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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Dec 2009 13:50:41 -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/20/t1261344255xxw5lndk6ya7r4c.htm/, Retrieved Sat, 27 Apr 2024 13:06:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70029, Retrieved Sat, 27 Apr 2024 13:06:11 +0000

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Estimated Impact

147

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:42:00] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-   P   [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:56:25] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-         [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 19:16:37] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-   PD        [(Partial) Autocorrelation Function] [Partial autocorre...] [2009-12-20 20:50:41] [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=70029&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=70029&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70029&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	-0.465986	-3.5793	0.000348
2	0.020104	0.1544	0.438901
3	-0.198338	-1.5235	0.066493
4	0.237069	1.821	0.036842
5	-0.089106	-0.6844	0.24819
6	0.103378	0.7941	0.21517
7	-0.045355	-0.3484	0.364398
8	-0.099323	-0.7629	0.224277
9	0.042199	0.3241	0.37349
10	-0.144108	-1.1069	0.136412
11	0.498419	3.8284	0.000157
12	-0.52496	-4.0323	8e-05
13	0.166821	1.2814	0.102537
14	-0.134261	-1.0313	0.153309
15	0.269318	2.0687	0.021484
16	-0.173853	-1.3354	0.093439
17	0.098643	0.7577	0.225826
18	-0.15001	-1.1523	0.126933
19	0.102822	0.7898	0.216407
20	0.024376	0.1872	0.426058
21	-0.105857	-0.8131	0.209714
22	0.212142	1.6295	0.054269
23	-0.223735	-1.7185	0.045471
24	0.077864	0.5981	0.276037
25	-0.084834	-0.6516	0.258587
26	0.251389	1.931	0.029149
27	-0.256517	-1.9703	0.026749
28	0.142233	1.0925	0.139525
29	-0.095766	-0.7356	0.232447
30	0.107393	0.8249	0.206374
31	-0.088547	-0.6801	0.249536
32	-0.005537	-0.0425	0.48311
33	0.11157	0.857	0.19746
34	-0.135227	-1.0387	0.151592
35	0.033259	0.2555	0.399624
36	0.018817	0.1445	0.442784

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.465986 & -3.5793 & 0.000348 \tabularnewline
2 & 0.020104 & 0.1544 & 0.438901 \tabularnewline
3 & -0.198338 & -1.5235 & 0.066493 \tabularnewline
4 & 0.237069 & 1.821 & 0.036842 \tabularnewline
5 & -0.089106 & -0.6844 & 0.24819 \tabularnewline
6 & 0.103378 & 0.7941 & 0.21517 \tabularnewline
7 & -0.045355 & -0.3484 & 0.364398 \tabularnewline
8 & -0.099323 & -0.7629 & 0.224277 \tabularnewline
9 & 0.042199 & 0.3241 & 0.37349 \tabularnewline
10 & -0.144108 & -1.1069 & 0.136412 \tabularnewline
11 & 0.498419 & 3.8284 & 0.000157 \tabularnewline
12 & -0.52496 & -4.0323 & 8e-05 \tabularnewline
13 & 0.166821 & 1.2814 & 0.102537 \tabularnewline
