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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 02:52:43 -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/26/t1259229255yt57bgzz6nf1mf7.htm/, Retrieved Mon, 29 Apr 2024 00:14:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59746, Retrieved Mon, 29 Apr 2024 00:14:06 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

135

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] [(Partial) Autocor...] [2009-11-26 09:52:43] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]
-   P             [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 12:57:18] [976efdaed7598845c859b86bc2e467ce] 
-   P             [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 13:00:19] [976efdaed7598845c859b86bc2e467ce] 
-   P             [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 13:02:25] [976efdaed7598845c859b86bc2e467ce] 

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Dataseries X:

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Histogram

Boxplots

1.4
1
-0.8
-2.9
-0.7
-0.7
1.5
3
3.2
3.1
3.9
1
1.3
0.8
1.2
2.9
3.9
4.5
4.5
3.3
2
1.5
1
2.1
3
4
5.1
4.5
4.2
3.3
2.7
1.8
1.4
0.5
-0.4
0.8
0.7
1.9
2
1.1
0.9
0.4
0.7
2.1
2.8
3.9
3.5
2
2
1.5
2.5
3.1
2.7
2.8
2.5
3
3.2
2.8
2.4
2
1.8
1.1
-1.5
-3.7

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=59746&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=59746&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59746&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	0.736383	5.3101	1e-06
2	0.42858	3.0905	0.001603
3	0.151899	1.0954	0.139203
4	-0.069622	-0.502	0.308877
5	-0.103071	-0.7433	0.230337
6	-0.073338	-0.5288	0.299582
7	-0.021621	-0.1559	0.438354
8	0.079403	0.5726	0.284698
9	0.072644	0.5238	0.301307
10	-0.004373	-0.0315	0.487482
11	-0.096894	-0.6987	0.243923
12	-0.22827	-1.6461	0.052889
13	-0.275262	-1.9849	0.026219
14	-0.304189	-2.1935	0.016381
15	-0.324611	-2.3408	0.011556
16	-0.278538	-2.0086	0.024895
17	-0.235546	-1.6985	0.047691
18	-0.122893	-0.8862	0.189796
19	-0.023574	-0.17	0.432837
20	0.025154	0.1814	0.428384
21	0.006968	0.0502	0.480059
22	-0.041764	-0.3012	0.382245
23	-0.105719	-0.7624	0.224647
24	-0.122824	-0.8857	0.18993
25	-0.060342	-0.4351	0.332634
26	0.023237	0.1676	0.433788
27	0.147953	1.0669	0.145471
28	0.220954	1.5933	0.058574
29	0.225421	1.6255	0.055048
30	0.178685	1.2885	0.101635
31	0.108883	0.7852	0.217959
32	0.054005	0.3894	0.349273
33	0.050794	0.3663	0.357821
34	0.041226	0.2973	0.383716
35	0.046777	0.3373	0.368619
36	0.040115	0.2893	0.38676

