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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 10:46:32 -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/Nov/24/t1259084845srgikf9iycb38y2.htm/, Retrieved Wed, 06 Dec 2023 07:05:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59183, Retrieved Wed, 06 Dec 2023 07:05:36 +0000

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User-defined keywords

Estimated Impact

157

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [Model 1 (d = 1, D...] [2009-11-24 17:46:32] [acc980be4047884b6edd254cd7beb9fa] [Current]
-   P             [(Partial) Autocorrelation Function] [Model 1 (d = 1, D...] [2009-12-10 17:28:06] [ee7c2e7343f5b1451e62c5c16ec521f1] 
- R PD            [(Partial) Autocorrelation Function] [] [2009-12-19 15:27:46] [a3c75f2af6eea9d676b2dadad1cedbf1] 

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Dataseries X:

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Histogram

Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1
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=59183&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=59183&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59183&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	0.421977	2.7991	0.00379
2	-0.030915	-0.2051	0.419234
3	-0.364937	-2.4207	0.009842
4	-0.339817	-2.2541	0.014611
5	-0.105644	-0.7008	0.243571
6	0.079016	0.5241	0.301407
7	0.148982	0.9882	0.164221
8	0.047726	0.3166	0.376529
9	-0.071988	-0.4775	0.31768
10	-0.084326	-0.5594	0.289378
11	0.047819	0.3172	0.376299
12	-0.028434	-0.1886	0.425634
13	0.068622	0.4552	0.325606
14	0.006748	0.0448	0.482251
15	-0.032446	-0.2152	0.415294
16	-0.173012	-1.1476	0.128661
17	-0.195764	-1.2985	0.100432
18	0.014532	0.0964	0.461821
19	0.122776	0.8144	0.209899
20	0.267258	1.7728	0.041593
21	0.209488	1.3896	0.085823
22	0.022693	0.1505	0.440519
23	-0.242536	-1.6088	0.057406
24	-0.275538	-1.8277	0.03719
25	-0.1486	-0.9857	0.164834
26	-0.008364	-0.0555	0.478004
27	-0.000343	-0.0023	0.499098
28	0.010962	0.0727	0.471182
29	0.034487	0.2288	0.410058
30	-0.000579	-0.0038	0.498477
31	0.056228	0.373	0.355478
32	0.034602	0.2295	0.409762
33	0.034719	0.2303	0.409463
34	-0.067404	-0.4471	0.328495
35	-0.082838	-0.5495	0.292726
36	-0.059102	-0.392	0.348461