14 & -0.134261 & -1.0313 & 0.153309 \tabularnewline
15 & 0.269318 & 2.0687 & 0.021484 \tabularnewline
16 & -0.173853 & -1.3354 & 0.093439 \tabularnewline
17 & 0.098643 & 0.7577 & 0.225826 \tabularnewline
18 & -0.15001 & -1.1523 & 0.126933 \tabularnewline
19 & 0.102822 & 0.7898 & 0.216407 \tabularnewline
20 & 0.024376 & 0.1872 & 0.426058 \tabularnewline
21 & -0.105857 & -0.8131 & 0.209714 \tabularnewline
22 & 0.212142 & 1.6295 & 0.054269 \tabularnewline
23 & -0.223735 & -1.7185 & 0.045471 \tabularnewline
24 & 0.077864 & 0.5981 & 0.276037 \tabularnewline
25 & -0.084834 & -0.6516 & 0.258587 \tabularnewline
26 & 0.251389 & 1.931 & 0.029149 \tabularnewline
27 & -0.256517 & -1.9703 & 0.026749 \tabularnewline
28 & 0.142233 & 1.0925 & 0.139525 \tabularnewline
29 & -0.095766 & -0.7356 & 0.232447 \tabularnewline
30 & 0.107393 & 0.8249 & 0.206374 \tabularnewline
31 & -0.088547 & -0.6801 & 0.249536 \tabularnewline
32 & -0.005537 & -0.0425 & 0.48311 \tabularnewline
33 & 0.11157 & 0.857 & 0.19746 \tabularnewline
34 & -0.135227 & -1.0387 & 0.151592 \tabularnewline
35 & 0.033259 & 0.2555 & 0.399624 \tabularnewline
36 & 0.018817 & 0.1445 & 0.442784 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70029&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]-0.465986[/C][C]-3.5793[/C][C]0.000348[/C][/ROW]
[ROW][C]2[/C][C]0.020104[/C][C]0.1544[/C][C]0.438901[/C][/ROW]
[ROW][C]3[/C][C]-0.198338[/C][C]-1.5235[/C][C]0.066493[/C][/ROW]
[ROW][C]4[/C][C]0.237069[/C][C]1.821[/C][C]0.036842[/C][/ROW]
[ROW][C]5[/C][C]-0.089106[/C][C]-0.6844[/C][C]0.24819[/C][/ROW]
[ROW][C]6[/C][C]0.103378[/C][C]0.7941[/C][C]0.21517[/C][/ROW]
[ROW][C]7[/C][C]-0.045355[/C][C]-0.3484[/C][C]0.364398[/C][/ROW]
[ROW][C]8[/C][C]-0.099323[/C][C]-0.7629[/C][C]0.224277[/C][/ROW]
[ROW][C]9[/C][C]0.042199[/C][C]0.3241[/C][C]0.37349[/C][/ROW]
[ROW][C]10[/C][C]-0.144108[/C][C]-1.1069[/C][C]0.136412[/C][/ROW]
[ROW][C]11[/C][C]0.498419[/C][C]3.8284[/C][C]0.000157[/C][/ROW]
[ROW][C]12[/C][C]-0.52496[/C][C]-4.0323[/C][C]8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.166821[/C][C]1.2814[/C][C]0.102537[/C][/ROW]
[ROW][C]14[/C][C]-0.134261[/C][C]-1.0313[/C][C]0.153309[/C][/ROW]
[ROW][C]15[/C][C]0.269318[/C][C]2.0687[/C][C]0.021484[/C][/ROW]
[ROW][C]16[/C][C]-0.173853[/C][C]-1.3354[/C][C]0.093439[/C][/ROW]
[ROW][C]17[/C][C]0.098643[/C][C]0.7577[/C][C]0.225826[/C][/ROW]
[ROW][C]18[/C][C]-0.15001[/C][C]-1.1523[/C][C]0.126933[/C][/ROW]
[ROW][C]19[/C][C]0.102822[/C][C]0.7898[/C][C]0.216407[/C][/ROW]
[ROW][C]20[/C][C]0.024376[/C][C]0.1872[/C][C]0.426058[/C][/ROW]
[ROW][C]21[/C][C]-0.105857[/C][C]-0.8131[/C][C]0.209714[/C][/ROW]
[ROW][C]22[/C][C]0.212142[/C][C]1.6295[/C][C]0.054269[/C][/ROW]
[ROW][C]23[/C][C]-0.223735[/C][C]-1.7185[/C][C]0.045471[/C][/ROW]
[ROW][C]24[/C][C]0.077864[/C][C]0.5981[/C][C]0.276037[/C][/ROW]
[ROW][C]25[/C][C]-0.084834[/C][C]-0.6516[/C][C]0.258587[/C][/ROW]
