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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 12:16:30 -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/t125926302736ruvxsg23xghj2.htm/, Retrieved Sun, 28 Apr 2024 23:11:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60305, Retrieved Sun, 28 Apr 2024 23:11:52 +0000

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User-defined keywords

Estimated Impact

112

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] [ACF 2] [2009-11-26 19:16:30] [b58cdc967a53abb3723a2bc8f9332128] [Current]

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Dataseries X:

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Histogram

Boxplots

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
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

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=60305&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=60305&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60305&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	0.851304	6.1976	0
2	0.608035	4.4266	2.4e-05
3	0.415224	3.0229	0.001926
4	0.331531	2.4136	0.009643
5	0.34885	2.5397	0.007032
6	0.378155	2.753	0.004035
7	0.347022	2.5264	0.007274
8	0.242241	1.7635	0.041786
9	0.096547	0.7029	0.242605
10	-0.011641	-0.0847	0.466391
11	-0.079616	-0.5796	0.282316
12	-0.127396	-0.9275	0.178947
13	-0.164754	-1.1994	0.117848
14	-0.207194	-1.5084	0.068696
15	-0.247362	-1.8008	0.038711
16	-0.280671	-2.0433	0.023003
17	-0.289816	-2.1099	0.019803
18	-0.293437	-2.1363	0.018647
19	-0.3011	-2.192	0.016395
20	-0.293466	-2.1365	0.018639
21	-0.288907	-2.1033	0.020103
22	-0.303503	-2.2095	0.01574
23	-0.315857	-2.2995	0.012724
24	-0.316432	-2.3037	0.012597
25	-0.279582	-2.0354	0.023413
26	-0.239161	-1.7411	0.043732
27	-0.226393	-1.6482	0.052617
28	-0.218029	-1.5873	0.0592
29	-0.198379	-1.4442	0.077282
30	-0.165335	-1.2037	0.117036
31	-0.102241	-0.7443	0.229983
32	-0.054681	-0.3981	0.346083
33	-0.041131	-0.2994	0.382887
34	-0.058907	-0.4288	0.334887
35	-0.076342	-0.5558	0.290349
36	-0.033444	-0.2435	0.404288

