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 13:40:32 -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/t1261082748oajv8q8tutsu22i.htm/, Retrieved Tue, 30 Apr 2024 07:45:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69105, Retrieved Tue, 30 Apr 2024 07:45:10 +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

107

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]
-   PD          [(Partial) Autocorrelation Function] [ACF d=1] [2009-12-17 20:40:32] [29af64a72952b0c5025d716b5179273f] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

9,9
9,8
9,3
8,3
8
8,5
10,4
11,1
10,9
10
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9
9
9
9,8
10
9,8
9,3
9
9
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,7
7,9
7,9
8
7,9
7,6
7,1
6,8
6,5
6,9
8,2
8,7
8,3
7,9
7,5
7,8

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=69105&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=69105&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69105&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	0.443364	3.4055	0.000597
2	-0.223004	-1.7129	0.045988
3	-0.599626	-4.6058	1.1e-05
4	-0.430321	-3.3054	0.000809
5	0.022562	0.1733	0.431502
6	0.282763	2.1719	0.016946
7	0.20729	1.5922	0.05834
8	-0.048624	-0.3735	0.355062
9	-0.209191	-1.6068	0.056716
10	-0.136192	-1.0461	0.149889
11	0.098482	0.7565	0.226194
12	0.35217	2.7051	0.004456
13	0.077751	0.5972	0.276324
14	-0.147723	-1.1347	0.13055
15	-0.24581	-1.8881	0.031966
16	-0.10749	-0.8256	0.206166
17	0.105978	0.814	0.209449
18	0.151805	1.166	0.124146
19	0.054665	0.4199	0.338046
20	-0.136982	-1.0522	0.148504
21	-0.197999	-1.5209	0.066819
22	-0.076941	-0.591	0.27839
23	0.134384	1.0322	0.15309
24	0.302849	2.3262	0.011731
25	0.102275	0.7856	0.217626
26	-0.118013	-0.9065	0.184187
27	-0.187613	-1.4411	0.077424
28	-0.112459	-0.8638	0.195594
29	0.054609	0.4195	0.338203
30	0.105029	0.8067	0.211527
31	0.074405	0.5715	0.284909
32	-0.05861	-0.4502	0.327111
33	-0.098173	-0.7541	0.226901
34	-0.06698	-0.5145	0.304418
35	0.030031	0.2307	0.409185
36	0.127243	0.9774	0.166188

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443364 & 3.4055 & 0.000597 \tabularnewline
2 & -0.223004 & -1.7129 & 0.045988 \tabularnewline
3 & -0.599626 & -4.6058 & 1.1e-05 \tabularnewline
4 & -0.430321 & -3.3054 & 0.000809 \tabularnewline
5 & 0.022562 & 0.1733 & 0.431502 \tabularnewline
6 & 0.282763 & 2.1719 & 0.016946 \tabularnewline
7 & 0.20729 & 1.5922 & 0.05834 \tabularnewline
8 & -0.048624 & -0.3735 & 0.355062 \tabularnewline
9 & -0.209191 & -1.6068 & 0.056716 \tabularnewline
10 & -0.136192 & -1.0461 & 0.149889 \tabularnewline
11 & 0.098482 & 0.7565 & 0.226194 \tabularnewline
12 & 0.35217 & 2.7051 & 0.004456 \tabularnewline
13 & 0.077751 & 0.5972 & 0.276324 \tabularnewline
14 & -0.147723 & -1.1347 & 0.13055 \tabularnewline
15 & -0.24581 & -1.8881 & 0.031966 \tabularnewline