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.421977 & 2.7991 & 0.00379 \tabularnewline
2 & -0.030915 & -0.2051 & 0.419234 \tabularnewline
3 & -0.364937 & -2.4207 & 0.009842 \tabularnewline
4 & -0.339817 & -2.2541 & 0.014611 \tabularnewline
5 & -0.105644 & -0.7008 & 0.243571 \tabularnewline
6 & 0.079016 & 0.5241 & 0.301407 \tabularnewline
7 & 0.148982 & 0.9882 & 0.164221 \tabularnewline
8 & 0.047726 & 0.3166 & 0.376529 \tabularnewline
9 & -0.071988 & -0.4775 & 0.31768 \tabularnewline
10 & -0.084326 & -0.5594 & 0.289378 \tabularnewline
11 & 0.047819 & 0.3172 & 0.376299 \tabularnewline
12 & -0.028434 & -0.1886 & 0.425634 \tabularnewline
13 & 0.068622 & 0.4552 & 0.325606 \tabularnewline
14 & 0.006748 & 0.0448 & 0.482251 \tabularnewline
15 & -0.032446 & -0.2152 & 0.415294 \tabularnewline
16 & -0.173012 & -1.1476 & 0.128661 \tabularnewline
17 & -0.195764 & -1.2985 & 0.100432 \tabularnewline
18 & 0.014532 & 0.0964 & 0.461821 \tabularnewline
19 & 0.122776 & 0.8144 & 0.209899 \tabularnewline
20 & 0.267258 & 1.7728 & 0.041593 \tabularnewline
21 & 0.209488 & 1.3896 & 0.085823 \tabularnewline
22 & 0.022693 & 0.1505 & 0.440519 \tabularnewline
23 & -0.242536 & -1.6088 & 0.057406 \tabularnewline
24 & -0.275538 & -1.8277 & 0.03719 \tabularnewline
25 & -0.1486 & -0.9857 & 0.164834 \tabularnewline
26 & -0.008364 & -0.0555 & 0.478004 \tabularnewline
27 & -0.000343 & -0.0023 & 0.499098 \tabularnewline
28 & 0.010962 & 0.0727 & 0.471182 \tabularnewline
29 & 0.034487 & 0.2288 & 0.410058 \tabularnewline
30 & -0.000579 & -0.0038 & 0.498477 \tabularnewline
31 & 0.056228 & 0.373 & 0.355478 \tabularnewline
32 & 0.034602 & 0.2295 & 0.409762 \tabularnewline
33 & 0.034719 & 0.2303 & 0.409463 \tabularnewline
34 & -0.067404 & -0.4471 & 0.328495 \tabularnewline
35 & -0.082838 & -0.5495 & 0.292726 \tabularnewline
36 & -0.059102 & -0.392 & 0.348461 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59183&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]0.421977[/C][C]2.7991[/C][C]0.00379[/C][/ROW]
[ROW][C]2[/C][C]-0.030915[/C][C]-0.2051[/C][C]0.419234[/C][/ROW]
[ROW][C]3[/C][C]-0.364937[/C][C]-2.4207[/C][C]0.009842[/C][/ROW]
[ROW][C]4[/C][C]-0.339817[/C][C]-2.2541[/C][C]0.014611[/C][/ROW]
[ROW][C]5[/C][C]-0.105644[/C][C]-0.7008[/C][C]0.243571[/C][/ROW]
[ROW][C]6[/C][C]0.079016[/C][C]0.5241[/C][C]0.301407[/C][/ROW]
[ROW][C]7[/C][C]0.148982[/C][C]0.9882[/C][C]0.164221[/C][/ROW]
[ROW][C]8[/C][C]0.047726[/C][C]0.3166[/C][C]0.376529[/C][/ROW]
[ROW][C]9[/C][C]-0.071988[/C][C]-0.4775[/C][C]0.31768[/C][/ROW]
[ROW][C]10[/C][C]-0.084326[/C][C]-0.5594[/C][C]0.289378[/C][/ROW]
[ROW][C]11[/C][C]0.047819[/C][C]0.3172[/C][C]0.376299[/C][/ROW]
[ROW][C]12[/C][C]-0.028434[/C][C]-0.1886[/C][C]0.425634[/C][/ROW]
[ROW][C]13[/C][C]0.068622[/C][C]0.4552[/C][C]0.325606[/C][/ROW]
[ROW][C]14[/C][C]0.006748[/C][C]0.0448[/C][C]0.482251[/C][/ROW]
[ROW][C]15[/C][C]-0.032446[/C][C]-0.2152[/C][C]0.415294[/C][/ROW]
[ROW][C]16[/C][C]-0.173012[/C][C]-1.1476[/C][C]0.128661[/C][/ROW]
[ROW][C]17[/C][C]-0.195764[/C][C]-1.2985[/C][C]0.100432[/C][/ROW]
[ROW][C]18[/C][C]0.014532[/C][C]0.0964[/C][C]0.461821[/C][/ROW]
[ROW][C]19[/C][C]0.122776[/C][C]0.8144[/C][C]0.209899[/C][/ROW]
[ROW][C]20[/C][C]0.267258[/C][C]1.7728[/C][C]0.041593[/C][/ROW]
[ROW][C]21[/C][C]0.209488[/C][C]1.3896[/C][C]0.085823[/C][/ROW]
[ROW][C]22[/C][C]0.022693[/C][C]0.1505[/C][C]0.440519[/C][/ROW]
[ROW][C]23[/C][C]-0.242536[/C][C]-1.6088[/C][C]0.057406[/C][/ROW]
[ROW][C]24[/C][C]-0.275538[/C][C]-1.8277[/C][C]0.03719[/C][/ROW]
[ROW][C]25[/C][C]-0.1486[/C][C]-0.9857[/C][C]0.164834[/C][/ROW]
[ROW][C]26[/C][C]-0.008364[/C][C]-0.0555[/C][C]0.478004[/C][/ROW]
[ROW][C]27[/C][C]-0.000343[/C][C]-0.0023[/C][C]0.499098[/C][/ROW]
[ROW][C]28[/C][C]0.010962[/C][C]0.0727[/C][C]0.471182[/C][/ROW]
[ROW][C]29[/C][C]0.034487[/C][C]0.2288[/C][C]0.410058[/C][/ROW]
[ROW][C]30[/C][C]-0.000579[/C][C]-0.0038[/C][C]0.498477[/C][/ROW]
[ROW][C]31[/C][C]0.056228[/C][C]0.373[/C][C]0.355478[/C][/ROW]
[ROW][C]32[/C][C]0.034602[/C][C]0.2295[/C][C]0.409762[/C][/ROW]
[ROW][C]33[/C][C]0.034719[/C][C]0.2303[/C][C]0.409463[/C][/ROW]
[ROW][C]34[/C][C]-0.067404[/C][C]-0.4471[/C][C]0.328495[/C][/ROW]
[ROW][C]35[/C][C]-0.082838[/C][C]-0.5495[/C][C]0.292726[/C][/ROW]
[ROW][C]36[/C][C]-0.059102[/C][C]-0.392[/C][C]0.348461[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59183&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59183&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	0.421977	2.7991	0.00379
2	-0.030915	-0.2051	0.419234
3	-0.364937	-2.4207	0.009842
4	-0.339817	-2.2541	0.014611
5	-0.105644	-0.7008	0.243571
6	0.079016	0.5241	0.301407
7	0.148982	0.9882	0.164221
8	0.047726	0.3166	0.376529
9	-0.071988	-0.4775	0.31768
10	-0.084326	-0.5594	0.289378
11	0.047819	0.3172	0.376299
12	-0.028434	-0.1886	0.425634
13	0.068622	0.4552	0.325606
14	0.006748	0.0448	0.482251
15	-0.032446	-0.2152	0.415294
16	-0.173012	-1.1476	0.128661
17	-0.195764	-1.2985	0.100432
18	0.014532	0.0964	0.461821
19	0.122776	0.8144	0.209899
20	0.267258	1.7728	0.041593
21	0.209488	1.3896	0.085823
22	0.022693	0.1505	0.440519
23	-0.242536	-1.6088	0.057406
24	-0.275538	-1.8277	0.03719
25	-0.1486	-0.9857	0.164834
26	-0.008364	-0.0555	0.478004
27	-0.000343	-0.0023	0.499098
28	0.010962	0.0727	0.471182
29	0.034487	0.2288	0.410058
30	-0.000579	-0.0038	0.498477
31	0.056228	0.373	0.355478
32	0.034602	0.2295	0.409762
33	0.034719	0.2303	0.409463
34	-0.067404	-0.4471	0.328495
35	-0.082838	-0.5495	0.292726
36	-0.059102	-0.392	0.348461

