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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Dec 2009 08:15:21 -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/t1261322283k57cje8ro4p6102.htm/, Retrieved Sat, 27 Apr 2024 09:44:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69912, Retrieved Sat, 27 Apr 2024 09:44:44 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

102

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]
- R  D        [(Partial) Autocorrelation Function] [ACF Link 1] [2009-11-25 18:29:11] [1f74ef2f756548f1f3a7b6136ea56d7f]
-   PD          [(Partial) Autocorrelation Function] [ACF d=0 D=0] [2009-12-02 18:51:07] [1f74ef2f756548f1f3a7b6136ea56d7f]
-    D            [(Partial) Autocorrelation Function] [WS 9 ACF d=0 en D=0] [2009-12-04 13:58:17] [af8eb90b4bf1bcfcc4325c143dbee260]
-   PD                [(Partial) Autocorrelation Function] [] [2009-12-20 15:15:21] [b08f24ccf7d7e0757793cda532be96b3] [Current]

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Dataseries X:

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Boxplots

9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3

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=69912&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=69912&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69912&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	0.852976	6.662	0
2	0.634278	4.9539	3e-06
3	0.518382	4.0487	7.4e-05
4	0.542176	4.2345	3.9e-05
5	0.631956	4.9357	3e-06
6	0.675865	5.2787	1e-06
7	0.597739	4.6685	9e-06
8	0.451172	3.5238	0.000407
9	0.342368	2.674	0.004803
10	0.315607	2.465	0.008267
11	0.36331	2.8375	0.003082
12	0.371026	2.8978	0.002607
13	0.288197	2.2509	0.014004
14	0.189454	1.4797	0.072052
15	0.130804	1.0216	0.1555
16	0.098541	0.7696	0.222244
17	0.075266	0.5878	0.279404
18	0.036247	0.2831	0.389031
19	-0.028614	-0.2235	0.411952
20	-0.097947	-0.765	0.223614
21	-0.150275	-1.1737	0.122541
22	-0.177664	-1.3876	0.085153
23	-0.178875	-1.3971	0.083728
24	-0.200114	-1.5629	0.06162
25	-0.257167	-2.0085	0.02451
26	-0.294275	-2.2984	0.012491
27	-0.291664	-2.278	0.013122
28	-0.276036	-2.1559	0.017522
29	-0.26173	-2.0442	0.02263
30	-0.269257	-2.103	0.019801
31	-0.306783	-2.3961	0.009827
32	-0.348236	-2.7198	0.004248
33	-0.367184	-2.8678	0.002834
34	-0.335097	-2.6172	0.005582
35	-0.281429	-2.198	0.015876
36	-0.280917	-2.194	0.016026

