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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 07:00:40 -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/t12611448920fskrs8sw56wpq1.htm/, Retrieved Sat, 27 Apr 2024 06:52:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69341, Retrieved Sat, 27 Apr 2024 06:52:38 +0000

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User-defined keywords

Estimated Impact

106

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] [] [2009-12-04 15:09:20] [ac45432a6622e5ac7affd14a540160b0]
-             [(Partial) Autocorrelation Function] [] [2009-12-18 14:00:40] [612b7913d2a3b4fa79d126829bd148db] [Current]

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Dataseries X:

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Histogram

Boxplots

8
8,1
7,7
7,5
7,6
7,8
7,8
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,2
7,9
7,3
6,9
6,6
6,7
6,9
7
7,1
7,2
7,1
6,9
7
6,8
6,4
6,7
6,6
6,4
6,3
6,2
6,5
6,8
6,8
6,4
6,1
5,8
6,1
7,2
7,3
6,9
6,1
5,8
6,2
7,1
7,7
7,9
7,7
7,4
7,5
8
8,1

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=69341&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=69341&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69341&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	0.848975	6.6307	0
2	0.59973	4.684	8e-06
3	0.422227	3.2977	0.000815
4	0.381774	2.9817	0.002057
5	0.426447	3.3307	0.000737
6	0.442859	3.4588	0.000498
7	0.362289	2.8296	0.003151
8	0.227409	1.7761	0.04035
9	0.146217	1.142	0.128961
10	0.148653	1.161	0.125078
11	0.219021	1.7106	0.046117
12	0.248594	1.9416	0.028405
13	0.190747	1.4898	0.070718
14	0.100665	0.7862	0.217392
15	0.034971	0.2731	0.392836
16	-0.015025	-0.1173	0.453485
17	-0.05503	-0.4298	0.334428
18	-0.088838	-0.6938	0.245207
19	-0.133891	-1.0457	0.149907
20	-0.181979	-1.4213	0.080161
21	-0.228021	-1.7809	0.039954
22	-0.274902	-2.1471	0.017886
23	-0.306745	-2.3958	0.009835
24	-0.312651	-2.4419	0.008763
25	-0.303339	-2.3692	0.010505
26	-0.263788	-2.0602	0.021824
27	-0.22267	-1.7391	0.04353
28	-0.227687	-1.7783	0.04017
29	-0.269638	-2.1059	0.019666
30	-0.319554	-2.4958	0.007644
31	-0.356625	-2.7853	0.003557
32	-0.362929	-2.8346	0.003107
33	-0.332448	-2.5965	0.005893
34	-0.278306	-2.1736	0.016812
35	-0.217469	-1.6985	0.047256
36	-0.183227	-1.431	0.07876

