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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 14:06:34 -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/t1261084038xcg2vfnjx1xon8k.htm/, Retrieved Tue, 30 Apr 2024 00:43:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69112, Retrieved Tue, 30 Apr 2024 00:43:16 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

110

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [ACF 3] [2009-12-17 21:06:34] [29af64a72952b0c5025d716b5179273f] [Current]

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Dataseries X:

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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=69112&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=69112&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69112&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	0.60784	4.1671	6.6e-05
2	-0.029605	-0.203	0.42002
3	-0.517283	-3.5463	0.000449
4	-0.565505	-3.8769	0.000164
5	-0.280613	-1.9238	0.030225
6	0.089684	0.6148	0.270812
7	0.269367	1.8467	0.035547
8	0.28061	1.9238	0.030226
9	0.1345	0.9221	0.180597
10	-0.036365	-0.2493	0.402105
11	-0.162723	-1.1156	0.135138
12	-0.213684	-1.4649	0.074797
13	-0.166652	-1.1425	0.129515
14	-0.024207	-0.166	0.434452
15	0.017111	0.1173	0.453559
16	0.091374	0.6264	0.267033
17	0.089818	0.6158	0.270512
18	0.029876	0.2048	0.419298
19	-0.055794	-0.3825	0.351905
20	-0.078339	-0.5371	0.296877
21	-0.071942	-0.4932	0.31208
22	0.004954	0.034	0.486524
23	0.090305	0.6191	0.269421
24	0.128673	0.8821	0.191097
25	0.106338	0.729	0.234804
26	0.002523	0.0173	0.493138
27	-0.130946	-0.8977	0.186954
28	-0.186911	-1.2814	0.10317
29	-0.166135	-1.139	0.130245
30	-0.005756	-0.0395	0.484346
31	0.163498	1.1209	0.134015
32	0.246426	1.6894	0.048883
33	0.163968	1.1241	0.133338
34	-0.037683	-0.2583	0.398636
35	-0.260481	-1.7858	0.040295
36	-0.313917	-2.1521	0.018278

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.60784 & 4.1671 & 6.6e-05 \tabularnewline
2 & -0.029605 & -0.203 & 0.42002 \tabularnewline
3 & -0.517283 & -3.5463 & 0.000449 \tabularnewline
4 & -0.565505 & -3.8769 & 0.000164 \tabularnewline
5 & -0.280613 & -1.9238 & 0.030225 \tabularnewline
6 & 0.089684 & 0.6148 & 0.270812 \tabularnewline
7 & 0.269367 & 1.8467 & 0.035547 \tabularnewline
8 & 0.28061 & 1.9238 & 0.030226 \tabularnewline
9 & 0.1345 & 0.9221 & 0.180597 \tabularnewline
10 & -0.036365 & -0.2493 & 0.402105 \tabularnewline
11 & -0.162723 & -1.1156 & 0.135138 \tabularnewline
12 & -0.213684 & -1.4649 & 0.074797 \tabularnewline
13 & -0.166652 & -1.1425 & 0.129515 \tabularnewline
14 & -0.024207 & -0.166 & 0.434452 \tabularnewline
15 & 0.017111 & 0.1173 & 0.453559 \tabularnewline
16 & 0.091374 & 0.6264 & 0.267033 \tabularnewline
17 & 0.089818 & 0.6158 & 0.270512 \tabularnewline
