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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 11:41:14 -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/t1259260936m9yolfmdv0n2cj5.htm/, Retrieved Mon, 29 Apr 2024 00:13:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60258, Retrieved Mon, 29 Apr 2024 00:13:25 +0000

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User-defined keywords

Estimated Impact

167

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [Methode1_3] [2009-11-26 18:41:14] [82f29a5d509ab8039aab37a0145f886d] [Current]

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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=60258&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=60258&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60258&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	0.023477	0.1627	0.435737
2	0.167178	1.1582	0.126248
3	0.190929	1.3228	0.096086
4	0.140404	0.9727	0.167778
5	-0.010652	-0.0738	0.470739
6	0.118436	0.8205	0.20798
7	0.051697	0.3582	0.360895
8	0.085489	0.5923	0.27822
9	-0.047555	-0.3295	0.371616
10	-0.056078	-0.3885	0.349676
11	0.293609	2.0342	0.02374
12	-0.108756	-0.7535	0.22742
13	-0.023546	-0.1631	0.435551
14	0.109254	0.7569	0.226394
15	-0.035746	-0.2477	0.402729
16	-0.117449	-0.8137	0.209914
17	0.02758	0.1911	0.424635
18	-0.084248	-0.5837	0.281081
19	-0.044166	-0.306	0.380468
20	-0.057846	-0.4008	0.345185
21	-0.086256	-0.5976	0.276459
22	0.001807	0.0125	0.495031
23	-0.046139	-0.3197	0.375307
24	-0.12077	-0.8367	0.203448
25	-0.095379	-0.6608	0.255949
26	-0.182084	-1.2615	0.10661
27	-0.115589	-0.8008	0.213591
28	-0.096175	-0.6663	0.254199
29	-0.007643	-0.053	0.478994
30	-0.037265	-0.2582	0.398687
31	0.06252	0.4331	0.333424
32	-0.08627	-0.5977	0.276426
33	0.027697	0.1919	0.424319
34	-0.056976	-0.3947	0.347391
35	0.011121	0.077	0.469453
36	-0.031824	-0.2205	0.413215