[ROW][C]26[/C][C]0.251389[/C][C]1.931[/C][C]0.029149[/C][/ROW]
[ROW][C]27[/C][C]-0.256517[/C][C]-1.9703[/C][C]0.026749[/C][/ROW]
[ROW][C]28[/C][C]0.142233[/C][C]1.0925[/C][C]0.139525[/C][/ROW]
[ROW][C]29[/C][C]-0.095766[/C][C]-0.7356[/C][C]0.232447[/C][/ROW]
[ROW][C]30[/C][C]0.107393[/C][C]0.8249[/C][C]0.206374[/C][/ROW]
[ROW][C]31[/C][C]-0.088547[/C][C]-0.6801[/C][C]0.249536[/C][/ROW]
[ROW][C]32[/C][C]-0.005537[/C][C]-0.0425[/C][C]0.48311[/C][/ROW]
[ROW][C]33[/C][C]0.11157[/C][C]0.857[/C][C]0.19746[/C][/ROW]
[ROW][C]34[/C][C]-0.135227[/C][C]-1.0387[/C][C]0.151592[/C][/ROW]
[ROW][C]35[/C][C]0.033259[/C][C]0.2555[/C][C]0.399624[/C][/ROW]
[ROW][C]36[/C][C]0.018817[/C][C]0.1445[/C][C]0.442784[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70029&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70029&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	-0.465986	-3.5793	0.000348
2	0.020104	0.1544	0.438901
3	-0.198338	-1.5235	0.066493
4	0.237069	1.821	0.036842
5	-0.089106	-0.6844	0.24819
6	0.103378	0.7941	0.21517
7	-0.045355	-0.3484	0.364398
8	-0.099323	-0.7629	0.224277
9	0.042199	0.3241	0.37349
10	-0.144108	-1.1069	0.136412
11	0.498419	3.8284	0.000157
12	-0.52496	-4.0323	8e-05
13	0.166821	1.2814	0.102537
14	-0.134261	-1.0313	0.153309
15	0.269318	2.0687	0.021484
16	-0.173853	-1.3354	0.093439
17	0.098643	0.7577	0.225826
18	-0.15001	-1.1523	0.126933
19	0.102822	0.7898	0.216407
20	0.024376	0.1872	0.426058
21	-0.105857	-0.8131	0.209714
22	0.212142	1.6295	0.054269
23	-0.223735	-1.7185	0.045471
24	0.077864	0.5981	0.276037
25	-0.084834	-0.6516	0.258587
26	0.251389	1.931	0.029149
27	-0.256517	-1.9703	0.026749
28	0.142233	1.0925	0.139525
29	-0.095766	-0.7356	0.232447
30	0.107393	0.8249	0.206374
31	-0.088547	-0.6801	0.249536
32	-0.005537	-0.0425	0.48311
33	0.11157	0.857	0.19746
34	-0.135227	-1.0387	0.151592
35	0.033259	0.2555	0.399624
36	0.018817	0.1445	0.442784

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.465986	-3.5793	0.000348
2	-0.251691	-1.9333	0.029003
3	-0.414442	-3.1834	0.001162
4	-0.135857	-1.0435	0.150479
5	-0.129188	-0.9923	0.162548
6	0.022737	0.1746	0.430979
7	0.139687	1.073	0.143829
8	-0.050093	-0.3848	0.350895
9	-0.018848	-0.1448	0.442692
10	-0.3423	-2.6293	0.005447
11	0.366183	2.8127	0.003331
12	-0.243666	-1.8716	0.033108
13	-0.094732	-0.7277	0.234852
14	-0.129022	-0.991	0.162857
15	-0.131829	-1.0126	0.157693
16	0.045609	0.3503	0.363669
17	-0.120192	-0.9232	0.179829
18	-0.012474	-0.0958	0.461995
19	0.021351	0.164	0.435144
20	0.061872	0.4752	0.318184
21	-0.089056	-0.6841	0.248311
22	-0.082424	-0.6331	0.264554
23	0.189345	1.4544	0.075569
24	-0.210791	-1.6191	0.055378
25	-0.047625	-0.3658	0.357905
26	0.007147	0.0549	0.478203
27	-0.162942	-1.2516	0.107831
28	0.108036	0.8298	0.204988
29	-0.007705	-0.0592	0.476503
30	0.020348	0.1563	0.438167
31	-0.01663	-0.1277	0.449395
32	-0.024745	-0.1901	0.424952
