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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 10:29:11 -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/t1259170235fw6s35tf6tvufk2.htm/, Retrieved Tue, 07 May 2024 06:46:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59502, Retrieved Tue, 07 May 2024 06:46:34 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ws8 ACF Y[t] (d=1,D=1,Lambda=1)

Estimated Impact

153

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] [] [2009-11-25 17:18:51] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-25 17:25:52] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   P               [(Partial) Autocorrelation Function] [] [2009-11-25 17:29:11] [2b548c9d2e9bba6e1eaf65bd4d551f41] [Current]
- R  D                [(Partial) Autocorrelation Function] [WorkShop8 (SHW)] [2009-11-27 21:38:45] [37daf76adc256428993ec4063536c760] 

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Dataseries X:

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Histogram

Boxplots

8.00
8.10
7.70
7.50
7.60
7.80
7.80
7.80
7.50
7.50
7.10
7.50
7.50
7.60
7.70
7.70
7.90
8.10
8.20
8.20
8.20
7.90
7.30
6.90
6.60
6.70
6.90
7.00
7.10
7.20
7.10
6.90
7.00
6.80
6.40
6.70
6.60
6.40
6.30
6.20
6.50
6.80
6.80
6.40
6.10
5.80
6.10
7.20
7.30
6.90
6.10
5.80
6.20
7.10
7.70
7.90
7.70
7.40
7.50
8.00

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=59502&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=59502&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59502&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	0.498184	3.4154	0.000661
2	-0.034384	-0.2357	0.407335
3	-0.477871	-3.2761	0.000991
4	-0.457716	-3.1379	0.001468
5	-0.124766	-0.8554	0.198348
6	0.220964	1.5148	0.068254
7	0.272918	1.871	0.033787
8	0.116667	0.7998	0.213918
9	-0.12123	-0.8311	0.205056
10	-0.190717	-1.3075	0.098704
11	-0.092092	-0.6313	0.265436
12	-0.055831	-0.3828	0.351812
13	0.048025	0.3292	0.371716
14	0.072852	0.4994	0.309897
15	-0.001044	-0.0072	0.49716
16	-0.12303	-0.8435	0.201624
17	-0.166771	-1.1433	0.129347
18	-0.049724	-0.3409	0.367352
19	0.104689	0.7177	0.238244
20	0.281634	1.9308	0.029777
21	0.261695	1.7941	0.039616
22	0.046816	0.321	0.374834
23	-0.256958	-1.7616	0.042319
24	-0.34296	-2.3512	0.011479
25	-0.170798	-1.1709	0.123764
26	0.044597	0.3057	0.380575
27	0.166913	1.1443	0.129148
28	0.122574	0.8403	0.202491
29	0.004773	0.0327	0.487019
30	-0.153907	-1.0551	0.148378
31	-0.122131	-0.8373	0.203334
32	-0.07552	-0.5177	0.303535
33	0.019182	0.1315	0.447969
34	0.005371	0.0368	0.485391
35	0.053029	0.3635	0.358914
36	0.041871	0.2871	0.387667

