Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Dec 2009 10:15:06 -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/t1261329351ncue6bhyhqtu0q9.htm/, Retrieved Sat, 27 Apr 2024 12:42:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69956, Retrieved Sat, 27 Apr 2024 12:42:21 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

143

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] [Autocorrelatie fu...] [2009-11-23 18:29:14] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-   PD            [(Partial) Autocorrelation Function] [Partial autocorre...] [2009-12-20 17:15:06] [8cd69d0f4298074aa572ca2f9b39b6ae] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

-1,2
-2,4
0,8
-0,1
-1,5
-4,4
-4,2
3,5
10
8,6
9,5
9,9
10,4
16
12,7
10,2
8,9
12,6
13,6
14,8
9,5
13,7
17
14,7
17,4
9
9,1
12,2
15,9
12,9
10,9
10,6
13,2
9,6
6,4
5,8
-1
-0,2
2,7
3,6
-0,9
0,3
-1,1
-2,5
-3,4
-3,5
-3,9
-4,6
-0,1
4,3
10,2
8,7
13,3
15
20,7
20,7
26,4
31,2
31,4
26,6
26,6
19,2
6,5
3,1
-0,2
-4
-12,6
-13
-17,6
-21,7
-23,2
-16,8
-19,8

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=69956&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=69956&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69956&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	0.907235	7.7514	0
2	0.795353	6.7955	0
3	0.653641	5.5847	0
4	0.501077	4.2812	2.8e-05
5	0.328487	2.8066	0.003208
6	0.156358	1.3359	0.092863
7	-0.025804	-0.2205	0.413062
8	-0.176792	-1.5105	0.067614
9	-0.296885	-2.5366	0.006666
10	-0.394533	-3.3709	6e-04
11	-0.475864	-4.0658	6e-05
12	-0.536922	-4.5875	9e-06
13	-0.52829	-4.5137	1.2e-05
14	-0.490402	-4.19	3.9e-05
15	-0.426637	-3.6452	0.000249
16	-0.367689	-3.1415	0.001214
17	-0.303996	-2.5973	0.005678
18	-0.243781	-2.0829	0.020384
19	-0.163421	-1.3963	0.083432
20	-0.099807	-0.8527	0.198294
21	-0.044682	-0.3818	0.351873
22	0.001051	0.009	0.49643
23	0.044673	0.3817	0.351901
24	0.088197	0.7536	0.226769
25	0.12583	1.0751	0.142938
26	0.140337	1.199	0.117195
27	0.139791	1.1944	0.118099
28	0.149992	1.2815	0.102031
29	0.156264	1.3351	0.092993
30	0.161079	1.3763	0.086474
31	0.156626	1.3382	0.09249
32	0.153974	1.3156	0.096221
33	0.142024	1.2135	0.114434
34	0.131118	1.1203	0.133135
35	0.125202	1.0697	0.144133
36	0.111089	0.9491	0.172838

