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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 02:56:49 -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/26/t1259229470miihdfuam5wio28.htm/, Retrieved Sun, 28 Apr 2024 20:54:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59749, Retrieved Sun, 28 Apr 2024 20:54:46 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

133

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]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-26 09:56:49] [b4088cbf8335906ce53a9289ed6fac01] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-18 10:51:27] [d181e5359f7da6c8509e4702d1229fb0] 

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Dataseries X:

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Histogram

Boxplots

8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
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
8.00
8.2
8.1
8.1
8.00
7.9
7.9
8.00
8.00
7.9
8.00
7.7
7.2
7.5
7.3
7.00
7.00
7.00
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
8.00
8.00
7.7
7.3
7.4
8.1
8.3
8.2

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=59749&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=59749&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59749&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	0.846379	6.6104	0
2	0.589547	4.6045	1.1e-05
3	0.37441	2.9242	0.00242
4	0.272629	2.1293	0.018637
5	0.301742	2.3567	0.010833
6	0.374819	2.9274	0.002399
7	0.396132	3.0939	0.00149
8	0.31099	2.4289	0.009053
9	0.148899	1.1629	0.124692
10	0.008337	0.0651	0.474147
11	-0.073184	-0.5716	0.284852
12	-0.104346	-0.815	0.20913
13	-0.115342	-0.9009	0.185605
14	-0.141861	-1.108	0.136112
15	-0.196345	-1.5335	0.065161
16	-0.242178	-1.8915	0.031656
17	-0.257488	-2.011	0.024373
18	-0.25148	-1.9641	0.027038
19	-0.248447	-1.9404	0.028477
20	-0.249656	-1.9499	0.027895
21	-0.26358	-2.0586	0.021904
22	-0.302077	-2.3593	0.010764
23	-0.321854	-2.5138	0.0073
24	-0.314965	-2.46	0.008372
25	-0.279228	-2.1808	0.016531
26	-0.253113	-1.9769	0.02629
27	-0.249392	-1.9478	0.028022
28	-0.248927	-1.9442	0.028245
29	-0.241455	-1.8858	0.032041
30	-0.209768	-1.6383	0.053249
31	-0.142258	-1.1111	0.13545
32	-0.096946	-0.7572	0.22593
33	-0.088758	-0.6932	0.2454
34	-0.111956	-0.8744	0.192664
35	-0.149466	-1.1674	0.123803
36	-0.140919	-1.1006	0.137695

