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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Dec 2009 04:04:18 -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/20/t1261307097sdkk2ijn3rupvr6.htm/, Retrieved Sat, 27 Apr 2024 06:30:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69834, Retrieved Sat, 27 Apr 2024 06:30:42 +0000

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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)

-     [(Partial) Autocorrelation Function] [] [2009-12-12 14:43:20] [d2bea3ec23e91643318a5bccf3e3b9df]
-   P     [(Partial) Autocorrelation Function] [] [2009-12-20 11:04:18] [a93df6747c5c78315f2ee9914aea3ec6] [Current]

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Dataseries X:

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Boxplots

2.64
2.75
2.7
2.87
3.03
3.14
3.02
2.86
3.07
2.93
2.83
2.72
2.73
2.72
2.77
2.61
2.47
2.3
2.38
2.43
2.39
2.6
2.84
2.87
2.92
3.08
3.33
3.48
3.57
3.66
3.77
3.75
3.75
3.81
3.82
3.89
4.05
4.1
4.07
4.26
4.4
4.61
4.63
4.48
4.46
4.45
4.32
4.52
4.21
3.97
4.12
4.5
4.73
5.26
5.2
4.94
4.95
4.52
3.85
3.41
2.95
2.68
2.53
2.44
2.16
2.2
2.1
2.29
2.03
2.05
1.94

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=69834&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=69834&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69834&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	0.951598	8.0183	0
2	0.883358	7.4433	0
3	0.796262	6.7094	0
4	0.705228	5.9424	0
5	0.605953	5.1059	1e-06
6	0.512503	4.3184	2.5e-05
7	0.415579	3.5017	0.000402
8	0.333444	2.8097	0.003201
9	0.263585	2.221	0.014771
10	0.19603	1.6518	0.051498
11	0.132226	1.1142	0.134485
12	0.074528	0.628	0.266015
13	0.024074	0.2029	0.419915
14	-0.01105	-0.0931	0.463039
15	-0.041172	-0.3469	0.364838
16	-0.075794	-0.6387	0.262552
17	-0.105984	-0.893	0.187427
18	-0.134811	-1.1359	0.129901
19	-0.173791	-1.4644	0.07375
20	-0.21097	-1.7777	0.039871
21	-0.256219	-2.1589	0.017118
22	-0.298305	-2.5136	0.007111
23	-0.327847	-2.7625	0.003649
24	-0.345423	-2.9106	0.002408
25	-0.364114	-3.0681	0.001524
26	-0.377554	-3.1813	0.001087
27	-0.389322	-3.2805	0.000804
28	-0.397255	-3.3473	0.000654
29	-0.398735	-3.3598	0.000629
30	-0.396746	-3.343	0.000663
31	-0.394192	-3.3215	0.000708
32	-0.392979	-3.3113	0.000731
33	-0.392865	-3.3103	0.000733
34	-0.385567	-3.2488	0.000886
35	-0.372277	-3.1369	0.001243
36	-0.354761	-2.9893	0.00192

