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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 04:19:36 -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/t126113521542on3wn4n9pskip.htm/, Retrieved Sat, 27 Apr 2024 09:53:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69239, Retrieved Sat, 27 Apr 2024 09:53:18 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

147

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]
-    D        [(Partial) Autocorrelation Function] [] [2009-11-24 09:58:46] [fef2f8976fa1eef1b54e2cee317fe737]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-18 11:19:36] [2ffc7e281e02b99889abd2ccc65ed6c3] [Current]
- R                 [(Partial) Autocorrelation Function] [Paper: ACF 2] [2010-12-22 20:22:11] [29e492448d11757ae0fad5ef6e7f8e86] 
- R P               [(Partial) Autocorrelation Function] [Paper: ACF 3] [2010-12-22 20:24:01] [29e492448d11757ae0fad5ef6e7f8e86] 

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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=69239&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=69239&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69239&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	0.928165	6.4305	0
2	0.848198	5.8765	0
3	0.758669	5.2562	2e-06
4	0.651716	4.5152	2.1e-05
5	0.535467	3.7098	0.000269
6	0.424495	2.941	0.002511
7	0.30621	2.1215	0.019536
8	0.204231	1.415	0.081769
9	0.109739	0.7603	0.225399
10	0.024848	0.1722	0.432021
11	-0.044806	-0.3104	0.378791
12	-0.114631	-0.7942	0.215499
13	-0.16994	-1.1774	0.122424
14	-0.213239	-1.4774	0.073055
15	-0.263711	-1.827	0.036957
16	-0.326668	-2.2632	0.014091
17	-0.36066	-2.4987	0.00797
18	-0.403913	-2.7984	0.003686
19	-0.436587	-3.0248	0.001995
20	-0.463601	-3.2119	0.001178
21	-0.478014	-3.3118	0.000883
22	-0.48559	-3.3643	0.000758
23	-0.476633	-3.3022	0.000908
24	-0.449224	-3.1123	0.001562
25	-0.397526	-2.7541	0.004144
26	-0.360532	-2.4978	0.007988
27	-0.316465	-2.1925	0.01661
28	-0.250277	-1.734	0.044672
29	-0.191978	-1.3301	0.094892
30	-0.142653	-0.9883	0.163974
31	-0.08986	-0.6226	0.268256
32	-0.041081	-0.2846	0.388582
33	-0.00368	-0.0255	0.489882
34	0.045149	0.3128	0.377892
35	0.082511	0.5717	0.285112
36	0.112738	0.7811	0.219298

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.928165 & 6.4305 & 0 \tabularnewline
2 & 0.848198 & 5.8765 & 0 \tabularnewline
3 & 0.758669 & 5.2562 & 2e-06 \tabularnewline
4 & 0.651716 & 4.5152 & 2.1e-05 \tabularnewline
5 & 0.535467 & 3.7098 & 0.000269 \tabularnewline
6 & 0.424495 & 2.941 & 0.002511 \tabularnewline
7 & 0.30621 & 2.1215 & 0.019536 \tabularnewline
8 & 0.204231 & 1.415 & 0.081769 \tabularnewline
9 & 0.109739 & 0.7603 & 0.225399 \tabularnewline
10 & 0.024848 & 0.1722 & 0.432021 \tabularnewline
11 & -0.044806 & -0.3104 & 0.378791 \tabularnewline
12 & -0.114631 & -0.7942 & 0.215499 \tabularnewline
13 & -0.16994 & -1.1774 & 0.122424 \tabularnewline
