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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 08:47:01 -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/Nov/25/t1259164063sede69xb5qwe1z1.htm/, Retrieved Tue, 07 May 2024 15:52:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59407, Retrieved Tue, 07 May 2024 15:52:29 +0000

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User-defined keywords

Estimated Impact

152

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-25 15:47:01] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]

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Dataseries X:

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Boxplots

8,2
8,3
8,1
7,4
7,3
7,7
8
8
7,7
6,9
6,6
6,9
7,5
7,9
7,7
6,5
6,1
6,4
6,8
7,1
7,3
7,2
7
7
7
7,3
7,5
7,2
7,7
8
7,9
8
8
7,9
7,9
8
8,1
8,1
8,2
8
8,3
8,5
8,6
8,7
8,7
8,5
8,4
8,5
8,7
8,7
8,6
7,9
8,1
8,2
8,5
8,6
8,5
8,3
8,2
8,7

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=59407&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=59407&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59407&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	0.883501	6.1211	0
2	0.676599	4.6876	1.2e-05
3	0.492185	3.41	0.000663
4	0.38868	2.6929	0.004864
5	0.374226	2.5927	0.006292
6	0.384355	2.6629	0.005256
7	0.352451	2.4418	0.009174
8	0.242157	1.6777	0.049952
9	0.084501	0.5854	0.280498
10	-0.049076	-0.34	0.367666
11	-0.140993	-0.9768	0.166777
12	-0.188861	-1.3085	0.098473
13	-0.208911	-1.4474	0.077146
14	-0.224744	-1.5571	0.063011
15	-0.260811	-1.807	0.03852
16	-0.302554	-2.0962	0.020682
17	-0.317326	-2.1985	0.016383
18	-0.316824	-2.195	0.016516
19	-0.313113	-2.1693	0.017521
20	-0.297548	-2.0615	0.022348
21	-0.296834	-2.0565	0.022595
22	-0.319483	-2.2134	0.015827
23	-0.338233	-2.3433	0.011651
24	-0.333965	-2.3138	0.012504
25	-0.289813	-2.0079	0.025151
26	-0.243221	-1.6851	0.049232
27	-0.209862	-1.454	0.076232
28	-0.185387	-1.2844	0.102584
29	-0.174065	-1.206	0.116873
30	-0.154655	-1.0715	0.144656
31	-0.106206	-0.7358	0.232711
32	-0.056061	-0.3884	0.349718
33	-0.009973	-0.0691	0.472601
34	0.026091	0.1808	0.428656
35	0.053112	0.368	0.357256
36	0.078887	0.5465	0.293612

