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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 13:40:39 -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/t1259268102iog0uahmm81lkqb.htm/, Retrieved Mon, 29 Apr 2024 06:09:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60387, Retrieved Mon, 29 Apr 2024 06:09:02 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

122

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] [WS8] [2009-11-24 18:55:10] [b8b64ced21f32e31669b267b64eede7f]
-   P             [(Partial) Autocorrelation Function] [WS8] [2009-11-26 20:40:39] [9a1fef436e1d399a5ecd6808bfbd8489] [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=60387&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=60387&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60387&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	-0.4023	-2.758	0.004129
2	-0.283584	-1.9442	0.028938
3	0.28441	1.9498	0.028589
4	0.001611	0.011	0.495617
5	-0.11238	-0.7704	0.222447
6	-0.027384	-0.1877	0.425945
7	0.152371	1.0446	0.150774
8	-0.046572	-0.3193	0.375463
9	-0.170663	-1.17	0.123948
10	0.266215	1.8251	0.037174
11	-0.093095	-0.6382	0.263212
12	-0.231322	-1.5859	0.059738
13	0.282338	1.9356	0.029472
14	-0.085947	-0.5892	0.279266
15	-0.080273	-0.5503	0.292351
16	0.016083	0.1103	0.456335
17	0.034325	0.2353	0.407491
18	-0.067438	-0.4623	0.322989
19	0.098107	0.6726	0.252251
20	-0.044895	-0.3078	0.379803
21	-0.08297	-0.5688	0.286095
22	0.092393	0.6334	0.264767
23	0.11216	0.7689	0.222891
24	-0.254424	-1.7442	0.043827
25	0.06151	0.4217	0.337587
26	0.218045	1.4948	0.07082
27	-0.128128	-0.8784	0.192098
28	-0.095631	-0.6556	0.257634
29	0.120101	0.8234	0.207228
30	0.045365	0.311	0.378586
31	-0.180486	-1.2373	0.111052
32	0.1067	0.7315	0.234053
33	0.053074	0.3639	0.358797
34	-0.084175	-0.5771	0.283322
35	0.019895	0.1364	0.446047
36	0.078723	0.5397	0.295978

