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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 03:51:27 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/18/t1261133542q6vglt2kma702h1.htm/, Retrieved Sat, 27 Apr 2024 06:01:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69220, Retrieved Sat, 27 Apr 2024 06:01:14 +0000

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User-defined keywords

Estimated Impact

120

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] [] [2009-11-26 09:56:49] [d181e5359f7da6c8509e4702d1229fb0]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-18 10:51:27] [b4088cbf8335906ce53a9289ed6fac01] [Current]

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Dataseries X:

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Boxplots

8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.00
8.2
8.1
8.1
8.00
7.9
7.9
8.00
8.00
7.9
8.00
7.7
7.2
7.5
7.3
7.00
7.00
7.00
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.00
8.00
7.7
7.3
7.4
8.1
8.3
8.2

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=69220&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=69220&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69220&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	0.387872	3.2912	0.000774
2	-0.271818	-2.3065	0.011983
3	-0.624617	-5.3	1e-06
4	-0.442901	-3.7581	0.000173
5	0.091612	0.7774	0.219749
6	0.492868	4.1821	4e-05
7	0.3547	3.0097	0.001801
8	-0.043303	-0.3674	0.357186
9	-0.309256	-2.6241	0.0053
10	-0.279429	-2.371	0.010209
11	0.006389	0.0542	0.478458
12	0.383345	3.2528	0.00087
13	0.119974	1.018	0.15604
14	-0.05773	-0.4899	0.312862
15	-0.144969	-1.2301	0.111331
16	-0.115844	-0.983	0.164457
17	0.012501	0.1061	0.457908
18	0.13285	1.1273	0.131686
19	0.052205	0.443	0.329557
20	-0.057819	-0.4906	0.312597
21	-0.092137	-0.7818	0.218445
22	-0.096431	-0.8182	0.207959
23	0.004556	0.0387	0.484635
24	0.156079	1.3244	0.094784
25	-0.041773	-0.3545	0.362018
26	-0.076035	-0.6452	0.260432
27	-0.062005	-0.5261	0.300206
28	-0.029597	-0.2511	0.401211
29	0.050289	0.4267	0.33543
30	0.112918	0.9581	0.170599
31	0.037211	0.3157	0.376553
32	-0.086983	-0.7381	0.231435
33	-0.123293	-1.0462	0.14949
34	-0.068801	-0.5838	0.28059
35	0.053483	0.4538	0.325662
36	0.184831	1.5683	0.060593