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.848975 & 6.6307 & 0 \tabularnewline
2 & 0.59973 & 4.684 & 8e-06 \tabularnewline
3 & 0.422227 & 3.2977 & 0.000815 \tabularnewline
4 & 0.381774 & 2.9817 & 0.002057 \tabularnewline
5 & 0.426447 & 3.3307 & 0.000737 \tabularnewline
6 & 0.442859 & 3.4588 & 0.000498 \tabularnewline
7 & 0.362289 & 2.8296 & 0.003151 \tabularnewline
8 & 0.227409 & 1.7761 & 0.04035 \tabularnewline
9 & 0.146217 & 1.142 & 0.128961 \tabularnewline
10 & 0.148653 & 1.161 & 0.125078 \tabularnewline
11 & 0.219021 & 1.7106 & 0.046117 \tabularnewline
12 & 0.248594 & 1.9416 & 0.028405 \tabularnewline
13 & 0.190747 & 1.4898 & 0.070718 \tabularnewline
14 & 0.100665 & 0.7862 & 0.217392 \tabularnewline
15 & 0.034971 & 0.2731 & 0.392836 \tabularnewline
16 & -0.015025 & -0.1173 & 0.453485 \tabularnewline
17 & -0.05503 & -0.4298 & 0.334428 \tabularnewline
18 & -0.088838 & -0.6938 & 0.245207 \tabularnewline
19 & -0.133891 & -1.0457 & 0.149907 \tabularnewline
20 & -0.181979 & -1.4213 & 0.080161 \tabularnewline
21 & -0.228021 & -1.7809 & 0.039954 \tabularnewline
22 & -0.274902 & -2.1471 & 0.017886 \tabularnewline
23 & -0.306745 & -2.3958 & 0.009835 \tabularnewline
24 & -0.312651 & -2.4419 & 0.008763 \tabularnewline
25 & -0.303339 & -2.3692 & 0.010505 \tabularnewline
26 & -0.263788 & -2.0602 & 0.021824 \tabularnewline
27 & -0.22267 & -1.7391 & 0.04353 \tabularnewline
28 & -0.227687 & -1.7783 & 0.04017 \tabularnewline
29 & -0.269638 & -2.1059 & 0.019666 \tabularnewline
30 & -0.319554 & -2.4958 & 0.007644 \tabularnewline
31 & -0.356625 & -2.7853 & 0.003557 \tabularnewline
32 & -0.362929 & -2.8346 & 0.003107 \tabularnewline
33 & -0.332448 & -2.5965 & 0.005893 \tabularnewline
34 & -0.278306 & -2.1736 & 0.016812 \tabularnewline
35 & -0.217469 & -1.6985 & 0.047256 \tabularnewline
36 & -0.183227 & -1.431 & 0.07876 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69341&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]0.848975[/C][C]6.6307[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.59973[/C][C]4.684[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.422227[/C][C]3.2977[/C][C]0.000815[/C][/ROW]
[ROW][C]4[/C][C]0.381774[/C][C]2.9817[/C][C]0.002057[/C][/ROW]
[ROW][C]5[/C][C]0.426447[/C][C]3.3307[/C][C]0.000737[/C][/ROW]
[ROW][C]6[/C][C]0.442859[/C][C]3.4588[/C][C]0.000498[/C][/ROW]
[ROW][C]7[/C][C]0.362289[/C][C]2.8296[/C][C]0.003151[/C][/ROW]
[ROW][C]8[/C][C]0.227409[/C][C]1.7761[/C][C]0.04035[/C][/ROW]
[ROW][C]9[/C][C]0.146217[/C][C]1.142[/C][C]0.128961[/C][/ROW]
[ROW][C]10[/C][C]0.148653[/C][C]1.161[/C][C]0.125078[/C][/ROW]
[ROW][C]11[/C][C]0.219021[/C][C]1.7106[/C][C]0.046117[/C][/ROW]
[ROW][C]12[/C][C]0.248594[/C][C]1.9416[/C][C]0.028405[/C][/ROW]
[ROW][C]13[/C][C]0.190747[/C][C]1.4898[/C][C]0.070718[/C][/ROW]
[ROW][C]14[/C][C]0.100665[/C][C]0.7862[/C][C]0.217392[/C][/ROW]
[ROW][C]15[/C][C]0.034971[/C][C]0.2731[/C][C]0.392836[/C][/ROW]
[ROW][C]16[/C][C]-0.015025[/C][C]-0.1173[/C][C]0.453485[/C][/ROW]
[ROW][C]17[/C][C]-0.05503[/C][C]-0.4298[/C][C]0.334428[/C][/ROW]
[ROW][C]18[/C][C]-0.088838[/C][C]-0.6938[/C][C]0.245207[/C][/ROW]
[ROW][C]19[/C][C]-0.133891[/C][C]-1.0457[/C][C]0.149907[/C][/ROW]
[ROW][C]20[/C][C]-0.181979[/C][C]-1.4213[/C][C]0.080161[/C][/ROW]
[ROW][C]21[/C][C]-0.228021[/C][C]-1.7809[/C][C]0.039954[/C][/ROW]
[ROW][C]22[/C][C]-0.274902[/C][C]-2.1471[/C][C]0.017886[/C][/ROW]
[ROW][C]23[/C][C]-0.306745[/C][C]-2.3958[/C][C]0.009835[/C][/ROW]
[ROW][C]24[/C][C]-0.312651[/C][C]-2.4419[/C][C]0.008763[/C][/ROW]
[ROW][C]25[/C][C]-0.303339[/C][C]-2.3692[/C][C]0.010505[/C][/ROW]
[ROW][C]26[/C][C]-0.263788[/C][C]-2.0602[/C][C]0.021824[/C][/ROW]
[ROW][C]27[/C][C]-0.22267[/C][C]-1.7391[/C][C]0.04353[/C][/ROW]
[ROW][C]28[/C][C]-0.227687[/C][C]-1.7783[/C][C]0.04017[/C][/ROW]
[ROW][C]29[/C][C]-0.269638[/C][C]-2.1059[/C][C]0.019666[/C][/ROW]
[ROW][C]30[/C][C]-0.319554[/C][C]-2.4958[/C][C]0.007644[/C][/ROW]
[ROW][C]31[/C][C]-0.356625[/C][C]-2.7853[/C][C]0.003557[/C][/ROW]
[ROW][C]32[/C][C]-0.362929[/C][C]-2.8346[/C][C]0.003107[/C][/ROW]
[ROW][C]33[/C][C]-0.332448[/C][C]-2.5965[/C][C]0.005893[/C][/ROW]
[ROW][C]34[/C][C]-0.278306[/C][C]-2.1736[/C][C]0.016812[/C][/ROW]
[ROW][C]35[/C][C]-0.217469[/C][C]-1.6985[/C][C]0.047256[/C][/ROW]
[ROW][C]36[/C][C]-0.183227[/C][C]-1.431[/C][C]0.07876[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69341&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69341&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	0.848975	6.6307	0
2	0.59973	4.684	8e-06
3	0.422227	3.2977	0.000815
4	0.381774	2.9817	0.002057
5	0.426447	3.3307	0.000737
6	0.442859	3.4588	0.000498
7	0.362289	2.8296	0.003151
8	0.227409	1.7761	0.04035
9	0.146217	1.142	0.128961
10	0.148653	1.161	0.125078
11	0.219021	1.7106	0.046117
12	0.248594	1.9416	0.028405
13	0.190747	1.4898	0.070718
14	0.100665	0.7862	0.217392
15	0.034971	0.2731	0.392836
16	-0.015025	-0.1173	0.453485
17	-0.05503	-0.4298	0.334428
18	-0.088838	-0.6938	0.245207
19	-0.133891	-1.0457	0.149907
20	-0.181979	-1.4213	0.080161
21	-0.228021	-1.7809	0.039954
22	-0.274902	-2.1471	0.017886
23	-0.306745	-2.3958	0.009835
24	-0.312651	-2.4419	0.008763
25	-0.303339	-2.3692	0.010505
26	-0.263788	-2.0602	0.021824
27	-0.22267	-1.7391	0.04353
28	-0.227687	-1.7783	0.04017
29	-0.269638	-2.1059	0.019666
30	-0.319554	-2.4958	0.007644
31	-0.356625	-2.7853	0.003557
32	-0.362929	-2.8346	0.003107
33	-0.332448	-2.5965	0.005893
34	-0.278306	-2.1736	0.016812
35	-0.217469	-1.6985	0.047256
36	-0.183227	-1.431	0.07876