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.498184 & 3.4154 & 0.000661 \tabularnewline
2 & -0.034384 & -0.2357 & 0.407335 \tabularnewline
3 & -0.477871 & -3.2761 & 0.000991 \tabularnewline
4 & -0.457716 & -3.1379 & 0.001468 \tabularnewline
5 & -0.124766 & -0.8554 & 0.198348 \tabularnewline
6 & 0.220964 & 1.5148 & 0.068254 \tabularnewline
7 & 0.272918 & 1.871 & 0.033787 \tabularnewline
8 & 0.116667 & 0.7998 & 0.213918 \tabularnewline
9 & -0.12123 & -0.8311 & 0.205056 \tabularnewline
10 & -0.190717 & -1.3075 & 0.098704 \tabularnewline
11 & -0.092092 & -0.6313 & 0.265436 \tabularnewline
12 & -0.055831 & -0.3828 & 0.351812 \tabularnewline
13 & 0.048025 & 0.3292 & 0.371716 \tabularnewline
14 & 0.072852 & 0.4994 & 0.309897 \tabularnewline
15 & -0.001044 & -0.0072 & 0.49716 \tabularnewline
16 & -0.12303 & -0.8435 & 0.201624 \tabularnewline
17 & -0.166771 & -1.1433 & 0.129347 \tabularnewline
18 & -0.049724 & -0.3409 & 0.367352 \tabularnewline
19 & 0.104689 & 0.7177 & 0.238244 \tabularnewline
20 & 0.281634 & 1.9308 & 0.029777 \tabularnewline
21 & 0.261695 & 1.7941 & 0.039616 \tabularnewline
22 & 0.046816 & 0.321 & 0.374834 \tabularnewline
23 & -0.256958 & -1.7616 & 0.042319 \tabularnewline
24 & -0.34296 & -2.3512 & 0.011479 \tabularnewline
25 & -0.170798 & -1.1709 & 0.123764 \tabularnewline
26 & 0.044597 & 0.3057 & 0.380575 \tabularnewline
27 & 0.166913 & 1.1443 & 0.129148 \tabularnewline
28 & 0.122574 & 0.8403 & 0.202491 \tabularnewline
29 & 0.004773 & 0.0327 & 0.487019 \tabularnewline
30 & -0.153907 & -1.0551 & 0.148378 \tabularnewline
31 & -0.122131 & -0.8373 & 0.203334 \tabularnewline
32 & -0.07552 & -0.5177 & 0.303535 \tabularnewline
33 & 0.019182 & 0.1315 & 0.447969 \tabularnewline
34 & 0.005371 & 0.0368 & 0.485391 \tabularnewline
35 & 0.053029 & 0.3635 & 0.358914 \tabularnewline
36 & 0.041871 & 0.2871 & 0.387667 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59502&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]0.498184[/C][C]3.4154[/C][C]0.000661[/C][/ROW]
[ROW][C]2[/C][C]-0.034384[/C][C]-0.2357[/C][C]0.407335[/C][/ROW]
[ROW][C]3[/C][C]-0.477871[/C][C]-3.2761[/C][C]0.000991[/C][/ROW]
[ROW][C]4[/C][C]-0.457716[/C][C]-3.1379[/C][C]0.001468[/C][/ROW]
[ROW][C]5[/C][C]-0.124766[/C][C]-0.8554[/C][C]0.198348[/C][/ROW]
[ROW][C]6[/C][C]0.220964[/C][C]1.5148[/C][C]0.068254[/C][/ROW]
[ROW][C]7[/C][C]0.272918[/C][C]1.871[/C][C]0.033787[/C][/ROW]
[ROW][C]8[/C][C]0.116667[/C][C]0.7998[/C][C]0.213918[/C][/ROW]
[ROW][C]9[/C][C]-0.12123[/C][C]-0.8311[/C][C]0.205056[/C][/ROW]
[ROW][C]10[/C][C]-0.190717[/C][C]-1.3075[/C][C]0.098704[/C][/ROW]
[ROW][C]11[/C][C]-0.092092[/C][C]-0.6313[/C][C]0.265436[/C][/ROW]
[ROW][C]12[/C][C]-0.055831[/C][C]-0.3828[/C][C]0.351812[/C][/ROW]
[ROW][C]13[/C][C]0.048025[/C][C]0.3292[/C][C]0.371716[/C][/ROW]
[ROW][C]14[/C][C]0.072852[/C][C]0.4994[/C][C]0.309897[/C][/ROW]
[ROW][C]15[/C][C]-0.001044[/C][C]-0.0072[/C][C]0.49716[/C][/ROW]
[ROW][C]16[/C][C]-0.12303[/C][C]-0.8435[/C][C]0.201624[/C][/ROW]
[ROW][C]17[/C][C]-0.166771[/C][C]-1.1433[/C][C]0.129347[/C][/ROW]
[ROW][C]18[/C][C]-0.049724[/C][C]-0.3409[/C][C]0.367352[/C][/ROW]
[ROW][C]19[/C][C]0.104689[/C][C]0.7177[/C][C]0.238244[/C][/ROW]
[ROW][C]20[/C][C]0.281634[/C][C]1.9308[/C][C]0.029777[/C][/ROW]
[ROW][C]21[/C][C]0.261695[/C][C]1.7941[/C][C]0.039616[/C][/ROW]
[ROW][C]22[/C][C]0.046816[/C][C]0.321[/C][C]0.374834[/C][/ROW]
[ROW][C]23[/C][C]-0.256958[/C][C]-1.7616[/C][C]0.042319[/C][/ROW]
[ROW][C]24[/C][C]-0.34296[/C][C]-2.3512[/C][C]0.011479[/C][/ROW]
[ROW][C]25[/C][C]-0.170798[/C][C]-1.1709[/C][C]0.123764[/C][/ROW]
[ROW][C]26[/C][C]0.044597[/C][C]0.3057[/C][C]0.380575[/C][/ROW]
[ROW][C]27[/C][C]0.166913[/C][C]1.1443[/C][C]0.129148[/C][/ROW]
[ROW][C]28[/C][C]0.122574[/C][C]0.8403[/C][C]0.202491[/C][/ROW]
[ROW][C]29[/C][C]0.004773[/C][C]0.0327[/C][C]0.487019[/C][/ROW]
[ROW][C]30[/C][C]-0.153907[/C][C]-1.0551[/C][C]0.148378[/C][/ROW]
[ROW][C]31[/C][C]-0.122131[/C][C]-0.8373[/C][C]0.203334[/C][/ROW]
[ROW][C]32[/C][C]-0.07552[/C][C]-0.5177[/C][C]0.303535[/C][/ROW]
[ROW][C]33[/C][C]0.019182[/C][C]0.1315[/C][C]0.447969[/C][/ROW]
[ROW][C]34[/C][C]0.005371[/C][C]0.0368[/C][C]0.485391[/C][/ROW]
[ROW][C]35[/C][C]0.053029[/C][C]0.3635[/C][C]0.358914[/C][/ROW]
[ROW][C]36[/C][C]0.041871[/C][C]0.2871[/C][C]0.387667[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59502&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59502&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	0.498184	3.4154	0.000661
2	-0.034384	-0.2357	0.407335
3	-0.477871	-3.2761	0.000991
4	-0.457716	-3.1379	0.001468
5	-0.124766	-0.8554	0.198348
6	0.220964	1.5148	0.068254
7	0.272918	1.871	0.033787
8	0.116667	0.7998	0.213918
9	-0.12123	-0.8311	0.205056
10	-0.190717	-1.3075	0.098704
11	-0.092092	-0.6313	0.265436
12	-0.055831	-0.3828	0.351812
13	0.048025	0.3292	0.371716
14	0.072852	0.4994	0.309897
15	-0.001044	-0.0072	0.49716
16	-0.12303	-0.8435	0.201624
17	-0.166771	-1.1433	0.129347
18	-0.049724	-0.3409	0.367352
19	0.104689	0.7177	0.238244
20	0.281634	1.9308	0.029777
21	0.261695	1.7941	0.039616
22	0.046816	0.321	0.374834
23	-0.256958	-1.7616	0.042319
24	-0.34296	-2.3512	0.011479
25	-0.170798	-1.1709	0.123764
26	0.044597	0.3057	0.380575
27	0.166913	1.1443	0.129148
28	0.122574	0.8403	0.202491
29	0.004773	0.0327	0.487019
30	-0.153907	-1.0551	0.148378
31	-0.122131	-0.8373	0.203334
32	-0.07552	-0.5177	0.303535
33	0.019182	0.1315	0.447969
34	0.005371	0.0368	0.485391
35	0.053029	0.3635	0.358914
36	0.041871	0.2871	0.387667

