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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 07:05:41 -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/t126114516875a7eq7jnr96kcb.htm/, Retrieved Sat, 27 Apr 2024 10:20:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69347, Retrieved Sat, 27 Apr 2024 10:20:07 +0000

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Estimated Impact

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 14:48:46] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [] [2009-12-04 15:13:50] [ac45432a6622e5ac7affd14a540160b0]
-    D        [(Partial) Autocorrelation Function] [] [2009-12-18 14:05:41] [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	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=69347&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=69347&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69347&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	0.50117	3.4722	0.000551
2	-0.033256	-0.2304	0.409379
3	-0.47765	-3.3093	0.00089
4	-0.457987	-3.173	0.001316
5	-0.127514	-0.8834	0.1907
6	0.218104	1.5111	0.068663
7	0.269996	1.8706	0.033753
8	0.116109	0.8044	0.212559
9	-0.120274	-0.8333	0.204406
10	-0.187277	-1.2975	0.100332
11	-0.090936	-0.63	0.265834
12	-0.056567	-0.3919	0.348431
13	0.044347	0.3072	0.379993
14	0.06957	0.482	0.315999
15	-0.000505	-0.0035	0.498611
16	-0.120993	-0.8383	0.203019
17	-0.165643	-1.1476	0.128409
18	-0.050023	-0.3466	0.365215
19	0.1039	0.7198	0.237557
20	0.280797	1.9454	0.028797
21	0.262779	1.8206	0.037454
22	0.048419	0.3355	0.36937
23	-0.25535	-1.7691	0.041614
24	-0.343753	-2.3816	0.010625
25	-0.174027	-1.2057	0.116923
26	0.043734	0.303	0.381601
27	0.166524	1.1537	0.127165
28	0.122166	0.8464	0.200767
29	0.005813	0.0403	0.484021
30	-0.152831	-1.0588	0.147486
31	-0.121498	-0.8418	0.202048
32	-0.074837	-0.5185	0.303251
33	0.018907	0.131	0.448166
34	0.005023	0.0348	0.486193
35	0.053074	0.3677	0.357355
36	0.04336	0.3004	0.382582

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.50117 & 3.4722 & 0.000551 \tabularnewline
2 & -0.033256 & -0.2304 & 0.409379 \tabularnewline
3 & -0.47765 & -3.3093 & 0.00089 \tabularnewline
4 & -0.457987 & -3.173 & 0.001316 \tabularnewline
5 & -0.127514 & -0.8834 & 0.1907 \tabularnewline
6 & 0.218104 & 1.5111 & 0.068663 \tabularnewline
7 & 0.269996 & 1.8706 & 0.033753 \tabularnewline
8 & 0.116109 & 0.8044 & 0.212559 \tabularnewline
9 & -0.120274 & -0.8333 & 0.204406 \tabularnewline
10 & -0.187277 & -1.2975 & 0.100332 \tabularnewline
11 & -0.090936 & -0.63 & 0.265834 \tabularnewline
12 & -0.056567 & -0.3919 & 0.348431 \tabularnewline
13 & 0.044347 & 0.3072 & 0.379993 \tabularnewline
14 & 0.06957 & 0.482 & 0.315999 \tabularnewline
15 & -0.000505 & -0.0035 & 0.498611 \tabularnewline
16 & -0.120993 & -0.8383 & 0.203019 \tabularnewline
