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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 02:59:45 -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/t1259229643rn7ilfe5ggr82ea.htm/, Retrieved Mon, 29 Apr 2024 05:46:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59755, Retrieved Mon, 29 Apr 2024 05:46:46 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

173

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 09:59:45] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]

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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=59755&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=59755&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59755&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	0.275379	1.9666	0.027341
2	0.126141	0.9008	0.185958
3	-0.135836	-0.9701	0.168297
4	-0.498399	-3.5593	0.000408
5	-0.238853	-1.7058	0.047069
6	-0.068061	-0.4861	0.314505
7	-0.05072	-0.3622	0.359344
8	0.315121	2.2504	0.014382
9	0.241339	1.7235	0.045428
10	0.078105	0.5578	0.289717
11	0.075501	0.5392	0.296054
12	-0.214058	-1.5287	0.066262
13	-0.137082	-0.979	0.16611
14	-0.080219	-0.5729	0.284623
15	-0.085917	-0.6136	0.271112
16	-0.001236	-0.0088	0.496495
17	-0.029453	-0.2103	0.417123
18	0.008714	0.0622	0.475311
19	0.020422	0.1458	0.442311
20	0.114796	0.8198	0.20807
21	-0.056289	-0.402	0.344689
22	-0.016942	-0.121	0.452088
23	-0.153555	-1.0966	0.138984
24	-0.224766	-1.6052	0.057318
25	-0.043324	-0.3094	0.379141
26	-0.056486	-0.4034	0.344175
27	0.123285	0.8804	0.191379
28	0.23915	1.7079	0.04687
29	0.12912	0.9221	0.180409
30	0.08312	0.5936	0.277704
31	-0.017999	-0.1285	0.449113
32	-0.195798	-1.3983	0.084041
33	-0.007211	-0.0515	0.479565
34	-0.01527	-0.1091	0.456794
35	0.108399	0.7741	0.221217
36	0.174439	1.2457	0.109276

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.275379 & 1.9666 & 0.027341 \tabularnewline
2 & 0.126141 & 0.9008 & 0.185958 \tabularnewline
3 & -0.135836 & -0.9701 & 0.168297 \tabularnewline
4 & -0.498399 & -3.5593 & 0.000408 \tabularnewline
5 & -0.238853 & -1.7058 & 0.047069 \tabularnewline
6 & -0.068061 & -0.4861 & 0.314505 \tabularnewline
7 & -0.05072 & -0.3622 & 0.359344 \tabularnewline
8 & 0.315121 & 2.2504 & 0.014382 \tabularnewline
9 & 0.241339 & 1.7235 & 0.045428 \tabularnewline
10 & 0.078105 & 0.5578 & 0.289717 \tabularnewline
11 & 0.075501 & 0.5392 & 0.296054 \tabularnewline
12 & -0.214058 & -1.5287 & 0.066262 \tabularnewline
13 & -0.137082 & -0.979 & 0.16611 \tabularnewline
14 & -0.080219 & -0.5729 & 0.284623 \tabularnewline
15 & -0.085917 & -0.6136 & 0.271112 \tabularnewline
16 & -0.001236 & -0.0088 & 0.496495 \tabularnewline
17 & -0.029453 & -0.2103 & 0.417123 \tabularnewline
18 & 0.008714 & 0.0622 & 0.475311 \tabularnewline