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.852976 & 6.662 & 0 \tabularnewline
2 & 0.634278 & 4.9539 & 3e-06 \tabularnewline
3 & 0.518382 & 4.0487 & 7.4e-05 \tabularnewline
4 & 0.542176 & 4.2345 & 3.9e-05 \tabularnewline
5 & 0.631956 & 4.9357 & 3e-06 \tabularnewline
6 & 0.675865 & 5.2787 & 1e-06 \tabularnewline
7 & 0.597739 & 4.6685 & 9e-06 \tabularnewline
8 & 0.451172 & 3.5238 & 0.000407 \tabularnewline
9 & 0.342368 & 2.674 & 0.004803 \tabularnewline
10 & 0.315607 & 2.465 & 0.008267 \tabularnewline
11 & 0.36331 & 2.8375 & 0.003082 \tabularnewline
12 & 0.371026 & 2.8978 & 0.002607 \tabularnewline
13 & 0.288197 & 2.2509 & 0.014004 \tabularnewline
14 & 0.189454 & 1.4797 & 0.072052 \tabularnewline
15 & 0.130804 & 1.0216 & 0.1555 \tabularnewline
16 & 0.098541 & 0.7696 & 0.222244 \tabularnewline
17 & 0.075266 & 0.5878 & 0.279404 \tabularnewline
18 & 0.036247 & 0.2831 & 0.389031 \tabularnewline
19 & -0.028614 & -0.2235 & 0.411952 \tabularnewline
20 & -0.097947 & -0.765 & 0.223614 \tabularnewline
21 & -0.150275 & -1.1737 & 0.122541 \tabularnewline
22 & -0.177664 & -1.3876 & 0.085153 \tabularnewline
23 & -0.178875 & -1.3971 & 0.083728 \tabularnewline
24 & -0.200114 & -1.5629 & 0.06162 \tabularnewline
25 & -0.257167 & -2.0085 & 0.02451 \tabularnewline
26 & -0.294275 & -2.2984 & 0.012491 \tabularnewline
27 & -0.291664 & -2.278 & 0.013122 \tabularnewline
28 & -0.276036 & -2.1559 & 0.017522 \tabularnewline
29 & -0.26173 & -2.0442 & 0.02263 \tabularnewline
30 & -0.269257 & -2.103 & 0.019801 \tabularnewline
31 & -0.306783 & -2.3961 & 0.009827 \tabularnewline
32 & -0.348236 & -2.7198 & 0.004248 \tabularnewline
33 & -0.367184 & -2.8678 & 0.002834 \tabularnewline
34 & -0.335097 & -2.6172 & 0.005582 \tabularnewline
35 & -0.281429 & -2.198 & 0.015876 \tabularnewline
36 & -0.280917 & -2.194 & 0.016026 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69912&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]0.852976[/C][C]6.662[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.634278[/C][C]4.9539[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.518382[/C][C]4.0487[/C][C]7.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.542176[/C][C]4.2345[/C][C]3.9e-05[/C][/ROW]
[ROW][C]5[/C][C]0.631956[/C][C]4.9357[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.675865[/C][C]5.2787[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.597739[/C][C]4.6685[/C][C]9e-06[/C][/ROW]
[ROW][C]8[/C][C]0.451172[/C][C]3.5238[/C][C]0.000407[/C][/ROW]
[ROW][C]9[/C][C]0.342368[/C][C]2.674[/C][C]0.004803[/C][/ROW]
[ROW][C]10[/C][C]0.315607[/C][C]2.465[/C][C]0.008267[/C][/ROW]
[ROW][C]11[/C][C]0.36331[/C][C]2.8375[/C][C]0.003082[/C][/ROW]
[ROW][C]12[/C][C]0.371026[/C][C]2.8978[/C][C]0.002607[/C][/ROW]
[ROW][C]13[/C][C]0.288197[/C][C]2.2509[/C][C]0.014004[/C][/ROW]
[ROW][C]14[/C][C]0.189454[/C][C]1.4797[/C][C]0.072052[/C][/ROW]
[ROW][C]15[/C][C]0.130804[/C][C]1.0216[/C][C]0.1555[/C][/ROW]
[ROW][C]16[/C][C]0.098541[/C][C]0.7696[/C][C]0.222244[/C][/ROW]
[ROW][C]17[/C][C]0.075266[/C][C]0.5878[/C][C]0.279404[/C][/ROW]
[ROW][C]18[/C][C]0.036247[/C][C]0.2831[/C][C]0.389031[/C][/ROW]
[ROW][C]19[/C][C]-0.028614[/C][C]-0.2235[/C][C]0.411952[/C][/ROW]
[ROW][C]20[/C][C]-0.097947[/C][C]-0.765[/C][C]0.223614[/C][/ROW]
[ROW][C]21[/C][C]-0.150275[/C][C]-1.1737[/C][C]0.122541[/C][/ROW]
[ROW][C]22[/C][C]-0.177664[/C][C]-1.3876[/C][C]0.085153[/C][/ROW]
[ROW][C]23[/C][C]-0.178875[/C][C]-1.3971[/C][C]0.083728[/C][/ROW]
[ROW][C]24[/C][C]-0.200114[/C][C]-1.5629[/C][C]0.06162[/C][/ROW]
[ROW][C]25[/C][C]-0.257167[/C][C]-2.0085[/C][C]0.02451[/C][/ROW]
[ROW][C]26[/C][C]-0.294275[/C][C]-2.2984[/C][C]0.012491[/C][/ROW]
[ROW][C]27[/C][C]-0.291664[/C][C]-2.278[/C][C]0.013122[/C][/ROW]
[ROW][C]28[/C][C]-0.276036[/C][C]-2.1559[/C][C]0.017522[/C][/ROW]
[ROW][C]29[/C][C]-0.26173[/C][C]-2.0442[/C][C]0.02263[/C][/ROW]
[ROW][C]30[/C][C]-0.269257[/C][C]-2.103[/C][C]0.019801[/C][/ROW]
[ROW][C]31[/C][C]-0.306783[/C][C]-2.3961[/C][C]0.009827[/C][/ROW]
[ROW][C]32[/C][C]-0.348236[/C][C]-2.7198[/C][C]0.004248[/C][/ROW]
[ROW][C]33[/C][C]-0.367184[/C][C]-2.8678[/C][C]0.002834[/C][/ROW]
[ROW][C]34[/C][C]-0.335097[/C][C]-2.6172[/C][C]0.005582[/C][/ROW]
[ROW][C]35[/C][C]-0.281429[/C][C]-2.198[/C][C]0.015876[/C][/ROW]
[ROW][C]36[/C][C]-0.280917[/C][C]-2.194[/C][C]0.016026[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69912&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69912&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	0.852976	6.662	0
2	0.634278	4.9539	3e-06
3	0.518382	4.0487	7.4e-05
4	0.542176	4.2345	3.9e-05
5	0.631956	4.9357	3e-06
6	0.675865	5.2787	1e-06
7	0.597739	4.6685	9e-06
8	0.451172	3.5238	0.000407
9	0.342368	2.674	0.004803
10	0.315607	2.465	0.008267
11	0.36331	2.8375	0.003082
12	0.371026	2.8978	0.002607
13	0.288197	2.2509	0.014004
14	0.189454	1.4797	0.072052
15	0.130804	1.0216	0.1555
16	0.098541	0.7696	0.222244
17	0.075266	0.5878	0.279404
18	0.036247	0.2831	0.389031
19	-0.028614	-0.2235	0.411952
20	-0.097947	-0.765	0.223614
21	-0.150275	-1.1737	0.122541
22	-0.177664	-1.3876	0.085153
23	-0.178875	-1.3971	0.083728
24	-0.200114	-1.5629	0.06162
25	-0.257167	-2.0085	0.02451
26	-0.294275	-2.2984	0.012491
27	-0.291664	-2.278	0.013122
28	-0.276036	-2.1559	0.017522
29	-0.26173	-2.0442	0.02263
30	-0.269257	-2.103	0.019801
31	-0.306783	-2.3961	0.009827
32	-0.348236	-2.7198	0.004248
33	-0.367184	-2.8678	0.002834
34	-0.335097	-2.6172	0.005582
35	-0.281429	-2.198	0.015876
36	-0.280917	-2.194	0.016026