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851304 & 6.1976 & 0 \tabularnewline
2 & 0.608035 & 4.4266 & 2.4e-05 \tabularnewline
3 & 0.415224 & 3.0229 & 0.001926 \tabularnewline
4 & 0.331531 & 2.4136 & 0.009643 \tabularnewline
5 & 0.34885 & 2.5397 & 0.007032 \tabularnewline
6 & 0.378155 & 2.753 & 0.004035 \tabularnewline
7 & 0.347022 & 2.5264 & 0.007274 \tabularnewline
8 & 0.242241 & 1.7635 & 0.041786 \tabularnewline
9 & 0.096547 & 0.7029 & 0.242605 \tabularnewline
10 & -0.011641 & -0.0847 & 0.466391 \tabularnewline
11 & -0.079616 & -0.5796 & 0.282316 \tabularnewline
12 & -0.127396 & -0.9275 & 0.178947 \tabularnewline
13 & -0.164754 & -1.1994 & 0.117848 \tabularnewline
14 & -0.207194 & -1.5084 & 0.068696 \tabularnewline
15 & -0.247362 & -1.8008 & 0.038711 \tabularnewline
16 & -0.280671 & -2.0433 & 0.023003 \tabularnewline
17 & -0.289816 & -2.1099 & 0.019803 \tabularnewline
18 & -0.293437 & -2.1363 & 0.018647 \tabularnewline
19 & -0.3011 & -2.192 & 0.016395 \tabularnewline
20 & -0.293466 & -2.1365 & 0.018639 \tabularnewline
21 & -0.288907 & -2.1033 & 0.020103 \tabularnewline
22 & -0.303503 & -2.2095 & 0.01574 \tabularnewline
23 & -0.315857 & -2.2995 & 0.012724 \tabularnewline
24 & -0.316432 & -2.3037 & 0.012597 \tabularnewline
25 & -0.279582 & -2.0354 & 0.023413 \tabularnewline
26 & -0.239161 & -1.7411 & 0.043732 \tabularnewline
27 & -0.226393 & -1.6482 & 0.052617 \tabularnewline
28 & -0.218029 & -1.5873 & 0.0592 \tabularnewline
29 & -0.198379 & -1.4442 & 0.077282 \tabularnewline
30 & -0.165335 & -1.2037 & 0.117036 \tabularnewline
31 & -0.102241 & -0.7443 & 0.229983 \tabularnewline
32 & -0.054681 & -0.3981 & 0.346083 \tabularnewline
33 & -0.041131 & -0.2994 & 0.382887 \tabularnewline
34 & -0.058907 & -0.4288 & 0.334887 \tabularnewline
35 & -0.076342 & -0.5558 & 0.290349 \tabularnewline
36 & -0.033444 & -0.2435 & 0.404288 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60305&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]0.851304[/C][C]6.1976[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.608035[/C][C]4.4266[/C][C]2.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.415224[/C][C]3.0229[/C][C]0.001926[/C][/ROW]
[ROW][C]4[/C][C]0.331531[/C][C]2.4136[/C][C]0.009643[/C][/ROW]
[ROW][C]5[/C][C]0.34885[/C][C]2.5397[/C][C]0.007032[/C][/ROW]
[ROW][C]6[/C][C]0.378155[/C][C]2.753[/C][C]0.004035[/C][/ROW]
[ROW][C]7[/C][C]0.347022[/C][C]2.5264[/C][C]0.007274[/C][/ROW]
[ROW][C]8[/C][C]0.242241[/C][C]1.7635[/C][C]0.041786[/C][/ROW]
[ROW][C]9[/C][C]0.096547[/C][C]0.7029[/C][C]0.242605[/C][/ROW]
[ROW][C]10[/C][C]-0.011641[/C][C]-0.0847[/C][C]0.466391[/C][/ROW]
[ROW][C]11[/C][C]-0.079616[/C][C]-0.5796[/C][C]0.282316[/C][/ROW]
[ROW][C]12[/C][C]-0.127396[/C][C]-0.9275[/C][C]0.178947[/C][/ROW]