18 & 0.029876 & 0.2048 & 0.419298 \tabularnewline
19 & -0.055794 & -0.3825 & 0.351905 \tabularnewline
20 & -0.078339 & -0.5371 & 0.296877 \tabularnewline
21 & -0.071942 & -0.4932 & 0.31208 \tabularnewline
22 & 0.004954 & 0.034 & 0.486524 \tabularnewline
23 & 0.090305 & 0.6191 & 0.269421 \tabularnewline
24 & 0.128673 & 0.8821 & 0.191097 \tabularnewline
25 & 0.106338 & 0.729 & 0.234804 \tabularnewline
26 & 0.002523 & 0.0173 & 0.493138 \tabularnewline
27 & -0.130946 & -0.8977 & 0.186954 \tabularnewline
28 & -0.186911 & -1.2814 & 0.10317 \tabularnewline
29 & -0.166135 & -1.139 & 0.130245 \tabularnewline
30 & -0.005756 & -0.0395 & 0.484346 \tabularnewline
31 & 0.163498 & 1.1209 & 0.134015 \tabularnewline
32 & 0.246426 & 1.6894 & 0.048883 \tabularnewline
33 & 0.163968 & 1.1241 & 0.133338 \tabularnewline
34 & -0.037683 & -0.2583 & 0.398636 \tabularnewline
35 & -0.260481 & -1.7858 & 0.040295 \tabularnewline
36 & -0.313917 & -2.1521 & 0.018278 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69112&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]0.60784[/C][C]4.1671[/C][C]6.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.029605[/C][C]-0.203[/C][C]0.42002[/C][/ROW]
[ROW][C]3[/C][C]-0.517283[/C][C]-3.5463[/C][C]0.000449[/C][/ROW]
[ROW][C]4[/C][C]-0.565505[/C][C]-3.8769[/C][C]0.000164[/C][/ROW]
[ROW][C]5[/C][C]-0.280613[/C][C]-1.9238[/C][C]0.030225[/C][/ROW]
[ROW][C]6[/C][C]0.089684[/C][C]0.6148[/C][C]0.270812[/C][/ROW]
[ROW][C]7[/C][C]0.269367[/C][C]1.8467[/C][C]0.035547[/C][/ROW]
[ROW][C]8[/C][C]0.28061[/C][C]1.9238[/C][C]0.030226[/C][/ROW]
[ROW][C]9[/C][C]0.1345[/C][C]0.9221[/C][C]0.180597[/C][/ROW]
[ROW][C]10[/C][C]-0.036365[/C][C]-0.2493[/C][C]0.402105[/C][/ROW]
[ROW][C]11[/C][C]-0.162723[/C][C]-1.1156[/C][C]0.135138[/C][/ROW]
[ROW][C]12[/C][C]-0.213684[/C][C]-1.4649[/C][C]0.074797[/C][/ROW]
[ROW][C]13[/C][C]-0.166652[/C][C]-1.1425[/C][C]0.129515[/C][/ROW]
[ROW][C]14[/C][C]-0.024207[/C][C]-0.166[/C][C]0.434452[/C][/ROW]
[ROW][C]15[/C][C]0.017111[/C][C]0.1173[/C][C]0.453559[/C][/ROW]
[ROW][C]16[/C][C]0.091374[/C][C]0.6264[/C][C]0.267033[/C][/ROW]
[ROW][C]17[/C][C]0.089818[/C][C]0.6158[/C][C]0.270512[/C][/ROW]
[ROW][C]18[/C][C]0.029876[/C][C]0.2048[/C][C]0.419298[/C][/ROW]
[ROW][C]19[/C][C]-0.055794[/C][C]-0.3825[/C][C]0.351905[/C][/ROW]
[ROW][C]20[/C][C]-0.078339[/C][C]-0.5371[/C][C]0.296877[/C][/ROW]
[ROW][C]21[/C][C]-0.071942[/C][C]-0.4932[/C][C]0.31208[/C][/ROW]
[ROW][C]22[/C][C]0.004954[/C][C]0.034[/C][C]0.486524[/C][/ROW]
[ROW][C]23[/C][C]0.090305[/C][C]0.6191[/C][C]0.269421[/C][/ROW]
[ROW][C]24[/C][C]0.128673[/C][C]0.8821[/C][C]0.191097[/C][/ROW]
[ROW][C]25[/C][C]0.106338[/C][C]0.729[/C][C]0.234804[/C][/ROW]
[ROW][C]26[/C][C]0.002523[/C][C]0.0173[/C][C]0.493138[/C][/ROW]
[ROW][C]27[/C][C]-0.130946[/C][C]-0.8977[/C][C]0.186954[/C][/ROW]
