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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 08:30:44 -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/t1261150305o5huy8aogwbw4w3.htm/, Retrieved Sat, 27 Apr 2024 12:50:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69394, Retrieved Sat, 27 Apr 2024 12:50:34 +0000

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Estimated Impact

128

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 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 09:42:54] [976efdaed7598845c859b86bc2e467ce]
-    D          [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-18 15:28:28] [976efdaed7598845c859b86bc2e467ce]
-   P               [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-18 15:30:44] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]

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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=69394&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=69394&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69394&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	0.176337	1.4107	0.081588
2	0.155608	1.2449	0.10886
3	0.227402	1.8192	0.036778
4	0.270808	2.1665	0.017003
5	-0.046958	-0.3757	0.354206
6	-0.017302	-0.1384	0.445174
7	0.097906	0.7832	0.218185
8	-0.077678	-0.6214	0.268265
9	-0.210653	-1.6852	0.048408
10	-0.17075	-1.366	0.08836
11	0.008583	0.0687	0.472735
12	-0.508456	-4.0677	6.6e-05
13	-0.278757	-2.2301	0.014629
14	-0.098664	-0.7893	0.216423
15	-0.017447	-0.1396	0.444717
16	-0.192867	-1.5429	0.063888
17	-0.046919	-0.3753	0.354321
18	0.05481	0.4385	0.331256
19	-0.03695	-0.2956	0.384246
20	-0.083966	-0.6717	0.252087
21	0.005226	0.0418	0.483392
22	0.148848	1.1908	0.119068
23	-0.02173	-0.1738	0.431271
24	-0.027196	-0.2176	0.414229
25	0.154672	1.2374	0.110235
26	0.086646	0.6932	0.245357
27	-0.0681	-0.5448	0.293893
28	0.048484	0.3879	0.349699
29	0.082412	0.6593	0.256035
30	0.019963	0.1597	0.43681
31	-0.076089	-0.6087	0.272435
32	0.07158	0.5726	0.284448
33	0.114388	0.9151	0.181785
34	-0.023955	-0.1916	0.424317
35	-0.073659	-0.5893	0.278877
36	0.136968	1.0957	0.138649

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.176337 & 1.4107 & 0.081588 \tabularnewline
2 & 0.155608 & 1.2449 & 0.10886 \tabularnewline
3 & 0.227402 & 1.8192 & 0.036778 \tabularnewline
4 & 0.270808 & 2.1665 & 0.017003 \tabularnewline
5 & -0.046958 & -0.3757 & 0.354206 \tabularnewline
6 & -0.017302 & -0.1384 & 0.445174 \tabularnewline
7 & 0.097906 & 0.7832 & 0.218185 \tabularnewline
8 & -0.077678 & -0.6214 & 0.268265 \tabularnewline
9 & -0.210653 & -1.6852 & 0.048408 \tabularnewline
10 & -0.17075 & -1.366 & 0.08836 \tabularnewline
11 & 0.008583 & 0.0687 & 0.472735 \tabularnewline
12 & -0.508456 & -4.0677 & 6.6e-05 \tabularnewline
13 & -0.278757 & -2.2301 & 0.014629 \tabularnewline
