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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 11:55:10 -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/t1259089077imcgx8d000xu9dq.htm/, Retrieved Tue, 05 Dec 2023 21:37:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59226, Retrieved Tue, 05 Dec 2023 21:37:40 +0000

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Estimated Impact

141

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] [WS8] [2009-11-24 18:55:10] [9a1fef436e1d399a5ecd6808bfbd8489] [Current]
-   P             [(Partial) Autocorrelation Function] [WS8] [2009-11-26 20:37:24] [b8b64ced21f32e31669b267b64eede7f] 
-   P             [(Partial) Autocorrelation Function] [WS8] [2009-11-26 20:40:39] [b8b64ced21f32e31669b267b64eede7f] 

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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=59226&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=59226&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59226&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	0.375451	2.9082	0.002545
2	0.352637	2.7315	0.004134
3	0.485718	3.7624	0.000192
4	0.341448	2.6448	0.005208
5	0.26575	2.0585	0.021947
6	0.226448	1.7541	0.042263
7	0.246601	1.9102	0.030448
8	0.185483	1.4367	0.077992
9	0.168799	1.3075	0.098014
10	0.170583	1.3213	0.095704
11	-0.043804	-0.3393	0.367783
12	0.178288	1.381	0.086199
13	0.046311	0.3587	0.360531
14	-0.030149	-0.2335	0.408071
15	-0.038322	-0.2968	0.383808
16	-0.070069	-0.5428	0.294656
17	-0.05425	-0.4202	0.337914
18	-0.089643	-0.6944	0.245066
19	-0.147002	-1.1387	0.129683
20	-0.148233	-1.1482	0.12772
21	-0.055308	-0.4284	0.334941
22	-0.090401	-0.7002	0.24324
23	-0.181918	-1.4091	0.081979
24	-0.077041	-0.5968	0.276458
25	-0.073349	-0.5682	0.286023
26	-0.111904	-0.8668	0.194752
27	-0.137161	-1.0624	0.146146
28	-0.160431	-1.2427	0.109407
29	-0.119554	-0.9261	0.179062
30	-0.130737	-1.0127	0.157639
31	-0.247009	-1.9133	0.030241
32	-0.209858	-1.6256	0.054643
33	-0.141352	-1.0949	0.138967
34	-0.202231	-1.5665	0.061248
35	-0.226513	-1.7546	0.04222
36	-0.156043	-1.2087	0.115759

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375451 & 2.9082 & 0.002545 \tabularnewline
2 & 0.352637 & 2.7315 & 0.004134 \tabularnewline
3 & 0.485718 & 3.7624 & 0.000192 \tabularnewline
4 & 0.341448 & 2.6448 & 0.005208 \tabularnewline
5 & 0.26575 & 2.0585 & 0.021947 \tabularnewline
6 & 0.226448 & 1.7541 & 0.042263 \tabularnewline
7 & 0.246601 & 1.9102 & 0.030448 \tabularnewline
8 & 0.185483 & 1.4367 & 0.077992 \tabularnewline
9 & 0.168799 & 1.3075 & 0.098014 \tabularnewline
10 & 0.170583 & 1.3213 & 0.095704 \tabularnewline
11 & -0.043804 & -0.3393 & 0.367783 \tabularnewline
12 & 0.178288 & 1.381 & 0.086199 \tabularnewline
13 & 0.046311 & 0.3587 & 0.360531 \tabularnewline
14 & -0.030149 & -0.2335 & 0.408071 \tabularnewline
