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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 11:27:38 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/26/t1259260114ht34bmqf3g9jwd1.htm/, Retrieved Sun, 28 Apr 2024 23:30:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60240, Retrieved Sun, 28 Apr 2024 23:30:27 +0000

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User-defined keywords

Estimated Impact

140

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]
- R  D          [(Partial) Autocorrelation Function] [workshop 8] [2009-11-26 18:27:38] [e81f30a5c3daacfe71a556c99a478849] [Current]

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Dataseries X:

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Boxplots

6.9
6.8
6.7
6.6
6.5
6.5
7.0
7.5
7.6
7.6
7.6
7.8
8.0
8.0
8.0
7.9
7.9
8.0
8.5
9.2
9.4
9.5
9.5
9.6
9.7
9.7
9.6
9.5
9.4
9.3
9.6
10.2
10.2
10.1
9.9
9.8
9.8
9.7
9.5
9.3
9.1
9.0
9.5
10.0
10.2
10.1
10.0
9.9
10.0
9.9
9.7
9.5
9.2
9.0
9.3
9.8
9.8
9.6
9.4
9.3
9.2
9.2
9.0
8.8
8.7
8.7
9.1
9.7
9.8
9.6
9.4
9.4
9.5
9.4
9.3
9.2
9.0
8.9
9.2
9.8
9.9
9.6
9.2
9.1
9.1
9.0
8.9
8.7
8.5
8.3
8.5
8.7
8.4
8.1
7.8
7.7
7.5
7.2
6.8
6.7
6.4
6.3
6.8
7.3
7.1
7.0
6.8
6.6
6.3
6.1
6.1
6.3
6.3
6.0
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8.0
8.1
8.2
8.3
8.2
8.0
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.0
8.2
8.1
8.1
8.0
7.9
7.9

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=60240&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=60240&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60240&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	0.960651	12.8885	0
2	0.890796	11.9513	0
3	0.826001	11.082	0
4	0.784581	10.5263	0
5	0.760802	10.2072	0
6	0.737118	9.8895	0
7	0.704514	9.452	0
8	0.671031	9.0028	0
9	0.649015	8.7075	0
10	0.643722	8.6364	0
11	0.646861	8.6786	0
12	0.633949	8.5053	0
13	0.577998	7.7547	0
14	0.50224	6.7383	0
15	0.429951	5.7684	0
16	0.372745	5.0009	1e-06
17	0.329324	4.4183	9e-06
18	0.290144	3.8927	7e-05
19	0.250243	3.3574	0.00048
20	0.217994	2.9247	0.001946
21	0.19856	2.664	0.004212
22	0.194496	2.6094	0.004916
23	0.198045	2.6571	0.004296
24	0.188774	2.5327	0.006087
25	0.147213	1.9751	0.024894
26	0.09269	1.2436	0.107639
27	0.042161	0.5656	0.28617
28	0.00377	0.0506	0.479857
29	-0.022715	-0.3047	0.380455
30	-0.043697	-0.5863	0.279219
31	-0.061918	-0.8307	0.203619
32	-0.072095	-0.9673	0.167357
33	-0.074035	-0.9933	0.160953
34	-0.068514	-0.9192	0.179608
35	-0.059575	-0.7993	0.212591
36	-0.061769	-0.8287	0.20418

