Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 08:30:00 -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/t1259249437fmu3ybb6nib0z8q.htm/, Retrieved Mon, 29 Apr 2024 06:29:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60096, Retrieved Mon, 29 Apr 2024 06:29:20 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

130

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [ACF (d=1 en D=1)] [2009-11-26 15:30:00] [208e60166df5802f3c494097313a670f] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=60096&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=60096&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60096&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	-0.614537	-4.2131	5.7e-05
2	-0.020815	-0.1427	0.443569
3	0.319193	2.1883	0.016827
4	-0.269057	-1.8446	0.035704
5	0.054856	0.3761	0.354278
6	0.120005	0.8227	0.207414
7	-0.096924	-0.6645	0.254817
8	-0.08953	-0.6138	0.271158
9	0.186688	1.2799	0.103437
10	-0.092027	-0.6309	0.265579
11	-0.058995	-0.4045	0.343858
12	0.177596	1.2175	0.114739
13	-0.268125	-1.8382	0.036181
14	0.262561	1.8	0.039138
15	-0.106865	-0.7326	0.233711
16	-0.03937	-0.2699	0.394207
17	0.044855	0.3075	0.379907
18	0.036646	0.2512	0.401364
19	-0.138844	-0.9519	0.173018
20	0.157265	1.0782	0.143233
21	-0.002901	-0.0199	0.492107
22	-0.213272	-1.4621	0.075182
23	0.282911	1.9395	0.029225
24	-0.10651	-0.7302	0.234448
25	-0.190552	-1.3064	0.098894
26	0.321962	2.2073	0.016107
27	-0.202166	-1.386	0.086147
28	0.003951	0.0271	0.489252
29	0.102853	0.7051	0.242106
30	-0.073782	-0.5058	0.307672
31	-0.018516	-0.1269	0.449764
32	0.071637	0.4911	0.312813
33	-0.037687	-0.2584	0.398624
34	-0.030019	-0.2058	0.418918
35	0.066963	0.4591	0.324147
36	-0.067858	-0.4652	0.321965

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.614537 & -4.2131 & 5.7e-05 \tabularnewline
2 & -0.020815 & -0.1427 & 0.443569 \tabularnewline
3 & 0.319193 & 2.1883 & 0.016827 \tabularnewline
4 & -0.269057 & -1.8446 & 0.035704 \tabularnewline
5 & 0.054856 & 0.3761 & 0.354278 \tabularnewline
6 & 0.120005 & 0.8227 & 0.207414 \tabularnewline
7 & -0.096924 & -0.6645 & 0.254817 \tabularnewline
8 & -0.08953 & -0.6138 & 0.271158 \tabularnewline
9 & 0.186688 & 1.2799 & 0.103437 \tabularnewline
10 & -0.092027 & -0.6309 & 0.265579 \tabularnewline
11 & -0.058995 & -0.4045 & 0.343858 \tabularnewline
12 & 0.177596 & 1.2175 & 0.114739 \tabularnewline
13 & -0.268125 & -1.8382 & 0.036181 \tabularnewline
14 & 0.262561 & 1.8 & 0.039138 \tabularnewline
15 & -0.106865 & -0.7326 & 0.233711 \tabularnewline
16 & -0.03937 & -0.2699 & 0.394207 \tabularnewline
17 & 0.044855 & 0.3075 & 0.379907 \tabularnewline
18 & 0.036646 & 0.2512 & 0.401364 \tabularnewline
19 & -0.138844 & -0.9519 & 0.173018 \tabularnewline
20 & 0.157265 & 1.0782 & 0.143233 \tabularnewline