17 & -0.165643 & -1.1476 & 0.128409 \tabularnewline
18 & -0.050023 & -0.3466 & 0.365215 \tabularnewline
19 & 0.1039 & 0.7198 & 0.237557 \tabularnewline
20 & 0.280797 & 1.9454 & 0.028797 \tabularnewline
21 & 0.262779 & 1.8206 & 0.037454 \tabularnewline
22 & 0.048419 & 0.3355 & 0.36937 \tabularnewline
23 & -0.25535 & -1.7691 & 0.041614 \tabularnewline
24 & -0.343753 & -2.3816 & 0.010625 \tabularnewline
25 & -0.174027 & -1.2057 & 0.116923 \tabularnewline
26 & 0.043734 & 0.303 & 0.381601 \tabularnewline
27 & 0.166524 & 1.1537 & 0.127165 \tabularnewline
28 & 0.122166 & 0.8464 & 0.200767 \tabularnewline
29 & 0.005813 & 0.0403 & 0.484021 \tabularnewline
30 & -0.152831 & -1.0588 & 0.147486 \tabularnewline
31 & -0.121498 & -0.8418 & 0.202048 \tabularnewline
32 & -0.074837 & -0.5185 & 0.303251 \tabularnewline
33 & 0.018907 & 0.131 & 0.448166 \tabularnewline
34 & 0.005023 & 0.0348 & 0.486193 \tabularnewline
35 & 0.053074 & 0.3677 & 0.357355 \tabularnewline
36 & 0.04336 & 0.3004 & 0.382582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69347&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]0.50117[/C][C]3.4722[/C][C]0.000551[/C][/ROW]
[ROW][C]2[/C][C]-0.033256[/C][C]-0.2304[/C][C]0.409379[/C][/ROW]
[ROW][C]3[/C][C]-0.47765[/C][C]-3.3093[/C][C]0.00089[/C][/ROW]
[ROW][C]4[/C][C]-0.457987[/C][C]-3.173[/C][C]0.001316[/C][/ROW]
[ROW][C]5[/C][C]-0.127514[/C][C]-0.8834[/C][C]0.1907[/C][/ROW]
[ROW][C]6[/C][C]0.218104[/C][C]1.5111[/C][C]0.068663[/C][/ROW]
[ROW][C]7[/C][C]0.269996[/C][C]1.8706[/C][C]0.033753[/C][/ROW]
[ROW][C]8[/C][C]0.116109[/C][C]0.8044[/C][C]0.212559[/C][/ROW]
[ROW][C]9[/C][C]-0.120274[/C][C]-0.8333[/C][C]0.204406[/C][/ROW]
[ROW][C]10[/C][C]-0.187277[/C][C]-1.2975[/C][C]0.100332[/C][/ROW]
[ROW][C]11[/C][C]-0.090936[/C][C]-0.63[/C][C]0.265834[/C][/ROW]
[ROW][C]12[/C][C]-0.056567[/C][C]-0.3919[/C][C]0.348431[/C][/ROW]
[ROW][C]13[/C][C]0.044347[/C][C]0.3072[/C][C]0.379993[/C][/ROW]
[ROW][C]14[/C][C]0.06957[/C][C]0.482[/C][C]0.315999[/C][/ROW]
[ROW][C]15[/C][C]-0.000505[/C][C]-0.0035[/C][C]0.498611[/C][/ROW]
[ROW][C]16[/C][C]-0.120993[/C][C]-0.8383[/C][C]0.203019[/C][/ROW]
[ROW][C]17[/C][C]-0.165643[/C][C]-1.1476[/C][C]0.128409[/C][/ROW]
[ROW][C]18[/C][C]-0.050023[/C][C]-0.3466[/C][C]0.365215[/C][/ROW]
[ROW][C]19[/C][C]0.1039[/C][C]0.7198[/C][C]0.237557[/C][/ROW]
[ROW][C]20[/C][C]0.280797[/C][C]1.9454[/C][C]0.028797[/C][/ROW]
[ROW][C]21[/C][C]0.262779[/C][C]1.8206[/C][C]0.037454[/C][/ROW]
[ROW][C]22[/C][C]0.048419[/C][C]0.3355[/C][C]0.36937[/C][/ROW]
[ROW][C]23[/C][C]-0.25535[/C][C]-1.7691[/C][C]0.041614[/C][/ROW]
[ROW][C]24[/C][C]-0.343753[/C][C]-2.3816[/C][C]0.010625[/C][/ROW]
[ROW][C]25[/C][C]-0.174027[/C][C]-1.2057[/C][C]0.116923[/C][/ROW]
[ROW][C]26[/C][C]0.043734[/C][C]0.303[/C][C]0.381601[/C][/ROW]