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960651 & 12.8885 & 0 \tabularnewline
2 & 0.890796 & 11.9513 & 0 \tabularnewline
3 & 0.826001 & 11.082 & 0 \tabularnewline
4 & 0.784581 & 10.5263 & 0 \tabularnewline
5 & 0.760802 & 10.2072 & 0 \tabularnewline
6 & 0.737118 & 9.8895 & 0 \tabularnewline
7 & 0.704514 & 9.452 & 0 \tabularnewline
8 & 0.671031 & 9.0028 & 0 \tabularnewline
9 & 0.649015 & 8.7075 & 0 \tabularnewline
10 & 0.643722 & 8.6364 & 0 \tabularnewline
11 & 0.646861 & 8.6786 & 0 \tabularnewline
12 & 0.633949 & 8.5053 & 0 \tabularnewline
13 & 0.577998 & 7.7547 & 0 \tabularnewline
14 & 0.50224 & 6.7383 & 0 \tabularnewline
15 & 0.429951 & 5.7684 & 0 \tabularnewline
16 & 0.372745 & 5.0009 & 1e-06 \tabularnewline
17 & 0.329324 & 4.4183 & 9e-06 \tabularnewline
18 & 0.290144 & 3.8927 & 7e-05 \tabularnewline
19 & 0.250243 & 3.3574 & 0.00048 \tabularnewline
20 & 0.217994 & 2.9247 & 0.001946 \tabularnewline
21 & 0.19856 & 2.664 & 0.004212 \tabularnewline
22 & 0.194496 & 2.6094 & 0.004916 \tabularnewline
23 & 0.198045 & 2.6571 & 0.004296 \tabularnewline
24 & 0.188774 & 2.5327 & 0.006087 \tabularnewline
25 & 0.147213 & 1.9751 & 0.024894 \tabularnewline
26 & 0.09269 & 1.2436 & 0.107639 \tabularnewline
27 & 0.042161 & 0.5656 & 0.28617 \tabularnewline
28 & 0.00377 & 0.0506 & 0.479857 \tabularnewline
29 & -0.022715 & -0.3047 & 0.380455 \tabularnewline
30 & -0.043697 & -0.5863 & 0.279219 \tabularnewline
31 & -0.061918 & -0.8307 & 0.203619 \tabularnewline
32 & -0.072095 & -0.9673 & 0.167357 \tabularnewline
33 & -0.074035 & -0.9933 & 0.160953 \tabularnewline
34 & -0.068514 & -0.9192 & 0.179608 \tabularnewline
35 & -0.059575 & -0.7993 & 0.212591 \tabularnewline
36 & -0.061769 & -0.8287 & 0.20418 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60240&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]0.960651[/C][C]12.8885[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.890796[/C][C]11.9513[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.826001[/C][C]11.082[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.784581[/C][C]10.5263[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.760802[/C][C]10.2072[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.737118[/C][C]9.8895[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.704514[/C][C]9.452[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.671031[/C][C]9.0028[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.649015[/C][C]8.7075[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.643722[/C][C]8.6364[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.646861[/C][C]8.6786[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.633949[/C][C]8.5053[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.577998[/C][C]7.7547[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.50224[/C][C]6.7383[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.429951[/C][C]5.7684[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.372745[/C][C]5.0009[/C][C]1e-06[/C][/ROW]
[ROW][C]17[/C][C]0.329324[/C][C]4.4183[/C][C]9e-06[/C][/ROW]
[ROW][C]18[/C][C]0.290144[/C][C]3.8927[/C][C]7e-05[/C][/ROW]
[ROW][C]19[/C][C]0.250243[/C][C]3.3574[/C][C]0.00048[/C][/ROW]
[ROW][C]20[/C][C]0.217994[/C][C]2.9247[/C][C]0.001946[/C][/ROW]
[ROW][C]21[/C][C]0.19856[/C][C]2.664[/C][C]0.004212[/C][/ROW]
[ROW][C]22[/C][C]0.194496[/C][C]2.6094[/C][C]0.004916[/C][/ROW]
[ROW][C]23[/C][C]0.198045[/C][C]2.6571[/C][C]0.004296[/C][/ROW]
[ROW][C]24[/C][C]0.188774[/C][C]2.5327[/C][C]0.006087[/C][/ROW]
[ROW][C]25[/C][C]0.147213[/C][C]1.9751[/C][C]0.024894[/C][/ROW]
[ROW][C]26[/C][C]0.09269[/C][C]1.2436[/C][C]0.107639[/C][/ROW]
[ROW][C]27[/C][C]0.042161[/C][C]0.5656[/C][C]0.28617[/C][/ROW]
[ROW][C]28[/C][C]0.00377[/C][C]0.0506[/C][C]0.479857[/C][/ROW]
[ROW][C]29[/C][C]-0.022715[/C][C]-0.3047[/C][C]0.380455[/C][/ROW]
[ROW][C]30[/C][C]-0.043697[/C][C]-0.5863[/C][C]0.279219[/C][/ROW]
[ROW][C]31[/C][C]-0.061918[/C][C]-0.8307[/C][C]0.203619[/C][/ROW]
[ROW][C]32[/C][C]-0.072095[/C][C]-0.9673[/C][C]0.167357[/C][/ROW]
[ROW][C]33[/C][C]-0.074035[/C][C]-0.9933[/C][C]0.160953[/C][/ROW]
[ROW][C]34[/C][C]-0.068514[/C][C]-0.9192[/C][C]0.179608[/C][/ROW]
[ROW][C]35[/C][C]-0.059575[/C][C]-0.7993[/C][C]0.212591[/C][/ROW]
[ROW][C]36[/C][C]-0.061769[/C][C]-0.8287[/C][C]0.20418[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60240&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60240&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	0.960651	12.8885	0
2	0.890796	11.9513	0
3	0.826001	11.082	0
4	0.784581	10.5263	0
5	0.760802	10.2072	0
6	0.737118	9.8895	0
7	0.704514	9.452	0
8	0.671031	9.0028	0
9	0.649015	8.7075	0
10	0.643722	8.6364	0
11	0.646861	8.6786	0
12	0.633949	8.5053	0
13	0.577998	7.7547	0
14	0.50224	6.7383	0
15	0.429951	5.7684	0
16	0.372745	5.0009	1e-06
17	0.329324	4.4183	9e-06
18	0.290144	3.8927	7e-05
19	0.250243	3.3574	0.00048
20	0.217994	2.9247	0.001946
21	0.19856	2.664	0.004212
22	0.194496	2.6094	0.004916
23	0.198045	2.6571	0.004296
24	0.188774	2.5327	0.006087
25	0.147213	1.9751	0.024894
26	0.09269	1.2436	0.107639
27	0.042161	0.5656	0.28617
28	0.00377	0.0506	0.479857
29	-0.022715	-0.3047	0.380455
30	-0.043697	-0.5863	0.279219
31	-0.061918	-0.8307	0.203619
32	-0.072095	-0.9673	0.167357
33	-0.074035	-0.9933	0.160953
34	-0.068514	-0.9192	0.179608
35	-0.059575	-0.7993	0.212591
36	-0.061769	-0.8287	0.20418