21 & -0.002901 & -0.0199 & 0.492107 \tabularnewline
22 & -0.213272 & -1.4621 & 0.075182 \tabularnewline
23 & 0.282911 & 1.9395 & 0.029225 \tabularnewline
24 & -0.10651 & -0.7302 & 0.234448 \tabularnewline
25 & -0.190552 & -1.3064 & 0.098894 \tabularnewline
26 & 0.321962 & 2.2073 & 0.016107 \tabularnewline
27 & -0.202166 & -1.386 & 0.086147 \tabularnewline
28 & 0.003951 & 0.0271 & 0.489252 \tabularnewline
29 & 0.102853 & 0.7051 & 0.242106 \tabularnewline
30 & -0.073782 & -0.5058 & 0.307672 \tabularnewline
31 & -0.018516 & -0.1269 & 0.449764 \tabularnewline
32 & 0.071637 & 0.4911 & 0.312813 \tabularnewline
33 & -0.037687 & -0.2584 & 0.398624 \tabularnewline
34 & -0.030019 & -0.2058 & 0.418918 \tabularnewline
35 & 0.066963 & 0.4591 & 0.324147 \tabularnewline
36 & -0.067858 & -0.4652 & 0.321965 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60096&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]-0.614537[/C][C]-4.2131[/C][C]5.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.020815[/C][C]-0.1427[/C][C]0.443569[/C][/ROW]
[ROW][C]3[/C][C]0.319193[/C][C]2.1883[/C][C]0.016827[/C][/ROW]
[ROW][C]4[/C][C]-0.269057[/C][C]-1.8446[/C][C]0.035704[/C][/ROW]
[ROW][C]5[/C][C]0.054856[/C][C]0.3761[/C][C]0.354278[/C][/ROW]
[ROW][C]6[/C][C]0.120005[/C][C]0.8227[/C][C]0.207414[/C][/ROW]
[ROW][C]7[/C][C]-0.096924[/C][C]-0.6645[/C][C]0.254817[/C][/ROW]
[ROW][C]8[/C][C]-0.08953[/C][C]-0.6138[/C][C]0.271158[/C][/ROW]
[ROW][C]9[/C][C]0.186688[/C][C]1.2799[/C][C]0.103437[/C][/ROW]
[ROW][C]10[/C][C]-0.092027[/C][C]-0.6309[/C][C]0.265579[/C][/ROW]
[ROW][C]11[/C][C]-0.058995[/C][C]-0.4045[/C][C]0.343858[/C][/ROW]
[ROW][C]12[/C][C]0.177596[/C][C]1.2175[/C][C]0.114739[/C][/ROW]
[ROW][C]13[/C][C]-0.268125[/C][C]-1.8382[/C][C]0.036181[/C][/ROW]
[ROW][C]14[/C][C]0.262561[/C][C]1.8[/C][C]0.039138[/C][/ROW]
[ROW][C]15[/C][C]-0.106865[/C][C]-0.7326[/C][C]0.233711[/C][/ROW]
[ROW][C]16[/C][C]-0.03937[/C][C]-0.2699[/C][C]0.394207[/C][/ROW]
[ROW][C]17[/C][C]0.044855[/C][C]0.3075[/C][C]0.379907[/C][/ROW]
[ROW][C]18[/C][C]0.036646[/C][C]0.2512[/C][C]0.401364[/C][/ROW]
[ROW][C]19[/C][C]-0.138844[/C][C]-0.9519[/C][C]0.173018[/C][/ROW]
[ROW][C]20[/C][C]0.157265[/C][C]1.0782[/C][C]0.143233[/C][/ROW]
[ROW][C]21[/C][C]-0.002901[/C][C]-0.0199[/C][C]0.492107[/C][/ROW]
[ROW][C]22[/C][C]-0.213272[/C][C]-1.4621[/C][C]0.075182[/C][/ROW]
[ROW][C]23[/C][C]0.282911[/C][C]1.9395[/C][C]0.029225[/C][/ROW]
[ROW][C]24[/C][C]-0.10651[/C][C]-0.7302[/C][C]0.234448[/C][/ROW]
[ROW][C]25[/C][C]-0.190552[/C][C]-1.3064[/C][C]0.098894[/C][/ROW]
[ROW][C]26[/C][C]0.321962[/C][C]2.2073[/C][C]0.016107[/C][/ROW]
[ROW][C]27[/C][C]-0.202166[/C][C]-1.386[/C][C]0.086147[/C][/ROW]
[ROW][C]28[/C][C]0.003951[/C][C]0.0271[/C][C]0.489252[/C][/ROW]
