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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Dec 2009 10:18:56 -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/t12613299975ywgjderognedfk.htm/, Retrieved Sat, 27 Apr 2024 06:22:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69959, Retrieved Sat, 27 Apr 2024 06:22:33 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

151

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 17:18:56] [8cd69d0f4298074aa572ca2f9b39b6ae] [Current]

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Dataseries X:

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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	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=69959&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=69959&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69959&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	0.228661	1.9403	0.028133
2	0.131458	1.1155	0.134181
3	0.120377	1.0214	0.155235
4	0.260462	2.2101	0.015139
5	0.081838	0.6944	0.244827
6	0.097512	0.8274	0.205367
7	-0.029539	-0.2506	0.401401
8	-0.147211	-1.2491	0.107832
9	-0.133764	-1.135	0.130064
10	-0.061526	-0.5221	0.301612
11	0.119211	1.0115	0.157573
12	-0.441471	-3.746	0.00018
13	-0.222294	-1.8862	0.031649
14	-0.136375	-1.1572	0.125512
15	0.026009	0.2207	0.412979
16	-0.15917	-1.3506	0.090527
17	-0.076853	-0.6521	0.2582
18	-0.172141	-1.4607	0.074229
19	0.023021	0.1953	0.422839
20	0.001342	0.0114	0.495472
21	0.001288	0.0109	0.495655
22	0.072126	0.612	0.27123
23	-0.155085	-1.3159	0.096184
24	-0.037995	-0.3224	0.374044
25	0.041953	0.356	0.361446
26	0.146243	1.2409	0.109332
27	-0.071515	-0.6068	0.272939
28	0.055048	0.4671	0.320919
29	0.009131	0.0775	0.469227
30	0.097457	0.8269	0.205499
31	0.010345	0.0878	0.465149
32	0.0664	0.5634	0.287448
33	0.068707	0.583	0.280857
34	-0.088951	-0.7548	0.226423
35	-0.001946	-0.0165	0.493436
36	0.090596	0.7687	0.222283

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.228661 & 1.9403 & 0.028133 \tabularnewline
2 & 0.131458 & 1.1155 & 0.134181 \tabularnewline
3 & 0.120377 & 1.0214 & 0.155235 \tabularnewline
4 & 0.260462 & 2.2101 & 0.015139 \tabularnewline
5 & 0.081838 & 0.6944 & 0.244827 \tabularnewline
6 & 0.097512 & 0.8274 & 0.205367 \tabularnewline
7 & -0.029539 & -0.2506 & 0.401401 \tabularnewline
8 & -0.147211 & -1.2491 & 0.107832 \tabularnewline
9 & -0.133764 & -1.135 & 0.130064 \tabularnewline
10 & -0.061526 & -0.5221 & 0.301612 \tabularnewline
11 & 0.119211 & 1.0115 & 0.157573 \tabularnewline
12 & -0.441471 & -3.746 & 0.00018 \tabularnewline
13 & -0.222294 & -1.8862 & 0.031649 \tabularnewline
14 & -0.136375 & -1.1572 & 0.125512 \tabularnewline
15 & 0.026009 & 0.2207 & 0.412979 \tabularnewline
16 & -0.15917 & -1.3506 & 0.090527 \tabularnewline