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.960651	12.8885	0
2	-0.415488	-5.5744	0
3	0.216897	2.91	0.002035
4	0.187978	2.522	0.006268
5	0.012229	0.1641	0.434931
6	-0.082446	-1.1061	0.135073
7	-0.019025	-0.2552	0.399414
8	0.102293	1.3724	0.085823
9	0.104749	1.4054	0.080819
10	0.086024	1.1541	0.124989
11	0.013243	0.1777	0.429589
12	-0.218285	-2.9286	0.001923
13	-0.440172	-5.9055	0
14	0.124684	1.6728	0.048051
15	-0.058216	-0.781	0.217901
16	-0.142904	-1.9173	0.028394
17	-0.005903	-0.0792	0.46848
18	0.058606	0.7863	0.216367
19	0.02523	0.3385	0.367694
20	0.097669	1.3104	0.095871
21	0.033157	0.4449	0.328481
22	0.069674	0.9348	0.175579
23	0.002726	0.0366	0.485433
24	-0.069174	-0.9281	0.177307
25	-0.120875	-1.6217	0.053308
26	0.089391	1.1993	0.115994
27	-0.044462	-0.5965	0.275789
28	-0.049123	-0.6591	0.25535
29	0.037655	0.5052	0.307022
30	0.051828	0.6954	0.243866
31	0.01181	0.1584	0.437141
32	-0.003913	-0.0525	0.479097
33	-0.03247	-0.4356	0.331812
34	-0.053018	-0.7113	0.238907
35	-0.022592	-0.3031	0.381079
36	-0.047389	-0.6358	0.26286