14 & -0.098664 & -0.7893 & 0.216423 \tabularnewline
15 & -0.017447 & -0.1396 & 0.444717 \tabularnewline
16 & -0.192867 & -1.5429 & 0.063888 \tabularnewline
17 & -0.046919 & -0.3753 & 0.354321 \tabularnewline
18 & 0.05481 & 0.4385 & 0.331256 \tabularnewline
19 & -0.03695 & -0.2956 & 0.384246 \tabularnewline
20 & -0.083966 & -0.6717 & 0.252087 \tabularnewline
21 & 0.005226 & 0.0418 & 0.483392 \tabularnewline
22 & 0.148848 & 1.1908 & 0.119068 \tabularnewline
23 & -0.02173 & -0.1738 & 0.431271 \tabularnewline
24 & -0.027196 & -0.2176 & 0.414229 \tabularnewline
25 & 0.154672 & 1.2374 & 0.110235 \tabularnewline
26 & 0.086646 & 0.6932 & 0.245357 \tabularnewline
27 & -0.0681 & -0.5448 & 0.293893 \tabularnewline
28 & 0.048484 & 0.3879 & 0.349699 \tabularnewline
29 & 0.082412 & 0.6593 & 0.256035 \tabularnewline
30 & 0.019963 & 0.1597 & 0.43681 \tabularnewline
31 & -0.076089 & -0.6087 & 0.272435 \tabularnewline
32 & 0.07158 & 0.5726 & 0.284448 \tabularnewline
33 & 0.114388 & 0.9151 & 0.181785 \tabularnewline
34 & -0.023955 & -0.1916 & 0.424317 \tabularnewline
35 & -0.073659 & -0.5893 & 0.278877 \tabularnewline
36 & 0.136968 & 1.0957 & 0.138649 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69394&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]0.176337[/C][C]1.4107[/C][C]0.081588[/C][/ROW]
[ROW][C]2[/C][C]0.155608[/C][C]1.2449[/C][C]0.10886[/C][/ROW]
[ROW][C]3[/C][C]0.227402[/C][C]1.8192[/C][C]0.036778[/C][/ROW]
[ROW][C]4[/C][C]0.270808[/C][C]2.1665[/C][C]0.017003[/C][/ROW]
[ROW][C]5[/C][C]-0.046958[/C][C]-0.3757[/C][C]0.354206[/C][/ROW]
[ROW][C]6[/C][C]-0.017302[/C][C]-0.1384[/C][C]0.445174[/C][/ROW]
[ROW][C]7[/C][C]0.097906[/C][C]0.7832[/C][C]0.218185[/C][/ROW]
[ROW][C]8[/C][C]-0.077678[/C][C]-0.6214[/C][C]0.268265[/C][/ROW]
[ROW][C]9[/C][C]-0.210653[/C][C]-1.6852[/C][C]0.048408[/C][/ROW]
[ROW][C]10[/C][C]-0.17075[/C][C]-1.366[/C][C]0.08836[/C][/ROW]
[ROW][C]11[/C][C]0.008583[/C][C]0.0687[/C][C]0.472735[/C][/ROW]
[ROW][C]12[/C][C]-0.508456[/C][C]-4.0677[/C][C]6.6e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.278757[/C][C]-2.2301[/C][C]0.014629[/C][/ROW]
[ROW][C]14[/C][C]-0.098664[/C][C]-0.7893[/C][C]0.216423[/C][/ROW]
[ROW][C]15[/C][C]-0.017447[/C][C]-0.1396[/C][C]0.444717[/C][/ROW]
[ROW][C]16[/C][C]-0.192867[/C][C]-1.5429[/C][C]0.063888[/C][/ROW]
[ROW][C]17[/C][C]-0.046919[/C][C]-0.3753[/C][C]0.354321[/C][/ROW]
[ROW][C]18[/C][C]0.05481[/C][C]0.4385[/C][C]0.331256[/C][/ROW]
[ROW][C]19[/C][C]-0.03695[/C][C]-0.2956[/C][C]0.384246[/C][/ROW]
[ROW][C]20[/C][C]-0.083966[/C][C]-0.6717[/C][C]0.252087[/C][/ROW]
[ROW][C]21[/C][C]0.005226[/C][C]0.0418[/C][C]0.483392[/C][/ROW]
[ROW][C]22[/C][C]0.148848[/C][C]1.1908[/C][C]0.119068[/C][/ROW]
[ROW][C]23[/C][C]-0.02173[/C][C]-0.1738[/C][C]0.431271[/C][/ROW]
[ROW][C]24[/C][C]-0.027196[/C][C]-0.2176[/C][C]0.414229[/C][/ROW]
[ROW][C]25[/C][C]0.154672[/C][C]1.2374[/C][C]0.110235[/C][/ROW]
