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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 03:13:15 -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/t12592304321dw2iq69f83cerr.htm/, Retrieved Sun, 28 Apr 2024 20:17:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59772, Retrieved Sun, 28 Apr 2024 20:17:50 +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 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [] [2009-11-26 10:06:30] [34d27ebe78dc2d31581e8710befe8733]
-                 [(Partial) Autocorrelation Function] [ACF met: d=D=0, l...] [2009-11-26 10:13:15] [371dc2189c569d90e2c1567f632c3ec0] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59772&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]2 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=59772&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59772&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.38771	3.0281	0.001802
2	0.41532	3.2438	0.000958
3	0.395494	3.0889	0.001512
4	0.236469	1.8469	0.034808
5	0.155079	1.2112	0.115244
6	0.129834	1.014	0.157286
7	0.075827	0.5922	0.277943
8	0.140573	1.0979	0.138279
9	0.126444	0.9876	0.163635
10	0.00769	0.0601	0.476152
11	0.03686	0.2879	0.387205
12	0.111134	0.868	0.194402
13	-0.025077	-0.1959	0.422686
14	0.027623	0.2157	0.414955
15	0.026236	0.2049	0.419164
16	-0.077338	-0.604	0.274032
17	0.011305	0.0883	0.464967
18	-0.128863	-1.0065	0.159087
19	-0.143003	-1.1169	0.134212
20	-0.1088	-0.8498	0.199391
21	-0.02381	-0.186	0.426546
22	-0.10979	-0.8575	0.197265
23	-0.057332	-0.4478	0.327951
24	0.059387	0.4638	0.32221
25	0.076488	0.5974	0.276229
26	-0.01678	-0.1311	0.44808
27	0.065224	0.5094	0.30615
28	-0.042307	-0.3304	0.371105
29	-0.033711	-0.2633	0.396608
30	-0.085728	-0.6696	0.252833
31	-0.14763	-1.153	0.126698
32	-0.051561	-0.4027	0.344287
33	-0.117104	-0.9146	0.181999
34	-0.146589	-1.1449	0.128362
35	-0.194352	-1.5179	0.067098
36	-0.121755	-0.9509	0.172695

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.38771 & 3.0281 & 0.001802 \tabularnewline
2 & 0.41532 & 3.2438 & 0.000958 \tabularnewline
3 & 0.395494 & 3.0889 & 0.001512 \tabularnewline
4 & 0.236469 & 1.8469 & 0.034808 \tabularnewline
5 & 0.155079 & 1.2112 & 0.115244 \tabularnewline
6 & 0.129834 & 1.014 & 0.157286 \tabularnewline
7 & 0.075827 & 0.5922 & 0.277943 \tabularnewline
8 & 0.140573 & 1.0979 & 0.138279 \tabularnewline
9 & 0.126444 & 0.9876 & 0.163635 \tabularnewline
10 & 0.00769 & 0.0601 & 0.476152 \tabularnewline
11 & 0.03686 & 0.2879 & 0.387205 \tabularnewline
12 & 0.111134 & 0.868 & 0.194402 \tabularnewline
13 & -0.025077 & -0.1959 & 0.422686 \tabularnewline
14 & 0.027623 & 0.2157 & 0.414955 \tabularnewline
15 & 0.026236 & 0.2049 & 0.419164 \tabularnewline
16 & -0.077338 & -0.604 & 0.274032 \tabularnewline
17 & 0.011305 & 0.0883 & 0.464967 \tabularnewline
