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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 03:35:41 -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/t1259231787rv9n498w2w12nbc.htm/, Retrieved Sun, 28 Apr 2024 23:41:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59800, Retrieved Sun, 28 Apr 2024 23:41:13 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

138

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] [Methode ACF] [2009-11-26 10:35:41] [f97f6131ca109ba89501d75ae11b45c9] [Current]

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Dataseries X:

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Boxplots

10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1
8.5
8.4

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=59800&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=59800&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59800&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	0.883291	6.8419	0
2	0.716488	5.5499	0
3	0.599693	4.6452	1e-05
4	0.570086	4.4159	2.1e-05
5	0.604774	4.6846	8e-06
6	0.624899	4.8404	5e-06
7	0.583322	4.5184	1.5e-05
8	0.499705	3.8707	0.000135
9	0.437108	3.3858	0.000628
10	0.390482	3.0247	0.00183
11	0.382272	2.9611	0.002193
12	0.365767	2.8332	0.003134
13	0.297709	2.306	0.01229
14	0.227797	1.7645	0.041368
15	0.173889	1.3469	0.091532
16	0.127813	0.99	0.163067
17	0.08888	0.6885	0.246907
18	0.04574	0.3543	0.362177
19	-0.009026	-0.0699	0.472247
20	-0.065664	-0.5086	0.306439
21	-0.092678	-0.7179	0.237808
22	-0.117374	-0.9092	0.183447
23	-0.135562	-1.0501	0.148951
24	-0.169446	-1.3125	0.097171
25	-0.233434	-1.8082	0.037796
26	-0.28638	-2.2183	0.015166
27	-0.30558	-2.367	0.010588
28	-0.310974	-2.4088	0.009546
29	-0.30773	-2.3837	0.010161
30	-0.323582	-2.5065	0.007461
31	-0.378588	-2.9325	0.002377
32	-0.434488	-3.3655	0.000668
33	-0.435348	-3.3722	0.000655
34	-0.391077	-3.0293	0.001806
35	-0.319966	-2.4784	0.008013
36	-0.264842	-2.0515	0.022298

