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 12:32:46 -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/t1259264144bxtzkn0bigt7k1l.htm/, Retrieved Mon, 29 Apr 2024 03:46:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60318, Retrieved Mon, 29 Apr 2024 03:46:14 +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

145

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]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-26 19:32:46] [429631dabc57c2ce83a6344a979b9063] [Current]
-    D            [(Partial) Autocorrelation Function] [] [2009-12-04 12:09:12] [74be16979710d4c4e7c6647856088456] 

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=60318&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=60318&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60318&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	0.413466	3.2027	0.00109
2	0.191229	1.4813	0.071886
3	0.388727	3.0111	0.001903
4	0.218847	1.6952	0.047613
5	0.270758	2.0973	0.020095
6	0.336471	2.6063	0.005764
7	0.120295	0.9318	0.177587
8	0.025292	0.1959	0.422671
9	-0.003002	-0.0233	0.490763
10	-0.258498	-2.0023	0.024888
11	-0.051313	-0.3975	0.346215
12	0.272721	2.1125	0.019408
13	-0.090726	-0.7028	0.242463
14	-0.275943	-2.1374	0.018323
15	-0.152396	-1.1805	0.121238
16	-0.13265	-1.0275	0.154154
17	-0.083757	-0.6488	0.259479
18	-0.054923	-0.4254	0.336023
19	-0.097242	-0.7532	0.227127
20	-0.172402	-1.3354	0.093392
21	-0.169821	-1.3154	0.096686
22	-0.258641	-2.0034	0.024827
23	-0.130254	-1.0089	0.158527
24	0.099399	0.7699	0.222179
25	-0.097459	-0.7549	0.226627
26	-0.309277	-2.3956	0.009864
27	-0.175666	-1.3607	0.089348
28	-0.114396	-0.8861	0.189548
29	-0.133356	-1.033	0.152882
30	-0.066656	-0.5163	0.303767
31	-0.080742	-0.6254	0.267033
32	-0.181906	-1.409	0.081992
33	-0.139	-1.0767	0.142964
34	-0.134753	-1.0438	0.150385
35	-0.128383	-0.9944	0.162
36	0.079642	0.6169	0.269816

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.413466 & 3.2027 & 0.00109 \tabularnewline
2 & 0.191229 & 1.4813 & 0.071886 \tabularnewline
3 & 0.388727 & 3.0111 & 0.001903 \tabularnewline
4 & 0.218847 & 1.6952 & 0.047613 \tabularnewline
5 & 0.270758 & 2.0973 & 0.020095 \tabularnewline
6 & 0.336471 & 2.6063 & 0.005764 \tabularnewline
7 & 0.120295 & 0.9318 & 0.177587 \tabularnewline
8 & 0.025292 & 0.1959 & 0.422671 \tabularnewline
9 & -0.003002 & -0.0233 & 0.490763 \tabularnewline
10 & -0.258498 & -2.0023 & 0.024888 \tabularnewline
11 & -0.051313 & -0.3975 & 0.346215 \tabularnewline
12 & 0.272721 & 2.1125 & 0.019408 \tabularnewline
13 & -0.090726 & -0.7028 & 0.242463 \tabularnewline
14 & -0.275943 & -2.1374 & 0.018323 \tabularnewline
15 & -0.152396 & -1.1805 & 0.121238 \tabularnewline
16 & -0.13265 & -1.0275 & 0.154154 \tabularnewline
17 & -0.083757 & -0.6488 & 0.259479 \tabularnewline
