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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 10:10:44 -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/t1259169105z2l1etcjoze44ol.htm/, Retrieved Tue, 07 May 2024 19:19:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59470, Retrieved Tue, 07 May 2024 19:19:54 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

160

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] [ws 8] [2009-11-24 20:29:11] [b5908418e3090fddbd22f5f0f774653d]
-   PD            [(Partial) Autocorrelation Function] [ws 8] [2009-11-25 17:10:44] [f7d3e79b917995ba1c8c80042fc22ef9] [Current]

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Dataseries X:

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Histogram

Boxplots

9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1

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=59470&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=59470&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59470&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	0.20764	1.4083	0.082885
2	-0.232831	-1.5791	0.060579
3	-0.409122	-2.7748	0.003979
4	-0.411057	-2.7879	0.003844
5	0.003881	0.0263	0.489556
6	0.247748	1.6803	0.049838
7	0.284582	1.9301	0.029885
8	0.162473	1.1019	0.138109
9	-0.223288	-1.5144	0.068382
10	-0.052827	-0.3583	0.360882
11	0.001272	0.0086	0.496576
12	-0.136832	-0.928	0.179116
13	-0.003128	-0.0212	0.491582
14	0.067814	0.4599	0.323865
15	0.076471	0.5187	0.303245
16	0.018765	0.1273	0.44964
17	-0.052182	-0.3539	0.362511
18	-0.007827	-0.0531	0.478947
19	-0.11749	-0.7969	0.214815
20	0.009699	0.0658	0.473918
21	0.23164	1.5711	0.061512
22	-0.023619	-0.1602	0.436715
23	-0.098115	-0.6654	0.254545
24	-0.116575	-0.7906	0.216604
25	-0.055113	-0.3738	0.355137
26	0.118101	0.801	0.213624
27	0.125911	0.854	0.198773
28	0.02843	0.1928	0.423974
29	-0.053904	-0.3656	0.358172
30	-0.241794	-1.6399	0.053921
31	0.034275	0.2325	0.408603
32	0.125767	0.853	0.199041
33	0.082202	0.5575	0.289936
34	0.001511	0.0102	0.495935
35	-0.090304	-0.6125	0.271622
36	-0.06544	-0.4438	0.329622

