25 & 0.00072 & 0.0062 & 0.497522 \tabularnewline
26 & -0.043254 & -0.3746 & 0.354511 \tabularnewline
27 & 0.012203 & 0.1057 & 0.458058 \tabularnewline
28 & -0.154039 & -1.334 & 0.093117 \tabularnewline
29 & -0.084821 & -0.7346 & 0.232445 \tabularnewline
30 & 0.157505 & 1.364 & 0.088319 \tabularnewline
31 & -0.134988 & -1.169 & 0.123047 \tabularnewline
32 & -0.14378 & -1.2452 & 0.108472 \tabularnewline
33 & -0.061375 & -0.5315 & 0.298312 \tabularnewline
34 & -0.192531 & -1.6674 & 0.049806 \tabularnewline
35 & -0.084233 & -0.7295 & 0.233991 \tabularnewline
36 & 0.32832 & 2.8433 & 0.002875 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68890&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]0.160724[/C][C]1.3919[/C][C]0.084032[/C][/ROW]
[ROW][C]2[/C][C]0.030508[/C][C]0.2642[/C][C]0.396174[/C][/ROW]
[ROW][C]3[/C][C]0.183853[/C][C]1.5922[/C][C]0.057772[/C][/ROW]
[ROW][C]4[/C][C]-0.043719[/C][C]-0.3786[/C][C]0.353021[/C][/ROW]
[ROW][C]5[/C][C]2.4e-05[/C][C]2e-04[/C][C]0.499916[/C][/ROW]
[ROW][C]6[/C][C]0.426108[/C][C]3.6902[/C][C]0.000211[/C][/ROW]
[ROW][C]7[/C][C]-0.012622[/C][C]-0.1093[/C][C]0.456626[/C][/ROW]
[ROW][C]8[/C][C]-0.066685[/C][C]-0.5775[/C][C]0.282662[/C][/ROW]
[ROW][C]9[/C][C]0.134542[/C][C]1.1652[/C][C]0.123821[/C][/ROW]
[ROW][C]10[/C][C]-0.040019[/C][C]-0.3466[/C][C]0.364941[/C][/ROW]
[ROW][C]11[/C][C]0.112284[/C][C]0.9724[/C][C]0.166987[/C][/ROW]
[ROW][C]12[/C][C]0.750426[/C][C]6.4989[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.081024[/C][C]0.7017[/C][C]0.242523[/C][/ROW]
[ROW][C]14[/C][C]0.001048[/C][C]0.0091[/C][C]0.496392[/C][/ROW]
[ROW][C]15[/C][C]0.120316[/C][C]1.042[/C][C]0.150386[/C][/ROW]
[ROW][C]16[/C][C]-0.091473[/C][C]-0.7922[/C][C]0.215376[/C][/ROW]
[ROW][C]17[/C][C]-0.030401[/C][C]-0.2633[/C][C]0.396529[/C][/ROW]
[ROW][C]18[/C][C]0.293211[/C][C]2.5393[/C][C]0.00659[/C][/ROW]
[ROW][C]19[/C][C]-0.079092[/C][C]-0.685[/C][C]0.247741[/C][/ROW]
[ROW][C]20[/C][C]-0.100004[/C][C]-0.8661[/C][C]0.19461[/C][/ROW]
[ROW][C]21[/C][C]0.041715[/C][C]0.3613[/C][C]0.359459[/C][/ROW]
[ROW][C]22[/C][C]-0.132836[/C][C]-1.1504[/C][C]0.126818[/C][/ROW]
[ROW][C]23[/C][C]-0.000329[/C][C]-0.0028[/C][C]0.498868[/C][/ROW]
[ROW][C]24[/C][C]0.506622[/C][C]4.3875[/C][C]1.8e-05[/C][/ROW]
[ROW][C]25[/C][C]0.00072[/C][C]0.0062[/C][C]0.497522[/C][/ROW]
[ROW][C]26[/C][C]-0.043254[/C][C]-0.3746[/C][C]0.354511[/C][/ROW]
[ROW][C]27[/C][C]0.012203[/C][C]0.1057[/C][C]0.458058[/C][/ROW]
[ROW][C]28[/C][C]-0.154039[/C][C]-1.334[/C][C]0.093117[/C][/ROW]
[ROW][C]29[/C][C]-0.084821[/C][C]-0.7346[/C][C]0.232445[/C][/ROW]
[ROW][C]30[/C][C]0.157505[/C][C]1.364[/C][C]0.088319[/C][/ROW]
[ROW][C]31[/C][C]-0.134988[/C][C]-1.169[/C][C]0.123047[/C][/ROW]