17 & -0.076853 & -0.6521 & 0.2582 \tabularnewline
18 & -0.172141 & -1.4607 & 0.074229 \tabularnewline
19 & 0.023021 & 0.1953 & 0.422839 \tabularnewline
20 & 0.001342 & 0.0114 & 0.495472 \tabularnewline
21 & 0.001288 & 0.0109 & 0.495655 \tabularnewline
22 & 0.072126 & 0.612 & 0.27123 \tabularnewline
23 & -0.155085 & -1.3159 & 0.096184 \tabularnewline
24 & -0.037995 & -0.3224 & 0.374044 \tabularnewline
25 & 0.041953 & 0.356 & 0.361446 \tabularnewline
26 & 0.146243 & 1.2409 & 0.109332 \tabularnewline
27 & -0.071515 & -0.6068 & 0.272939 \tabularnewline
28 & 0.055048 & 0.4671 & 0.320919 \tabularnewline
29 & 0.009131 & 0.0775 & 0.469227 \tabularnewline
30 & 0.097457 & 0.8269 & 0.205499 \tabularnewline
31 & 0.010345 & 0.0878 & 0.465149 \tabularnewline
32 & 0.0664 & 0.5634 & 0.287448 \tabularnewline
33 & 0.068707 & 0.583 & 0.280857 \tabularnewline
34 & -0.088951 & -0.7548 & 0.226423 \tabularnewline
35 & -0.001946 & -0.0165 & 0.493436 \tabularnewline
36 & 0.090596 & 0.7687 & 0.222283 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69959&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]0.228661[/C][C]1.9403[/C][C]0.028133[/C][/ROW]
[ROW][C]2[/C][C]0.131458[/C][C]1.1155[/C][C]0.134181[/C][/ROW]
[ROW][C]3[/C][C]0.120377[/C][C]1.0214[/C][C]0.155235[/C][/ROW]
[ROW][C]4[/C][C]0.260462[/C][C]2.2101[/C][C]0.015139[/C][/ROW]
[ROW][C]5[/C][C]0.081838[/C][C]0.6944[/C][C]0.244827[/C][/ROW]
[ROW][C]6[/C][C]0.097512[/C][C]0.8274[/C][C]0.205367[/C][/ROW]
[ROW][C]7[/C][C]-0.029539[/C][C]-0.2506[/C][C]0.401401[/C][/ROW]
[ROW][C]8[/C][C]-0.147211[/C][C]-1.2491[/C][C]0.107832[/C][/ROW]
[ROW][C]9[/C][C]-0.133764[/C][C]-1.135[/C][C]0.130064[/C][/ROW]
[ROW][C]10[/C][C]-0.061526[/C][C]-0.5221[/C][C]0.301612[/C][/ROW]
[ROW][C]11[/C][C]0.119211[/C][C]1.0115[/C][C]0.157573[/C][/ROW]
[ROW][C]12[/C][C]-0.441471[/C][C]-3.746[/C][C]0.00018[/C][/ROW]
[ROW][C]13[/C][C]-0.222294[/C][C]-1.8862[/C][C]0.031649[/C][/ROW]
[ROW][C]14[/C][C]-0.136375[/C][C]-1.1572[/C][C]0.125512[/C][/ROW]
[ROW][C]15[/C][C]0.026009[/C][C]0.2207[/C][C]0.412979[/C][/ROW]
[ROW][C]16[/C][C]-0.15917[/C][C]-1.3506[/C][C]0.090527[/C][/ROW]
[ROW][C]17[/C][C]-0.076853[/C][C]-0.6521[/C][C]0.2582[/C][/ROW]
[ROW][C]18[/C][C]-0.172141[/C][C]-1.4607[/C][C]0.074229[/C][/ROW]
[ROW][C]19[/C][C]0.023021[/C][C]0.1953[/C][C]0.422839[/C][/ROW]
[ROW][C]20[/C][C]0.001342[/C][C]0.0114[/C][C]0.495472[/C][/ROW]
[ROW][C]21[/C][C]0.001288[/C][C]0.0109[/C][C]0.495655[/C][/ROW]
[ROW][C]22[/C][C]0.072126[/C][C]0.612[/C][C]0.27123[/C][/ROW]
[ROW][C]23[/C][C]-0.155085[/C][C]-1.3159[/C][C]0.096184[/C][/ROW]
[ROW][C]24[/C][C]-0.037995[/C][C]-0.3224[/C][C]0.374044[/C][/ROW]
[ROW][C]25[/C][C]0.041953[/C][C]0.356[/C][C]0.361446[/C][/ROW]
[ROW][C]26[/C][C]0.146243[/C][C]1.2409[/C][C]0.109332[/C][/ROW]
[ROW][C]27[/C][C]-0.071515[/C][C]-0.6068[/C][C]0.272939[/C][/ROW]