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.20764 & 1.4083 & 0.082885 \tabularnewline
2 & -0.232831 & -1.5791 & 0.060579 \tabularnewline
3 & -0.409122 & -2.7748 & 0.003979 \tabularnewline
4 & -0.411057 & -2.7879 & 0.003844 \tabularnewline
5 & 0.003881 & 0.0263 & 0.489556 \tabularnewline
6 & 0.247748 & 1.6803 & 0.049838 \tabularnewline
7 & 0.284582 & 1.9301 & 0.029885 \tabularnewline
8 & 0.162473 & 1.1019 & 0.138109 \tabularnewline
9 & -0.223288 & -1.5144 & 0.068382 \tabularnewline
10 & -0.052827 & -0.3583 & 0.360882 \tabularnewline
11 & 0.001272 & 0.0086 & 0.496576 \tabularnewline
12 & -0.136832 & -0.928 & 0.179116 \tabularnewline
13 & -0.003128 & -0.0212 & 0.491582 \tabularnewline
14 & 0.067814 & 0.4599 & 0.323865 \tabularnewline
15 & 0.076471 & 0.5187 & 0.303245 \tabularnewline
16 & 0.018765 & 0.1273 & 0.44964 \tabularnewline
17 & -0.052182 & -0.3539 & 0.362511 \tabularnewline
18 & -0.007827 & -0.0531 & 0.478947 \tabularnewline
19 & -0.11749 & -0.7969 & 0.214815 \tabularnewline
20 & 0.009699 & 0.0658 & 0.473918 \tabularnewline
21 & 0.23164 & 1.5711 & 0.061512 \tabularnewline
22 & -0.023619 & -0.1602 & 0.436715 \tabularnewline
23 & -0.098115 & -0.6654 & 0.254545 \tabularnewline
24 & -0.116575 & -0.7906 & 0.216604 \tabularnewline
25 & -0.055113 & -0.3738 & 0.355137 \tabularnewline
26 & 0.118101 & 0.801 & 0.213624 \tabularnewline
27 & 0.125911 & 0.854 & 0.198773 \tabularnewline
28 & 0.02843 & 0.1928 & 0.423974 \tabularnewline
29 & -0.053904 & -0.3656 & 0.358172 \tabularnewline
30 & -0.241794 & -1.6399 & 0.053921 \tabularnewline
31 & 0.034275 & 0.2325 & 0.408603 \tabularnewline
32 & 0.125767 & 0.853 & 0.199041 \tabularnewline
33 & 0.082202 & 0.5575 & 0.289936 \tabularnewline
34 & 0.001511 & 0.0102 & 0.495935 \tabularnewline
35 & -0.090304 & -0.6125 & 0.271622 \tabularnewline
36 & -0.06544 & -0.4438 & 0.329622 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59470&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]0.20764[/C][C]1.4083[/C][C]0.082885[/C][/ROW]
[ROW][C]2[/C][C]-0.232831[/C][C]-1.5791[/C][C]0.060579[/C][/ROW]
[ROW][C]3[/C][C]-0.409122[/C][C]-2.7748[/C][C]0.003979[/C][/ROW]
[ROW][C]4[/C][C]-0.411057[/C][C]-2.7879[/C][C]0.003844[/C][/ROW]
[ROW][C]5[/C][C]0.003881[/C][C]0.0263[/C][C]0.489556[/C][/ROW]
[ROW][C]6[/C][C]0.247748[/C][C]1.6803[/C][C]0.049838[/C][/ROW]
[ROW][C]7[/C][C]0.284582[/C][C]1.9301[/C][C]0.029885[/C][/ROW]
[ROW][C]8[/C][C]0.162473[/C][C]1.1019[/C][C]0.138109[/C][/ROW]
[ROW][C]9[/C][C]-0.223288[/C][C]-1.5144[/C][C]0.068382[/C][/ROW]
[ROW][C]10[/C][C]-0.052827[/C][C]-0.3583[/C][C]0.360882[/C][/ROW]
[ROW][C]11[/C][C]0.001272[/C][C]0.0086[/C][C]0.496576[/C][/ROW]
[ROW][C]12[/C][C]-0.136832[/C][C]-0.928[/C][C]0.179116[/C][/ROW]
[ROW][C]13[/C][C]-0.003128[/C][C]-0.0212[/C][C]0.491582[/C][/ROW]
[ROW][C]14[/C][C]0.067814[/C][C]0.4599[/C][C]0.323865[/C][/ROW]
[ROW][C]15[/C][C]0.076471[/C][C]0.5187[/C][C]0.303245[/C][/ROW]
[ROW][C]16[/C][C]0.018765[/C][C]0.1273[/C][C]0.44964[/C][/ROW]
[ROW][C]17[/C][C]-0.052182[/C][C]-0.3539[/C][C]0.362511[/C][/ROW]
[ROW][C]18[/C][C]-0.007827[/C][C]-0.0531[/C][C]0.478947[/C][/ROW]
[ROW][C]19[/C][C]-0.11749[/C][C]-0.7969[/C][C]0.214815[/C][/ROW]
[ROW][C]20[/C][C]0.009699[/C][C]0.0658[/C][C]0.473918[/C][/ROW]
[ROW][C]21[/C][C]0.23164[/C][C]1.5711[/C][C]0.061512[/C][/ROW]
[ROW][C]22[/C][C]-0.023619[/C][C]-0.1602[/C][C]0.436715[/C][/ROW]
[ROW][C]23[/C][C]-0.098115[/C][C]-0.6654[/C][C]0.254545[/C][/ROW]
[ROW][C]24[/C][C]-0.116575[/C][C]-0.7906[/C][C]0.216604[/C][/ROW]
[ROW][C]25[/C][C]-0.055113[/C][C]-0.3738[/C][C]0.355137[/C][/ROW]
[ROW][C]26[/C][C]0.118101[/C][C]0.801[/C][C]0.213624[/C][/ROW]
[ROW][C]27[/C][C]0.125911[/C][C]0.854[/C][C]0.198773[/C][/ROW]
[ROW][C]28[/C][C]0.02843[/C][C]0.1928[/C][C]0.423974[/C][/ROW]
[ROW][C]29[/C][C]-0.053904[/C][C]-0.3656[/C][C]0.358172[/C][/ROW]
[ROW][C]30[/C][C]-0.241794[/C][C]-1.6399[/C][C]0.053921[/C][/ROW]
[ROW][C]31[/C][C]0.034275[/C][C]0.2325[/C][C]0.408603[/C][/ROW]
[ROW][C]32[/C][C]0.125767[/C][C]0.853[/C][C]0.199041[/C][/ROW]
[ROW][C]33[/C][C]0.082202[/C][C]0.5575[/C][C]0.289936[/C][/ROW]
[ROW][C]34[/C][C]0.001511[/C][C]0.0102[/C][C]0.495935[/C][/ROW]
[ROW][C]35[/C][C]-0.090304[/C][C]-0.6125[/C][C]0.271622[/C][/ROW]
[ROW][C]36[/C][C]-0.06544[/C][C]-0.4438[/C][C]0.329622[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59470&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59470&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	0.20764	1.4083	0.082885
2	-0.232831	-1.5791	0.060579
3	-0.409122	-2.7748	0.003979
4	-0.411057	-2.7879	0.003844
5	0.003881	0.0263	0.489556
6	0.247748	1.6803	0.049838
7	0.284582	1.9301	0.029885
8	0.162473	1.1019	0.138109
9	-0.223288	-1.5144	0.068382
10	-0.052827	-0.3583	0.360882
11	0.001272	0.0086	0.496576
12	-0.136832	-0.928	0.179116
13	-0.003128	-0.0212	0.491582
14	0.067814	0.4599	0.323865
15	0.076471	0.5187	0.303245
16	0.018765	0.1273	0.44964
17	-0.052182	-0.3539	0.362511
18	-0.007827	-0.0531	0.478947
19	-0.11749	-0.7969	0.214815
20	0.009699	0.0658	0.473918
21	0.23164	1.5711	0.061512
22	-0.023619	-0.1602	0.436715
23	-0.098115	-0.6654	0.254545
24	-0.116575	-0.7906	0.216604
25	-0.055113	-0.3738	0.355137
26	0.118101	0.801	0.213624
27	0.125911	0.854	0.198773
28	0.02843	0.1928	0.423974
29	-0.053904	-0.3656	0.358172
30	-0.241794	-1.6399	0.053921
31	0.034275	0.2325	0.408603
32	0.125767	0.853	0.199041
33	0.082202	0.5575	0.289936
34	0.001511	0.0102	0.495935
35	-0.090304	-0.6125	0.271622
36	-0.06544	-0.4438	0.329622