16 & -0.10749 & -0.8256 & 0.206166 \tabularnewline
17 & 0.105978 & 0.814 & 0.209449 \tabularnewline
18 & 0.151805 & 1.166 & 0.124146 \tabularnewline
19 & 0.054665 & 0.4199 & 0.338046 \tabularnewline
20 & -0.136982 & -1.0522 & 0.148504 \tabularnewline
21 & -0.197999 & -1.5209 & 0.066819 \tabularnewline
22 & -0.076941 & -0.591 & 0.27839 \tabularnewline
23 & 0.134384 & 1.0322 & 0.15309 \tabularnewline
24 & 0.302849 & 2.3262 & 0.011731 \tabularnewline
25 & 0.102275 & 0.7856 & 0.217626 \tabularnewline
26 & -0.118013 & -0.9065 & 0.184187 \tabularnewline
27 & -0.187613 & -1.4411 & 0.077424 \tabularnewline
28 & -0.112459 & -0.8638 & 0.195594 \tabularnewline
29 & 0.054609 & 0.4195 & 0.338203 \tabularnewline
30 & 0.105029 & 0.8067 & 0.211527 \tabularnewline
31 & 0.074405 & 0.5715 & 0.284909 \tabularnewline
32 & -0.05861 & -0.4502 & 0.327111 \tabularnewline
33 & -0.098173 & -0.7541 & 0.226901 \tabularnewline
34 & -0.06698 & -0.5145 & 0.304418 \tabularnewline
35 & 0.030031 & 0.2307 & 0.409185 \tabularnewline
36 & 0.127243 & 0.9774 & 0.166188 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69105&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]0.443364[/C][C]3.4055[/C][C]0.000597[/C][/ROW]
[ROW][C]2[/C][C]-0.223004[/C][C]-1.7129[/C][C]0.045988[/C][/ROW]
[ROW][C]3[/C][C]-0.599626[/C][C]-4.6058[/C][C]1.1e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.430321[/C][C]-3.3054[/C][C]0.000809[/C][/ROW]
[ROW][C]5[/C][C]0.022562[/C][C]0.1733[/C][C]0.431502[/C][/ROW]
[ROW][C]6[/C][C]0.282763[/C][C]2.1719[/C][C]0.016946[/C][/ROW]
[ROW][C]7[/C][C]0.20729[/C][C]1.5922[/C][C]0.05834[/C][/ROW]
[ROW][C]8[/C][C]-0.048624[/C][C]-0.3735[/C][C]0.355062[/C][/ROW]
[ROW][C]9[/C][C]-0.209191[/C][C]-1.6068[/C][C]0.056716[/C][/ROW]
[ROW][C]10[/C][C]-0.136192[/C][C]-1.0461[/C][C]0.149889[/C][/ROW]
[ROW][C]11[/C][C]0.098482[/C][C]0.7565[/C][C]0.226194[/C][/ROW]
[ROW][C]12[/C][C]0.35217[/C][C]2.7051[/C][C]0.004456[/C][/ROW]
[ROW][C]13[/C][C]0.077751[/C][C]0.5972[/C][C]0.276324[/C][/ROW]
[ROW][C]14[/C][C]-0.147723[/C][C]-1.1347[/C][C]0.13055[/C][/ROW]
[ROW][C]15[/C][C]-0.24581[/C][C]-1.8881[/C][C]0.031966[/C][/ROW]
[ROW][C]16[/C][C]-0.10749[/C][C]-0.8256[/C][C]0.206166[/C][/ROW]
[ROW][C]17[/C][C]0.105978[/C][C]0.814[/C][C]0.209449[/C][/ROW]
[ROW][C]18[/C][C]0.151805[/C][C]1.166[/C][C]0.124146[/C][/ROW]
[ROW][C]19[/C][C]0.054665[/C][C]0.4199[/C][C]0.338046[/C][/ROW]
[ROW][C]20[/C][C]-0.136982[/C][C]-1.0522[/C][C]0.148504[/C][/ROW]
[ROW][C]21[/C][C]-0.197999[/C][C]-1.5209[/C][C]0.066819[/C][/ROW]
[ROW][C]22[/C][C]-0.076941[/C][C]-0.591[/C][C]0.27839[/C][/ROW]
[ROW][C]23[/C][C]0.134384[/C][C]1.0322[/C][C]0.15309[/C][/ROW]
[ROW][C]24[/C][C]0.302849[/C][C]2.3262[/C][C]0.011731[/C][/ROW]
[ROW][C]25[/C][C]0.102275[/C][C]0.7856[/C][C]0.217626[/C][/ROW]
[ROW][C]26[/C][C]-0.118013[/C][C]-0.9065[/C][C]0.184187[/C][/ROW]
