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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 05:21:26 -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/18/t1261138948705z2gnadpatlpb.htm/, Retrieved Sat, 27 Apr 2024 11:35:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69275, Retrieved Sat, 27 Apr 2024 11:35:03 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

118

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [WS9-ACF] [2009-12-04 12:29:51] [a94022e7c2399c0f4d62eea578db3411]
-   P       [(Partial) Autocorrelation Function] [WS9-ACF2] [2009-12-04 12:34:59] [a94022e7c2399c0f4d62eea578db3411]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-04 12:40:35] [a94022e7c2399c0f4d62eea578db3411]
-   PD            [(Partial) Autocorrelation Function] [ACF en PACF Oefen...] [2009-12-18 12:21:26] [30970b478e356ce7f8c2e9fca280b230] [Current]

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Dataseries X:

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Histogram

Boxplots

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
8.3
8.4
8.2
7.7
7.2
7.3
8.1
8.5

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=69275&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=69275&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69275&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	0.612811	4.2012	5.9e-05
2	-0.003271	-0.0224	0.491102
3	-0.491233	-3.3677	0.00076
4	-0.554612	-3.8022	0.000206
5	-0.258447	-1.7718	0.041453
6	0.164018	1.1244	0.133267
7	0.385305	2.6415	0.005586
8	0.393108	2.695	0.004866
9	0.178129	1.2212	0.114053
10	-0.131512	-0.9016	0.185934
11	-0.376879	-2.5838	0.006471
12	-0.45052	-3.0886	0.001686
13	-0.298281	-2.0449	0.023243
14	0.005502	0.0377	0.485035
15	0.192337	1.3186	0.096847
16	0.216513	1.4843	0.072198
17	0.109044	0.7476	0.229222
18	-0.082454	-0.5653	0.287287
19	-0.185346	-1.2707	0.10505
20	-0.154149	-1.0568	0.148005
21	-0.079913	-0.5479	0.293192
22	0.026389	0.1809	0.428608
23	0.07342	0.5033	0.308538
24	0.060812	0.4169	0.339323
25	0.055737	0.3821	0.352051
26	0.077866	0.5338	0.29799
27	0.026512	0.1818	0.428278
28	-0.045167	-0.3097	0.379098
29	-0.115994	-0.7952	0.215244
30	-0.103075	-0.7066	0.241638
31	0.024604	0.1687	0.433388
32	0.118255	0.8107	0.210807
33	0.134074	0.9192	0.181352
34	0.058415	0.4005	0.345312
35	-0.036518	-0.2504	0.401703
36	-0.054044	-0.3705	0.356335