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907235 & 7.7514 & 0 \tabularnewline
2 & 0.795353 & 6.7955 & 0 \tabularnewline
3 & 0.653641 & 5.5847 & 0 \tabularnewline
4 & 0.501077 & 4.2812 & 2.8e-05 \tabularnewline
5 & 0.328487 & 2.8066 & 0.003208 \tabularnewline
6 & 0.156358 & 1.3359 & 0.092863 \tabularnewline
7 & -0.025804 & -0.2205 & 0.413062 \tabularnewline
8 & -0.176792 & -1.5105 & 0.067614 \tabularnewline
9 & -0.296885 & -2.5366 & 0.006666 \tabularnewline
10 & -0.394533 & -3.3709 & 6e-04 \tabularnewline
11 & -0.475864 & -4.0658 & 6e-05 \tabularnewline
12 & -0.536922 & -4.5875 & 9e-06 \tabularnewline
13 & -0.52829 & -4.5137 & 1.2e-05 \tabularnewline
14 & -0.490402 & -4.19 & 3.9e-05 \tabularnewline
15 & -0.426637 & -3.6452 & 0.000249 \tabularnewline
16 & -0.367689 & -3.1415 & 0.001214 \tabularnewline
17 & -0.303996 & -2.5973 & 0.005678 \tabularnewline
18 & -0.243781 & -2.0829 & 0.020384 \tabularnewline
19 & -0.163421 & -1.3963 & 0.083432 \tabularnewline
20 & -0.099807 & -0.8527 & 0.198294 \tabularnewline
21 & -0.044682 & -0.3818 & 0.351873 \tabularnewline
22 & 0.001051 & 0.009 & 0.49643 \tabularnewline
23 & 0.044673 & 0.3817 & 0.351901 \tabularnewline
24 & 0.088197 & 0.7536 & 0.226769 \tabularnewline
25 & 0.12583 & 1.0751 & 0.142938 \tabularnewline
26 & 0.140337 & 1.199 & 0.117195 \tabularnewline
27 & 0.139791 & 1.1944 & 0.118099 \tabularnewline
28 & 0.149992 & 1.2815 & 0.102031 \tabularnewline
29 & 0.156264 & 1.3351 & 0.092993 \tabularnewline
30 & 0.161079 & 1.3763 & 0.086474 \tabularnewline
31 & 0.156626 & 1.3382 & 0.09249 \tabularnewline
32 & 0.153974 & 1.3156 & 0.096221 \tabularnewline
33 & 0.142024 & 1.2135 & 0.114434 \tabularnewline
34 & 0.131118 & 1.1203 & 0.133135 \tabularnewline
35 & 0.125202 & 1.0697 & 0.144133 \tabularnewline
36 & 0.111089 & 0.9491 & 0.172838 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69956&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]0.907235[/C][C]7.7514[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.795353[/C][C]6.7955[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.653641[/C][C]5.5847[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.501077[/C][C]4.2812[/C][C]2.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.328487[/C][C]2.8066[/C][C]0.003208[/C][/ROW]
[ROW][C]6[/C][C]0.156358[/C][C]1.3359[/C][C]0.092863[/C][/ROW]
[ROW][C]7[/C][C]-0.025804[/C][C]-0.2205[/C][C]0.413062[/C][/ROW]
[ROW][C]8[/C][C]-0.176792[/C][C]-1.5105[/C][C]0.067614[/C][/ROW]
[ROW][C]9[/C][C]-0.296885[/C][C]-2.5366[/C][C]0.006666[/C][/ROW]
[ROW][C]10[/C][C]-0.394533[/C][C]-3.3709[/C][C]6e-04[/C][/ROW]
[ROW][C]11[/C][C]-0.475864[/C][C]-4.0658[/C][C]6e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.536922[/C][C]-4.5875[/C][C]9e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.52829[/C][C]-4.5137[/C][C]1.2e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.490402[/C][C]-4.19[/C][C]3.9e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.426637[/C][C]-3.6452[/C][C]0.000249[/C][/ROW]
[ROW][C]16[/C][C]-0.367689[/C][C]-3.1415[/C][C]0.001214[/C][/ROW]
[ROW][C]17[/C][C]-0.303996[/C][C]-2.5973[/C][C]0.005678[/C][/ROW]
[ROW][C]18[/C][C]-0.243781[/C][C]-2.0829[/C][C]0.020384[/C][/ROW]
[ROW][C]19[/C][C]-0.163421[/C][C]-1.3963[/C][C]0.083432[/C][/ROW]
[ROW][C]20[/C][C]-0.099807[/C][C]-0.8527[/C][C]0.198294[/C][/ROW]
[ROW][C]21[/C][C]-0.044682[/C][C]-0.3818[/C][C]0.351873[/C][/ROW]
[ROW][C]22[/C][C]0.001051[/C][C]0.009[/C][C]0.49643[/C][/ROW]
[ROW][C]23[/C][C]0.044673[/C][C]0.3817[/C][C]0.351901[/C][/ROW]
[ROW][C]24[/C][C]0.088197[/C][C]0.7536[/C][C]0.226769[/C][/ROW]
[ROW][C]25[/C][C]0.12583[/C][C]1.0751[/C][C]0.142938[/C][/ROW]
[ROW][C]26[/C][C]0.140337[/C][C]1.199[/C][C]0.117195[/C][/ROW]
[ROW][C]27[/C][C]0.139791[/C][C]1.1944[/C][C]0.118099[/C][/ROW]
[ROW][C]28[/C][C]0.149992[/C][C]1.2815[/C][C]0.102031[/C][/ROW]
[ROW][C]29[/C][C]0.156264[/C][C]1.3351[/C][C]0.092993[/C][/ROW]
[ROW][C]30[/C][C]0.161079[/C][C]1.3763[/C][C]0.086474[/C][/ROW]
[ROW][C]31[/C][C]0.156626[/C][C]1.3382[/C][C]0.09249[/C][/ROW]
[ROW][C]32[/C][C]0.153974[/C][C]1.3156[/C][C]0.096221[/C][/ROW]
[ROW][C]33[/C][C]0.142024[/C][C]1.2135[/C][C]0.114434[/C][/ROW]
[ROW][C]34[/C][C]0.131118[/C][C]1.1203[/C][C]0.133135[/C][/ROW]
[ROW][C]35[/C][C]0.125202[/C][C]1.0697[/C][C]0.144133[/C][/ROW]
[ROW][C]36[/C][C]0.111089[/C][C]0.9491[/C][C]0.172838[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69956&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69956&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	0.907235	7.7514	0
2	0.795353	6.7955	0
3	0.653641	5.5847	0
4	0.501077	4.2812	2.8e-05
5	0.328487	2.8066	0.003208
6	0.156358	1.3359	0.092863
7	-0.025804	-0.2205	0.413062
8	-0.176792	-1.5105	0.067614
9	-0.296885	-2.5366	0.006666
10	-0.394533	-3.3709	6e-04
11	-0.475864	-4.0658	6e-05
12	-0.536922	-4.5875	9e-06
13	-0.52829	-4.5137	1.2e-05
14	-0.490402	-4.19	3.9e-05
15	-0.426637	-3.6452	0.000249
16	-0.367689	-3.1415	0.001214
17	-0.303996	-2.5973	0.005678
18	-0.243781	-2.0829	0.020384
19	-0.163421	-1.3963	0.083432
20	-0.099807	-0.8527	0.198294
21	-0.044682	-0.3818	0.351873
22	0.001051	0.009	0.49643
23	0.044673	0.3817	0.351901
24	0.088197	0.7536	0.226769
25	0.12583	1.0751	0.142938
26	0.140337	1.199	0.117195
27	0.139791	1.1944	0.118099
28	0.149992	1.2815	0.102031
29	0.156264	1.3351	0.092993
30	0.161079	1.3763	0.086474
31	0.156626	1.3382	0.09249
32	0.153974	1.3156	0.096221
33	0.142024	1.2135	0.114434
34	0.131118	1.1203	0.133135
35	0.125202	1.0697	0.144133
36	0.111089	0.9491	0.172838