[ROW][C]28[/C][C]-0.186911[/C][C]-1.2814[/C][C]0.10317[/C][/ROW]
[ROW][C]29[/C][C]-0.166135[/C][C]-1.139[/C][C]0.130245[/C][/ROW]
[ROW][C]30[/C][C]-0.005756[/C][C]-0.0395[/C][C]0.484346[/C][/ROW]
[ROW][C]31[/C][C]0.163498[/C][C]1.1209[/C][C]0.134015[/C][/ROW]
[ROW][C]32[/C][C]0.246426[/C][C]1.6894[/C][C]0.048883[/C][/ROW]
[ROW][C]33[/C][C]0.163968[/C][C]1.1241[/C][C]0.133338[/C][/ROW]
[ROW][C]34[/C][C]-0.037683[/C][C]-0.2583[/C][C]0.398636[/C][/ROW]
[ROW][C]35[/C][C]-0.260481[/C][C]-1.7858[/C][C]0.040295[/C][/ROW]
[ROW][C]36[/C][C]-0.313917[/C][C]-2.1521[/C][C]0.018278[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69112&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69112&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	0.60784	4.1671	6.6e-05
2	-0.029605	-0.203	0.42002
3	-0.517283	-3.5463	0.000449
4	-0.565505	-3.8769	0.000164
5	-0.280613	-1.9238	0.030225
6	0.089684	0.6148	0.270812
7	0.269367	1.8467	0.035547
8	0.28061	1.9238	0.030226
9	0.1345	0.9221	0.180597
10	-0.036365	-0.2493	0.402105
11	-0.162723	-1.1156	0.135138
12	-0.213684	-1.4649	0.074797
13	-0.166652	-1.1425	0.129515
14	-0.024207	-0.166	0.434452
15	0.017111	0.1173	0.453559
16	0.091374	0.6264	0.267033
17	0.089818	0.6158	0.270512
18	0.029876	0.2048	0.419298
19	-0.055794	-0.3825	0.351905
20	-0.078339	-0.5371	0.296877
21	-0.071942	-0.4932	0.31208
22	0.004954	0.034	0.486524
23	0.090305	0.6191	0.269421
24	0.128673	0.8821	0.191097
25	0.106338	0.729	0.234804
26	0.002523	0.0173	0.493138
27	-0.130946	-0.8977	0.186954
28	-0.186911	-1.2814	0.10317
29	-0.166135	-1.139	0.130245
30	-0.005756	-0.0395	0.484346
31	0.163498	1.1209	0.134015
32	0.246426	1.6894	0.048883
33	0.163968	1.1241	0.133338
34	-0.037683	-0.2583	0.398636
35	-0.260481	-1.7858	0.040295
36	-0.313917	-2.1521	0.018278

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.60784	4.1671	6.6e-05
2	-0.63292	-4.3391	3.8e-05
3	-0.27301	-1.8717	0.033742
4	0.039381	0.27	0.394177
5	-0.068101	-0.4669	0.321372
6	-0.031138	-0.2135	0.415942
7	-0.109954	-0.7538	0.227362
8	0.148588	1.0187	0.156787
9	-0.050387	-0.3454	0.365654
10	-0.022159	-0.1519	0.439953
11	-0.03062	-0.2099	0.41732
12	-0.108283	-0.7424	0.230784
13	-0.01116	-0.0765	0.46967
14	0.01281	0.0878	0.465196
15	-0.317282	-2.1752	0.017341
16	0.243923	1.6723	0.05056
17	-0.16161	-1.1079	0.136762
18	-0.127364	-0.8732	0.193506
19	0.010355	0.071	0.471854
20	0.007663	0.0525	0.479164
21	-0.051842	-0.3554	0.361936
22	-0.033264	-0.228	0.410299
23	0.146836	1.0067	0.159628
24	-0.057888	-0.3969	0.346633
25	0.041648	0.2855	0.388249
26	-0.0379	-0.2598	0.398064
27	-0.162304	-1.1127	0.135748
28	-0.007439	-0.051	0.479771
29	-0.04195	-0.2876	0.387461
30	-0.053692	-0.3681	0.357228
31	0.054221	0.3717	0.355886
32	0.056826	0.3896	0.349305
33	-0.073627	-0.5048	0.308043
34	-0.158699	-1.088	0.141075
35	0.001333	0.0091	0.496374