14 & -0.213239 & -1.4774 & 0.073055 \tabularnewline
15 & -0.263711 & -1.827 & 0.036957 \tabularnewline
16 & -0.326668 & -2.2632 & 0.014091 \tabularnewline
17 & -0.36066 & -2.4987 & 0.00797 \tabularnewline
18 & -0.403913 & -2.7984 & 0.003686 \tabularnewline
19 & -0.436587 & -3.0248 & 0.001995 \tabularnewline
20 & -0.463601 & -3.2119 & 0.001178 \tabularnewline
21 & -0.478014 & -3.3118 & 0.000883 \tabularnewline
22 & -0.48559 & -3.3643 & 0.000758 \tabularnewline
23 & -0.476633 & -3.3022 & 0.000908 \tabularnewline
24 & -0.449224 & -3.1123 & 0.001562 \tabularnewline
25 & -0.397526 & -2.7541 & 0.004144 \tabularnewline
26 & -0.360532 & -2.4978 & 0.007988 \tabularnewline
27 & -0.316465 & -2.1925 & 0.01661 \tabularnewline
28 & -0.250277 & -1.734 & 0.044672 \tabularnewline
29 & -0.191978 & -1.3301 & 0.094892 \tabularnewline
30 & -0.142653 & -0.9883 & 0.163974 \tabularnewline
31 & -0.08986 & -0.6226 & 0.268256 \tabularnewline
32 & -0.041081 & -0.2846 & 0.388582 \tabularnewline
33 & -0.00368 & -0.0255 & 0.489882 \tabularnewline
34 & 0.045149 & 0.3128 & 0.377892 \tabularnewline
35 & 0.082511 & 0.5717 & 0.285112 \tabularnewline
36 & 0.112738 & 0.7811 & 0.219298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69239&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]0.928165[/C][C]6.4305[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.848198[/C][C]5.8765[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.758669[/C][C]5.2562[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.651716[/C][C]4.5152[/C][C]2.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.535467[/C][C]3.7098[/C][C]0.000269[/C][/ROW]
[ROW][C]6[/C][C]0.424495[/C][C]2.941[/C][C]0.002511[/C][/ROW]
[ROW][C]7[/C][C]0.30621[/C][C]2.1215[/C][C]0.019536[/C][/ROW]
[ROW][C]8[/C][C]0.204231[/C][C]1.415[/C][C]0.081769[/C][/ROW]
[ROW][C]9[/C][C]0.109739[/C][C]0.7603[/C][C]0.225399[/C][/ROW]
[ROW][C]10[/C][C]0.024848[/C][C]0.1722[/C][C]0.432021[/C][/ROW]
[ROW][C]11[/C][C]-0.044806[/C][C]-0.3104[/C][C]0.378791[/C][/ROW]
[ROW][C]12[/C][C]-0.114631[/C][C]-0.7942[/C][C]0.215499[/C][/ROW]
[ROW][C]13[/C][C]-0.16994[/C][C]-1.1774[/C][C]0.122424[/C][/ROW]
[ROW][C]14[/C][C]-0.213239[/C][C]-1.4774[/C][C]0.073055[/C][/ROW]
[ROW][C]15[/C][C]-0.263711[/C][C]-1.827[/C][C]0.036957[/C][/ROW]
[ROW][C]16[/C][C]-0.326668[/C][C]-2.2632[/C][C]0.014091[/C][/ROW]
[ROW][C]17[/C][C]-0.36066[/C][C]-2.4987[/C][C]0.00797[/C][/ROW]
[ROW][C]18[/C][C]-0.403913[/C][C]-2.7984[/C][C]0.003686[/C][/ROW]
[ROW][C]19[/C][C]-0.436587[/C][C]-3.0248[/C][C]0.001995[/C][/ROW]
[ROW][C]20[/C][C]-0.463601[/C][C]-3.2119[/C][C]0.001178[/C][/ROW]
[ROW][C]21[/C][C]-0.478014[/C][C]-3.3118[/C][C]0.000883[/C][/ROW]
[ROW][C]22[/C][C]-0.48559[/C][C]-3.3643[/C][C]0.000758[/C][/ROW]
[ROW][C]23[/C][C]-0.476633[/C][C]-3.3022[/C][C]0.000908[/C][/ROW]
[ROW][C]24[/C][C]-0.449224[/C][C]-3.1123[/C][C]0.001562[/C][/ROW]
