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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 04:32:49 -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/t1261136024t1mh9pk09v6x4r8.htm/, Retrieved Sat, 27 Apr 2024 06:14:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69246, Retrieved Sat, 27 Apr 2024 06:14:50 +0000

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107

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-       [(Partial) Autocorrelation Function] [partial autocorre...] [2009-12-18 11:32:49] [a5b01ef1969ffd97a40c5fefe56a50d0] [Current]

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Dataseries X:

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Boxplots

1.8
1.6
1.9
1.7
1.6
1.3
1.1
1.9
2.6
2.3
2.4
2.2
2
2.9
2.6
2.3
2.3
2.6
3.1
2.8
2.5
2.9
3.1
3.1
3.2
2.5
2.6
2.9
2.6
2.4
1.7
2
2.2
1.9
1.6
1.6
1.2
1.2
1.5
1.6
1.7
1.8
1.8
1.8
1.3
1.3
1.4
1.1
1.5
2.2
2.9
3.1
3.5
3.6
4.4
4.2
5.2
5.8
5.9
5.4
5.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69246&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]2 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=69246&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69246&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.065483	0.5072	0.306927
2	-0.19104	-1.4798	0.07208
3	0.021469	0.1663	0.434241
4	-0.133734	-1.0359	0.152203
5	0.045907	0.3556	0.361695
6	0.065485	0.5072	0.306922
7	-0.143153	-1.1089	0.135957
8	0.060814	0.4711	0.319652
9	-0.020833	-0.1614	0.436172
10	0.110896	0.859	0.196882
11	0.256202	1.9845	0.025888
12	-0.260865	-2.0206	0.023893
13	-0.128882	-0.9983	0.161068
14	0.146248	1.1328	0.130895
15	-0.051628	-0.3999	0.345322
16	-0.045684	-0.3539	0.362339
17	-0.023076	-0.1787	0.429369
18	-0.098815	-0.7654	0.223512
19	0.074476	0.5769	0.283086
20	-0.097117	-0.7523	0.227417
21	-0.071095	-0.5507	0.291943
22	-0.013314	-0.1031	0.459103
23	-0.203081	-1.5731	0.060482
24	0.094854	0.7347	0.232681
25	0.122872	0.9518	0.172518
26	-0.173026	-1.3403	0.092608
27	-0.020517	-0.1589	0.437131
28	-0.027208	-0.2108	0.416898
29	-0.088405	-0.6848	0.248059
30	0.09502	0.736	0.232292
31	0.088058	0.6821	0.248902
32	0.05907	0.4576	0.324463
33	0.056563	0.4381	0.331432
34	-0.134956	-1.0454	0.150023
35	0.055754	0.4319	0.333694
36	0.004564	0.0354	0.485958