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846379 & 6.6104 & 0 \tabularnewline
2 & 0.589547 & 4.6045 & 1.1e-05 \tabularnewline
3 & 0.37441 & 2.9242 & 0.00242 \tabularnewline
4 & 0.272629 & 2.1293 & 0.018637 \tabularnewline
5 & 0.301742 & 2.3567 & 0.010833 \tabularnewline
6 & 0.374819 & 2.9274 & 0.002399 \tabularnewline
7 & 0.396132 & 3.0939 & 0.00149 \tabularnewline
8 & 0.31099 & 2.4289 & 0.009053 \tabularnewline
9 & 0.148899 & 1.1629 & 0.124692 \tabularnewline
10 & 0.008337 & 0.0651 & 0.474147 \tabularnewline
11 & -0.073184 & -0.5716 & 0.284852 \tabularnewline
12 & -0.104346 & -0.815 & 0.20913 \tabularnewline
13 & -0.115342 & -0.9009 & 0.185605 \tabularnewline
14 & -0.141861 & -1.108 & 0.136112 \tabularnewline
15 & -0.196345 & -1.5335 & 0.065161 \tabularnewline
16 & -0.242178 & -1.8915 & 0.031656 \tabularnewline
17 & -0.257488 & -2.011 & 0.024373 \tabularnewline
18 & -0.25148 & -1.9641 & 0.027038 \tabularnewline
19 & -0.248447 & -1.9404 & 0.028477 \tabularnewline
20 & -0.249656 & -1.9499 & 0.027895 \tabularnewline
21 & -0.26358 & -2.0586 & 0.021904 \tabularnewline
22 & -0.302077 & -2.3593 & 0.010764 \tabularnewline
23 & -0.321854 & -2.5138 & 0.0073 \tabularnewline
24 & -0.314965 & -2.46 & 0.008372 \tabularnewline
25 & -0.279228 & -2.1808 & 0.016531 \tabularnewline
26 & -0.253113 & -1.9769 & 0.02629 \tabularnewline
27 & -0.249392 & -1.9478 & 0.028022 \tabularnewline
28 & -0.248927 & -1.9442 & 0.028245 \tabularnewline
29 & -0.241455 & -1.8858 & 0.032041 \tabularnewline
30 & -0.209768 & -1.6383 & 0.053249 \tabularnewline
31 & -0.142258 & -1.1111 & 0.13545 \tabularnewline
32 & -0.096946 & -0.7572 & 0.22593 \tabularnewline
33 & -0.088758 & -0.6932 & 0.2454 \tabularnewline
34 & -0.111956 & -0.8744 & 0.192664 \tabularnewline
35 & -0.149466 & -1.1674 & 0.123803 \tabularnewline
36 & -0.140919 & -1.1006 & 0.137695 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59749&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]0.846379[/C][C]6.6104[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.589547[/C][C]4.6045[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.37441[/C][C]2.9242[/C][C]0.00242[/C][/ROW]
[ROW][C]4[/C][C]0.272629[/C][C]2.1293[/C][C]0.018637[/C][/ROW]
[ROW][C]5[/C][C]0.301742[/C][C]2.3567[/C][C]0.010833[/C][/ROW]
[ROW][C]6[/C][C]0.374819[/C][C]2.9274[/C][C]0.002399[/C][/ROW]
[ROW][C]7[/C][C]0.396132[/C][C]3.0939[/C][C]0.00149[/C][/ROW]
[ROW][C]8[/C][C]0.31099[/C][C]2.4289[/C][C]0.009053[/C][/ROW]
[ROW][C]9[/C][C]0.148899[/C][C]1.1629[/C][C]0.124692[/C][/ROW]
[ROW][C]10[/C][C]0.008337[/C][C]0.0651[/C][C]0.474147[/C][/ROW]
[ROW][C]11[/C][C]-0.073184[/C][C]-0.5716[/C][C]0.284852[/C][/ROW]
[ROW][C]12[/C][C]-0.104346[/C][C]-0.815[/C][C]0.20913[/C][/ROW]
[ROW][C]13[/C][C]-0.115342[/C][C]-0.9009[/C][C]0.185605[/C][/ROW]
[ROW][C]14[/C][C]-0.141861[/C][C]-1.108[/C][C]0.136112[/C][/ROW]
[ROW][C]15[/C][C]-0.196345[/C][C]-1.5335[/C][C]0.065161[/C][/ROW]
[ROW][C]16[/C][C]-0.242178[/C][C]-1.8915[/C][C]0.031656[/C][/ROW]
[ROW][C]17[/C][C]-0.257488[/C][C]-2.011[/C][C]0.024373[/C][/ROW]
[ROW][C]18[/C][C]-0.25148[/C][C]-1.9641[/C][C]0.027038[/C][/ROW]
[ROW][C]19[/C][C]-0.248447[/C][C]-1.9404[/C][C]0.028477[/C][/ROW]
[ROW][C]20[/C][C]-0.249656[/C][C]-1.9499[/C][C]0.027895[/C][/ROW]
[ROW][C]21[/C][C]-0.26358[/C][C]-2.0586[/C][C]0.021904[/C][/ROW]
[ROW][C]22[/C][C]-0.302077[/C][C]-2.3593[/C][C]0.010764[/C][/ROW]
[ROW][C]23[/C][C]-0.321854[/C][C]-2.5138[/C][C]0.0073[/C][/ROW]
[ROW][C]24[/C][C]-0.314965[/C][C]-2.46[/C][C]0.008372[/C][/ROW]
[ROW][C]25[/C][C]-0.279228[/C][C]-2.1808[/C][C]0.016531[/C][/ROW]
[ROW][C]26[/C][C]-0.253113[/C][C]-1.9769[/C][C]0.02629[/C][/ROW]
[ROW][C]27[/C][C]-0.249392[/C][C]-1.9478[/C][C]0.028022[/C][/ROW]
[ROW][C]28[/C][C]-0.248927[/C][C]-1.9442[/C][C]0.028245[/C][/ROW]
[ROW][C]29[/C][C]-0.241455[/C][C]-1.8858[/C][C]0.032041[/C][/ROW]
[ROW][C]30[/C][C]-0.209768[/C][C]-1.6383[/C][C]0.053249[/C][/ROW]
[ROW][C]31[/C][C]-0.142258[/C][C]-1.1111[/C][C]0.13545[/C][/ROW]
[ROW][C]32[/C][C]-0.096946[/C][C]-0.7572[/C][C]0.22593[/C][/ROW]
[ROW][C]33[/C][C]-0.088758[/C][C]-0.6932[/C][C]0.2454[/C][/ROW]
[ROW][C]34[/C][C]-0.111956[/C][C]-0.8744[/C][C]0.192664[/C][/ROW]
[ROW][C]35[/C][C]-0.149466[/C][C]-1.1674[/C][C]0.123803[/C][/ROW]
[ROW][C]36[/C][C]-0.140919[/C][C]-1.1006[/C][C]0.137695[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59749&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59749&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	0.846379	6.6104	0
2	0.589547	4.6045	1.1e-05
3	0.37441	2.9242	0.00242
4	0.272629	2.1293	0.018637
5	0.301742	2.3567	0.010833
6	0.374819	2.9274	0.002399
7	0.396132	3.0939	0.00149
8	0.31099	2.4289	0.009053
9	0.148899	1.1629	0.124692
10	0.008337	0.0651	0.474147
11	-0.073184	-0.5716	0.284852
12	-0.104346	-0.815	0.20913
13	-0.115342	-0.9009	0.185605
14	-0.141861	-1.108	0.136112
15	-0.196345	-1.5335	0.065161
16	-0.242178	-1.8915	0.031656
17	-0.257488	-2.011	0.024373
18	-0.25148	-1.9641	0.027038
19	-0.248447	-1.9404	0.028477
20	-0.249656	-1.9499	0.027895
21	-0.26358	-2.0586	0.021904
22	-0.302077	-2.3593	0.010764
23	-0.321854	-2.5138	0.0073
24	-0.314965	-2.46	0.008372
25	-0.279228	-2.1808	0.016531
26	-0.253113	-1.9769	0.02629
27	-0.249392	-1.9478	0.028022
28	-0.248927	-1.9442	0.028245
29	-0.241455	-1.8858	0.032041
30	-0.209768	-1.6383	0.053249
31	-0.142258	-1.1111	0.13545
32	-0.096946	-0.7572	0.22593
33	-0.088758	-0.6932	0.2454
34	-0.111956	-0.8744	0.192664
35	-0.149466	-1.1674	0.123803
36	-0.140919	-1.1006	0.137695