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.951598 & 8.0183 & 0 \tabularnewline
2 & 0.883358 & 7.4433 & 0 \tabularnewline
3 & 0.796262 & 6.7094 & 0 \tabularnewline
4 & 0.705228 & 5.9424 & 0 \tabularnewline
5 & 0.605953 & 5.1059 & 1e-06 \tabularnewline
6 & 0.512503 & 4.3184 & 2.5e-05 \tabularnewline
7 & 0.415579 & 3.5017 & 0.000402 \tabularnewline
8 & 0.333444 & 2.8097 & 0.003201 \tabularnewline
9 & 0.263585 & 2.221 & 0.014771 \tabularnewline
10 & 0.19603 & 1.6518 & 0.051498 \tabularnewline
11 & 0.132226 & 1.1142 & 0.134485 \tabularnewline
12 & 0.074528 & 0.628 & 0.266015 \tabularnewline
13 & 0.024074 & 0.2029 & 0.419915 \tabularnewline
14 & -0.01105 & -0.0931 & 0.463039 \tabularnewline
15 & -0.041172 & -0.3469 & 0.364838 \tabularnewline
16 & -0.075794 & -0.6387 & 0.262552 \tabularnewline
17 & -0.105984 & -0.893 & 0.187427 \tabularnewline
18 & -0.134811 & -1.1359 & 0.129901 \tabularnewline
19 & -0.173791 & -1.4644 & 0.07375 \tabularnewline
20 & -0.21097 & -1.7777 & 0.039871 \tabularnewline
21 & -0.256219 & -2.1589 & 0.017118 \tabularnewline
22 & -0.298305 & -2.5136 & 0.007111 \tabularnewline
23 & -0.327847 & -2.7625 & 0.003649 \tabularnewline
24 & -0.345423 & -2.9106 & 0.002408 \tabularnewline
25 & -0.364114 & -3.0681 & 0.001524 \tabularnewline
26 & -0.377554 & -3.1813 & 0.001087 \tabularnewline
27 & -0.389322 & -3.2805 & 0.000804 \tabularnewline
28 & -0.397255 & -3.3473 & 0.000654 \tabularnewline
29 & -0.398735 & -3.3598 & 0.000629 \tabularnewline
30 & -0.396746 & -3.343 & 0.000663 \tabularnewline
31 & -0.394192 & -3.3215 & 0.000708 \tabularnewline
32 & -0.392979 & -3.3113 & 0.000731 \tabularnewline
33 & -0.392865 & -3.3103 & 0.000733 \tabularnewline
34 & -0.385567 & -3.2488 & 0.000886 \tabularnewline
35 & -0.372277 & -3.1369 & 0.001243 \tabularnewline
36 & -0.354761 & -2.9893 & 0.00192 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69834&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]0.951598[/C][C]8.0183[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.883358[/C][C]7.4433[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.796262[/C][C]6.7094[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.705228[/C][C]5.9424[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.605953[/C][C]5.1059[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.512503[/C][C]4.3184[/C][C]2.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.415579[/C][C]3.5017[/C][C]0.000402[/C][/ROW]
[ROW][C]8[/C][C]0.333444[/C][C]2.8097[/C][C]0.003201[/C][/ROW]
[ROW][C]9[/C][C]0.263585[/C][C]2.221[/C][C]0.014771[/C][/ROW]
[ROW][C]10[/C][C]0.19603[/C][C]1.6518[/C][C]0.051498[/C][/ROW]
[ROW][C]11[/C][C]0.132226[/C][C]1.1142[/C][C]0.134485[/C][/ROW]
[ROW][C]12[/C][C]0.074528[/C][C]0.628[/C][C]0.266015[/C][/ROW]
[ROW][C]13[/C][C]0.024074[/C][C]0.2029[/C][C]0.419915[/C][/ROW]
[ROW][C]14[/C][C]-0.01105[/C][C]-0.0931[/C][C]0.463039[/C][/ROW]
[ROW][C]15[/C][C]-0.041172[/C][C]-0.3469[/C][C]0.364838[/C][/ROW]
[ROW][C]16[/C][C]-0.075794[/C][C]-0.6387[/C][C]0.262552[/C][/ROW]
[ROW][C]17[/C][C]-0.105984[/C][C]-0.893[/C][C]0.187427[/C][/ROW]
[ROW][C]18[/C][C]-0.134811[/C][C]-1.1359[/C][C]0.129901[/C][/ROW]
[ROW][C]19[/C][C]-0.173791[/C][C]-1.4644[/C][C]0.07375[/C][/ROW]
[ROW][C]20[/C][C]-0.21097[/C][C]-1.7777[/C][C]0.039871[/C][/ROW]
[ROW][C]21[/C][C]-0.256219[/C][C]-2.1589[/C][C]0.017118[/C][/ROW]
[ROW][C]22[/C][C]-0.298305[/C][C]-2.5136[/C][C]0.007111[/C][/ROW]
[ROW][C]23[/C][C]-0.327847[/C][C]-2.7625[/C][C]0.003649[/C][/ROW]
[ROW][C]24[/C][C]-0.345423[/C][C]-2.9106[/C][C]0.002408[/C][/ROW]
[ROW][C]25[/C][C]-0.364114[/C][C]-3.0681[/C][C]0.001524[/C][/ROW]
[ROW][C]26[/C][C]-0.377554[/C][C]-3.1813[/C][C]0.001087[/C][/ROW]
[ROW][C]27[/C][C]-0.389322[/C][C]-3.2805[/C][C]0.000804[/C][/ROW]
[ROW][C]28[/C][C]-0.397255[/C][C]-3.3473[/C][C]0.000654[/C][/ROW]
[ROW][C]29[/C][C]-0.398735[/C][C]-3.3598[/C][C]0.000629[/C][/ROW]
[ROW][C]30[/C][C]-0.396746[/C][C]-3.343[/C][C]0.000663[/C][/ROW]
[ROW][C]31[/C][C]-0.394192[/C][C]-3.3215[/C][C]0.000708[/C][/ROW]
[ROW][C]32[/C][C]-0.392979[/C][C]-3.3113[/C][C]0.000731[/C][/ROW]
[ROW][C]33[/C][C]-0.392865[/C][C]-3.3103[/C][C]0.000733[/C][/ROW]
[ROW][C]34[/C][C]-0.385567[/C][C]-3.2488[/C][C]0.000886[/C][/ROW]
[ROW][C]35[/C][C]-0.372277[/C][C]-3.1369[/C][C]0.001243[/C][/ROW]
[ROW][C]36[/C][C]-0.354761[/C][C]-2.9893[/C][C]0.00192[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69834&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69834&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	0.951598	8.0183	0
2	0.883358	7.4433	0
3	0.796262	6.7094	0
4	0.705228	5.9424	0
5	0.605953	5.1059	1e-06
6	0.512503	4.3184	2.5e-05
7	0.415579	3.5017	0.000402
8	0.333444	2.8097	0.003201
9	0.263585	2.221	0.014771
10	0.19603	1.6518	0.051498
11	0.132226	1.1142	0.134485
12	0.074528	0.628	0.266015
13	0.024074	0.2029	0.419915
14	-0.01105	-0.0931	0.463039
15	-0.041172	-0.3469	0.364838
16	-0.075794	-0.6387	0.262552
17	-0.105984	-0.893	0.187427
18	-0.134811	-1.1359	0.129901
19	-0.173791	-1.4644	0.07375
20	-0.21097	-1.7777	0.039871
21	-0.256219	-2.1589	0.017118
22	-0.298305	-2.5136	0.007111
23	-0.327847	-2.7625	0.003649
24	-0.345423	-2.9106	0.002408
25	-0.364114	-3.0681	0.001524
26	-0.377554	-3.1813	0.001087
27	-0.389322	-3.2805	0.000804
28	-0.397255	-3.3473	0.000654
29	-0.398735	-3.3598	0.000629
30	-0.396746	-3.343	0.000663
31	-0.394192	-3.3215	0.000708
32	-0.392979	-3.3113	0.000731
33	-0.392865	-3.3103	0.000733
34	-0.385567	-3.2488	0.000886
35	-0.372277	-3.1369	0.001243
36	-0.354761	-2.9893	0.00192