15 & -0.038322 & -0.2968 & 0.383808 \tabularnewline
16 & -0.070069 & -0.5428 & 0.294656 \tabularnewline
17 & -0.05425 & -0.4202 & 0.337914 \tabularnewline
18 & -0.089643 & -0.6944 & 0.245066 \tabularnewline
19 & -0.147002 & -1.1387 & 0.129683 \tabularnewline
20 & -0.148233 & -1.1482 & 0.12772 \tabularnewline
21 & -0.055308 & -0.4284 & 0.334941 \tabularnewline
22 & -0.090401 & -0.7002 & 0.24324 \tabularnewline
23 & -0.181918 & -1.4091 & 0.081979 \tabularnewline
24 & -0.077041 & -0.5968 & 0.276458 \tabularnewline
25 & -0.073349 & -0.5682 & 0.286023 \tabularnewline
26 & -0.111904 & -0.8668 & 0.194752 \tabularnewline
27 & -0.137161 & -1.0624 & 0.146146 \tabularnewline
28 & -0.160431 & -1.2427 & 0.109407 \tabularnewline
29 & -0.119554 & -0.9261 & 0.179062 \tabularnewline
30 & -0.130737 & -1.0127 & 0.157639 \tabularnewline
31 & -0.247009 & -1.9133 & 0.030241 \tabularnewline
32 & -0.209858 & -1.6256 & 0.054643 \tabularnewline
33 & -0.141352 & -1.0949 & 0.138967 \tabularnewline
34 & -0.202231 & -1.5665 & 0.061248 \tabularnewline
35 & -0.226513 & -1.7546 & 0.04222 \tabularnewline
36 & -0.156043 & -1.2087 & 0.115759 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59226&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]0.375451[/C][C]2.9082[/C][C]0.002545[/C][/ROW]
[ROW][C]2[/C][C]0.352637[/C][C]2.7315[/C][C]0.004134[/C][/ROW]
[ROW][C]3[/C][C]0.485718[/C][C]3.7624[/C][C]0.000192[/C][/ROW]
[ROW][C]4[/C][C]0.341448[/C][C]2.6448[/C][C]0.005208[/C][/ROW]
[ROW][C]5[/C][C]0.26575[/C][C]2.0585[/C][C]0.021947[/C][/ROW]
[ROW][C]6[/C][C]0.226448[/C][C]1.7541[/C][C]0.042263[/C][/ROW]
[ROW][C]7[/C][C]0.246601[/C][C]1.9102[/C][C]0.030448[/C][/ROW]
[ROW][C]8[/C][C]0.185483[/C][C]1.4367[/C][C]0.077992[/C][/ROW]
[ROW][C]9[/C][C]0.168799[/C][C]1.3075[/C][C]0.098014[/C][/ROW]
[ROW][C]10[/C][C]0.170583[/C][C]1.3213[/C][C]0.095704[/C][/ROW]
[ROW][C]11[/C][C]-0.043804[/C][C]-0.3393[/C][C]0.367783[/C][/ROW]
[ROW][C]12[/C][C]0.178288[/C][C]1.381[/C][C]0.086199[/C][/ROW]
[ROW][C]13[/C][C]0.046311[/C][C]0.3587[/C][C]0.360531[/C][/ROW]
[ROW][C]14[/C][C]-0.030149[/C][C]-0.2335[/C][C]0.408071[/C][/ROW]
[ROW][C]15[/C][C]-0.038322[/C][C]-0.2968[/C][C]0.383808[/C][/ROW]
[ROW][C]16[/C][C]-0.070069[/C][C]-0.5428[/C][C]0.294656[/C][/ROW]
[ROW][C]17[/C][C]-0.05425[/C][C]-0.4202[/C][C]0.337914[/C][/ROW]
[ROW][C]18[/C][C]-0.089643[/C][C]-0.6944[/C][C]0.245066[/C][/ROW]
[ROW][C]19[/C][C]-0.147002[/C][C]-1.1387[/C][C]0.129683[/C][/ROW]
[ROW][C]20[/C][C]-0.148233[/C][C]-1.1482[/C][C]0.12772[/C][/ROW]
[ROW][C]21[/C][C]-0.055308[/C][C]-0.4284[/C][C]0.334941[/C][/ROW]
[ROW][C]22[/C][C]-0.090401[/C][C]-0.7002[/C][C]0.24324[/C][/ROW]
[ROW][C]23[/C][C]-0.181918[/C][C]-1.4091[/C][C]0.081979[/C][/ROW]
[ROW][C]24[/C][C]-0.077041[/C][C]-0.5968[/C][C]0.276458[/C][/ROW]
[ROW][C]25[/C][C]-0.073349[/C][C]-0.5682[/C][C]0.286023[/C][/ROW]