[ROW][C]28[/C][C]0.055048[/C][C]0.4671[/C][C]0.320919[/C][/ROW]
[ROW][C]29[/C][C]0.009131[/C][C]0.0775[/C][C]0.469227[/C][/ROW]
[ROW][C]30[/C][C]0.097457[/C][C]0.8269[/C][C]0.205499[/C][/ROW]
[ROW][C]31[/C][C]0.010345[/C][C]0.0878[/C][C]0.465149[/C][/ROW]
[ROW][C]32[/C][C]0.0664[/C][C]0.5634[/C][C]0.287448[/C][/ROW]
[ROW][C]33[/C][C]0.068707[/C][C]0.583[/C][C]0.280857[/C][/ROW]
[ROW][C]34[/C][C]-0.088951[/C][C]-0.7548[/C][C]0.226423[/C][/ROW]
[ROW][C]35[/C][C]-0.001946[/C][C]-0.0165[/C][C]0.493436[/C][/ROW]
[ROW][C]36[/C][C]0.090596[/C][C]0.7687[/C][C]0.222283[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69959&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69959&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	0.228661	1.9403	0.028133
2	0.131458	1.1155	0.134181
3	0.120377	1.0214	0.155235
4	0.260462	2.2101	0.015139
5	0.081838	0.6944	0.244827
6	0.097512	0.8274	0.205367
7	-0.029539	-0.2506	0.401401
8	-0.147211	-1.2491	0.107832
9	-0.133764	-1.135	0.130064
10	-0.061526	-0.5221	0.301612
11	0.119211	1.0115	0.157573
12	-0.441471	-3.746	0.00018
13	-0.222294	-1.8862	0.031649
14	-0.136375	-1.1572	0.125512
15	0.026009	0.2207	0.412979
16	-0.15917	-1.3506	0.090527
17	-0.076853	-0.6521	0.2582
18	-0.172141	-1.4607	0.074229
19	0.023021	0.1953	0.422839
20	0.001342	0.0114	0.495472
21	0.001288	0.0109	0.495655
22	0.072126	0.612	0.27123
23	-0.155085	-1.3159	0.096184
24	-0.037995	-0.3224	0.374044
25	0.041953	0.356	0.361446
26	0.146243	1.2409	0.109332
27	-0.071515	-0.6068	0.272939
28	0.055048	0.4671	0.320919
29	0.009131	0.0775	0.469227
30	0.097457	0.8269	0.205499
31	0.010345	0.0878	0.465149
32	0.0664	0.5634	0.287448
33	0.068707	0.583	0.280857
34	-0.088951	-0.7548	0.226423
35	-0.001946	-0.0165	0.493436
36	0.090596	0.7687	0.222283

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.228661	1.9403	0.028133
2	0.08354	0.7089	0.240349
3	0.07834	0.6647	0.254171
4	0.223758	1.8987	0.030809
5	-0.031781	-0.2697	0.394092
6	0.045993	0.3903	0.348748
7	-0.105069	-0.8915	0.187804
8	-0.217086	-1.842	0.034794
9	-0.094711	-0.8037	0.212122
10	-0.030664	-0.2602	0.397728
11	0.242055	2.0539	0.021809
12	-0.485664	-4.121	5e-05
13	0.03871	0.3285	0.371755
14	-0.02101	-0.1783	0.429504
15	0.079465	0.6743	0.251146
16	0.01707	0.1448	0.44262
17	-0.105567	-0.8958	0.186682
18	-0.01872	-0.1588	0.43712
19	0.107243	0.91	0.182933
20	-0.073082	-0.6201	0.268566
21	-0.122393	-1.0385	0.151246
22	0.066335	0.5629	0.287635
23	-0.031857	-0.2703	0.393846
24	-0.205571	-1.7443	0.042685
25	0.006389	0.0542	0.478457
26	0.061527	0.5221	0.30161
27	0.029401	0.2495	0.40185
28	0.07724	0.6554	0.257148
29	-0.029878	-0.2535	0.400294
30	-0.120587	-1.0232	0.154816
31	0.119742	1.016	0.156505
32	-0.000715	-0.0061	0.497586
33	-0.054737	-0.4645	0.32186
34	-0.080145	-0.6801	0.249325