36	-0.068612	-0.4704	0.320131

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.60784 & 4.1671 & 6.6e-05 \tabularnewline
2 & -0.63292 & -4.3391 & 3.8e-05 \tabularnewline
3 & -0.27301 & -1.8717 & 0.033742 \tabularnewline
4 & 0.039381 & 0.27 & 0.394177 \tabularnewline
5 & -0.068101 & -0.4669 & 0.321372 \tabularnewline
6 & -0.031138 & -0.2135 & 0.415942 \tabularnewline
7 & -0.109954 & -0.7538 & 0.227362 \tabularnewline
8 & 0.148588 & 1.0187 & 0.156787 \tabularnewline
9 & -0.050387 & -0.3454 & 0.365654 \tabularnewline
10 & -0.022159 & -0.1519 & 0.439953 \tabularnewline
11 & -0.03062 & -0.2099 & 0.41732 \tabularnewline
12 & -0.108283 & -0.7424 & 0.230784 \tabularnewline
13 & -0.01116 & -0.0765 & 0.46967 \tabularnewline
14 & 0.01281 & 0.0878 & 0.465196 \tabularnewline
15 & -0.317282 & -2.1752 & 0.017341 \tabularnewline
16 & 0.243923 & 1.6723 & 0.05056 \tabularnewline
17 & -0.16161 & -1.1079 & 0.136762 \tabularnewline
18 & -0.127364 & -0.8732 & 0.193506 \tabularnewline
19 & 0.010355 & 0.071 & 0.471854 \tabularnewline
20 & 0.007663 & 0.0525 & 0.479164 \tabularnewline
21 & -0.051842 & -0.3554 & 0.361936 \tabularnewline
22 & -0.033264 & -0.228 & 0.410299 \tabularnewline
23 & 0.146836 & 1.0067 & 0.159628 \tabularnewline
24 & -0.057888 & -0.3969 & 0.346633 \tabularnewline
25 & 0.041648 & 0.2855 & 0.388249 \tabularnewline
26 & -0.0379 & -0.2598 & 0.398064 \tabularnewline
27 & -0.162304 & -1.1127 & 0.135748 \tabularnewline
28 & -0.007439 & -0.051 & 0.479771 \tabularnewline
29 & -0.04195 & -0.2876 & 0.387461 \tabularnewline
30 & -0.053692 & -0.3681 & 0.357228 \tabularnewline
31 & 0.054221 & 0.3717 & 0.355886 \tabularnewline
32 & 0.056826 & 0.3896 & 0.349305 \tabularnewline
33 & -0.073627 & -0.5048 & 0.308043 \tabularnewline
34 & -0.158699 & -1.088 & 0.141075 \tabularnewline
35 & 0.001333 & 0.0091 & 0.496374 \tabularnewline
36 & -0.068612 & -0.4704 & 0.320131 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69112&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]0.60784[/C][C]4.1671[/C][C]6.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.63292[/C][C]-4.3391[/C][C]3.8e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.27301[/C][C]-1.8717[/C][C]0.033742[/C][/ROW]
[ROW][C]4[/C][C]0.039381[/C][C]0.27[/C][C]0.394177[/C][/ROW]
[ROW][C]5[/C][C]-0.068101[/C][C]-0.4669[/C][C]0.321372[/C][/ROW]
[ROW][C]6[/C][C]-0.031138[/C][C]-0.2135[/C][C]0.415942[/C][/ROW]
[ROW][C]7[/C][C]-0.109954[/C][C]-0.7538[/C][C]0.227362[/C][/ROW]
[ROW][C]8[/C][C]0.148588[/C][C]1.0187[/C][C]0.156787[/C][/ROW]
[ROW][C]9[/C][C]-0.050387[/C][C]-0.3454[/C][C]0.365654[/C][/ROW]
[ROW][C]10[/C][C]-0.022159[/C][C]-0.1519[/C][C]0.439953[/C][/ROW]
[ROW][C]11[/C][C]-0.03062[/C][C]-0.2099[/C][C]0.41732[/C][/ROW]
[ROW][C]12[/C][C]-0.108283[/C][C]-0.7424[/C][C]0.230784[/C][/ROW]
[ROW][C]13[/C][C]-0.01116[/C][C]-0.0765[/C][C]0.46967[/C][/ROW]
