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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 10:19:13 -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/t1259256080gg6okhx3xfhm70y.htm/, Retrieved Sun, 28 Apr 2024 21:44:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60183, Retrieved Sun, 28 Apr 2024 21:44:24 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

101

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]
- R  D          [(Partial) Autocorrelation Function] [] [2009-11-26 17:19:13] [d1856923bab8a0db5ebd860815c7444f] [Current]

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Dataseries X:

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Histogram

Boxplots

3.68
3.72
3.77
3.92
4.12
4.03
3.93
4.03
4.24
4.13
3.87
4.26
4.46
4.56
4.58
4.85
4.84
4.51
4.37
4.23
4.23
4.25
4.41
4.28
4.42
4.39
4.44
4.62
4.64
4.34
4.22
4.01
4.11
4.06
3.82
3.76
3.83
3.79
3.92
4.04
4.02
4.03
3.96
3.7
3.54
3.37
3.39
3.49
3.3
3.14
3.31
3.3
3.26
3.43
3.6
3.76
3.57
3.59
3.66
3.85

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60183&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]0 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=60183&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60183&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.870689	6.0323	0
2	0.732953	5.078	3e-06
3	0.617773	4.2801	4.4e-05
4	0.498927	3.4567	0.000577
5	0.381662	2.6442	0.005515
6	0.313374	2.1711	0.017449
7	0.257076	1.7811	0.040614
8	0.232172	1.6085	0.057138
9	0.21686	1.5025	0.069766
10	0.17515	1.2135	0.115443
11	0.105705	0.7323	0.23376
12	0.057358	0.3974	0.346421
13	0.026573	0.1841	0.427354
14	0.017764	0.1231	0.451281
15	-0.006004	-0.0416	0.483495
16	-0.033066	-0.2291	0.409888
17	-0.077535	-0.5372	0.296813
18	-0.150425	-1.0422	0.151275
19	-0.21297	-1.4755	0.073304
20	-0.252544	-1.7497	0.043283
21	-0.310818	-2.1534	0.01817
22	-0.349832	-2.4237	0.009591
23	-0.333697	-2.3119	0.012559
24	-0.3007	-2.0833	0.021286
25	-0.264109	-1.8298	0.036747
26	-0.247926	-1.7177	0.04615
27	-0.257525	-1.7842	0.040358
28	-0.253997	-1.7597	0.042412
29	-0.253772	-1.7582	0.042546
30	-0.280405	-1.9427	0.028965
31	-0.28487	-1.9736	0.027097
32	-0.28283	-1.9595	0.027938
33	-0.256018	-1.7737	0.041225
34	-0.240377	-1.6654	0.051176
35	-0.233183	-1.6155	0.056374
36	-0.238127	-1.6498	0.052757