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.736383 & 5.3101 & 1e-06 \tabularnewline
2 & 0.42858 & 3.0905 & 0.001603 \tabularnewline
3 & 0.151899 & 1.0954 & 0.139203 \tabularnewline
4 & -0.069622 & -0.502 & 0.308877 \tabularnewline
5 & -0.103071 & -0.7433 & 0.230337 \tabularnewline
6 & -0.073338 & -0.5288 & 0.299582 \tabularnewline
7 & -0.021621 & -0.1559 & 0.438354 \tabularnewline
8 & 0.079403 & 0.5726 & 0.284698 \tabularnewline
9 & 0.072644 & 0.5238 & 0.301307 \tabularnewline
10 & -0.004373 & -0.0315 & 0.487482 \tabularnewline
11 & -0.096894 & -0.6987 & 0.243923 \tabularnewline
12 & -0.22827 & -1.6461 & 0.052889 \tabularnewline
13 & -0.275262 & -1.9849 & 0.026219 \tabularnewline
14 & -0.304189 & -2.1935 & 0.016381 \tabularnewline
15 & -0.324611 & -2.3408 & 0.011556 \tabularnewline
16 & -0.278538 & -2.0086 & 0.024895 \tabularnewline
17 & -0.235546 & -1.6985 & 0.047691 \tabularnewline
18 & -0.122893 & -0.8862 & 0.189796 \tabularnewline
19 & -0.023574 & -0.17 & 0.432837 \tabularnewline
20 & 0.025154 & 0.1814 & 0.428384 \tabularnewline
21 & 0.006968 & 0.0502 & 0.480059 \tabularnewline
22 & -0.041764 & -0.3012 & 0.382245 \tabularnewline
23 & -0.105719 & -0.7624 & 0.224647 \tabularnewline
24 & -0.122824 & -0.8857 & 0.18993 \tabularnewline
25 & -0.060342 & -0.4351 & 0.332634 \tabularnewline
26 & 0.023237 & 0.1676 & 0.433788 \tabularnewline
27 & 0.147953 & 1.0669 & 0.145471 \tabularnewline
28 & 0.220954 & 1.5933 & 0.058574 \tabularnewline
29 & 0.225421 & 1.6255 & 0.055048 \tabularnewline
30 & 0.178685 & 1.2885 & 0.101635 \tabularnewline
31 & 0.108883 & 0.7852 & 0.217959 \tabularnewline
32 & 0.054005 & 0.3894 & 0.349273 \tabularnewline
33 & 0.050794 & 0.3663 & 0.357821 \tabularnewline
34 & 0.041226 & 0.2973 & 0.383716 \tabularnewline
35 & 0.046777 & 0.3373 & 0.368619 \tabularnewline
36 & 0.040115 & 0.2893 & 0.38676 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59746&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]0.736383[/C][C]5.3101[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.42858[/C][C]3.0905[/C][C]0.001603[/C][/ROW]
[ROW][C]3[/C][C]0.151899[/C][C]1.0954[/C][C]0.139203[/C][/ROW]
[ROW][C]4[/C][C]-0.069622[/C][C]-0.502[/C][C]0.308877[/C][/ROW]
[ROW][C]5[/C][C]-0.103071[/C][C]-0.7433[/C][C]0.230337[/C][/ROW]
[ROW][C]6[/C][C]-0.073338[/C][C]-0.5288[/C][C]0.299582[/C][/ROW]
[ROW][C]7[/C][C]-0.021621[/C][C]-0.1559[/C][C]0.438354[/C][/ROW]
[ROW][C]8[/C][C]0.079403[/C][C]0.5726[/C][C]0.284698[/C][/ROW]
[ROW][C]9[/C][C]0.072644[/C][C]0.5238[/C][C]0.301307[/C][/ROW]
[ROW][C]10[/C][C]-0.004373[/C][C]-0.0315[/C][C]0.487482[/C][/ROW]
[ROW][C]11[/C][C]-0.096894[/C][C]-0.6987[/C][C]0.243923[/C][/ROW]
[ROW][C]12[/C][C]-0.22827[/C][C]-1.6461[/C][C]0.052889[/C][/ROW]
[ROW][C]13[/C][C]-0.275262[/C][C]-1.9849[/C][C]0.026219[/C][/ROW]
[ROW][C]14[/C][C]-0.304189[/C][C]-2.1935[/C][C]0.016381[/C][/ROW]
[ROW][C]15[/C][C]-0.324611[/C][C]-2.3408[/C][C]0.011556[/C][/ROW]
[ROW][C]16[/C][C]-0.278538[/C][C]-2.0086[/C][C]0.024895[/C][/ROW]
[ROW][C]17[/C][C]-0.235546[/C][C]-1.6985[/C][C]0.047691[/C][/ROW]
[ROW][C]18[/C][C]-0.122893[/C][C]-0.8862[/C][C]0.189796[/C][/ROW]
[ROW][C]19[/C][C]-0.023574[/C][C]-0.17[/C][C]0.432837[/C][/ROW]
[ROW][C]20[/C][C]0.025154[/C][C]0.1814[/C][C]0.428384[/C][/ROW]
[ROW][C]21[/C][C]0.006968[/C][C]0.0502[/C][C]0.480059[/C][/ROW]
[ROW][C]22[/C][C]-0.041764[/C][C]-0.3012[/C][C]0.382245[/C][/ROW]
[ROW][C]23[/C][C]-0.105719[/C][C]-0.7624[/C][C]0.224647[/C][/ROW]
[ROW][C]24[/C][C]-0.122824[/C][C]-0.8857[/C][C]0.18993[/C][/ROW]
[ROW][C]25[/C][C]-0.060342[/C][C]-0.4351[/C][C]0.332634[/C][/ROW]
[ROW][C]26[/C][C]0.023237[/C][C]0.1676[/C][C]0.433788[/C][/ROW]
[ROW][C]27[/C][C]0.147953[/C][C]1.0669[/C][C]0.145471[/C][/ROW]
[ROW][C]28[/C][C]0.220954[/C][C]1.5933[/C][C]0.058574[/C][/ROW]
[ROW][C]29[/C][C]0.225421[/C][C]1.6255[/C][C]0.055048[/C][/ROW]
[ROW][C]30[/C][C]0.178685[/C][C]1.2885[/C][C]0.101635[/C][/ROW]
[ROW][C]31[/C][C]0.108883[/C][C]0.7852[/C][C]0.217959[/C][/ROW]
[ROW][C]32[/C][C]0.054005[/C][C]0.3894[/C][C]0.349273[/C][/ROW]
[ROW][C]33[/C][C]0.050794[/C][C]0.3663[/C][C]0.357821[/C][/ROW]
[ROW][C]34[/C][C]0.041226[/C][C]0.2973[/C][C]0.383716[/C][/ROW]
[ROW][C]35[/C][C]0.046777[/C][C]0.3373[/C][C]0.368619[/C][/ROW]
[ROW][C]36[/C][C]0.040115[/C][C]0.2893[/C][C]0.38676[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59746&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59746&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	0.736383	5.3101	1e-06
2	0.42858	3.0905	0.001603
3	0.151899	1.0954	0.139203
4	-0.069622	-0.502	0.308877
5	-0.103071	-0.7433	0.230337
6	-0.073338	-0.5288	0.299582
7	-0.021621	-0.1559	0.438354
8	0.079403	0.5726	0.284698
9	0.072644	0.5238	0.301307
10	-0.004373	-0.0315	0.487482
11	-0.096894	-0.6987	0.243923
12	-0.22827	-1.6461	0.052889
13	-0.275262	-1.9849	0.026219
14	-0.304189	-2.1935	0.016381
15	-0.324611	-2.3408	0.011556
16	-0.278538	-2.0086	0.024895
17	-0.235546	-1.6985	0.047691
18	-0.122893	-0.8862	0.189796
19	-0.023574	-0.17	0.432837
20	0.025154	0.1814	0.428384
21	0.006968	0.0502	0.480059
22	-0.041764	-0.3012	0.382245
23	-0.105719	-0.7624	0.224647
24	-0.122824	-0.8857	0.18993
25	-0.060342	-0.4351	0.332634
26	0.023237	0.1676	0.433788
27	0.147953	1.0669	0.145471
28	0.220954	1.5933	0.058574
29	0.225421	1.6255	0.055048
30	0.178685	1.2885	0.101635
31	0.108883	0.7852	0.217959
32	0.054005	0.3894	0.349273
33	0.050794	0.3663	0.357821
34	0.041226	0.2973	0.383716
35	0.046777	0.3373	0.368619
36	0.040115	0.2893	0.38676