18 & -0.054923 & -0.4254 & 0.336023 \tabularnewline
19 & -0.097242 & -0.7532 & 0.227127 \tabularnewline
20 & -0.172402 & -1.3354 & 0.093392 \tabularnewline
21 & -0.169821 & -1.3154 & 0.096686 \tabularnewline
22 & -0.258641 & -2.0034 & 0.024827 \tabularnewline
23 & -0.130254 & -1.0089 & 0.158527 \tabularnewline
24 & 0.099399 & 0.7699 & 0.222179 \tabularnewline
25 & -0.097459 & -0.7549 & 0.226627 \tabularnewline
26 & -0.309277 & -2.3956 & 0.009864 \tabularnewline
27 & -0.175666 & -1.3607 & 0.089348 \tabularnewline
28 & -0.114396 & -0.8861 & 0.189548 \tabularnewline
29 & -0.133356 & -1.033 & 0.152882 \tabularnewline
30 & -0.066656 & -0.5163 & 0.303767 \tabularnewline
31 & -0.080742 & -0.6254 & 0.267033 \tabularnewline
32 & -0.181906 & -1.409 & 0.081992 \tabularnewline
33 & -0.139 & -1.0767 & 0.142964 \tabularnewline
34 & -0.134753 & -1.0438 & 0.150385 \tabularnewline
35 & -0.128383 & -0.9944 & 0.162 \tabularnewline
36 & 0.079642 & 0.6169 & 0.269816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60318&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]0.413466[/C][C]3.2027[/C][C]0.00109[/C][/ROW]
[ROW][C]2[/C][C]0.191229[/C][C]1.4813[/C][C]0.071886[/C][/ROW]
[ROW][C]3[/C][C]0.388727[/C][C]3.0111[/C][C]0.001903[/C][/ROW]
[ROW][C]4[/C][C]0.218847[/C][C]1.6952[/C][C]0.047613[/C][/ROW]
[ROW][C]5[/C][C]0.270758[/C][C]2.0973[/C][C]0.020095[/C][/ROW]
[ROW][C]6[/C][C]0.336471[/C][C]2.6063[/C][C]0.005764[/C][/ROW]
[ROW][C]7[/C][C]0.120295[/C][C]0.9318[/C][C]0.177587[/C][/ROW]
[ROW][C]8[/C][C]0.025292[/C][C]0.1959[/C][C]0.422671[/C][/ROW]
[ROW][C]9[/C][C]-0.003002[/C][C]-0.0233[/C][C]0.490763[/C][/ROW]
[ROW][C]10[/C][C]-0.258498[/C][C]-2.0023[/C][C]0.024888[/C][/ROW]
[ROW][C]11[/C][C]-0.051313[/C][C]-0.3975[/C][C]0.346215[/C][/ROW]
[ROW][C]12[/C][C]0.272721[/C][C]2.1125[/C][C]0.019408[/C][/ROW]
[ROW][C]13[/C][C]-0.090726[/C][C]-0.7028[/C][C]0.242463[/C][/ROW]
[ROW][C]14[/C][C]-0.275943[/C][C]-2.1374[/C][C]0.018323[/C][/ROW]
[ROW][C]15[/C][C]-0.152396[/C][C]-1.1805[/C][C]0.121238[/C][/ROW]
[ROW][C]16[/C][C]-0.13265[/C][C]-1.0275[/C][C]0.154154[/C][/ROW]
[ROW][C]17[/C][C]-0.083757[/C][C]-0.6488[/C][C]0.259479[/C][/ROW]
[ROW][C]18[/C][C]-0.054923[/C][C]-0.4254[/C][C]0.336023[/C][/ROW]
[ROW][C]19[/C][C]-0.097242[/C][C]-0.7532[/C][C]0.227127[/C][/ROW]
[ROW][C]20[/C][C]-0.172402[/C][C]-1.3354[/C][C]0.093392[/C][/ROW]
[ROW][C]21[/C][C]-0.169821[/C][C]-1.3154[/C][C]0.096686[/C][/ROW]
[ROW][C]22[/C][C]-0.258641[/C][C]-2.0034[/C][C]0.024827[/C][/ROW]
[ROW][C]23[/C][C]-0.130254[/C][C]-1.0089[/C][C]0.158527[/C][/ROW]
[ROW][C]24[/C][C]0.099399[/C][C]0.7699[/C][C]0.222179[/C][/ROW]
[ROW][C]25[/C][C]-0.097459[/C][C]-0.7549[/C][C]0.226627[/C][/ROW]
[ROW][C]26[/C][C]-0.309277[/C][C]-2.3956[/C][C]0.009864[/C][/ROW]
[ROW][C]27[/C][C]-0.175666[/C][C]-1.3607[/C][C]0.089348[/C][/ROW]