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.846379	6.6104	0
2	-0.447075	-3.4918	0.000449
3	0.135467	1.058	0.147107
4	0.17109	1.3363	0.093214
5	0.244418	1.909	0.030487
6	-0.006179	-0.0483	0.480834
7	-0.079356	-0.6198	0.268852
8	-0.17205	-1.3438	0.092002
9	-0.092633	-0.7235	0.236073
10	0.04696	0.3668	0.357529
11	-0.111237	-0.8688	0.194183
12	-0.130536	-1.0195	0.155991
13	-0.092851	-0.7252	0.235555
14	-0.037978	-0.2966	0.383882
15	-0.040033	-0.3127	0.3778
16	0.072852	0.569	0.285726
17	-0.001723	-0.0135	0.494653
18	-0.050438	-0.3939	0.347501
19	-0.051766	-0.4043	0.3437
20	0.054136	0.4228	0.336959
21	-0.043209	-0.3375	0.368459
22	-0.149215	-1.1654	0.124196
23	0.013042	0.1019	0.4596
24	-0.079416	-0.6203	0.268699
25	0.035741	0.2791	0.390538
26	-0.141887	-1.1082	0.136069
27	-0.042189	-0.3295	0.371451
28	0.000791	0.0062	0.497545
29	0.041969	0.3278	0.372098
30	0.037392	0.292	0.385624
31	0.058866	0.4598	0.323661
32	-0.151794	-1.1856	0.120198
33	-0.026733	-0.2088	0.417654
34	-0.042947	-0.3354	0.369226
35	-0.082383	-0.6434	0.261179
36	0.073206	0.5718	0.284795