18 & -0.128863 & -1.0065 & 0.159087 \tabularnewline
19 & -0.143003 & -1.1169 & 0.134212 \tabularnewline
20 & -0.1088 & -0.8498 & 0.199391 \tabularnewline
21 & -0.02381 & -0.186 & 0.426546 \tabularnewline
22 & -0.10979 & -0.8575 & 0.197265 \tabularnewline
23 & -0.057332 & -0.4478 & 0.327951 \tabularnewline
24 & 0.059387 & 0.4638 & 0.32221 \tabularnewline
25 & 0.076488 & 0.5974 & 0.276229 \tabularnewline
26 & -0.01678 & -0.1311 & 0.44808 \tabularnewline
27 & 0.065224 & 0.5094 & 0.30615 \tabularnewline
28 & -0.042307 & -0.3304 & 0.371105 \tabularnewline
29 & -0.033711 & -0.2633 & 0.396608 \tabularnewline
30 & -0.085728 & -0.6696 & 0.252833 \tabularnewline
31 & -0.14763 & -1.153 & 0.126698 \tabularnewline
32 & -0.051561 & -0.4027 & 0.344287 \tabularnewline
33 & -0.117104 & -0.9146 & 0.181999 \tabularnewline
34 & -0.146589 & -1.1449 & 0.128362 \tabularnewline
35 & -0.194352 & -1.5179 & 0.067098 \tabularnewline
36 & -0.121755 & -0.9509 & 0.172695 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59772&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]0.38771[/C][C]3.0281[/C][C]0.001802[/C][/ROW]
[ROW][C]2[/C][C]0.41532[/C][C]3.2438[/C][C]0.000958[/C][/ROW]
[ROW][C]3[/C][C]0.395494[/C][C]3.0889[/C][C]0.001512[/C][/ROW]
[ROW][C]4[/C][C]0.236469[/C][C]1.8469[/C][C]0.034808[/C][/ROW]
[ROW][C]5[/C][C]0.155079[/C][C]1.2112[/C][C]0.115244[/C][/ROW]
[ROW][C]6[/C][C]0.129834[/C][C]1.014[/C][C]0.157286[/C][/ROW]
[ROW][C]7[/C][C]0.075827[/C][C]0.5922[/C][C]0.277943[/C][/ROW]
[ROW][C]8[/C][C]0.140573[/C][C]1.0979[/C][C]0.138279[/C][/ROW]
[ROW][C]9[/C][C]0.126444[/C][C]0.9876[/C][C]0.163635[/C][/ROW]
[ROW][C]10[/C][C]0.00769[/C][C]0.0601[/C][C]0.476152[/C][/ROW]
[ROW][C]11[/C][C]0.03686[/C][C]0.2879[/C][C]0.387205[/C][/ROW]
[ROW][C]12[/C][C]0.111134[/C][C]0.868[/C][C]0.194402[/C][/ROW]
[ROW][C]13[/C][C]-0.025077[/C][C]-0.1959[/C][C]0.422686[/C][/ROW]
[ROW][C]14[/C][C]0.027623[/C][C]0.2157[/C][C]0.414955[/C][/ROW]
[ROW][C]15[/C][C]0.026236[/C][C]0.2049[/C][C]0.419164[/C][/ROW]
[ROW][C]16[/C][C]-0.077338[/C][C]-0.604[/C][C]0.274032[/C][/ROW]
[ROW][C]17[/C][C]0.011305[/C][C]0.0883[/C][C]0.464967[/C][/ROW]
[ROW][C]18[/C][C]-0.128863[/C][C]-1.0065[/C][C]0.159087[/C][/ROW]
[ROW][C]19[/C][C]-0.143003[/C][C]-1.1169[/C][C]0.134212[/C][/ROW]
[ROW][C]20[/C][C]-0.1088[/C][C]-0.8498[/C][C]0.199391[/C][/ROW]
[ROW][C]21[/C][C]-0.02381[/C][C]-0.186[/C][C]0.426546[/C][/ROW]
[ROW][C]22[/C][C]-0.10979[/C][C]-0.8575[/C][C]0.197265[/C][/ROW]
[ROW][C]23[/C][C]-0.057332[/C][C]-0.4478[/C][C]0.327951[/C][/ROW]
[ROW][C]24[/C][C]0.059387[/C][C]0.4638[/C][C]0.32221[/C][/ROW]
[ROW][C]25[/C][C]0.076488[/C][C]0.5974[/C][C]0.276229[/C][/ROW]
[ROW][C]26[/C][C]-0.01678[/C][C]-0.1311[/C][C]0.44808[/C][/ROW]
[ROW][C]27[/C][C]0.065224[/C][C]0.5094[/C][C]0.30615[/C][/ROW]