[ROW][C]26[/C][C]0.086646[/C][C]0.6932[/C][C]0.245357[/C][/ROW]
[ROW][C]27[/C][C]-0.0681[/C][C]-0.5448[/C][C]0.293893[/C][/ROW]
[ROW][C]28[/C][C]0.048484[/C][C]0.3879[/C][C]0.349699[/C][/ROW]
[ROW][C]29[/C][C]0.082412[/C][C]0.6593[/C][C]0.256035[/C][/ROW]
[ROW][C]30[/C][C]0.019963[/C][C]0.1597[/C][C]0.43681[/C][/ROW]
[ROW][C]31[/C][C]-0.076089[/C][C]-0.6087[/C][C]0.272435[/C][/ROW]
[ROW][C]32[/C][C]0.07158[/C][C]0.5726[/C][C]0.284448[/C][/ROW]
[ROW][C]33[/C][C]0.114388[/C][C]0.9151[/C][C]0.181785[/C][/ROW]
[ROW][C]34[/C][C]-0.023955[/C][C]-0.1916[/C][C]0.424317[/C][/ROW]
[ROW][C]35[/C][C]-0.073659[/C][C]-0.5893[/C][C]0.278877[/C][/ROW]
[ROW][C]36[/C][C]0.136968[/C][C]1.0957[/C][C]0.138649[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69394&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69394&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	0.176337	1.4107	0.081588
2	0.155608	1.2449	0.10886
3	0.227402	1.8192	0.036778
4	0.270808	2.1665	0.017003
5	-0.046958	-0.3757	0.354206
6	-0.017302	-0.1384	0.445174
7	0.097906	0.7832	0.218185
8	-0.077678	-0.6214	0.268265
9	-0.210653	-1.6852	0.048408
10	-0.17075	-1.366	0.08836
11	0.008583	0.0687	0.472735
12	-0.508456	-4.0677	6.6e-05
13	-0.278757	-2.2301	0.014629
14	-0.098664	-0.7893	0.216423
15	-0.017447	-0.1396	0.444717
16	-0.192867	-1.5429	0.063888
17	-0.046919	-0.3753	0.354321
18	0.05481	0.4385	0.331256
19	-0.03695	-0.2956	0.384246
20	-0.083966	-0.6717	0.252087
21	0.005226	0.0418	0.483392
22	0.148848	1.1908	0.119068
23	-0.02173	-0.1738	0.431271
24	-0.027196	-0.2176	0.414229
25	0.154672	1.2374	0.110235
26	0.086646	0.6932	0.245357
27	-0.0681	-0.5448	0.293893
28	0.048484	0.3879	0.349699
29	0.082412	0.6593	0.256035
30	0.019963	0.1597	0.43681
31	-0.076089	-0.6087	0.272435
32	0.07158	0.5726	0.284448
33	0.114388	0.9151	0.181785
34	-0.023955	-0.1916	0.424317
35	-0.073659	-0.5893	0.278877
36	0.136968	1.0957	0.138649

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.176337	1.4107	0.081588
2	0.12851	1.0281	0.153892
3	0.189765	1.5181	0.066954
4	0.209545	1.6764	0.049273
5	-0.1723	-1.3784	0.08644
6	-0.099689	-0.7975	0.214052
7	0.050055	0.4004	0.345083
8	-0.111348	-0.8908	0.18819
9	-0.155458	-1.2437	0.10908
10	-0.140447	-1.1236	0.132695
11	0.089203	0.7136	0.239026
12	-0.448453	-3.5876	0.000323
13	-0.098714	-0.7897	0.216305
14	0.071147	0.5692	0.285614
15	0.176384	1.4111	0.081533
16	0.1038	0.8304	0.2047
17	-0.043935	-0.3515	0.363193
18	-0.046879	-0.375	0.354439
19	-0.0449	-0.3592	0.360315
20	-0.101202	-0.8096	0.210581
21	-0.156497	-1.252	0.107568
22	-0.001057	-0.0085	0.496639
23	0.090862	0.7269	0.234969
24	-0.283098	-2.2648	0.01346
25	-0.001989	-0.0159	0.493678
26	0.02395	0.1916	0.424331
27	0.085357	0.6829	0.24858
28	0.139115	1.1129	0.134953
29	-0.035363	-0.2829	0.389082
30	0.022906	0.1832	0.427591
31	-0.133203	-1.0656	0.145299