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.870689 & 6.0323 & 0 \tabularnewline
2 & 0.732953 & 5.078 & 3e-06 \tabularnewline
3 & 0.617773 & 4.2801 & 4.4e-05 \tabularnewline
4 & 0.498927 & 3.4567 & 0.000577 \tabularnewline
5 & 0.381662 & 2.6442 & 0.005515 \tabularnewline
6 & 0.313374 & 2.1711 & 0.017449 \tabularnewline
7 & 0.257076 & 1.7811 & 0.040614 \tabularnewline
8 & 0.232172 & 1.6085 & 0.057138 \tabularnewline
9 & 0.21686 & 1.5025 & 0.069766 \tabularnewline
10 & 0.17515 & 1.2135 & 0.115443 \tabularnewline
11 & 0.105705 & 0.7323 & 0.23376 \tabularnewline
12 & 0.057358 & 0.3974 & 0.346421 \tabularnewline
13 & 0.026573 & 0.1841 & 0.427354 \tabularnewline
14 & 0.017764 & 0.1231 & 0.451281 \tabularnewline
15 & -0.006004 & -0.0416 & 0.483495 \tabularnewline
16 & -0.033066 & -0.2291 & 0.409888 \tabularnewline
17 & -0.077535 & -0.5372 & 0.296813 \tabularnewline
18 & -0.150425 & -1.0422 & 0.151275 \tabularnewline
19 & -0.21297 & -1.4755 & 0.073304 \tabularnewline
20 & -0.252544 & -1.7497 & 0.043283 \tabularnewline
21 & -0.310818 & -2.1534 & 0.01817 \tabularnewline
22 & -0.349832 & -2.4237 & 0.009591 \tabularnewline
23 & -0.333697 & -2.3119 & 0.012559 \tabularnewline
24 & -0.3007 & -2.0833 & 0.021286 \tabularnewline
25 & -0.264109 & -1.8298 & 0.036747 \tabularnewline
26 & -0.247926 & -1.7177 & 0.04615 \tabularnewline
27 & -0.257525 & -1.7842 & 0.040358 \tabularnewline
28 & -0.253997 & -1.7597 & 0.042412 \tabularnewline
29 & -0.253772 & -1.7582 & 0.042546 \tabularnewline
30 & -0.280405 & -1.9427 & 0.028965 \tabularnewline
31 & -0.28487 & -1.9736 & 0.027097 \tabularnewline
32 & -0.28283 & -1.9595 & 0.027938 \tabularnewline
33 & -0.256018 & -1.7737 & 0.041225 \tabularnewline
34 & -0.240377 & -1.6654 & 0.051176 \tabularnewline
35 & -0.233183 & -1.6155 & 0.056374 \tabularnewline
36 & -0.238127 & -1.6498 & 0.052757 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60183&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]0.870689[/C][C]6.0323[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.732953[/C][C]5.078[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.617773[/C][C]4.2801[/C][C]4.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.498927[/C][C]3.4567[/C][C]0.000577[/C][/ROW]
[ROW][C]5[/C][C]0.381662[/C][C]2.6442[/C][C]0.005515[/C][/ROW]
[ROW][C]6[/C][C]0.313374[/C][C]2.1711[/C][C]0.017449[/C][/ROW]
[ROW][C]7[/C][C]0.257076[/C][C]1.7811[/C][C]0.040614[/C][/ROW]
[ROW][C]8[/C][C]0.232172[/C][C]1.6085[/C][C]0.057138[/C][/ROW]
[ROW][C]9[/C][C]0.21686[/C][C]1.5025[/C][C]0.069766[/C][/ROW]
[ROW][C]10[/C][C]0.17515[/C][C]1.2135[/C][C]0.115443[/C][/ROW]
[ROW][C]11[/C][C]0.105705[/C][C]0.7323[/C][C]0.23376[/C][/ROW]
[ROW][C]12[/C][C]0.057358[/C][C]0.3974[/C][C]0.346421[/C][/ROW]
[ROW][C]13[/C][C]0.026573[/C][C]0.1841[/C][C]0.427354[/C][/ROW]
[ROW][C]14[/C][C]0.017764[/C][C]0.1231[/C][C]0.451281[/C][/ROW]
[ROW][C]15[/C][C]-0.006004[/C][C]-0.0416[/C][C]0.483495[/C][/ROW]
[ROW][C]16[/C][C]-0.033066[/C][C]-0.2291[/C][C]0.409888[/C][/ROW]
[ROW][C]17[/C][C]-0.077535[/C][C]-0.5372[/C][C]0.296813[/C][/ROW]
[ROW][C]18[/C][C]-0.150425[/C][C]-1.0422[/C][C]0.151275[/C][/ROW]
[ROW][C]19[/C][C]-0.21297[/C][C]-1.4755[/C][C]0.073304[/C][/ROW]
[ROW][C]20[/C][C]-0.252544[/C][C]-1.7497[/C][C]0.043283[/C][/ROW]
[ROW][C]21[/C][C]-0.310818[/C][C]-2.1534[/C][C]0.01817[/C][/ROW]
[ROW][C]22[/C][C]-0.349832[/C][C]-2.4237[/C][C]0.009591[/C][/ROW]
[ROW][C]23[/C][C]-0.333697[/C][C]-2.3119[/C][C]0.012559[/C][/ROW]
[ROW][C]24[/C][C]-0.3007[/C][C]-2.0833[/C][C]0.021286[/C][/ROW]
[ROW][C]25[/C][C]-0.264109[/C][C]-1.8298[/C][C]0.036747[/C][/ROW]
[ROW][C]26[/C][C]-0.247926[/C][C]-1.7177[/C][C]0.04615[/C][/ROW]
[ROW][C]27[/C][C]-0.257525[/C][C]-1.7842[/C][C]0.040358[/C][/ROW]
[ROW][C]28[/C][C]-0.253997[/C][C]-1.7597[/C][C]0.042412[/C][/ROW]
[ROW][C]29[/C][C]-0.253772[/C][C]-1.7582[/C][C]0.042546[/C][/ROW]
[ROW][C]30[/C][C]-0.280405[/C][C]-1.9427[/C][C]0.028965[/C][/ROW]
[ROW][C]31[/C][C]-0.28487[/C][C]-1.9736[/C][C]0.027097[/C][/ROW]
[ROW][C]32[/C][C]-0.28283[/C][C]-1.9595[/C][C]0.027938[/C][/ROW]
[ROW][C]33[/C][C]-0.256018[/C][C]-1.7737[/C][C]0.041225[/C][/ROW]
[ROW][C]34[/C][C]-0.240377[/C][C]-1.6654[/C][C]0.051176[/C][/ROW]
[ROW][C]35[/C][C]-0.233183[/C][C]-1.6155[/C][C]0.056374[/C][/ROW]
[ROW][C]36[/C][C]-0.238127[/C][C]-1.6498[/C][C]0.052757[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60183&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60183&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	0.870689	6.0323	0
2	0.732953	5.078	3e-06
3	0.617773	4.2801	4.4e-05
4	0.498927	3.4567	0.000577
5	0.381662	2.6442	0.005515
6	0.313374	2.1711	0.017449
7	0.257076	1.7811	0.040614
8	0.232172	1.6085	0.057138
9	0.21686	1.5025	0.069766
10	0.17515	1.2135	0.115443
11	0.105705	0.7323	0.23376
12	0.057358	0.3974	0.346421
13	0.026573	0.1841	0.427354
14	0.017764	0.1231	0.451281
15	-0.006004	-0.0416	0.483495
16	-0.033066	-0.2291	0.409888
17	-0.077535	-0.5372	0.296813
18	-0.150425	-1.0422	0.151275
19	-0.21297	-1.4755	0.073304
20	-0.252544	-1.7497	0.043283
21	-0.310818	-2.1534	0.01817
22	-0.349832	-2.4237	0.009591
23	-0.333697	-2.3119	0.012559
24	-0.3007	-2.0833	0.021286
25	-0.264109	-1.8298	0.036747
26	-0.247926	-1.7177	0.04615
27	-0.257525	-1.7842	0.040358
28	-0.253997	-1.7597	0.042412
29	-0.253772	-1.7582	0.042546
30	-0.280405	-1.9427	0.028965
31	-0.28487	-1.9736	0.027097
32	-0.28283	-1.9595	0.027938
33	-0.256018	-1.7737	0.041225
34	-0.240377	-1.6654	0.051176
35	-0.233183	-1.6155	0.056374
36	-0.238127	-1.6498	0.052757