[ROW][C]32[/C][C]-0.14378[/C][C]-1.2452[/C][C]0.108472[/C][/ROW]
[ROW][C]33[/C][C]-0.061375[/C][C]-0.5315[/C][C]0.298312[/C][/ROW]
[ROW][C]34[/C][C]-0.192531[/C][C]-1.6674[/C][C]0.049806[/C][/ROW]
[ROW][C]35[/C][C]-0.084233[/C][C]-0.7295[/C][C]0.233991[/C][/ROW]
[ROW][C]36[/C][C]0.32832[/C][C]2.8433[/C][C]0.002875[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68890&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68890&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	0.160724	1.3919	0.084032
2	0.030508	0.2642	0.396174
3	0.183853	1.5922	0.057772
4	-0.043719	-0.3786	0.353021
5	2.4e-05	2e-04	0.499916
6	0.426108	3.6902	0.000211
7	-0.012622	-0.1093	0.456626
8	-0.066685	-0.5775	0.282662
9	0.134542	1.1652	0.123821
10	-0.040019	-0.3466	0.364941
11	0.112284	0.9724	0.166987
12	0.750426	6.4989	0
13	0.081024	0.7017	0.242523
14	0.001048	0.0091	0.496392
15	0.120316	1.042	0.150386
16	-0.091473	-0.7922	0.215376
17	-0.030401	-0.2633	0.396529
18	0.293211	2.5393	0.00659
19	-0.079092	-0.685	0.247741
20	-0.100004	-0.8661	0.19461
21	0.041715	0.3613	0.359459
22	-0.132836	-1.1504	0.126818
23	-0.000329	-0.0028	0.498868
24	0.506622	4.3875	1.8e-05
25	0.00072	0.0062	0.497522
26	-0.043254	-0.3746	0.354511
27	0.012203	0.1057	0.458058
28	-0.154039	-1.334	0.093117
29	-0.084821	-0.7346	0.232445
30	0.157505	1.364	0.088319
31	-0.134988	-1.169	0.123047
32	-0.14378	-1.2452	0.108472
33	-0.061375	-0.5315	0.298312
34	-0.192531	-1.6674	0.049806
35	-0.084233	-0.7295	0.233991
36	0.32832	2.8433	0.002875

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.160724	1.3919	0.084032
2	0.004799	0.0416	0.483479
3	0.182931	1.5842	0.058674
4	-0.10793	-0.9347	0.176472
5	0.025862	0.224	0.411693
6	0.416205	3.6044	0.00028
7	-0.165763	-1.4356	0.077644
8	-0.064276	-0.5566	0.289713
9	0.053641	0.4645	0.321801
10	0.011596	0.1004	0.460139
11	0.187142	1.6207	0.05464
12	0.66564	5.7646	0
13	-0.190366	-1.6486	0.051704
14	-0.083996	-0.7274	0.234614
15	-0.131325	-1.1373	0.129515
16	-0.038912	-0.337	0.368532
17	-0.029121	-0.2522	0.400792
18	-0.202194	-1.7511	0.042013
19	-0.007317	-0.0634	0.474822
20	0.029149	0.2524	0.400695
21	-0.049031	-0.4246	0.336163
22	-0.052299	-0.4529	0.325957
23	-0.148861	-1.2892	0.10065
24	0.017671	0.153	0.439392
25	0.040958	0.3547	0.361903
26	-0.025122	-0.2176	0.414179
27	-0.110229	-0.9546	0.171421
28	-0.023673	-0.205	0.419057
29	0.020395	0.1766	0.430139
30	-0.031491	-0.2727	0.392909
31	-0.043898	-0.3802	0.352448
32	-0.058731	-0.5086	0.306253
33	-0.023675	-0.205	0.419052
34	0.050443	0.4368	0.331738
35	-0.040932	-0.3545	0.361987
36	0.009042	0.0783	0.468896

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.160724 & 1.3919 & 0.084032 \tabularnewline
2 & 0.004799 & 0.0416 & 0.483479 \tabularnewline