[ROW][C]28[/C][C]-0.042307[/C][C]-0.3304[/C][C]0.371105[/C][/ROW]
[ROW][C]29[/C][C]-0.033711[/C][C]-0.2633[/C][C]0.396608[/C][/ROW]
[ROW][C]30[/C][C]-0.085728[/C][C]-0.6696[/C][C]0.252833[/C][/ROW]
[ROW][C]31[/C][C]-0.14763[/C][C]-1.153[/C][C]0.126698[/C][/ROW]
[ROW][C]32[/C][C]-0.051561[/C][C]-0.4027[/C][C]0.344287[/C][/ROW]
[ROW][C]33[/C][C]-0.117104[/C][C]-0.9146[/C][C]0.181999[/C][/ROW]
[ROW][C]34[/C][C]-0.146589[/C][C]-1.1449[/C][C]0.128362[/C][/ROW]
[ROW][C]35[/C][C]-0.194352[/C][C]-1.5179[/C][C]0.067098[/C][/ROW]
[ROW][C]36[/C][C]-0.121755[/C][C]-0.9509[/C][C]0.172695[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59772&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59772&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	0.38771	3.0281	0.001802
2	0.41532	3.2438	0.000958
3	0.395494	3.0889	0.001512
4	0.236469	1.8469	0.034808
5	0.155079	1.2112	0.115244
6	0.129834	1.014	0.157286
7	0.075827	0.5922	0.277943
8	0.140573	1.0979	0.138279
9	0.126444	0.9876	0.163635
10	0.00769	0.0601	0.476152
11	0.03686	0.2879	0.387205
12	0.111134	0.868	0.194402
13	-0.025077	-0.1959	0.422686
14	0.027623	0.2157	0.414955
15	0.026236	0.2049	0.419164
16	-0.077338	-0.604	0.274032
17	0.011305	0.0883	0.464967
18	-0.128863	-1.0065	0.159087
19	-0.143003	-1.1169	0.134212
20	-0.1088	-0.8498	0.199391
21	-0.02381	-0.186	0.426546
22	-0.10979	-0.8575	0.197265
23	-0.057332	-0.4478	0.327951
24	0.059387	0.4638	0.32221
25	0.076488	0.5974	0.276229
26	-0.01678	-0.1311	0.44808
27	0.065224	0.5094	0.30615
28	-0.042307	-0.3304	0.371105
29	-0.033711	-0.2633	0.396608
30	-0.085728	-0.6696	0.252833
31	-0.14763	-1.153	0.126698
32	-0.051561	-0.4027	0.344287
33	-0.117104	-0.9146	0.181999
34	-0.146589	-1.1449	0.128362
35	-0.194352	-1.5179	0.067098
36	-0.121755	-0.9509	0.172695

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.38771	3.0281	0.001802
2	0.311883	2.4359	0.008896
3	0.213512	1.6676	0.050263
4	-0.042842	-0.3346	0.369536
5	-0.102901	-0.8037	0.212352
6	-0.027838	-0.2174	0.414301
7	0.000956	0.0075	0.497033
8	0.139923	1.0928	0.139382
9	0.082325	0.643	0.261323
10	-0.141366	-1.1041	0.136943
11	-0.087031	-0.6797	0.249622
12	0.120273	0.9394	0.175626
13	-0.028459	-0.2223	0.412424
14	0.019788	0.1546	0.438842
15	-0.010096	-0.0789	0.468704
16	-0.142248	-1.111	0.135466
17	0.032301	0.2523	0.400836
18	-0.107656	-0.8408	0.201867
19	-0.048158	-0.3761	0.354064
20	-0.022312	-0.1743	0.43112
21	0.162678	1.2706	0.104356
22	-0.00765	-0.0598	0.476275
23	-0.064769	-0.5059	0.307387
24	0.110348	0.8618	0.196074
25	0.144702	1.1302	0.131416
26	-0.125023	-0.9765	0.166346
27	0.02163	0.1689	0.433203
28	-0.111974	-0.8745	0.192626
29	-0.110128	-0.8601	0.196543
30	-0.018746	-0.1464	0.442041
31	-0.022988	-0.1795	0.429054
32	0.079541	0.6212	0.268381
33	-0.109236	-0.8532	0.198455
34	-0.079192	-0.6185	0.269271
35	-0.152516	-1.1912	0.119097