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.907235	7.7514	0
2	-0.156694	-1.3388	0.092395
3	-0.22505	-1.9228	0.029202
4	-0.127162	-1.0865	0.140422
5	-0.199079	-1.7009	0.046606
6	-0.113022	-0.9657	0.168702
7	-0.197902	-1.6909	0.047563
8	0.013395	0.1144	0.454599
9	0.026518	0.2266	0.410697
10	-0.075058	-0.6413	0.261669
11	-0.109057	-0.9318	0.17726
12	-0.115713	-0.9886	0.16305
13	0.244967	2.093	0.019912
14	0.007966	0.0681	0.472962
15	-0.02301	-0.1966	0.422346
16	-0.144902	-1.238	0.109833
17	-0.103055	-0.8805	0.19074
18	-0.083158	-0.7105	0.239829
19	0.018958	0.162	0.435886
20	-0.045691	-0.3904	0.348695
21	-0.008022	-0.0685	0.472772
22	0.01448	0.1237	0.45094
23	-0.033629	-0.2873	0.387337
24	0.008924	0.0762	0.469715
25	0.056329	0.4813	0.31588
26	-0.048523	-0.4146	0.339832
27	-0.039779	-0.3399	0.367465
28	0.051161	0.4371	0.331659
29	-0.027545	-0.2353	0.4073
30	-0.026936	-0.2301	0.409314
31	0.025015	0.2137	0.415677
32	0.042936	0.3668	0.357399
33	-0.025481	-0.2177	0.414132
34	-0.035694	-0.305	0.380628
35	0.084533	0.7222	0.236225
36	0.013093	0.1119	0.455618