19 & 0.020422 & 0.1458 & 0.442311 \tabularnewline
20 & 0.114796 & 0.8198 & 0.20807 \tabularnewline
21 & -0.056289 & -0.402 & 0.344689 \tabularnewline
22 & -0.016942 & -0.121 & 0.452088 \tabularnewline
23 & -0.153555 & -1.0966 & 0.138984 \tabularnewline
24 & -0.224766 & -1.6052 & 0.057318 \tabularnewline
25 & -0.043324 & -0.3094 & 0.379141 \tabularnewline
26 & -0.056486 & -0.4034 & 0.344175 \tabularnewline
27 & 0.123285 & 0.8804 & 0.191379 \tabularnewline
28 & 0.23915 & 1.7079 & 0.04687 \tabularnewline
29 & 0.12912 & 0.9221 & 0.180409 \tabularnewline
30 & 0.08312 & 0.5936 & 0.277704 \tabularnewline
31 & -0.017999 & -0.1285 & 0.449113 \tabularnewline
32 & -0.195798 & -1.3983 & 0.084041 \tabularnewline
33 & -0.007211 & -0.0515 & 0.479565 \tabularnewline
34 & -0.01527 & -0.1091 & 0.456794 \tabularnewline
35 & 0.108399 & 0.7741 & 0.221217 \tabularnewline
36 & 0.174439 & 1.2457 & 0.109276 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59755&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]0.275379[/C][C]1.9666[/C][C]0.027341[/C][/ROW]
[ROW][C]2[/C][C]0.126141[/C][C]0.9008[/C][C]0.185958[/C][/ROW]
[ROW][C]3[/C][C]-0.135836[/C][C]-0.9701[/C][C]0.168297[/C][/ROW]
[ROW][C]4[/C][C]-0.498399[/C][C]-3.5593[/C][C]0.000408[/C][/ROW]
[ROW][C]5[/C][C]-0.238853[/C][C]-1.7058[/C][C]0.047069[/C][/ROW]
[ROW][C]6[/C][C]-0.068061[/C][C]-0.4861[/C][C]0.314505[/C][/ROW]
[ROW][C]7[/C][C]-0.05072[/C][C]-0.3622[/C][C]0.359344[/C][/ROW]
[ROW][C]8[/C][C]0.315121[/C][C]2.2504[/C][C]0.014382[/C][/ROW]
[ROW][C]9[/C][C]0.241339[/C][C]1.7235[/C][C]0.045428[/C][/ROW]
[ROW][C]10[/C][C]0.078105[/C][C]0.5578[/C][C]0.289717[/C][/ROW]
[ROW][C]11[/C][C]0.075501[/C][C]0.5392[/C][C]0.296054[/C][/ROW]
[ROW][C]12[/C][C]-0.214058[/C][C]-1.5287[/C][C]0.066262[/C][/ROW]
[ROW][C]13[/C][C]-0.137082[/C][C]-0.979[/C][C]0.16611[/C][/ROW]
[ROW][C]14[/C][C]-0.080219[/C][C]-0.5729[/C][C]0.284623[/C][/ROW]
[ROW][C]15[/C][C]-0.085917[/C][C]-0.6136[/C][C]0.271112[/C][/ROW]
[ROW][C]16[/C][C]-0.001236[/C][C]-0.0088[/C][C]0.496495[/C][/ROW]
[ROW][C]17[/C][C]-0.029453[/C][C]-0.2103[/C][C]0.417123[/C][/ROW]
[ROW][C]18[/C][C]0.008714[/C][C]0.0622[/C][C]0.475311[/C][/ROW]
[ROW][C]19[/C][C]0.020422[/C][C]0.1458[/C][C]0.442311[/C][/ROW]
[ROW][C]20[/C][C]0.114796[/C][C]0.8198[/C][C]0.20807[/C][/ROW]
[ROW][C]21[/C][C]-0.056289[/C][C]-0.402[/C][C]0.344689[/C][/ROW]
[ROW][C]22[/C][C]-0.016942[/C][C]-0.121[/C][C]0.452088[/C][/ROW]
[ROW][C]23[/C][C]-0.153555[/C][C]-1.0966[/C][C]0.138984[/C][/ROW]
[ROW][C]24[/C][C]-0.224766[/C][C]-1.6052[/C][C]0.057318[/C][/ROW]
[ROW][C]25[/C][C]-0.043324[/C][C]-0.3094[/C][C]0.379141[/C][/ROW]
[ROW][C]26[/C][C]-0.056486[/C][C]-0.4034[/C][C]0.344175[/C][/ROW]
[ROW][C]27[/C][C]0.123285[/C][C]0.8804[/C][C]0.191379[/C][/ROW]
[ROW][C]28[/C][C]0.23915[/C][C]1.7079[/C][C]0.04687[/C][/ROW]