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.848975	6.6307	0
2	-0.433417	-3.3851	0.000625
3	0.266131	2.0785	0.020936
4	0.225292	1.7596	0.041746
5	0.08775	0.6854	0.247859
6	-0.093098	-0.7271	0.234967
7	-0.139677	-1.0909	0.139801
8	-0.012816	-0.1001	0.460298
9	0.13252	1.035	0.152373
10	-0.012563	-0.0981	0.46108
11	0.135221	1.0561	0.147541
12	-0.157698	-1.2317	0.111401
13	-0.02804	-0.219	0.413691
14	0.064694	0.5053	0.307593
15	-0.076943	-0.6009	0.275052
16	-0.241712	-1.8878	0.031904
17	-0.035781	-0.2795	0.390419
18	0.027613	0.2157	0.414984
19	-0.033933	-0.265	0.395941
20	-0.09754	-0.7618	0.224554
21	-0.086333	-0.6743	0.251339
22	-0.096896	-0.7568	0.226048
23	0.024083	0.1881	0.425715
24	0.010145	0.0792	0.468552
25	-0.051522	-0.4024	0.344397
26	0.093099	0.7271	0.234964
27	0.021543	0.1683	0.433469
28	-0.070392	-0.5498	0.292239
29	-0.059532	-0.465	0.321809
30	-0.118208	-0.9232	0.179761
31	-0.074272	-0.5801	0.281997
32	-0.00723	-0.0565	0.477577
33	0.0708	0.553	0.291154
34	0.140402	1.0966	0.13857
35	0.070026	0.5469	0.293214
36	-0.041533	-0.3244	0.373379