33	0.031726	0.2437	0.404158
34	-0.18214	-1.399	0.083518
35	0.063501	0.4878	0.313763
36	-0.05864	-0.4504	0.327029

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.465986 & -3.5793 & 0.000348 \tabularnewline
2 & -0.251691 & -1.9333 & 0.029003 \tabularnewline
3 & -0.414442 & -3.1834 & 0.001162 \tabularnewline
4 & -0.135857 & -1.0435 & 0.150479 \tabularnewline
5 & -0.129188 & -0.9923 & 0.162548 \tabularnewline
6 & 0.022737 & 0.1746 & 0.430979 \tabularnewline
7 & 0.139687 & 1.073 & 0.143829 \tabularnewline
8 & -0.050093 & -0.3848 & 0.350895 \tabularnewline
9 & -0.018848 & -0.1448 & 0.442692 \tabularnewline
10 & -0.3423 & -2.6293 & 0.005447 \tabularnewline
11 & 0.366183 & 2.8127 & 0.003331 \tabularnewline
12 & -0.243666 & -1.8716 & 0.033108 \tabularnewline
13 & -0.094732 & -0.7277 & 0.234852 \tabularnewline
14 & -0.129022 & -0.991 & 0.162857 \tabularnewline
15 & -0.131829 & -1.0126 & 0.157693 \tabularnewline
16 & 0.045609 & 0.3503 & 0.363669 \tabularnewline
17 & -0.120192 & -0.9232 & 0.179829 \tabularnewline
18 & -0.012474 & -0.0958 & 0.461995 \tabularnewline
19 & 0.021351 & 0.164 & 0.435144 \tabularnewline
20 & 0.061872 & 0.4752 & 0.318184 \tabularnewline
21 & -0.089056 & -0.6841 & 0.248311 \tabularnewline
22 & -0.082424 & -0.6331 & 0.264554 \tabularnewline
23 & 0.189345 & 1.4544 & 0.075569 \tabularnewline
24 & -0.210791 & -1.6191 & 0.055378 \tabularnewline
25 & -0.047625 & -0.3658 & 0.357905 \tabularnewline
26 & 0.007147 & 0.0549 & 0.478203 \tabularnewline
27 & -0.162942 & -1.2516 & 0.107831 \tabularnewline
28 & 0.108036 & 0.8298 & 0.204988 \tabularnewline
29 & -0.007705 & -0.0592 & 0.476503 \tabularnewline
30 & 0.020348 & 0.1563 & 0.438167 \tabularnewline
31 & -0.01663 & -0.1277 & 0.449395 \tabularnewline
32 & -0.024745 & -0.1901 & 0.424952 \tabularnewline
33 & 0.031726 & 0.2437 & 0.404158 \tabularnewline
34 & -0.18214 & -1.399 & 0.083518 \tabularnewline
35 & 0.063501 & 0.4878 & 0.313763 \tabularnewline
36 & -0.05864 & -0.4504 & 0.327029 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70029&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]-0.465986[/C][C]-3.5793[/C][C]0.000348[/C][/ROW]
[ROW][C]2[/C][C]-0.251691[/C][C]-1.9333[/C][C]0.029003[/C][/ROW]
[ROW][C]3[/C][C]-0.414442[/C][C]-3.1834[/C][C]0.001162[/C][/ROW]
[ROW][C]4[/C][C]-0.135857[/C][C]-1.0435[/C][C]0.150479[/C][/ROW]
[ROW][C]5[/C][C]-0.129188[/C][C]-0.9923[/C][C]0.162548[/C][/ROW]
[ROW][C]6[/C][C]0.022737[/C][C]0.1746[/C][C]0.430979[/C][/ROW]
[ROW][C]7[/C][C]0.139687[/C][C]1.073[/C][C]0.143829[/C][/ROW]
[ROW][C]8[/C][C]-0.050093[/C][C]-0.3848[/C][C]0.350895[/C][/ROW]
[ROW][C]9[/C][C]-0.018848[/C][C]-0.1448[/C][C]0.442692[/C][/ROW]
[ROW][C]10[/C][C]-0.3423[/C][C]-2.6293[/C][C]0.005447[/C][/ROW]
[ROW][C]11[/C][C]0.366183[/C][C]2.8127[/C][C]0.003331[/C][/ROW]
[ROW][C]12[/C][C]-0.243666[/C][C]-1.8716[/C][C]0.033108[/C][/ROW]
