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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 05:57:18 -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/t12592403099cb8yjwwr67zlmr.htm/, Retrieved Mon, 29 Apr 2024 03:10:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59901, Retrieved Mon, 29 Apr 2024 03:10:13 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

126

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] [976efdaed7598845c859b86bc2e467ce]
-   P             [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 12:57:18] [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	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=59901&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=59901&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59901&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	-0.414241	-2.5536	0.007399
2	0.163807	1.0098	0.159495
3	0.013519	0.0833	0.467011
4	-0.390364	-2.4064	0.010541
5	0.039831	0.2455	0.403681
6	0.05672	0.3496	0.364268
7	-0.163332	-1.0068	0.160189
8	0.220769	1.3609	0.090779
9	0.125021	0.7707	0.222831
10	-0.171954	-1.06	0.147919
11	0.264696	1.6317	0.055502
12	-0.244204	-1.5054	0.070247
13	0.02095	0.1291	0.448962
14	0.029662	0.1829	0.427944
15	-0.051268	-0.316	0.376853
16	-0.036824	-0.227	0.410821
17	0.020888	0.1288	0.449112
18	-0.001915	-0.0118	0.495321
19	-0.076117	-0.4692	0.320798
20	0.317541	1.9575	0.028834
21	-0.220176	-1.3573	0.091354
22	0.179807	1.1084	0.137326
23	-0.130371	-0.8037	0.213297
24	-0.179686	-1.1077	0.137486
25	0.103513	0.6381	0.263619
26	-0.129367	-0.7975	0.215067
27	0.09152	0.5642	0.287978
28	0.11413	0.7035	0.243003
29	0.012906	0.0796	0.468504
30	0.011466	0.0707	0.472011
31	0.080724	0.4976	0.310811
32	-0.264447	-1.6302	0.055665
33	0.095784	0.5905	0.279191
34	-0.112881	-0.6958	0.245379
35	0.075043	0.4626	0.323146
36	0.052353	0.3227	0.374337

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.414241 & -2.5536 & 0.007399 \tabularnewline
2 & 0.163807 & 1.0098 & 0.159495 \tabularnewline
3 & 0.013519 & 0.0833 & 0.467011 \tabularnewline
4 & -0.390364 & -2.4064 & 0.010541 \tabularnewline
5 & 0.039831 & 0.2455 & 0.403681 \tabularnewline
6 & 0.05672 & 0.3496 & 0.364268 \tabularnewline
7 & -0.163332 & -1.0068 & 0.160189 \tabularnewline
8 & 0.220769 & 1.3609 & 0.090779 \tabularnewline
9 & 0.125021 & 0.7707 & 0.222831 \tabularnewline
10 & -0.171954 & -1.06 & 0.147919 \tabularnewline
11 & 0.264696 & 1.6317 & 0.055502 \tabularnewline
12 & -0.244204 & -1.5054 & 0.070247 \tabularnewline
13 & 0.02095 & 0.1291 & 0.448962 \tabularnewline
14 & 0.029662 & 0.1829 & 0.427944 \tabularnewline
15 & -0.051268 & -0.316 & 0.376853 \tabularnewline
16 & -0.036824 & -0.227 & 0.410821 \tabularnewline
17 & 0.020888 & 0.1288 & 0.449112 \tabularnewline