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.387872 & 3.2912 & 0.000774 \tabularnewline
2 & -0.271818 & -2.3065 & 0.011983 \tabularnewline
3 & -0.624617 & -5.3 & 1e-06 \tabularnewline
4 & -0.442901 & -3.7581 & 0.000173 \tabularnewline
5 & 0.091612 & 0.7774 & 0.219749 \tabularnewline
6 & 0.492868 & 4.1821 & 4e-05 \tabularnewline
7 & 0.3547 & 3.0097 & 0.001801 \tabularnewline
8 & -0.043303 & -0.3674 & 0.357186 \tabularnewline
9 & -0.309256 & -2.6241 & 0.0053 \tabularnewline
10 & -0.279429 & -2.371 & 0.010209 \tabularnewline
11 & 0.006389 & 0.0542 & 0.478458 \tabularnewline
12 & 0.383345 & 3.2528 & 0.00087 \tabularnewline
13 & 0.119974 & 1.018 & 0.15604 \tabularnewline
14 & -0.05773 & -0.4899 & 0.312862 \tabularnewline
15 & -0.144969 & -1.2301 & 0.111331 \tabularnewline
16 & -0.115844 & -0.983 & 0.164457 \tabularnewline
17 & 0.012501 & 0.1061 & 0.457908 \tabularnewline
18 & 0.13285 & 1.1273 & 0.131686 \tabularnewline
19 & 0.052205 & 0.443 & 0.329557 \tabularnewline
20 & -0.057819 & -0.4906 & 0.312597 \tabularnewline
21 & -0.092137 & -0.7818 & 0.218445 \tabularnewline
22 & -0.096431 & -0.8182 & 0.207959 \tabularnewline
23 & 0.004556 & 0.0387 & 0.484635 \tabularnewline
24 & 0.156079 & 1.3244 & 0.094784 \tabularnewline
25 & -0.041773 & -0.3545 & 0.362018 \tabularnewline
26 & -0.076035 & -0.6452 & 0.260432 \tabularnewline
27 & -0.062005 & -0.5261 & 0.300206 \tabularnewline
28 & -0.029597 & -0.2511 & 0.401211 \tabularnewline
29 & 0.050289 & 0.4267 & 0.33543 \tabularnewline
30 & 0.112918 & 0.9581 & 0.170599 \tabularnewline
31 & 0.037211 & 0.3157 & 0.376553 \tabularnewline
32 & -0.086983 & -0.7381 & 0.231435 \tabularnewline
33 & -0.123293 & -1.0462 & 0.14949 \tabularnewline
34 & -0.068801 & -0.5838 & 0.28059 \tabularnewline
35 & 0.053483 & 0.4538 & 0.325662 \tabularnewline
36 & 0.184831 & 1.5683 & 0.060593 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69220&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]0.387872[/C][C]3.2912[/C][C]0.000774[/C][/ROW]
[ROW][C]2[/C][C]-0.271818[/C][C]-2.3065[/C][C]0.011983[/C][/ROW]
[ROW][C]3[/C][C]-0.624617[/C][C]-5.3[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.442901[/C][C]-3.7581[/C][C]0.000173[/C][/ROW]
[ROW][C]5[/C][C]0.091612[/C][C]0.7774[/C][C]0.219749[/C][/ROW]
[ROW][C]6[/C][C]0.492868[/C][C]4.1821[/C][C]4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.3547[/C][C]3.0097[/C][C]0.001801[/C][/ROW]
[ROW][C]8[/C][C]-0.043303[/C][C]-0.3674[/C][C]0.357186[/C][/ROW]
[ROW][C]9[/C][C]-0.309256[/C][C]-2.6241[/C][C]0.0053[/C][/ROW]
[ROW][C]10[/C][C]-0.279429[/C][C]-2.371[/C][C]0.010209[/C][/ROW]
[ROW][C]11[/C][C]0.006389[/C][C]0.0542[/C][C]0.478458[/C][/ROW]
[ROW][C]12[/C][C]0.383345[/C][C]3.2528[/C][C]0.00087[/C][/ROW]
[ROW][C]13[/C][C]0.119974[/C][C]1.018[/C][C]0.15604[/C][/ROW]
[ROW][C]14[/C][C]-0.05773[/C][C]-0.4899[/C][C]0.312862[/C][/ROW]
[ROW][C]15[/C][C]-0.144969[/C][C]-1.2301[/C][C]0.111331[/C][/ROW]
[ROW][C]16[/C][C]-0.115844[/C][C]-0.983[/C][C]0.164457[/C][/ROW]
[ROW][C]17[/C][C]0.012501[/C][C]0.1061[/C][C]0.457908[/C][/ROW]
[ROW][C]18[/C][C]0.13285[/C][C]1.1273[/C][C]0.131686[/C][/ROW]
[ROW][C]19[/C][C]0.052205[/C][C]0.443[/C][C]0.329557[/C][/ROW]
[ROW][C]20[/C][C]-0.057819[/C][C]-0.4906[/C][C]0.312597[/C][/ROW]
[ROW][C]21[/C][C]-0.092137[/C][C]-0.7818[/C][C]0.218445[/C][/ROW]
[ROW][C]22[/C][C]-0.096431[/C][C]-0.8182[/C][C]0.207959[/C][/ROW]
[ROW][C]23[/C][C]0.004556[/C][C]0.0387[/C][C]0.484635[/C][/ROW]
[ROW][C]24[/C][C]0.156079[/C][C]1.3244[/C][C]0.094784[/C][/ROW]
[ROW][C]25[/C][C]-0.041773[/C][C]-0.3545[/C][C]0.362018[/C][/ROW]
[ROW][C]26[/C][C]-0.076035[/C][C]-0.6452[/C][C]0.260432[/C][/ROW]
[ROW][C]27[/C][C]-0.062005[/C][C]-0.5261[/C][C]0.300206[/C][/ROW]
[ROW][C]28[/C][C]-0.029597[/C][C]-0.2511[/C][C]0.401211[/C][/ROW]
[ROW][C]29[/C][C]0.050289[/C][C]0.4267[/C][C]0.33543[/C][/ROW]
[ROW][C]30[/C][C]0.112918[/C][C]0.9581[/C][C]0.170599[/C][/ROW]
[ROW][C]31[/C][C]0.037211[/C][C]0.3157[/C][C]0.376553[/C][/ROW]
[ROW][C]32[/C][C]-0.086983[/C][C]-0.7381[/C][C]0.231435[/C][/ROW]
[ROW][C]33[/C][C]-0.123293[/C][C]-1.0462[/C][C]0.14949[/C][/ROW]
[ROW][C]34[/C][C]-0.068801[/C][C]-0.5838[/C][C]0.28059[/C][/ROW]
[ROW][C]35[/C][C]0.053483[/C][C]0.4538[/C][C]0.325662[/C][/ROW]
[ROW][C]36[/C][C]0.184831[/C][C]1.5683[/C][C]0.060593[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69220&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69220&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	0.387872	3.2912	0.000774
2	-0.271818	-2.3065	0.011983
3	-0.624617	-5.3	1e-06
4	-0.442901	-3.7581	0.000173
5	0.091612	0.7774	0.219749
6	0.492868	4.1821	4e-05
7	0.3547	3.0097	0.001801
8	-0.043303	-0.3674	0.357186
9	-0.309256	-2.6241	0.0053
10	-0.279429	-2.371	0.010209
11	0.006389	0.0542	0.478458
12	0.383345	3.2528	0.00087
13	0.119974	1.018	0.15604
14	-0.05773	-0.4899	0.312862
15	-0.144969	-1.2301	0.111331
16	-0.115844	-0.983	0.164457
17	0.012501	0.1061	0.457908
18	0.13285	1.1273	0.131686
19	0.052205	0.443	0.329557
20	-0.057819	-0.4906	0.312597
21	-0.092137	-0.7818	0.218445
22	-0.096431	-0.8182	0.207959
23	0.004556	0.0387	0.484635
24	0.156079	1.3244	0.094784
25	-0.041773	-0.3545	0.362018
26	-0.076035	-0.6452	0.260432
27	-0.062005	-0.5261	0.300206
28	-0.029597	-0.2511	0.401211
29	0.050289	0.4267	0.33543
30	0.112918	0.9581	0.170599
31	0.037211	0.3157	0.376553
32	-0.086983	-0.7381	0.231435
33	-0.123293	-1.0462	0.14949
34	-0.068801	-0.5838	0.28059
35	0.053483	0.4538	0.325662
36	0.184831	1.5683	0.060593