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.065483 & 0.5072 & 0.306927 \tabularnewline
2 & -0.19104 & -1.4798 & 0.07208 \tabularnewline
3 & 0.021469 & 0.1663 & 0.434241 \tabularnewline
4 & -0.133734 & -1.0359 & 0.152203 \tabularnewline
5 & 0.045907 & 0.3556 & 0.361695 \tabularnewline
6 & 0.065485 & 0.5072 & 0.306922 \tabularnewline
7 & -0.143153 & -1.1089 & 0.135957 \tabularnewline
8 & 0.060814 & 0.4711 & 0.319652 \tabularnewline
9 & -0.020833 & -0.1614 & 0.436172 \tabularnewline
10 & 0.110896 & 0.859 & 0.196882 \tabularnewline
11 & 0.256202 & 1.9845 & 0.025888 \tabularnewline
12 & -0.260865 & -2.0206 & 0.023893 \tabularnewline
13 & -0.128882 & -0.9983 & 0.161068 \tabularnewline
14 & 0.146248 & 1.1328 & 0.130895 \tabularnewline
15 & -0.051628 & -0.3999 & 0.345322 \tabularnewline
16 & -0.045684 & -0.3539 & 0.362339 \tabularnewline
17 & -0.023076 & -0.1787 & 0.429369 \tabularnewline
18 & -0.098815 & -0.7654 & 0.223512 \tabularnewline
19 & 0.074476 & 0.5769 & 0.283086 \tabularnewline
20 & -0.097117 & -0.7523 & 0.227417 \tabularnewline
21 & -0.071095 & -0.5507 & 0.291943 \tabularnewline
22 & -0.013314 & -0.1031 & 0.459103 \tabularnewline
23 & -0.203081 & -1.5731 & 0.060482 \tabularnewline
24 & 0.094854 & 0.7347 & 0.232681 \tabularnewline
25 & 0.122872 & 0.9518 & 0.172518 \tabularnewline
26 & -0.173026 & -1.3403 & 0.092608 \tabularnewline
27 & -0.020517 & -0.1589 & 0.437131 \tabularnewline
28 & -0.027208 & -0.2108 & 0.416898 \tabularnewline
29 & -0.088405 & -0.6848 & 0.248059 \tabularnewline
30 & 0.09502 & 0.736 & 0.232292 \tabularnewline
31 & 0.088058 & 0.6821 & 0.248902 \tabularnewline
32 & 0.05907 & 0.4576 & 0.324463 \tabularnewline
33 & 0.056563 & 0.4381 & 0.331432 \tabularnewline
34 & -0.134956 & -1.0454 & 0.150023 \tabularnewline
35 & 0.055754 & 0.4319 & 0.333694 \tabularnewline
36 & 0.004564 & 0.0354 & 0.485958 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69246&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]0.065483[/C][C]0.5072[/C][C]0.306927[/C][/ROW]
[ROW][C]2[/C][C]-0.19104[/C][C]-1.4798[/C][C]0.07208[/C][/ROW]
[ROW][C]3[/C][C]0.021469[/C][C]0.1663[/C][C]0.434241[/C][/ROW]
[ROW][C]4[/C][C]-0.133734[/C][C]-1.0359[/C][C]0.152203[/C][/ROW]
[ROW][C]5[/C][C]0.045907[/C][C]0.3556[/C][C]0.361695[/C][/ROW]
[ROW][C]6[/C][C]0.065485[/C][C]0.5072[/C][C]0.306922[/C][/ROW]
[ROW][C]7[/C][C]-0.143153[/C][C]-1.1089[/C][C]0.135957[/C][/ROW]
[ROW][C]8[/C][C]0.060814[/C][C]0.4711[/C][C]0.319652[/C][/ROW]
[ROW][C]9[/C][C]-0.020833[/C][C]-0.1614[/C][C]0.436172[/C][/ROW]
[ROW][C]10[/C][C]0.110896[/C][C]0.859[/C][C]0.196882[/C][/ROW]
[ROW][C]11[/C][C]0.256202[/C][C]1.9845[/C][C]0.025888[/C][/ROW]
[ROW][C]12[/C][C]-0.260865[/C][C]-2.0206[/C][C]0.023893[/C][/ROW]
[ROW][C]13[/C][C]-0.128882[/C][C]-0.9983[/C][C]0.161068[/C][/ROW]
[ROW][C]14[/C][C]0.146248[/C][C]1.1328[/C][C]0.130895[/C][/ROW]
[ROW][C]15[/C][C]-0.051628[/C][C]-0.3999[/C][C]0.345322[/C][/ROW]
[ROW][C]16[/C][C]-0.045684[/C][C]-0.3539[/C][C]0.362339[/C][/ROW]
[ROW][C]17[/C][C]-0.023076[/C][C]-0.1787[/C][C]0.429369[/C][/ROW]
[ROW][C]18[/C][C]-0.098815[/C][C]-0.7654[/C][C]0.223512[/C][/ROW]
[ROW][C]19[/C][C]0.074476[/C][C]0.5769[/C][C]0.283086[/C][/ROW]
[ROW][C]20[/C][C]-0.097117[/C][C]-0.7523[/C][C]0.227417[/C][/ROW]
[ROW][C]21[/C][C]-0.071095[/C][C]-0.5507[/C][C]0.291943[/C][/ROW]
[ROW][C]22[/C][C]-0.013314[/C][C]-0.1031[/C][C]0.459103[/C][/ROW]
[ROW][C]23[/C][C]-0.203081[/C][C]-1.5731[/C][C]0.060482[/C][/ROW]
[ROW][C]24[/C][C]0.094854[/C][C]0.7347[/C][C]0.232681[/C][/ROW]
[ROW][C]25[/C][C]0.122872[/C][C]0.9518[/C][C]0.172518[/C][/ROW]
[ROW][C]26[/C][C]-0.173026[/C][C]-1.3403[/C][C]0.092608[/C][/ROW]
[ROW][C]27[/C][C]-0.020517[/C][C]-0.1589[/C][C]0.437131[/C][/ROW]
[ROW][C]28[/C][C]-0.027208[/C][C]-0.2108[/C][C]0.416898[/C][/ROW]
[ROW][C]29[/C][C]-0.088405[/C][C]-0.6848[/C][C]0.248059[/C][/ROW]
[ROW][C]30[/C][C]0.09502[/C][C]0.736[/C][C]0.232292[/C][/ROW]
[ROW][C]31[/C][C]0.088058[/C][C]0.6821[/C][C]0.248902[/C][/ROW]
[ROW][C]32[/C][C]0.05907[/C][C]0.4576[/C][C]0.324463[/C][/ROW]
[ROW][C]33[/C][C]0.056563[/C][C]0.4381[/C][C]0.331432[/C][/ROW]
[ROW][C]34[/C][C]-0.134956[/C][C]-1.0454[/C][C]0.150023[/C][/ROW]
[ROW][C]35[/C][C]0.055754[/C][C]0.4319[/C][C]0.333694[/C][/ROW]
[ROW][C]36[/C][C]0.004564[/C][C]0.0354[/C][C]0.485958[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69246&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69246&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	0.065483	0.5072	0.306927
2	-0.19104	-1.4798	0.07208
3	0.021469	0.1663	0.434241
4	-0.133734	-1.0359	0.152203
5	0.045907	0.3556	0.361695
6	0.065485	0.5072	0.306922
7	-0.143153	-1.1089	0.135957
8	0.060814	0.4711	0.319652
9	-0.020833	-0.1614	0.436172
10	0.110896	0.859	0.196882
11	0.256202	1.9845	0.025888
12	-0.260865	-2.0206	0.023893
13	-0.128882	-0.9983	0.161068
14	0.146248	1.1328	0.130895
15	-0.051628	-0.3999	0.345322
16	-0.045684	-0.3539	0.362339
17	-0.023076	-0.1787	0.429369
18	-0.098815	-0.7654	0.223512
19	0.074476	0.5769	0.283086
20	-0.097117	-0.7523	0.227417
21	-0.071095	-0.5507	0.291943
22	-0.013314	-0.1031	0.459103
23	-0.203081	-1.5731	0.060482
24	0.094854	0.7347	0.232681
25	0.122872	0.9518	0.172518
26	-0.173026	-1.3403	0.092608
27	-0.020517	-0.1589	0.437131
28	-0.027208	-0.2108	0.416898
29	-0.088405	-0.6848	0.248059
30	0.09502	0.736	0.232292
31	0.088058	0.6821	0.248902
32	0.05907	0.4576	0.324463
33	0.056563	0.4381	0.331432
34	-0.134956	-1.0454	0.150023
35	0.055754	0.4319	0.333694
36	0.004564	0.0354	0.485958