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.612811 & 4.2012 & 5.9e-05 \tabularnewline
2 & -0.003271 & -0.0224 & 0.491102 \tabularnewline
3 & -0.491233 & -3.3677 & 0.00076 \tabularnewline
4 & -0.554612 & -3.8022 & 0.000206 \tabularnewline
5 & -0.258447 & -1.7718 & 0.041453 \tabularnewline
6 & 0.164018 & 1.1244 & 0.133267 \tabularnewline
7 & 0.385305 & 2.6415 & 0.005586 \tabularnewline
8 & 0.393108 & 2.695 & 0.004866 \tabularnewline
9 & 0.178129 & 1.2212 & 0.114053 \tabularnewline
10 & -0.131512 & -0.9016 & 0.185934 \tabularnewline
11 & -0.376879 & -2.5838 & 0.006471 \tabularnewline
12 & -0.45052 & -3.0886 & 0.001686 \tabularnewline
13 & -0.298281 & -2.0449 & 0.023243 \tabularnewline
14 & 0.005502 & 0.0377 & 0.485035 \tabularnewline
15 & 0.192337 & 1.3186 & 0.096847 \tabularnewline
16 & 0.216513 & 1.4843 & 0.072198 \tabularnewline
17 & 0.109044 & 0.7476 & 0.229222 \tabularnewline
18 & -0.082454 & -0.5653 & 0.287287 \tabularnewline
19 & -0.185346 & -1.2707 & 0.10505 \tabularnewline
20 & -0.154149 & -1.0568 & 0.148005 \tabularnewline
21 & -0.079913 & -0.5479 & 0.293192 \tabularnewline
22 & 0.026389 & 0.1809 & 0.428608 \tabularnewline
23 & 0.07342 & 0.5033 & 0.308538 \tabularnewline
24 & 0.060812 & 0.4169 & 0.339323 \tabularnewline
25 & 0.055737 & 0.3821 & 0.352051 \tabularnewline
26 & 0.077866 & 0.5338 & 0.29799 \tabularnewline
27 & 0.026512 & 0.1818 & 0.428278 \tabularnewline
28 & -0.045167 & -0.3097 & 0.379098 \tabularnewline
29 & -0.115994 & -0.7952 & 0.215244 \tabularnewline
30 & -0.103075 & -0.7066 & 0.241638 \tabularnewline
31 & 0.024604 & 0.1687 & 0.433388 \tabularnewline
32 & 0.118255 & 0.8107 & 0.210807 \tabularnewline
33 & 0.134074 & 0.9192 & 0.181352 \tabularnewline
34 & 0.058415 & 0.4005 & 0.345312 \tabularnewline
35 & -0.036518 & -0.2504 & 0.401703 \tabularnewline
36 & -0.054044 & -0.3705 & 0.356335 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69275&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]0.612811[/C][C]4.2012[/C][C]5.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.003271[/C][C]-0.0224[/C][C]0.491102[/C][/ROW]
[ROW][C]3[/C][C]-0.491233[/C][C]-3.3677[/C][C]0.00076[/C][/ROW]
[ROW][C]4[/C][C]-0.554612[/C][C]-3.8022[/C][C]0.000206[/C][/ROW]
[ROW][C]5[/C][C]-0.258447[/C][C]-1.7718[/C][C]0.041453[/C][/ROW]
[ROW][C]6[/C][C]0.164018[/C][C]1.1244[/C][C]0.133267[/C][/ROW]
[ROW][C]7[/C][C]0.385305[/C][C]2.6415[/C][C]0.005586[/C][/ROW]
[ROW][C]8[/C][C]0.393108[/C][C]2.695[/C][C]0.004866[/C][/ROW]
[ROW][C]9[/C][C]0.178129[/C][C]1.2212[/C][C]0.114053[/C][/ROW]
[ROW][C]10[/C][C]-0.131512[/C][C]-0.9016[/C][C]0.185934[/C][/ROW]
[ROW][C]11[/C][C]-0.376879[/C][C]-2.5838[/C][C]0.006471[/C][/ROW]
[ROW][C]12[/C][C]-0.45052[/C][C]-3.0886[/C][C]0.001686[/C][/ROW]