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.848975 & 6.6307 & 0 \tabularnewline
2 & -0.433417 & -3.3851 & 0.000625 \tabularnewline
3 & 0.266131 & 2.0785 & 0.020936 \tabularnewline
4 & 0.225292 & 1.7596 & 0.041746 \tabularnewline
5 & 0.08775 & 0.6854 & 0.247859 \tabularnewline
6 & -0.093098 & -0.7271 & 0.234967 \tabularnewline
7 & -0.139677 & -1.0909 & 0.139801 \tabularnewline
8 & -0.012816 & -0.1001 & 0.460298 \tabularnewline
9 & 0.13252 & 1.035 & 0.152373 \tabularnewline
10 & -0.012563 & -0.0981 & 0.46108 \tabularnewline
11 & 0.135221 & 1.0561 & 0.147541 \tabularnewline
12 & -0.157698 & -1.2317 & 0.111401 \tabularnewline
13 & -0.02804 & -0.219 & 0.413691 \tabularnewline
14 & 0.064694 & 0.5053 & 0.307593 \tabularnewline
15 & -0.076943 & -0.6009 & 0.275052 \tabularnewline
16 & -0.241712 & -1.8878 & 0.031904 \tabularnewline
17 & -0.035781 & -0.2795 & 0.390419 \tabularnewline
18 & 0.027613 & 0.2157 & 0.414984 \tabularnewline
19 & -0.033933 & -0.265 & 0.395941 \tabularnewline
20 & -0.09754 & -0.7618 & 0.224554 \tabularnewline
21 & -0.086333 & -0.6743 & 0.251339 \tabularnewline
22 & -0.096896 & -0.7568 & 0.226048 \tabularnewline
23 & 0.024083 & 0.1881 & 0.425715 \tabularnewline
24 & 0.010145 & 0.0792 & 0.468552 \tabularnewline
25 & -0.051522 & -0.4024 & 0.344397 \tabularnewline
26 & 0.093099 & 0.7271 & 0.234964 \tabularnewline
27 & 0.021543 & 0.1683 & 0.433469 \tabularnewline
28 & -0.070392 & -0.5498 & 0.292239 \tabularnewline
29 & -0.059532 & -0.465 & 0.321809 \tabularnewline
30 & -0.118208 & -0.9232 & 0.179761 \tabularnewline
31 & -0.074272 & -0.5801 & 0.281997 \tabularnewline
32 & -0.00723 & -0.0565 & 0.477577 \tabularnewline
33 & 0.0708 & 0.553 & 0.291154 \tabularnewline
34 & 0.140402 & 1.0966 & 0.13857 \tabularnewline
35 & 0.070026 & 0.5469 & 0.293214 \tabularnewline
36 & -0.041533 & -0.3244 & 0.373379 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69341&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]0.848975[/C][C]6.6307[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.433417[/C][C]-3.3851[/C][C]0.000625[/C][/ROW]
[ROW][C]3[/C][C]0.266131[/C][C]2.0785[/C][C]0.020936[/C][/ROW]
[ROW][C]4[/C][C]0.225292[/C][C]1.7596[/C][C]0.041746[/C][/ROW]
[ROW][C]5[/C][C]0.08775[/C][C]0.6854[/C][C]0.247859[/C][/ROW]
[ROW][C]6[/C][C]-0.093098[/C][C]-0.7271[/C][C]0.234967[/C][/ROW]
[ROW][C]7[/C][C]-0.139677[/C][C]-1.0909[/C][C]0.139801[/C][/ROW]
[ROW][C]8[/C][C]-0.012816[/C][C]-0.1001[/C][C]0.460298[/C][/ROW]
[ROW][C]9[/C][C]0.13252[/C][C]1.035[/C][C]0.152373[/C][/ROW]
[ROW][C]10[/C][C]-0.012563[/C][C]-0.0981[/C][C]0.46108[/C][/ROW]
[ROW][C]11[/C][C]0.135221[/C][C]1.0561[/C][C]0.147541[/C][/ROW]
[ROW][C]12[/C][C]-0.157698[/C][C]-1.2317[/C][C]0.111401[/C][/ROW]
[ROW][C]13[/C][C]-0.02804[/C][C]-0.219[/C][C]0.413691[/C][/ROW]