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023477 & 0.1627 & 0.435737 \tabularnewline
2 & 0.167178 & 1.1582 & 0.126248 \tabularnewline
3 & 0.190929 & 1.3228 & 0.096086 \tabularnewline
4 & 0.140404 & 0.9727 & 0.167778 \tabularnewline
5 & -0.010652 & -0.0738 & 0.470739 \tabularnewline
6 & 0.118436 & 0.8205 & 0.20798 \tabularnewline
7 & 0.051697 & 0.3582 & 0.360895 \tabularnewline
8 & 0.085489 & 0.5923 & 0.27822 \tabularnewline
9 & -0.047555 & -0.3295 & 0.371616 \tabularnewline
10 & -0.056078 & -0.3885 & 0.349676 \tabularnewline
11 & 0.293609 & 2.0342 & 0.02374 \tabularnewline
12 & -0.108756 & -0.7535 & 0.22742 \tabularnewline
13 & -0.023546 & -0.1631 & 0.435551 \tabularnewline
14 & 0.109254 & 0.7569 & 0.226394 \tabularnewline
15 & -0.035746 & -0.2477 & 0.402729 \tabularnewline
16 & -0.117449 & -0.8137 & 0.209914 \tabularnewline
17 & 0.02758 & 0.1911 & 0.424635 \tabularnewline
18 & -0.084248 & -0.5837 & 0.281081 \tabularnewline
19 & -0.044166 & -0.306 & 0.380468 \tabularnewline
20 & -0.057846 & -0.4008 & 0.345185 \tabularnewline
21 & -0.086256 & -0.5976 & 0.276459 \tabularnewline
22 & 0.001807 & 0.0125 & 0.495031 \tabularnewline
23 & -0.046139 & -0.3197 & 0.375307 \tabularnewline
24 & -0.12077 & -0.8367 & 0.203448 \tabularnewline
25 & -0.095379 & -0.6608 & 0.255949 \tabularnewline
26 & -0.182084 & -1.2615 & 0.10661 \tabularnewline
27 & -0.115589 & -0.8008 & 0.213591 \tabularnewline
28 & -0.096175 & -0.6663 & 0.254199 \tabularnewline
29 & -0.007643 & -0.053 & 0.478994 \tabularnewline
30 & -0.037265 & -0.2582 & 0.398687 \tabularnewline
31 & 0.06252 & 0.4331 & 0.333424 \tabularnewline
32 & -0.08627 & -0.5977 & 0.276426 \tabularnewline
33 & 0.027697 & 0.1919 & 0.424319 \tabularnewline
34 & -0.056976 & -0.3947 & 0.347391 \tabularnewline
35 & 0.011121 & 0.077 & 0.469453 \tabularnewline
36 & -0.031824 & -0.2205 & 0.413215 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60258&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]0.023477[/C][C]0.1627[/C][C]0.435737[/C][/ROW]
[ROW][C]2[/C][C]0.167178[/C][C]1.1582[/C][C]0.126248[/C][/ROW]
[ROW][C]3[/C][C]0.190929[/C][C]1.3228[/C][C]0.096086[/C][/ROW]
[ROW][C]4[/C][C]0.140404[/C][C]0.9727[/C][C]0.167778[/C][/ROW]
[ROW][C]5[/C][C]-0.010652[/C][C]-0.0738[/C][C]0.470739[/C][/ROW]
[ROW][C]6[/C][C]0.118436[/C][C]0.8205[/C][C]0.20798[/C][/ROW]
[ROW][C]7[/C][C]0.051697[/C][C]0.3582[/C][C]0.360895[/C][/ROW]
[ROW][C]8[/C][C]0.085489[/C][C]0.5923[/C][C]0.27822[/C][/ROW]
[ROW][C]9[/C][C]-0.047555[/C][C]-0.3295[/C][C]0.371616[/C][/ROW]
[ROW][C]10[/C][C]-0.056078[/C][C]-0.3885[/C][C]0.349676[/C][/ROW]
[ROW][C]11[/C][C]0.293609[/C][C]2.0342[/C][C]0.02374[/C][/ROW]
[ROW][C]12[/C][C]-0.108756[/C][C]-0.7535[/C][C]0.22742[/C][/ROW]