[ROW][C]13[/C][C]-0.094732[/C][C]-0.7277[/C][C]0.234852[/C][/ROW]
[ROW][C]14[/C][C]-0.129022[/C][C]-0.991[/C][C]0.162857[/C][/ROW]
[ROW][C]15[/C][C]-0.131829[/C][C]-1.0126[/C][C]0.157693[/C][/ROW]
[ROW][C]16[/C][C]0.045609[/C][C]0.3503[/C][C]0.363669[/C][/ROW]
[ROW][C]17[/C][C]-0.120192[/C][C]-0.9232[/C][C]0.179829[/C][/ROW]
[ROW][C]18[/C][C]-0.012474[/C][C]-0.0958[/C][C]0.461995[/C][/ROW]
[ROW][C]19[/C][C]0.021351[/C][C]0.164[/C][C]0.435144[/C][/ROW]
[ROW][C]20[/C][C]0.061872[/C][C]0.4752[/C][C]0.318184[/C][/ROW]
[ROW][C]21[/C][C]-0.089056[/C][C]-0.6841[/C][C]0.248311[/C][/ROW]
[ROW][C]22[/C][C]-0.082424[/C][C]-0.6331[/C][C]0.264554[/C][/ROW]
[ROW][C]23[/C][C]0.189345[/C][C]1.4544[/C][C]0.075569[/C][/ROW]
[ROW][C]24[/C][C]-0.210791[/C][C]-1.6191[/C][C]0.055378[/C][/ROW]
[ROW][C]25[/C][C]-0.047625[/C][C]-0.3658[/C][C]0.357905[/C][/ROW]
[ROW][C]26[/C][C]0.007147[/C][C]0.0549[/C][C]0.478203[/C][/ROW]
[ROW][C]27[/C][C]-0.162942[/C][C]-1.2516[/C][C]0.107831[/C][/ROW]
[ROW][C]28[/C][C]0.108036[/C][C]0.8298[/C][C]0.204988[/C][/ROW]
[ROW][C]29[/C][C]-0.007705[/C][C]-0.0592[/C][C]0.476503[/C][/ROW]
[ROW][C]30[/C][C]0.020348[/C][C]0.1563[/C][C]0.438167[/C][/ROW]
[ROW][C]31[/C][C]-0.01663[/C][C]-0.1277[/C][C]0.449395[/C][/ROW]
[ROW][C]32[/C][C]-0.024745[/C][C]-0.1901[/C][C]0.424952[/C][/ROW]
[ROW][C]33[/C][C]0.031726[/C][C]0.2437[/C][C]0.404158[/C][/ROW]
[ROW][C]34[/C][C]-0.18214[/C][C]-1.399[/C][C]0.083518[/C][/ROW]
[ROW][C]35[/C][C]0.063501[/C][C]0.4878[/C][C]0.313763[/C][/ROW]
[ROW][C]36[/C][C]-0.05864[/C][C]-0.4504[/C][C]0.327029[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70029&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70029&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	-0.465986	-3.5793	0.000348
2	-0.251691	-1.9333	0.029003
3	-0.414442	-3.1834	0.001162
4	-0.135857	-1.0435	0.150479
5	-0.129188	-0.9923	0.162548
6	0.022737	0.1746	0.430979
7	0.139687	1.073	0.143829
8	-0.050093	-0.3848	0.350895
9	-0.018848	-0.1448	0.442692
10	-0.3423	-2.6293	0.005447
11	0.366183	2.8127	0.003331
12	-0.243666	-1.8716	0.033108
13	-0.094732	-0.7277	0.234852
14	-0.129022	-0.991	0.162857
15	-0.131829	-1.0126	0.157693
16	0.045609	0.3503	0.363669
17	-0.120192	-0.9232	0.179829
18	-0.012474	-0.0958	0.461995
19	0.021351	0.164	0.435144
20	0.061872	0.4752	0.318184
21	-0.089056	-0.6841	0.248311
22	-0.082424	-0.6331	0.264554
23	0.189345	1.4544	0.075569
24	-0.210791	-1.6191	0.055378
25	-0.047625	-0.3658	0.357905
26	0.007147	0.0549	0.478203
27	-0.162942	-1.2516	0.107831
28	0.108036	0.8298	0.204988
29	-0.007705	-0.0592	0.476503
30	0.020348	0.1563	0.438167
31	-0.01663	-0.1277	0.449395
32	-0.024745	-0.1901	0.424952
33	0.031726	0.2437	0.404158
34	-0.18214	-1.399	0.083518
35	0.063501	0.4878	0.313763
36	-0.05864	-0.4504	0.327029

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; 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