[ROW][C]29[/C][C]0.102853[/C][C]0.7051[/C][C]0.242106[/C][/ROW]
[ROW][C]30[/C][C]-0.073782[/C][C]-0.5058[/C][C]0.307672[/C][/ROW]
[ROW][C]31[/C][C]-0.018516[/C][C]-0.1269[/C][C]0.449764[/C][/ROW]
[ROW][C]32[/C][C]0.071637[/C][C]0.4911[/C][C]0.312813[/C][/ROW]
[ROW][C]33[/C][C]-0.037687[/C][C]-0.2584[/C][C]0.398624[/C][/ROW]
[ROW][C]34[/C][C]-0.030019[/C][C]-0.2058[/C][C]0.418918[/C][/ROW]
[ROW][C]35[/C][C]0.066963[/C][C]0.4591[/C][C]0.324147[/C][/ROW]
[ROW][C]36[/C][C]-0.067858[/C][C]-0.4652[/C][C]0.321965[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60096&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60096&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	-0.614537	-4.2131	5.7e-05
2	-0.020815	-0.1427	0.443569
3	0.319193	2.1883	0.016827
4	-0.269057	-1.8446	0.035704
5	0.054856	0.3761	0.354278
6	0.120005	0.8227	0.207414
7	-0.096924	-0.6645	0.254817
8	-0.08953	-0.6138	0.271158
9	0.186688	1.2799	0.103437
10	-0.092027	-0.6309	0.265579
11	-0.058995	-0.4045	0.343858
12	0.177596	1.2175	0.114739
13	-0.268125	-1.8382	0.036181
14	0.262561	1.8	0.039138
15	-0.106865	-0.7326	0.233711
16	-0.03937	-0.2699	0.394207
17	0.044855	0.3075	0.379907
18	0.036646	0.2512	0.401364
19	-0.138844	-0.9519	0.173018
20	0.157265	1.0782	0.143233
21	-0.002901	-0.0199	0.492107
22	-0.213272	-1.4621	0.075182
23	0.282911	1.9395	0.029225
24	-0.10651	-0.7302	0.234448
25	-0.190552	-1.3064	0.098894
26	0.321962	2.2073	0.016107
27	-0.202166	-1.386	0.086147
28	0.003951	0.0271	0.489252
29	0.102853	0.7051	0.242106
30	-0.073782	-0.5058	0.307672
31	-0.018516	-0.1269	0.449764
32	0.071637	0.4911	0.312813
33	-0.037687	-0.2584	0.398624
34	-0.030019	-0.2058	0.418918
35	0.066963	0.4591	0.324147
36	-0.067858	-0.4652	0.321965

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.614537	-4.2131	5.7e-05
2	-0.640273	-4.3895	3.2e-05
3	-0.25941	-1.7784	0.040901
4	-0.211616	-1.4508	0.076743
5	-0.206885	-1.4183	0.081346
6	-0.111736	-0.766	0.223747
7	0.074708	0.5122	0.305464
8	-0.139517	-0.9565	0.171862
9	-0.140542	-0.9635	0.170111
10	-0.075279	-0.5161	0.304107
11	-0.068668	-0.4708	0.319994
12	0.111535	0.7646	0.224153
13	-0.217643	-1.4921	0.07118
14	0.004089	0.028	0.488879
15	0.006082	0.0417	0.483458
16	0.123431	0.8462	0.200864
17	-0.047907	-0.3284	0.372022
18	0.113684	0.7794	0.219833
19	-0.1385	-0.9495	0.17361
20	-0.055987	-0.3838	0.351418
21	0.047846	0.328	0.372177
22	-0.05331	-0.3655	0.358199
23	0.071691	0.4915	0.312684
24	0.152468	1.0453	0.150623
25	-0.100498	-0.689	0.247111
26	-0.128088	-0.8781	0.19217
27	-0.070244	-0.4816	0.316173
28	-0.005938	-0.0407	0.483849
29	0.011176	0.0766	0.469627
30	-0.071218	-0.4882	0.313822
31	0.056076	0.3844	0.351194
32	-0.023191	-0.159	0.437179
33	0.020731	0.1421	0.443794
34	0.022427	0.1538	0.439231
35	0.044046	0.302	0.382005
36	-0.021533	-0.1476	0.441635