[ROW][C]25[/C][C]-0.397526[/C][C]-2.7541[/C][C]0.004144[/C][/ROW]
[ROW][C]26[/C][C]-0.360532[/C][C]-2.4978[/C][C]0.007988[/C][/ROW]
[ROW][C]27[/C][C]-0.316465[/C][C]-2.1925[/C][C]0.01661[/C][/ROW]
[ROW][C]28[/C][C]-0.250277[/C][C]-1.734[/C][C]0.044672[/C][/ROW]
[ROW][C]29[/C][C]-0.191978[/C][C]-1.3301[/C][C]0.094892[/C][/ROW]
[ROW][C]30[/C][C]-0.142653[/C][C]-0.9883[/C][C]0.163974[/C][/ROW]
[ROW][C]31[/C][C]-0.08986[/C][C]-0.6226[/C][C]0.268256[/C][/ROW]
[ROW][C]32[/C][C]-0.041081[/C][C]-0.2846[/C][C]0.388582[/C][/ROW]
[ROW][C]33[/C][C]-0.00368[/C][C]-0.0255[/C][C]0.489882[/C][/ROW]
[ROW][C]34[/C][C]0.045149[/C][C]0.3128[/C][C]0.377892[/C][/ROW]
[ROW][C]35[/C][C]0.082511[/C][C]0.5717[/C][C]0.285112[/C][/ROW]
[ROW][C]36[/C][C]0.112738[/C][C]0.7811[/C][C]0.219298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69239&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69239&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	0.928165	6.4305	0
2	0.848198	5.8765	0
3	0.758669	5.2562	2e-06
4	0.651716	4.5152	2.1e-05
5	0.535467	3.7098	0.000269
6	0.424495	2.941	0.002511
7	0.30621	2.1215	0.019536
8	0.204231	1.415	0.081769
9	0.109739	0.7603	0.225399
10	0.024848	0.1722	0.432021
11	-0.044806	-0.3104	0.378791
12	-0.114631	-0.7942	0.215499
13	-0.16994	-1.1774	0.122424
14	-0.213239	-1.4774	0.073055
15	-0.263711	-1.827	0.036957
16	-0.326668	-2.2632	0.014091
17	-0.36066	-2.4987	0.00797
18	-0.403913	-2.7984	0.003686
19	-0.436587	-3.0248	0.001995
20	-0.463601	-3.2119	0.001178
21	-0.478014	-3.3118	0.000883
22	-0.48559	-3.3643	0.000758
23	-0.476633	-3.3022	0.000908
24	-0.449224	-3.1123	0.001562
25	-0.397526	-2.7541	0.004144
26	-0.360532	-2.4978	0.007988
27	-0.316465	-2.1925	0.01661
28	-0.250277	-1.734	0.044672
29	-0.191978	-1.3301	0.094892
30	-0.142653	-0.9883	0.163974
31	-0.08986	-0.6226	0.268256
32	-0.041081	-0.2846	0.388582
33	-0.00368	-0.0255	0.489882
34	0.045149	0.3128	0.377892
35	0.082511	0.5717	0.285112
36	0.112738	0.7811	0.219298

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.928165	6.4305	0
2	-0.095962	-0.6648	0.254665
3	-0.109867	-0.7612	0.225135
4	-0.17299	-1.1985	0.118301
5	-0.123482	-0.8555	0.198259
6	-0.021612	-0.1497	0.440801
7	-0.118944	-0.8241	0.206988
8	0.04559	0.3159	0.376741
9	-0.036188	-0.2507	0.401552
10	-0.01859	-0.1288	0.44903
11	0.008581	0.0595	0.476419
12	-0.120556	-0.8352	0.203861
13	0.015907	0.1102	0.456353
14	-0.027659	-0.1916	0.424421
15	-0.137963	-0.9558	0.171972
16	-0.19814	-1.3728	0.088105
17	0.108837	0.754	0.227253
18	-0.130555	-0.9045	0.185121
19	0.000693	0.0048	0.498093
20	-0.067533	-0.4679	0.320994
21	0.008694	0.0602	0.476109
22	-0.028411	-0.1968	0.422392
23	-0.013274	-0.092	0.463554
24	0.094075	0.6518	0.258829
25	0.082311	0.5703	0.285579
26	-0.180362	-1.2496	0.108754
27	-0.006102	-0.0423	0.483226
28	0.089138	0.6176	0.269889
29	-0.041111	-0.2848	0.388501
30	-0.054889	-0.3803	0.352706