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.870689	6.0323	0
2	-0.103952	-0.7202	0.237447
3	0.015756	0.1092	0.456765
4	-0.093277	-0.6462	0.260601
5	-0.064007	-0.4435	0.329716
6	0.118541	0.8213	0.207774
7	-0.022643	-0.1569	0.437999
8	0.107614	0.7456	0.229781
9	-0.007553	-0.0523	0.479242
10	-0.126542	-0.8767	0.192506
11	-0.123373	-0.8548	0.198467
12	0.029117	0.2017	0.420491
13	0.059931	0.4152	0.339919
14	0.095802	0.6637	0.255017
15	-0.104354	-0.723	0.236599
16	-0.076678	-0.5312	0.29885
17	-0.147849	-1.0243	0.155408
18	-0.18543	-1.2847	0.102532
19	0.04432	0.3071	0.380065
20	0.06512	0.4512	0.326951
21	-0.107959	-0.748	0.229065
22	-0.055399	-0.3838	0.351405
23	0.046907	0.325	0.373304
24	0.022763	0.1577	0.437676
25	0.067405	0.467	0.321309
26	-0.09974	-0.691	0.246442
27	-0.084657	-0.5865	0.280137
28	0.028149	0.195	0.423099
29	-0.08475	-0.5872	0.279923
30	-0.088045	-0.61	0.272371
31	0.088866	0.6157	0.270507
32	-0.061655	-0.4272	0.335587
33	0.0693	0.4801	0.316661
34	-0.132227	-0.9161	0.182099
35	-0.0389	-0.2695	0.394348
36	-0.013277	-0.092	0.463546