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.20764	1.4083	0.082885
2	-0.288379	-1.9559	0.028284
3	-0.327087	-2.2184	0.015751
4	-0.407243	-2.7621	0.004114
5	-0.107887	-0.7317	0.234024
6	-0.106307	-0.721	0.237277
7	-0.034849	-0.2364	0.407101
8	0.010849	0.0736	0.470832
9	-0.212767	-1.4431	0.07789
10	0.244564	1.6587	0.051989
11	0.113904	0.7725	0.221875
12	-0.15843	-1.0745	0.144096
13	-0.045764	-0.3104	0.378834
14	0.094585	0.6415	0.262188
15	0.028124	0.1907	0.424782
16	-0.139072	-0.9432	0.175246
17	-0.076536	-0.5191	0.303092
18	-0.026695	-0.1811	0.428559
19	-0.107007	-0.7258	0.235832
20	0.044922	0.3047	0.380995
21	0.134725	0.9137	0.182807
22	-0.162291	-1.1007	0.138374
23	0.014923	0.1012	0.459911
24	0.000359	0.0024	0.499034
25	-0.040221	-0.2728	0.393116
26	0.025772	0.1748	0.431006
27	0.072492	0.4917	0.312647
28	-0.157843	-1.0705	0.144981
29	-0.016345	-0.1109	0.456106
30	-0.058556	-0.3971	0.346548
31	0.015499	0.1051	0.45837
32	-0.054159	-0.3673	0.35753
33	0.05803	0.3936	0.347855
34	-0.111295	-0.7548	0.227095
35	-0.047629	-0.323	0.374067
36	0.061454	0.4168	0.339382