3 & 0.182931 & 1.5842 & 0.058674 \tabularnewline
4 & -0.10793 & -0.9347 & 0.176472 \tabularnewline
5 & 0.025862 & 0.224 & 0.411693 \tabularnewline
6 & 0.416205 & 3.6044 & 0.00028 \tabularnewline
7 & -0.165763 & -1.4356 & 0.077644 \tabularnewline
8 & -0.064276 & -0.5566 & 0.289713 \tabularnewline
9 & 0.053641 & 0.4645 & 0.321801 \tabularnewline
10 & 0.011596 & 0.1004 & 0.460139 \tabularnewline
11 & 0.187142 & 1.6207 & 0.05464 \tabularnewline
12 & 0.66564 & 5.7646 & 0 \tabularnewline
13 & -0.190366 & -1.6486 & 0.051704 \tabularnewline
14 & -0.083996 & -0.7274 & 0.234614 \tabularnewline
15 & -0.131325 & -1.1373 & 0.129515 \tabularnewline
16 & -0.038912 & -0.337 & 0.368532 \tabularnewline
17 & -0.029121 & -0.2522 & 0.400792 \tabularnewline
18 & -0.202194 & -1.7511 & 0.042013 \tabularnewline
19 & -0.007317 & -0.0634 & 0.474822 \tabularnewline
20 & 0.029149 & 0.2524 & 0.400695 \tabularnewline
21 & -0.049031 & -0.4246 & 0.336163 \tabularnewline
22 & -0.052299 & -0.4529 & 0.325957 \tabularnewline
23 & -0.148861 & -1.2892 & 0.10065 \tabularnewline
24 & 0.017671 & 0.153 & 0.439392 \tabularnewline
25 & 0.040958 & 0.3547 & 0.361903 \tabularnewline
26 & -0.025122 & -0.2176 & 0.414179 \tabularnewline
27 & -0.110229 & -0.9546 & 0.171421 \tabularnewline
28 & -0.023673 & -0.205 & 0.419057 \tabularnewline
29 & 0.020395 & 0.1766 & 0.430139 \tabularnewline
30 & -0.031491 & -0.2727 & 0.392909 \tabularnewline
31 & -0.043898 & -0.3802 & 0.352448 \tabularnewline
32 & -0.058731 & -0.5086 & 0.306253 \tabularnewline
33 & -0.023675 & -0.205 & 0.419052 \tabularnewline
34 & 0.050443 & 0.4368 & 0.331738 \tabularnewline
35 & -0.040932 & -0.3545 & 0.361987 \tabularnewline
36 & 0.009042 & 0.0783 & 0.468896 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68890&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]0.160724[/C][C]1.3919[/C][C]0.084032[/C][/ROW]
[ROW][C]2[/C][C]0.004799[/C][C]0.0416[/C][C]0.483479[/C][/ROW]
[ROW][C]3[/C][C]0.182931[/C][C]1.5842[/C][C]0.058674[/C][/ROW]
[ROW][C]4[/C][C]-0.10793[/C][C]-0.9347[/C][C]0.176472[/C][/ROW]
[ROW][C]5[/C][C]0.025862[/C][C]0.224[/C][C]0.411693[/C][/ROW]
[ROW][C]6[/C][C]0.416205[/C][C]3.6044[/C][C]0.00028[/C][/ROW]
[ROW][C]7[/C][C]-0.165763[/C][C]-1.4356[/C][C]0.077644[/C][/ROW]
[ROW][C]8[/C][C]-0.064276[/C][C]-0.5566[/C][C]0.289713[/C][/ROW]
[ROW][C]9[/C][C]0.053641[/C][C]0.4645[/C][C]0.321801[/C][/ROW]
[ROW][C]10[/C][C]0.011596[/C][C]0.1004[/C][C]0.460139[/C][/ROW]
[ROW][C]11[/C][C]0.187142[/C][C]1.6207[/C][C]0.05464[/C][/ROW]
[ROW][C]12[/C][C]0.66564[/C][C]5.7646[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.190366[/C][C]-1.6486[/C][C]0.051704[/C][/ROW]
[ROW][C]14[/C][C]-0.083996[/C][C]-0.7274[/C][C]0.234614[/C][/ROW]