36	-0.002476	-0.0193	0.492318

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.38771 & 3.0281 & 0.001802 \tabularnewline
2 & 0.311883 & 2.4359 & 0.008896 \tabularnewline
3 & 0.213512 & 1.6676 & 0.050263 \tabularnewline
4 & -0.042842 & -0.3346 & 0.369536 \tabularnewline
5 & -0.102901 & -0.8037 & 0.212352 \tabularnewline
6 & -0.027838 & -0.2174 & 0.414301 \tabularnewline
7 & 0.000956 & 0.0075 & 0.497033 \tabularnewline
8 & 0.139923 & 1.0928 & 0.139382 \tabularnewline
9 & 0.082325 & 0.643 & 0.261323 \tabularnewline
10 & -0.141366 & -1.1041 & 0.136943 \tabularnewline
11 & -0.087031 & -0.6797 & 0.249622 \tabularnewline
12 & 0.120273 & 0.9394 & 0.175626 \tabularnewline
13 & -0.028459 & -0.2223 & 0.412424 \tabularnewline
14 & 0.019788 & 0.1546 & 0.438842 \tabularnewline
15 & -0.010096 & -0.0789 & 0.468704 \tabularnewline
16 & -0.142248 & -1.111 & 0.135466 \tabularnewline
17 & 0.032301 & 0.2523 & 0.400836 \tabularnewline
18 & -0.107656 & -0.8408 & 0.201867 \tabularnewline
19 & -0.048158 & -0.3761 & 0.354064 \tabularnewline
20 & -0.022312 & -0.1743 & 0.43112 \tabularnewline
21 & 0.162678 & 1.2706 & 0.104356 \tabularnewline
22 & -0.00765 & -0.0598 & 0.476275 \tabularnewline
23 & -0.064769 & -0.5059 & 0.307387 \tabularnewline
24 & 0.110348 & 0.8618 & 0.196074 \tabularnewline
25 & 0.144702 & 1.1302 & 0.131416 \tabularnewline
26 & -0.125023 & -0.9765 & 0.166346 \tabularnewline
27 & 0.02163 & 0.1689 & 0.433203 \tabularnewline
28 & -0.111974 & -0.8745 & 0.192626 \tabularnewline
29 & -0.110128 & -0.8601 & 0.196543 \tabularnewline
30 & -0.018746 & -0.1464 & 0.442041 \tabularnewline
31 & -0.022988 & -0.1795 & 0.429054 \tabularnewline
32 & 0.079541 & 0.6212 & 0.268381 \tabularnewline
33 & -0.109236 & -0.8532 & 0.198455 \tabularnewline
34 & -0.079192 & -0.6185 & 0.269271 \tabularnewline
35 & -0.152516 & -1.1912 & 0.119097 \tabularnewline
36 & -0.002476 & -0.0193 & 0.492318 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59772&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]0.38771[/C][C]3.0281[/C][C]0.001802[/C][/ROW]
[ROW][C]2[/C][C]0.311883[/C][C]2.4359[/C][C]0.008896[/C][/ROW]
[ROW][C]3[/C][C]0.213512[/C][C]1.6676[/C][C]0.050263[/C][/ROW]
[ROW][C]4[/C][C]-0.042842[/C][C]-0.3346[/C][C]0.369536[/C][/ROW]
[ROW][C]5[/C][C]-0.102901[/C][C]-0.8037[/C][C]0.212352[/C][/ROW]
[ROW][C]6[/C][C]-0.027838[/C][C]-0.2174[/C][C]0.414301[/C][/ROW]
[ROW][C]7[/C][C]0.000956[/C][C]0.0075[/C][C]0.497033[/C][/ROW]
[ROW][C]8[/C][C]0.139923[/C][C]1.0928[/C][C]0.139382[/C][/ROW]
[ROW][C]9[/C][C]0.082325[/C][C]0.643[/C][C]0.261323[/C][/ROW]
[ROW][C]10[/C][C]-0.141366[/C][C]-1.1041[/C][C]0.136943[/C][/ROW]
[ROW][C]11[/C][C]-0.087031[/C][C]-0.6797[/C][C]0.249622[/C][/ROW]
[ROW][C]12[/C][C]0.120273[/C][C]0.9394[/C][C]0.175626[/C][/ROW]
[ROW][C]13[/C][C]-0.028459[/C][C]-0.2223[/C][C]0.412424[/C][/ROW]