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883501 & 6.1211 & 0 \tabularnewline
2 & 0.676599 & 4.6876 & 1.2e-05 \tabularnewline
3 & 0.492185 & 3.41 & 0.000663 \tabularnewline
4 & 0.38868 & 2.6929 & 0.004864 \tabularnewline
5 & 0.374226 & 2.5927 & 0.006292 \tabularnewline
6 & 0.384355 & 2.6629 & 0.005256 \tabularnewline
7 & 0.352451 & 2.4418 & 0.009174 \tabularnewline
8 & 0.242157 & 1.6777 & 0.049952 \tabularnewline
9 & 0.084501 & 0.5854 & 0.280498 \tabularnewline
10 & -0.049076 & -0.34 & 0.367666 \tabularnewline
11 & -0.140993 & -0.9768 & 0.166777 \tabularnewline
12 & -0.188861 & -1.3085 & 0.098473 \tabularnewline
13 & -0.208911 & -1.4474 & 0.077146 \tabularnewline
14 & -0.224744 & -1.5571 & 0.063011 \tabularnewline
15 & -0.260811 & -1.807 & 0.03852 \tabularnewline
16 & -0.302554 & -2.0962 & 0.020682 \tabularnewline
17 & -0.317326 & -2.1985 & 0.016383 \tabularnewline
18 & -0.316824 & -2.195 & 0.016516 \tabularnewline
19 & -0.313113 & -2.1693 & 0.017521 \tabularnewline
20 & -0.297548 & -2.0615 & 0.022348 \tabularnewline
21 & -0.296834 & -2.0565 & 0.022595 \tabularnewline
22 & -0.319483 & -2.2134 & 0.015827 \tabularnewline
23 & -0.338233 & -2.3433 & 0.011651 \tabularnewline
24 & -0.333965 & -2.3138 & 0.012504 \tabularnewline
25 & -0.289813 & -2.0079 & 0.025151 \tabularnewline
26 & -0.243221 & -1.6851 & 0.049232 \tabularnewline
27 & -0.209862 & -1.454 & 0.076232 \tabularnewline
28 & -0.185387 & -1.2844 & 0.102584 \tabularnewline
29 & -0.174065 & -1.206 & 0.116873 \tabularnewline
30 & -0.154655 & -1.0715 & 0.144656 \tabularnewline
31 & -0.106206 & -0.7358 & 0.232711 \tabularnewline
32 & -0.056061 & -0.3884 & 0.349718 \tabularnewline
33 & -0.009973 & -0.0691 & 0.472601 \tabularnewline
34 & 0.026091 & 0.1808 & 0.428656 \tabularnewline
35 & 0.053112 & 0.368 & 0.357256 \tabularnewline
36 & 0.078887 & 0.5465 & 0.293612 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59407&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]0.883501[/C][C]6.1211[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.676599[/C][C]4.6876[/C][C]1.2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.492185[/C][C]3.41[/C][C]0.000663[/C][/ROW]
[ROW][C]4[/C][C]0.38868[/C][C]2.6929[/C][C]0.004864[/C][/ROW]
[ROW][C]5[/C][C]0.374226[/C][C]2.5927[/C][C]0.006292[/C][/ROW]
[ROW][C]6[/C][C]0.384355[/C][C]2.6629[/C][C]0.005256[/C][/ROW]
[ROW][C]7[/C][C]0.352451[/C][C]2.4418[/C][C]0.009174[/C][/ROW]
[ROW][C]8[/C][C]0.242157[/C][C]1.6777[/C][C]0.049952[/C][/ROW]
[ROW][C]9[/C][C]0.084501[/C][C]0.5854[/C][C]0.280498[/C][/ROW]
[ROW][C]10[/C][C]-0.049076[/C][C]-0.34[/C][C]0.367666[/C][/ROW]
[ROW][C]11[/C][C]-0.140993[/C][C]-0.9768[/C][C]0.166777[/C][/ROW]
[ROW][C]12[/C][C]-0.188861[/C][C]-1.3085[/C][C]0.098473[/C][/ROW]
[ROW][C]13[/C][C]-0.208911[/C][C]-1.4474[/C][C]0.077146[/C][/ROW]
[ROW][C]14[/C][C]-0.224744[/C][C]-1.5571[/C][C]0.063011[/C][/ROW]
[ROW][C]15[/C][C]-0.260811[/C][C]-1.807[/C][C]0.03852[/C][/ROW]
[ROW][C]16[/C][C]-0.302554[/C][C]-2.0962[/C][C]0.020682[/C][/ROW]
[ROW][C]17[/C][C]-0.317326[/C][C]-2.1985[/C][C]0.016383[/C][/ROW]
[ROW][C]18[/C][C]-0.316824[/C][C]-2.195[/C][C]0.016516[/C][/ROW]
[ROW][C]19[/C][C]-0.313113[/C][C]-2.1693[/C][C]0.017521[/C][/ROW]
[ROW][C]20[/C][C]-0.297548[/C][C]-2.0615[/C][C]0.022348[/C][/ROW]
[ROW][C]21[/C][C]-0.296834[/C][C]-2.0565[/C][C]0.022595[/C][/ROW]
[ROW][C]22[/C][C]-0.319483[/C][C]-2.2134[/C][C]0.015827[/C][/ROW]
[ROW][C]23[/C][C]-0.338233[/C][C]-2.3433[/C][C]0.011651[/C][/ROW]
[ROW][C]24[/C][C]-0.333965[/C][C]-2.3138[/C][C]0.012504[/C][/ROW]
[ROW][C]25[/C][C]-0.289813[/C][C]-2.0079[/C][C]0.025151[/C][/ROW]
[ROW][C]26[/C][C]-0.243221[/C][C]-1.6851[/C][C]0.049232[/C][/ROW]
[ROW][C]27[/C][C]-0.209862[/C][C]-1.454[/C][C]0.076232[/C][/ROW]
[ROW][C]28[/C][C]-0.185387[/C][C]-1.2844[/C][C]0.102584[/C][/ROW]
[ROW][C]29[/C][C]-0.174065[/C][C]-1.206[/C][C]0.116873[/C][/ROW]
[ROW][C]30[/C][C]-0.154655[/C][C]-1.0715[/C][C]0.144656[/C][/ROW]
[ROW][C]31[/C][C]-0.106206[/C][C]-0.7358[/C][C]0.232711[/C][/ROW]
[ROW][C]32[/C][C]-0.056061[/C][C]-0.3884[/C][C]0.349718[/C][/ROW]
[ROW][C]33[/C][C]-0.009973[/C][C]-0.0691[/C][C]0.472601[/C][/ROW]
[ROW][C]34[/C][C]0.026091[/C][C]0.1808[/C][C]0.428656[/C][/ROW]
[ROW][C]35[/C][C]0.053112[/C][C]0.368[/C][C]0.357256[/C][/ROW]
[ROW][C]36[/C][C]0.078887[/C][C]0.5465[/C][C]0.293612[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59407&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59407&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	0.883501	6.1211	0
2	0.676599	4.6876	1.2e-05
3	0.492185	3.41	0.000663
4	0.38868	2.6929	0.004864
5	0.374226	2.5927	0.006292
6	0.384355	2.6629	0.005256
7	0.352451	2.4418	0.009174
8	0.242157	1.6777	0.049952
9	0.084501	0.5854	0.280498
10	-0.049076	-0.34	0.367666
11	-0.140993	-0.9768	0.166777
12	-0.188861	-1.3085	0.098473
13	-0.208911	-1.4474	0.077146
14	-0.224744	-1.5571	0.063011
15	-0.260811	-1.807	0.03852
16	-0.302554	-2.0962	0.020682
17	-0.317326	-2.1985	0.016383
18	-0.316824	-2.195	0.016516
19	-0.313113	-2.1693	0.017521
20	-0.297548	-2.0615	0.022348
21	-0.296834	-2.0565	0.022595
22	-0.319483	-2.2134	0.015827
23	-0.338233	-2.3433	0.011651
24	-0.333965	-2.3138	0.012504
25	-0.289813	-2.0079	0.025151
26	-0.243221	-1.6851	0.049232
27	-0.209862	-1.454	0.076232
28	-0.185387	-1.2844	0.102584
29	-0.174065	-1.206	0.116873
30	-0.154655	-1.0715	0.144656
31	-0.106206	-0.7358	0.232711
32	-0.056061	-0.3884	0.349718
33	-0.009973	-0.0691	0.472601
34	0.026091	0.1808	0.428656
35	0.053112	0.368	0.357256
36	0.078887	0.5465	0.293612