[ROW][C]27[/C][C]-0.187613[/C][C]-1.4411[/C][C]0.077424[/C][/ROW]
[ROW][C]28[/C][C]-0.112459[/C][C]-0.8638[/C][C]0.195594[/C][/ROW]
[ROW][C]29[/C][C]0.054609[/C][C]0.4195[/C][C]0.338203[/C][/ROW]
[ROW][C]30[/C][C]0.105029[/C][C]0.8067[/C][C]0.211527[/C][/ROW]
[ROW][C]31[/C][C]0.074405[/C][C]0.5715[/C][C]0.284909[/C][/ROW]
[ROW][C]32[/C][C]-0.05861[/C][C]-0.4502[/C][C]0.327111[/C][/ROW]
[ROW][C]33[/C][C]-0.098173[/C][C]-0.7541[/C][C]0.226901[/C][/ROW]
[ROW][C]34[/C][C]-0.06698[/C][C]-0.5145[/C][C]0.304418[/C][/ROW]
[ROW][C]35[/C][C]0.030031[/C][C]0.2307[/C][C]0.409185[/C][/ROW]
[ROW][C]36[/C][C]0.127243[/C][C]0.9774[/C][C]0.166188[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69105&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69105&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	0.443364	3.4055	0.000597
2	-0.223004	-1.7129	0.045988
3	-0.599626	-4.6058	1.1e-05
4	-0.430321	-3.3054	0.000809
5	0.022562	0.1733	0.431502
6	0.282763	2.1719	0.016946
7	0.20729	1.5922	0.05834
8	-0.048624	-0.3735	0.355062
9	-0.209191	-1.6068	0.056716
10	-0.136192	-1.0461	0.149889
11	0.098482	0.7565	0.226194
12	0.35217	2.7051	0.004456
13	0.077751	0.5972	0.276324
14	-0.147723	-1.1347	0.13055
15	-0.24581	-1.8881	0.031966
16	-0.10749	-0.8256	0.206166
17	0.105978	0.814	0.209449
18	0.151805	1.166	0.124146
19	0.054665	0.4199	0.338046
20	-0.136982	-1.0522	0.148504
21	-0.197999	-1.5209	0.066819
22	-0.076941	-0.591	0.27839
23	0.134384	1.0322	0.15309
24	0.302849	2.3262	0.011731
25	0.102275	0.7856	0.217626
26	-0.118013	-0.9065	0.184187
27	-0.187613	-1.4411	0.077424
28	-0.112459	-0.8638	0.195594
29	0.054609	0.4195	0.338203
30	0.105029	0.8067	0.211527
31	0.074405	0.5715	0.284909
32	-0.05861	-0.4502	0.327111
33	-0.098173	-0.7541	0.226901
34	-0.06698	-0.5145	0.304418
35	0.030031	0.2307	0.409185
36	0.127243	0.9774	0.166188

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.443364	3.4055	0.000597
2	-0.522232	-4.0113	8.6e-05
3	-0.372371	-2.8602	0.002923
4	-0.074623	-0.5732	0.284347
5	0.00163	0.0125	0.495026
6	-0.142916	-1.0978	0.138385
7	-0.14525	-1.1157	0.134541
8	-0.125566	-0.9645	0.169369
9	-0.11512	-0.8843	0.190073
10	-0.076986	-0.5913	0.278275
11	0.030103	0.2312	0.40897
12	0.257539	1.9782	0.026291
13	-0.406742	-3.1242	0.001382
14	0.186898	1.4356	0.0782
15	0.057299	0.4401	0.330728
16	-0.059359	-0.4559	0.325051
17	-0.042644	-0.3276	0.372204
18	0.011608	0.0892	0.464627
19	0.003004	0.0231	0.490835
20	-0.248163	-1.9062	0.030751
21	-0.057646	-0.4428	0.329769
22	0.017357	0.1333	0.447196
23	-0.067804	-0.5208	0.302222
24	-0.067407	-0.5178	0.30328
25	0.042732	0.3282	0.37195
26	-0.083851	-0.6441	0.261012
27	0.083892	0.6444	0.260911
28	-0.109413	-0.8404	0.202035
29	0.056487	0.4339	0.332976
30	-0.014312	-0.1099	0.456419
31	-0.028413	-0.2182	0.413996
32	-0.02627	-0.2018	0.42039