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.951598	8.0183	0
2	-0.234812	-1.9786	0.025873
3	-0.204776	-1.7255	0.044397
4	-0.028006	-0.236	0.407064
5	-0.115419	-0.9725	0.167043
6	0.030481	0.2568	0.399023
7	-0.105671	-0.8904	0.188129
8	0.093661	0.7892	0.216311
9	0.048472	0.4084	0.342092
10	-0.133992	-1.129	0.131341
11	-0.030114	-0.2537	0.400214
12	-0.021549	-0.1816	0.428217
13	0.010287	0.0867	0.465584
14	0.094076	0.7927	0.215298
15	-0.068234	-0.5749	0.283572
16	-0.124516	-1.0492	0.148824
17	0.015442	0.1301	0.448423
18	-0.057294	-0.4828	0.315374
19	-0.172361	-1.4523	0.075406
20	0.017268	0.1455	0.442363
21	-0.112785	-0.9503	0.172581
22	0.032523	0.274	0.392425
23	0.08156	0.6872	0.247086
24	-0.017802	-0.15	0.440593
25	-0.082002	-0.691	0.245922
26	-0.063834	-0.5379	0.296174
27	-0.042605	-0.359	0.360333
28	-0.024829	-0.2092	0.417439
29	-0.015253	-0.1285	0.449047
30	0.002991	0.0252	0.489981
31	-0.018204	-0.1534	0.439262
32	-0.145691	-1.2276	0.111824
33	-0.079904	-0.6733	0.251476
34	0.073119	0.6161	0.269895
35	-0.000759	-0.0064	0.497456
36	0.051413	0.4332	0.333087