18 & -0.001915 & -0.0118 & 0.495321 \tabularnewline
19 & -0.076117 & -0.4692 & 0.320798 \tabularnewline
20 & 0.317541 & 1.9575 & 0.028834 \tabularnewline
21 & -0.220176 & -1.3573 & 0.091354 \tabularnewline
22 & 0.179807 & 1.1084 & 0.137326 \tabularnewline
23 & -0.130371 & -0.8037 & 0.213297 \tabularnewline
24 & -0.179686 & -1.1077 & 0.137486 \tabularnewline
25 & 0.103513 & 0.6381 & 0.263619 \tabularnewline
26 & -0.129367 & -0.7975 & 0.215067 \tabularnewline
27 & 0.09152 & 0.5642 & 0.287978 \tabularnewline
28 & 0.11413 & 0.7035 & 0.243003 \tabularnewline
29 & 0.012906 & 0.0796 & 0.468504 \tabularnewline
30 & 0.011466 & 0.0707 & 0.472011 \tabularnewline
31 & 0.080724 & 0.4976 & 0.310811 \tabularnewline
32 & -0.264447 & -1.6302 & 0.055665 \tabularnewline
33 & 0.095784 & 0.5905 & 0.279191 \tabularnewline
34 & -0.112881 & -0.6958 & 0.245379 \tabularnewline
35 & 0.075043 & 0.4626 & 0.323146 \tabularnewline
36 & 0.052353 & 0.3227 & 0.374337 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59901&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]-0.414241[/C][C]-2.5536[/C][C]0.007399[/C][/ROW]
[ROW][C]2[/C][C]0.163807[/C][C]1.0098[/C][C]0.159495[/C][/ROW]
[ROW][C]3[/C][C]0.013519[/C][C]0.0833[/C][C]0.467011[/C][/ROW]
[ROW][C]4[/C][C]-0.390364[/C][C]-2.4064[/C][C]0.010541[/C][/ROW]
[ROW][C]5[/C][C]0.039831[/C][C]0.2455[/C][C]0.403681[/C][/ROW]
[ROW][C]6[/C][C]0.05672[/C][C]0.3496[/C][C]0.364268[/C][/ROW]
[ROW][C]7[/C][C]-0.163332[/C][C]-1.0068[/C][C]0.160189[/C][/ROW]
[ROW][C]8[/C][C]0.220769[/C][C]1.3609[/C][C]0.090779[/C][/ROW]
[ROW][C]9[/C][C]0.125021[/C][C]0.7707[/C][C]0.222831[/C][/ROW]
[ROW][C]10[/C][C]-0.171954[/C][C]-1.06[/C][C]0.147919[/C][/ROW]
[ROW][C]11[/C][C]0.264696[/C][C]1.6317[/C][C]0.055502[/C][/ROW]
[ROW][C]12[/C][C]-0.244204[/C][C]-1.5054[/C][C]0.070247[/C][/ROW]
[ROW][C]13[/C][C]0.02095[/C][C]0.1291[/C][C]0.448962[/C][/ROW]
[ROW][C]14[/C][C]0.029662[/C][C]0.1829[/C][C]0.427944[/C][/ROW]
[ROW][C]15[/C][C]-0.051268[/C][C]-0.316[/C][C]0.376853[/C][/ROW]
[ROW][C]16[/C][C]-0.036824[/C][C]-0.227[/C][C]0.410821[/C][/ROW]
[ROW][C]17[/C][C]0.020888[/C][C]0.1288[/C][C]0.449112[/C][/ROW]
[ROW][C]18[/C][C]-0.001915[/C][C]-0.0118[/C][C]0.495321[/C][/ROW]
[ROW][C]19[/C][C]-0.076117[/C][C]-0.4692[/C][C]0.320798[/C][/ROW]
[ROW][C]20[/C][C]0.317541[/C][C]1.9575[/C][C]0.028834[/C][/ROW]
[ROW][C]21[/C][C]-0.220176[/C][C]-1.3573[/C][C]0.091354[/C][/ROW]
[ROW][C]22[/C][C]0.179807[/C][C]1.1084[/C][C]0.137326[/C][/ROW]
[ROW][C]23[/C][C]-0.130371[/C][C]-0.8037[/C][C]0.213297[/C][/ROW]
[ROW][C]24[/C][C]-0.179686[/C][C]-1.1077[/C][C]0.137486[/C][/ROW]
[ROW][C]25[/C][C]0.103513[/C][C]0.6381[/C][C]0.263619[/C][/ROW]
[ROW][C]26[/C][C]-0.129367[/C][C]-0.7975[/C][C]0.215067[/C][/ROW]
[ROW][C]27[/C][C]0.09152[/C][C]0.5642[/C][C]0.287978[/C][/ROW]
[ROW][C]28[/C][C]0.11413[/C][C]0.7035[/C][C]0.243003[/C][/ROW]