[ROW][C]14[/C][C]0.019788[/C][C]0.1546[/C][C]0.438842[/C][/ROW]
[ROW][C]15[/C][C]-0.010096[/C][C]-0.0789[/C][C]0.468704[/C][/ROW]
[ROW][C]16[/C][C]-0.142248[/C][C]-1.111[/C][C]0.135466[/C][/ROW]
[ROW][C]17[/C][C]0.032301[/C][C]0.2523[/C][C]0.400836[/C][/ROW]
[ROW][C]18[/C][C]-0.107656[/C][C]-0.8408[/C][C]0.201867[/C][/ROW]
[ROW][C]19[/C][C]-0.048158[/C][C]-0.3761[/C][C]0.354064[/C][/ROW]
[ROW][C]20[/C][C]-0.022312[/C][C]-0.1743[/C][C]0.43112[/C][/ROW]
[ROW][C]21[/C][C]0.162678[/C][C]1.2706[/C][C]0.104356[/C][/ROW]
[ROW][C]22[/C][C]-0.00765[/C][C]-0.0598[/C][C]0.476275[/C][/ROW]
[ROW][C]23[/C][C]-0.064769[/C][C]-0.5059[/C][C]0.307387[/C][/ROW]
[ROW][C]24[/C][C]0.110348[/C][C]0.8618[/C][C]0.196074[/C][/ROW]
[ROW][C]25[/C][C]0.144702[/C][C]1.1302[/C][C]0.131416[/C][/ROW]
[ROW][C]26[/C][C]-0.125023[/C][C]-0.9765[/C][C]0.166346[/C][/ROW]
[ROW][C]27[/C][C]0.02163[/C][C]0.1689[/C][C]0.433203[/C][/ROW]
[ROW][C]28[/C][C]-0.111974[/C][C]-0.8745[/C][C]0.192626[/C][/ROW]
[ROW][C]29[/C][C]-0.110128[/C][C]-0.8601[/C][C]0.196543[/C][/ROW]
[ROW][C]30[/C][C]-0.018746[/C][C]-0.1464[/C][C]0.442041[/C][/ROW]
[ROW][C]31[/C][C]-0.022988[/C][C]-0.1795[/C][C]0.429054[/C][/ROW]
[ROW][C]32[/C][C]0.079541[/C][C]0.6212[/C][C]0.268381[/C][/ROW]
[ROW][C]33[/C][C]-0.109236[/C][C]-0.8532[/C][C]0.198455[/C][/ROW]
[ROW][C]34[/C][C]-0.079192[/C][C]-0.6185[/C][C]0.269271[/C][/ROW]
[ROW][C]35[/C][C]-0.152516[/C][C]-1.1912[/C][C]0.119097[/C][/ROW]
[ROW][C]36[/C][C]-0.002476[/C][C]-0.0193[/C][C]0.492318[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59772&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59772&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	0.38771	3.0281	0.001802
2	0.311883	2.4359	0.008896
3	0.213512	1.6676	0.050263
4	-0.042842	-0.3346	0.369536
5	-0.102901	-0.8037	0.212352
6	-0.027838	-0.2174	0.414301
7	0.000956	0.0075	0.497033
8	0.139923	1.0928	0.139382
9	0.082325	0.643	0.261323
10	-0.141366	-1.1041	0.136943
11	-0.087031	-0.6797	0.249622
12	0.120273	0.9394	0.175626
13	-0.028459	-0.2223	0.412424
14	0.019788	0.1546	0.438842
15	-0.010096	-0.0789	0.468704
16	-0.142248	-1.111	0.135466
17	0.032301	0.2523	0.400836
18	-0.107656	-0.8408	0.201867
19	-0.048158	-0.3761	0.354064
20	-0.022312	-0.1743	0.43112
21	0.162678	1.2706	0.104356
22	-0.00765	-0.0598	0.476275
23	-0.064769	-0.5059	0.307387
24	0.110348	0.8618	0.196074
25	0.144702	1.1302	0.131416
26	-0.125023	-0.9765	0.166346
27	0.02163	0.1689	0.433203
28	-0.111974	-0.8745	0.192626
29	-0.110128	-0.8601	0.196543
30	-0.018746	-0.1464	0.442041
31	-0.022988	-0.1795	0.429054
32	0.079541	0.6212	0.268381
33	-0.109236	-0.8532	0.198455
34	-0.079192	-0.6185	0.269271
35	-0.152516	-1.1912	0.119097
36	-0.002476	-0.0193	0.492318

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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