[ROW][C]27[/C][C]0.166524[/C][C]1.1537[/C][C]0.127165[/C][/ROW]
[ROW][C]28[/C][C]0.122166[/C][C]0.8464[/C][C]0.200767[/C][/ROW]
[ROW][C]29[/C][C]0.005813[/C][C]0.0403[/C][C]0.484021[/C][/ROW]
[ROW][C]30[/C][C]-0.152831[/C][C]-1.0588[/C][C]0.147486[/C][/ROW]
[ROW][C]31[/C][C]-0.121498[/C][C]-0.8418[/C][C]0.202048[/C][/ROW]
[ROW][C]32[/C][C]-0.074837[/C][C]-0.5185[/C][C]0.303251[/C][/ROW]
[ROW][C]33[/C][C]0.018907[/C][C]0.131[/C][C]0.448166[/C][/ROW]
[ROW][C]34[/C][C]0.005023[/C][C]0.0348[/C][C]0.486193[/C][/ROW]
[ROW][C]35[/C][C]0.053074[/C][C]0.3677[/C][C]0.357355[/C][/ROW]
[ROW][C]36[/C][C]0.04336[/C][C]0.3004[/C][C]0.382582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69347&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69347&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	0.50117	3.4722	0.000551
2	-0.033256	-0.2304	0.409379
3	-0.47765	-3.3093	0.00089
4	-0.457987	-3.173	0.001316
5	-0.127514	-0.8834	0.1907
6	0.218104	1.5111	0.068663
7	0.269996	1.8706	0.033753
8	0.116109	0.8044	0.212559
9	-0.120274	-0.8333	0.204406
10	-0.187277	-1.2975	0.100332
11	-0.090936	-0.63	0.265834
12	-0.056567	-0.3919	0.348431
13	0.044347	0.3072	0.379993
14	0.06957	0.482	0.315999
15	-0.000505	-0.0035	0.498611
16	-0.120993	-0.8383	0.203019
17	-0.165643	-1.1476	0.128409
18	-0.050023	-0.3466	0.365215
19	0.1039	0.7198	0.237557
20	0.280797	1.9454	0.028797
21	0.262779	1.8206	0.037454
22	0.048419	0.3355	0.36937
23	-0.25535	-1.7691	0.041614
24	-0.343753	-2.3816	0.010625
25	-0.174027	-1.2057	0.116923
26	0.043734	0.303	0.381601
27	0.166524	1.1537	0.127165
28	0.122166	0.8464	0.200767
29	0.005813	0.0403	0.484021
30	-0.152831	-1.0588	0.147486
31	-0.121498	-0.8418	0.202048
32	-0.074837	-0.5185	0.303251
33	0.018907	0.131	0.448166
34	0.005023	0.0348	0.486193
35	0.053074	0.3677	0.357355
36	0.04336	0.3004	0.382582

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.50117	3.4722	0.000551
2	-0.379829	-2.6315	0.005698
3	-0.412447	-2.8575	0.003148
4	0.00198	0.0137	0.494557
5	0.109026	0.7554	0.226864
6	0.02793	0.1935	0.423689
7	-0.131202	-0.909	0.183948
8	-0.018651	-0.1292	0.448861
9	-0.022832	-0.1582	0.437488
10	0.027719	0.192	0.42426
11	0.011917	0.0826	0.467271
12	-0.245666	-1.702	0.04761
13	0.076894	0.5327	0.298337
14	0.080845	0.5601	0.289004
15	-0.171024	-1.1849	0.120948
16	-0.225047	-1.5592	0.062763
17	-0.029583	-0.205	0.419235
18	0.188468	1.3057	0.098931
19	-0.022644	-0.1569	0.437999
20	0.102942	0.7132	0.239587
21	0.033891	0.2348	0.407681
22	-0.047374	-0.3282	0.372088
23	-0.086701	-0.6007	0.275439
24	-0.059996	-0.4157	0.339753
25	0.026082	0.1807	0.428682
26	-0.160162	-1.1096	0.136342
27	-0.096885	-0.6712	0.252643
28	-0.050661	-0.351	0.363565
29	0.030546	0.2116	0.416647
30	-0.120987	-0.8382	0.20303
31	-0.053301	-0.3693	0.35677
32	-0.092019	-0.6375	0.263405
33	-0.000779	-0.0054	0.497859