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.951598 & 8.0183 & 0 \tabularnewline
2 & -0.234812 & -1.9786 & 0.025873 \tabularnewline
3 & -0.204776 & -1.7255 & 0.044397 \tabularnewline
4 & -0.028006 & -0.236 & 0.407064 \tabularnewline
5 & -0.115419 & -0.9725 & 0.167043 \tabularnewline
6 & 0.030481 & 0.2568 & 0.399023 \tabularnewline
7 & -0.105671 & -0.8904 & 0.188129 \tabularnewline
8 & 0.093661 & 0.7892 & 0.216311 \tabularnewline
9 & 0.048472 & 0.4084 & 0.342092 \tabularnewline
10 & -0.133992 & -1.129 & 0.131341 \tabularnewline
11 & -0.030114 & -0.2537 & 0.400214 \tabularnewline
12 & -0.021549 & -0.1816 & 0.428217 \tabularnewline
13 & 0.010287 & 0.0867 & 0.465584 \tabularnewline
14 & 0.094076 & 0.7927 & 0.215298 \tabularnewline
15 & -0.068234 & -0.5749 & 0.283572 \tabularnewline
16 & -0.124516 & -1.0492 & 0.148824 \tabularnewline
17 & 0.015442 & 0.1301 & 0.448423 \tabularnewline
18 & -0.057294 & -0.4828 & 0.315374 \tabularnewline
19 & -0.172361 & -1.4523 & 0.075406 \tabularnewline
20 & 0.017268 & 0.1455 & 0.442363 \tabularnewline
21 & -0.112785 & -0.9503 & 0.172581 \tabularnewline
22 & 0.032523 & 0.274 & 0.392425 \tabularnewline
23 & 0.08156 & 0.6872 & 0.247086 \tabularnewline
24 & -0.017802 & -0.15 & 0.440593 \tabularnewline
25 & -0.082002 & -0.691 & 0.245922 \tabularnewline
26 & -0.063834 & -0.5379 & 0.296174 \tabularnewline
27 & -0.042605 & -0.359 & 0.360333 \tabularnewline
28 & -0.024829 & -0.2092 & 0.417439 \tabularnewline
29 & -0.015253 & -0.1285 & 0.449047 \tabularnewline
30 & 0.002991 & 0.0252 & 0.489981 \tabularnewline
31 & -0.018204 & -0.1534 & 0.439262 \tabularnewline
32 & -0.145691 & -1.2276 & 0.111824 \tabularnewline
33 & -0.079904 & -0.6733 & 0.251476 \tabularnewline
34 & 0.073119 & 0.6161 & 0.269895 \tabularnewline
35 & -0.000759 & -0.0064 & 0.497456 \tabularnewline
36 & 0.051413 & 0.4332 & 0.333087 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69834&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]0.951598[/C][C]8.0183[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.234812[/C][C]-1.9786[/C][C]0.025873[/C][/ROW]
[ROW][C]3[/C][C]-0.204776[/C][C]-1.7255[/C][C]0.044397[/C][/ROW]
[ROW][C]4[/C][C]-0.028006[/C][C]-0.236[/C][C]0.407064[/C][/ROW]
[ROW][C]5[/C][C]-0.115419[/C][C]-0.9725[/C][C]0.167043[/C][/ROW]
[ROW][C]6[/C][C]0.030481[/C][C]0.2568[/C][C]0.399023[/C][/ROW]
[ROW][C]7[/C][C]-0.105671[/C][C]-0.8904[/C][C]0.188129[/C][/ROW]
[ROW][C]8[/C][C]0.093661[/C][C]0.7892[/C][C]0.216311[/C][/ROW]
[ROW][C]9[/C][C]0.048472[/C][C]0.4084[/C][C]0.342092[/C][/ROW]
[ROW][C]10[/C][C]-0.133992[/C][C]-1.129[/C][C]0.131341[/C][/ROW]
[ROW][C]11[/C][C]-0.030114[/C][C]-0.2537[/C][C]0.400214[/C][/ROW]
[ROW][C]12[/C][C]-0.021549[/C][C]-0.1816[/C][C]0.428217[/C][/ROW]
[ROW][C]13[/C][C]0.010287[/C][C]0.0867[/C][C]0.465584[/C][/ROW]