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846379 & 6.6104 & 0 \tabularnewline
2 & -0.447075 & -3.4918 & 0.000449 \tabularnewline
3 & 0.135467 & 1.058 & 0.147107 \tabularnewline
4 & 0.17109 & 1.3363 & 0.093214 \tabularnewline
5 & 0.244418 & 1.909 & 0.030487 \tabularnewline
6 & -0.006179 & -0.0483 & 0.480834 \tabularnewline
7 & -0.079356 & -0.6198 & 0.268852 \tabularnewline
8 & -0.17205 & -1.3438 & 0.092002 \tabularnewline
9 & -0.092633 & -0.7235 & 0.236073 \tabularnewline
10 & 0.04696 & 0.3668 & 0.357529 \tabularnewline
11 & -0.111237 & -0.8688 & 0.194183 \tabularnewline
12 & -0.130536 & -1.0195 & 0.155991 \tabularnewline
13 & -0.092851 & -0.7252 & 0.235555 \tabularnewline
14 & -0.037978 & -0.2966 & 0.383882 \tabularnewline
15 & -0.040033 & -0.3127 & 0.3778 \tabularnewline
16 & 0.072852 & 0.569 & 0.285726 \tabularnewline
17 & -0.001723 & -0.0135 & 0.494653 \tabularnewline
18 & -0.050438 & -0.3939 & 0.347501 \tabularnewline
19 & -0.051766 & -0.4043 & 0.3437 \tabularnewline
20 & 0.054136 & 0.4228 & 0.336959 \tabularnewline
21 & -0.043209 & -0.3375 & 0.368459 \tabularnewline
22 & -0.149215 & -1.1654 & 0.124196 \tabularnewline
23 & 0.013042 & 0.1019 & 0.4596 \tabularnewline
24 & -0.079416 & -0.6203 & 0.268699 \tabularnewline
25 & 0.035741 & 0.2791 & 0.390538 \tabularnewline
26 & -0.141887 & -1.1082 & 0.136069 \tabularnewline
27 & -0.042189 & -0.3295 & 0.371451 \tabularnewline
28 & 0.000791 & 0.0062 & 0.497545 \tabularnewline
29 & 0.041969 & 0.3278 & 0.372098 \tabularnewline
30 & 0.037392 & 0.292 & 0.385624 \tabularnewline
31 & 0.058866 & 0.4598 & 0.323661 \tabularnewline
32 & -0.151794 & -1.1856 & 0.120198 \tabularnewline
33 & -0.026733 & -0.2088 & 0.417654 \tabularnewline
34 & -0.042947 & -0.3354 & 0.369226 \tabularnewline
35 & -0.082383 & -0.6434 & 0.261179 \tabularnewline
36 & 0.073206 & 0.5718 & 0.284795 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59749&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]0.846379[/C][C]6.6104[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.447075[/C][C]-3.4918[/C][C]0.000449[/C][/ROW]
[ROW][C]3[/C][C]0.135467[/C][C]1.058[/C][C]0.147107[/C][/ROW]
[ROW][C]4[/C][C]0.17109[/C][C]1.3363[/C][C]0.093214[/C][/ROW]
[ROW][C]5[/C][C]0.244418[/C][C]1.909[/C][C]0.030487[/C][/ROW]
[ROW][C]6[/C][C]-0.006179[/C][C]-0.0483[/C][C]0.480834[/C][/ROW]
[ROW][C]7[/C][C]-0.079356[/C][C]-0.6198[/C][C]0.268852[/C][/ROW]
[ROW][C]8[/C][C]-0.17205[/C][C]-1.3438[/C][C]0.092002[/C][/ROW]
[ROW][C]9[/C][C]-0.092633[/C][C]-0.7235[/C][C]0.236073[/C][/ROW]
[ROW][C]10[/C][C]0.04696[/C][C]0.3668[/C][C]0.357529[/C][/ROW]
[ROW][C]11[/C][C]-0.111237[/C][C]-0.8688[/C][C]0.194183[/C][/ROW]
[ROW][C]12[/C][C]-0.130536[/C][C]-1.0195[/C][C]0.155991[/C][/ROW]
[ROW][C]13[/C][C]-0.092851[/C][C]-0.7252[/C][C]0.235555[/C][/ROW]