34	-0.083685	-0.5798	0.282385
35	0.001234	0.0085	0.496608
36	-0.053216	-0.3687	0.356989

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.50117 & 3.4722 & 0.000551 \tabularnewline
2 & -0.379829 & -2.6315 & 0.005698 \tabularnewline
3 & -0.412447 & -2.8575 & 0.003148 \tabularnewline
4 & 0.00198 & 0.0137 & 0.494557 \tabularnewline
5 & 0.109026 & 0.7554 & 0.226864 \tabularnewline
6 & 0.02793 & 0.1935 & 0.423689 \tabularnewline
7 & -0.131202 & -0.909 & 0.183948 \tabularnewline
8 & -0.018651 & -0.1292 & 0.448861 \tabularnewline
9 & -0.022832 & -0.1582 & 0.437488 \tabularnewline
10 & 0.027719 & 0.192 & 0.42426 \tabularnewline
11 & 0.011917 & 0.0826 & 0.467271 \tabularnewline
12 & -0.245666 & -1.702 & 0.04761 \tabularnewline
13 & 0.076894 & 0.5327 & 0.298337 \tabularnewline
14 & 0.080845 & 0.5601 & 0.289004 \tabularnewline
15 & -0.171024 & -1.1849 & 0.120948 \tabularnewline
16 & -0.225047 & -1.5592 & 0.062763 \tabularnewline
17 & -0.029583 & -0.205 & 0.419235 \tabularnewline
18 & 0.188468 & 1.3057 & 0.098931 \tabularnewline
19 & -0.022644 & -0.1569 & 0.437999 \tabularnewline
20 & 0.102942 & 0.7132 & 0.239587 \tabularnewline
21 & 0.033891 & 0.2348 & 0.407681 \tabularnewline
22 & -0.047374 & -0.3282 & 0.372088 \tabularnewline
23 & -0.086701 & -0.6007 & 0.275439 \tabularnewline
24 & -0.059996 & -0.4157 & 0.339753 \tabularnewline
25 & 0.026082 & 0.1807 & 0.428682 \tabularnewline
26 & -0.160162 & -1.1096 & 0.136342 \tabularnewline
27 & -0.096885 & -0.6712 & 0.252643 \tabularnewline
28 & -0.050661 & -0.351 & 0.363565 \tabularnewline
29 & 0.030546 & 0.2116 & 0.416647 \tabularnewline
30 & -0.120987 & -0.8382 & 0.20303 \tabularnewline
31 & -0.053301 & -0.3693 & 0.35677 \tabularnewline
32 & -0.092019 & -0.6375 & 0.263405 \tabularnewline
33 & -0.000779 & -0.0054 & 0.497859 \tabularnewline
34 & -0.083685 & -0.5798 & 0.282385 \tabularnewline
35 & 0.001234 & 0.0085 & 0.496608 \tabularnewline
36 & -0.053216 & -0.3687 & 0.356989 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69347&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]0.50117[/C][C]3.4722[/C][C]0.000551[/C][/ROW]
[ROW][C]2[/C][C]-0.379829[/C][C]-2.6315[/C][C]0.005698[/C][/ROW]
[ROW][C]3[/C][C]-0.412447[/C][C]-2.8575[/C][C]0.003148[/C][/ROW]
[ROW][C]4[/C][C]0.00198[/C][C]0.0137[/C][C]0.494557[/C][/ROW]
[ROW][C]5[/C][C]0.109026[/C][C]0.7554[/C][C]0.226864[/C][/ROW]
[ROW][C]6[/C][C]0.02793[/C][C]0.1935[/C][C]0.423689[/C][/ROW]
[ROW][C]7[/C][C]-0.131202[/C][C]-0.909[/C][C]0.183948[/C][/ROW]
[ROW][C]8[/C][C]-0.018651[/C][C]-0.1292[/C][C]0.448861[/C][/ROW]
[ROW][C]9[/C][C]-0.022832[/C][C]-0.1582[/C][C]0.437488[/C][/ROW]
[ROW][C]10[/C][C]0.027719[/C][C]0.192[/C][C]0.42426[/C][/ROW]
[ROW][C]11[/C][C]0.011917[/C][C]0.0826[/C][C]0.467271[/C][/ROW]
[ROW][C]12[/C][C]-0.245666[/C][C]-1.702[/C][C]0.04761[/C][/ROW]