[ROW][C]13[/C][C]-0.298281[/C][C]-2.0449[/C][C]0.023243[/C][/ROW]
[ROW][C]14[/C][C]0.005502[/C][C]0.0377[/C][C]0.485035[/C][/ROW]
[ROW][C]15[/C][C]0.192337[/C][C]1.3186[/C][C]0.096847[/C][/ROW]
[ROW][C]16[/C][C]0.216513[/C][C]1.4843[/C][C]0.072198[/C][/ROW]
[ROW][C]17[/C][C]0.109044[/C][C]0.7476[/C][C]0.229222[/C][/ROW]
[ROW][C]18[/C][C]-0.082454[/C][C]-0.5653[/C][C]0.287287[/C][/ROW]
[ROW][C]19[/C][C]-0.185346[/C][C]-1.2707[/C][C]0.10505[/C][/ROW]
[ROW][C]20[/C][C]-0.154149[/C][C]-1.0568[/C][C]0.148005[/C][/ROW]
[ROW][C]21[/C][C]-0.079913[/C][C]-0.5479[/C][C]0.293192[/C][/ROW]
[ROW][C]22[/C][C]0.026389[/C][C]0.1809[/C][C]0.428608[/C][/ROW]
[ROW][C]23[/C][C]0.07342[/C][C]0.5033[/C][C]0.308538[/C][/ROW]
[ROW][C]24[/C][C]0.060812[/C][C]0.4169[/C][C]0.339323[/C][/ROW]
[ROW][C]25[/C][C]0.055737[/C][C]0.3821[/C][C]0.352051[/C][/ROW]
[ROW][C]26[/C][C]0.077866[/C][C]0.5338[/C][C]0.29799[/C][/ROW]
[ROW][C]27[/C][C]0.026512[/C][C]0.1818[/C][C]0.428278[/C][/ROW]
[ROW][C]28[/C][C]-0.045167[/C][C]-0.3097[/C][C]0.379098[/C][/ROW]
[ROW][C]29[/C][C]-0.115994[/C][C]-0.7952[/C][C]0.215244[/C][/ROW]
[ROW][C]30[/C][C]-0.103075[/C][C]-0.7066[/C][C]0.241638[/C][/ROW]
[ROW][C]31[/C][C]0.024604[/C][C]0.1687[/C][C]0.433388[/C][/ROW]
[ROW][C]32[/C][C]0.118255[/C][C]0.8107[/C][C]0.210807[/C][/ROW]
[ROW][C]33[/C][C]0.134074[/C][C]0.9192[/C][C]0.181352[/C][/ROW]
[ROW][C]34[/C][C]0.058415[/C][C]0.4005[/C][C]0.345312[/C][/ROW]
[ROW][C]35[/C][C]-0.036518[/C][C]-0.2504[/C][C]0.401703[/C][/ROW]
[ROW][C]36[/C][C]-0.054044[/C][C]-0.3705[/C][C]0.356335[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69275&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69275&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	0.612811	4.2012	5.9e-05
2	-0.003271	-0.0224	0.491102
3	-0.491233	-3.3677	0.00076
4	-0.554612	-3.8022	0.000206
5	-0.258447	-1.7718	0.041453
6	0.164018	1.1244	0.133267
7	0.385305	2.6415	0.005586
8	0.393108	2.695	0.004866
9	0.178129	1.2212	0.114053
10	-0.131512	-0.9016	0.185934
11	-0.376879	-2.5838	0.006471
12	-0.45052	-3.0886	0.001686
13	-0.298281	-2.0449	0.023243
14	0.005502	0.0377	0.485035
15	0.192337	1.3186	0.096847
16	0.216513	1.4843	0.072198
17	0.109044	0.7476	0.229222
18	-0.082454	-0.5653	0.287287
19	-0.185346	-1.2707	0.10505
20	-0.154149	-1.0568	0.148005
21	-0.079913	-0.5479	0.293192
22	0.026389	0.1809	0.428608
23	0.07342	0.5033	0.308538
24	0.060812	0.4169	0.339323
25	0.055737	0.3821	0.352051
26	0.077866	0.5338	0.29799
27	0.026512	0.1818	0.428278
28	-0.045167	-0.3097	0.379098
29	-0.115994	-0.7952	0.215244
30	-0.103075	-0.7066	0.241638
31	0.024604	0.1687	0.433388
32	0.118255	0.8107	0.210807
33	0.134074	0.9192	0.181352
34	0.058415	0.4005	0.345312
35	-0.036518	-0.2504	0.401703
36	-0.054044	-0.3705	0.356335