[ROW][C]26[/C][C]-0.111904[/C][C]-0.8668[/C][C]0.194752[/C][/ROW]
[ROW][C]27[/C][C]-0.137161[/C][C]-1.0624[/C][C]0.146146[/C][/ROW]
[ROW][C]28[/C][C]-0.160431[/C][C]-1.2427[/C][C]0.109407[/C][/ROW]
[ROW][C]29[/C][C]-0.119554[/C][C]-0.9261[/C][C]0.179062[/C][/ROW]
[ROW][C]30[/C][C]-0.130737[/C][C]-1.0127[/C][C]0.157639[/C][/ROW]
[ROW][C]31[/C][C]-0.247009[/C][C]-1.9133[/C][C]0.030241[/C][/ROW]
[ROW][C]32[/C][C]-0.209858[/C][C]-1.6256[/C][C]0.054643[/C][/ROW]
[ROW][C]33[/C][C]-0.141352[/C][C]-1.0949[/C][C]0.138967[/C][/ROW]
[ROW][C]34[/C][C]-0.202231[/C][C]-1.5665[/C][C]0.061248[/C][/ROW]
[ROW][C]35[/C][C]-0.226513[/C][C]-1.7546[/C][C]0.04222[/C][/ROW]
[ROW][C]36[/C][C]-0.156043[/C][C]-1.2087[/C][C]0.115759[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59226&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59226&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	0.375451	2.9082	0.002545
2	0.352637	2.7315	0.004134
3	0.485718	3.7624	0.000192
4	0.341448	2.6448	0.005208
5	0.26575	2.0585	0.021947
6	0.226448	1.7541	0.042263
7	0.246601	1.9102	0.030448
8	0.185483	1.4367	0.077992
9	0.168799	1.3075	0.098014
10	0.170583	1.3213	0.095704
11	-0.043804	-0.3393	0.367783
12	0.178288	1.381	0.086199
13	0.046311	0.3587	0.360531
14	-0.030149	-0.2335	0.408071
15	-0.038322	-0.2968	0.383808
16	-0.070069	-0.5428	0.294656
17	-0.05425	-0.4202	0.337914
18	-0.089643	-0.6944	0.245066
19	-0.147002	-1.1387	0.129683
20	-0.148233	-1.1482	0.12772
21	-0.055308	-0.4284	0.334941
22	-0.090401	-0.7002	0.24324
23	-0.181918	-1.4091	0.081979
24	-0.077041	-0.5968	0.276458
25	-0.073349	-0.5682	0.286023
26	-0.111904	-0.8668	0.194752
27	-0.137161	-1.0624	0.146146
28	-0.160431	-1.2427	0.109407
29	-0.119554	-0.9261	0.179062
30	-0.130737	-1.0127	0.157639
31	-0.247009	-1.9133	0.030241
32	-0.209858	-1.6256	0.054643
33	-0.141352	-1.0949	0.138967
34	-0.202231	-1.5665	0.061248
35	-0.226513	-1.7546	0.04222
36	-0.156043	-1.2087	0.115759

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.375451	2.9082	0.002545
2	0.246408	1.9087	0.030546
3	0.363661	2.8169	0.003277
4	0.086264	0.6682	0.253285
5	-0.0115	-0.0891	0.464658
6	-0.08494	-0.6579	0.256547
7	0.037125	0.2876	0.387334
8	0.004857	0.0376	0.485055
9	0.039261	0.3041	0.381046
10	0.019423	0.1504	0.440458
11	-0.265568	-2.0571	0.022017
12	0.171537	1.3287	0.094486
13	-0.072399	-0.5608	0.288511
14	0.01413	0.1095	0.456604
15	-0.154562	-1.1972	0.117962
16	-0.079603	-0.6166	0.269914
17	-0.002265	-0.0175	0.49303
18	0.059066	0.4575	0.324473
19	-0.07667	-0.5939	0.277411
20	-0.083403	-0.646	0.260361
21	0.126372	0.9789	0.165787
22	-0.029152	-0.2258	0.411057
23	0.045277	0.3507	0.363516
24	-0.05211	-0.4036	0.343955
25	0.029384	0.2276	0.410364
26	-0.028963	-0.2243	0.411626
27	-0.042894	-0.3323	0.370427
28	-0.105477	-0.817	0.208574
29	-0.00737	-0.0571	0.477332
30	-0.025856	-0.2003	0.420971