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.387872	3.2912	0.000774
2	-0.497039	-4.2175	3.5e-05
3	-0.428336	-3.6345	0.00026
4	-0.219317	-1.861	0.033416
5	0.028809	0.2445	0.403787
6	0.106459	0.9033	0.18468
7	-0.112822	-0.9573	0.170803
8	-0.049415	-0.4193	0.338123
9	0.058118	0.4931	0.311704
10	0.017057	0.1447	0.442663
11	0.03348	0.2841	0.388579
12	0.309746	2.6283	0.005241
13	-0.388073	-3.2929	0.000769
14	0.262764	2.2296	0.014446
15	0.154316	1.3094	0.097278
16	-0.063596	-0.5396	0.295559
17	-0.065758	-0.558	0.289295
18	0.04105	0.3483	0.364308
19	0.008156	0.0692	0.472509
20	-0.057765	-0.4901	0.31276
21	-0.08774	-0.7445	0.2295
22	-0.126183	-1.0707	0.143941
23	-0.000628	-0.0053	0.49788
24	-0.085217	-0.7231	0.235984
25	-0.148499	-1.2601	0.105859
26	-0.099312	-0.8427	0.201096
27	-0.094042	-0.798	0.213755
28	-0.051473	-0.4368	0.331794
29	0.009748	0.0827	0.467153
30	-0.030158	-0.2559	0.399379
31	0.047402	0.4022	0.344356
32	-0.068384	-0.5803	0.281777
33	-0.000676	-0.0057	0.497719
34	0.169991	1.4424	0.076759
35	-0.043725	-0.371	0.355857
36	0.054592	0.4632	0.3223