[ROW][C]14[/C][C]0.01281[/C][C]0.0878[/C][C]0.465196[/C][/ROW]
[ROW][C]15[/C][C]-0.317282[/C][C]-2.1752[/C][C]0.017341[/C][/ROW]
[ROW][C]16[/C][C]0.243923[/C][C]1.6723[/C][C]0.05056[/C][/ROW]
[ROW][C]17[/C][C]-0.16161[/C][C]-1.1079[/C][C]0.136762[/C][/ROW]
[ROW][C]18[/C][C]-0.127364[/C][C]-0.8732[/C][C]0.193506[/C][/ROW]
[ROW][C]19[/C][C]0.010355[/C][C]0.071[/C][C]0.471854[/C][/ROW]
[ROW][C]20[/C][C]0.007663[/C][C]0.0525[/C][C]0.479164[/C][/ROW]
[ROW][C]21[/C][C]-0.051842[/C][C]-0.3554[/C][C]0.361936[/C][/ROW]
[ROW][C]22[/C][C]-0.033264[/C][C]-0.228[/C][C]0.410299[/C][/ROW]
[ROW][C]23[/C][C]0.146836[/C][C]1.0067[/C][C]0.159628[/C][/ROW]
[ROW][C]24[/C][C]-0.057888[/C][C]-0.3969[/C][C]0.346633[/C][/ROW]
[ROW][C]25[/C][C]0.041648[/C][C]0.2855[/C][C]0.388249[/C][/ROW]
[ROW][C]26[/C][C]-0.0379[/C][C]-0.2598[/C][C]0.398064[/C][/ROW]
[ROW][C]27[/C][C]-0.162304[/C][C]-1.1127[/C][C]0.135748[/C][/ROW]
[ROW][C]28[/C][C]-0.007439[/C][C]-0.051[/C][C]0.479771[/C][/ROW]
[ROW][C]29[/C][C]-0.04195[/C][C]-0.2876[/C][C]0.387461[/C][/ROW]
[ROW][C]30[/C][C]-0.053692[/C][C]-0.3681[/C][C]0.357228[/C][/ROW]
[ROW][C]31[/C][C]0.054221[/C][C]0.3717[/C][C]0.355886[/C][/ROW]
[ROW][C]32[/C][C]0.056826[/C][C]0.3896[/C][C]0.349305[/C][/ROW]
[ROW][C]33[/C][C]-0.073627[/C][C]-0.5048[/C][C]0.308043[/C][/ROW]
[ROW][C]34[/C][C]-0.158699[/C][C]-1.088[/C][C]0.141075[/C][/ROW]
[ROW][C]35[/C][C]0.001333[/C][C]0.0091[/C][C]0.496374[/C][/ROW]
[ROW][C]36[/C][C]-0.068612[/C][C]-0.4704[/C][C]0.320131[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69112&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69112&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	0.60784	4.1671	6.6e-05
2	-0.63292	-4.3391	3.8e-05
3	-0.27301	-1.8717	0.033742
4	0.039381	0.27	0.394177
5	-0.068101	-0.4669	0.321372
6	-0.031138	-0.2135	0.415942
7	-0.109954	-0.7538	0.227362
8	0.148588	1.0187	0.156787
9	-0.050387	-0.3454	0.365654
10	-0.022159	-0.1519	0.439953
11	-0.03062	-0.2099	0.41732
12	-0.108283	-0.7424	0.230784
13	-0.01116	-0.0765	0.46967
14	0.01281	0.0878	0.465196
15	-0.317282	-2.1752	0.017341
16	0.243923	1.6723	0.05056
17	-0.16161	-1.1079	0.136762
18	-0.127364	-0.8732	0.193506
19	0.010355	0.071	0.471854
20	0.007663	0.0525	0.479164
21	-0.051842	-0.3554	0.361936
22	-0.033264	-0.228	0.410299
23	0.146836	1.0067	0.159628
24	-0.057888	-0.3969	0.346633
25	0.041648	0.2855	0.388249
26	-0.0379	-0.2598	0.398064
27	-0.162304	-1.1127	0.135748
28	-0.007439	-0.051	0.479771
29	-0.04195	-0.2876	0.387461
30	-0.053692	-0.3681	0.357228
31	0.054221	0.3717	0.355886
32	0.056826	0.3896	0.349305
33	-0.073627	-0.5048	0.308043
34	-0.158699	-1.088	0.141075
35	0.001333	0.0091	0.496374
36	-0.068612	-0.4704	0.320131

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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