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883291 & 6.8419 & 0 \tabularnewline
2 & 0.716488 & 5.5499 & 0 \tabularnewline
3 & 0.599693 & 4.6452 & 1e-05 \tabularnewline
4 & 0.570086 & 4.4159 & 2.1e-05 \tabularnewline
5 & 0.604774 & 4.6846 & 8e-06 \tabularnewline
6 & 0.624899 & 4.8404 & 5e-06 \tabularnewline
7 & 0.583322 & 4.5184 & 1.5e-05 \tabularnewline
8 & 0.499705 & 3.8707 & 0.000135 \tabularnewline
9 & 0.437108 & 3.3858 & 0.000628 \tabularnewline
10 & 0.390482 & 3.0247 & 0.00183 \tabularnewline
11 & 0.382272 & 2.9611 & 0.002193 \tabularnewline
12 & 0.365767 & 2.8332 & 0.003134 \tabularnewline
13 & 0.297709 & 2.306 & 0.01229 \tabularnewline
14 & 0.227797 & 1.7645 & 0.041368 \tabularnewline
15 & 0.173889 & 1.3469 & 0.091532 \tabularnewline
16 & 0.127813 & 0.99 & 0.163067 \tabularnewline
17 & 0.08888 & 0.6885 & 0.246907 \tabularnewline
18 & 0.04574 & 0.3543 & 0.362177 \tabularnewline
19 & -0.009026 & -0.0699 & 0.472247 \tabularnewline
20 & -0.065664 & -0.5086 & 0.306439 \tabularnewline
21 & -0.092678 & -0.7179 & 0.237808 \tabularnewline
22 & -0.117374 & -0.9092 & 0.183447 \tabularnewline
23 & -0.135562 & -1.0501 & 0.148951 \tabularnewline
24 & -0.169446 & -1.3125 & 0.097171 \tabularnewline
25 & -0.233434 & -1.8082 & 0.037796 \tabularnewline
26 & -0.28638 & -2.2183 & 0.015166 \tabularnewline
27 & -0.30558 & -2.367 & 0.010588 \tabularnewline
28 & -0.310974 & -2.4088 & 0.009546 \tabularnewline
29 & -0.30773 & -2.3837 & 0.010161 \tabularnewline
30 & -0.323582 & -2.5065 & 0.007461 \tabularnewline
31 & -0.378588 & -2.9325 & 0.002377 \tabularnewline
32 & -0.434488 & -3.3655 & 0.000668 \tabularnewline
33 & -0.435348 & -3.3722 & 0.000655 \tabularnewline
34 & -0.391077 & -3.0293 & 0.001806 \tabularnewline
35 & -0.319966 & -2.4784 & 0.008013 \tabularnewline
36 & -0.264842 & -2.0515 & 0.022298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59800&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]0.883291[/C][C]6.8419[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.716488[/C][C]5.5499[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.599693[/C][C]4.6452[/C][C]1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.570086[/C][C]4.4159[/C][C]2.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.604774[/C][C]4.6846[/C][C]8e-06[/C][/ROW]
[ROW][C]6[/C][C]0.624899[/C][C]4.8404[/C][C]5e-06[/C][/ROW]
[ROW][C]7[/C][C]0.583322[/C][C]4.5184[/C][C]1.5e-05[/C][/ROW]
[ROW][C]8[/C][C]0.499705[/C][C]3.8707[/C][C]0.000135[/C][/ROW]
[ROW][C]9[/C][C]0.437108[/C][C]3.3858[/C][C]0.000628[/C][/ROW]
[ROW][C]10[/C][C]0.390482[/C][C]3.0247[/C][C]0.00183[/C][/ROW]
[ROW][C]11[/C][C]0.382272[/C][C]2.9611[/C][C]0.002193[/C][/ROW]
[ROW][C]12[/C][C]0.365767[/C][C]2.8332[/C][C]0.003134[/C][/ROW]
[ROW][C]13[/C][C]0.297709[/C][C]2.306[/C][C]0.01229[/C][/ROW]
[ROW][C]14[/C][C]0.227797[/C][C]1.7645[/C][C]0.041368[/C][/ROW]
[ROW][C]15[/C][C]0.173889[/C][C]1.3469[/C][C]0.091532[/C][/ROW]
[ROW][C]16[/C][C]0.127813[/C][C]0.99[/C][C]0.163067[/C][/ROW]
[ROW][C]17[/C][C]0.08888[/C][C]0.6885[/C][C]0.246907[/C][/ROW]
[ROW][C]18[/C][C]0.04574[/C][C]0.3543[/C][C]0.362177[/C][/ROW]
[ROW][C]19[/C][C]-0.009026[/C][C]-0.0699[/C][C]0.472247[/C][/ROW]
[ROW][C]20[/C][C]-0.065664[/C][C]-0.5086[/C][C]0.306439[/C][/ROW]
[ROW][C]21[/C][C]-0.092678[/C][C]-0.7179[/C][C]0.237808[/C][/ROW]
[ROW][C]22[/C][C]-0.117374[/C][C]-0.9092[/C][C]0.183447[/C][/ROW]
[ROW][C]23[/C][C]-0.135562[/C][C]-1.0501[/C][C]0.148951[/C][/ROW]
[ROW][C]24[/C][C]-0.169446[/C][C]-1.3125[/C][C]0.097171[/C][/ROW]
[ROW][C]25[/C][C]-0.233434[/C][C]-1.8082[/C][C]0.037796[/C][/ROW]
[ROW][C]26[/C][C]-0.28638[/C][C]-2.2183[/C][C]0.015166[/C][/ROW]
[ROW][C]27[/C][C]-0.30558[/C][C]-2.367[/C][C]0.010588[/C][/ROW]
[ROW][C]28[/C][C]-0.310974[/C][C]-2.4088[/C][C]0.009546[/C][/ROW]
[ROW][C]29[/C][C]-0.30773[/C][C]-2.3837[/C][C]0.010161[/C][/ROW]
[ROW][C]30[/C][C]-0.323582[/C][C]-2.5065[/C][C]0.007461[/C][/ROW]
[ROW][C]31[/C][C]-0.378588[/C][C]-2.9325[/C][C]0.002377[/C][/ROW]
[ROW][C]32[/C][C]-0.434488[/C][C]-3.3655[/C][C]0.000668[/C][/ROW]
[ROW][C]33[/C][C]-0.435348[/C][C]-3.3722[/C][C]0.000655[/C][/ROW]
[ROW][C]34[/C][C]-0.391077[/C][C]-3.0293[/C][C]0.001806[/C][/ROW]
[ROW][C]35[/C][C]-0.319966[/C][C]-2.4784[/C][C]0.008013[/C][/ROW]
[ROW][C]36[/C][C]-0.264842[/C][C]-2.0515[/C][C]0.022298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59800&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59800&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	0.883291	6.8419	0
2	0.716488	5.5499	0
3	0.599693	4.6452	1e-05
4	0.570086	4.4159	2.1e-05
5	0.604774	4.6846	8e-06
6	0.624899	4.8404	5e-06
7	0.583322	4.5184	1.5e-05
8	0.499705	3.8707	0.000135
9	0.437108	3.3858	0.000628
10	0.390482	3.0247	0.00183
11	0.382272	2.9611	0.002193
12	0.365767	2.8332	0.003134
13	0.297709	2.306	0.01229
14	0.227797	1.7645	0.041368
15	0.173889	1.3469	0.091532
16	0.127813	0.99	0.163067
17	0.08888	0.6885	0.246907
18	0.04574	0.3543	0.362177
19	-0.009026	-0.0699	0.472247
20	-0.065664	-0.5086	0.306439
21	-0.092678	-0.7179	0.237808
22	-0.117374	-0.9092	0.183447
23	-0.135562	-1.0501	0.148951
24	-0.169446	-1.3125	0.097171
25	-0.233434	-1.8082	0.037796
26	-0.28638	-2.2183	0.015166
27	-0.30558	-2.367	0.010588
28	-0.310974	-2.4088	0.009546
29	-0.30773	-2.3837	0.010161
30	-0.323582	-2.5065	0.007461
31	-0.378588	-2.9325	0.002377
32	-0.434488	-3.3655	0.000668
33	-0.435348	-3.3722	0.000655
34	-0.391077	-3.0293	0.001806
35	-0.319966	-2.4784	0.008013
36	-0.264842	-2.0515	0.022298