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.907235 & 7.7514 & 0 \tabularnewline
2 & -0.156694 & -1.3388 & 0.092395 \tabularnewline
3 & -0.22505 & -1.9228 & 0.029202 \tabularnewline
4 & -0.127162 & -1.0865 & 0.140422 \tabularnewline
5 & -0.199079 & -1.7009 & 0.046606 \tabularnewline
6 & -0.113022 & -0.9657 & 0.168702 \tabularnewline
7 & -0.197902 & -1.6909 & 0.047563 \tabularnewline
8 & 0.013395 & 0.1144 & 0.454599 \tabularnewline
9 & 0.026518 & 0.2266 & 0.410697 \tabularnewline
10 & -0.075058 & -0.6413 & 0.261669 \tabularnewline
11 & -0.109057 & -0.9318 & 0.17726 \tabularnewline
12 & -0.115713 & -0.9886 & 0.16305 \tabularnewline
13 & 0.244967 & 2.093 & 0.019912 \tabularnewline
14 & 0.007966 & 0.0681 & 0.472962 \tabularnewline
15 & -0.02301 & -0.1966 & 0.422346 \tabularnewline
16 & -0.144902 & -1.238 & 0.109833 \tabularnewline
17 & -0.103055 & -0.8805 & 0.19074 \tabularnewline
18 & -0.083158 & -0.7105 & 0.239829 \tabularnewline
19 & 0.018958 & 0.162 & 0.435886 \tabularnewline
20 & -0.045691 & -0.3904 & 0.348695 \tabularnewline
21 & -0.008022 & -0.0685 & 0.472772 \tabularnewline
22 & 0.01448 & 0.1237 & 0.45094 \tabularnewline
23 & -0.033629 & -0.2873 & 0.387337 \tabularnewline
24 & 0.008924 & 0.0762 & 0.469715 \tabularnewline
25 & 0.056329 & 0.4813 & 0.31588 \tabularnewline
26 & -0.048523 & -0.4146 & 0.339832 \tabularnewline
27 & -0.039779 & -0.3399 & 0.367465 \tabularnewline
28 & 0.051161 & 0.4371 & 0.331659 \tabularnewline
29 & -0.027545 & -0.2353 & 0.4073 \tabularnewline
30 & -0.026936 & -0.2301 & 0.409314 \tabularnewline
31 & 0.025015 & 0.2137 & 0.415677 \tabularnewline
32 & 0.042936 & 0.3668 & 0.357399 \tabularnewline
33 & -0.025481 & -0.2177 & 0.414132 \tabularnewline
34 & -0.035694 & -0.305 & 0.380628 \tabularnewline
35 & 0.084533 & 0.7222 & 0.236225 \tabularnewline
36 & 0.013093 & 0.1119 & 0.455618 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69956&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]0.907235[/C][C]7.7514[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.156694[/C][C]-1.3388[/C][C]0.092395[/C][/ROW]
[ROW][C]3[/C][C]-0.22505[/C][C]-1.9228[/C][C]0.029202[/C][/ROW]
[ROW][C]4[/C][C]-0.127162[/C][C]-1.0865[/C][C]0.140422[/C][/ROW]
[ROW][C]5[/C][C]-0.199079[/C][C]-1.7009[/C][C]0.046606[/C][/ROW]
[ROW][C]6[/C][C]-0.113022[/C][C]-0.9657[/C][C]0.168702[/C][/ROW]
[ROW][C]7[/C][C]-0.197902[/C][C]-1.6909[/C][C]0.047563[/C][/ROW]
[ROW][C]8[/C][C]0.013395[/C][C]0.1144[/C][C]0.454599[/C][/ROW]
[ROW][C]9[/C][C]0.026518[/C][C]0.2266[/C][C]0.410697[/C][/ROW]
[ROW][C]10[/C][C]-0.075058[/C][C]-0.6413[/C][C]0.261669[/C][/ROW]
[ROW][C]11[/C][C]-0.109057[/C][C]-0.9318[/C][C]0.17726[/C][/ROW]
[ROW][C]12[/C][C]-0.115713[/C][C]-0.9886[/C][C]0.16305[/C][/ROW]
[ROW][C]13[/C][C]0.244967[/C][C]2.093[/C][C]0.019912[/C][/ROW]
