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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 14:13:30 -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/t1261084702z0fkpccce0bvct7.htm/, Retrieved Tue, 30 Apr 2024 07:28:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69117, Retrieved Tue, 30 Apr 2024 07:28:46 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

109

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [ACF 4] [2009-12-17 21:13:30] [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=69117&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=69117&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69117&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	0.329073	2.2319	0.015267
2	-0.193291	-1.311	0.098189
3	-0.570288	-3.8679	0.000172
4	-0.439297	-2.9795	0.0023
5	-0.110224	-0.7476	0.229261
6	0.246006	1.6685	0.051005
7	0.223642	1.5168	0.068078
8	0.21246	1.441	0.078182
9	0.031949	0.2167	0.414705
10	-0.054313	-0.3684	0.357144
11	-0.091054	-0.6176	0.269955
12	-0.138978	-0.9426	0.175407
13	-0.129393	-0.8776	0.192365
14	0.108626	0.7367	0.232511
15	-0.014377	-0.0975	0.461373
16	0.116613	0.7909	0.216528
17	0.087859	0.5959	0.277084
18	0.017572	0.1192	0.452827
19	-0.08147	-0.5526	0.291622
20	-0.065495	-0.4442	0.329487
21	-0.087859	-0.5959	0.277084
22	0.001597	0.0108	0.495701
23	0.057508	0.39	0.349154
24	0.08147	0.5526	0.291622
25	0.092652	0.6284	0.266427
26	0.035144	0.2384	0.406332
27	-0.071885	-0.4875	0.314093
28	-0.099042	-0.6717	0.252557
29	-0.164537	-1.1159	0.135121
30	-0.023962	-0.1625	0.435806
31	0.092652	0.6284	0.266427
32	0.185304	1.2568	0.107587
33	0.175719	1.1918	0.119729
34	0.033546	0.2275	0.410513
35	-0.20607	-1.3976	0.084463
36	-0.266773	-1.8093	0.038467

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.329073 & 2.2319 & 0.015267 \tabularnewline
2 & -0.193291 & -1.311 & 0.098189 \tabularnewline
3 & -0.570288 & -3.8679 & 0.000172 \tabularnewline
4 & -0.439297 & -2.9795 & 0.0023 \tabularnewline
5 & -0.110224 & -0.7476 & 0.229261 \tabularnewline
6 & 0.246006 & 1.6685 & 0.051005 \tabularnewline
7 & 0.223642 & 1.5168 & 0.068078 \tabularnewline
8 & 0.21246 & 1.441 & 0.078182 \tabularnewline
9 & 0.031949 & 0.2167 & 0.414705 \tabularnewline
10 & -0.054313 & -0.3684 & 0.357144 \tabularnewline
11 & -0.091054 & -0.6176 & 0.269955 \tabularnewline
12 & -0.138978 & -0.9426 & 0.175407 \tabularnewline
13 & -0.129393 & -0.8776 & 0.192365 \tabularnewline
14 & 0.108626 & 0.7367 & 0.232511 \tabularnewline
15 & -0.014377 & -0.0975 & 0.461373 \tabularnewline
16 & 0.116613 & 0.7909 & 0.216528 \tabularnewline
17 & 0.087859 & 0.5959 & 0.277084 \tabularnewline
18 & 0.017572 & 0.1192 & 0.452827 \tabularnewline
19 & -0.08147 & -0.5526 & 0.291622 \tabularnewline
20 & -0.065495 & -0.4442 & 0.329487 \tabularnewline