35	0.00215	0.0182	0.492749
36	0.009473	0.0804	0.46808

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.228661 & 1.9403 & 0.028133 \tabularnewline
2 & 0.08354 & 0.7089 & 0.240349 \tabularnewline
3 & 0.07834 & 0.6647 & 0.254171 \tabularnewline
4 & 0.223758 & 1.8987 & 0.030809 \tabularnewline
5 & -0.031781 & -0.2697 & 0.394092 \tabularnewline
6 & 0.045993 & 0.3903 & 0.348748 \tabularnewline
7 & -0.105069 & -0.8915 & 0.187804 \tabularnewline
8 & -0.217086 & -1.842 & 0.034794 \tabularnewline
9 & -0.094711 & -0.8037 & 0.212122 \tabularnewline
10 & -0.030664 & -0.2602 & 0.397728 \tabularnewline
11 & 0.242055 & 2.0539 & 0.021809 \tabularnewline
12 & -0.485664 & -4.121 & 5e-05 \tabularnewline
13 & 0.03871 & 0.3285 & 0.371755 \tabularnewline
14 & -0.02101 & -0.1783 & 0.429504 \tabularnewline
15 & 0.079465 & 0.6743 & 0.251146 \tabularnewline
16 & 0.01707 & 0.1448 & 0.44262 \tabularnewline
17 & -0.105567 & -0.8958 & 0.186682 \tabularnewline
18 & -0.01872 & -0.1588 & 0.43712 \tabularnewline
19 & 0.107243 & 0.91 & 0.182933 \tabularnewline
20 & -0.073082 & -0.6201 & 0.268566 \tabularnewline
21 & -0.122393 & -1.0385 & 0.151246 \tabularnewline
22 & 0.066335 & 0.5629 & 0.287635 \tabularnewline
23 & -0.031857 & -0.2703 & 0.393846 \tabularnewline
24 & -0.205571 & -1.7443 & 0.042685 \tabularnewline
25 & 0.006389 & 0.0542 & 0.478457 \tabularnewline
26 & 0.061527 & 0.5221 & 0.30161 \tabularnewline
27 & 0.029401 & 0.2495 & 0.40185 \tabularnewline
28 & 0.07724 & 0.6554 & 0.257148 \tabularnewline
29 & -0.029878 & -0.2535 & 0.400294 \tabularnewline
30 & -0.120587 & -1.0232 & 0.154816 \tabularnewline
31 & 0.119742 & 1.016 & 0.156505 \tabularnewline
32 & -0.000715 & -0.0061 & 0.497586 \tabularnewline
33 & -0.054737 & -0.4645 & 0.32186 \tabularnewline
34 & -0.080145 & -0.6801 & 0.249325 \tabularnewline
35 & 0.00215 & 0.0182 & 0.492749 \tabularnewline
36 & 0.009473 & 0.0804 & 0.46808 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69959&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]0.228661[/C][C]1.9403[/C][C]0.028133[/C][/ROW]
[ROW][C]2[/C][C]0.08354[/C][C]0.7089[/C][C]0.240349[/C][/ROW]
[ROW][C]3[/C][C]0.07834[/C][C]0.6647[/C][C]0.254171[/C][/ROW]
[ROW][C]4[/C][C]0.223758[/C][C]1.8987[/C][C]0.030809[/C][/ROW]
[ROW][C]5[/C][C]-0.031781[/C][C]-0.2697[/C][C]0.394092[/C][/ROW]
[ROW][C]6[/C][C]0.045993[/C][C]0.3903[/C][C]0.348748[/C][/ROW]
[ROW][C]7[/C][C]-0.105069[/C][C]-0.8915[/C][C]0.187804[/C][/ROW]
[ROW][C]8[/C][C]-0.217086[/C][C]-1.842[/C][C]0.034794[/C][/ROW]
[ROW][C]9[/C][C]-0.094711[/C][C]-0.8037[/C][C]0.212122[/C][/ROW]
[ROW][C]10[/C][C]-0.030664[/C][C]-0.2602[/C][C]0.397728[/C][/ROW]
[ROW][C]11[/C][C]0.242055[/C][C]2.0539[/C][C]0.021809[/C][/ROW]
[ROW][C]12[/C][C]-0.485664[/C][C]-4.121[/C][C]5e-05[/C][/ROW]
[ROW][C]13[/C][C]0.03871[/C][C]0.3285[/C][C]0.371755[/C][/ROW]