[ROW][C]13[/C][C]-0.164754[/C][C]-1.1994[/C][C]0.117848[/C][/ROW]
[ROW][C]14[/C][C]-0.207194[/C][C]-1.5084[/C][C]0.068696[/C][/ROW]
[ROW][C]15[/C][C]-0.247362[/C][C]-1.8008[/C][C]0.038711[/C][/ROW]
[ROW][C]16[/C][C]-0.280671[/C][C]-2.0433[/C][C]0.023003[/C][/ROW]
[ROW][C]17[/C][C]-0.289816[/C][C]-2.1099[/C][C]0.019803[/C][/ROW]
[ROW][C]18[/C][C]-0.293437[/C][C]-2.1363[/C][C]0.018647[/C][/ROW]
[ROW][C]19[/C][C]-0.3011[/C][C]-2.192[/C][C]0.016395[/C][/ROW]
[ROW][C]20[/C][C]-0.293466[/C][C]-2.1365[/C][C]0.018639[/C][/ROW]
[ROW][C]21[/C][C]-0.288907[/C][C]-2.1033[/C][C]0.020103[/C][/ROW]
[ROW][C]22[/C][C]-0.303503[/C][C]-2.2095[/C][C]0.01574[/C][/ROW]
[ROW][C]23[/C][C]-0.315857[/C][C]-2.2995[/C][C]0.012724[/C][/ROW]
[ROW][C]24[/C][C]-0.316432[/C][C]-2.3037[/C][C]0.012597[/C][/ROW]
[ROW][C]25[/C][C]-0.279582[/C][C]-2.0354[/C][C]0.023413[/C][/ROW]
[ROW][C]26[/C][C]-0.239161[/C][C]-1.7411[/C][C]0.043732[/C][/ROW]
[ROW][C]27[/C][C]-0.226393[/C][C]-1.6482[/C][C]0.052617[/C][/ROW]
[ROW][C]28[/C][C]-0.218029[/C][C]-1.5873[/C][C]0.0592[/C][/ROW]
[ROW][C]29[/C][C]-0.198379[/C][C]-1.4442[/C][C]0.077282[/C][/ROW]
[ROW][C]30[/C][C]-0.165335[/C][C]-1.2037[/C][C]0.117036[/C][/ROW]
[ROW][C]31[/C][C]-0.102241[/C][C]-0.7443[/C][C]0.229983[/C][/ROW]
[ROW][C]32[/C][C]-0.054681[/C][C]-0.3981[/C][C]0.346083[/C][/ROW]
[ROW][C]33[/C][C]-0.041131[/C][C]-0.2994[/C][C]0.382887[/C][/ROW]
[ROW][C]34[/C][C]-0.058907[/C][C]-0.4288[/C][C]0.334887[/C][/ROW]
[ROW][C]35[/C][C]-0.076342[/C][C]-0.5558[/C][C]0.290349[/C][/ROW]
[ROW][C]36[/C][C]-0.033444[/C][C]-0.2435[/C][C]0.404288[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60305&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60305&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	0.851304	6.1976	0
2	0.608035	4.4266	2.4e-05
3	0.415224	3.0229	0.001926
4	0.331531	2.4136	0.009643
5	0.34885	2.5397	0.007032
6	0.378155	2.753	0.004035
7	0.347022	2.5264	0.007274
8	0.242241	1.7635	0.041786
9	0.096547	0.7029	0.242605
10	-0.011641	-0.0847	0.466391
11	-0.079616	-0.5796	0.282316
12	-0.127396	-0.9275	0.178947
13	-0.164754	-1.1994	0.117848
14	-0.207194	-1.5084	0.068696
15	-0.247362	-1.8008	0.038711
16	-0.280671	-2.0433	0.023003
17	-0.289816	-2.1099	0.019803
18	-0.293437	-2.1363	0.018647
19	-0.3011	-2.192	0.016395
20	-0.293466	-2.1365	0.018639
21	-0.288907	-2.1033	0.020103
22	-0.303503	-2.2095	0.01574
23	-0.315857	-2.2995	0.012724
24	-0.316432	-2.3037	0.012597
25	-0.279582	-2.0354	0.023413
26	-0.239161	-1.7411	0.043732
27	-0.226393	-1.6482	0.052617
28	-0.218029	-1.5873	0.0592
29	-0.198379	-1.4442	0.077282
30	-0.165335	-1.2037	0.117036
31	-0.102241	-0.7443	0.229983
32	-0.054681	-0.3981	0.346083
33	-0.041131	-0.2994	0.382887
34	-0.058907	-0.4288	0.334887
35	-0.076342	-0.5558	0.290349
36	-0.033444	-0.2435	0.404288

