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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 06:02:25 -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/t1259240613zsno4pbn1cbwc6q.htm/, Retrieved Mon, 29 Apr 2024 05:00:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59905, Retrieved Mon, 29 Apr 2024 05:00:55 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

119

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 13:02:25] [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=59905&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=59905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59905&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	-0.429586	-3.0376	0.001892
2	0.134182	0.9488	0.173641
3	0.07366	0.5209	0.302383
4	-0.42741	-3.0222	0.001975
5	0.047405	0.3352	0.369436
6	0.086797	0.6137	0.271083
7	-0.234951	-1.6614	0.05145
8	0.309683	2.1898	0.016616
9	0.069484	0.4913	0.312673
10	-0.09869	-0.6978	0.244255
11	0.194003	1.3718	0.088124
12	-0.23705	-1.6762	0.049971
13	0.004834	0.0342	0.486435
14	0.003802	0.0269	0.489329
15	-0.036171	-0.2558	0.39959
16	0.035692	0.2524	0.400892
17	0.003491	0.0247	0.490203
18	0.043222	0.3056	0.38058
19	-0.074379	-0.5259	0.300629
20	0.211238	1.4937	0.070772
21	-0.173993	-1.2303	0.112167
22	0.118312	0.8366	0.203402
23	-0.051761	-0.366	0.357953
24	-0.1892	-1.3378	0.0935
25	0.128697	0.91	0.183588
26	-0.120098	-0.8492	0.199903
27	0.025838	0.1827	0.427884
28	0.179719	1.2708	0.104839
29	-0.055175	-0.3901	0.349043
30	0.038029	0.2689	0.394555
31	0.075728	0.5355	0.297346
32	-0.274798	-1.9431	0.028821
33	0.126513	0.8946	0.187648
34	-0.108934	-0.7703	0.22238
35	0.04312	0.3049	0.380853
36	0.173702	1.2283	0.11255

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.429586 & -3.0376 & 0.001892 \tabularnewline
2 & 0.134182 & 0.9488 & 0.173641 \tabularnewline
3 & 0.07366 & 0.5209 & 0.302383 \tabularnewline
4 & -0.42741 & -3.0222 & 0.001975 \tabularnewline
5 & 0.047405 & 0.3352 & 0.369436 \tabularnewline
6 & 0.086797 & 0.6137 & 0.271083 \tabularnewline
7 & -0.234951 & -1.6614 & 0.05145 \tabularnewline
8 & 0.309683 & 2.1898 & 0.016616 \tabularnewline
9 & 0.069484 & 0.4913 & 0.312673 \tabularnewline
10 & -0.09869 & -0.6978 & 0.244255 \tabularnewline
11 & 0.194003 & 1.3718 & 0.088124 \tabularnewline
12 & -0.23705 & -1.6762 & 0.049971 \tabularnewline
13 & 0.004834 & 0.0342 & 0.486435 \tabularnewline
14 & 0.003802 & 0.0269 & 0.489329 \tabularnewline
15 & -0.036171 & -0.2558 & 0.39959 \tabularnewline
16 & 0.035692 & 0.2524 & 0.400892 \tabularnewline
17 & 0.003491 & 0.0247 & 0.490203 \tabularnewline
18 & 0.043222 & 0.3056 & 0.38058 \tabularnewline
19 & -0.074379 & -0.5259 & 0.300629 \tabularnewline
20 & 0.211238 & 1.4937 & 0.070772 \tabularnewline