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.065483	0.5072	0.306927
2	-0.196169	-1.5195	0.066942
3	0.051471	0.3987	0.345766
4	-0.185629	-1.4379	0.077832
5	0.096784	0.7497	0.228186
6	-0.019733	-0.1529	0.439513
7	-0.112375	-0.8705	0.193761
8	0.076421	0.592	0.278053
9	-0.087037	-0.6742	0.251392
10	0.196217	1.5199	0.066895
11	0.164801	1.2765	0.103341
12	-0.24725	-1.9152	0.030119
13	0.013935	0.1079	0.457202
14	0.06542	0.5067	0.307098
15	-0.016868	-0.1307	0.448242
16	-0.117674	-0.9115	0.18284
17	-0.020718	-0.1605	0.436521
18	-0.024788	-0.192	0.424191
19	-0.007322	-0.0567	0.47748
20	-0.172433	-1.3357	0.093352
21	-0.074577	-0.5777	0.282824
22	-0.0828	-0.6414	0.261864
23	-0.106562	-0.8254	0.206199
24	0.048681	0.3771	0.353721
25	-0.075683	-0.5862	0.279957
26	-0.075529	-0.585	0.280354
27	-0.0132	-0.1022	0.459451
28	-0.095429	-0.7392	0.231336
29	-0.086416	-0.6694	0.252911
30	0.016401	0.127	0.449665
31	0.199997	1.5492	0.0633
32	0.042935	0.3326	0.370308
33	0.043981	0.3407	0.36727
34	-0.087784	-0.68	0.249568
35	0.037143	0.2877	0.387281
36	-0.050946	-0.3946	0.347258