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.883291	6.8419	0
2	-0.289879	-2.2454	0.01422
3	0.195792	1.5166	0.06731
4	0.244714	1.8955	0.03142
5	0.196847	1.5248	0.066285
6	-0.030043	-0.2327	0.408387
7	-0.091382	-0.7078	0.240891
8	-0.033359	-0.2584	0.398494
9	0.085983	0.666	0.253975
10	-0.149869	-1.1609	0.125144
11	0.092327	0.7152	0.238641
12	-0.117157	-0.9075	0.183889
13	-0.177674	-1.3763	0.086929
14	0.077266	0.5985	0.275881
15	-0.046979	-0.3639	0.358607
16	-0.143985	-1.1153	0.134584
17	-0.040288	-0.3121	0.378036
18	-0.058599	-0.4539	0.325766
19	-0.015524	-0.1202	0.452345
20	-0.096095	-0.7444	0.229784
21	0.085202	0.66	0.255899
22	-0.060709	-0.4703	0.31994
23	-0.003489	-0.027	0.489264
24	-0.058485	-0.453	0.326084
25	-0.082584	-0.6397	0.262403
26	-0.009583	-0.0742	0.470539
27	0.047463	0.3677	0.357214
28	-0.080905	-0.6267	0.266622
29	0.071063	0.5505	0.292027
30	-0.12342	-0.956	0.171452
31	-0.086445	-0.6696	0.252841
32	-0.024943	-0.1932	0.423724
33	0.133421	1.0335	0.152765
34	0.059312	0.4594	0.323793
35	0.113665	0.8804	0.191066
36	0.060152	0.4659	0.321475