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.387872 & 3.2912 & 0.000774 \tabularnewline
2 & -0.497039 & -4.2175 & 3.5e-05 \tabularnewline
3 & -0.428336 & -3.6345 & 0.00026 \tabularnewline
4 & -0.219317 & -1.861 & 0.033416 \tabularnewline
5 & 0.028809 & 0.2445 & 0.403787 \tabularnewline
6 & 0.106459 & 0.9033 & 0.18468 \tabularnewline
7 & -0.112822 & -0.9573 & 0.170803 \tabularnewline
8 & -0.049415 & -0.4193 & 0.338123 \tabularnewline
9 & 0.058118 & 0.4931 & 0.311704 \tabularnewline
10 & 0.017057 & 0.1447 & 0.442663 \tabularnewline
11 & 0.03348 & 0.2841 & 0.388579 \tabularnewline
12 & 0.309746 & 2.6283 & 0.005241 \tabularnewline
13 & -0.388073 & -3.2929 & 0.000769 \tabularnewline
14 & 0.262764 & 2.2296 & 0.014446 \tabularnewline
15 & 0.154316 & 1.3094 & 0.097278 \tabularnewline
16 & -0.063596 & -0.5396 & 0.295559 \tabularnewline
17 & -0.065758 & -0.558 & 0.289295 \tabularnewline
18 & 0.04105 & 0.3483 & 0.364308 \tabularnewline
19 & 0.008156 & 0.0692 & 0.472509 \tabularnewline
20 & -0.057765 & -0.4901 & 0.31276 \tabularnewline
21 & -0.08774 & -0.7445 & 0.2295 \tabularnewline
22 & -0.126183 & -1.0707 & 0.143941 \tabularnewline
23 & -0.000628 & -0.0053 & 0.49788 \tabularnewline
24 & -0.085217 & -0.7231 & 0.235984 \tabularnewline
25 & -0.148499 & -1.2601 & 0.105859 \tabularnewline
26 & -0.099312 & -0.8427 & 0.201096 \tabularnewline
27 & -0.094042 & -0.798 & 0.213755 \tabularnewline
28 & -0.051473 & -0.4368 & 0.331794 \tabularnewline
29 & 0.009748 & 0.0827 & 0.467153 \tabularnewline
30 & -0.030158 & -0.2559 & 0.399379 \tabularnewline
31 & 0.047402 & 0.4022 & 0.344356 \tabularnewline
32 & -0.068384 & -0.5803 & 0.281777 \tabularnewline
33 & -0.000676 & -0.0057 & 0.497719 \tabularnewline
34 & 0.169991 & 1.4424 & 0.076759 \tabularnewline
35 & -0.043725 & -0.371 & 0.355857 \tabularnewline
36 & 0.054592 & 0.4632 & 0.3223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69220&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]0.387872[/C][C]3.2912[/C][C]0.000774[/C][/ROW]
[ROW][C]2[/C][C]-0.497039[/C][C]-4.2175[/C][C]3.5e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.428336[/C][C]-3.6345[/C][C]0.00026[/C][/ROW]
[ROW][C]4[/C][C]-0.219317[/C][C]-1.861[/C][C]0.033416[/C][/ROW]
[ROW][C]5[/C][C]0.028809[/C][C]0.2445[/C][C]0.403787[/C][/ROW]
[ROW][C]6[/C][C]0.106459[/C][C]0.9033[/C][C]0.18468[/C][/ROW]
[ROW][C]7[/C][C]-0.112822[/C][C]-0.9573[/C][C]0.170803[/C][/ROW]
[ROW][C]8[/C][C]-0.049415[/C][C]-0.4193[/C][C]0.338123[/C][/ROW]
[ROW][C]9[/C][C]0.058118[/C][C]0.4931[/C][C]0.311704[/C][/ROW]
[ROW][C]10[/C][C]0.017057[/C][C]0.1447[/C][C]0.442663[/C][/ROW]
[ROW][C]11[/C][C]0.03348[/C][C]0.2841[/C][C]0.388579[/C][/ROW]
[ROW][C]12[/C][C]0.309746[/C][C]2.6283[/C][C]0.005241[/C][/ROW]