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.421977	2.7991	0.00379
2	-0.254252	-1.6865	0.049387
3	-0.313847	-2.0818	0.021604
4	-0.066484	-0.441	0.330685
5	0.036193	0.2401	0.405694
6	-0.034968	-0.232	0.408826
7	-0.011112	-0.0737	0.470789
8	-0.070384	-0.4669	0.321447
9	-0.057618	-0.3822	0.352079
10	0.020214	0.1341	0.446974
11	0.114648	0.7605	0.22551
12	-0.210684	-1.3975	0.084632
13	0.146759	0.9735	0.167816
14	-0.036393	-0.2414	0.405181
15	-0.055044	-0.3651	0.358385
16	-0.198594	-1.3173	0.097274
17	-0.0626	-0.4152	0.339993
18	0.132821	0.881	0.191544
19	-0.043078	-0.2857	0.388207
20	0.147258	0.9768	0.167004
21	0.048292	0.3203	0.375117
22	-0.049382	-0.3276	0.372398
23	-0.104804	-0.6952	0.245296
24	-0.055842	-0.3704	0.356426
25	-0.005141	-0.0341	0.486475
26	-0.16473	-1.0927	0.140237
27	-0.115705	-0.7675	0.223442
28	-0.038579	-0.2559	0.39961
29	-0.0162	-0.1075	0.457457
30	-0.016392	-0.1087	0.456953
31	-0.019671	-0.1305	0.448391
32	-0.024329	-0.1614	0.436266
33	-0.02683	-0.178	0.429781
34	-0.047187	-0.313	0.377879
35	-0.035962	-0.2385	0.406283
36	-0.053557	-0.3553	0.362048