[ROW][C]13[/C][C]-0.023546[/C][C]-0.1631[/C][C]0.435551[/C][/ROW]
[ROW][C]14[/C][C]0.109254[/C][C]0.7569[/C][C]0.226394[/C][/ROW]
[ROW][C]15[/C][C]-0.035746[/C][C]-0.2477[/C][C]0.402729[/C][/ROW]
[ROW][C]16[/C][C]-0.117449[/C][C]-0.8137[/C][C]0.209914[/C][/ROW]
[ROW][C]17[/C][C]0.02758[/C][C]0.1911[/C][C]0.424635[/C][/ROW]
[ROW][C]18[/C][C]-0.084248[/C][C]-0.5837[/C][C]0.281081[/C][/ROW]
[ROW][C]19[/C][C]-0.044166[/C][C]-0.306[/C][C]0.380468[/C][/ROW]
[ROW][C]20[/C][C]-0.057846[/C][C]-0.4008[/C][C]0.345185[/C][/ROW]
[ROW][C]21[/C][C]-0.086256[/C][C]-0.5976[/C][C]0.276459[/C][/ROW]
[ROW][C]22[/C][C]0.001807[/C][C]0.0125[/C][C]0.495031[/C][/ROW]
[ROW][C]23[/C][C]-0.046139[/C][C]-0.3197[/C][C]0.375307[/C][/ROW]
[ROW][C]24[/C][C]-0.12077[/C][C]-0.8367[/C][C]0.203448[/C][/ROW]
[ROW][C]25[/C][C]-0.095379[/C][C]-0.6608[/C][C]0.255949[/C][/ROW]
[ROW][C]26[/C][C]-0.182084[/C][C]-1.2615[/C][C]0.10661[/C][/ROW]
[ROW][C]27[/C][C]-0.115589[/C][C]-0.8008[/C][C]0.213591[/C][/ROW]
[ROW][C]28[/C][C]-0.096175[/C][C]-0.6663[/C][C]0.254199[/C][/ROW]
[ROW][C]29[/C][C]-0.007643[/C][C]-0.053[/C][C]0.478994[/C][/ROW]
[ROW][C]30[/C][C]-0.037265[/C][C]-0.2582[/C][C]0.398687[/C][/ROW]
[ROW][C]31[/C][C]0.06252[/C][C]0.4331[/C][C]0.333424[/C][/ROW]
[ROW][C]32[/C][C]-0.08627[/C][C]-0.5977[/C][C]0.276426[/C][/ROW]
[ROW][C]33[/C][C]0.027697[/C][C]0.1919[/C][C]0.424319[/C][/ROW]
[ROW][C]34[/C][C]-0.056976[/C][C]-0.3947[/C][C]0.347391[/C][/ROW]
[ROW][C]35[/C][C]0.011121[/C][C]0.077[/C][C]0.469453[/C][/ROW]
[ROW][C]36[/C][C]-0.031824[/C][C]-0.2205[/C][C]0.413215[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60258&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60258&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	0.023477	0.1627	0.435737
2	0.167178	1.1582	0.126248
3	0.190929	1.3228	0.096086
4	0.140404	0.9727	0.167778
5	-0.010652	-0.0738	0.470739
6	0.118436	0.8205	0.20798
7	0.051697	0.3582	0.360895
8	0.085489	0.5923	0.27822
9	-0.047555	-0.3295	0.371616
10	-0.056078	-0.3885	0.349676
11	0.293609	2.0342	0.02374
12	-0.108756	-0.7535	0.22742
13	-0.023546	-0.1631	0.435551
14	0.109254	0.7569	0.226394
15	-0.035746	-0.2477	0.402729
16	-0.117449	-0.8137	0.209914
17	0.02758	0.1911	0.424635
18	-0.084248	-0.5837	0.281081
19	-0.044166	-0.306	0.380468
20	-0.057846	-0.4008	0.345185
21	-0.086256	-0.5976	0.276459
22	0.001807	0.0125	0.495031
23	-0.046139	-0.3197	0.375307
24	-0.12077	-0.8367	0.203448
25	-0.095379	-0.6608	0.255949
26	-0.182084	-1.2615	0.10661
27	-0.115589	-0.8008	0.213591
28	-0.096175	-0.6663	0.254199
29	-0.007643	-0.053	0.478994
30	-0.037265	-0.2582	0.398687
31	0.06252	0.4331	0.333424
32	-0.08627	-0.5977	0.276426
33	0.027697	0.1919	0.424319
34	-0.056976	-0.3947	0.347391
35	0.011121	0.077	0.469453
36	-0.031824	-0.2205	0.413215