21 & -0.087859 & -0.5959 & 0.277084 \tabularnewline
22 & 0.001597 & 0.0108 & 0.495701 \tabularnewline
23 & 0.057508 & 0.39 & 0.349154 \tabularnewline
24 & 0.08147 & 0.5526 & 0.291622 \tabularnewline
25 & 0.092652 & 0.6284 & 0.266427 \tabularnewline
26 & 0.035144 & 0.2384 & 0.406332 \tabularnewline
27 & -0.071885 & -0.4875 & 0.314093 \tabularnewline
28 & -0.099042 & -0.6717 & 0.252557 \tabularnewline
29 & -0.164537 & -1.1159 & 0.135121 \tabularnewline
30 & -0.023962 & -0.1625 & 0.435806 \tabularnewline
31 & 0.092652 & 0.6284 & 0.266427 \tabularnewline
32 & 0.185304 & 1.2568 & 0.107587 \tabularnewline
33 & 0.175719 & 1.1918 & 0.119729 \tabularnewline
34 & 0.033546 & 0.2275 & 0.410513 \tabularnewline
35 & -0.20607 & -1.3976 & 0.084463 \tabularnewline
36 & -0.266773 & -1.8093 & 0.038467 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69117&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]0.329073[/C][C]2.2319[/C][C]0.015267[/C][/ROW]
[ROW][C]2[/C][C]-0.193291[/C][C]-1.311[/C][C]0.098189[/C][/ROW]
[ROW][C]3[/C][C]-0.570288[/C][C]-3.8679[/C][C]0.000172[/C][/ROW]
[ROW][C]4[/C][C]-0.439297[/C][C]-2.9795[/C][C]0.0023[/C][/ROW]
[ROW][C]5[/C][C]-0.110224[/C][C]-0.7476[/C][C]0.229261[/C][/ROW]
[ROW][C]6[/C][C]0.246006[/C][C]1.6685[/C][C]0.051005[/C][/ROW]
[ROW][C]7[/C][C]0.223642[/C][C]1.5168[/C][C]0.068078[/C][/ROW]
[ROW][C]8[/C][C]0.21246[/C][C]1.441[/C][C]0.078182[/C][/ROW]
[ROW][C]9[/C][C]0.031949[/C][C]0.2167[/C][C]0.414705[/C][/ROW]
[ROW][C]10[/C][C]-0.054313[/C][C]-0.3684[/C][C]0.357144[/C][/ROW]
[ROW][C]11[/C][C]-0.091054[/C][C]-0.6176[/C][C]0.269955[/C][/ROW]
[ROW][C]12[/C][C]-0.138978[/C][C]-0.9426[/C][C]0.175407[/C][/ROW]
[ROW][C]13[/C][C]-0.129393[/C][C]-0.8776[/C][C]0.192365[/C][/ROW]
[ROW][C]14[/C][C]0.108626[/C][C]0.7367[/C][C]0.232511[/C][/ROW]
[ROW][C]15[/C][C]-0.014377[/C][C]-0.0975[/C][C]0.461373[/C][/ROW]
[ROW][C]16[/C][C]0.116613[/C][C]0.7909[/C][C]0.216528[/C][/ROW]
[ROW][C]17[/C][C]0.087859[/C][C]0.5959[/C][C]0.277084[/C][/ROW]
[ROW][C]18[/C][C]0.017572[/C][C]0.1192[/C][C]0.452827[/C][/ROW]
[ROW][C]19[/C][C]-0.08147[/C][C]-0.5526[/C][C]0.291622[/C][/ROW]
[ROW][C]20[/C][C]-0.065495[/C][C]-0.4442[/C][C]0.329487[/C][/ROW]
[ROW][C]21[/C][C]-0.087859[/C][C]-0.5959[/C][C]0.277084[/C][/ROW]
[ROW][C]22[/C][C]0.001597[/C][C]0.0108[/C][C]0.495701[/C][/ROW]
[ROW][C]23[/C][C]0.057508[/C][C]0.39[/C][C]0.349154[/C][/ROW]
[ROW][C]24[/C][C]0.08147[/C][C]0.5526[/C][C]0.291622[/C][/ROW]
[ROW][C]25[/C][C]0.092652[/C][C]0.6284[/C][C]0.266427[/C][/ROW]
[ROW][C]26[/C][C]0.035144[/C][C]0.2384[/C][C]0.406332[/C][/ROW]
[ROW][C]27[/C][C]-0.071885[/C][C]-0.4875[/C][C]0.314093[/C][/ROW]
[ROW][C]28[/C][C]-0.099042[/C][C]-0.6717[/C][C]0.252557[/C][/ROW]
[ROW][C]29[/C][C]-0.164537[/C][C]-1.1159[/C][C]0.135121[/C][/ROW]