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.498184	3.4154	0.000661
2	-0.375854	-2.5767	0.006587
3	-0.413655	-2.8359	0.00336
4	-0.002922	-0.02	0.492052
5	0.11266	0.7724	0.221885
6	0.029565	0.2027	0.420126
7	-0.128443	-0.8806	0.191519
8	-0.019945	-0.1367	0.445911
9	-0.021356	-0.1464	0.442112
10	0.025296	0.1734	0.431534
11	0.015124	0.1037	0.458931
12	-0.243328	-1.6682	0.050966
13	0.074441	0.5103	0.306101
14	0.082093	0.5628	0.288123
15	-0.170692	-1.1702	0.12391
16	-0.222238	-1.5236	0.067156
17	-0.027789	-0.1905	0.424865
18	0.184191	1.2627	0.106454
19	-0.02215	-0.1519	0.439977
20	0.106017	0.7268	0.235472
21	0.037937	0.2601	0.397967
22	-0.048258	-0.3308	0.371119
23	-0.090032	-0.6172	0.270031
24	-0.056635	-0.3883	0.349784
25	0.029115	0.1996	0.421326
26	-0.163324	-1.1197	0.134267
27	-0.099666	-0.6833	0.248893
28	-0.044286	-0.3036	0.381382
29	0.030619	0.2099	0.417322
30	-0.120982	-0.8294	0.205532
31	-0.052828	-0.3622	0.359423
32	-0.090073	-0.6175	0.26994
33	0.001889	0.013	0.49486
34	-0.085205	-0.5841	0.280961
35	0.000587	0.004	0.498403
36	-0.052045	-0.3568	0.361418