[ROW][C]14[/C][C]-0.037978[/C][C]-0.2966[/C][C]0.383882[/C][/ROW]
[ROW][C]15[/C][C]-0.040033[/C][C]-0.3127[/C][C]0.3778[/C][/ROW]
[ROW][C]16[/C][C]0.072852[/C][C]0.569[/C][C]0.285726[/C][/ROW]
[ROW][C]17[/C][C]-0.001723[/C][C]-0.0135[/C][C]0.494653[/C][/ROW]
[ROW][C]18[/C][C]-0.050438[/C][C]-0.3939[/C][C]0.347501[/C][/ROW]
[ROW][C]19[/C][C]-0.051766[/C][C]-0.4043[/C][C]0.3437[/C][/ROW]
[ROW][C]20[/C][C]0.054136[/C][C]0.4228[/C][C]0.336959[/C][/ROW]
[ROW][C]21[/C][C]-0.043209[/C][C]-0.3375[/C][C]0.368459[/C][/ROW]
[ROW][C]22[/C][C]-0.149215[/C][C]-1.1654[/C][C]0.124196[/C][/ROW]
[ROW][C]23[/C][C]0.013042[/C][C]0.1019[/C][C]0.4596[/C][/ROW]
[ROW][C]24[/C][C]-0.079416[/C][C]-0.6203[/C][C]0.268699[/C][/ROW]
[ROW][C]25[/C][C]0.035741[/C][C]0.2791[/C][C]0.390538[/C][/ROW]
[ROW][C]26[/C][C]-0.141887[/C][C]-1.1082[/C][C]0.136069[/C][/ROW]
[ROW][C]27[/C][C]-0.042189[/C][C]-0.3295[/C][C]0.371451[/C][/ROW]
[ROW][C]28[/C][C]0.000791[/C][C]0.0062[/C][C]0.497545[/C][/ROW]
[ROW][C]29[/C][C]0.041969[/C][C]0.3278[/C][C]0.372098[/C][/ROW]
[ROW][C]30[/C][C]0.037392[/C][C]0.292[/C][C]0.385624[/C][/ROW]
[ROW][C]31[/C][C]0.058866[/C][C]0.4598[/C][C]0.323661[/C][/ROW]
[ROW][C]32[/C][C]-0.151794[/C][C]-1.1856[/C][C]0.120198[/C][/ROW]
[ROW][C]33[/C][C]-0.026733[/C][C]-0.2088[/C][C]0.417654[/C][/ROW]
[ROW][C]34[/C][C]-0.042947[/C][C]-0.3354[/C][C]0.369226[/C][/ROW]
[ROW][C]35[/C][C]-0.082383[/C][C]-0.6434[/C][C]0.261179[/C][/ROW]
[ROW][C]36[/C][C]0.073206[/C][C]0.5718[/C][C]0.284795[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59749&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59749&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	0.846379	6.6104	0
2	-0.447075	-3.4918	0.000449
3	0.135467	1.058	0.147107
4	0.17109	1.3363	0.093214
5	0.244418	1.909	0.030487
6	-0.006179	-0.0483	0.480834
7	-0.079356	-0.6198	0.268852
8	-0.17205	-1.3438	0.092002
9	-0.092633	-0.7235	0.236073
10	0.04696	0.3668	0.357529
11	-0.111237	-0.8688	0.194183
12	-0.130536	-1.0195	0.155991
13	-0.092851	-0.7252	0.235555
14	-0.037978	-0.2966	0.383882
15	-0.040033	-0.3127	0.3778
16	0.072852	0.569	0.285726
17	-0.001723	-0.0135	0.494653
18	-0.050438	-0.3939	0.347501
19	-0.051766	-0.4043	0.3437
20	0.054136	0.4228	0.336959
21	-0.043209	-0.3375	0.368459
22	-0.149215	-1.1654	0.124196
23	0.013042	0.1019	0.4596
24	-0.079416	-0.6203	0.268699
25	0.035741	0.2791	0.390538
26	-0.141887	-1.1082	0.136069
27	-0.042189	-0.3295	0.371451
28	0.000791	0.0062	0.497545
29	0.041969	0.3278	0.372098
30	0.037392	0.292	0.385624
31	0.058866	0.4598	0.323661
32	-0.151794	-1.1856	0.120198
33	-0.026733	-0.2088	0.417654
34	-0.042947	-0.3354	0.369226
35	-0.082383	-0.6434	0.261179
36	0.073206	0.5718	0.284795

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