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.960651 & 12.8885 & 0 \tabularnewline
2 & -0.415488 & -5.5744 & 0 \tabularnewline
3 & 0.216897 & 2.91 & 0.002035 \tabularnewline
4 & 0.187978 & 2.522 & 0.006268 \tabularnewline
5 & 0.012229 & 0.1641 & 0.434931 \tabularnewline
6 & -0.082446 & -1.1061 & 0.135073 \tabularnewline
7 & -0.019025 & -0.2552 & 0.399414 \tabularnewline
8 & 0.102293 & 1.3724 & 0.085823 \tabularnewline
9 & 0.104749 & 1.4054 & 0.080819 \tabularnewline
10 & 0.086024 & 1.1541 & 0.124989 \tabularnewline
11 & 0.013243 & 0.1777 & 0.429589 \tabularnewline
12 & -0.218285 & -2.9286 & 0.001923 \tabularnewline
13 & -0.440172 & -5.9055 & 0 \tabularnewline
14 & 0.124684 & 1.6728 & 0.048051 \tabularnewline
15 & -0.058216 & -0.781 & 0.217901 \tabularnewline
16 & -0.142904 & -1.9173 & 0.028394 \tabularnewline
17 & -0.005903 & -0.0792 & 0.46848 \tabularnewline
18 & 0.058606 & 0.7863 & 0.216367 \tabularnewline
19 & 0.02523 & 0.3385 & 0.367694 \tabularnewline
20 & 0.097669 & 1.3104 & 0.095871 \tabularnewline
21 & 0.033157 & 0.4449 & 0.328481 \tabularnewline
22 & 0.069674 & 0.9348 & 0.175579 \tabularnewline
23 & 0.002726 & 0.0366 & 0.485433 \tabularnewline
24 & -0.069174 & -0.9281 & 0.177307 \tabularnewline
25 & -0.120875 & -1.6217 & 0.053308 \tabularnewline
26 & 0.089391 & 1.1993 & 0.115994 \tabularnewline
27 & -0.044462 & -0.5965 & 0.275789 \tabularnewline
28 & -0.049123 & -0.6591 & 0.25535 \tabularnewline
29 & 0.037655 & 0.5052 & 0.307022 \tabularnewline
30 & 0.051828 & 0.6954 & 0.243866 \tabularnewline
31 & 0.01181 & 0.1584 & 0.437141 \tabularnewline
32 & -0.003913 & -0.0525 & 0.479097 \tabularnewline
33 & -0.03247 & -0.4356 & 0.331812 \tabularnewline
34 & -0.053018 & -0.7113 & 0.238907 \tabularnewline
35 & -0.022592 & -0.3031 & 0.381079 \tabularnewline
36 & -0.047389 & -0.6358 & 0.26286 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60240&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]0.960651[/C][C]12.8885[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.415488[/C][C]-5.5744[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.216897[/C][C]2.91[/C][C]0.002035[/C][/ROW]
[ROW][C]4[/C][C]0.187978[/C][C]2.522[/C][C]0.006268[/C][/ROW]
[ROW][C]5[/C][C]0.012229[/C][C]0.1641[/C][C]0.434931[/C][/ROW]
[ROW][C]6[/C][C]-0.082446[/C][C]-1.1061[/C][C]0.135073[/C][/ROW]
[ROW][C]7[/C][C]-0.019025[/C][C]-0.2552[/C][C]0.399414[/C][/ROW]
[ROW][C]8[/C][C]0.102293[/C][C]1.3724[/C][C]0.085823[/C][/ROW]
[ROW][C]9[/C][C]0.104749[/C][C]1.4054[/C][C]0.080819[/C][/ROW]
[ROW][C]10[/C][C]0.086024[/C][C]1.1541[/C][C]0.124989[/C][/ROW]
[ROW][C]11[/C][C]0.013243[/C][C]0.1777[/C][C]0.429589[/C][/ROW]
[ROW][C]12[/C][C]-0.218285[/C][C]-2.9286[/C][C]0.001923[/C][/ROW]