31	0.002633	0.0182	0.492762
32	-0.004459	-0.0309	0.487742
33	-0.021964	-0.1522	0.439846
34	0.074646	0.5172	0.303708
35	-0.01315	-0.0911	0.463894
36	-0.059982	-0.4156	0.33979

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.928165 & 6.4305 & 0 \tabularnewline
2 & -0.095962 & -0.6648 & 0.254665 \tabularnewline
3 & -0.109867 & -0.7612 & 0.225135 \tabularnewline
4 & -0.17299 & -1.1985 & 0.118301 \tabularnewline
5 & -0.123482 & -0.8555 & 0.198259 \tabularnewline
6 & -0.021612 & -0.1497 & 0.440801 \tabularnewline
7 & -0.118944 & -0.8241 & 0.206988 \tabularnewline
8 & 0.04559 & 0.3159 & 0.376741 \tabularnewline
9 & -0.036188 & -0.2507 & 0.401552 \tabularnewline
10 & -0.01859 & -0.1288 & 0.44903 \tabularnewline
11 & 0.008581 & 0.0595 & 0.476419 \tabularnewline
12 & -0.120556 & -0.8352 & 0.203861 \tabularnewline
13 & 0.015907 & 0.1102 & 0.456353 \tabularnewline
14 & -0.027659 & -0.1916 & 0.424421 \tabularnewline
15 & -0.137963 & -0.9558 & 0.171972 \tabularnewline
16 & -0.19814 & -1.3728 & 0.088105 \tabularnewline
17 & 0.108837 & 0.754 & 0.227253 \tabularnewline
18 & -0.130555 & -0.9045 & 0.185121 \tabularnewline
19 & 0.000693 & 0.0048 & 0.498093 \tabularnewline
20 & -0.067533 & -0.4679 & 0.320994 \tabularnewline
21 & 0.008694 & 0.0602 & 0.476109 \tabularnewline
22 & -0.028411 & -0.1968 & 0.422392 \tabularnewline
23 & -0.013274 & -0.092 & 0.463554 \tabularnewline
24 & 0.094075 & 0.6518 & 0.258829 \tabularnewline
25 & 0.082311 & 0.5703 & 0.285579 \tabularnewline
26 & -0.180362 & -1.2496 & 0.108754 \tabularnewline
27 & -0.006102 & -0.0423 & 0.483226 \tabularnewline
28 & 0.089138 & 0.6176 & 0.269889 \tabularnewline
29 & -0.041111 & -0.2848 & 0.388501 \tabularnewline
30 & -0.054889 & -0.3803 & 0.352706 \tabularnewline
31 & 0.002633 & 0.0182 & 0.492762 \tabularnewline
32 & -0.004459 & -0.0309 & 0.487742 \tabularnewline
33 & -0.021964 & -0.1522 & 0.439846 \tabularnewline
34 & 0.074646 & 0.5172 & 0.303708 \tabularnewline
35 & -0.01315 & -0.0911 & 0.463894 \tabularnewline
36 & -0.059982 & -0.4156 & 0.33979 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69239&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]0.928165[/C][C]6.4305[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.095962[/C][C]-0.6648[/C][C]0.254665[/C][/ROW]
[ROW][C]3[/C][C]-0.109867[/C][C]-0.7612[/C][C]0.225135[/C][/ROW]
[ROW][C]4[/C][C]-0.17299[/C][C]-1.1985[/C][C]0.118301[/C][/ROW]
[ROW][C]5[/C][C]-0.123482[/C][C]-0.8555[/C][C]0.198259[/C][/ROW]
[ROW][C]6[/C][C]-0.021612[/C][C]-0.1497[/C][C]0.440801[/C][/ROW]
[ROW][C]7[/C][C]-0.118944[/C][C]-0.8241[/C][C]0.206988[/C][/ROW]
[ROW][C]8[/C][C]0.04559[/C][C]0.3159[/C][C]0.376741[/C][/ROW]
[ROW][C]9[/C][C]-0.036188[/C][C]-0.2507[/C][C]0.401552[/C][/ROW]
[ROW][C]10[/C][C]-0.01859[/C][C]-0.1288[/C][C]0.44903[/C][/ROW]
[ROW][C]11[/C][C]0.008581[/C][C]0.0595[/C][C]0.476419[/C][/ROW]
[ROW][C]12[/C][C]-0.120556[/C][C]-0.8352[/C][C]0.203861[/C][/ROW]