21 & -0.173993 & -1.2303 & 0.112167 \tabularnewline
22 & 0.118312 & 0.8366 & 0.203402 \tabularnewline
23 & -0.051761 & -0.366 & 0.357953 \tabularnewline
24 & -0.1892 & -1.3378 & 0.0935 \tabularnewline
25 & 0.128697 & 0.91 & 0.183588 \tabularnewline
26 & -0.120098 & -0.8492 & 0.199903 \tabularnewline
27 & 0.025838 & 0.1827 & 0.427884 \tabularnewline
28 & 0.179719 & 1.2708 & 0.104839 \tabularnewline
29 & -0.055175 & -0.3901 & 0.349043 \tabularnewline
30 & 0.038029 & 0.2689 & 0.394555 \tabularnewline
31 & 0.075728 & 0.5355 & 0.297346 \tabularnewline
32 & -0.274798 & -1.9431 & 0.028821 \tabularnewline
33 & 0.126513 & 0.8946 & 0.187648 \tabularnewline
34 & -0.108934 & -0.7703 & 0.22238 \tabularnewline
35 & 0.04312 & 0.3049 & 0.380853 \tabularnewline
36 & 0.173702 & 1.2283 & 0.11255 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59905&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]-0.429586[/C][C]-3.0376[/C][C]0.001892[/C][/ROW]
[ROW][C]2[/C][C]0.134182[/C][C]0.9488[/C][C]0.173641[/C][/ROW]
[ROW][C]3[/C][C]0.07366[/C][C]0.5209[/C][C]0.302383[/C][/ROW]
[ROW][C]4[/C][C]-0.42741[/C][C]-3.0222[/C][C]0.001975[/C][/ROW]
[ROW][C]5[/C][C]0.047405[/C][C]0.3352[/C][C]0.369436[/C][/ROW]
[ROW][C]6[/C][C]0.086797[/C][C]0.6137[/C][C]0.271083[/C][/ROW]
[ROW][C]7[/C][C]-0.234951[/C][C]-1.6614[/C][C]0.05145[/C][/ROW]
[ROW][C]8[/C][C]0.309683[/C][C]2.1898[/C][C]0.016616[/C][/ROW]
[ROW][C]9[/C][C]0.069484[/C][C]0.4913[/C][C]0.312673[/C][/ROW]
[ROW][C]10[/C][C]-0.09869[/C][C]-0.6978[/C][C]0.244255[/C][/ROW]
[ROW][C]11[/C][C]0.194003[/C][C]1.3718[/C][C]0.088124[/C][/ROW]
[ROW][C]12[/C][C]-0.23705[/C][C]-1.6762[/C][C]0.049971[/C][/ROW]
[ROW][C]13[/C][C]0.004834[/C][C]0.0342[/C][C]0.486435[/C][/ROW]
[ROW][C]14[/C][C]0.003802[/C][C]0.0269[/C][C]0.489329[/C][/ROW]
[ROW][C]15[/C][C]-0.036171[/C][C]-0.2558[/C][C]0.39959[/C][/ROW]
[ROW][C]16[/C][C]0.035692[/C][C]0.2524[/C][C]0.400892[/C][/ROW]
[ROW][C]17[/C][C]0.003491[/C][C]0.0247[/C][C]0.490203[/C][/ROW]
[ROW][C]18[/C][C]0.043222[/C][C]0.3056[/C][C]0.38058[/C][/ROW]
[ROW][C]19[/C][C]-0.074379[/C][C]-0.5259[/C][C]0.300629[/C][/ROW]
[ROW][C]20[/C][C]0.211238[/C][C]1.4937[/C][C]0.070772[/C][/ROW]
[ROW][C]21[/C][C]-0.173993[/C][C]-1.2303[/C][C]0.112167[/C][/ROW]
[ROW][C]22[/C][C]0.118312[/C][C]0.8366[/C][C]0.203402[/C][/ROW]
[ROW][C]23[/C][C]-0.051761[/C][C]-0.366[/C][C]0.357953[/C][/ROW]
[ROW][C]24[/C][C]-0.1892[/C][C]-1.3378[/C][C]0.0935[/C][/ROW]
[ROW][C]25[/C][C]0.128697[/C][C]0.91[/C][C]0.183588[/C][/ROW]
[ROW][C]26[/C][C]-0.120098[/C][C]-0.8492[/C][C]0.199903[/C][/ROW]
[ROW][C]27[/C][C]0.025838[/C][C]0.1827[/C][C]0.427884[/C][/ROW]
[ROW][C]28[/C][C]0.179719[/C][C]1.2708[/C][C]0.104839[/C][/ROW]
[ROW][C]29[/C][C]-0.055175[/C][C]-0.3901[/C][C]0.349043[/C][/ROW]