[ROW][C]30[/C][C]-0.023962[/C][C]-0.1625[/C][C]0.435806[/C][/ROW]
[ROW][C]31[/C][C]0.092652[/C][C]0.6284[/C][C]0.266427[/C][/ROW]
[ROW][C]32[/C][C]0.185304[/C][C]1.2568[/C][C]0.107587[/C][/ROW]
[ROW][C]33[/C][C]0.175719[/C][C]1.1918[/C][C]0.119729[/C][/ROW]
[ROW][C]34[/C][C]0.033546[/C][C]0.2275[/C][C]0.410513[/C][/ROW]
[ROW][C]35[/C][C]-0.20607[/C][C]-1.3976[/C][C]0.084463[/C][/ROW]
[ROW][C]36[/C][C]-0.266773[/C][C]-1.8093[/C][C]0.038467[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69117&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69117&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	0.329073	2.2319	0.015267
2	-0.193291	-1.311	0.098189
3	-0.570288	-3.8679	0.000172
4	-0.439297	-2.9795	0.0023
5	-0.110224	-0.7476	0.229261
6	0.246006	1.6685	0.051005
7	0.223642	1.5168	0.068078
8	0.21246	1.441	0.078182
9	0.031949	0.2167	0.414705
10	-0.054313	-0.3684	0.357144
11	-0.091054	-0.6176	0.269955
12	-0.138978	-0.9426	0.175407
13	-0.129393	-0.8776	0.192365
14	0.108626	0.7367	0.232511
15	-0.014377	-0.0975	0.461373
16	0.116613	0.7909	0.216528
17	0.087859	0.5959	0.277084
18	0.017572	0.1192	0.452827
19	-0.08147	-0.5526	0.291622
20	-0.065495	-0.4442	0.329487
21	-0.087859	-0.5959	0.277084
22	0.001597	0.0108	0.495701
23	0.057508	0.39	0.349154
24	0.08147	0.5526	0.291622
25	0.092652	0.6284	0.266427
26	0.035144	0.2384	0.406332
27	-0.071885	-0.4875	0.314093
28	-0.099042	-0.6717	0.252557
29	-0.164537	-1.1159	0.135121
30	-0.023962	-0.1625	0.435806
31	0.092652	0.6284	0.266427
32	0.185304	1.2568	0.107587
33	0.175719	1.1918	0.119729
34	0.033546	0.2275	0.410513
35	-0.20607	-1.3976	0.084463
36	-0.266773	-1.8093	0.038467

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.329073	2.2319	0.015267
2	-0.338204	-2.2938	0.013209
3	-0.47343	-3.211	0.001207
4	-0.242779	-1.6466	0.053227
5	-0.222004	-1.5057	0.06949
6	-0.128512	-0.8716	0.193974
7	-0.333618	-2.2627	0.01421
8	-0.069786	-0.4733	0.319115
9	-0.11508	-0.7805	0.219545
10	-0.071283	-0.4835	0.31553
11	0.017472	0.1185	0.453093
12	-0.115994	-0.7867	0.217744
13	-0.088274	-0.5987	0.276155
14	0.188797	1.2805	0.103397
15	-0.303375	-2.0576	0.022662
16	0.084092	0.5703	0.285612
17	0.045392	0.3079	0.379788
18	-0.088824	-0.6024	0.274921
19	-0.037547	-0.2547	0.400063
20	-0.017253	-0.117	0.453679
21	0.005059	0.0343	0.486389
22	-0.142097	-0.9637	0.170106
23	0.041698	0.2828	0.389296
24	-0.021711	-0.1473	0.441789
25	0.002851	0.0193	0.492328
26	0.164609	1.1164	0.135017
27	-0.004936	-0.0335	0.486719
28	-0.02066	-0.1401	0.444588
29	0.054742	0.3713	0.356068
30	-0.061699	-0.4185	0.338778
31	-0.046095	-0.3126	0.377987
32	0.063193	0.4286	0.33511
33	0.165567	1.1229	0.133646
34	-0.006108	-0.0414	0.483567
35	-0.031297	-0.2123	0.416419
36	0.019927	0.1352	0.446541