[ROW][C]29[/C][C]0.012906[/C][C]0.0796[/C][C]0.468504[/C][/ROW]
[ROW][C]30[/C][C]0.011466[/C][C]0.0707[/C][C]0.472011[/C][/ROW]
[ROW][C]31[/C][C]0.080724[/C][C]0.4976[/C][C]0.310811[/C][/ROW]
[ROW][C]32[/C][C]-0.264447[/C][C]-1.6302[/C][C]0.055665[/C][/ROW]
[ROW][C]33[/C][C]0.095784[/C][C]0.5905[/C][C]0.279191[/C][/ROW]
[ROW][C]34[/C][C]-0.112881[/C][C]-0.6958[/C][C]0.245379[/C][/ROW]
[ROW][C]35[/C][C]0.075043[/C][C]0.4626[/C][C]0.323146[/C][/ROW]
[ROW][C]36[/C][C]0.052353[/C][C]0.3227[/C][C]0.374337[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59901&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59901&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	-0.414241	-2.5536	0.007399
2	0.163807	1.0098	0.159495
3	0.013519	0.0833	0.467011
4	-0.390364	-2.4064	0.010541
5	0.039831	0.2455	0.403681
6	0.05672	0.3496	0.364268
7	-0.163332	-1.0068	0.160189
8	0.220769	1.3609	0.090779
9	0.125021	0.7707	0.222831
10	-0.171954	-1.06	0.147919
11	0.264696	1.6317	0.055502
12	-0.244204	-1.5054	0.070247
13	0.02095	0.1291	0.448962
14	0.029662	0.1829	0.427944
15	-0.051268	-0.316	0.376853
16	-0.036824	-0.227	0.410821
17	0.020888	0.1288	0.449112
18	-0.001915	-0.0118	0.495321
19	-0.076117	-0.4692	0.320798
20	0.317541	1.9575	0.028834
21	-0.220176	-1.3573	0.091354
22	0.179807	1.1084	0.137326
23	-0.130371	-0.8037	0.213297
24	-0.179686	-1.1077	0.137486
25	0.103513	0.6381	0.263619
26	-0.129367	-0.7975	0.215067
27	0.09152	0.5642	0.287978
28	0.11413	0.7035	0.243003
29	0.012906	0.0796	0.468504
30	0.011466	0.0707	0.472011
31	0.080724	0.4976	0.310811
32	-0.264447	-1.6302	0.055665
33	0.095784	0.5905	0.279191
34	-0.112881	-0.6958	0.245379
35	0.075043	0.4626	0.323146
36	0.052353	0.3227	0.374337

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.414241	-2.5536	0.007399
2	-0.009402	-0.058	0.477043
3	0.094307	0.5813	0.282219
4	-0.427031	-2.6324	0.006094
5	-0.403812	-2.4893	0.008648
6	0.018909	0.1166	0.45391
7	-0.140275	-0.8647	0.196312
8	-0.241013	-1.4857	0.072804
9	0.125898	0.7761	0.221251
10	-0.034238	-0.2111	0.416985
11	0.007017	0.0433	0.482863
12	-0.054393	-0.3353	0.36962
13	0.105507	0.6504	0.259676
14	0.047763	0.2944	0.385016
15	0.102195	0.63	0.266242
16	-0.045692	-0.2817	0.389865
17	-0.188818	-1.164	0.12585
18	0.036509	0.2251	0.41157
19	-0.131626	-0.8114	0.211096
20	0.192361	1.1858	0.121533
21	0.031612	0.1949	0.423266
22	0.026274	0.162	0.436096
23	-0.102087	-0.6293	0.266456
24	-0.199587	-1.2303	0.113067
25	0.05517	0.3401	0.36783
26	-0.131538	-0.8109	0.211249
27	-0.014253	-0.0879	0.465224
28	-0.049321	-0.304	0.381379
29	-0.06271	-0.3866	0.350615
30	-0.025727	-0.1586	0.437416
31	-0.006704	-0.0413	0.483625
32	-0.017185	-0.1059	0.458094
33	-0.110037	-0.6783	0.250841
34	-0.047225	-0.2911	0.386275
35	0.10365	0.6389	0.263348
36	-0.088767	-0.5472	0.293722