[ROW][C]30[/C][C]0.038029[/C][C]0.2689[/C][C]0.394555[/C][/ROW]
[ROW][C]31[/C][C]0.075728[/C][C]0.5355[/C][C]0.297346[/C][/ROW]
[ROW][C]32[/C][C]-0.274798[/C][C]-1.9431[/C][C]0.028821[/C][/ROW]
[ROW][C]33[/C][C]0.126513[/C][C]0.8946[/C][C]0.187648[/C][/ROW]
[ROW][C]34[/C][C]-0.108934[/C][C]-0.7703[/C][C]0.22238[/C][/ROW]
[ROW][C]35[/C][C]0.04312[/C][C]0.3049[/C][C]0.380853[/C][/ROW]
[ROW][C]36[/C][C]0.173702[/C][C]1.2283[/C][C]0.11255[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59905&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	-0.429586	-3.0376	0.001892
2	0.134182	0.9488	0.173641
3	0.07366	0.5209	0.302383
4	-0.42741	-3.0222	0.001975
5	0.047405	0.3352	0.369436
6	0.086797	0.6137	0.271083
7	-0.234951	-1.6614	0.05145
8	0.309683	2.1898	0.016616
9	0.069484	0.4913	0.312673
10	-0.09869	-0.6978	0.244255
11	0.194003	1.3718	0.088124
12	-0.23705	-1.6762	0.049971
13	0.004834	0.0342	0.486435
14	0.003802	0.0269	0.489329
15	-0.036171	-0.2558	0.39959
16	0.035692	0.2524	0.400892
17	0.003491	0.0247	0.490203
18	0.043222	0.3056	0.38058
19	-0.074379	-0.5259	0.300629
20	0.211238	1.4937	0.070772
21	-0.173993	-1.2303	0.112167
22	0.118312	0.8366	0.203402
23	-0.051761	-0.366	0.357953
24	-0.1892	-1.3378	0.0935
25	0.128697	0.91	0.183588
26	-0.120098	-0.8492	0.199903
27	0.025838	0.1827	0.427884
28	0.179719	1.2708	0.104839
29	-0.055175	-0.3901	0.349043
30	0.038029	0.2689	0.394555
31	0.075728	0.5355	0.297346
32	-0.274798	-1.9431	0.028821
33	0.126513	0.8946	0.187648
34	-0.108934	-0.7703	0.22238
35	0.04312	0.3049	0.380853
36	0.173702	1.2283	0.11255

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.429586	-3.0376	0.001892
2	-0.06176	-0.4367	0.332101
3	0.133356	0.943	0.175115
4	-0.422367	-2.9866	0.00218
5	-0.448177	-3.1691	0.001305
6	-0.0097	-0.0686	0.472795
7	-0.202727	-1.4335	0.07897
8	-0.210198	-1.4863	0.071736
9	0.083176	0.5881	0.279541
10	0.053642	0.3793	0.353034
11	-0.029292	-0.2071	0.418376
12	-0.130224	-0.9208	0.180782
13	0.117396	0.8301	0.205211
14	0.048997	0.3465	0.365226
15	0.052973	0.3746	0.354779
16	0.040055	0.2832	0.389085
17	-0.105976	-0.7494	0.228576
18	0.021627	0.1529	0.439536
19	-0.135665	-0.9593	0.171013
20	0.244567	1.7294	0.044958
21	0.055267	0.3908	0.348804
22	0.069131	0.4888	0.313549
23	0.068468	0.4841	0.315199
24	-0.211767	-1.4974	0.070285
25	0.006965	0.0493	0.480458
26	-0.108936	-0.7703	0.222374
27	-0.022303	-0.1577	0.437661
28	-0.045421	-0.3212	0.374707
29	-0.063352	-0.448	0.328055
30	-0.051917	-0.3671	0.357545
31	-0.145726	-1.0304	0.153881
32	-0.065892	-0.4659	0.321646
33	-0.048721	-0.3445	0.365954
34	-0.053197	-0.3762	0.354196
35	0.102841	0.7272	0.235248
36	0.098719	0.698	0.24419

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.429586 & -3.0376 & 0.001892 \tabularnewline