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.852976	6.662	0
2	-0.342431	-2.6745	0.004797
3	0.350041	2.7339	0.00409
4	0.28107	2.1952	0.015981
5	0.206931	1.6162	0.055607
6	0.044978	0.3513	0.36329
7	-0.174518	-1.363	0.088942
8	-0.09016	-0.7042	0.242004
9	-0.051323	-0.4008	0.344968
10	-0.071786	-0.5607	0.28854
11	0.092611	0.7233	0.236125
12	-0.200232	-1.5639	0.061512
13	-0.076452	-0.5971	0.276323
14	0.11462	0.8952	0.187097
15	-0.041118	-0.3211	0.3746
16	-0.138748	-1.0837	0.141391
17	-0.081042	-0.633	0.264562
18	-0.064235	-0.5017	0.308846
19	-0.031989	-0.2498	0.401775
20	-0.089903	-0.7022	0.242623
21	-0.059885	-0.4677	0.320828
22	-0.022416	-0.1751	0.430801
23	0.070668	0.5519	0.291505
24	-0.036574	-0.2856	0.388057
25	-0.063577	-0.4966	0.310645
26	0.081832	0.6391	0.262567
27	0.067728	0.529	0.299371
28	0.019602	0.1531	0.439415
29	0.043857	0.3425	0.366562
30	-0.03616	-0.2824	0.389288
31	-0.041711	-0.3258	0.372854
32	-0.061142	-0.4775	0.317344
33	-0.062147	-0.4854	0.31457
34	0.074055	0.5784	0.282567
35	-0.035241	-0.2752	0.392031
36	-0.120892	-0.9442	0.174397