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.065483 & 0.5072 & 0.306927 \tabularnewline
2 & -0.196169 & -1.5195 & 0.066942 \tabularnewline
3 & 0.051471 & 0.3987 & 0.345766 \tabularnewline
4 & -0.185629 & -1.4379 & 0.077832 \tabularnewline
5 & 0.096784 & 0.7497 & 0.228186 \tabularnewline
6 & -0.019733 & -0.1529 & 0.439513 \tabularnewline
7 & -0.112375 & -0.8705 & 0.193761 \tabularnewline
8 & 0.076421 & 0.592 & 0.278053 \tabularnewline
9 & -0.087037 & -0.6742 & 0.251392 \tabularnewline
10 & 0.196217 & 1.5199 & 0.066895 \tabularnewline
11 & 0.164801 & 1.2765 & 0.103341 \tabularnewline
12 & -0.24725 & -1.9152 & 0.030119 \tabularnewline
13 & 0.013935 & 0.1079 & 0.457202 \tabularnewline
14 & 0.06542 & 0.5067 & 0.307098 \tabularnewline
15 & -0.016868 & -0.1307 & 0.448242 \tabularnewline
16 & -0.117674 & -0.9115 & 0.18284 \tabularnewline
17 & -0.020718 & -0.1605 & 0.436521 \tabularnewline
18 & -0.024788 & -0.192 & 0.424191 \tabularnewline
19 & -0.007322 & -0.0567 & 0.47748 \tabularnewline
20 & -0.172433 & -1.3357 & 0.093352 \tabularnewline
21 & -0.074577 & -0.5777 & 0.282824 \tabularnewline
22 & -0.0828 & -0.6414 & 0.261864 \tabularnewline
23 & -0.106562 & -0.8254 & 0.206199 \tabularnewline
24 & 0.048681 & 0.3771 & 0.353721 \tabularnewline
25 & -0.075683 & -0.5862 & 0.279957 \tabularnewline
26 & -0.075529 & -0.585 & 0.280354 \tabularnewline
27 & -0.0132 & -0.1022 & 0.459451 \tabularnewline
28 & -0.095429 & -0.7392 & 0.231336 \tabularnewline
29 & -0.086416 & -0.6694 & 0.252911 \tabularnewline
30 & 0.016401 & 0.127 & 0.449665 \tabularnewline
31 & 0.199997 & 1.5492 & 0.0633 \tabularnewline
32 & 0.042935 & 0.3326 & 0.370308 \tabularnewline
33 & 0.043981 & 0.3407 & 0.36727 \tabularnewline
34 & -0.087784 & -0.68 & 0.249568 \tabularnewline
35 & 0.037143 & 0.2877 & 0.387281 \tabularnewline
36 & -0.050946 & -0.3946 & 0.347258 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69246&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]0.065483[/C][C]0.5072[/C][C]0.306927[/C][/ROW]
[ROW][C]2[/C][C]-0.196169[/C][C]-1.5195[/C][C]0.066942[/C][/ROW]
[ROW][C]3[/C][C]0.051471[/C][C]0.3987[/C][C]0.345766[/C][/ROW]
[ROW][C]4[/C][C]-0.185629[/C][C]-1.4379[/C][C]0.077832[/C][/ROW]
[ROW][C]5[/C][C]0.096784[/C][C]0.7497[/C][C]0.228186[/C][/ROW]
[ROW][C]6[/C][C]-0.019733[/C][C]-0.1529[/C][C]0.439513[/C][/ROW]
[ROW][C]7[/C][C]-0.112375[/C][C]-0.8705[/C][C]0.193761[/C][/ROW]
[ROW][C]8[/C][C]0.076421[/C][C]0.592[/C][C]0.278053[/C][/ROW]
[ROW][C]9[/C][C]-0.087037[/C][C]-0.6742[/C][C]0.251392[/C][/ROW]
[ROW][C]10[/C][C]0.196217[/C][C]1.5199[/C][C]0.066895[/C][/ROW]
[ROW][C]11[/C][C]0.164801[/C][C]1.2765[/C][C]0.103341[/C][/ROW]
[ROW][C]12[/C][C]-0.24725[/C][C]-1.9152[/C][C]0.030119[/C][/ROW]
[ROW][C]13[/C][C]0.013935[/C][C]0.1079[/C][C]0.457202[/C][/ROW]
[ROW][C]14[/C][C]0.06542[/C][C]0.5067[/C][C]0.307098[/C][/ROW]