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.329073 & 2.2319 & 0.015267 \tabularnewline
2 & -0.338204 & -2.2938 & 0.013209 \tabularnewline
3 & -0.47343 & -3.211 & 0.001207 \tabularnewline
4 & -0.242779 & -1.6466 & 0.053227 \tabularnewline
5 & -0.222004 & -1.5057 & 0.06949 \tabularnewline
6 & -0.128512 & -0.8716 & 0.193974 \tabularnewline
7 & -0.333618 & -2.2627 & 0.01421 \tabularnewline
8 & -0.069786 & -0.4733 & 0.319115 \tabularnewline
9 & -0.11508 & -0.7805 & 0.219545 \tabularnewline
10 & -0.071283 & -0.4835 & 0.31553 \tabularnewline
11 & 0.017472 & 0.1185 & 0.453093 \tabularnewline
12 & -0.115994 & -0.7867 & 0.217744 \tabularnewline
13 & -0.088274 & -0.5987 & 0.276155 \tabularnewline
14 & 0.188797 & 1.2805 & 0.103397 \tabularnewline
15 & -0.303375 & -2.0576 & 0.022662 \tabularnewline
16 & 0.084092 & 0.5703 & 0.285612 \tabularnewline
17 & 0.045392 & 0.3079 & 0.379788 \tabularnewline
18 & -0.088824 & -0.6024 & 0.274921 \tabularnewline
19 & -0.037547 & -0.2547 & 0.400063 \tabularnewline
20 & -0.017253 & -0.117 & 0.453679 \tabularnewline
21 & 0.005059 & 0.0343 & 0.486389 \tabularnewline
22 & -0.142097 & -0.9637 & 0.170106 \tabularnewline
23 & 0.041698 & 0.2828 & 0.389296 \tabularnewline
24 & -0.021711 & -0.1473 & 0.441789 \tabularnewline
25 & 0.002851 & 0.0193 & 0.492328 \tabularnewline
26 & 0.164609 & 1.1164 & 0.135017 \tabularnewline
27 & -0.004936 & -0.0335 & 0.486719 \tabularnewline
28 & -0.02066 & -0.1401 & 0.444588 \tabularnewline
29 & 0.054742 & 0.3713 & 0.356068 \tabularnewline
30 & -0.061699 & -0.4185 & 0.338778 \tabularnewline
31 & -0.046095 & -0.3126 & 0.377987 \tabularnewline
32 & 0.063193 & 0.4286 & 0.33511 \tabularnewline
33 & 0.165567 & 1.1229 & 0.133646 \tabularnewline
34 & -0.006108 & -0.0414 & 0.483567 \tabularnewline
35 & -0.031297 & -0.2123 & 0.416419 \tabularnewline
36 & 0.019927 & 0.1352 & 0.446541 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69117&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]0.329073[/C][C]2.2319[/C][C]0.015267[/C][/ROW]
[ROW][C]2[/C][C]-0.338204[/C][C]-2.2938[/C][C]0.013209[/C][/ROW]
[ROW][C]3[/C][C]-0.47343[/C][C]-3.211[/C][C]0.001207[/C][/ROW]
[ROW][C]4[/C][C]-0.242779[/C][C]-1.6466[/C][C]0.053227[/C][/ROW]
[ROW][C]5[/C][C]-0.222004[/C][C]-1.5057[/C][C]0.06949[/C][/ROW]
[ROW][C]6[/C][C]-0.128512[/C][C]-0.8716[/C][C]0.193974[/C][/ROW]
[ROW][C]7[/C][C]-0.333618[/C][C]-2.2627[/C][C]0.01421[/C][/ROW]
[ROW][C]8[/C][C]-0.069786[/C][C]-0.4733[/C][C]0.319115[/C][/ROW]
[ROW][C]9[/C][C]-0.11508[/C][C]-0.7805[/C][C]0.219545[/C][/ROW]
[ROW][C]10[/C][C]-0.071283[/C][C]-0.4835[/C][C]0.31553[/C][/ROW]
[ROW][C]11[/C][C]0.017472[/C][C]0.1185[/C][C]0.453093[/C][/ROW]
[ROW][C]12[/C][C]-0.115994[/C][C]-0.7867[/C][C]0.217744[/C][/ROW]
[ROW][C]13[/C][C]-0.088274[/C][C]-0.5987[/C][C]0.276155[/C][/ROW]