[ROW][C]14[/C][C]-0.02101[/C][C]-0.1783[/C][C]0.429504[/C][/ROW]
[ROW][C]15[/C][C]0.079465[/C][C]0.6743[/C][C]0.251146[/C][/ROW]
[ROW][C]16[/C][C]0.01707[/C][C]0.1448[/C][C]0.44262[/C][/ROW]
[ROW][C]17[/C][C]-0.105567[/C][C]-0.8958[/C][C]0.186682[/C][/ROW]
[ROW][C]18[/C][C]-0.01872[/C][C]-0.1588[/C][C]0.43712[/C][/ROW]
[ROW][C]19[/C][C]0.107243[/C][C]0.91[/C][C]0.182933[/C][/ROW]
[ROW][C]20[/C][C]-0.073082[/C][C]-0.6201[/C][C]0.268566[/C][/ROW]
[ROW][C]21[/C][C]-0.122393[/C][C]-1.0385[/C][C]0.151246[/C][/ROW]
[ROW][C]22[/C][C]0.066335[/C][C]0.5629[/C][C]0.287635[/C][/ROW]
[ROW][C]23[/C][C]-0.031857[/C][C]-0.2703[/C][C]0.393846[/C][/ROW]
[ROW][C]24[/C][C]-0.205571[/C][C]-1.7443[/C][C]0.042685[/C][/ROW]
[ROW][C]25[/C][C]0.006389[/C][C]0.0542[/C][C]0.478457[/C][/ROW]
[ROW][C]26[/C][C]0.061527[/C][C]0.5221[/C][C]0.30161[/C][/ROW]
[ROW][C]27[/C][C]0.029401[/C][C]0.2495[/C][C]0.40185[/C][/ROW]
[ROW][C]28[/C][C]0.07724[/C][C]0.6554[/C][C]0.257148[/C][/ROW]
[ROW][C]29[/C][C]-0.029878[/C][C]-0.2535[/C][C]0.400294[/C][/ROW]
[ROW][C]30[/C][C]-0.120587[/C][C]-1.0232[/C][C]0.154816[/C][/ROW]
[ROW][C]31[/C][C]0.119742[/C][C]1.016[/C][C]0.156505[/C][/ROW]
[ROW][C]32[/C][C]-0.000715[/C][C]-0.0061[/C][C]0.497586[/C][/ROW]
[ROW][C]33[/C][C]-0.054737[/C][C]-0.4645[/C][C]0.32186[/C][/ROW]
[ROW][C]34[/C][C]-0.080145[/C][C]-0.6801[/C][C]0.249325[/C][/ROW]
[ROW][C]35[/C][C]0.00215[/C][C]0.0182[/C][C]0.492749[/C][/ROW]
[ROW][C]36[/C][C]0.009473[/C][C]0.0804[/C][C]0.46808[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69959&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69959&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	0.228661	1.9403	0.028133
2	0.08354	0.7089	0.240349
3	0.07834	0.6647	0.254171
4	0.223758	1.8987	0.030809
5	-0.031781	-0.2697	0.394092
6	0.045993	0.3903	0.348748
7	-0.105069	-0.8915	0.187804
8	-0.217086	-1.842	0.034794
9	-0.094711	-0.8037	0.212122
10	-0.030664	-0.2602	0.397728
11	0.242055	2.0539	0.021809
12	-0.485664	-4.121	5e-05
13	0.03871	0.3285	0.371755
14	-0.02101	-0.1783	0.429504
15	0.079465	0.6743	0.251146
16	0.01707	0.1448	0.44262
17	-0.105567	-0.8958	0.186682
18	-0.01872	-0.1588	0.43712
19	0.107243	0.91	0.182933
20	-0.073082	-0.6201	0.268566
21	-0.122393	-1.0385	0.151246
22	0.066335	0.5629	0.287635
23	-0.031857	-0.2703	0.393846
24	-0.205571	-1.7443	0.042685
25	0.006389	0.0542	0.478457
26	0.061527	0.5221	0.30161
27	0.029401	0.2495	0.40185
28	0.07724	0.6554	0.257148
29	-0.029878	-0.2535	0.400294
30	-0.120587	-1.0232	0.154816
31	0.119742	1.016	0.156505
32	-0.000715	-0.0061	0.497586
33	-0.054737	-0.4645	0.32186
34	-0.080145	-0.6801	0.249325
35	0.00215	0.0182	0.492749
36	0.009473	0.0804	0.46808

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 = 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