32	-0.051658	-0.4133	0.340397
33	-0.035448	-0.2836	0.388822
34	0.04232	0.3386	0.368025
35	0.021358	0.1709	0.432433
36	-0.070805	-0.5664	0.286538

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.176337 & 1.4107 & 0.081588 \tabularnewline
2 & 0.12851 & 1.0281 & 0.153892 \tabularnewline
3 & 0.189765 & 1.5181 & 0.066954 \tabularnewline
4 & 0.209545 & 1.6764 & 0.049273 \tabularnewline
5 & -0.1723 & -1.3784 & 0.08644 \tabularnewline
6 & -0.099689 & -0.7975 & 0.214052 \tabularnewline
7 & 0.050055 & 0.4004 & 0.345083 \tabularnewline
8 & -0.111348 & -0.8908 & 0.18819 \tabularnewline
9 & -0.155458 & -1.2437 & 0.10908 \tabularnewline
10 & -0.140447 & -1.1236 & 0.132695 \tabularnewline
11 & 0.089203 & 0.7136 & 0.239026 \tabularnewline
12 & -0.448453 & -3.5876 & 0.000323 \tabularnewline
13 & -0.098714 & -0.7897 & 0.216305 \tabularnewline
14 & 0.071147 & 0.5692 & 0.285614 \tabularnewline
15 & 0.176384 & 1.4111 & 0.081533 \tabularnewline
16 & 0.1038 & 0.8304 & 0.2047 \tabularnewline
17 & -0.043935 & -0.3515 & 0.363193 \tabularnewline
18 & -0.046879 & -0.375 & 0.354439 \tabularnewline
19 & -0.0449 & -0.3592 & 0.360315 \tabularnewline
20 & -0.101202 & -0.8096 & 0.210581 \tabularnewline
21 & -0.156497 & -1.252 & 0.107568 \tabularnewline
22 & -0.001057 & -0.0085 & 0.496639 \tabularnewline
23 & 0.090862 & 0.7269 & 0.234969 \tabularnewline
24 & -0.283098 & -2.2648 & 0.01346 \tabularnewline
25 & -0.001989 & -0.0159 & 0.493678 \tabularnewline
26 & 0.02395 & 0.1916 & 0.424331 \tabularnewline
27 & 0.085357 & 0.6829 & 0.24858 \tabularnewline
28 & 0.139115 & 1.1129 & 0.134953 \tabularnewline
29 & -0.035363 & -0.2829 & 0.389082 \tabularnewline
30 & 0.022906 & 0.1832 & 0.427591 \tabularnewline
31 & -0.133203 & -1.0656 & 0.145299 \tabularnewline
32 & -0.051658 & -0.4133 & 0.340397 \tabularnewline
33 & -0.035448 & -0.2836 & 0.388822 \tabularnewline
34 & 0.04232 & 0.3386 & 0.368025 \tabularnewline
35 & 0.021358 & 0.1709 & 0.432433 \tabularnewline
36 & -0.070805 & -0.5664 & 0.286538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69394&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]0.176337[/C][C]1.4107[/C][C]0.081588[/C][/ROW]
[ROW][C]2[/C][C]0.12851[/C][C]1.0281[/C][C]0.153892[/C][/ROW]
[ROW][C]3[/C][C]0.189765[/C][C]1.5181[/C][C]0.066954[/C][/ROW]
[ROW][C]4[/C][C]0.209545[/C][C]1.6764[/C][C]0.049273[/C][/ROW]
[ROW][C]5[/C][C]-0.1723[/C][C]-1.3784[/C][C]0.08644[/C][/ROW]
[ROW][C]6[/C][C]-0.099689[/C][C]-0.7975[/C][C]0.214052[/C][/ROW]
[ROW][C]7[/C][C]0.050055[/C][C]0.4004[/C][C]0.345083[/C][/ROW]
[ROW][C]8[/C][C]-0.111348[/C][C]-0.8908[/C][C]0.18819[/C][/ROW]
[ROW][C]9[/C][C]-0.155458[/C][C]-1.2437[/C][C]0.10908[/C][/ROW]
[ROW][C]10[/C][C]-0.140447[/C][C]-1.1236[/C][C]0.132695[/C][/ROW]
[ROW][C]11[/C][C]0.089203[/C][C]0.7136[/C][C]0.239026[/C][/ROW]
[ROW][C]12[/C][C]-0.448453[/C][C]-3.5876[/C][C]0.000323[/C][/ROW]