[ROW][C]15[/C][C]-0.131325[/C][C]-1.1373[/C][C]0.129515[/C][/ROW]
[ROW][C]16[/C][C]-0.038912[/C][C]-0.337[/C][C]0.368532[/C][/ROW]
[ROW][C]17[/C][C]-0.029121[/C][C]-0.2522[/C][C]0.400792[/C][/ROW]
[ROW][C]18[/C][C]-0.202194[/C][C]-1.7511[/C][C]0.042013[/C][/ROW]
[ROW][C]19[/C][C]-0.007317[/C][C]-0.0634[/C][C]0.474822[/C][/ROW]
[ROW][C]20[/C][C]0.029149[/C][C]0.2524[/C][C]0.400695[/C][/ROW]
[ROW][C]21[/C][C]-0.049031[/C][C]-0.4246[/C][C]0.336163[/C][/ROW]
[ROW][C]22[/C][C]-0.052299[/C][C]-0.4529[/C][C]0.325957[/C][/ROW]
[ROW][C]23[/C][C]-0.148861[/C][C]-1.2892[/C][C]0.10065[/C][/ROW]
[ROW][C]24[/C][C]0.017671[/C][C]0.153[/C][C]0.439392[/C][/ROW]
[ROW][C]25[/C][C]0.040958[/C][C]0.3547[/C][C]0.361903[/C][/ROW]
[ROW][C]26[/C][C]-0.025122[/C][C]-0.2176[/C][C]0.414179[/C][/ROW]
[ROW][C]27[/C][C]-0.110229[/C][C]-0.9546[/C][C]0.171421[/C][/ROW]
[ROW][C]28[/C][C]-0.023673[/C][C]-0.205[/C][C]0.419057[/C][/ROW]
[ROW][C]29[/C][C]0.020395[/C][C]0.1766[/C][C]0.430139[/C][/ROW]
[ROW][C]30[/C][C]-0.031491[/C][C]-0.2727[/C][C]0.392909[/C][/ROW]
[ROW][C]31[/C][C]-0.043898[/C][C]-0.3802[/C][C]0.352448[/C][/ROW]
[ROW][C]32[/C][C]-0.058731[/C][C]-0.5086[/C][C]0.306253[/C][/ROW]
[ROW][C]33[/C][C]-0.023675[/C][C]-0.205[/C][C]0.419052[/C][/ROW]
[ROW][C]34[/C][C]0.050443[/C][C]0.4368[/C][C]0.331738[/C][/ROW]
[ROW][C]35[/C][C]-0.040932[/C][C]-0.3545[/C][C]0.361987[/C][/ROW]
[ROW][C]36[/C][C]0.009042[/C][C]0.0783[/C][C]0.468896[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68890&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68890&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	0.160724	1.3919	0.084032
2	0.004799	0.0416	0.483479
3	0.182931	1.5842	0.058674
4	-0.10793	-0.9347	0.176472
5	0.025862	0.224	0.411693
6	0.416205	3.6044	0.00028
7	-0.165763	-1.4356	0.077644
8	-0.064276	-0.5566	0.289713
9	0.053641	0.4645	0.321801
10	0.011596	0.1004	0.460139
11	0.187142	1.6207	0.05464
12	0.66564	5.7646	0
13	-0.190366	-1.6486	0.051704
14	-0.083996	-0.7274	0.234614
15	-0.131325	-1.1373	0.129515
16	-0.038912	-0.337	0.368532
17	-0.029121	-0.2522	0.400792
18	-0.202194	-1.7511	0.042013
19	-0.007317	-0.0634	0.474822
20	0.029149	0.2524	0.400695
21	-0.049031	-0.4246	0.336163
22	-0.052299	-0.4529	0.325957
23	-0.148861	-1.2892	0.10065
24	0.017671	0.153	0.439392
25	0.040958	0.3547	0.361903
26	-0.025122	-0.2176	0.414179
27	-0.110229	-0.9546	0.171421
28	-0.023673	-0.205	0.419057
29	0.020395	0.1766	0.430139
30	-0.031491	-0.2727	0.392909
31	-0.043898	-0.3802	0.352448
32	-0.058731	-0.5086	0.306253
33	-0.023675	-0.205	0.419052
34	0.050443	0.4368	0.331738
35	-0.040932	-0.3545	0.361987
36	0.009042	0.0783	0.468896

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