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.736383	5.3101	1e-06
2	-0.248348	-1.7909	0.039568
3	-0.137831	-0.9939	0.162434
4	-0.119677	-0.863	0.196049
5	0.192367	1.3872	0.085653
6	-0.020977	-0.1513	0.440174
7	-0.003533	-0.0255	0.489885
8	0.115631	0.8338	0.204096
9	-0.13758	-0.9921	0.162871
10	-0.104665	-0.7547	0.226902
11	-0.057524	-0.4148	0.339993
12	-0.118953	-0.8578	0.197474
13	-0.002496	-0.018	0.492853
14	-0.161155	-1.1621	0.125249
15	-0.109144	-0.787	0.217413
16	-0.042579	-0.307	0.38002
17	-0.062284	-0.4491	0.327601
18	0.136851	0.9868	0.164144
19	-0.053931	-0.3889	0.349468
20	0.021769	0.157	0.437934
21	-0.152771	-1.1016	0.137844
22	-0.007905	-0.057	0.47738
23	-0.059721	-0.4307	0.334249
24	-0.020699	-0.1493	0.440961
25	0.113567	0.8189	0.208278
26	-0.070133	-0.5057	0.307589
27	0.084588	0.61	0.272269
28	-0.057257	-0.4129	0.340694
29	-0.009578	-0.0691	0.472601
30	0.002585	0.0186	0.492599
31	-0.000633	-0.0046	0.498187
32	0.04336	0.3127	0.377891
33	0.008083	0.0583	0.476871
34	-0.062744	-0.4525	0.326412
35	0.01898	0.1369	0.445833
36	-0.091612	-0.6606	0.255886