[ROW][C]15[/C][C]-0.016868[/C][C]-0.1307[/C][C]0.448242[/C][/ROW]
[ROW][C]16[/C][C]-0.117674[/C][C]-0.9115[/C][C]0.18284[/C][/ROW]
[ROW][C]17[/C][C]-0.020718[/C][C]-0.1605[/C][C]0.436521[/C][/ROW]
[ROW][C]18[/C][C]-0.024788[/C][C]-0.192[/C][C]0.424191[/C][/ROW]
[ROW][C]19[/C][C]-0.007322[/C][C]-0.0567[/C][C]0.47748[/C][/ROW]
[ROW][C]20[/C][C]-0.172433[/C][C]-1.3357[/C][C]0.093352[/C][/ROW]
[ROW][C]21[/C][C]-0.074577[/C][C]-0.5777[/C][C]0.282824[/C][/ROW]
[ROW][C]22[/C][C]-0.0828[/C][C]-0.6414[/C][C]0.261864[/C][/ROW]
[ROW][C]23[/C][C]-0.106562[/C][C]-0.8254[/C][C]0.206199[/C][/ROW]
[ROW][C]24[/C][C]0.048681[/C][C]0.3771[/C][C]0.353721[/C][/ROW]
[ROW][C]25[/C][C]-0.075683[/C][C]-0.5862[/C][C]0.279957[/C][/ROW]
[ROW][C]26[/C][C]-0.075529[/C][C]-0.585[/C][C]0.280354[/C][/ROW]
[ROW][C]27[/C][C]-0.0132[/C][C]-0.1022[/C][C]0.459451[/C][/ROW]
[ROW][C]28[/C][C]-0.095429[/C][C]-0.7392[/C][C]0.231336[/C][/ROW]
[ROW][C]29[/C][C]-0.086416[/C][C]-0.6694[/C][C]0.252911[/C][/ROW]
[ROW][C]30[/C][C]0.016401[/C][C]0.127[/C][C]0.449665[/C][/ROW]
[ROW][C]31[/C][C]0.199997[/C][C]1.5492[/C][C]0.0633[/C][/ROW]
[ROW][C]32[/C][C]0.042935[/C][C]0.3326[/C][C]0.370308[/C][/ROW]
[ROW][C]33[/C][C]0.043981[/C][C]0.3407[/C][C]0.36727[/C][/ROW]
[ROW][C]34[/C][C]-0.087784[/C][C]-0.68[/C][C]0.249568[/C][/ROW]
[ROW][C]35[/C][C]0.037143[/C][C]0.2877[/C][C]0.387281[/C][/ROW]
[ROW][C]36[/C][C]-0.050946[/C][C]-0.3946[/C][C]0.347258[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69246&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69246&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	0.065483	0.5072	0.306927
2	-0.196169	-1.5195	0.066942
3	0.051471	0.3987	0.345766
4	-0.185629	-1.4379	0.077832
5	0.096784	0.7497	0.228186
6	-0.019733	-0.1529	0.439513
7	-0.112375	-0.8705	0.193761
8	0.076421	0.592	0.278053
9	-0.087037	-0.6742	0.251392
10	0.196217	1.5199	0.066895
11	0.164801	1.2765	0.103341
12	-0.24725	-1.9152	0.030119
13	0.013935	0.1079	0.457202
14	0.06542	0.5067	0.307098
15	-0.016868	-0.1307	0.448242
16	-0.117674	-0.9115	0.18284
17	-0.020718	-0.1605	0.436521
18	-0.024788	-0.192	0.424191
19	-0.007322	-0.0567	0.47748
20	-0.172433	-1.3357	0.093352
21	-0.074577	-0.5777	0.282824
22	-0.0828	-0.6414	0.261864
23	-0.106562	-0.8254	0.206199
24	0.048681	0.3771	0.353721
25	-0.075683	-0.5862	0.279957
26	-0.075529	-0.585	0.280354
27	-0.0132	-0.1022	0.459451
28	-0.095429	-0.7392	0.231336
29	-0.086416	-0.6694	0.252911
30	0.016401	0.127	0.449665
31	0.199997	1.5492	0.0633
32	0.042935	0.3326	0.370308
33	0.043981	0.3407	0.36727
34	-0.087784	-0.68	0.249568
35	0.037143	0.2877	0.387281
36	-0.050946	-0.3946	0.347258

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = -0.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = -0.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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