[ROW][C]13[/C][C]0.076894[/C][C]0.5327[/C][C]0.298337[/C][/ROW]
[ROW][C]14[/C][C]0.080845[/C][C]0.5601[/C][C]0.289004[/C][/ROW]
[ROW][C]15[/C][C]-0.171024[/C][C]-1.1849[/C][C]0.120948[/C][/ROW]
[ROW][C]16[/C][C]-0.225047[/C][C]-1.5592[/C][C]0.062763[/C][/ROW]
[ROW][C]17[/C][C]-0.029583[/C][C]-0.205[/C][C]0.419235[/C][/ROW]
[ROW][C]18[/C][C]0.188468[/C][C]1.3057[/C][C]0.098931[/C][/ROW]
[ROW][C]19[/C][C]-0.022644[/C][C]-0.1569[/C][C]0.437999[/C][/ROW]
[ROW][C]20[/C][C]0.102942[/C][C]0.7132[/C][C]0.239587[/C][/ROW]
[ROW][C]21[/C][C]0.033891[/C][C]0.2348[/C][C]0.407681[/C][/ROW]
[ROW][C]22[/C][C]-0.047374[/C][C]-0.3282[/C][C]0.372088[/C][/ROW]
[ROW][C]23[/C][C]-0.086701[/C][C]-0.6007[/C][C]0.275439[/C][/ROW]
[ROW][C]24[/C][C]-0.059996[/C][C]-0.4157[/C][C]0.339753[/C][/ROW]
[ROW][C]25[/C][C]0.026082[/C][C]0.1807[/C][C]0.428682[/C][/ROW]
[ROW][C]26[/C][C]-0.160162[/C][C]-1.1096[/C][C]0.136342[/C][/ROW]
[ROW][C]27[/C][C]-0.096885[/C][C]-0.6712[/C][C]0.252643[/C][/ROW]
[ROW][C]28[/C][C]-0.050661[/C][C]-0.351[/C][C]0.363565[/C][/ROW]
[ROW][C]29[/C][C]0.030546[/C][C]0.2116[/C][C]0.416647[/C][/ROW]
[ROW][C]30[/C][C]-0.120987[/C][C]-0.8382[/C][C]0.20303[/C][/ROW]
[ROW][C]31[/C][C]-0.053301[/C][C]-0.3693[/C][C]0.35677[/C][/ROW]
[ROW][C]32[/C][C]-0.092019[/C][C]-0.6375[/C][C]0.263405[/C][/ROW]
[ROW][C]33[/C][C]-0.000779[/C][C]-0.0054[/C][C]0.497859[/C][/ROW]
[ROW][C]34[/C][C]-0.083685[/C][C]-0.5798[/C][C]0.282385[/C][/ROW]
[ROW][C]35[/C][C]0.001234[/C][C]0.0085[/C][C]0.496608[/C][/ROW]
[ROW][C]36[/C][C]-0.053216[/C][C]-0.3687[/C][C]0.356989[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69347&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69347&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	0.50117	3.4722	0.000551
2	-0.379829	-2.6315	0.005698
3	-0.412447	-2.8575	0.003148
4	0.00198	0.0137	0.494557
5	0.109026	0.7554	0.226864
6	0.02793	0.1935	0.423689
7	-0.131202	-0.909	0.183948
8	-0.018651	-0.1292	0.448861
9	-0.022832	-0.1582	0.437488
10	0.027719	0.192	0.42426
11	0.011917	0.0826	0.467271
12	-0.245666	-1.702	0.04761
13	0.076894	0.5327	0.298337
14	0.080845	0.5601	0.289004
15	-0.171024	-1.1849	0.120948
16	-0.225047	-1.5592	0.062763
17	-0.029583	-0.205	0.419235
18	0.188468	1.3057	0.098931
19	-0.022644	-0.1569	0.437999
20	0.102942	0.7132	0.239587
21	0.033891	0.2348	0.407681
22	-0.047374	-0.3282	0.372088
23	-0.086701	-0.6007	0.275439
24	-0.059996	-0.4157	0.339753
25	0.026082	0.1807	0.428682
26	-0.160162	-1.1096	0.136342
27	-0.096885	-0.6712	0.252643
28	-0.050661	-0.351	0.363565
29	0.030546	0.2116	0.416647
30	-0.120987	-0.8382	0.20303
31	-0.053301	-0.3693	0.35677
32	-0.092019	-0.6375	0.263405
33	-0.000779	-0.0054	0.497859
34	-0.083685	-0.5798	0.282385
35	0.001234	0.0085	0.496608
36	-0.053216	-0.3687	0.356989

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