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.421977 & 2.7991 & 0.00379 \tabularnewline
2 & -0.254252 & -1.6865 & 0.049387 \tabularnewline
3 & -0.313847 & -2.0818 & 0.021604 \tabularnewline
4 & -0.066484 & -0.441 & 0.330685 \tabularnewline
5 & 0.036193 & 0.2401 & 0.405694 \tabularnewline
6 & -0.034968 & -0.232 & 0.408826 \tabularnewline
7 & -0.011112 & -0.0737 & 0.470789 \tabularnewline
8 & -0.070384 & -0.4669 & 0.321447 \tabularnewline
9 & -0.057618 & -0.3822 & 0.352079 \tabularnewline
10 & 0.020214 & 0.1341 & 0.446974 \tabularnewline
11 & 0.114648 & 0.7605 & 0.22551 \tabularnewline
12 & -0.210684 & -1.3975 & 0.084632 \tabularnewline
13 & 0.146759 & 0.9735 & 0.167816 \tabularnewline
14 & -0.036393 & -0.2414 & 0.405181 \tabularnewline
15 & -0.055044 & -0.3651 & 0.358385 \tabularnewline
16 & -0.198594 & -1.3173 & 0.097274 \tabularnewline
17 & -0.0626 & -0.4152 & 0.339993 \tabularnewline
18 & 0.132821 & 0.881 & 0.191544 \tabularnewline
19 & -0.043078 & -0.2857 & 0.388207 \tabularnewline
20 & 0.147258 & 0.9768 & 0.167004 \tabularnewline
21 & 0.048292 & 0.3203 & 0.375117 \tabularnewline
22 & -0.049382 & -0.3276 & 0.372398 \tabularnewline
23 & -0.104804 & -0.6952 & 0.245296 \tabularnewline
24 & -0.055842 & -0.3704 & 0.356426 \tabularnewline
25 & -0.005141 & -0.0341 & 0.486475 \tabularnewline
26 & -0.16473 & -1.0927 & 0.140237 \tabularnewline
27 & -0.115705 & -0.7675 & 0.223442 \tabularnewline
28 & -0.038579 & -0.2559 & 0.39961 \tabularnewline
29 & -0.0162 & -0.1075 & 0.457457 \tabularnewline
30 & -0.016392 & -0.1087 & 0.456953 \tabularnewline
31 & -0.019671 & -0.1305 & 0.448391 \tabularnewline
32 & -0.024329 & -0.1614 & 0.436266 \tabularnewline
33 & -0.02683 & -0.178 & 0.429781 \tabularnewline
34 & -0.047187 & -0.313 & 0.377879 \tabularnewline
35 & -0.035962 & -0.2385 & 0.406283 \tabularnewline
36 & -0.053557 & -0.3553 & 0.362048 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59183&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]0.421977[/C][C]2.7991[/C][C]0.00379[/C][/ROW]
[ROW][C]2[/C][C]-0.254252[/C][C]-1.6865[/C][C]0.049387[/C][/ROW]
[ROW][C]3[/C][C]-0.313847[/C][C]-2.0818[/C][C]0.021604[/C][/ROW]
[ROW][C]4[/C][C]-0.066484[/C][C]-0.441[/C][C]0.330685[/C][/ROW]
[ROW][C]5[/C][C]0.036193[/C][C]0.2401[/C][C]0.405694[/C][/ROW]
[ROW][C]6[/C][C]-0.034968[/C][C]-0.232[/C][C]0.408826[/C][/ROW]
[ROW][C]7[/C][C]-0.011112[/C][C]-0.0737[/C][C]0.470789[/C][/ROW]
[ROW][C]8[/C][C]-0.070384[/C][C]-0.4669[/C][C]0.321447[/C][/ROW]
[ROW][C]9[/C][C]-0.057618[/C][C]-0.3822[/C][C]0.352079[/C][/ROW]
[ROW][C]10[/C][C]0.020214[/C][C]0.1341[/C][C]0.446974[/C][/ROW]
[ROW][C]11[/C][C]0.114648[/C][C]0.7605[/C][C]0.22551[/C][/ROW]
[ROW][C]12[/C][C]-0.210684[/C][C]-1.3975[/C][C]0.084632[/C][/ROW]
[ROW][C]13[/C][C]0.146759[/C][C]0.9735[/C][C]0.167816[/C][/ROW]