[ROW][C]13[/C][C]-0.388073[/C][C]-3.2929[/C][C]0.000769[/C][/ROW]
[ROW][C]14[/C][C]0.262764[/C][C]2.2296[/C][C]0.014446[/C][/ROW]
[ROW][C]15[/C][C]0.154316[/C][C]1.3094[/C][C]0.097278[/C][/ROW]
[ROW][C]16[/C][C]-0.063596[/C][C]-0.5396[/C][C]0.295559[/C][/ROW]
[ROW][C]17[/C][C]-0.065758[/C][C]-0.558[/C][C]0.289295[/C][/ROW]
[ROW][C]18[/C][C]0.04105[/C][C]0.3483[/C][C]0.364308[/C][/ROW]
[ROW][C]19[/C][C]0.008156[/C][C]0.0692[/C][C]0.472509[/C][/ROW]
[ROW][C]20[/C][C]-0.057765[/C][C]-0.4901[/C][C]0.31276[/C][/ROW]
[ROW][C]21[/C][C]-0.08774[/C][C]-0.7445[/C][C]0.2295[/C][/ROW]
[ROW][C]22[/C][C]-0.126183[/C][C]-1.0707[/C][C]0.143941[/C][/ROW]
[ROW][C]23[/C][C]-0.000628[/C][C]-0.0053[/C][C]0.49788[/C][/ROW]
[ROW][C]24[/C][C]-0.085217[/C][C]-0.7231[/C][C]0.235984[/C][/ROW]
[ROW][C]25[/C][C]-0.148499[/C][C]-1.2601[/C][C]0.105859[/C][/ROW]
[ROW][C]26[/C][C]-0.099312[/C][C]-0.8427[/C][C]0.201096[/C][/ROW]
[ROW][C]27[/C][C]-0.094042[/C][C]-0.798[/C][C]0.213755[/C][/ROW]
[ROW][C]28[/C][C]-0.051473[/C][C]-0.4368[/C][C]0.331794[/C][/ROW]
[ROW][C]29[/C][C]0.009748[/C][C]0.0827[/C][C]0.467153[/C][/ROW]
[ROW][C]30[/C][C]-0.030158[/C][C]-0.2559[/C][C]0.399379[/C][/ROW]
[ROW][C]31[/C][C]0.047402[/C][C]0.4022[/C][C]0.344356[/C][/ROW]
[ROW][C]32[/C][C]-0.068384[/C][C]-0.5803[/C][C]0.281777[/C][/ROW]
[ROW][C]33[/C][C]-0.000676[/C][C]-0.0057[/C][C]0.497719[/C][/ROW]
[ROW][C]34[/C][C]0.169991[/C][C]1.4424[/C][C]0.076759[/C][/ROW]
[ROW][C]35[/C][C]-0.043725[/C][C]-0.371[/C][C]0.355857[/C][/ROW]
[ROW][C]36[/C][C]0.054592[/C][C]0.4632[/C][C]0.3223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69220&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69220&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	0.387872	3.2912	0.000774
2	-0.497039	-4.2175	3.5e-05
3	-0.428336	-3.6345	0.00026
4	-0.219317	-1.861	0.033416
5	0.028809	0.2445	0.403787
6	0.106459	0.9033	0.18468
7	-0.112822	-0.9573	0.170803
8	-0.049415	-0.4193	0.338123
9	0.058118	0.4931	0.311704
10	0.017057	0.1447	0.442663
11	0.03348	0.2841	0.388579
12	0.309746	2.6283	0.005241
13	-0.388073	-3.2929	0.000769
14	0.262764	2.2296	0.014446
15	0.154316	1.3094	0.097278
16	-0.063596	-0.5396	0.295559
17	-0.065758	-0.558	0.289295
18	0.04105	0.3483	0.364308
19	0.008156	0.0692	0.472509
20	-0.057765	-0.4901	0.31276
21	-0.08774	-0.7445	0.2295
22	-0.126183	-1.0707	0.143941
23	-0.000628	-0.0053	0.49788
24	-0.085217	-0.7231	0.235984
25	-0.148499	-1.2601	0.105859
26	-0.099312	-0.8427	0.201096
27	-0.094042	-0.798	0.213755
28	-0.051473	-0.4368	0.331794
29	0.009748	0.0827	0.467153
30	-0.030158	-0.2559	0.399379
31	0.047402	0.4022	0.344356
32	-0.068384	-0.5803	0.281777
33	-0.000676	-0.0057	0.497719
34	0.169991	1.4424	0.076759
35	-0.043725	-0.371	0.355857
36	0.054592	0.4632	0.3223

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