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.883501	6.1211	0
2	-0.473849	-3.2829	0.00096
3	0.175131	1.2133	0.115468
4	0.164376	1.1388	0.130213
5	0.16231	1.1245	0.133193
6	-0.09755	-0.6758	0.251191
7	-0.134063	-0.9288	0.178817
8	-0.209384	-1.4507	0.07669
9	-0.072688	-0.5036	0.308424
10	0.028399	0.1968	0.422425
11	-0.175507	-1.216	0.114975
12	-0.05433	-0.3764	0.354134
13	-0.011823	-0.0819	0.467527
14	0.032107	0.2224	0.412457
15	-0.091818	-0.6361	0.263855
16	0.047666	0.3302	0.371328
17	0.079546	0.5511	0.292057
18	-0.103854	-0.7195	0.237654
19	-0.05245	-0.3634	0.358956
20	0.048362	0.3351	0.369518
21	-0.16874	-1.1691	0.124075
22	-0.131427	-0.9106	0.18354
23	0.018991	0.1316	0.447936
24	-0.050236	-0.348	0.364665
25	0.078858	0.5463	0.293681
26	-0.13464	-0.9328	0.177793
27	-0.009259	-0.0641	0.47456
28	0.062862	0.4355	0.332567
29	0.031055	0.2152	0.415279
30	-0.004421	-0.0306	0.487846
31	0.03496	0.2422	0.404824
32	-0.12022	-0.8329	0.204511
33	0.073346	0.5082	0.306836
34	-0.016433	-0.1139	0.454914
35	-0.049277	-0.3414	0.367147
36	0.037658	0.2609	0.397642