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.614537 & -4.2131 & 5.7e-05 \tabularnewline
2 & -0.640273 & -4.3895 & 3.2e-05 \tabularnewline
3 & -0.25941 & -1.7784 & 0.040901 \tabularnewline
4 & -0.211616 & -1.4508 & 0.076743 \tabularnewline
5 & -0.206885 & -1.4183 & 0.081346 \tabularnewline
6 & -0.111736 & -0.766 & 0.223747 \tabularnewline
7 & 0.074708 & 0.5122 & 0.305464 \tabularnewline
8 & -0.139517 & -0.9565 & 0.171862 \tabularnewline
9 & -0.140542 & -0.9635 & 0.170111 \tabularnewline
10 & -0.075279 & -0.5161 & 0.304107 \tabularnewline
11 & -0.068668 & -0.4708 & 0.319994 \tabularnewline
12 & 0.111535 & 0.7646 & 0.224153 \tabularnewline
13 & -0.217643 & -1.4921 & 0.07118 \tabularnewline
14 & 0.004089 & 0.028 & 0.488879 \tabularnewline
15 & 0.006082 & 0.0417 & 0.483458 \tabularnewline
16 & 0.123431 & 0.8462 & 0.200864 \tabularnewline
17 & -0.047907 & -0.3284 & 0.372022 \tabularnewline
18 & 0.113684 & 0.7794 & 0.219833 \tabularnewline
19 & -0.1385 & -0.9495 & 0.17361 \tabularnewline
20 & -0.055987 & -0.3838 & 0.351418 \tabularnewline
21 & 0.047846 & 0.328 & 0.372177 \tabularnewline
22 & -0.05331 & -0.3655 & 0.358199 \tabularnewline
23 & 0.071691 & 0.4915 & 0.312684 \tabularnewline
24 & 0.152468 & 1.0453 & 0.150623 \tabularnewline
25 & -0.100498 & -0.689 & 0.247111 \tabularnewline
26 & -0.128088 & -0.8781 & 0.19217 \tabularnewline
27 & -0.070244 & -0.4816 & 0.316173 \tabularnewline
28 & -0.005938 & -0.0407 & 0.483849 \tabularnewline
29 & 0.011176 & 0.0766 & 0.469627 \tabularnewline
30 & -0.071218 & -0.4882 & 0.313822 \tabularnewline
31 & 0.056076 & 0.3844 & 0.351194 \tabularnewline
32 & -0.023191 & -0.159 & 0.437179 \tabularnewline
33 & 0.020731 & 0.1421 & 0.443794 \tabularnewline
34 & 0.022427 & 0.1538 & 0.439231 \tabularnewline
35 & 0.044046 & 0.302 & 0.382005 \tabularnewline
36 & -0.021533 & -0.1476 & 0.441635 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60096&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]-0.614537[/C][C]-4.2131[/C][C]5.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.640273[/C][C]-4.3895[/C][C]3.2e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.25941[/C][C]-1.7784[/C][C]0.040901[/C][/ROW]
[ROW][C]4[/C][C]-0.211616[/C][C]-1.4508[/C][C]0.076743[/C][/ROW]
[ROW][C]5[/C][C]-0.206885[/C][C]-1.4183[/C][C]0.081346[/C][/ROW]
[ROW][C]6[/C][C]-0.111736[/C][C]-0.766[/C][C]0.223747[/C][/ROW]
[ROW][C]7[/C][C]0.074708[/C][C]0.5122[/C][C]0.305464[/C][/ROW]
[ROW][C]8[/C][C]-0.139517[/C][C]-0.9565[/C][C]0.171862[/C][/ROW]
[ROW][C]9[/C][C]-0.140542[/C][C]-0.9635[/C][C]0.170111[/C][/ROW]
[ROW][C]10[/C][C]-0.075279[/C][C]-0.5161[/C][C]0.304107[/C][/ROW]
[ROW][C]11[/C][C]-0.068668[/C][C]-0.4708[/C][C]0.319994[/C][/ROW]
[ROW][C]12[/C][C]0.111535[/C][C]0.7646[/C][C]0.224153[/C][/ROW]