[ROW][C]28[/C][C]-0.114396[/C][C]-0.8861[/C][C]0.189548[/C][/ROW]
[ROW][C]29[/C][C]-0.133356[/C][C]-1.033[/C][C]0.152882[/C][/ROW]
[ROW][C]30[/C][C]-0.066656[/C][C]-0.5163[/C][C]0.303767[/C][/ROW]
[ROW][C]31[/C][C]-0.080742[/C][C]-0.6254[/C][C]0.267033[/C][/ROW]
[ROW][C]32[/C][C]-0.181906[/C][C]-1.409[/C][C]0.081992[/C][/ROW]
[ROW][C]33[/C][C]-0.139[/C][C]-1.0767[/C][C]0.142964[/C][/ROW]
[ROW][C]34[/C][C]-0.134753[/C][C]-1.0438[/C][C]0.150385[/C][/ROW]
[ROW][C]35[/C][C]-0.128383[/C][C]-0.9944[/C][C]0.162[/C][/ROW]
[ROW][C]36[/C][C]0.079642[/C][C]0.6169[/C][C]0.269816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60318&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60318&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	0.413466	3.2027	0.00109
2	0.191229	1.4813	0.071886
3	0.388727	3.0111	0.001903
4	0.218847	1.6952	0.047613
5	0.270758	2.0973	0.020095
6	0.336471	2.6063	0.005764
7	0.120295	0.9318	0.177587
8	0.025292	0.1959	0.422671
9	-0.003002	-0.0233	0.490763
10	-0.258498	-2.0023	0.024888
11	-0.051313	-0.3975	0.346215
12	0.272721	2.1125	0.019408
13	-0.090726	-0.7028	0.242463
14	-0.275943	-2.1374	0.018323
15	-0.152396	-1.1805	0.121238
16	-0.13265	-1.0275	0.154154
17	-0.083757	-0.6488	0.259479
18	-0.054923	-0.4254	0.336023
19	-0.097242	-0.7532	0.227127
20	-0.172402	-1.3354	0.093392
21	-0.169821	-1.3154	0.096686
22	-0.258641	-2.0034	0.024827
23	-0.130254	-1.0089	0.158527
24	0.099399	0.7699	0.222179
25	-0.097459	-0.7549	0.226627
26	-0.309277	-2.3956	0.009864
27	-0.175666	-1.3607	0.089348
28	-0.114396	-0.8861	0.189548
29	-0.133356	-1.033	0.152882
30	-0.066656	-0.5163	0.303767
31	-0.080742	-0.6254	0.267033
32	-0.181906	-1.409	0.081992
33	-0.139	-1.0767	0.142964
34	-0.134753	-1.0438	0.150385
35	-0.128383	-0.9944	0.162
36	0.079642	0.6169	0.269816

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.413466	3.2027	0.00109
2	0.024456	0.1894	0.425196
3	0.363867	2.8185	0.003263
4	-0.085617	-0.6632	0.254876
5	0.264288	2.0472	0.022514
6	0.041522	0.3216	0.374427
7	-0.070031	-0.5425	0.294756
8	-0.15798	-1.2237	0.112923
9	-0.156796	-1.2145	0.114651
10	-0.413665	-3.2042	0.001085
11	0.193201	1.4965	0.06988
12	0.400319	3.1009	0.001469
13	-0.055703	-0.4315	0.333837
14	-0.250793	-1.9426	0.028379
15	-0.142541	-1.1041	0.136975
16	0.175924	1.3627	0.089035
17	-0.04308	-0.3337	0.369887
18	-0.188061	-1.4567	0.075205
19	-0.008204	-0.0635	0.474771
20	-0.081252	-0.6294	0.265746
21	0.116979	0.9061	0.18425
22	0.041742	0.3233	0.373784
23	-0.038338	-0.297	0.383758
24	-0.143587	-1.1122	0.13524
25	-0.04166	-0.3227	0.374022
26	-0.065181	-0.5049	0.307743
27	0.045039	0.3489	0.364203
28	-0.185621	-1.4378	0.077841
29	-0.069428	-0.5378	0.296356
30	0.020574	0.1594	0.436957
31	0.153954	1.1925	0.118876
32	-0.0859	-0.6654	0.254179
33	-0.058872	-0.456	0.325012
34	0.034315	0.2658	0.39565