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.4023 & -2.758 & 0.004129 \tabularnewline
2 & -0.283584 & -1.9442 & 0.028938 \tabularnewline
3 & 0.28441 & 1.9498 & 0.028589 \tabularnewline
4 & 0.001611 & 0.011 & 0.495617 \tabularnewline
5 & -0.11238 & -0.7704 & 0.222447 \tabularnewline
6 & -0.027384 & -0.1877 & 0.425945 \tabularnewline
7 & 0.152371 & 1.0446 & 0.150774 \tabularnewline
8 & -0.046572 & -0.3193 & 0.375463 \tabularnewline
9 & -0.170663 & -1.17 & 0.123948 \tabularnewline
10 & 0.266215 & 1.8251 & 0.037174 \tabularnewline
11 & -0.093095 & -0.6382 & 0.263212 \tabularnewline
12 & -0.231322 & -1.5859 & 0.059738 \tabularnewline
13 & 0.282338 & 1.9356 & 0.029472 \tabularnewline
14 & -0.085947 & -0.5892 & 0.279266 \tabularnewline
15 & -0.080273 & -0.5503 & 0.292351 \tabularnewline
16 & 0.016083 & 0.1103 & 0.456335 \tabularnewline
17 & 0.034325 & 0.2353 & 0.407491 \tabularnewline
18 & -0.067438 & -0.4623 & 0.322989 \tabularnewline
19 & 0.098107 & 0.6726 & 0.252251 \tabularnewline
20 & -0.044895 & -0.3078 & 0.379803 \tabularnewline
21 & -0.08297 & -0.5688 & 0.286095 \tabularnewline
22 & 0.092393 & 0.6334 & 0.264767 \tabularnewline
23 & 0.11216 & 0.7689 & 0.222891 \tabularnewline
24 & -0.254424 & -1.7442 & 0.043827 \tabularnewline
25 & 0.06151 & 0.4217 & 0.337587 \tabularnewline
26 & 0.218045 & 1.4948 & 0.07082 \tabularnewline
27 & -0.128128 & -0.8784 & 0.192098 \tabularnewline
28 & -0.095631 & -0.6556 & 0.257634 \tabularnewline
29 & 0.120101 & 0.8234 & 0.207228 \tabularnewline
30 & 0.045365 & 0.311 & 0.378586 \tabularnewline
31 & -0.180486 & -1.2373 & 0.111052 \tabularnewline
32 & 0.1067 & 0.7315 & 0.234053 \tabularnewline
33 & 0.053074 & 0.3639 & 0.358797 \tabularnewline
34 & -0.084175 & -0.5771 & 0.283322 \tabularnewline
35 & 0.019895 & 0.1364 & 0.446047 \tabularnewline
36 & 0.078723 & 0.5397 & 0.295978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60387&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]-0.4023[/C][C]-2.758[/C][C]0.004129[/C][/ROW]
[ROW][C]2[/C][C]-0.283584[/C][C]-1.9442[/C][C]0.028938[/C][/ROW]
[ROW][C]3[/C][C]0.28441[/C][C]1.9498[/C][C]0.028589[/C][/ROW]
[ROW][C]4[/C][C]0.001611[/C][C]0.011[/C][C]0.495617[/C][/ROW]
[ROW][C]5[/C][C]-0.11238[/C][C]-0.7704[/C][C]0.222447[/C][/ROW]
[ROW][C]6[/C][C]-0.027384[/C][C]-0.1877[/C][C]0.425945[/C][/ROW]
[ROW][C]7[/C][C]0.152371[/C][C]1.0446[/C][C]0.150774[/C][/ROW]
[ROW][C]8[/C][C]-0.046572[/C][C]-0.3193[/C][C]0.375463[/C][/ROW]
[ROW][C]9[/C][C]-0.170663[/C][C]-1.17[/C][C]0.123948[/C][/ROW]
[ROW][C]10[/C][C]0.266215[/C][C]1.8251[/C][C]0.037174[/C][/ROW]
[ROW][C]11[/C][C]-0.093095[/C][C]-0.6382[/C][C]0.263212[/C][/ROW]
[ROW][C]12[/C][C]-0.231322[/C][C]-1.5859[/C][C]0.059738[/C][/ROW]
[ROW][C]13[/C][C]0.282338[/C][C]1.9356[/C][C]0.029472[/C][/ROW]
[ROW][C]14[/C][C]-0.085947[/C][C]-0.5892[/C][C]0.279266[/C][/ROW]
[ROW][C]15[/C][C]-0.080273[/C][C]-0.5503[/C][C]0.292351[/C][/ROW]
[ROW][C]16[/C][C]0.016083[/C][C]0.1103[/C][C]0.456335[/C][/ROW]
[ROW][C]17[/C][C]0.034325[/C][C]0.2353[/C][C]0.407491[/C][/ROW]
[ROW][C]18[/C][C]-0.067438[/C][C]-0.4623[/C][C]0.322989[/C][/ROW]
[ROW][C]19[/C][C]0.098107[/C][C]0.6726[/C][C]0.252251[/C][/ROW]
[ROW][C]20[/C][C]-0.044895[/C][C]-0.3078[/C][C]0.379803[/C][/ROW]
[ROW][C]21[/C][C]-0.08297[/C][C]-0.5688[/C][C]0.286095[/C][/ROW]
[ROW][C]22[/C][C]0.092393[/C][C]0.6334[/C][C]0.264767[/C][/ROW]
[ROW][C]23[/C][C]0.11216[/C][C]0.7689[/C][C]0.222891[/C][/ROW]
[ROW][C]24[/C][C]-0.254424[/C][C]-1.7442[/C][C]0.043827[/C][/ROW]
[ROW][C]25[/C][C]0.06151[/C][C]0.4217[/C][C]0.337587[/C][/ROW]
[ROW][C]26[/C][C]0.218045[/C][C]1.4948[/C][C]0.07082[/C][/ROW]
[ROW][C]27[/C][C]-0.128128[/C][C]-0.8784[/C][C]0.192098[/C][/ROW]
[ROW][C]28[/C][C]-0.095631[/C][C]-0.6556[/C][C]0.257634[/C][/ROW]
[ROW][C]29[/C][C]0.120101[/C][C]0.8234[/C][C]0.207228[/C][/ROW]
[ROW][C]30[/C][C]0.045365[/C][C]0.311[/C][C]0.378586[/C][/ROW]
[ROW][C]31[/C][C]-0.180486[/C][C]-1.2373[/C][C]0.111052[/C][/ROW]
[ROW][C]32[/C][C]0.1067[/C][C]0.7315[/C][C]0.234053[/C][/ROW]
[ROW][C]33[/C][C]0.053074[/C][C]0.3639[/C][C]0.358797[/C][/ROW]
[ROW][C]34[/C][C]-0.084175[/C][C]-0.5771[/C][C]0.283322[/C][/ROW]
[ROW][C]35[/C][C]0.019895[/C][C]0.1364[/C][C]0.446047[/C][/ROW]
[ROW][C]36[/C][C]0.078723[/C][C]0.5397[/C][C]0.295978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60387&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60387&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	-0.4023	-2.758	0.004129
2	-0.283584	-1.9442	0.028938
3	0.28441	1.9498	0.028589
4	0.001611	0.011	0.495617
5	-0.11238	-0.7704	0.222447
6	-0.027384	-0.1877	0.425945
7	0.152371	1.0446	0.150774
8	-0.046572	-0.3193	0.375463
9	-0.170663	-1.17	0.123948
10	0.266215	1.8251	0.037174
11	-0.093095	-0.6382	0.263212
12	-0.231322	-1.5859	0.059738
13	0.282338	1.9356	0.029472
14	-0.085947	-0.5892	0.279266
15	-0.080273	-0.5503	0.292351
16	0.016083	0.1103	0.456335
17	0.034325	0.2353	0.407491
18	-0.067438	-0.4623	0.322989
19	0.098107	0.6726	0.252251
20	-0.044895	-0.3078	0.379803
21	-0.08297	-0.5688	0.286095
22	0.092393	0.6334	0.264767
23	0.11216	0.7689	0.222891
24	-0.254424	-1.7442	0.043827
25	0.06151	0.4217	0.337587
26	0.218045	1.4948	0.07082
27	-0.128128	-0.8784	0.192098
28	-0.095631	-0.6556	0.257634
29	0.120101	0.8234	0.207228
30	0.045365	0.311	0.378586
31	-0.180486	-1.2373	0.111052
32	0.1067	0.7315	0.234053
33	0.053074	0.3639	0.358797
34	-0.084175	-0.5771	0.283322
35	0.019895	0.1364	0.446047
36	0.078723	0.5397	0.295978