33	0.006826	0.0524	0.47918
34	-0.086527	-0.6646	0.25444
35	-0.078176	-0.6005	0.275244
36	-0.054282	-0.417	0.339114

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.443364 & 3.4055 & 0.000597 \tabularnewline
2 & -0.522232 & -4.0113 & 8.6e-05 \tabularnewline
3 & -0.372371 & -2.8602 & 0.002923 \tabularnewline
4 & -0.074623 & -0.5732 & 0.284347 \tabularnewline
5 & 0.00163 & 0.0125 & 0.495026 \tabularnewline
6 & -0.142916 & -1.0978 & 0.138385 \tabularnewline
7 & -0.14525 & -1.1157 & 0.134541 \tabularnewline
8 & -0.125566 & -0.9645 & 0.169369 \tabularnewline
9 & -0.11512 & -0.8843 & 0.190073 \tabularnewline
10 & -0.076986 & -0.5913 & 0.278275 \tabularnewline
11 & 0.030103 & 0.2312 & 0.40897 \tabularnewline
12 & 0.257539 & 1.9782 & 0.026291 \tabularnewline
13 & -0.406742 & -3.1242 & 0.001382 \tabularnewline
14 & 0.186898 & 1.4356 & 0.0782 \tabularnewline
15 & 0.057299 & 0.4401 & 0.330728 \tabularnewline
16 & -0.059359 & -0.4559 & 0.325051 \tabularnewline
17 & -0.042644 & -0.3276 & 0.372204 \tabularnewline
18 & 0.011608 & 0.0892 & 0.464627 \tabularnewline
19 & 0.003004 & 0.0231 & 0.490835 \tabularnewline
20 & -0.248163 & -1.9062 & 0.030751 \tabularnewline
21 & -0.057646 & -0.4428 & 0.329769 \tabularnewline
22 & 0.017357 & 0.1333 & 0.447196 \tabularnewline
23 & -0.067804 & -0.5208 & 0.302222 \tabularnewline
24 & -0.067407 & -0.5178 & 0.30328 \tabularnewline
25 & 0.042732 & 0.3282 & 0.37195 \tabularnewline
26 & -0.083851 & -0.6441 & 0.261012 \tabularnewline
27 & 0.083892 & 0.6444 & 0.260911 \tabularnewline
28 & -0.109413 & -0.8404 & 0.202035 \tabularnewline
29 & 0.056487 & 0.4339 & 0.332976 \tabularnewline
30 & -0.014312 & -0.1099 & 0.456419 \tabularnewline
31 & -0.028413 & -0.2182 & 0.413996 \tabularnewline
32 & -0.02627 & -0.2018 & 0.42039 \tabularnewline
33 & 0.006826 & 0.0524 & 0.47918 \tabularnewline
34 & -0.086527 & -0.6646 & 0.25444 \tabularnewline
35 & -0.078176 & -0.6005 & 0.275244 \tabularnewline
36 & -0.054282 & -0.417 & 0.339114 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69105&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]0.443364[/C][C]3.4055[/C][C]0.000597[/C][/ROW]
[ROW][C]2[/C][C]-0.522232[/C][C]-4.0113[/C][C]8.6e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.372371[/C][C]-2.8602[/C][C]0.002923[/C][/ROW]
[ROW][C]4[/C][C]-0.074623[/C][C]-0.5732[/C][C]0.284347[/C][/ROW]
[ROW][C]5[/C][C]0.00163[/C][C]0.0125[/C][C]0.495026[/C][/ROW]
[ROW][C]6[/C][C]-0.142916[/C][C]-1.0978[/C][C]0.138385[/C][/ROW]
[ROW][C]7[/C][C]-0.14525[/C][C]-1.1157[/C][C]0.134541[/C][/ROW]
[ROW][C]8[/C][C]-0.125566[/C][C]-0.9645[/C][C]0.169369[/C][/ROW]
[ROW][C]9[/C][C]-0.11512[/C][C]-0.8843[/C][C]0.190073[/C][/ROW]
[ROW][C]10[/C][C]-0.076986[/C][C]-0.5913[/C][C]0.278275[/C][/ROW]
[ROW][C]11[/C][C]0.030103[/C][C]0.2312[/C][C]0.40897[/C][/ROW]
[ROW][C]12[/C][C]0.257539[/C][C]1.9782[/C][C]0.026291[/C][/ROW]