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883501 & 6.1211 & 0 \tabularnewline
2 & -0.473849 & -3.2829 & 0.00096 \tabularnewline
3 & 0.175131 & 1.2133 & 0.115468 \tabularnewline
4 & 0.164376 & 1.1388 & 0.130213 \tabularnewline
5 & 0.16231 & 1.1245 & 0.133193 \tabularnewline
6 & -0.09755 & -0.6758 & 0.251191 \tabularnewline
7 & -0.134063 & -0.9288 & 0.178817 \tabularnewline
8 & -0.209384 & -1.4507 & 0.07669 \tabularnewline
9 & -0.072688 & -0.5036 & 0.308424 \tabularnewline
10 & 0.028399 & 0.1968 & 0.422425 \tabularnewline
11 & -0.175507 & -1.216 & 0.114975 \tabularnewline
12 & -0.05433 & -0.3764 & 0.354134 \tabularnewline
13 & -0.011823 & -0.0819 & 0.467527 \tabularnewline
14 & 0.032107 & 0.2224 & 0.412457 \tabularnewline
15 & -0.091818 & -0.6361 & 0.263855 \tabularnewline
16 & 0.047666 & 0.3302 & 0.371328 \tabularnewline
17 & 0.079546 & 0.5511 & 0.292057 \tabularnewline
18 & -0.103854 & -0.7195 & 0.237654 \tabularnewline
19 & -0.05245 & -0.3634 & 0.358956 \tabularnewline
20 & 0.048362 & 0.3351 & 0.369518 \tabularnewline
21 & -0.16874 & -1.1691 & 0.124075 \tabularnewline
22 & -0.131427 & -0.9106 & 0.18354 \tabularnewline
23 & 0.018991 & 0.1316 & 0.447936 \tabularnewline
24 & -0.050236 & -0.348 & 0.364665 \tabularnewline
25 & 0.078858 & 0.5463 & 0.293681 \tabularnewline
26 & -0.13464 & -0.9328 & 0.177793 \tabularnewline
27 & -0.009259 & -0.0641 & 0.47456 \tabularnewline
28 & 0.062862 & 0.4355 & 0.332567 \tabularnewline
29 & 0.031055 & 0.2152 & 0.415279 \tabularnewline
30 & -0.004421 & -0.0306 & 0.487846 \tabularnewline
31 & 0.03496 & 0.2422 & 0.404824 \tabularnewline
32 & -0.12022 & -0.8329 & 0.204511 \tabularnewline
33 & 0.073346 & 0.5082 & 0.306836 \tabularnewline
34 & -0.016433 & -0.1139 & 0.454914 \tabularnewline
35 & -0.049277 & -0.3414 & 0.367147 \tabularnewline
36 & 0.037658 & 0.2609 & 0.397642 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59407&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]0.883501[/C][C]6.1211[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.473849[/C][C]-3.2829[/C][C]0.00096[/C][/ROW]
[ROW][C]3[/C][C]0.175131[/C][C]1.2133[/C][C]0.115468[/C][/ROW]
[ROW][C]4[/C][C]0.164376[/C][C]1.1388[/C][C]0.130213[/C][/ROW]
[ROW][C]5[/C][C]0.16231[/C][C]1.1245[/C][C]0.133193[/C][/ROW]
[ROW][C]6[/C][C]-0.09755[/C][C]-0.6758[/C][C]0.251191[/C][/ROW]
[ROW][C]7[/C][C]-0.134063[/C][C]-0.9288[/C][C]0.178817[/C][/ROW]
[ROW][C]8[/C][C]-0.209384[/C][C]-1.4507[/C][C]0.07669[/C][/ROW]
[ROW][C]9[/C][C]-0.072688[/C][C]-0.5036[/C][C]0.308424[/C][/ROW]
[ROW][C]10[/C][C]0.028399[/C][C]0.1968[/C][C]0.422425[/C][/ROW]
[ROW][C]11[/C][C]-0.175507[/C][C]-1.216[/C][C]0.114975[/C][/ROW]
[ROW][C]12[/C][C]-0.05433[/C][C]-0.3764[/C][C]0.354134[/C][/ROW]
[ROW][C]13[/C][C]-0.011823[/C][C]-0.0819[/C][C]0.467527[/C][/ROW]