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.414241 & -2.5536 & 0.007399 \tabularnewline
2 & -0.009402 & -0.058 & 0.477043 \tabularnewline
3 & 0.094307 & 0.5813 & 0.282219 \tabularnewline
4 & -0.427031 & -2.6324 & 0.006094 \tabularnewline
5 & -0.403812 & -2.4893 & 0.008648 \tabularnewline
6 & 0.018909 & 0.1166 & 0.45391 \tabularnewline
7 & -0.140275 & -0.8647 & 0.196312 \tabularnewline
8 & -0.241013 & -1.4857 & 0.072804 \tabularnewline
9 & 0.125898 & 0.7761 & 0.221251 \tabularnewline
10 & -0.034238 & -0.2111 & 0.416985 \tabularnewline
11 & 0.007017 & 0.0433 & 0.482863 \tabularnewline
12 & -0.054393 & -0.3353 & 0.36962 \tabularnewline
13 & 0.105507 & 0.6504 & 0.259676 \tabularnewline
14 & 0.047763 & 0.2944 & 0.385016 \tabularnewline
15 & 0.102195 & 0.63 & 0.266242 \tabularnewline
16 & -0.045692 & -0.2817 & 0.389865 \tabularnewline
17 & -0.188818 & -1.164 & 0.12585 \tabularnewline
18 & 0.036509 & 0.2251 & 0.41157 \tabularnewline
19 & -0.131626 & -0.8114 & 0.211096 \tabularnewline
20 & 0.192361 & 1.1858 & 0.121533 \tabularnewline
21 & 0.031612 & 0.1949 & 0.423266 \tabularnewline
22 & 0.026274 & 0.162 & 0.436096 \tabularnewline
23 & -0.102087 & -0.6293 & 0.266456 \tabularnewline
24 & -0.199587 & -1.2303 & 0.113067 \tabularnewline
25 & 0.05517 & 0.3401 & 0.36783 \tabularnewline
26 & -0.131538 & -0.8109 & 0.211249 \tabularnewline
27 & -0.014253 & -0.0879 & 0.465224 \tabularnewline
28 & -0.049321 & -0.304 & 0.381379 \tabularnewline
29 & -0.06271 & -0.3866 & 0.350615 \tabularnewline
30 & -0.025727 & -0.1586 & 0.437416 \tabularnewline
31 & -0.006704 & -0.0413 & 0.483625 \tabularnewline
32 & -0.017185 & -0.1059 & 0.458094 \tabularnewline
33 & -0.110037 & -0.6783 & 0.250841 \tabularnewline
34 & -0.047225 & -0.2911 & 0.386275 \tabularnewline
35 & 0.10365 & 0.6389 & 0.263348 \tabularnewline
36 & -0.088767 & -0.5472 & 0.293722 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59901&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]-0.414241[/C][C]-2.5536[/C][C]0.007399[/C][/ROW]
[ROW][C]2[/C][C]-0.009402[/C][C]-0.058[/C][C]0.477043[/C][/ROW]
[ROW][C]3[/C][C]0.094307[/C][C]0.5813[/C][C]0.282219[/C][/ROW]
[ROW][C]4[/C][C]-0.427031[/C][C]-2.6324[/C][C]0.006094[/C][/ROW]
[ROW][C]5[/C][C]-0.403812[/C][C]-2.4893[/C][C]0.008648[/C][/ROW]
[ROW][C]6[/C][C]0.018909[/C][C]0.1166[/C][C]0.45391[/C][/ROW]
[ROW][C]7[/C][C]-0.140275[/C][C]-0.8647[/C][C]0.196312[/C][/ROW]
[ROW][C]8[/C][C]-0.241013[/C][C]-1.4857[/C][C]0.072804[/C][/ROW]
[ROW][C]9[/C][C]0.125898[/C][C]0.7761[/C][C]0.221251[/C][/ROW]
[ROW][C]10[/C][C]-0.034238[/C][C]-0.2111[/C][C]0.416985[/C][/ROW]
[ROW][C]11[/C][C]0.007017[/C][C]0.0433[/C][C]0.482863[/C][/ROW]
[ROW][C]12[/C][C]-0.054393[/C][C]-0.3353[/C][C]0.36962[/C][/ROW]
[ROW][C]13[/C][C]0.105507[/C][C]0.6504[/C][C]0.259676[/C][/ROW]