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.023477	0.1627	0.435737
2	0.166719	1.1551	0.126892
3	0.189101	1.3101	0.098193
4	0.118468	0.8208	0.207917
5	-0.073499	-0.5092	0.306467
6	0.043503	0.3014	0.382206
7	0.020971	0.1453	0.442544
8	0.067964	0.4709	0.319933
9	-0.081829	-0.5669	0.286702
10	-0.12647	-0.8762	0.192639
11	0.315155	2.1835	0.016961
12	-0.086158	-0.5969	0.276683
13	-0.089439	-0.6196	0.269209
14	0.046964	0.3254	0.373156
15	-0.059362	-0.4113	0.341352
16	-0.062666	-0.4342	0.333058
17	-0.028389	-0.1967	0.422452
18	-0.071091	-0.4925	0.312295
19	-0.023773	-0.1647	0.434935
20	0.030193	0.2092	0.417596
21	-0.02957	-0.2049	0.419272
22	-0.081043	-0.5615	0.28854
23	0.074878	0.5188	0.303152
24	-0.061271	-0.4245	0.336549
25	-0.195248	-1.3527	0.091242
26	-0.141193	-0.9782	0.166437
27	0.019084	0.1322	0.447683
28	-0.030278	-0.2098	0.417366
29	0.141194	0.9782	0.166435
30	0.059412	0.4116	0.341226
31	0.080374	0.5568	0.290109
32	-0.02302	-0.1595	0.436977
33	-0.007306	-0.0506	0.479921
34	-0.150481	-1.0426	0.151187
35	0.009821	0.068	0.473017
36	0.051731	0.3584	0.360807