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.852976 & 6.662 & 0 \tabularnewline
2 & -0.342431 & -2.6745 & 0.004797 \tabularnewline
3 & 0.350041 & 2.7339 & 0.00409 \tabularnewline
4 & 0.28107 & 2.1952 & 0.015981 \tabularnewline
5 & 0.206931 & 1.6162 & 0.055607 \tabularnewline
6 & 0.044978 & 0.3513 & 0.36329 \tabularnewline
7 & -0.174518 & -1.363 & 0.088942 \tabularnewline
8 & -0.09016 & -0.7042 & 0.242004 \tabularnewline
9 & -0.051323 & -0.4008 & 0.344968 \tabularnewline
10 & -0.071786 & -0.5607 & 0.28854 \tabularnewline
11 & 0.092611 & 0.7233 & 0.236125 \tabularnewline
12 & -0.200232 & -1.5639 & 0.061512 \tabularnewline
13 & -0.076452 & -0.5971 & 0.276323 \tabularnewline
14 & 0.11462 & 0.8952 & 0.187097 \tabularnewline
15 & -0.041118 & -0.3211 & 0.3746 \tabularnewline
16 & -0.138748 & -1.0837 & 0.141391 \tabularnewline
17 & -0.081042 & -0.633 & 0.264562 \tabularnewline
18 & -0.064235 & -0.5017 & 0.308846 \tabularnewline
19 & -0.031989 & -0.2498 & 0.401775 \tabularnewline
20 & -0.089903 & -0.7022 & 0.242623 \tabularnewline
21 & -0.059885 & -0.4677 & 0.320828 \tabularnewline
22 & -0.022416 & -0.1751 & 0.430801 \tabularnewline
23 & 0.070668 & 0.5519 & 0.291505 \tabularnewline
24 & -0.036574 & -0.2856 & 0.388057 \tabularnewline
25 & -0.063577 & -0.4966 & 0.310645 \tabularnewline
26 & 0.081832 & 0.6391 & 0.262567 \tabularnewline
27 & 0.067728 & 0.529 & 0.299371 \tabularnewline
28 & 0.019602 & 0.1531 & 0.439415 \tabularnewline
29 & 0.043857 & 0.3425 & 0.366562 \tabularnewline
30 & -0.03616 & -0.2824 & 0.389288 \tabularnewline
31 & -0.041711 & -0.3258 & 0.372854 \tabularnewline
32 & -0.061142 & -0.4775 & 0.317344 \tabularnewline
33 & -0.062147 & -0.4854 & 0.31457 \tabularnewline
34 & 0.074055 & 0.5784 & 0.282567 \tabularnewline
35 & -0.035241 & -0.2752 & 0.392031 \tabularnewline
36 & -0.120892 & -0.9442 & 0.174397 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69912&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]0.852976[/C][C]6.662[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.342431[/C][C]-2.6745[/C][C]0.004797[/C][/ROW]
[ROW][C]3[/C][C]0.350041[/C][C]2.7339[/C][C]0.00409[/C][/ROW]
[ROW][C]4[/C][C]0.28107[/C][C]2.1952[/C][C]0.015981[/C][/ROW]
[ROW][C]5[/C][C]0.206931[/C][C]1.6162[/C][C]0.055607[/C][/ROW]
[ROW][C]6[/C][C]0.044978[/C][C]0.3513[/C][C]0.36329[/C][/ROW]
[ROW][C]7[/C][C]-0.174518[/C][C]-1.363[/C][C]0.088942[/C][/ROW]
[ROW][C]8[/C][C]-0.09016[/C][C]-0.7042[/C][C]0.242004[/C][/ROW]
[ROW][C]9[/C][C]-0.051323[/C][C]-0.4008[/C][C]0.344968[/C][/ROW]
[ROW][C]10[/C][C]-0.071786[/C][C]-0.5607[/C][C]0.28854[/C][/ROW]
[ROW][C]11[/C][C]0.092611[/C][C]0.7233[/C][C]0.236125[/C][/ROW]
[ROW][C]12[/C][C]-0.200232[/C][C]-1.5639[/C][C]0.061512[/C][/ROW]
[ROW][C]13[/C][C]-0.076452[/C][C]-0.5971[/C][C]0.276323[/C][/ROW]