31	-0.203032	-1.5727	0.060526
32	0.010851	0.0841	0.466646
33	-0.026909	-0.2084	0.417798
34	-0.014466	-0.1121	0.455577
35	-0.0617	-0.4779	0.317219
36	0.038919	0.3015	0.382052

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375451 & 2.9082 & 0.002545 \tabularnewline
2 & 0.246408 & 1.9087 & 0.030546 \tabularnewline
3 & 0.363661 & 2.8169 & 0.003277 \tabularnewline
4 & 0.086264 & 0.6682 & 0.253285 \tabularnewline
5 & -0.0115 & -0.0891 & 0.464658 \tabularnewline
6 & -0.08494 & -0.6579 & 0.256547 \tabularnewline
7 & 0.037125 & 0.2876 & 0.387334 \tabularnewline
8 & 0.004857 & 0.0376 & 0.485055 \tabularnewline
9 & 0.039261 & 0.3041 & 0.381046 \tabularnewline
10 & 0.019423 & 0.1504 & 0.440458 \tabularnewline
11 & -0.265568 & -2.0571 & 0.022017 \tabularnewline
12 & 0.171537 & 1.3287 & 0.094486 \tabularnewline
13 & -0.072399 & -0.5608 & 0.288511 \tabularnewline
14 & 0.01413 & 0.1095 & 0.456604 \tabularnewline
15 & -0.154562 & -1.1972 & 0.117962 \tabularnewline
16 & -0.079603 & -0.6166 & 0.269914 \tabularnewline
17 & -0.002265 & -0.0175 & 0.49303 \tabularnewline
18 & 0.059066 & 0.4575 & 0.324473 \tabularnewline
19 & -0.07667 & -0.5939 & 0.277411 \tabularnewline
20 & -0.083403 & -0.646 & 0.260361 \tabularnewline
21 & 0.126372 & 0.9789 & 0.165787 \tabularnewline
22 & -0.029152 & -0.2258 & 0.411057 \tabularnewline
23 & 0.045277 & 0.3507 & 0.363516 \tabularnewline
24 & -0.05211 & -0.4036 & 0.343955 \tabularnewline
25 & 0.029384 & 0.2276 & 0.410364 \tabularnewline
26 & -0.028963 & -0.2243 & 0.411626 \tabularnewline
27 & -0.042894 & -0.3323 & 0.370427 \tabularnewline
28 & -0.105477 & -0.817 & 0.208574 \tabularnewline
29 & -0.00737 & -0.0571 & 0.477332 \tabularnewline
30 & -0.025856 & -0.2003 & 0.420971 \tabularnewline
31 & -0.203032 & -1.5727 & 0.060526 \tabularnewline
32 & 0.010851 & 0.0841 & 0.466646 \tabularnewline
33 & -0.026909 & -0.2084 & 0.417798 \tabularnewline
34 & -0.014466 & -0.1121 & 0.455577 \tabularnewline
35 & -0.0617 & -0.4779 & 0.317219 \tabularnewline
36 & 0.038919 & 0.3015 & 0.382052 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59226&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]0.375451[/C][C]2.9082[/C][C]0.002545[/C][/ROW]
[ROW][C]2[/C][C]0.246408[/C][C]1.9087[/C][C]0.030546[/C][/ROW]
[ROW][C]3[/C][C]0.363661[/C][C]2.8169[/C][C]0.003277[/C][/ROW]
[ROW][C]4[/C][C]0.086264[/C][C]0.6682[/C][C]0.253285[/C][/ROW]
[ROW][C]5[/C][C]-0.0115[/C][C]-0.0891[/C][C]0.464658[/C][/ROW]
[ROW][C]6[/C][C]-0.08494[/C][C]-0.6579[/C][C]0.256547[/C][/ROW]
[ROW][C]7[/C][C]0.037125[/C][C]0.2876[/C][C]0.387334[/C][/ROW]
[ROW][C]8[/C][C]0.004857[/C][C]0.0376[/C][C]0.485055[/C][/ROW]
[ROW][C]9[/C][C]0.039261[/C][C]0.3041[/C][C]0.381046[/C][/ROW]
[ROW][C]10[/C][C]0.019423[/C][C]0.1504[/C][C]0.440458[/C][/ROW]
[ROW][C]11[/C][C]-0.265568[/C][C]-2.0571[/C][C]0.022017[/C][/ROW]