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023477 & 0.1627 & 0.435737 \tabularnewline
2 & 0.166719 & 1.1551 & 0.126892 \tabularnewline
3 & 0.189101 & 1.3101 & 0.098193 \tabularnewline
4 & 0.118468 & 0.8208 & 0.207917 \tabularnewline
5 & -0.073499 & -0.5092 & 0.306467 \tabularnewline
6 & 0.043503 & 0.3014 & 0.382206 \tabularnewline
7 & 0.020971 & 0.1453 & 0.442544 \tabularnewline
8 & 0.067964 & 0.4709 & 0.319933 \tabularnewline
9 & -0.081829 & -0.5669 & 0.286702 \tabularnewline
10 & -0.12647 & -0.8762 & 0.192639 \tabularnewline
11 & 0.315155 & 2.1835 & 0.016961 \tabularnewline
12 & -0.086158 & -0.5969 & 0.276683 \tabularnewline
13 & -0.089439 & -0.6196 & 0.269209 \tabularnewline
14 & 0.046964 & 0.3254 & 0.373156 \tabularnewline
15 & -0.059362 & -0.4113 & 0.341352 \tabularnewline
16 & -0.062666 & -0.4342 & 0.333058 \tabularnewline
17 & -0.028389 & -0.1967 & 0.422452 \tabularnewline
18 & -0.071091 & -0.4925 & 0.312295 \tabularnewline
19 & -0.023773 & -0.1647 & 0.434935 \tabularnewline
20 & 0.030193 & 0.2092 & 0.417596 \tabularnewline
21 & -0.02957 & -0.2049 & 0.419272 \tabularnewline
22 & -0.081043 & -0.5615 & 0.28854 \tabularnewline
23 & 0.074878 & 0.5188 & 0.303152 \tabularnewline
24 & -0.061271 & -0.4245 & 0.336549 \tabularnewline
25 & -0.195248 & -1.3527 & 0.091242 \tabularnewline
26 & -0.141193 & -0.9782 & 0.166437 \tabularnewline
27 & 0.019084 & 0.1322 & 0.447683 \tabularnewline
28 & -0.030278 & -0.2098 & 0.417366 \tabularnewline
29 & 0.141194 & 0.9782 & 0.166435 \tabularnewline
30 & 0.059412 & 0.4116 & 0.341226 \tabularnewline
31 & 0.080374 & 0.5568 & 0.290109 \tabularnewline
32 & -0.02302 & -0.1595 & 0.436977 \tabularnewline
33 & -0.007306 & -0.0506 & 0.479921 \tabularnewline
34 & -0.150481 & -1.0426 & 0.151187 \tabularnewline
35 & 0.009821 & 0.068 & 0.473017 \tabularnewline
36 & 0.051731 & 0.3584 & 0.360807 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60258&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]0.023477[/C][C]0.1627[/C][C]0.435737[/C][/ROW]
[ROW][C]2[/C][C]0.166719[/C][C]1.1551[/C][C]0.126892[/C][/ROW]
[ROW][C]3[/C][C]0.189101[/C][C]1.3101[/C][C]0.098193[/C][/ROW]
[ROW][C]4[/C][C]0.118468[/C][C]0.8208[/C][C]0.207917[/C][/ROW]
[ROW][C]5[/C][C]-0.073499[/C][C]-0.5092[/C][C]0.306467[/C][/ROW]
[ROW][C]6[/C][C]0.043503[/C][C]0.3014[/C][C]0.382206[/C][/ROW]
[ROW][C]7[/C][C]0.020971[/C][C]0.1453[/C][C]0.442544[/C][/ROW]
[ROW][C]8[/C][C]0.067964[/C][C]0.4709[/C][C]0.319933[/C][/ROW]
[ROW][C]9[/C][C]-0.081829[/C][C]-0.5669[/C][C]0.286702[/C][/ROW]
[ROW][C]10[/C][C]-0.12647[/C][C]-0.8762[/C][C]0.192639[/C][/ROW]
[ROW][C]11[/C][C]0.315155[/C][C]2.1835[/C][C]0.016961[/C][/ROW]
[ROW][C]12[/C][C]-0.086158[/C][C]-0.5969[/C][C]0.276683[/C][/ROW]
[ROW][C]13[/C][C]-0.089439[/C][C]-0.6196[/C][C]0.269209[/C][/ROW]
[ROW][C]14[/C][C]0.046964[/C][C]0.3254[/C][C]0.373156[/C][/ROW]
[ROW][C]15[/C][C]-0.059362[/C][C]-0.4113[/C][C]0.341352[/C][/ROW]
[ROW][C]16[/C][C]-0.062666[/C][C]-0.4342[/C][C]0.333058[/C][/ROW]
[ROW][C]17[/C][C]-0.028389[/C][C]-0.1967[/C][C]0.422452[/C][/ROW]
[ROW][C]18[/C][C]-0.071091[/C][C]-0.4925[/C][C]0.312295[/C][/ROW]
[ROW][C]19[/C][C]-0.023773[/C][C]-0.1647[/C][C]0.434935[/C][/ROW]
[ROW][C]20[/C][C]0.030193[/C][C]0.2092[/C][C]0.417596[/C][/ROW]
[ROW][C]21[/C][C]-0.02957[/C][C]-0.2049[/C][C]0.419272[/C][/ROW]
[ROW][C]22[/C][C]-0.081043[/C][C]-0.5615[/C][C]0.28854[/C][/ROW]
[ROW][C]23[/C][C]0.074878[/C][C]0.5188[/C][C]0.303152[/C][/ROW]
[ROW][C]24[/C][C]-0.061271[/C][C]-0.4245[/C][C]0.336549[/C][/ROW]
[ROW][C]25[/C][C]-0.195248[/C][C]-1.3527[/C][C]0.091242[/C][/ROW]
[ROW][C]26[/C][C]-0.141193[/C][C]-0.9782[/C][C]0.166437[/C][/ROW]
[ROW][C]27[/C][C]0.019084[/C][C]0.1322[/C][C]0.447683[/C][/ROW]
[ROW][C]28[/C][C]-0.030278[/C][C]-0.2098[/C][C]0.417366[/C][/ROW]
[ROW][C]29[/C][C]0.141194[/C][C]0.9782[/C][C]0.166435[/C][/ROW]
[ROW][C]30[/C][C]0.059412[/C][C]0.4116[/C][C]0.341226[/C][/ROW]
[ROW][C]31[/C][C]0.080374[/C][C]0.5568[/C][C]0.290109[/C][/ROW]
[ROW][C]32[/C][C]-0.02302[/C][C]-0.1595[/C][C]0.436977[/C][/ROW]
[ROW][C]33[/C][C]-0.007306[/C][C]-0.0506[/C][C]0.479921[/C][/ROW]
[ROW][C]34[/C][C]-0.150481[/C][C]-1.0426[/C][C]0.151187[/C][/ROW]
[ROW][C]35[/C][C]0.009821[/C][C]0.068[/C][C]0.473017[/C][/ROW]
[ROW][C]36[/C][C]0.051731[/C][C]0.3584[/C][C]0.360807[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60258&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60258&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	0.023477	0.1627	0.435737
2	0.166719	1.1551	0.126892
3	0.189101	1.3101	0.098193
4	0.118468	0.8208	0.207917
5	-0.073499	-0.5092	0.306467
6	0.043503	0.3014	0.382206
7	0.020971	0.1453	0.442544
8	0.067964	0.4709	0.319933
9	-0.081829	-0.5669	0.286702
10	-0.12647	-0.8762	0.192639
11	0.315155	2.1835	0.016961
12	-0.086158	-0.5969	0.276683
13	-0.089439	-0.6196	0.269209
14	0.046964	0.3254	0.373156
15	-0.059362	-0.4113	0.341352
16	-0.062666	-0.4342	0.333058
17	-0.028389	-0.1967	0.422452
18	-0.071091	-0.4925	0.312295
19	-0.023773	-0.1647	0.434935
20	0.030193	0.2092	0.417596
21	-0.02957	-0.2049	0.419272
22	-0.081043	-0.5615	0.28854
23	0.074878	0.5188	0.303152
24	-0.061271	-0.4245	0.336549
25	-0.195248	-1.3527	0.091242
26	-0.141193	-0.9782	0.166437
27	0.019084	0.1322	0.447683
28	-0.030278	-0.2098	0.417366
29	0.141194	0.9782	0.166435
30	0.059412	0.4116	0.341226
31	0.080374	0.5568	0.290109
32	-0.02302	-0.1595	0.436977
33	-0.007306	-0.0506	0.479921
34	-0.150481	-1.0426	0.151187
35	0.009821	0.068	0.473017
36	0.051731	0.3584	0.360807

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