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.851304	6.1976	0
2	-0.423869	-3.0858	0.001612
3	0.172873	1.2585	0.106857
4	0.163256	1.1885	0.119963
5	0.167073	1.2163	0.114628
6	-0.059979	-0.4367	0.332067
7	-0.092871	-0.6761	0.250954
8	-0.106932	-0.7785	0.219875
9	-0.11439	-0.8328	0.204355
10	0.028084	0.2045	0.41939
11	-0.166701	-1.2136	0.11514
12	-0.101367	-0.738	0.231896
13	-0.031778	-0.2313	0.408967
14	-0.038296	-0.2788	0.390743
15	-0.010748	-0.0782	0.468964
16	-0.048277	-0.3515	0.363317
17	0.057556	0.419	0.33845
18	-0.085285	-0.6209	0.268667
19	0.00384	0.028	0.488901
20	0.054379	0.3959	0.34689
21	-0.105553	-0.7684	0.22282
22	-0.111286	-0.8102	0.210732
23	-0.018467	-0.1344	0.44678
24	-0.036668	-0.2669	0.395272
25	0.051753	0.3768	0.353927
26	-0.12111	-0.8817	0.190962
27	-0.107831	-0.785	0.217968
28	0.048621	0.354	0.362385
29	0.069209	0.5039	0.308227
30	-0.035603	-0.2592	0.398246
31	0.062106	0.4521	0.326507
32	-0.106304	-0.7739	0.221214
33	-0.033096	-0.2409	0.405263
34	-0.053276	-0.3879	0.349839
35	-0.017532	-0.1276	0.449462
36	0.123673	0.9004	0.186002