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.612811	4.2012	5.9e-05
2	-0.606615	-4.1587	6.7e-05
3	-0.294605	-2.0197	0.024568
4	0.057559	0.3946	0.34746
5	0.041597	0.2852	0.388381
6	0.0882	0.6047	0.274153
7	-0.053854	-0.3692	0.356817
8	0.213339	1.4626	0.075119
9	-0.002168	-0.0149	0.494102
10	-0.14348	-0.9837	0.165162
11	-0.127254	-0.8724	0.193711
12	-0.19054	-1.3063	0.098908
13	-0.057474	-0.394	0.347673
14	-0.051192	-0.351	0.363596
15	-0.276061	-1.8926	0.032291
16	-0.015556	-0.1066	0.457763
17	0.068318	0.4684	0.320845
18	-0.122606	-0.8405	0.20243
19	0.063207	0.4333	0.333382
20	0.059414	0.4073	0.34281
21	-0.073112	-0.5012	0.309274
22	-0.018573	-0.1273	0.449612
23	-0.173639	-1.1904	0.119932
24	-0.08634	-0.5919	0.278372
25	-0.000835	-0.0057	0.497728
26	0.030241	0.2073	0.418327
27	-0.224337	-1.538	0.06538
28	-0.127475	-0.8739	0.193301
29	0.03198	0.2192	0.413705
30	-0.028716	-0.1969	0.42239
31	0.029275	0.2007	0.420899
32	-0.112709	-0.7727	0.221786
33	0.007538	0.0517	0.479503
34	-0.075012	-0.5143	0.304742
35	-0.02797	-0.1918	0.42438
36	0.007207	0.0494	0.4804