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.20764 & 1.4083 & 0.082885 \tabularnewline
2 & -0.288379 & -1.9559 & 0.028284 \tabularnewline
3 & -0.327087 & -2.2184 & 0.015751 \tabularnewline
4 & -0.407243 & -2.7621 & 0.004114 \tabularnewline
5 & -0.107887 & -0.7317 & 0.234024 \tabularnewline
6 & -0.106307 & -0.721 & 0.237277 \tabularnewline
7 & -0.034849 & -0.2364 & 0.407101 \tabularnewline
8 & 0.010849 & 0.0736 & 0.470832 \tabularnewline
9 & -0.212767 & -1.4431 & 0.07789 \tabularnewline
10 & 0.244564 & 1.6587 & 0.051989 \tabularnewline
11 & 0.113904 & 0.7725 & 0.221875 \tabularnewline
12 & -0.15843 & -1.0745 & 0.144096 \tabularnewline
13 & -0.045764 & -0.3104 & 0.378834 \tabularnewline
14 & 0.094585 & 0.6415 & 0.262188 \tabularnewline
15 & 0.028124 & 0.1907 & 0.424782 \tabularnewline
16 & -0.139072 & -0.9432 & 0.175246 \tabularnewline
17 & -0.076536 & -0.5191 & 0.303092 \tabularnewline
18 & -0.026695 & -0.1811 & 0.428559 \tabularnewline
19 & -0.107007 & -0.7258 & 0.235832 \tabularnewline
20 & 0.044922 & 0.3047 & 0.380995 \tabularnewline
21 & 0.134725 & 0.9137 & 0.182807 \tabularnewline
22 & -0.162291 & -1.1007 & 0.138374 \tabularnewline
23 & 0.014923 & 0.1012 & 0.459911 \tabularnewline
24 & 0.000359 & 0.0024 & 0.499034 \tabularnewline
25 & -0.040221 & -0.2728 & 0.393116 \tabularnewline
26 & 0.025772 & 0.1748 & 0.431006 \tabularnewline
27 & 0.072492 & 0.4917 & 0.312647 \tabularnewline
28 & -0.157843 & -1.0705 & 0.144981 \tabularnewline
29 & -0.016345 & -0.1109 & 0.456106 \tabularnewline
30 & -0.058556 & -0.3971 & 0.346548 \tabularnewline
31 & 0.015499 & 0.1051 & 0.45837 \tabularnewline
32 & -0.054159 & -0.3673 & 0.35753 \tabularnewline
33 & 0.05803 & 0.3936 & 0.347855 \tabularnewline
34 & -0.111295 & -0.7548 & 0.227095 \tabularnewline
35 & -0.047629 & -0.323 & 0.374067 \tabularnewline
36 & 0.061454 & 0.4168 & 0.339382 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59470&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]0.20764[/C][C]1.4083[/C][C]0.082885[/C][/ROW]
[ROW][C]2[/C][C]-0.288379[/C][C]-1.9559[/C][C]0.028284[/C][/ROW]
[ROW][C]3[/C][C]-0.327087[/C][C]-2.2184[/C][C]0.015751[/C][/ROW]
[ROW][C]4[/C][C]-0.407243[/C][C]-2.7621[/C][C]0.004114[/C][/ROW]
[ROW][C]5[/C][C]-0.107887[/C][C]-0.7317[/C][C]0.234024[/C][/ROW]
[ROW][C]6[/C][C]-0.106307[/C][C]-0.721[/C][C]0.237277[/C][/ROW]
[ROW][C]7[/C][C]-0.034849[/C][C]-0.2364[/C][C]0.407101[/C][/ROW]
[ROW][C]8[/C][C]0.010849[/C][C]0.0736[/C][C]0.470832[/C][/ROW]
[ROW][C]9[/C][C]-0.212767[/C][C]-1.4431[/C][C]0.07789[/C][/ROW]
[ROW][C]10[/C][C]0.244564[/C][C]1.6587[/C][C]0.051989[/C][/ROW]
[ROW][C]11[/C][C]0.113904[/C][C]0.7725[/C][C]0.221875[/C][/ROW]
[ROW][C]12[/C][C]-0.15843[/C][C]-1.0745[/C][C]0.144096[/C][/ROW]
[ROW][C]13[/C][C]-0.045764[/C][C]-0.3104[/C][C]0.378834[/C][/ROW]