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851304 & 6.1976 & 0 \tabularnewline
2 & -0.423869 & -3.0858 & 0.001612 \tabularnewline
3 & 0.172873 & 1.2585 & 0.106857 \tabularnewline
4 & 0.163256 & 1.1885 & 0.119963 \tabularnewline
5 & 0.167073 & 1.2163 & 0.114628 \tabularnewline
6 & -0.059979 & -0.4367 & 0.332067 \tabularnewline
7 & -0.092871 & -0.6761 & 0.250954 \tabularnewline
8 & -0.106932 & -0.7785 & 0.219875 \tabularnewline
9 & -0.11439 & -0.8328 & 0.204355 \tabularnewline
10 & 0.028084 & 0.2045 & 0.41939 \tabularnewline
11 & -0.166701 & -1.2136 & 0.11514 \tabularnewline
12 & -0.101367 & -0.738 & 0.231896 \tabularnewline
13 & -0.031778 & -0.2313 & 0.408967 \tabularnewline
14 & -0.038296 & -0.2788 & 0.390743 \tabularnewline
15 & -0.010748 & -0.0782 & 0.468964 \tabularnewline
16 & -0.048277 & -0.3515 & 0.363317 \tabularnewline
17 & 0.057556 & 0.419 & 0.33845 \tabularnewline
18 & -0.085285 & -0.6209 & 0.268667 \tabularnewline
19 & 0.00384 & 0.028 & 0.488901 \tabularnewline
20 & 0.054379 & 0.3959 & 0.34689 \tabularnewline
21 & -0.105553 & -0.7684 & 0.22282 \tabularnewline
22 & -0.111286 & -0.8102 & 0.210732 \tabularnewline
23 & -0.018467 & -0.1344 & 0.44678 \tabularnewline
24 & -0.036668 & -0.2669 & 0.395272 \tabularnewline
25 & 0.051753 & 0.3768 & 0.353927 \tabularnewline
26 & -0.12111 & -0.8817 & 0.190962 \tabularnewline
27 & -0.107831 & -0.785 & 0.217968 \tabularnewline
28 & 0.048621 & 0.354 & 0.362385 \tabularnewline
29 & 0.069209 & 0.5039 & 0.308227 \tabularnewline
30 & -0.035603 & -0.2592 & 0.398246 \tabularnewline
31 & 0.062106 & 0.4521 & 0.326507 \tabularnewline
32 & -0.106304 & -0.7739 & 0.221214 \tabularnewline
33 & -0.033096 & -0.2409 & 0.405263 \tabularnewline
34 & -0.053276 & -0.3879 & 0.349839 \tabularnewline
35 & -0.017532 & -0.1276 & 0.449462 \tabularnewline
36 & 0.123673 & 0.9004 & 0.186002 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60305&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]0.851304[/C][C]6.1976[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.423869[/C][C]-3.0858[/C][C]0.001612[/C][/ROW]
[ROW][C]3[/C][C]0.172873[/C][C]1.2585[/C][C]0.106857[/C][/ROW]
[ROW][C]4[/C][C]0.163256[/C][C]1.1885[/C][C]0.119963[/C][/ROW]
[ROW][C]5[/C][C]0.167073[/C][C]1.2163[/C][C]0.114628[/C][/ROW]
[ROW][C]6[/C][C]-0.059979[/C][C]-0.4367[/C][C]0.332067[/C][/ROW]
[ROW][C]7[/C][C]-0.092871[/C][C]-0.6761[/C][C]0.250954[/C][/ROW]
[ROW][C]8[/C][C]-0.106932[/C][C]-0.7785[/C][C]0.219875[/C][/ROW]
[ROW][C]9[/C][C]-0.11439[/C][C]-0.8328[/C][C]0.204355[/C][/ROW]
[ROW][C]10[/C][C]0.028084[/C][C]0.2045[/C][C]0.41939[/C][/ROW]
[ROW][C]11[/C][C]-0.166701[/C][C]-1.2136[/C][C]0.11514[/C][/ROW]
[ROW][C]12[/C][C]-0.101367[/C][C]-0.738[/C][C]0.231896[/C][/ROW]
[ROW][C]13[/C][C]-0.031778[/C][C]-0.2313[/C][C]0.408967[/C][/ROW]
[ROW][C]14[/C][C]-0.038296[/C][C]-0.2788[/C][C]0.390743[/C][/ROW]
[ROW][C]15[/C][C]-0.010748[/C][C]-0.0782[/C][C]0.468964[/C][/ROW]
[ROW][C]16[/C][C]-0.048277[/C][C]-0.3515[/C][C]0.363317[/C][/ROW]
[ROW][C]17[/C][C]0.057556[/C][C]0.419[/C][C]0.33845[/C][/ROW]
[ROW][C]18[/C][C]-0.085285[/C][C]-0.6209[/C][C]0.268667[/C][/ROW]
[ROW][C]19[/C][C]0.00384[/C][C]0.028[/C][C]0.488901[/C][/ROW]
[ROW][C]20[/C][C]0.054379[/C][C]0.3959[/C][C]0.34689[/C][/ROW]
[ROW][C]21[/C][C]-0.105553[/C][C]-0.7684[/C][C]0.22282[/C][/ROW]
[ROW][C]22[/C][C]-0.111286[/C][C]-0.8102[/C][C]0.210732[/C][/ROW]
[ROW][C]23[/C][C]-0.018467[/C][C]-0.1344[/C][C]0.44678[/C][/ROW]
[ROW][C]24[/C][C]-0.036668[/C][C]-0.2669[/C][C]0.395272[/C][/ROW]
[ROW][C]25[/C][C]0.051753[/C][C]0.3768[/C][C]0.353927[/C][/ROW]
[ROW][C]26[/C][C]-0.12111[/C][C]-0.8817[/C][C]0.190962[/C][/ROW]
[ROW][C]27[/C][C]-0.107831[/C][C]-0.785[/C][C]0.217968[/C][/ROW]
[ROW][C]28[/C][C]0.048621[/C][C]0.354[/C][C]0.362385[/C][/ROW]
[ROW][C]29[/C][C]0.069209[/C][C]0.5039[/C][C]0.308227[/C][/ROW]
[ROW][C]30[/C][C]-0.035603[/C][C]-0.2592[/C][C]0.398246[/C][/ROW]
[ROW][C]31[/C][C]0.062106[/C][C]0.4521[/C][C]0.326507[/C][/ROW]
[ROW][C]32[/C][C]-0.106304[/C][C]-0.7739[/C][C]0.221214[/C][/ROW]
[ROW][C]33[/C][C]-0.033096[/C][C]-0.2409[/C][C]0.405263[/C][/ROW]
[ROW][C]34[/C][C]-0.053276[/C][C]-0.3879[/C][C]0.349839[/C][/ROW]
[ROW][C]35[/C][C]-0.017532[/C][C]-0.1276[/C][C]0.449462[/C][/ROW]
[ROW][C]36[/C][C]0.123673[/C][C]0.9004[/C][C]0.186002[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60305&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60305&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	0.851304	6.1976	0
2	-0.423869	-3.0858	0.001612
3	0.172873	1.2585	0.106857
4	0.163256	1.1885	0.119963
5	0.167073	1.2163	0.114628
6	-0.059979	-0.4367	0.332067
7	-0.092871	-0.6761	0.250954
8	-0.106932	-0.7785	0.219875
9	-0.11439	-0.8328	0.204355
10	0.028084	0.2045	0.41939
11	-0.166701	-1.2136	0.11514
12	-0.101367	-0.738	0.231896
13	-0.031778	-0.2313	0.408967
14	-0.038296	-0.2788	0.390743
15	-0.010748	-0.0782	0.468964
16	-0.048277	-0.3515	0.363317
17	0.057556	0.419	0.33845
18	-0.085285	-0.6209	0.268667
19	0.00384	0.028	0.488901
20	0.054379	0.3959	0.34689
21	-0.105553	-0.7684	0.22282
22	-0.111286	-0.8102	0.210732
23	-0.018467	-0.1344	0.44678
24	-0.036668	-0.2669	0.395272
25	0.051753	0.3768	0.353927
26	-0.12111	-0.8817	0.190962
27	-0.107831	-0.785	0.217968
28	0.048621	0.354	0.362385
29	0.069209	0.5039	0.308227
30	-0.035603	-0.2592	0.398246
31	0.062106	0.4521	0.326507
32	-0.106304	-0.7739	0.221214
33	-0.033096	-0.2409	0.405263
34	-0.053276	-0.3879	0.349839
35	-0.017532	-0.1276	0.449462
36	0.123673	0.9004	0.186002

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