[ROW][C]12[/C][C]0.171537[/C][C]1.3287[/C][C]0.094486[/C][/ROW]
[ROW][C]13[/C][C]-0.072399[/C][C]-0.5608[/C][C]0.288511[/C][/ROW]
[ROW][C]14[/C][C]0.01413[/C][C]0.1095[/C][C]0.456604[/C][/ROW]
[ROW][C]15[/C][C]-0.154562[/C][C]-1.1972[/C][C]0.117962[/C][/ROW]
[ROW][C]16[/C][C]-0.079603[/C][C]-0.6166[/C][C]0.269914[/C][/ROW]
[ROW][C]17[/C][C]-0.002265[/C][C]-0.0175[/C][C]0.49303[/C][/ROW]
[ROW][C]18[/C][C]0.059066[/C][C]0.4575[/C][C]0.324473[/C][/ROW]
[ROW][C]19[/C][C]-0.07667[/C][C]-0.5939[/C][C]0.277411[/C][/ROW]
[ROW][C]20[/C][C]-0.083403[/C][C]-0.646[/C][C]0.260361[/C][/ROW]
[ROW][C]21[/C][C]0.126372[/C][C]0.9789[/C][C]0.165787[/C][/ROW]
[ROW][C]22[/C][C]-0.029152[/C][C]-0.2258[/C][C]0.411057[/C][/ROW]
[ROW][C]23[/C][C]0.045277[/C][C]0.3507[/C][C]0.363516[/C][/ROW]
[ROW][C]24[/C][C]-0.05211[/C][C]-0.4036[/C][C]0.343955[/C][/ROW]
[ROW][C]25[/C][C]0.029384[/C][C]0.2276[/C][C]0.410364[/C][/ROW]
[ROW][C]26[/C][C]-0.028963[/C][C]-0.2243[/C][C]0.411626[/C][/ROW]
[ROW][C]27[/C][C]-0.042894[/C][C]-0.3323[/C][C]0.370427[/C][/ROW]
[ROW][C]28[/C][C]-0.105477[/C][C]-0.817[/C][C]0.208574[/C][/ROW]
[ROW][C]29[/C][C]-0.00737[/C][C]-0.0571[/C][C]0.477332[/C][/ROW]
[ROW][C]30[/C][C]-0.025856[/C][C]-0.2003[/C][C]0.420971[/C][/ROW]
[ROW][C]31[/C][C]-0.203032[/C][C]-1.5727[/C][C]0.060526[/C][/ROW]
[ROW][C]32[/C][C]0.010851[/C][C]0.0841[/C][C]0.466646[/C][/ROW]
[ROW][C]33[/C][C]-0.026909[/C][C]-0.2084[/C][C]0.417798[/C][/ROW]
[ROW][C]34[/C][C]-0.014466[/C][C]-0.1121[/C][C]0.455577[/C][/ROW]
[ROW][C]35[/C][C]-0.0617[/C][C]-0.4779[/C][C]0.317219[/C][/ROW]
[ROW][C]36[/C][C]0.038919[/C][C]0.3015[/C][C]0.382052[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59226&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59226&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	0.375451	2.9082	0.002545
2	0.246408	1.9087	0.030546
3	0.363661	2.8169	0.003277
4	0.086264	0.6682	0.253285
5	-0.0115	-0.0891	0.464658
6	-0.08494	-0.6579	0.256547
7	0.037125	0.2876	0.387334
8	0.004857	0.0376	0.485055
9	0.039261	0.3041	0.381046
10	0.019423	0.1504	0.440458
11	-0.265568	-2.0571	0.022017
12	0.171537	1.3287	0.094486
13	-0.072399	-0.5608	0.288511
14	0.01413	0.1095	0.456604
15	-0.154562	-1.1972	0.117962
16	-0.079603	-0.6166	0.269914
17	-0.002265	-0.0175	0.49303
18	0.059066	0.4575	0.324473
19	-0.07667	-0.5939	0.277411
20	-0.083403	-0.646	0.260361
21	0.126372	0.9789	0.165787
22	-0.029152	-0.2258	0.411057
23	0.045277	0.3507	0.363516
24	-0.05211	-0.4036	0.343955
25	0.029384	0.2276	0.410364
26	-0.028963	-0.2243	0.411626
27	-0.042894	-0.3323	0.370427
28	-0.105477	-0.817	0.208574
29	-0.00737	-0.0571	0.477332
30	-0.025856	-0.2003	0.420971
31	-0.203032	-1.5727	0.060526
32	0.010851	0.0841	0.466646
33	-0.026909	-0.2084	0.417798
34	-0.014466	-0.1121	0.455577
35	-0.0617	-0.4779	0.317219
36	0.038919	0.3015	0.382052

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