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.883291 & 6.8419 & 0 \tabularnewline
2 & -0.289879 & -2.2454 & 0.01422 \tabularnewline
3 & 0.195792 & 1.5166 & 0.06731 \tabularnewline
4 & 0.244714 & 1.8955 & 0.03142 \tabularnewline
5 & 0.196847 & 1.5248 & 0.066285 \tabularnewline
6 & -0.030043 & -0.2327 & 0.408387 \tabularnewline
7 & -0.091382 & -0.7078 & 0.240891 \tabularnewline
8 & -0.033359 & -0.2584 & 0.398494 \tabularnewline
9 & 0.085983 & 0.666 & 0.253975 \tabularnewline
10 & -0.149869 & -1.1609 & 0.125144 \tabularnewline
11 & 0.092327 & 0.7152 & 0.238641 \tabularnewline
12 & -0.117157 & -0.9075 & 0.183889 \tabularnewline
13 & -0.177674 & -1.3763 & 0.086929 \tabularnewline
14 & 0.077266 & 0.5985 & 0.275881 \tabularnewline
15 & -0.046979 & -0.3639 & 0.358607 \tabularnewline
16 & -0.143985 & -1.1153 & 0.134584 \tabularnewline
17 & -0.040288 & -0.3121 & 0.378036 \tabularnewline
18 & -0.058599 & -0.4539 & 0.325766 \tabularnewline
19 & -0.015524 & -0.1202 & 0.452345 \tabularnewline
20 & -0.096095 & -0.7444 & 0.229784 \tabularnewline
21 & 0.085202 & 0.66 & 0.255899 \tabularnewline
22 & -0.060709 & -0.4703 & 0.31994 \tabularnewline
23 & -0.003489 & -0.027 & 0.489264 \tabularnewline
24 & -0.058485 & -0.453 & 0.326084 \tabularnewline
25 & -0.082584 & -0.6397 & 0.262403 \tabularnewline
26 & -0.009583 & -0.0742 & 0.470539 \tabularnewline
27 & 0.047463 & 0.3677 & 0.357214 \tabularnewline
28 & -0.080905 & -0.6267 & 0.266622 \tabularnewline
29 & 0.071063 & 0.5505 & 0.292027 \tabularnewline
30 & -0.12342 & -0.956 & 0.171452 \tabularnewline
31 & -0.086445 & -0.6696 & 0.252841 \tabularnewline
32 & -0.024943 & -0.1932 & 0.423724 \tabularnewline
33 & 0.133421 & 1.0335 & 0.152765 \tabularnewline
34 & 0.059312 & 0.4594 & 0.323793 \tabularnewline
35 & 0.113665 & 0.8804 & 0.191066 \tabularnewline
36 & 0.060152 & 0.4659 & 0.321475 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59800&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]0.883291[/C][C]6.8419[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.289879[/C][C]-2.2454[/C][C]0.01422[/C][/ROW]
[ROW][C]3[/C][C]0.195792[/C][C]1.5166[/C][C]0.06731[/C][/ROW]
[ROW][C]4[/C][C]0.244714[/C][C]1.8955[/C][C]0.03142[/C][/ROW]
[ROW][C]5[/C][C]0.196847[/C][C]1.5248[/C][C]0.066285[/C][/ROW]
[ROW][C]6[/C][C]-0.030043[/C][C]-0.2327[/C][C]0.408387[/C][/ROW]
[ROW][C]7[/C][C]-0.091382[/C][C]-0.7078[/C][C]0.240891[/C][/ROW]
[ROW][C]8[/C][C]-0.033359[/C][C]-0.2584[/C][C]0.398494[/C][/ROW]
[ROW][C]9[/C][C]0.085983[/C][C]0.666[/C][C]0.253975[/C][/ROW]
[ROW][C]10[/C][C]-0.149869[/C][C]-1.1609[/C][C]0.125144[/C][/ROW]
[ROW][C]11[/C][C]0.092327[/C][C]0.7152[/C][C]0.238641[/C][/ROW]
[ROW][C]12[/C][C]-0.117157[/C][C]-0.9075[/C][C]0.183889[/C][/ROW]
[ROW][C]13[/C][C]-0.177674[/C][C]-1.3763[/C][C]0.086929[/C][/ROW]