[ROW][C]14[/C][C]0.007966[/C][C]0.0681[/C][C]0.472962[/C][/ROW]
[ROW][C]15[/C][C]-0.02301[/C][C]-0.1966[/C][C]0.422346[/C][/ROW]
[ROW][C]16[/C][C]-0.144902[/C][C]-1.238[/C][C]0.109833[/C][/ROW]
[ROW][C]17[/C][C]-0.103055[/C][C]-0.8805[/C][C]0.19074[/C][/ROW]
[ROW][C]18[/C][C]-0.083158[/C][C]-0.7105[/C][C]0.239829[/C][/ROW]
[ROW][C]19[/C][C]0.018958[/C][C]0.162[/C][C]0.435886[/C][/ROW]
[ROW][C]20[/C][C]-0.045691[/C][C]-0.3904[/C][C]0.348695[/C][/ROW]
[ROW][C]21[/C][C]-0.008022[/C][C]-0.0685[/C][C]0.472772[/C][/ROW]
[ROW][C]22[/C][C]0.01448[/C][C]0.1237[/C][C]0.45094[/C][/ROW]
[ROW][C]23[/C][C]-0.033629[/C][C]-0.2873[/C][C]0.387337[/C][/ROW]
[ROW][C]24[/C][C]0.008924[/C][C]0.0762[/C][C]0.469715[/C][/ROW]
[ROW][C]25[/C][C]0.056329[/C][C]0.4813[/C][C]0.31588[/C][/ROW]
[ROW][C]26[/C][C]-0.048523[/C][C]-0.4146[/C][C]0.339832[/C][/ROW]
[ROW][C]27[/C][C]-0.039779[/C][C]-0.3399[/C][C]0.367465[/C][/ROW]
[ROW][C]28[/C][C]0.051161[/C][C]0.4371[/C][C]0.331659[/C][/ROW]
[ROW][C]29[/C][C]-0.027545[/C][C]-0.2353[/C][C]0.4073[/C][/ROW]
[ROW][C]30[/C][C]-0.026936[/C][C]-0.2301[/C][C]0.409314[/C][/ROW]
[ROW][C]31[/C][C]0.025015[/C][C]0.2137[/C][C]0.415677[/C][/ROW]
[ROW][C]32[/C][C]0.042936[/C][C]0.3668[/C][C]0.357399[/C][/ROW]
[ROW][C]33[/C][C]-0.025481[/C][C]-0.2177[/C][C]0.414132[/C][/ROW]
[ROW][C]34[/C][C]-0.035694[/C][C]-0.305[/C][C]0.380628[/C][/ROW]
[ROW][C]35[/C][C]0.084533[/C][C]0.7222[/C][C]0.236225[/C][/ROW]
[ROW][C]36[/C][C]0.013093[/C][C]0.1119[/C][C]0.455618[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69956&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69956&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	0.907235	7.7514	0
2	-0.156694	-1.3388	0.092395
3	-0.22505	-1.9228	0.029202
4	-0.127162	-1.0865	0.140422
5	-0.199079	-1.7009	0.046606
6	-0.113022	-0.9657	0.168702
7	-0.197902	-1.6909	0.047563
8	0.013395	0.1144	0.454599
9	0.026518	0.2266	0.410697
10	-0.075058	-0.6413	0.261669
11	-0.109057	-0.9318	0.17726
12	-0.115713	-0.9886	0.16305
13	0.244967	2.093	0.019912
14	0.007966	0.0681	0.472962
15	-0.02301	-0.1966	0.422346
16	-0.144902	-1.238	0.109833
17	-0.103055	-0.8805	0.19074
18	-0.083158	-0.7105	0.239829
19	0.018958	0.162	0.435886
20	-0.045691	-0.3904	0.348695
21	-0.008022	-0.0685	0.472772
22	0.01448	0.1237	0.45094
23	-0.033629	-0.2873	0.387337
24	0.008924	0.0762	0.469715
25	0.056329	0.4813	0.31588
26	-0.048523	-0.4146	0.339832
27	-0.039779	-0.3399	0.367465
28	0.051161	0.4371	0.331659
29	-0.027545	-0.2353	0.4073
30	-0.026936	-0.2301	0.409314
31	0.025015	0.2137	0.415677
32	0.042936	0.3668	0.357399
33	-0.025481	-0.2177	0.414132
34	-0.035694	-0.305	0.380628
35	0.084533	0.7222	0.236225
36	0.013093	0.1119	0.455618

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;

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