35	-0.132675	-1.0277	0.154108
36	-0.074464	-0.5768	0.283117

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.413466 & 3.2027 & 0.00109 \tabularnewline
2 & 0.024456 & 0.1894 & 0.425196 \tabularnewline
3 & 0.363867 & 2.8185 & 0.003263 \tabularnewline
4 & -0.085617 & -0.6632 & 0.254876 \tabularnewline
5 & 0.264288 & 2.0472 & 0.022514 \tabularnewline
6 & 0.041522 & 0.3216 & 0.374427 \tabularnewline
7 & -0.070031 & -0.5425 & 0.294756 \tabularnewline
8 & -0.15798 & -1.2237 & 0.112923 \tabularnewline
9 & -0.156796 & -1.2145 & 0.114651 \tabularnewline
10 & -0.413665 & -3.2042 & 0.001085 \tabularnewline
11 & 0.193201 & 1.4965 & 0.06988 \tabularnewline
12 & 0.400319 & 3.1009 & 0.001469 \tabularnewline
13 & -0.055703 & -0.4315 & 0.333837 \tabularnewline
14 & -0.250793 & -1.9426 & 0.028379 \tabularnewline
15 & -0.142541 & -1.1041 & 0.136975 \tabularnewline
16 & 0.175924 & 1.3627 & 0.089035 \tabularnewline
17 & -0.04308 & -0.3337 & 0.369887 \tabularnewline
18 & -0.188061 & -1.4567 & 0.075205 \tabularnewline
19 & -0.008204 & -0.0635 & 0.474771 \tabularnewline
20 & -0.081252 & -0.6294 & 0.265746 \tabularnewline
21 & 0.116979 & 0.9061 & 0.18425 \tabularnewline
22 & 0.041742 & 0.3233 & 0.373784 \tabularnewline
23 & -0.038338 & -0.297 & 0.383758 \tabularnewline
24 & -0.143587 & -1.1122 & 0.13524 \tabularnewline
25 & -0.04166 & -0.3227 & 0.374022 \tabularnewline
26 & -0.065181 & -0.5049 & 0.307743 \tabularnewline
27 & 0.045039 & 0.3489 & 0.364203 \tabularnewline
28 & -0.185621 & -1.4378 & 0.077841 \tabularnewline
29 & -0.069428 & -0.5378 & 0.296356 \tabularnewline
30 & 0.020574 & 0.1594 & 0.436957 \tabularnewline
31 & 0.153954 & 1.1925 & 0.118876 \tabularnewline
32 & -0.0859 & -0.6654 & 0.254179 \tabularnewline
33 & -0.058872 & -0.456 & 0.325012 \tabularnewline
34 & 0.034315 & 0.2658 & 0.39565 \tabularnewline
35 & -0.132675 & -1.0277 & 0.154108 \tabularnewline
36 & -0.074464 & -0.5768 & 0.283117 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60318&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]0.413466[/C][C]3.2027[/C][C]0.00109[/C][/ROW]
[ROW][C]2[/C][C]0.024456[/C][C]0.1894[/C][C]0.425196[/C][/ROW]
[ROW][C]3[/C][C]0.363867[/C][C]2.8185[/C][C]0.003263[/C][/ROW]
[ROW][C]4[/C][C]-0.085617[/C][C]-0.6632[/C][C]0.254876[/C][/ROW]
[ROW][C]5[/C][C]0.264288[/C][C]2.0472[/C][C]0.022514[/C][/ROW]
[ROW][C]6[/C][C]0.041522[/C][C]0.3216[/C][C]0.374427[/C][/ROW]
[ROW][C]7[/C][C]-0.070031[/C][C]-0.5425[/C][C]0.294756[/C][/ROW]
[ROW][C]8[/C][C]-0.15798[/C][C]-1.2237[/C][C]0.112923[/C][/ROW]
[ROW][C]9[/C][C]-0.156796[/C][C]-1.2145[/C][C]0.114651[/C][/ROW]
[ROW][C]10[/C][C]-0.413665[/C][C]-3.2042[/C][C]0.001085[/C][/ROW]
[ROW][C]11[/C][C]0.193201[/C][C]1.4965[/C][C]0.06988[/C][/ROW]
[ROW][C]12[/C][C]0.400319[/C][C]3.1009[/C][C]0.001469[/C][/ROW]