[ROW][C]13[/C][C]-0.217643[/C][C]-1.4921[/C][C]0.07118[/C][/ROW]
[ROW][C]14[/C][C]0.004089[/C][C]0.028[/C][C]0.488879[/C][/ROW]
[ROW][C]15[/C][C]0.006082[/C][C]0.0417[/C][C]0.483458[/C][/ROW]
[ROW][C]16[/C][C]0.123431[/C][C]0.8462[/C][C]0.200864[/C][/ROW]
[ROW][C]17[/C][C]-0.047907[/C][C]-0.3284[/C][C]0.372022[/C][/ROW]
[ROW][C]18[/C][C]0.113684[/C][C]0.7794[/C][C]0.219833[/C][/ROW]
[ROW][C]19[/C][C]-0.1385[/C][C]-0.9495[/C][C]0.17361[/C][/ROW]
[ROW][C]20[/C][C]-0.055987[/C][C]-0.3838[/C][C]0.351418[/C][/ROW]
[ROW][C]21[/C][C]0.047846[/C][C]0.328[/C][C]0.372177[/C][/ROW]
[ROW][C]22[/C][C]-0.05331[/C][C]-0.3655[/C][C]0.358199[/C][/ROW]
[ROW][C]23[/C][C]0.071691[/C][C]0.4915[/C][C]0.312684[/C][/ROW]
[ROW][C]24[/C][C]0.152468[/C][C]1.0453[/C][C]0.150623[/C][/ROW]
[ROW][C]25[/C][C]-0.100498[/C][C]-0.689[/C][C]0.247111[/C][/ROW]
[ROW][C]26[/C][C]-0.128088[/C][C]-0.8781[/C][C]0.19217[/C][/ROW]
[ROW][C]27[/C][C]-0.070244[/C][C]-0.4816[/C][C]0.316173[/C][/ROW]
[ROW][C]28[/C][C]-0.005938[/C][C]-0.0407[/C][C]0.483849[/C][/ROW]
[ROW][C]29[/C][C]0.011176[/C][C]0.0766[/C][C]0.469627[/C][/ROW]
[ROW][C]30[/C][C]-0.071218[/C][C]-0.4882[/C][C]0.313822[/C][/ROW]
[ROW][C]31[/C][C]0.056076[/C][C]0.3844[/C][C]0.351194[/C][/ROW]
[ROW][C]32[/C][C]-0.023191[/C][C]-0.159[/C][C]0.437179[/C][/ROW]
[ROW][C]33[/C][C]0.020731[/C][C]0.1421[/C][C]0.443794[/C][/ROW]
[ROW][C]34[/C][C]0.022427[/C][C]0.1538[/C][C]0.439231[/C][/ROW]
[ROW][C]35[/C][C]0.044046[/C][C]0.302[/C][C]0.382005[/C][/ROW]
[ROW][C]36[/C][C]-0.021533[/C][C]-0.1476[/C][C]0.441635[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60096&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60096&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	-0.614537	-4.2131	5.7e-05
2	-0.640273	-4.3895	3.2e-05
3	-0.25941	-1.7784	0.040901
4	-0.211616	-1.4508	0.076743
5	-0.206885	-1.4183	0.081346
6	-0.111736	-0.766	0.223747
7	0.074708	0.5122	0.305464
8	-0.139517	-0.9565	0.171862
9	-0.140542	-0.9635	0.170111
10	-0.075279	-0.5161	0.304107
11	-0.068668	-0.4708	0.319994
12	0.111535	0.7646	0.224153
13	-0.217643	-1.4921	0.07118
14	0.004089	0.028	0.488879
15	0.006082	0.0417	0.483458
16	0.123431	0.8462	0.200864
17	-0.047907	-0.3284	0.372022
18	0.113684	0.7794	0.219833
19	-0.1385	-0.9495	0.17361
20	-0.055987	-0.3838	0.351418
21	0.047846	0.328	0.372177
22	-0.05331	-0.3655	0.358199
23	0.071691	0.4915	0.312684
24	0.152468	1.0453	0.150623
25	-0.100498	-0.689	0.247111
26	-0.128088	-0.8781	0.19217
27	-0.070244	-0.4816	0.316173
28	-0.005938	-0.0407	0.483849
29	0.011176	0.0766	0.469627
30	-0.071218	-0.4882	0.313822
31	0.056076	0.3844	0.351194
32	-0.023191	-0.159	0.437179
33	0.020731	0.1421	0.443794
34	0.022427	0.1538	0.439231
35	0.044046	0.302	0.382005
36	-0.021533	-0.1476	0.441635

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