[ROW][C]13[/C][C]-0.098714[/C][C]-0.7897[/C][C]0.216305[/C][/ROW]
[ROW][C]14[/C][C]0.071147[/C][C]0.5692[/C][C]0.285614[/C][/ROW]
[ROW][C]15[/C][C]0.176384[/C][C]1.4111[/C][C]0.081533[/C][/ROW]
[ROW][C]16[/C][C]0.1038[/C][C]0.8304[/C][C]0.2047[/C][/ROW]
[ROW][C]17[/C][C]-0.043935[/C][C]-0.3515[/C][C]0.363193[/C][/ROW]
[ROW][C]18[/C][C]-0.046879[/C][C]-0.375[/C][C]0.354439[/C][/ROW]
[ROW][C]19[/C][C]-0.0449[/C][C]-0.3592[/C][C]0.360315[/C][/ROW]
[ROW][C]20[/C][C]-0.101202[/C][C]-0.8096[/C][C]0.210581[/C][/ROW]
[ROW][C]21[/C][C]-0.156497[/C][C]-1.252[/C][C]0.107568[/C][/ROW]
[ROW][C]22[/C][C]-0.001057[/C][C]-0.0085[/C][C]0.496639[/C][/ROW]
[ROW][C]23[/C][C]0.090862[/C][C]0.7269[/C][C]0.234969[/C][/ROW]
[ROW][C]24[/C][C]-0.283098[/C][C]-2.2648[/C][C]0.01346[/C][/ROW]
[ROW][C]25[/C][C]-0.001989[/C][C]-0.0159[/C][C]0.493678[/C][/ROW]
[ROW][C]26[/C][C]0.02395[/C][C]0.1916[/C][C]0.424331[/C][/ROW]
[ROW][C]27[/C][C]0.085357[/C][C]0.6829[/C][C]0.24858[/C][/ROW]
[ROW][C]28[/C][C]0.139115[/C][C]1.1129[/C][C]0.134953[/C][/ROW]
[ROW][C]29[/C][C]-0.035363[/C][C]-0.2829[/C][C]0.389082[/C][/ROW]
[ROW][C]30[/C][C]0.022906[/C][C]0.1832[/C][C]0.427591[/C][/ROW]
[ROW][C]31[/C][C]-0.133203[/C][C]-1.0656[/C][C]0.145299[/C][/ROW]
[ROW][C]32[/C][C]-0.051658[/C][C]-0.4133[/C][C]0.340397[/C][/ROW]
[ROW][C]33[/C][C]-0.035448[/C][C]-0.2836[/C][C]0.388822[/C][/ROW]
[ROW][C]34[/C][C]0.04232[/C][C]0.3386[/C][C]0.368025[/C][/ROW]
[ROW][C]35[/C][C]0.021358[/C][C]0.1709[/C][C]0.432433[/C][/ROW]
[ROW][C]36[/C][C]-0.070805[/C][C]-0.5664[/C][C]0.286538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69394&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69394&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	0.176337	1.4107	0.081588
2	0.12851	1.0281	0.153892
3	0.189765	1.5181	0.066954
4	0.209545	1.6764	0.049273
5	-0.1723	-1.3784	0.08644
6	-0.099689	-0.7975	0.214052
7	0.050055	0.4004	0.345083
8	-0.111348	-0.8908	0.18819
9	-0.155458	-1.2437	0.10908
10	-0.140447	-1.1236	0.132695
11	0.089203	0.7136	0.239026
12	-0.448453	-3.5876	0.000323
13	-0.098714	-0.7897	0.216305
14	0.071147	0.5692	0.285614
15	0.176384	1.4111	0.081533
16	0.1038	0.8304	0.2047
17	-0.043935	-0.3515	0.363193
18	-0.046879	-0.375	0.354439
19	-0.0449	-0.3592	0.360315
20	-0.101202	-0.8096	0.210581
21	-0.156497	-1.252	0.107568
22	-0.001057	-0.0085	0.496639
23	0.090862	0.7269	0.234969
24	-0.283098	-2.2648	0.01346
25	-0.001989	-0.0159	0.493678
26	0.02395	0.1916	0.424331
27	0.085357	0.6829	0.24858
28	0.139115	1.1129	0.134953
29	-0.035363	-0.2829	0.389082
30	0.022906	0.1832	0.427591
31	-0.133203	-1.0656	0.145299
32	-0.051658	-0.4133	0.340397
33	-0.035448	-0.2836	0.388822
34	0.04232	0.3386	0.368025
35	0.021358	0.1709	0.432433
36	-0.070805	-0.5664	0.286538

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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