[ROW][C]13[/C][C]-0.406742[/C][C]-3.1242[/C][C]0.001382[/C][/ROW]
[ROW][C]14[/C][C]0.186898[/C][C]1.4356[/C][C]0.0782[/C][/ROW]
[ROW][C]15[/C][C]0.057299[/C][C]0.4401[/C][C]0.330728[/C][/ROW]
[ROW][C]16[/C][C]-0.059359[/C][C]-0.4559[/C][C]0.325051[/C][/ROW]
[ROW][C]17[/C][C]-0.042644[/C][C]-0.3276[/C][C]0.372204[/C][/ROW]
[ROW][C]18[/C][C]0.011608[/C][C]0.0892[/C][C]0.464627[/C][/ROW]
[ROW][C]19[/C][C]0.003004[/C][C]0.0231[/C][C]0.490835[/C][/ROW]
[ROW][C]20[/C][C]-0.248163[/C][C]-1.9062[/C][C]0.030751[/C][/ROW]
[ROW][C]21[/C][C]-0.057646[/C][C]-0.4428[/C][C]0.329769[/C][/ROW]
[ROW][C]22[/C][C]0.017357[/C][C]0.1333[/C][C]0.447196[/C][/ROW]
[ROW][C]23[/C][C]-0.067804[/C][C]-0.5208[/C][C]0.302222[/C][/ROW]
[ROW][C]24[/C][C]-0.067407[/C][C]-0.5178[/C][C]0.30328[/C][/ROW]
[ROW][C]25[/C][C]0.042732[/C][C]0.3282[/C][C]0.37195[/C][/ROW]
[ROW][C]26[/C][C]-0.083851[/C][C]-0.6441[/C][C]0.261012[/C][/ROW]
[ROW][C]27[/C][C]0.083892[/C][C]0.6444[/C][C]0.260911[/C][/ROW]
[ROW][C]28[/C][C]-0.109413[/C][C]-0.8404[/C][C]0.202035[/C][/ROW]
[ROW][C]29[/C][C]0.056487[/C][C]0.4339[/C][C]0.332976[/C][/ROW]
[ROW][C]30[/C][C]-0.014312[/C][C]-0.1099[/C][C]0.456419[/C][/ROW]
[ROW][C]31[/C][C]-0.028413[/C][C]-0.2182[/C][C]0.413996[/C][/ROW]
[ROW][C]32[/C][C]-0.02627[/C][C]-0.2018[/C][C]0.42039[/C][/ROW]
[ROW][C]33[/C][C]0.006826[/C][C]0.0524[/C][C]0.47918[/C][/ROW]
[ROW][C]34[/C][C]-0.086527[/C][C]-0.6646[/C][C]0.25444[/C][/ROW]
[ROW][C]35[/C][C]-0.078176[/C][C]-0.6005[/C][C]0.275244[/C][/ROW]
[ROW][C]36[/C][C]-0.054282[/C][C]-0.417[/C][C]0.339114[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69105&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69105&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	0.443364	3.4055	0.000597
2	-0.522232	-4.0113	8.6e-05
3	-0.372371	-2.8602	0.002923
4	-0.074623	-0.5732	0.284347
5	0.00163	0.0125	0.495026
6	-0.142916	-1.0978	0.138385
7	-0.14525	-1.1157	0.134541
8	-0.125566	-0.9645	0.169369
9	-0.11512	-0.8843	0.190073
10	-0.076986	-0.5913	0.278275
11	0.030103	0.2312	0.40897
12	0.257539	1.9782	0.026291
13	-0.406742	-3.1242	0.001382
14	0.186898	1.4356	0.0782
15	0.057299	0.4401	0.330728
16	-0.059359	-0.4559	0.325051
17	-0.042644	-0.3276	0.372204
18	0.011608	0.0892	0.464627
19	0.003004	0.0231	0.490835
20	-0.248163	-1.9062	0.030751
21	-0.057646	-0.4428	0.329769
22	0.017357	0.1333	0.447196
23	-0.067804	-0.5208	0.302222
24	-0.067407	-0.5178	0.30328
25	0.042732	0.3282	0.37195
26	-0.083851	-0.6441	0.261012
27	0.083892	0.6444	0.260911
28	-0.109413	-0.8404	0.202035
29	0.056487	0.4339	0.332976
30	-0.014312	-0.1099	0.456419
31	-0.028413	-0.2182	0.413996
32	-0.02627	-0.2018	0.42039
33	0.006826	0.0524	0.47918
34	-0.086527	-0.6646	0.25444
35	-0.078176	-0.6005	0.275244
36	-0.054282	-0.417	0.339114

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