2 & -0.06176 & -0.4367 & 0.332101 \tabularnewline
3 & 0.133356 & 0.943 & 0.175115 \tabularnewline
4 & -0.422367 & -2.9866 & 0.00218 \tabularnewline
5 & -0.448177 & -3.1691 & 0.001305 \tabularnewline
6 & -0.0097 & -0.0686 & 0.472795 \tabularnewline
7 & -0.202727 & -1.4335 & 0.07897 \tabularnewline
8 & -0.210198 & -1.4863 & 0.071736 \tabularnewline
9 & 0.083176 & 0.5881 & 0.279541 \tabularnewline
10 & 0.053642 & 0.3793 & 0.353034 \tabularnewline
11 & -0.029292 & -0.2071 & 0.418376 \tabularnewline
12 & -0.130224 & -0.9208 & 0.180782 \tabularnewline
13 & 0.117396 & 0.8301 & 0.205211 \tabularnewline
14 & 0.048997 & 0.3465 & 0.365226 \tabularnewline
15 & 0.052973 & 0.3746 & 0.354779 \tabularnewline
16 & 0.040055 & 0.2832 & 0.389085 \tabularnewline
17 & -0.105976 & -0.7494 & 0.228576 \tabularnewline
18 & 0.021627 & 0.1529 & 0.439536 \tabularnewline
19 & -0.135665 & -0.9593 & 0.171013 \tabularnewline
20 & 0.244567 & 1.7294 & 0.044958 \tabularnewline
21 & 0.055267 & 0.3908 & 0.348804 \tabularnewline
22 & 0.069131 & 0.4888 & 0.313549 \tabularnewline
23 & 0.068468 & 0.4841 & 0.315199 \tabularnewline
24 & -0.211767 & -1.4974 & 0.070285 \tabularnewline
25 & 0.006965 & 0.0493 & 0.480458 \tabularnewline
26 & -0.108936 & -0.7703 & 0.222374 \tabularnewline
27 & -0.022303 & -0.1577 & 0.437661 \tabularnewline
28 & -0.045421 & -0.3212 & 0.374707 \tabularnewline
29 & -0.063352 & -0.448 & 0.328055 \tabularnewline
30 & -0.051917 & -0.3671 & 0.357545 \tabularnewline
31 & -0.145726 & -1.0304 & 0.153881 \tabularnewline
32 & -0.065892 & -0.4659 & 0.321646 \tabularnewline
33 & -0.048721 & -0.3445 & 0.365954 \tabularnewline
34 & -0.053197 & -0.3762 & 0.354196 \tabularnewline
35 & 0.102841 & 0.7272 & 0.235248 \tabularnewline
36 & 0.098719 & 0.698 & 0.24419 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59905&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]-0.429586[/C][C]-3.0376[/C][C]0.001892[/C][/ROW]
[ROW][C]2[/C][C]-0.06176[/C][C]-0.4367[/C][C]0.332101[/C][/ROW]
[ROW][C]3[/C][C]0.133356[/C][C]0.943[/C][C]0.175115[/C][/ROW]
[ROW][C]4[/C][C]-0.422367[/C][C]-2.9866[/C][C]0.00218[/C][/ROW]
[ROW][C]5[/C][C]-0.448177[/C][C]-3.1691[/C][C]0.001305[/C][/ROW]
[ROW][C]6[/C][C]-0.0097[/C][C]-0.0686[/C][C]0.472795[/C][/ROW]
[ROW][C]7[/C][C]-0.202727[/C][C]-1.4335[/C][C]0.07897[/C][/ROW]
[ROW][C]8[/C][C]-0.210198[/C][C]-1.4863[/C][C]0.071736[/C][/ROW]
[ROW][C]9[/C][C]0.083176[/C][C]0.5881[/C][C]0.279541[/C][/ROW]
[ROW][C]10[/C][C]0.053642[/C][C]0.3793[/C][C]0.353034[/C][/ROW]
[ROW][C]11[/C][C]-0.029292[/C][C]-0.2071[/C][C]0.418376[/C][/ROW]
[ROW][C]12[/C][C]-0.130224[/C][C]-0.9208[/C][C]0.180782[/C][/ROW]
[ROW][C]13[/C][C]0.117396[/C][C]0.8301[/C][C]0.205211[/C][/ROW]