[ROW][C]13[/C][C]-0.055703[/C][C]-0.4315[/C][C]0.333837[/C][/ROW]
[ROW][C]14[/C][C]-0.250793[/C][C]-1.9426[/C][C]0.028379[/C][/ROW]
[ROW][C]15[/C][C]-0.142541[/C][C]-1.1041[/C][C]0.136975[/C][/ROW]
[ROW][C]16[/C][C]0.175924[/C][C]1.3627[/C][C]0.089035[/C][/ROW]
[ROW][C]17[/C][C]-0.04308[/C][C]-0.3337[/C][C]0.369887[/C][/ROW]
[ROW][C]18[/C][C]-0.188061[/C][C]-1.4567[/C][C]0.075205[/C][/ROW]
[ROW][C]19[/C][C]-0.008204[/C][C]-0.0635[/C][C]0.474771[/C][/ROW]
[ROW][C]20[/C][C]-0.081252[/C][C]-0.6294[/C][C]0.265746[/C][/ROW]
[ROW][C]21[/C][C]0.116979[/C][C]0.9061[/C][C]0.18425[/C][/ROW]
[ROW][C]22[/C][C]0.041742[/C][C]0.3233[/C][C]0.373784[/C][/ROW]
[ROW][C]23[/C][C]-0.038338[/C][C]-0.297[/C][C]0.383758[/C][/ROW]
[ROW][C]24[/C][C]-0.143587[/C][C]-1.1122[/C][C]0.13524[/C][/ROW]
[ROW][C]25[/C][C]-0.04166[/C][C]-0.3227[/C][C]0.374022[/C][/ROW]
[ROW][C]26[/C][C]-0.065181[/C][C]-0.5049[/C][C]0.307743[/C][/ROW]
[ROW][C]27[/C][C]0.045039[/C][C]0.3489[/C][C]0.364203[/C][/ROW]
[ROW][C]28[/C][C]-0.185621[/C][C]-1.4378[/C][C]0.077841[/C][/ROW]
[ROW][C]29[/C][C]-0.069428[/C][C]-0.5378[/C][C]0.296356[/C][/ROW]
[ROW][C]30[/C][C]0.020574[/C][C]0.1594[/C][C]0.436957[/C][/ROW]
[ROW][C]31[/C][C]0.153954[/C][C]1.1925[/C][C]0.118876[/C][/ROW]
[ROW][C]32[/C][C]-0.0859[/C][C]-0.6654[/C][C]0.254179[/C][/ROW]
[ROW][C]33[/C][C]-0.058872[/C][C]-0.456[/C][C]0.325012[/C][/ROW]
[ROW][C]34[/C][C]0.034315[/C][C]0.2658[/C][C]0.39565[/C][/ROW]
[ROW][C]35[/C][C]-0.132675[/C][C]-1.0277[/C][C]0.154108[/C][/ROW]
[ROW][C]36[/C][C]-0.074464[/C][C]-0.5768[/C][C]0.283117[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60318&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60318&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	0.413466	3.2027	0.00109
2	0.024456	0.1894	0.425196
3	0.363867	2.8185	0.003263
4	-0.085617	-0.6632	0.254876
5	0.264288	2.0472	0.022514
6	0.041522	0.3216	0.374427
7	-0.070031	-0.5425	0.294756
8	-0.15798	-1.2237	0.112923
9	-0.156796	-1.2145	0.114651
10	-0.413665	-3.2042	0.001085
11	0.193201	1.4965	0.06988
12	0.400319	3.1009	0.001469
13	-0.055703	-0.4315	0.333837
14	-0.250793	-1.9426	0.028379
15	-0.142541	-1.1041	0.136975
16	0.175924	1.3627	0.089035
17	-0.04308	-0.3337	0.369887
18	-0.188061	-1.4567	0.075205
19	-0.008204	-0.0635	0.474771
20	-0.081252	-0.6294	0.265746
21	0.116979	0.9061	0.18425
22	0.041742	0.3233	0.373784
23	-0.038338	-0.297	0.383758
24	-0.143587	-1.1122	0.13524
25	-0.04166	-0.3227	0.374022
26	-0.065181	-0.5049	0.307743
27	0.045039	0.3489	0.364203
28	-0.185621	-1.4378	0.077841
29	-0.069428	-0.5378	0.296356
30	0.020574	0.1594	0.436957
31	0.153954	1.1925	0.118876
32	-0.0859	-0.6654	0.254179
33	-0.058872	-0.456	0.325012
34	0.034315	0.2658	0.39565
35	-0.132675	-1.0277	0.154108
36	-0.074464	-0.5768	0.283117

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