[ROW][C]14[/C][C]0.047763[/C][C]0.2944[/C][C]0.385016[/C][/ROW]
[ROW][C]15[/C][C]0.102195[/C][C]0.63[/C][C]0.266242[/C][/ROW]
[ROW][C]16[/C][C]-0.045692[/C][C]-0.2817[/C][C]0.389865[/C][/ROW]
[ROW][C]17[/C][C]-0.188818[/C][C]-1.164[/C][C]0.12585[/C][/ROW]
[ROW][C]18[/C][C]0.036509[/C][C]0.2251[/C][C]0.41157[/C][/ROW]
[ROW][C]19[/C][C]-0.131626[/C][C]-0.8114[/C][C]0.211096[/C][/ROW]
[ROW][C]20[/C][C]0.192361[/C][C]1.1858[/C][C]0.121533[/C][/ROW]
[ROW][C]21[/C][C]0.031612[/C][C]0.1949[/C][C]0.423266[/C][/ROW]
[ROW][C]22[/C][C]0.026274[/C][C]0.162[/C][C]0.436096[/C][/ROW]
[ROW][C]23[/C][C]-0.102087[/C][C]-0.6293[/C][C]0.266456[/C][/ROW]
[ROW][C]24[/C][C]-0.199587[/C][C]-1.2303[/C][C]0.113067[/C][/ROW]
[ROW][C]25[/C][C]0.05517[/C][C]0.3401[/C][C]0.36783[/C][/ROW]
[ROW][C]26[/C][C]-0.131538[/C][C]-0.8109[/C][C]0.211249[/C][/ROW]
[ROW][C]27[/C][C]-0.014253[/C][C]-0.0879[/C][C]0.465224[/C][/ROW]
[ROW][C]28[/C][C]-0.049321[/C][C]-0.304[/C][C]0.381379[/C][/ROW]
[ROW][C]29[/C][C]-0.06271[/C][C]-0.3866[/C][C]0.350615[/C][/ROW]
[ROW][C]30[/C][C]-0.025727[/C][C]-0.1586[/C][C]0.437416[/C][/ROW]
[ROW][C]31[/C][C]-0.006704[/C][C]-0.0413[/C][C]0.483625[/C][/ROW]
[ROW][C]32[/C][C]-0.017185[/C][C]-0.1059[/C][C]0.458094[/C][/ROW]
[ROW][C]33[/C][C]-0.110037[/C][C]-0.6783[/C][C]0.250841[/C][/ROW]
[ROW][C]34[/C][C]-0.047225[/C][C]-0.2911[/C][C]0.386275[/C][/ROW]
[ROW][C]35[/C][C]0.10365[/C][C]0.6389[/C][C]0.263348[/C][/ROW]
[ROW][C]36[/C][C]-0.088767[/C][C]-0.5472[/C][C]0.293722[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59901&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59901&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	-0.414241	-2.5536	0.007399
2	-0.009402	-0.058	0.477043
3	0.094307	0.5813	0.282219
4	-0.427031	-2.6324	0.006094
5	-0.403812	-2.4893	0.008648
6	0.018909	0.1166	0.45391
7	-0.140275	-0.8647	0.196312
8	-0.241013	-1.4857	0.072804
9	0.125898	0.7761	0.221251
10	-0.034238	-0.2111	0.416985
11	0.007017	0.0433	0.482863
12	-0.054393	-0.3353	0.36962
13	0.105507	0.6504	0.259676
14	0.047763	0.2944	0.385016
15	0.102195	0.63	0.266242
16	-0.045692	-0.2817	0.389865
17	-0.188818	-1.164	0.12585
18	0.036509	0.2251	0.41157
19	-0.131626	-0.8114	0.211096
20	0.192361	1.1858	0.121533
21	0.031612	0.1949	0.423266
22	0.026274	0.162	0.436096
23	-0.102087	-0.6293	0.266456
24	-0.199587	-1.2303	0.113067
25	0.05517	0.3401	0.36783
26	-0.131538	-0.8109	0.211249
27	-0.014253	-0.0879	0.465224
28	-0.049321	-0.304	0.381379
29	-0.06271	-0.3866	0.350615
30	-0.025727	-0.1586	0.437416
31	-0.006704	-0.0413	0.483625
32	-0.017185	-0.1059	0.458094
33	-0.110037	-0.6783	0.250841
34	-0.047225	-0.2911	0.386275
35	0.10365	0.6389	0.263348
36	-0.088767	-0.5472	0.293722

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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