[ROW][C]29[/C][C]0.12912[/C][C]0.9221[/C][C]0.180409[/C][/ROW]
[ROW][C]30[/C][C]0.08312[/C][C]0.5936[/C][C]0.277704[/C][/ROW]
[ROW][C]31[/C][C]-0.017999[/C][C]-0.1285[/C][C]0.449113[/C][/ROW]
[ROW][C]32[/C][C]-0.195798[/C][C]-1.3983[/C][C]0.084041[/C][/ROW]
[ROW][C]33[/C][C]-0.007211[/C][C]-0.0515[/C][C]0.479565[/C][/ROW]
[ROW][C]34[/C][C]-0.01527[/C][C]-0.1091[/C][C]0.456794[/C][/ROW]
[ROW][C]35[/C][C]0.108399[/C][C]0.7741[/C][C]0.221217[/C][/ROW]
[ROW][C]36[/C][C]0.174439[/C][C]1.2457[/C][C]0.109276[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59755&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59755&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	0.275379	1.9666	0.027341
2	0.126141	0.9008	0.185958
3	-0.135836	-0.9701	0.168297
4	-0.498399	-3.5593	0.000408
5	-0.238853	-1.7058	0.047069
6	-0.068061	-0.4861	0.314505
7	-0.05072	-0.3622	0.359344
8	0.315121	2.2504	0.014382
9	0.241339	1.7235	0.045428
10	0.078105	0.5578	0.289717
11	0.075501	0.5392	0.296054
12	-0.214058	-1.5287	0.066262
13	-0.137082	-0.979	0.16611
14	-0.080219	-0.5729	0.284623
15	-0.085917	-0.6136	0.271112
16	-0.001236	-0.0088	0.496495
17	-0.029453	-0.2103	0.417123
18	0.008714	0.0622	0.475311
19	0.020422	0.1458	0.442311
20	0.114796	0.8198	0.20807
21	-0.056289	-0.402	0.344689
22	-0.016942	-0.121	0.452088
23	-0.153555	-1.0966	0.138984
24	-0.224766	-1.6052	0.057318
25	-0.043324	-0.3094	0.379141
26	-0.056486	-0.4034	0.344175
27	0.123285	0.8804	0.191379
28	0.23915	1.7079	0.04687
29	0.12912	0.9221	0.180409
30	0.08312	0.5936	0.277704
31	-0.017999	-0.1285	0.449113
32	-0.195798	-1.3983	0.084041
33	-0.007211	-0.0515	0.479565
34	-0.01527	-0.1091	0.456794
35	0.108399	0.7741	0.221217
36	0.174439	1.2457	0.109276

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.275379	1.9666	0.027341
2	0.054435	0.3887	0.349542
3	-0.199334	-1.4235	0.080336
4	-0.474761	-3.3905	0.000677
5	0.014748	0.1053	0.458266
6	0.146999	1.0498	0.149383
7	-0.181701	-1.2976	0.100131
8	0.124423	0.8886	0.189205
9	0.153264	1.0945	0.139434
10	-0.092302	-0.6592	0.256378
11	-0.04444	-0.3174	0.376131
12	-0.019319	-0.138	0.445405
13	0.121201	0.8655	0.195396
14	-0.07484	-0.5345	0.297671
15	-0.060124	-0.4294	0.33473
16	-0.095274	-0.6804	0.249667
17	-0.136163	-0.9724	0.16772
18	0.044037	0.3145	0.377216
19	-0.059776	-0.4269	0.335628
20	0.148677	1.0618	0.146672
21	-0.223556	-1.5965	0.058277
22	-0.059156	-0.4225	0.337233
23	-0.116804	-0.8341	0.204044
24	-0.184875	-1.3203	0.096319
25	0.110447	0.7888	0.216954
26	-0.097635	-0.6973	0.244405
27	0.101977	0.7283	0.234893
28	-0.031366	-0.224	0.411828
29	-0.005833	-0.0417	0.483468
30	0.036512	0.2607	0.39767
31	-0.035542	-0.2538	0.400329
32	0.142752	1.0195	0.1564
33	0.072565	0.5182	0.303273
34	0.070734	0.5051	0.307819
35	0.084372	0.6025	0.274743