[ROW][C]14[/C][C]0.11462[/C][C]0.8952[/C][C]0.187097[/C][/ROW]
[ROW][C]15[/C][C]-0.041118[/C][C]-0.3211[/C][C]0.3746[/C][/ROW]
[ROW][C]16[/C][C]-0.138748[/C][C]-1.0837[/C][C]0.141391[/C][/ROW]
[ROW][C]17[/C][C]-0.081042[/C][C]-0.633[/C][C]0.264562[/C][/ROW]
[ROW][C]18[/C][C]-0.064235[/C][C]-0.5017[/C][C]0.308846[/C][/ROW]
[ROW][C]19[/C][C]-0.031989[/C][C]-0.2498[/C][C]0.401775[/C][/ROW]
[ROW][C]20[/C][C]-0.089903[/C][C]-0.7022[/C][C]0.242623[/C][/ROW]
[ROW][C]21[/C][C]-0.059885[/C][C]-0.4677[/C][C]0.320828[/C][/ROW]
[ROW][C]22[/C][C]-0.022416[/C][C]-0.1751[/C][C]0.430801[/C][/ROW]
[ROW][C]23[/C][C]0.070668[/C][C]0.5519[/C][C]0.291505[/C][/ROW]
[ROW][C]24[/C][C]-0.036574[/C][C]-0.2856[/C][C]0.388057[/C][/ROW]
[ROW][C]25[/C][C]-0.063577[/C][C]-0.4966[/C][C]0.310645[/C][/ROW]
[ROW][C]26[/C][C]0.081832[/C][C]0.6391[/C][C]0.262567[/C][/ROW]
[ROW][C]27[/C][C]0.067728[/C][C]0.529[/C][C]0.299371[/C][/ROW]
[ROW][C]28[/C][C]0.019602[/C][C]0.1531[/C][C]0.439415[/C][/ROW]
[ROW][C]29[/C][C]0.043857[/C][C]0.3425[/C][C]0.366562[/C][/ROW]
[ROW][C]30[/C][C]-0.03616[/C][C]-0.2824[/C][C]0.389288[/C][/ROW]
[ROW][C]31[/C][C]-0.041711[/C][C]-0.3258[/C][C]0.372854[/C][/ROW]
[ROW][C]32[/C][C]-0.061142[/C][C]-0.4775[/C][C]0.317344[/C][/ROW]
[ROW][C]33[/C][C]-0.062147[/C][C]-0.4854[/C][C]0.31457[/C][/ROW]
[ROW][C]34[/C][C]0.074055[/C][C]0.5784[/C][C]0.282567[/C][/ROW]
[ROW][C]35[/C][C]-0.035241[/C][C]-0.2752[/C][C]0.392031[/C][/ROW]
[ROW][C]36[/C][C]-0.120892[/C][C]-0.9442[/C][C]0.174397[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69912&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69912&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	0.852976	6.662	0
2	-0.342431	-2.6745	0.004797
3	0.350041	2.7339	0.00409
4	0.28107	2.1952	0.015981
5	0.206931	1.6162	0.055607
6	0.044978	0.3513	0.36329
7	-0.174518	-1.363	0.088942
8	-0.09016	-0.7042	0.242004
9	-0.051323	-0.4008	0.344968
10	-0.071786	-0.5607	0.28854
11	0.092611	0.7233	0.236125
12	-0.200232	-1.5639	0.061512
13	-0.076452	-0.5971	0.276323
14	0.11462	0.8952	0.187097
15	-0.041118	-0.3211	0.3746
16	-0.138748	-1.0837	0.141391
17	-0.081042	-0.633	0.264562
18	-0.064235	-0.5017	0.308846
19	-0.031989	-0.2498	0.401775
20	-0.089903	-0.7022	0.242623
21	-0.059885	-0.4677	0.320828
22	-0.022416	-0.1751	0.430801
23	0.070668	0.5519	0.291505
24	-0.036574	-0.2856	0.388057
25	-0.063577	-0.4966	0.310645
26	0.081832	0.6391	0.262567
27	0.067728	0.529	0.299371
28	0.019602	0.1531	0.439415
29	0.043857	0.3425	0.366562
30	-0.03616	-0.2824	0.389288
31	-0.041711	-0.3258	0.372854
32	-0.061142	-0.4775	0.317344
33	-0.062147	-0.4854	0.31457
34	0.074055	0.5784	0.282567
35	-0.035241	-0.2752	0.392031
36	-0.120892	-0.9442	0.174397

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 ;

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