[ROW][C]14[/C][C]0.032107[/C][C]0.2224[/C][C]0.412457[/C][/ROW]
[ROW][C]15[/C][C]-0.091818[/C][C]-0.6361[/C][C]0.263855[/C][/ROW]
[ROW][C]16[/C][C]0.047666[/C][C]0.3302[/C][C]0.371328[/C][/ROW]
[ROW][C]17[/C][C]0.079546[/C][C]0.5511[/C][C]0.292057[/C][/ROW]
[ROW][C]18[/C][C]-0.103854[/C][C]-0.7195[/C][C]0.237654[/C][/ROW]
[ROW][C]19[/C][C]-0.05245[/C][C]-0.3634[/C][C]0.358956[/C][/ROW]
[ROW][C]20[/C][C]0.048362[/C][C]0.3351[/C][C]0.369518[/C][/ROW]
[ROW][C]21[/C][C]-0.16874[/C][C]-1.1691[/C][C]0.124075[/C][/ROW]
[ROW][C]22[/C][C]-0.131427[/C][C]-0.9106[/C][C]0.18354[/C][/ROW]
[ROW][C]23[/C][C]0.018991[/C][C]0.1316[/C][C]0.447936[/C][/ROW]
[ROW][C]24[/C][C]-0.050236[/C][C]-0.348[/C][C]0.364665[/C][/ROW]
[ROW][C]25[/C][C]0.078858[/C][C]0.5463[/C][C]0.293681[/C][/ROW]
[ROW][C]26[/C][C]-0.13464[/C][C]-0.9328[/C][C]0.177793[/C][/ROW]
[ROW][C]27[/C][C]-0.009259[/C][C]-0.0641[/C][C]0.47456[/C][/ROW]
[ROW][C]28[/C][C]0.062862[/C][C]0.4355[/C][C]0.332567[/C][/ROW]
[ROW][C]29[/C][C]0.031055[/C][C]0.2152[/C][C]0.415279[/C][/ROW]
[ROW][C]30[/C][C]-0.004421[/C][C]-0.0306[/C][C]0.487846[/C][/ROW]
[ROW][C]31[/C][C]0.03496[/C][C]0.2422[/C][C]0.404824[/C][/ROW]
[ROW][C]32[/C][C]-0.12022[/C][C]-0.8329[/C][C]0.204511[/C][/ROW]
[ROW][C]33[/C][C]0.073346[/C][C]0.5082[/C][C]0.306836[/C][/ROW]
[ROW][C]34[/C][C]-0.016433[/C][C]-0.1139[/C][C]0.454914[/C][/ROW]
[ROW][C]35[/C][C]-0.049277[/C][C]-0.3414[/C][C]0.367147[/C][/ROW]
[ROW][C]36[/C][C]0.037658[/C][C]0.2609[/C][C]0.397642[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59407&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59407&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	0.883501	6.1211	0
2	-0.473849	-3.2829	0.00096
3	0.175131	1.2133	0.115468
4	0.164376	1.1388	0.130213
5	0.16231	1.1245	0.133193
6	-0.09755	-0.6758	0.251191
7	-0.134063	-0.9288	0.178817
8	-0.209384	-1.4507	0.07669
9	-0.072688	-0.5036	0.308424
10	0.028399	0.1968	0.422425
11	-0.175507	-1.216	0.114975
12	-0.05433	-0.3764	0.354134
13	-0.011823	-0.0819	0.467527
14	0.032107	0.2224	0.412457
15	-0.091818	-0.6361	0.263855
16	0.047666	0.3302	0.371328
17	0.079546	0.5511	0.292057
18	-0.103854	-0.7195	0.237654
19	-0.05245	-0.3634	0.358956
20	0.048362	0.3351	0.369518
21	-0.16874	-1.1691	0.124075
22	-0.131427	-0.9106	0.18354
23	0.018991	0.1316	0.447936
24	-0.050236	-0.348	0.364665
25	0.078858	0.5463	0.293681
26	-0.13464	-0.9328	0.177793
27	-0.009259	-0.0641	0.47456
28	0.062862	0.4355	0.332567
29	0.031055	0.2152	0.415279
30	-0.004421	-0.0306	0.487846
31	0.03496	0.2422	0.404824
32	-0.12022	-0.8329	0.204511
33	0.073346	0.5082	0.306836
34	-0.016433	-0.1139	0.454914
35	-0.049277	-0.3414	0.367147
36	0.037658	0.2609	0.397642

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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