[ROW][C]13[/C][C]-0.440172[/C][C]-5.9055[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.124684[/C][C]1.6728[/C][C]0.048051[/C][/ROW]
[ROW][C]15[/C][C]-0.058216[/C][C]-0.781[/C][C]0.217901[/C][/ROW]
[ROW][C]16[/C][C]-0.142904[/C][C]-1.9173[/C][C]0.028394[/C][/ROW]
[ROW][C]17[/C][C]-0.005903[/C][C]-0.0792[/C][C]0.46848[/C][/ROW]
[ROW][C]18[/C][C]0.058606[/C][C]0.7863[/C][C]0.216367[/C][/ROW]
[ROW][C]19[/C][C]0.02523[/C][C]0.3385[/C][C]0.367694[/C][/ROW]
[ROW][C]20[/C][C]0.097669[/C][C]1.3104[/C][C]0.095871[/C][/ROW]
[ROW][C]21[/C][C]0.033157[/C][C]0.4449[/C][C]0.328481[/C][/ROW]
[ROW][C]22[/C][C]0.069674[/C][C]0.9348[/C][C]0.175579[/C][/ROW]
[ROW][C]23[/C][C]0.002726[/C][C]0.0366[/C][C]0.485433[/C][/ROW]
[ROW][C]24[/C][C]-0.069174[/C][C]-0.9281[/C][C]0.177307[/C][/ROW]
[ROW][C]25[/C][C]-0.120875[/C][C]-1.6217[/C][C]0.053308[/C][/ROW]
[ROW][C]26[/C][C]0.089391[/C][C]1.1993[/C][C]0.115994[/C][/ROW]
[ROW][C]27[/C][C]-0.044462[/C][C]-0.5965[/C][C]0.275789[/C][/ROW]
[ROW][C]28[/C][C]-0.049123[/C][C]-0.6591[/C][C]0.25535[/C][/ROW]
[ROW][C]29[/C][C]0.037655[/C][C]0.5052[/C][C]0.307022[/C][/ROW]
[ROW][C]30[/C][C]0.051828[/C][C]0.6954[/C][C]0.243866[/C][/ROW]
[ROW][C]31[/C][C]0.01181[/C][C]0.1584[/C][C]0.437141[/C][/ROW]
[ROW][C]32[/C][C]-0.003913[/C][C]-0.0525[/C][C]0.479097[/C][/ROW]
[ROW][C]33[/C][C]-0.03247[/C][C]-0.4356[/C][C]0.331812[/C][/ROW]
[ROW][C]34[/C][C]-0.053018[/C][C]-0.7113[/C][C]0.238907[/C][/ROW]
[ROW][C]35[/C][C]-0.022592[/C][C]-0.3031[/C][C]0.381079[/C][/ROW]
[ROW][C]36[/C][C]-0.047389[/C][C]-0.6358[/C][C]0.26286[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60240&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60240&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	0.960651	12.8885	0
2	-0.415488	-5.5744	0
3	0.216897	2.91	0.002035
4	0.187978	2.522	0.006268
5	0.012229	0.1641	0.434931
6	-0.082446	-1.1061	0.135073
7	-0.019025	-0.2552	0.399414
8	0.102293	1.3724	0.085823
9	0.104749	1.4054	0.080819
10	0.086024	1.1541	0.124989
11	0.013243	0.1777	0.429589
12	-0.218285	-2.9286	0.001923
13	-0.440172	-5.9055	0
14	0.124684	1.6728	0.048051
15	-0.058216	-0.781	0.217901
16	-0.142904	-1.9173	0.028394
17	-0.005903	-0.0792	0.46848
18	0.058606	0.7863	0.216367
19	0.02523	0.3385	0.367694
20	0.097669	1.3104	0.095871
21	0.033157	0.4449	0.328481
22	0.069674	0.9348	0.175579
23	0.002726	0.0366	0.485433
24	-0.069174	-0.9281	0.177307
25	-0.120875	-1.6217	0.053308
26	0.089391	1.1993	0.115994
27	-0.044462	-0.5965	0.275789
28	-0.049123	-0.6591	0.25535
29	0.037655	0.5052	0.307022
30	0.051828	0.6954	0.243866
31	0.01181	0.1584	0.437141
32	-0.003913	-0.0525	0.479097
33	-0.03247	-0.4356	0.331812
34	-0.053018	-0.7113	0.238907
35	-0.022592	-0.3031	0.381079
36	-0.047389	-0.6358	0.26286

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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