[ROW][C]13[/C][C]0.015907[/C][C]0.1102[/C][C]0.456353[/C][/ROW]
[ROW][C]14[/C][C]-0.027659[/C][C]-0.1916[/C][C]0.424421[/C][/ROW]
[ROW][C]15[/C][C]-0.137963[/C][C]-0.9558[/C][C]0.171972[/C][/ROW]
[ROW][C]16[/C][C]-0.19814[/C][C]-1.3728[/C][C]0.088105[/C][/ROW]
[ROW][C]17[/C][C]0.108837[/C][C]0.754[/C][C]0.227253[/C][/ROW]
[ROW][C]18[/C][C]-0.130555[/C][C]-0.9045[/C][C]0.185121[/C][/ROW]
[ROW][C]19[/C][C]0.000693[/C][C]0.0048[/C][C]0.498093[/C][/ROW]
[ROW][C]20[/C][C]-0.067533[/C][C]-0.4679[/C][C]0.320994[/C][/ROW]
[ROW][C]21[/C][C]0.008694[/C][C]0.0602[/C][C]0.476109[/C][/ROW]
[ROW][C]22[/C][C]-0.028411[/C][C]-0.1968[/C][C]0.422392[/C][/ROW]
[ROW][C]23[/C][C]-0.013274[/C][C]-0.092[/C][C]0.463554[/C][/ROW]
[ROW][C]24[/C][C]0.094075[/C][C]0.6518[/C][C]0.258829[/C][/ROW]
[ROW][C]25[/C][C]0.082311[/C][C]0.5703[/C][C]0.285579[/C][/ROW]
[ROW][C]26[/C][C]-0.180362[/C][C]-1.2496[/C][C]0.108754[/C][/ROW]
[ROW][C]27[/C][C]-0.006102[/C][C]-0.0423[/C][C]0.483226[/C][/ROW]
[ROW][C]28[/C][C]0.089138[/C][C]0.6176[/C][C]0.269889[/C][/ROW]
[ROW][C]29[/C][C]-0.041111[/C][C]-0.2848[/C][C]0.388501[/C][/ROW]
[ROW][C]30[/C][C]-0.054889[/C][C]-0.3803[/C][C]0.352706[/C][/ROW]
[ROW][C]31[/C][C]0.002633[/C][C]0.0182[/C][C]0.492762[/C][/ROW]
[ROW][C]32[/C][C]-0.004459[/C][C]-0.0309[/C][C]0.487742[/C][/ROW]
[ROW][C]33[/C][C]-0.021964[/C][C]-0.1522[/C][C]0.439846[/C][/ROW]
[ROW][C]34[/C][C]0.074646[/C][C]0.5172[/C][C]0.303708[/C][/ROW]
[ROW][C]35[/C][C]-0.01315[/C][C]-0.0911[/C][C]0.463894[/C][/ROW]
[ROW][C]36[/C][C]-0.059982[/C][C]-0.4156[/C][C]0.33979[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69239&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69239&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	0.928165	6.4305	0
2	-0.095962	-0.6648	0.254665
3	-0.109867	-0.7612	0.225135
4	-0.17299	-1.1985	0.118301
5	-0.123482	-0.8555	0.198259
6	-0.021612	-0.1497	0.440801
7	-0.118944	-0.8241	0.206988
8	0.04559	0.3159	0.376741
9	-0.036188	-0.2507	0.401552
10	-0.01859	-0.1288	0.44903
11	0.008581	0.0595	0.476419
12	-0.120556	-0.8352	0.203861
13	0.015907	0.1102	0.456353
14	-0.027659	-0.1916	0.424421
15	-0.137963	-0.9558	0.171972
16	-0.19814	-1.3728	0.088105
17	0.108837	0.754	0.227253
18	-0.130555	-0.9045	0.185121
19	0.000693	0.0048	0.498093
20	-0.067533	-0.4679	0.320994
21	0.008694	0.0602	0.476109
22	-0.028411	-0.1968	0.422392
23	-0.013274	-0.092	0.463554
24	0.094075	0.6518	0.258829
25	0.082311	0.5703	0.285579
26	-0.180362	-1.2496	0.108754
27	-0.006102	-0.0423	0.483226
28	0.089138	0.6176	0.269889
29	-0.041111	-0.2848	0.388501
30	-0.054889	-0.3803	0.352706
31	0.002633	0.0182	0.492762
32	-0.004459	-0.0309	0.487742
33	-0.021964	-0.1522	0.439846
34	0.074646	0.5172	0.303708
35	-0.01315	-0.0911	0.463894
36	-0.059982	-0.4156	0.33979

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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