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.870689 & 6.0323 & 0 \tabularnewline
2 & -0.103952 & -0.7202 & 0.237447 \tabularnewline
3 & 0.015756 & 0.1092 & 0.456765 \tabularnewline
4 & -0.093277 & -0.6462 & 0.260601 \tabularnewline
5 & -0.064007 & -0.4435 & 0.329716 \tabularnewline
6 & 0.118541 & 0.8213 & 0.207774 \tabularnewline
7 & -0.022643 & -0.1569 & 0.437999 \tabularnewline
8 & 0.107614 & 0.7456 & 0.229781 \tabularnewline
9 & -0.007553 & -0.0523 & 0.479242 \tabularnewline
10 & -0.126542 & -0.8767 & 0.192506 \tabularnewline
11 & -0.123373 & -0.8548 & 0.198467 \tabularnewline
12 & 0.029117 & 0.2017 & 0.420491 \tabularnewline
13 & 0.059931 & 0.4152 & 0.339919 \tabularnewline
14 & 0.095802 & 0.6637 & 0.255017 \tabularnewline
15 & -0.104354 & -0.723 & 0.236599 \tabularnewline
16 & -0.076678 & -0.5312 & 0.29885 \tabularnewline
17 & -0.147849 & -1.0243 & 0.155408 \tabularnewline
18 & -0.18543 & -1.2847 & 0.102532 \tabularnewline
19 & 0.04432 & 0.3071 & 0.380065 \tabularnewline
20 & 0.06512 & 0.4512 & 0.326951 \tabularnewline
21 & -0.107959 & -0.748 & 0.229065 \tabularnewline
22 & -0.055399 & -0.3838 & 0.351405 \tabularnewline
23 & 0.046907 & 0.325 & 0.373304 \tabularnewline
24 & 0.022763 & 0.1577 & 0.437676 \tabularnewline
25 & 0.067405 & 0.467 & 0.321309 \tabularnewline
26 & -0.09974 & -0.691 & 0.246442 \tabularnewline
27 & -0.084657 & -0.5865 & 0.280137 \tabularnewline
28 & 0.028149 & 0.195 & 0.423099 \tabularnewline
29 & -0.08475 & -0.5872 & 0.279923 \tabularnewline
30 & -0.088045 & -0.61 & 0.272371 \tabularnewline
31 & 0.088866 & 0.6157 & 0.270507 \tabularnewline
32 & -0.061655 & -0.4272 & 0.335587 \tabularnewline
33 & 0.0693 & 0.4801 & 0.316661 \tabularnewline
34 & -0.132227 & -0.9161 & 0.182099 \tabularnewline
35 & -0.0389 & -0.2695 & 0.394348 \tabularnewline
36 & -0.013277 & -0.092 & 0.463546 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60183&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]0.870689[/C][C]6.0323[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.103952[/C][C]-0.7202[/C][C]0.237447[/C][/ROW]
[ROW][C]3[/C][C]0.015756[/C][C]0.1092[/C][C]0.456765[/C][/ROW]
[ROW][C]4[/C][C]-0.093277[/C][C]-0.6462[/C][C]0.260601[/C][/ROW]
[ROW][C]5[/C][C]-0.064007[/C][C]-0.4435[/C][C]0.329716[/C][/ROW]
[ROW][C]6[/C][C]0.118541[/C][C]0.8213[/C][C]0.207774[/C][/ROW]
[ROW][C]7[/C][C]-0.022643[/C][C]-0.1569[/C][C]0.437999[/C][/ROW]
[ROW][C]8[/C][C]0.107614[/C][C]0.7456[/C][C]0.229781[/C][/ROW]
[ROW][C]9[/C][C]-0.007553[/C][C]-0.0523[/C][C]0.479242[/C][/ROW]
[ROW][C]10[/C][C]-0.126542[/C][C]-0.8767[/C][C]0.192506[/C][/ROW]
[ROW][C]11[/C][C]-0.123373[/C][C]-0.8548[/C][C]0.198467[/C][/ROW]
[ROW][C]12[/C][C]0.029117[/C][C]0.2017[/C][C]0.420491[/C][/ROW]
[ROW][C]13[/C][C]0.059931[/C][C]0.4152[/C][C]0.339919[/C][/ROW]