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.498184 & 3.4154 & 0.000661 \tabularnewline
2 & -0.375854 & -2.5767 & 0.006587 \tabularnewline
3 & -0.413655 & -2.8359 & 0.00336 \tabularnewline
4 & -0.002922 & -0.02 & 0.492052 \tabularnewline
5 & 0.11266 & 0.7724 & 0.221885 \tabularnewline
6 & 0.029565 & 0.2027 & 0.420126 \tabularnewline
7 & -0.128443 & -0.8806 & 0.191519 \tabularnewline
8 & -0.019945 & -0.1367 & 0.445911 \tabularnewline
9 & -0.021356 & -0.1464 & 0.442112 \tabularnewline
10 & 0.025296 & 0.1734 & 0.431534 \tabularnewline
11 & 0.015124 & 0.1037 & 0.458931 \tabularnewline
12 & -0.243328 & -1.6682 & 0.050966 \tabularnewline
13 & 0.074441 & 0.5103 & 0.306101 \tabularnewline
14 & 0.082093 & 0.5628 & 0.288123 \tabularnewline
15 & -0.170692 & -1.1702 & 0.12391 \tabularnewline
16 & -0.222238 & -1.5236 & 0.067156 \tabularnewline
17 & -0.027789 & -0.1905 & 0.424865 \tabularnewline
18 & 0.184191 & 1.2627 & 0.106454 \tabularnewline
19 & -0.02215 & -0.1519 & 0.439977 \tabularnewline
20 & 0.106017 & 0.7268 & 0.235472 \tabularnewline
21 & 0.037937 & 0.2601 & 0.397967 \tabularnewline
22 & -0.048258 & -0.3308 & 0.371119 \tabularnewline
23 & -0.090032 & -0.6172 & 0.270031 \tabularnewline
24 & -0.056635 & -0.3883 & 0.349784 \tabularnewline
25 & 0.029115 & 0.1996 & 0.421326 \tabularnewline
26 & -0.163324 & -1.1197 & 0.134267 \tabularnewline
27 & -0.099666 & -0.6833 & 0.248893 \tabularnewline
28 & -0.044286 & -0.3036 & 0.381382 \tabularnewline
29 & 0.030619 & 0.2099 & 0.417322 \tabularnewline
30 & -0.120982 & -0.8294 & 0.205532 \tabularnewline
31 & -0.052828 & -0.3622 & 0.359423 \tabularnewline
32 & -0.090073 & -0.6175 & 0.26994 \tabularnewline
33 & 0.001889 & 0.013 & 0.49486 \tabularnewline
34 & -0.085205 & -0.5841 & 0.280961 \tabularnewline
35 & 0.000587 & 0.004 & 0.498403 \tabularnewline
36 & -0.052045 & -0.3568 & 0.361418 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59502&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]0.498184[/C][C]3.4154[/C][C]0.000661[/C][/ROW]
[ROW][C]2[/C][C]-0.375854[/C][C]-2.5767[/C][C]0.006587[/C][/ROW]
[ROW][C]3[/C][C]-0.413655[/C][C]-2.8359[/C][C]0.00336[/C][/ROW]
[ROW][C]4[/C][C]-0.002922[/C][C]-0.02[/C][C]0.492052[/C][/ROW]
[ROW][C]5[/C][C]0.11266[/C][C]0.7724[/C][C]0.221885[/C][/ROW]
[ROW][C]6[/C][C]0.029565[/C][C]0.2027[/C][C]0.420126[/C][/ROW]
[ROW][C]7[/C][C]-0.128443[/C][C]-0.8806[/C][C]0.191519[/C][/ROW]
[ROW][C]8[/C][C]-0.019945[/C][C]-0.1367[/C][C]0.445911[/C][/ROW]
[ROW][C]9[/C][C]-0.021356[/C][C]-0.1464[/C][C]0.442112[/C][/ROW]
[ROW][C]10[/C][C]0.025296[/C][C]0.1734[/C][C]0.431534[/C][/ROW]
[ROW][C]11[/C][C]0.015124[/C][C]0.1037[/C][C]0.458931[/C][/ROW]
[ROW][C]12[/C][C]-0.243328[/C][C]-1.6682[/C][C]0.050966[/C][/ROW]
[ROW][C]13[/C][C]0.074441[/C][C]0.5103[/C][C]0.306101[/C][/ROW]