[ROW][C]14[/C][C]0.077266[/C][C]0.5985[/C][C]0.275881[/C][/ROW]
[ROW][C]15[/C][C]-0.046979[/C][C]-0.3639[/C][C]0.358607[/C][/ROW]
[ROW][C]16[/C][C]-0.143985[/C][C]-1.1153[/C][C]0.134584[/C][/ROW]
[ROW][C]17[/C][C]-0.040288[/C][C]-0.3121[/C][C]0.378036[/C][/ROW]
[ROW][C]18[/C][C]-0.058599[/C][C]-0.4539[/C][C]0.325766[/C][/ROW]
[ROW][C]19[/C][C]-0.015524[/C][C]-0.1202[/C][C]0.452345[/C][/ROW]
[ROW][C]20[/C][C]-0.096095[/C][C]-0.7444[/C][C]0.229784[/C][/ROW]
[ROW][C]21[/C][C]0.085202[/C][C]0.66[/C][C]0.255899[/C][/ROW]
[ROW][C]22[/C][C]-0.060709[/C][C]-0.4703[/C][C]0.31994[/C][/ROW]
[ROW][C]23[/C][C]-0.003489[/C][C]-0.027[/C][C]0.489264[/C][/ROW]
[ROW][C]24[/C][C]-0.058485[/C][C]-0.453[/C][C]0.326084[/C][/ROW]
[ROW][C]25[/C][C]-0.082584[/C][C]-0.6397[/C][C]0.262403[/C][/ROW]
[ROW][C]26[/C][C]-0.009583[/C][C]-0.0742[/C][C]0.470539[/C][/ROW]
[ROW][C]27[/C][C]0.047463[/C][C]0.3677[/C][C]0.357214[/C][/ROW]
[ROW][C]28[/C][C]-0.080905[/C][C]-0.6267[/C][C]0.266622[/C][/ROW]
[ROW][C]29[/C][C]0.071063[/C][C]0.5505[/C][C]0.292027[/C][/ROW]
[ROW][C]30[/C][C]-0.12342[/C][C]-0.956[/C][C]0.171452[/C][/ROW]
[ROW][C]31[/C][C]-0.086445[/C][C]-0.6696[/C][C]0.252841[/C][/ROW]
[ROW][C]32[/C][C]-0.024943[/C][C]-0.1932[/C][C]0.423724[/C][/ROW]
[ROW][C]33[/C][C]0.133421[/C][C]1.0335[/C][C]0.152765[/C][/ROW]
[ROW][C]34[/C][C]0.059312[/C][C]0.4594[/C][C]0.323793[/C][/ROW]
[ROW][C]35[/C][C]0.113665[/C][C]0.8804[/C][C]0.191066[/C][/ROW]
[ROW][C]36[/C][C]0.060152[/C][C]0.4659[/C][C]0.321475[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59800&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59800&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	0.883291	6.8419	0
2	-0.289879	-2.2454	0.01422
3	0.195792	1.5166	0.06731
4	0.244714	1.8955	0.03142
5	0.196847	1.5248	0.066285
6	-0.030043	-0.2327	0.408387
7	-0.091382	-0.7078	0.240891
8	-0.033359	-0.2584	0.398494
9	0.085983	0.666	0.253975
10	-0.149869	-1.1609	0.125144
11	0.092327	0.7152	0.238641
12	-0.117157	-0.9075	0.183889
13	-0.177674	-1.3763	0.086929
14	0.077266	0.5985	0.275881
15	-0.046979	-0.3639	0.358607
16	-0.143985	-1.1153	0.134584
17	-0.040288	-0.3121	0.378036
18	-0.058599	-0.4539	0.325766
19	-0.015524	-0.1202	0.452345
20	-0.096095	-0.7444	0.229784
21	0.085202	0.66	0.255899
22	-0.060709	-0.4703	0.31994
23	-0.003489	-0.027	0.489264
24	-0.058485	-0.453	0.326084
25	-0.082584	-0.6397	0.262403
26	-0.009583	-0.0742	0.470539
27	0.047463	0.3677	0.357214
28	-0.080905	-0.6267	0.266622
29	0.071063	0.5505	0.292027
30	-0.12342	-0.956	0.171452
31	-0.086445	-0.6696	0.252841
32	-0.024943	-0.1932	0.423724
33	0.133421	1.0335	0.152765
34	0.059312	0.4594	0.323793
35	0.113665	0.8804	0.191066
36	0.060152	0.4659	0.321475

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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