[ROW][C]14[/C][C]0.095802[/C][C]0.6637[/C][C]0.255017[/C][/ROW]
[ROW][C]15[/C][C]-0.104354[/C][C]-0.723[/C][C]0.236599[/C][/ROW]
[ROW][C]16[/C][C]-0.076678[/C][C]-0.5312[/C][C]0.29885[/C][/ROW]
[ROW][C]17[/C][C]-0.147849[/C][C]-1.0243[/C][C]0.155408[/C][/ROW]
[ROW][C]18[/C][C]-0.18543[/C][C]-1.2847[/C][C]0.102532[/C][/ROW]
[ROW][C]19[/C][C]0.04432[/C][C]0.3071[/C][C]0.380065[/C][/ROW]
[ROW][C]20[/C][C]0.06512[/C][C]0.4512[/C][C]0.326951[/C][/ROW]
[ROW][C]21[/C][C]-0.107959[/C][C]-0.748[/C][C]0.229065[/C][/ROW]
[ROW][C]22[/C][C]-0.055399[/C][C]-0.3838[/C][C]0.351405[/C][/ROW]
[ROW][C]23[/C][C]0.046907[/C][C]0.325[/C][C]0.373304[/C][/ROW]
[ROW][C]24[/C][C]0.022763[/C][C]0.1577[/C][C]0.437676[/C][/ROW]
[ROW][C]25[/C][C]0.067405[/C][C]0.467[/C][C]0.321309[/C][/ROW]
[ROW][C]26[/C][C]-0.09974[/C][C]-0.691[/C][C]0.246442[/C][/ROW]
[ROW][C]27[/C][C]-0.084657[/C][C]-0.5865[/C][C]0.280137[/C][/ROW]
[ROW][C]28[/C][C]0.028149[/C][C]0.195[/C][C]0.423099[/C][/ROW]
[ROW][C]29[/C][C]-0.08475[/C][C]-0.5872[/C][C]0.279923[/C][/ROW]
[ROW][C]30[/C][C]-0.088045[/C][C]-0.61[/C][C]0.272371[/C][/ROW]
[ROW][C]31[/C][C]0.088866[/C][C]0.6157[/C][C]0.270507[/C][/ROW]
[ROW][C]32[/C][C]-0.061655[/C][C]-0.4272[/C][C]0.335587[/C][/ROW]
[ROW][C]33[/C][C]0.0693[/C][C]0.4801[/C][C]0.316661[/C][/ROW]
[ROW][C]34[/C][C]-0.132227[/C][C]-0.9161[/C][C]0.182099[/C][/ROW]
[ROW][C]35[/C][C]-0.0389[/C][C]-0.2695[/C][C]0.394348[/C][/ROW]
[ROW][C]36[/C][C]-0.013277[/C][C]-0.092[/C][C]0.463546[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60183&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60183&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	0.870689	6.0323	0
2	-0.103952	-0.7202	0.237447
3	0.015756	0.1092	0.456765
4	-0.093277	-0.6462	0.260601
5	-0.064007	-0.4435	0.329716
6	0.118541	0.8213	0.207774
7	-0.022643	-0.1569	0.437999
8	0.107614	0.7456	0.229781
9	-0.007553	-0.0523	0.479242
10	-0.126542	-0.8767	0.192506
11	-0.123373	-0.8548	0.198467
12	0.029117	0.2017	0.420491
13	0.059931	0.4152	0.339919
14	0.095802	0.6637	0.255017
15	-0.104354	-0.723	0.236599
16	-0.076678	-0.5312	0.29885
17	-0.147849	-1.0243	0.155408
18	-0.18543	-1.2847	0.102532
19	0.04432	0.3071	0.380065
20	0.06512	0.4512	0.326951
21	-0.107959	-0.748	0.229065
22	-0.055399	-0.3838	0.351405
23	0.046907	0.325	0.373304
24	0.022763	0.1577	0.437676
25	0.067405	0.467	0.321309
26	-0.09974	-0.691	0.246442
27	-0.084657	-0.5865	0.280137
28	0.028149	0.195	0.423099
29	-0.08475	-0.5872	0.279923
30	-0.088045	-0.61	0.272371
31	0.088866	0.6157	0.270507
32	-0.061655	-0.4272	0.335587
33	0.0693	0.4801	0.316661
34	-0.132227	-0.9161	0.182099
35	-0.0389	-0.2695	0.394348
36	-0.013277	-0.092	0.463546

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

Parameters (R input):

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