[ROW][C]14[/C][C]-0.036393[/C][C]-0.2414[/C][C]0.405181[/C][/ROW]
[ROW][C]15[/C][C]-0.055044[/C][C]-0.3651[/C][C]0.358385[/C][/ROW]
[ROW][C]16[/C][C]-0.198594[/C][C]-1.3173[/C][C]0.097274[/C][/ROW]
[ROW][C]17[/C][C]-0.0626[/C][C]-0.4152[/C][C]0.339993[/C][/ROW]
[ROW][C]18[/C][C]0.132821[/C][C]0.881[/C][C]0.191544[/C][/ROW]
[ROW][C]19[/C][C]-0.043078[/C][C]-0.2857[/C][C]0.388207[/C][/ROW]
[ROW][C]20[/C][C]0.147258[/C][C]0.9768[/C][C]0.167004[/C][/ROW]
[ROW][C]21[/C][C]0.048292[/C][C]0.3203[/C][C]0.375117[/C][/ROW]
[ROW][C]22[/C][C]-0.049382[/C][C]-0.3276[/C][C]0.372398[/C][/ROW]
[ROW][C]23[/C][C]-0.104804[/C][C]-0.6952[/C][C]0.245296[/C][/ROW]
[ROW][C]24[/C][C]-0.055842[/C][C]-0.3704[/C][C]0.356426[/C][/ROW]
[ROW][C]25[/C][C]-0.005141[/C][C]-0.0341[/C][C]0.486475[/C][/ROW]
[ROW][C]26[/C][C]-0.16473[/C][C]-1.0927[/C][C]0.140237[/C][/ROW]
[ROW][C]27[/C][C]-0.115705[/C][C]-0.7675[/C][C]0.223442[/C][/ROW]
[ROW][C]28[/C][C]-0.038579[/C][C]-0.2559[/C][C]0.39961[/C][/ROW]
[ROW][C]29[/C][C]-0.0162[/C][C]-0.1075[/C][C]0.457457[/C][/ROW]
[ROW][C]30[/C][C]-0.016392[/C][C]-0.1087[/C][C]0.456953[/C][/ROW]
[ROW][C]31[/C][C]-0.019671[/C][C]-0.1305[/C][C]0.448391[/C][/ROW]
[ROW][C]32[/C][C]-0.024329[/C][C]-0.1614[/C][C]0.436266[/C][/ROW]
[ROW][C]33[/C][C]-0.02683[/C][C]-0.178[/C][C]0.429781[/C][/ROW]
[ROW][C]34[/C][C]-0.047187[/C][C]-0.313[/C][C]0.377879[/C][/ROW]
[ROW][C]35[/C][C]-0.035962[/C][C]-0.2385[/C][C]0.406283[/C][/ROW]
[ROW][C]36[/C][C]-0.053557[/C][C]-0.3553[/C][C]0.362048[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59183&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59183&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	0.421977	2.7991	0.00379
2	-0.254252	-1.6865	0.049387
3	-0.313847	-2.0818	0.021604
4	-0.066484	-0.441	0.330685
5	0.036193	0.2401	0.405694
6	-0.034968	-0.232	0.408826
7	-0.011112	-0.0737	0.470789
8	-0.070384	-0.4669	0.321447
9	-0.057618	-0.3822	0.352079
10	0.020214	0.1341	0.446974
11	0.114648	0.7605	0.22551
12	-0.210684	-1.3975	0.084632
13	0.146759	0.9735	0.167816
14	-0.036393	-0.2414	0.405181
15	-0.055044	-0.3651	0.358385
16	-0.198594	-1.3173	0.097274
17	-0.0626	-0.4152	0.339993
18	0.132821	0.881	0.191544
19	-0.043078	-0.2857	0.388207
20	0.147258	0.9768	0.167004
21	0.048292	0.3203	0.375117
22	-0.049382	-0.3276	0.372398
23	-0.104804	-0.6952	0.245296
24	-0.055842	-0.3704	0.356426
25	-0.005141	-0.0341	0.486475
26	-0.16473	-1.0927	0.140237
27	-0.115705	-0.7675	0.223442
28	-0.038579	-0.2559	0.39961
29	-0.0162	-0.1075	0.457457
30	-0.016392	-0.1087	0.456953
31	-0.019671	-0.1305	0.448391
32	-0.024329	-0.1614	0.436266
33	-0.02683	-0.178	0.429781
34	-0.047187	-0.313	0.377879
35	-0.035962	-0.2385	0.406283
36	-0.053557	-0.3553	0.362048

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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