[ROW][C]14[/C][C]0.188797[/C][C]1.2805[/C][C]0.103397[/C][/ROW]
[ROW][C]15[/C][C]-0.303375[/C][C]-2.0576[/C][C]0.022662[/C][/ROW]
[ROW][C]16[/C][C]0.084092[/C][C]0.5703[/C][C]0.285612[/C][/ROW]
[ROW][C]17[/C][C]0.045392[/C][C]0.3079[/C][C]0.379788[/C][/ROW]
[ROW][C]18[/C][C]-0.088824[/C][C]-0.6024[/C][C]0.274921[/C][/ROW]
[ROW][C]19[/C][C]-0.037547[/C][C]-0.2547[/C][C]0.400063[/C][/ROW]
[ROW][C]20[/C][C]-0.017253[/C][C]-0.117[/C][C]0.453679[/C][/ROW]
[ROW][C]21[/C][C]0.005059[/C][C]0.0343[/C][C]0.486389[/C][/ROW]
[ROW][C]22[/C][C]-0.142097[/C][C]-0.9637[/C][C]0.170106[/C][/ROW]
[ROW][C]23[/C][C]0.041698[/C][C]0.2828[/C][C]0.389296[/C][/ROW]
[ROW][C]24[/C][C]-0.021711[/C][C]-0.1473[/C][C]0.441789[/C][/ROW]
[ROW][C]25[/C][C]0.002851[/C][C]0.0193[/C][C]0.492328[/C][/ROW]
[ROW][C]26[/C][C]0.164609[/C][C]1.1164[/C][C]0.135017[/C][/ROW]
[ROW][C]27[/C][C]-0.004936[/C][C]-0.0335[/C][C]0.486719[/C][/ROW]
[ROW][C]28[/C][C]-0.02066[/C][C]-0.1401[/C][C]0.444588[/C][/ROW]
[ROW][C]29[/C][C]0.054742[/C][C]0.3713[/C][C]0.356068[/C][/ROW]
[ROW][C]30[/C][C]-0.061699[/C][C]-0.4185[/C][C]0.338778[/C][/ROW]
[ROW][C]31[/C][C]-0.046095[/C][C]-0.3126[/C][C]0.377987[/C][/ROW]
[ROW][C]32[/C][C]0.063193[/C][C]0.4286[/C][C]0.33511[/C][/ROW]
[ROW][C]33[/C][C]0.165567[/C][C]1.1229[/C][C]0.133646[/C][/ROW]
[ROW][C]34[/C][C]-0.006108[/C][C]-0.0414[/C][C]0.483567[/C][/ROW]
[ROW][C]35[/C][C]-0.031297[/C][C]-0.2123[/C][C]0.416419[/C][/ROW]
[ROW][C]36[/C][C]0.019927[/C][C]0.1352[/C][C]0.446541[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69117&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69117&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	0.329073	2.2319	0.015267
2	-0.338204	-2.2938	0.013209
3	-0.47343	-3.211	0.001207
4	-0.242779	-1.6466	0.053227
5	-0.222004	-1.5057	0.06949
6	-0.128512	-0.8716	0.193974
7	-0.333618	-2.2627	0.01421
8	-0.069786	-0.4733	0.319115
9	-0.11508	-0.7805	0.219545
10	-0.071283	-0.4835	0.31553
11	0.017472	0.1185	0.453093
12	-0.115994	-0.7867	0.217744
13	-0.088274	-0.5987	0.276155
14	0.188797	1.2805	0.103397
15	-0.303375	-2.0576	0.022662
16	0.084092	0.5703	0.285612
17	0.045392	0.3079	0.379788
18	-0.088824	-0.6024	0.274921
19	-0.037547	-0.2547	0.400063
20	-0.017253	-0.117	0.453679
21	0.005059	0.0343	0.486389
22	-0.142097	-0.9637	0.170106
23	0.041698	0.2828	0.389296
24	-0.021711	-0.1473	0.441789
25	0.002851	0.0193	0.492328
26	0.164609	1.1164	0.135017
27	-0.004936	-0.0335	0.486719
28	-0.02066	-0.1401	0.444588
29	0.054742	0.3713	0.356068
30	-0.061699	-0.4185	0.338778
31	-0.046095	-0.3126	0.377987
32	0.063193	0.4286	0.33511
33	0.165567	1.1229	0.133646
34	-0.006108	-0.0414	0.483567
35	-0.031297	-0.2123	0.416419
36	0.019927	0.1352	0.446541

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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