[ROW][C]14[/C][C]0.064694[/C][C]0.5053[/C][C]0.307593[/C][/ROW]
[ROW][C]15[/C][C]-0.076943[/C][C]-0.6009[/C][C]0.275052[/C][/ROW]
[ROW][C]16[/C][C]-0.241712[/C][C]-1.8878[/C][C]0.031904[/C][/ROW]
[ROW][C]17[/C][C]-0.035781[/C][C]-0.2795[/C][C]0.390419[/C][/ROW]
[ROW][C]18[/C][C]0.027613[/C][C]0.2157[/C][C]0.414984[/C][/ROW]
[ROW][C]19[/C][C]-0.033933[/C][C]-0.265[/C][C]0.395941[/C][/ROW]
[ROW][C]20[/C][C]-0.09754[/C][C]-0.7618[/C][C]0.224554[/C][/ROW]
[ROW][C]21[/C][C]-0.086333[/C][C]-0.6743[/C][C]0.251339[/C][/ROW]
[ROW][C]22[/C][C]-0.096896[/C][C]-0.7568[/C][C]0.226048[/C][/ROW]
[ROW][C]23[/C][C]0.024083[/C][C]0.1881[/C][C]0.425715[/C][/ROW]
[ROW][C]24[/C][C]0.010145[/C][C]0.0792[/C][C]0.468552[/C][/ROW]
[ROW][C]25[/C][C]-0.051522[/C][C]-0.4024[/C][C]0.344397[/C][/ROW]
[ROW][C]26[/C][C]0.093099[/C][C]0.7271[/C][C]0.234964[/C][/ROW]
[ROW][C]27[/C][C]0.021543[/C][C]0.1683[/C][C]0.433469[/C][/ROW]
[ROW][C]28[/C][C]-0.070392[/C][C]-0.5498[/C][C]0.292239[/C][/ROW]
[ROW][C]29[/C][C]-0.059532[/C][C]-0.465[/C][C]0.321809[/C][/ROW]
[ROW][C]30[/C][C]-0.118208[/C][C]-0.9232[/C][C]0.179761[/C][/ROW]
[ROW][C]31[/C][C]-0.074272[/C][C]-0.5801[/C][C]0.281997[/C][/ROW]
[ROW][C]32[/C][C]-0.00723[/C][C]-0.0565[/C][C]0.477577[/C][/ROW]
[ROW][C]33[/C][C]0.0708[/C][C]0.553[/C][C]0.291154[/C][/ROW]
[ROW][C]34[/C][C]0.140402[/C][C]1.0966[/C][C]0.13857[/C][/ROW]
[ROW][C]35[/C][C]0.070026[/C][C]0.5469[/C][C]0.293214[/C][/ROW]
[ROW][C]36[/C][C]-0.041533[/C][C]-0.3244[/C][C]0.373379[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69341&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69341&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	0.848975	6.6307	0
2	-0.433417	-3.3851	0.000625
3	0.266131	2.0785	0.020936
4	0.225292	1.7596	0.041746
5	0.08775	0.6854	0.247859
6	-0.093098	-0.7271	0.234967
7	-0.139677	-1.0909	0.139801
8	-0.012816	-0.1001	0.460298
9	0.13252	1.035	0.152373
10	-0.012563	-0.0981	0.46108
11	0.135221	1.0561	0.147541
12	-0.157698	-1.2317	0.111401
13	-0.02804	-0.219	0.413691
14	0.064694	0.5053	0.307593
15	-0.076943	-0.6009	0.275052
16	-0.241712	-1.8878	0.031904
17	-0.035781	-0.2795	0.390419
18	0.027613	0.2157	0.414984
19	-0.033933	-0.265	0.395941
20	-0.09754	-0.7618	0.224554
21	-0.086333	-0.6743	0.251339
22	-0.096896	-0.7568	0.226048
23	0.024083	0.1881	0.425715
24	0.010145	0.0792	0.468552
25	-0.051522	-0.4024	0.344397
26	0.093099	0.7271	0.234964
27	0.021543	0.1683	0.433469
28	-0.070392	-0.5498	0.292239
29	-0.059532	-0.465	0.321809
30	-0.118208	-0.9232	0.179761
31	-0.074272	-0.5801	0.281997
32	-0.00723	-0.0565	0.477577
33	0.0708	0.553	0.291154
34	0.140402	1.0966	0.13857
35	0.070026	0.5469	0.293214
36	-0.041533	-0.3244	0.373379

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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