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.612811 & 4.2012 & 5.9e-05 \tabularnewline
2 & -0.606615 & -4.1587 & 6.7e-05 \tabularnewline
3 & -0.294605 & -2.0197 & 0.024568 \tabularnewline
4 & 0.057559 & 0.3946 & 0.34746 \tabularnewline
5 & 0.041597 & 0.2852 & 0.388381 \tabularnewline
6 & 0.0882 & 0.6047 & 0.274153 \tabularnewline
7 & -0.053854 & -0.3692 & 0.356817 \tabularnewline
8 & 0.213339 & 1.4626 & 0.075119 \tabularnewline
9 & -0.002168 & -0.0149 & 0.494102 \tabularnewline
10 & -0.14348 & -0.9837 & 0.165162 \tabularnewline
11 & -0.127254 & -0.8724 & 0.193711 \tabularnewline
12 & -0.19054 & -1.3063 & 0.098908 \tabularnewline
13 & -0.057474 & -0.394 & 0.347673 \tabularnewline
14 & -0.051192 & -0.351 & 0.363596 \tabularnewline
15 & -0.276061 & -1.8926 & 0.032291 \tabularnewline
16 & -0.015556 & -0.1066 & 0.457763 \tabularnewline
17 & 0.068318 & 0.4684 & 0.320845 \tabularnewline
18 & -0.122606 & -0.8405 & 0.20243 \tabularnewline
19 & 0.063207 & 0.4333 & 0.333382 \tabularnewline
20 & 0.059414 & 0.4073 & 0.34281 \tabularnewline
21 & -0.073112 & -0.5012 & 0.309274 \tabularnewline
22 & -0.018573 & -0.1273 & 0.449612 \tabularnewline
23 & -0.173639 & -1.1904 & 0.119932 \tabularnewline
24 & -0.08634 & -0.5919 & 0.278372 \tabularnewline
25 & -0.000835 & -0.0057 & 0.497728 \tabularnewline
26 & 0.030241 & 0.2073 & 0.418327 \tabularnewline
27 & -0.224337 & -1.538 & 0.06538 \tabularnewline
28 & -0.127475 & -0.8739 & 0.193301 \tabularnewline
29 & 0.03198 & 0.2192 & 0.413705 \tabularnewline
30 & -0.028716 & -0.1969 & 0.42239 \tabularnewline
31 & 0.029275 & 0.2007 & 0.420899 \tabularnewline
32 & -0.112709 & -0.7727 & 0.221786 \tabularnewline
33 & 0.007538 & 0.0517 & 0.479503 \tabularnewline
34 & -0.075012 & -0.5143 & 0.304742 \tabularnewline
35 & -0.02797 & -0.1918 & 0.42438 \tabularnewline
36 & 0.007207 & 0.0494 & 0.4804 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69275&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]0.612811[/C][C]4.2012[/C][C]5.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.606615[/C][C]-4.1587[/C][C]6.7e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.294605[/C][C]-2.0197[/C][C]0.024568[/C][/ROW]
[ROW][C]4[/C][C]0.057559[/C][C]0.3946[/C][C]0.34746[/C][/ROW]
[ROW][C]5[/C][C]0.041597[/C][C]0.2852[/C][C]0.388381[/C][/ROW]
[ROW][C]6[/C][C]0.0882[/C][C]0.6047[/C][C]0.274153[/C][/ROW]
[ROW][C]7[/C][C]-0.053854[/C][C]-0.3692[/C][C]0.356817[/C][/ROW]
[ROW][C]8[/C][C]0.213339[/C][C]1.4626[/C][C]0.075119[/C][/ROW]
[ROW][C]9[/C][C]-0.002168[/C][C]-0.0149[/C][C]0.494102[/C][/ROW]
[ROW][C]10[/C][C]-0.14348[/C][C]-0.9837[/C][C]0.165162[/C][/ROW]
[ROW][C]11[/C][C]-0.127254[/C][C]-0.8724[/C][C]0.193711[/C][/ROW]
[ROW][C]12[/C][C]-0.19054[/C][C]-1.3063[/C][C]0.098908[/C][/ROW]
[ROW][C]13[/C][C]-0.057474[/C][C]-0.394[/C][C]0.347673[/C][/ROW]
[ROW][C]14[/C][C]-0.051192[/C][C]-0.351[/C][C]0.363596[/C][/ROW]
[ROW][C]15[/C][C]-0.276061[/C][C]-1.8926[/C][C]0.032291[/C][/ROW]
[ROW][C]16[/C][C]-0.015556[/C][C]-0.1066[/C][C]0.457763[/C][/ROW]
[ROW][C]17[/C][C]0.068318[/C][C]0.4684[/C][C]0.320845[/C][/ROW]
[ROW][C]18[/C][C]-0.122606[/C][C]-0.8405[/C][C]0.20243[/C][/ROW]
[ROW][C]19[/C][C]0.063207[/C][C]0.4333[/C][C]0.333382[/C][/ROW]
[ROW][C]20[/C][C]0.059414[/C][C]0.4073[/C][C]0.34281[/C][/ROW]
[ROW][C]21[/C][C]-0.073112[/C][C]-0.5012[/C][C]0.309274[/C][/ROW]
[ROW][C]22[/C][C]-0.018573[/C][C]-0.1273[/C][C]0.449612[/C][/ROW]
[ROW][C]23[/C][C]-0.173639[/C][C]-1.1904[/C][C]0.119932[/C][/ROW]
[ROW][C]24[/C][C]-0.08634[/C][C]-0.5919[/C][C]0.278372[/C][/ROW]
[ROW][C]25[/C][C]-0.000835[/C][C]-0.0057[/C][C]0.497728[/C][/ROW]
[ROW][C]26[/C][C]0.030241[/C][C]0.2073[/C][C]0.418327[/C][/ROW]
[ROW][C]27[/C][C]-0.224337[/C][C]-1.538[/C][C]0.06538[/C][/ROW]
[ROW][C]28[/C][C]-0.127475[/C][C]-0.8739[/C][C]0.193301[/C][/ROW]
[ROW][C]29[/C][C]0.03198[/C][C]0.2192[/C][C]0.413705[/C][/ROW]
[ROW][C]30[/C][C]-0.028716[/C][C]-0.1969[/C][C]0.42239[/C][/ROW]
[ROW][C]31[/C][C]0.029275[/C][C]0.2007[/C][C]0.420899[/C][/ROW]
[ROW][C]32[/C][C]-0.112709[/C][C]-0.7727[/C][C]0.221786[/C][/ROW]
[ROW][C]33[/C][C]0.007538[/C][C]0.0517[/C][C]0.479503[/C][/ROW]
[ROW][C]34[/C][C]-0.075012[/C][C]-0.5143[/C][C]0.304742[/C][/ROW]
[ROW][C]35[/C][C]-0.02797[/C][C]-0.1918[/C][C]0.42438[/C][/ROW]
[ROW][C]36[/C][C]0.007207[/C][C]0.0494[/C][C]0.4804[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69275&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69275&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	0.612811	4.2012	5.9e-05
2	-0.606615	-4.1587	6.7e-05
3	-0.294605	-2.0197	0.024568
4	0.057559	0.3946	0.34746
5	0.041597	0.2852	0.388381
6	0.0882	0.6047	0.274153
7	-0.053854	-0.3692	0.356817
8	0.213339	1.4626	0.075119
9	-0.002168	-0.0149	0.494102
10	-0.14348	-0.9837	0.165162
11	-0.127254	-0.8724	0.193711
12	-0.19054	-1.3063	0.098908
13	-0.057474	-0.394	0.347673
14	-0.051192	-0.351	0.363596
15	-0.276061	-1.8926	0.032291
16	-0.015556	-0.1066	0.457763
17	0.068318	0.4684	0.320845
18	-0.122606	-0.8405	0.20243
19	0.063207	0.4333	0.333382
20	0.059414	0.4073	0.34281
21	-0.073112	-0.5012	0.309274
22	-0.018573	-0.1273	0.449612
23	-0.173639	-1.1904	0.119932
24	-0.08634	-0.5919	0.278372
25	-0.000835	-0.0057	0.497728
26	0.030241	0.2073	0.418327
27	-0.224337	-1.538	0.06538
28	-0.127475	-0.8739	0.193301
29	0.03198	0.2192	0.413705
30	-0.028716	-0.1969	0.42239
31	0.029275	0.2007	0.420899
32	-0.112709	-0.7727	0.221786
33	0.007538	0.0517	0.479503
34	-0.075012	-0.5143	0.304742
35	-0.02797	-0.1918	0.42438
36	0.007207	0.0494	0.4804

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