[ROW][C]14[/C][C]0.094585[/C][C]0.6415[/C][C]0.262188[/C][/ROW]
[ROW][C]15[/C][C]0.028124[/C][C]0.1907[/C][C]0.424782[/C][/ROW]
[ROW][C]16[/C][C]-0.139072[/C][C]-0.9432[/C][C]0.175246[/C][/ROW]
[ROW][C]17[/C][C]-0.076536[/C][C]-0.5191[/C][C]0.303092[/C][/ROW]
[ROW][C]18[/C][C]-0.026695[/C][C]-0.1811[/C][C]0.428559[/C][/ROW]
[ROW][C]19[/C][C]-0.107007[/C][C]-0.7258[/C][C]0.235832[/C][/ROW]
[ROW][C]20[/C][C]0.044922[/C][C]0.3047[/C][C]0.380995[/C][/ROW]
[ROW][C]21[/C][C]0.134725[/C][C]0.9137[/C][C]0.182807[/C][/ROW]
[ROW][C]22[/C][C]-0.162291[/C][C]-1.1007[/C][C]0.138374[/C][/ROW]
[ROW][C]23[/C][C]0.014923[/C][C]0.1012[/C][C]0.459911[/C][/ROW]
[ROW][C]24[/C][C]0.000359[/C][C]0.0024[/C][C]0.499034[/C][/ROW]
[ROW][C]25[/C][C]-0.040221[/C][C]-0.2728[/C][C]0.393116[/C][/ROW]
[ROW][C]26[/C][C]0.025772[/C][C]0.1748[/C][C]0.431006[/C][/ROW]
[ROW][C]27[/C][C]0.072492[/C][C]0.4917[/C][C]0.312647[/C][/ROW]
[ROW][C]28[/C][C]-0.157843[/C][C]-1.0705[/C][C]0.144981[/C][/ROW]
[ROW][C]29[/C][C]-0.016345[/C][C]-0.1109[/C][C]0.456106[/C][/ROW]
[ROW][C]30[/C][C]-0.058556[/C][C]-0.3971[/C][C]0.346548[/C][/ROW]
[ROW][C]31[/C][C]0.015499[/C][C]0.1051[/C][C]0.45837[/C][/ROW]
[ROW][C]32[/C][C]-0.054159[/C][C]-0.3673[/C][C]0.35753[/C][/ROW]
[ROW][C]33[/C][C]0.05803[/C][C]0.3936[/C][C]0.347855[/C][/ROW]
[ROW][C]34[/C][C]-0.111295[/C][C]-0.7548[/C][C]0.227095[/C][/ROW]
[ROW][C]35[/C][C]-0.047629[/C][C]-0.323[/C][C]0.374067[/C][/ROW]
[ROW][C]36[/C][C]0.061454[/C][C]0.4168[/C][C]0.339382[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59470&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59470&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	0.20764	1.4083	0.082885
2	-0.288379	-1.9559	0.028284
3	-0.327087	-2.2184	0.015751
4	-0.407243	-2.7621	0.004114
5	-0.107887	-0.7317	0.234024
6	-0.106307	-0.721	0.237277
7	-0.034849	-0.2364	0.407101
8	0.010849	0.0736	0.470832
9	-0.212767	-1.4431	0.07789
10	0.244564	1.6587	0.051989
11	0.113904	0.7725	0.221875
12	-0.15843	-1.0745	0.144096
13	-0.045764	-0.3104	0.378834
14	0.094585	0.6415	0.262188
15	0.028124	0.1907	0.424782
16	-0.139072	-0.9432	0.175246
17	-0.076536	-0.5191	0.303092
18	-0.026695	-0.1811	0.428559
19	-0.107007	-0.7258	0.235832
20	0.044922	0.3047	0.380995
21	0.134725	0.9137	0.182807
22	-0.162291	-1.1007	0.138374
23	0.014923	0.1012	0.459911
24	0.000359	0.0024	0.499034
25	-0.040221	-0.2728	0.393116
26	0.025772	0.1748	0.431006
27	0.072492	0.4917	0.312647
28	-0.157843	-1.0705	0.144981
29	-0.016345	-0.1109	0.456106
30	-0.058556	-0.3971	0.346548
31	0.015499	0.1051	0.45837
32	-0.054159	-0.3673	0.35753
33	0.05803	0.3936	0.347855
34	-0.111295	-0.7548	0.227095
35	-0.047629	-0.323	0.374067
36	0.061454	0.4168	0.339382

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