[ROW][C]14[/C][C]0.048997[/C][C]0.3465[/C][C]0.365226[/C][/ROW]
[ROW][C]15[/C][C]0.052973[/C][C]0.3746[/C][C]0.354779[/C][/ROW]
[ROW][C]16[/C][C]0.040055[/C][C]0.2832[/C][C]0.389085[/C][/ROW]
[ROW][C]17[/C][C]-0.105976[/C][C]-0.7494[/C][C]0.228576[/C][/ROW]
[ROW][C]18[/C][C]0.021627[/C][C]0.1529[/C][C]0.439536[/C][/ROW]
[ROW][C]19[/C][C]-0.135665[/C][C]-0.9593[/C][C]0.171013[/C][/ROW]
[ROW][C]20[/C][C]0.244567[/C][C]1.7294[/C][C]0.044958[/C][/ROW]
[ROW][C]21[/C][C]0.055267[/C][C]0.3908[/C][C]0.348804[/C][/ROW]
[ROW][C]22[/C][C]0.069131[/C][C]0.4888[/C][C]0.313549[/C][/ROW]
[ROW][C]23[/C][C]0.068468[/C][C]0.4841[/C][C]0.315199[/C][/ROW]
[ROW][C]24[/C][C]-0.211767[/C][C]-1.4974[/C][C]0.070285[/C][/ROW]
[ROW][C]25[/C][C]0.006965[/C][C]0.0493[/C][C]0.480458[/C][/ROW]
[ROW][C]26[/C][C]-0.108936[/C][C]-0.7703[/C][C]0.222374[/C][/ROW]
[ROW][C]27[/C][C]-0.022303[/C][C]-0.1577[/C][C]0.437661[/C][/ROW]
[ROW][C]28[/C][C]-0.045421[/C][C]-0.3212[/C][C]0.374707[/C][/ROW]
[ROW][C]29[/C][C]-0.063352[/C][C]-0.448[/C][C]0.328055[/C][/ROW]
[ROW][C]30[/C][C]-0.051917[/C][C]-0.3671[/C][C]0.357545[/C][/ROW]
[ROW][C]31[/C][C]-0.145726[/C][C]-1.0304[/C][C]0.153881[/C][/ROW]
[ROW][C]32[/C][C]-0.065892[/C][C]-0.4659[/C][C]0.321646[/C][/ROW]
[ROW][C]33[/C][C]-0.048721[/C][C]-0.3445[/C][C]0.365954[/C][/ROW]
[ROW][C]34[/C][C]-0.053197[/C][C]-0.3762[/C][C]0.354196[/C][/ROW]
[ROW][C]35[/C][C]0.102841[/C][C]0.7272[/C][C]0.235248[/C][/ROW]
[ROW][C]36[/C][C]0.098719[/C][C]0.698[/C][C]0.24419[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59905&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	-0.429586	-3.0376	0.001892
2	-0.06176	-0.4367	0.332101
3	0.133356	0.943	0.175115
4	-0.422367	-2.9866	0.00218
5	-0.448177	-3.1691	0.001305
6	-0.0097	-0.0686	0.472795
7	-0.202727	-1.4335	0.07897
8	-0.210198	-1.4863	0.071736
9	0.083176	0.5881	0.279541
10	0.053642	0.3793	0.353034
11	-0.029292	-0.2071	0.418376
12	-0.130224	-0.9208	0.180782
13	0.117396	0.8301	0.205211
14	0.048997	0.3465	0.365226
15	0.052973	0.3746	0.354779
16	0.040055	0.2832	0.389085
17	-0.105976	-0.7494	0.228576
18	0.021627	0.1529	0.439536
19	-0.135665	-0.9593	0.171013
20	0.244567	1.7294	0.044958
21	0.055267	0.3908	0.348804
22	0.069131	0.4888	0.313549
23	0.068468	0.4841	0.315199
24	-0.211767	-1.4974	0.070285
25	0.006965	0.0493	0.480458
26	-0.108936	-0.7703	0.222374
27	-0.022303	-0.1577	0.437661
28	-0.045421	-0.3212	0.374707
29	-0.063352	-0.448	0.328055
30	-0.051917	-0.3671	0.357545
31	-0.145726	-1.0304	0.153881
32	-0.065892	-0.4659	0.321646
33	-0.048721	-0.3445	0.365954
34	-0.053197	-0.3762	0.354196
35	0.102841	0.7272	0.235248
36	0.098719	0.698	0.24419

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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