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.736383 & 5.3101 & 1e-06 \tabularnewline
2 & -0.248348 & -1.7909 & 0.039568 \tabularnewline
3 & -0.137831 & -0.9939 & 0.162434 \tabularnewline
4 & -0.119677 & -0.863 & 0.196049 \tabularnewline
5 & 0.192367 & 1.3872 & 0.085653 \tabularnewline
6 & -0.020977 & -0.1513 & 0.440174 \tabularnewline
7 & -0.003533 & -0.0255 & 0.489885 \tabularnewline
8 & 0.115631 & 0.8338 & 0.204096 \tabularnewline
9 & -0.13758 & -0.9921 & 0.162871 \tabularnewline
10 & -0.104665 & -0.7547 & 0.226902 \tabularnewline
11 & -0.057524 & -0.4148 & 0.339993 \tabularnewline
12 & -0.118953 & -0.8578 & 0.197474 \tabularnewline
13 & -0.002496 & -0.018 & 0.492853 \tabularnewline
14 & -0.161155 & -1.1621 & 0.125249 \tabularnewline
15 & -0.109144 & -0.787 & 0.217413 \tabularnewline
16 & -0.042579 & -0.307 & 0.38002 \tabularnewline
17 & -0.062284 & -0.4491 & 0.327601 \tabularnewline
18 & 0.136851 & 0.9868 & 0.164144 \tabularnewline
19 & -0.053931 & -0.3889 & 0.349468 \tabularnewline
20 & 0.021769 & 0.157 & 0.437934 \tabularnewline
21 & -0.152771 & -1.1016 & 0.137844 \tabularnewline
22 & -0.007905 & -0.057 & 0.47738 \tabularnewline
23 & -0.059721 & -0.4307 & 0.334249 \tabularnewline
24 & -0.020699 & -0.1493 & 0.440961 \tabularnewline
25 & 0.113567 & 0.8189 & 0.208278 \tabularnewline
26 & -0.070133 & -0.5057 & 0.307589 \tabularnewline
27 & 0.084588 & 0.61 & 0.272269 \tabularnewline
28 & -0.057257 & -0.4129 & 0.340694 \tabularnewline
29 & -0.009578 & -0.0691 & 0.472601 \tabularnewline
30 & 0.002585 & 0.0186 & 0.492599 \tabularnewline
31 & -0.000633 & -0.0046 & 0.498187 \tabularnewline
32 & 0.04336 & 0.3127 & 0.377891 \tabularnewline
33 & 0.008083 & 0.0583 & 0.476871 \tabularnewline
34 & -0.062744 & -0.4525 & 0.326412 \tabularnewline
35 & 0.01898 & 0.1369 & 0.445833 \tabularnewline
36 & -0.091612 & -0.6606 & 0.255886 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59746&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]0.736383[/C][C]5.3101[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.248348[/C][C]-1.7909[/C][C]0.039568[/C][/ROW]
[ROW][C]3[/C][C]-0.137831[/C][C]-0.9939[/C][C]0.162434[/C][/ROW]
[ROW][C]4[/C][C]-0.119677[/C][C]-0.863[/C][C]0.196049[/C][/ROW]
[ROW][C]5[/C][C]0.192367[/C][C]1.3872[/C][C]0.085653[/C][/ROW]
[ROW][C]6[/C][C]-0.020977[/C][C]-0.1513[/C][C]0.440174[/C][/ROW]
[ROW][C]7[/C][C]-0.003533[/C][C]-0.0255[/C][C]0.489885[/C][/ROW]
[ROW][C]8[/C][C]0.115631[/C][C]0.8338[/C][C]0.204096[/C][/ROW]
[ROW][C]9[/C][C]-0.13758[/C][C]-0.9921[/C][C]0.162871[/C][/ROW]
[ROW][C]10[/C][C]-0.104665[/C][C]-0.7547[/C][C]0.226902[/C][/ROW]
[ROW][C]11[/C][C]-0.057524[/C][C]-0.4148[/C][C]0.339993[/C][/ROW]
[ROW][C]12[/C][C]-0.118953[/C][C]-0.8578[/C][C]0.197474[/C][/ROW]