36	-0.087512	-0.625	0.267391

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.275379 & 1.9666 & 0.027341 \tabularnewline
2 & 0.054435 & 0.3887 & 0.349542 \tabularnewline
3 & -0.199334 & -1.4235 & 0.080336 \tabularnewline
4 & -0.474761 & -3.3905 & 0.000677 \tabularnewline
5 & 0.014748 & 0.1053 & 0.458266 \tabularnewline
6 & 0.146999 & 1.0498 & 0.149383 \tabularnewline
7 & -0.181701 & -1.2976 & 0.100131 \tabularnewline
8 & 0.124423 & 0.8886 & 0.189205 \tabularnewline
9 & 0.153264 & 1.0945 & 0.139434 \tabularnewline
10 & -0.092302 & -0.6592 & 0.256378 \tabularnewline
11 & -0.04444 & -0.3174 & 0.376131 \tabularnewline
12 & -0.019319 & -0.138 & 0.445405 \tabularnewline
13 & 0.121201 & 0.8655 & 0.195396 \tabularnewline
14 & -0.07484 & -0.5345 & 0.297671 \tabularnewline
15 & -0.060124 & -0.4294 & 0.33473 \tabularnewline
16 & -0.095274 & -0.6804 & 0.249667 \tabularnewline
17 & -0.136163 & -0.9724 & 0.16772 \tabularnewline
18 & 0.044037 & 0.3145 & 0.377216 \tabularnewline
19 & -0.059776 & -0.4269 & 0.335628 \tabularnewline
20 & 0.148677 & 1.0618 & 0.146672 \tabularnewline
21 & -0.223556 & -1.5965 & 0.058277 \tabularnewline
22 & -0.059156 & -0.4225 & 0.337233 \tabularnewline
23 & -0.116804 & -0.8341 & 0.204044 \tabularnewline
24 & -0.184875 & -1.3203 & 0.096319 \tabularnewline
25 & 0.110447 & 0.7888 & 0.216954 \tabularnewline
26 & -0.097635 & -0.6973 & 0.244405 \tabularnewline
27 & 0.101977 & 0.7283 & 0.234893 \tabularnewline
28 & -0.031366 & -0.224 & 0.411828 \tabularnewline
29 & -0.005833 & -0.0417 & 0.483468 \tabularnewline
30 & 0.036512 & 0.2607 & 0.39767 \tabularnewline
31 & -0.035542 & -0.2538 & 0.400329 \tabularnewline
32 & 0.142752 & 1.0195 & 0.1564 \tabularnewline
33 & 0.072565 & 0.5182 & 0.303273 \tabularnewline
34 & 0.070734 & 0.5051 & 0.307819 \tabularnewline
35 & 0.084372 & 0.6025 & 0.274743 \tabularnewline
36 & -0.087512 & -0.625 & 0.267391 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59755&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]0.275379[/C][C]1.9666[/C][C]0.027341[/C][/ROW]
[ROW][C]2[/C][C]0.054435[/C][C]0.3887[/C][C]0.349542[/C][/ROW]
[ROW][C]3[/C][C]-0.199334[/C][C]-1.4235[/C][C]0.080336[/C][/ROW]
[ROW][C]4[/C][C]-0.474761[/C][C]-3.3905[/C][C]0.000677[/C][/ROW]
[ROW][C]5[/C][C]0.014748[/C][C]0.1053[/C][C]0.458266[/C][/ROW]
[ROW][C]6[/C][C]0.146999[/C][C]1.0498[/C][C]0.149383[/C][/ROW]
[ROW][C]7[/C][C]-0.181701[/C][C]-1.2976[/C][C]0.100131[/C][/ROW]
[ROW][C]8[/C][C]0.124423[/C][C]0.8886[/C][C]0.189205[/C][/ROW]
[ROW][C]9[/C][C]0.153264[/C][C]1.0945[/C][C]0.139434[/C][/ROW]
[ROW][C]10[/C][C]-0.092302[/C][C]-0.6592[/C][C]0.256378[/C][/ROW]
[ROW][C]11[/C][C]-0.04444[/C][C]-0.3174[/C][C]0.376131[/C][/ROW]
[ROW][C]12[/C][C]-0.019319[/C][C]-0.138[/C][C]0.445405[/C][/ROW]