[ROW][C]14[/C][C]0.082093[/C][C]0.5628[/C][C]0.288123[/C][/ROW]
[ROW][C]15[/C][C]-0.170692[/C][C]-1.1702[/C][C]0.12391[/C][/ROW]
[ROW][C]16[/C][C]-0.222238[/C][C]-1.5236[/C][C]0.067156[/C][/ROW]
[ROW][C]17[/C][C]-0.027789[/C][C]-0.1905[/C][C]0.424865[/C][/ROW]
[ROW][C]18[/C][C]0.184191[/C][C]1.2627[/C][C]0.106454[/C][/ROW]
[ROW][C]19[/C][C]-0.02215[/C][C]-0.1519[/C][C]0.439977[/C][/ROW]
[ROW][C]20[/C][C]0.106017[/C][C]0.7268[/C][C]0.235472[/C][/ROW]
[ROW][C]21[/C][C]0.037937[/C][C]0.2601[/C][C]0.397967[/C][/ROW]
[ROW][C]22[/C][C]-0.048258[/C][C]-0.3308[/C][C]0.371119[/C][/ROW]
[ROW][C]23[/C][C]-0.090032[/C][C]-0.6172[/C][C]0.270031[/C][/ROW]
[ROW][C]24[/C][C]-0.056635[/C][C]-0.3883[/C][C]0.349784[/C][/ROW]
[ROW][C]25[/C][C]0.029115[/C][C]0.1996[/C][C]0.421326[/C][/ROW]
[ROW][C]26[/C][C]-0.163324[/C][C]-1.1197[/C][C]0.134267[/C][/ROW]
[ROW][C]27[/C][C]-0.099666[/C][C]-0.6833[/C][C]0.248893[/C][/ROW]
[ROW][C]28[/C][C]-0.044286[/C][C]-0.3036[/C][C]0.381382[/C][/ROW]
[ROW][C]29[/C][C]0.030619[/C][C]0.2099[/C][C]0.417322[/C][/ROW]
[ROW][C]30[/C][C]-0.120982[/C][C]-0.8294[/C][C]0.205532[/C][/ROW]
[ROW][C]31[/C][C]-0.052828[/C][C]-0.3622[/C][C]0.359423[/C][/ROW]
[ROW][C]32[/C][C]-0.090073[/C][C]-0.6175[/C][C]0.26994[/C][/ROW]
[ROW][C]33[/C][C]0.001889[/C][C]0.013[/C][C]0.49486[/C][/ROW]
[ROW][C]34[/C][C]-0.085205[/C][C]-0.5841[/C][C]0.280961[/C][/ROW]
[ROW][C]35[/C][C]0.000587[/C][C]0.004[/C][C]0.498403[/C][/ROW]
[ROW][C]36[/C][C]-0.052045[/C][C]-0.3568[/C][C]0.361418[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59502&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59502&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	0.498184	3.4154	0.000661
2	-0.375854	-2.5767	0.006587
3	-0.413655	-2.8359	0.00336
4	-0.002922	-0.02	0.492052
5	0.11266	0.7724	0.221885
6	0.029565	0.2027	0.420126
7	-0.128443	-0.8806	0.191519
8	-0.019945	-0.1367	0.445911
9	-0.021356	-0.1464	0.442112
10	0.025296	0.1734	0.431534
11	0.015124	0.1037	0.458931
12	-0.243328	-1.6682	0.050966
13	0.074441	0.5103	0.306101
14	0.082093	0.5628	0.288123
15	-0.170692	-1.1702	0.12391
16	-0.222238	-1.5236	0.067156
17	-0.027789	-0.1905	0.424865
18	0.184191	1.2627	0.106454
19	-0.02215	-0.1519	0.439977
20	0.106017	0.7268	0.235472
21	0.037937	0.2601	0.397967
22	-0.048258	-0.3308	0.371119
23	-0.090032	-0.6172	0.270031
24	-0.056635	-0.3883	0.349784
25	0.029115	0.1996	0.421326
26	-0.163324	-1.1197	0.134267
27	-0.099666	-0.6833	0.248893
28	-0.044286	-0.3036	0.381382
29	0.030619	0.2099	0.417322
30	-0.120982	-0.8294	0.205532
31	-0.052828	-0.3622	0.359423
32	-0.090073	-0.6175	0.26994
33	0.001889	0.013	0.49486
34	-0.085205	-0.5841	0.280961
35	0.000587	0.004	0.498403
36	-0.052045	-0.3568	0.361418

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

Parameters (R input):

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