[ROW][C]14[/C][C]0.094076[/C][C]0.7927[/C][C]0.215298[/C][/ROW]
[ROW][C]15[/C][C]-0.068234[/C][C]-0.5749[/C][C]0.283572[/C][/ROW]
[ROW][C]16[/C][C]-0.124516[/C][C]-1.0492[/C][C]0.148824[/C][/ROW]
[ROW][C]17[/C][C]0.015442[/C][C]0.1301[/C][C]0.448423[/C][/ROW]
[ROW][C]18[/C][C]-0.057294[/C][C]-0.4828[/C][C]0.315374[/C][/ROW]
[ROW][C]19[/C][C]-0.172361[/C][C]-1.4523[/C][C]0.075406[/C][/ROW]
[ROW][C]20[/C][C]0.017268[/C][C]0.1455[/C][C]0.442363[/C][/ROW]
[ROW][C]21[/C][C]-0.112785[/C][C]-0.9503[/C][C]0.172581[/C][/ROW]
[ROW][C]22[/C][C]0.032523[/C][C]0.274[/C][C]0.392425[/C][/ROW]
[ROW][C]23[/C][C]0.08156[/C][C]0.6872[/C][C]0.247086[/C][/ROW]
[ROW][C]24[/C][C]-0.017802[/C][C]-0.15[/C][C]0.440593[/C][/ROW]
[ROW][C]25[/C][C]-0.082002[/C][C]-0.691[/C][C]0.245922[/C][/ROW]
[ROW][C]26[/C][C]-0.063834[/C][C]-0.5379[/C][C]0.296174[/C][/ROW]
[ROW][C]27[/C][C]-0.042605[/C][C]-0.359[/C][C]0.360333[/C][/ROW]
[ROW][C]28[/C][C]-0.024829[/C][C]-0.2092[/C][C]0.417439[/C][/ROW]
[ROW][C]29[/C][C]-0.015253[/C][C]-0.1285[/C][C]0.449047[/C][/ROW]
[ROW][C]30[/C][C]0.002991[/C][C]0.0252[/C][C]0.489981[/C][/ROW]
[ROW][C]31[/C][C]-0.018204[/C][C]-0.1534[/C][C]0.439262[/C][/ROW]
[ROW][C]32[/C][C]-0.145691[/C][C]-1.2276[/C][C]0.111824[/C][/ROW]
[ROW][C]33[/C][C]-0.079904[/C][C]-0.6733[/C][C]0.251476[/C][/ROW]
[ROW][C]34[/C][C]0.073119[/C][C]0.6161[/C][C]0.269895[/C][/ROW]
[ROW][C]35[/C][C]-0.000759[/C][C]-0.0064[/C][C]0.497456[/C][/ROW]
[ROW][C]36[/C][C]0.051413[/C][C]0.4332[/C][C]0.333087[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69834&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69834&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	0.951598	8.0183	0
2	-0.234812	-1.9786	0.025873
3	-0.204776	-1.7255	0.044397
4	-0.028006	-0.236	0.407064
5	-0.115419	-0.9725	0.167043
6	0.030481	0.2568	0.399023
7	-0.105671	-0.8904	0.188129
8	0.093661	0.7892	0.216311
9	0.048472	0.4084	0.342092
10	-0.133992	-1.129	0.131341
11	-0.030114	-0.2537	0.400214
12	-0.021549	-0.1816	0.428217
13	0.010287	0.0867	0.465584
14	0.094076	0.7927	0.215298
15	-0.068234	-0.5749	0.283572
16	-0.124516	-1.0492	0.148824
17	0.015442	0.1301	0.448423
18	-0.057294	-0.4828	0.315374
19	-0.172361	-1.4523	0.075406
20	0.017268	0.1455	0.442363
21	-0.112785	-0.9503	0.172581
22	0.032523	0.274	0.392425
23	0.08156	0.6872	0.247086
24	-0.017802	-0.15	0.440593
25	-0.082002	-0.691	0.245922
26	-0.063834	-0.5379	0.296174
27	-0.042605	-0.359	0.360333
28	-0.024829	-0.2092	0.417439
29	-0.015253	-0.1285	0.449047
30	0.002991	0.0252	0.489981
31	-0.018204	-0.1534	0.439262
32	-0.145691	-1.2276	0.111824
33	-0.079904	-0.6733	0.251476
34	0.073119	0.6161	0.269895
35	-0.000759	-0.0064	0.497456
36	0.051413	0.4332	0.333087

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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