[ROW][C]13[/C][C]0.121201[/C][C]0.8655[/C][C]0.195396[/C][/ROW]
[ROW][C]14[/C][C]-0.07484[/C][C]-0.5345[/C][C]0.297671[/C][/ROW]
[ROW][C]15[/C][C]-0.060124[/C][C]-0.4294[/C][C]0.33473[/C][/ROW]
[ROW][C]16[/C][C]-0.095274[/C][C]-0.6804[/C][C]0.249667[/C][/ROW]
[ROW][C]17[/C][C]-0.136163[/C][C]-0.9724[/C][C]0.16772[/C][/ROW]
[ROW][C]18[/C][C]0.044037[/C][C]0.3145[/C][C]0.377216[/C][/ROW]
[ROW][C]19[/C][C]-0.059776[/C][C]-0.4269[/C][C]0.335628[/C][/ROW]
[ROW][C]20[/C][C]0.148677[/C][C]1.0618[/C][C]0.146672[/C][/ROW]
[ROW][C]21[/C][C]-0.223556[/C][C]-1.5965[/C][C]0.058277[/C][/ROW]
[ROW][C]22[/C][C]-0.059156[/C][C]-0.4225[/C][C]0.337233[/C][/ROW]
[ROW][C]23[/C][C]-0.116804[/C][C]-0.8341[/C][C]0.204044[/C][/ROW]
[ROW][C]24[/C][C]-0.184875[/C][C]-1.3203[/C][C]0.096319[/C][/ROW]
[ROW][C]25[/C][C]0.110447[/C][C]0.7888[/C][C]0.216954[/C][/ROW]
[ROW][C]26[/C][C]-0.097635[/C][C]-0.6973[/C][C]0.244405[/C][/ROW]
[ROW][C]27[/C][C]0.101977[/C][C]0.7283[/C][C]0.234893[/C][/ROW]
[ROW][C]28[/C][C]-0.031366[/C][C]-0.224[/C][C]0.411828[/C][/ROW]
[ROW][C]29[/C][C]-0.005833[/C][C]-0.0417[/C][C]0.483468[/C][/ROW]
[ROW][C]30[/C][C]0.036512[/C][C]0.2607[/C][C]0.39767[/C][/ROW]
[ROW][C]31[/C][C]-0.035542[/C][C]-0.2538[/C][C]0.400329[/C][/ROW]
[ROW][C]32[/C][C]0.142752[/C][C]1.0195[/C][C]0.1564[/C][/ROW]
[ROW][C]33[/C][C]0.072565[/C][C]0.5182[/C][C]0.303273[/C][/ROW]
[ROW][C]34[/C][C]0.070734[/C][C]0.5051[/C][C]0.307819[/C][/ROW]
[ROW][C]35[/C][C]0.084372[/C][C]0.6025[/C][C]0.274743[/C][/ROW]
[ROW][C]36[/C][C]-0.087512[/C][C]-0.625[/C][C]0.267391[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59755&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59755&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	0.275379	1.9666	0.027341
2	0.054435	0.3887	0.349542
3	-0.199334	-1.4235	0.080336
4	-0.474761	-3.3905	0.000677
5	0.014748	0.1053	0.458266
6	0.146999	1.0498	0.149383
7	-0.181701	-1.2976	0.100131
8	0.124423	0.8886	0.189205
9	0.153264	1.0945	0.139434
10	-0.092302	-0.6592	0.256378
11	-0.04444	-0.3174	0.376131
12	-0.019319	-0.138	0.445405
13	0.121201	0.8655	0.195396
14	-0.07484	-0.5345	0.297671
15	-0.060124	-0.4294	0.33473
16	-0.095274	-0.6804	0.249667
17	-0.136163	-0.9724	0.16772
18	0.044037	0.3145	0.377216
19	-0.059776	-0.4269	0.335628
20	0.148677	1.0618	0.146672
21	-0.223556	-1.5965	0.058277
22	-0.059156	-0.4225	0.337233
23	-0.116804	-0.8341	0.204044
24	-0.184875	-1.3203	0.096319
25	0.110447	0.7888	0.216954
26	-0.097635	-0.6973	0.244405
27	0.101977	0.7283	0.234893
28	-0.031366	-0.224	0.411828
29	-0.005833	-0.0417	0.483468
30	0.036512	0.2607	0.39767
31	-0.035542	-0.2538	0.400329
32	0.142752	1.0195	0.1564
33	0.072565	0.5182	0.303273
34	0.070734	0.5051	0.307819
35	0.084372	0.6025	0.274743
36	-0.087512	-0.625	0.267391

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