[ROW][C]13[/C][C]-0.002496[/C][C]-0.018[/C][C]0.492853[/C][/ROW]
[ROW][C]14[/C][C]-0.161155[/C][C]-1.1621[/C][C]0.125249[/C][/ROW]
[ROW][C]15[/C][C]-0.109144[/C][C]-0.787[/C][C]0.217413[/C][/ROW]
[ROW][C]16[/C][C]-0.042579[/C][C]-0.307[/C][C]0.38002[/C][/ROW]
[ROW][C]17[/C][C]-0.062284[/C][C]-0.4491[/C][C]0.327601[/C][/ROW]
[ROW][C]18[/C][C]0.136851[/C][C]0.9868[/C][C]0.164144[/C][/ROW]
[ROW][C]19[/C][C]-0.053931[/C][C]-0.3889[/C][C]0.349468[/C][/ROW]
[ROW][C]20[/C][C]0.021769[/C][C]0.157[/C][C]0.437934[/C][/ROW]
[ROW][C]21[/C][C]-0.152771[/C][C]-1.1016[/C][C]0.137844[/C][/ROW]
[ROW][C]22[/C][C]-0.007905[/C][C]-0.057[/C][C]0.47738[/C][/ROW]
[ROW][C]23[/C][C]-0.059721[/C][C]-0.4307[/C][C]0.334249[/C][/ROW]
[ROW][C]24[/C][C]-0.020699[/C][C]-0.1493[/C][C]0.440961[/C][/ROW]
[ROW][C]25[/C][C]0.113567[/C][C]0.8189[/C][C]0.208278[/C][/ROW]
[ROW][C]26[/C][C]-0.070133[/C][C]-0.5057[/C][C]0.307589[/C][/ROW]
[ROW][C]27[/C][C]0.084588[/C][C]0.61[/C][C]0.272269[/C][/ROW]
[ROW][C]28[/C][C]-0.057257[/C][C]-0.4129[/C][C]0.340694[/C][/ROW]
[ROW][C]29[/C][C]-0.009578[/C][C]-0.0691[/C][C]0.472601[/C][/ROW]
[ROW][C]30[/C][C]0.002585[/C][C]0.0186[/C][C]0.492599[/C][/ROW]
[ROW][C]31[/C][C]-0.000633[/C][C]-0.0046[/C][C]0.498187[/C][/ROW]
[ROW][C]32[/C][C]0.04336[/C][C]0.3127[/C][C]0.377891[/C][/ROW]
[ROW][C]33[/C][C]0.008083[/C][C]0.0583[/C][C]0.476871[/C][/ROW]
[ROW][C]34[/C][C]-0.062744[/C][C]-0.4525[/C][C]0.326412[/C][/ROW]
[ROW][C]35[/C][C]0.01898[/C][C]0.1369[/C][C]0.445833[/C][/ROW]
[ROW][C]36[/C][C]-0.091612[/C][C]-0.6606[/C][C]0.255886[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59746&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59746&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	0.736383	5.3101	1e-06
2	-0.248348	-1.7909	0.039568
3	-0.137831	-0.9939	0.162434
4	-0.119677	-0.863	0.196049
5	0.192367	1.3872	0.085653
6	-0.020977	-0.1513	0.440174
7	-0.003533	-0.0255	0.489885
8	0.115631	0.8338	0.204096
9	-0.13758	-0.9921	0.162871
10	-0.104665	-0.7547	0.226902
11	-0.057524	-0.4148	0.339993
12	-0.118953	-0.8578	0.197474
13	-0.002496	-0.018	0.492853
14	-0.161155	-1.1621	0.125249
15	-0.109144	-0.787	0.217413
16	-0.042579	-0.307	0.38002
17	-0.062284	-0.4491	0.327601
18	0.136851	0.9868	0.164144
19	-0.053931	-0.3889	0.349468
20	0.021769	0.157	0.437934
21	-0.152771	-1.1016	0.137844
22	-0.007905	-0.057	0.47738
23	-0.059721	-0.4307	0.334249
24	-0.020699	-0.1493	0.440961
25	0.113567	0.8189	0.208278
26	-0.070133	-0.5057	0.307589
27	0.084588	0.61	0.272269
28	-0.057257	-0.4129	0.340694
29	-0.009578	-0.0691	0.472601
30	0.002585	0.0186	0.492599
31	-0.000633	-0.0046	0.498187
32	0.04336	0.3127	0.377891
33	0.008083	0.0583	0.476871
34	-0.062744	-0.4525	0.326412
35	0.01898	0.1369	0.445833
36	-0.091612	-0.6606	0.255886

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