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.4023	-2.758	0.004129
2	-0.53144	-3.6434	0.000335
3	-0.173093	-1.1867	0.120661
4	-0.081568	-0.5592	0.28934
5	-0.022807	-0.1564	0.438211
6	-0.128583	-0.8815	0.19126
7	0.038726	0.2655	0.395895
8	0.046185	0.3166	0.376465
9	-0.115699	-0.7932	0.215826
10	0.148556	1.0184	0.15684
11	0.031124	0.2134	0.415979
12	-0.178955	-1.2269	0.112994
13	0.016566	0.1136	0.455031
14	-0.123151	-0.8443	0.201395
15	-0.041695	-0.2858	0.388127
16	-0.127825	-0.8763	0.192655
17	-0.143179	-0.9816	0.165666
18	-0.26515	-1.8178	0.037738
19	0.0573	0.3928	0.34811
20	-0.098872	-0.6778	0.250601
21	-0.159876	-1.0961	0.139319
22	-0.007967	-0.0546	0.478336
23	0.115451	0.7915	0.216317
24	-0.165919	-1.1375	0.13055
25	-0.073241	-0.5021	0.308965
26	0.027518	0.1887	0.425589
27	0.053335	0.3656	0.358134
28	0.01538	0.1054	0.458236
29	-0.042116	-0.2887	0.387029
30	-0.041331	-0.2834	0.389076
31	-0.062586	-0.4291	0.334916
32	-0.104285	-0.7149	0.239091
33	-0.201443	-1.381	0.086901
34	-0.039151	-0.2684	0.39478
35	0.023441	0.1607	0.436508
36	-0.09161	-0.628	0.266507

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.4023 & -2.758 & 0.004129 \tabularnewline
2 & -0.53144 & -3.6434 & 0.000335 \tabularnewline
3 & -0.173093 & -1.1867 & 0.120661 \tabularnewline
4 & -0.081568 & -0.5592 & 0.28934 \tabularnewline
5 & -0.022807 & -0.1564 & 0.438211 \tabularnewline
6 & -0.128583 & -0.8815 & 0.19126 \tabularnewline
7 & 0.038726 & 0.2655 & 0.395895 \tabularnewline
8 & 0.046185 & 0.3166 & 0.376465 \tabularnewline
9 & -0.115699 & -0.7932 & 0.215826 \tabularnewline
10 & 0.148556 & 1.0184 & 0.15684 \tabularnewline
11 & 0.031124 & 0.2134 & 0.415979 \tabularnewline
12 & -0.178955 & -1.2269 & 0.112994 \tabularnewline
13 & 0.016566 & 0.1136 & 0.455031 \tabularnewline
14 & -0.123151 & -0.8443 & 0.201395 \tabularnewline
15 & -0.041695 & -0.2858 & 0.388127 \tabularnewline
16 & -0.127825 & -0.8763 & 0.192655 \tabularnewline
17 & -0.143179 & -0.9816 & 0.165666 \tabularnewline
18 & -0.26515 & -1.8178 & 0.037738 \tabularnewline
19 & 0.0573 & 0.3928 & 0.34811 \tabularnewline
20 & -0.098872 & -0.6778 & 0.250601 \tabularnewline
21 & -0.159876 & -1.0961 & 0.139319 \tabularnewline
22 & -0.007967 & -0.0546 & 0.478336 \tabularnewline
23 & 0.115451 & 0.7915 & 0.216317 \tabularnewline
24 & -0.165919 & -1.1375 & 0.13055 \tabularnewline
25 & -0.073241 & -0.5021 & 0.308965 \tabularnewline
26 & 0.027518 & 0.1887 & 0.425589 \tabularnewline
27 & 0.053335 & 0.3656 & 0.358134 \tabularnewline
28 & 0.01538 & 0.1054 & 0.458236 \tabularnewline
29 & -0.042116 & -0.2887 & 0.387029 \tabularnewline
30 & -0.041331 & -0.2834 & 0.389076 \tabularnewline
31 & -0.062586 & -0.4291 & 0.334916 \tabularnewline
32 & -0.104285 & -0.7149 & 0.239091 \tabularnewline
33 & -0.201443 & -1.381 & 0.086901 \tabularnewline
34 & -0.039151 & -0.2684 & 0.39478 \tabularnewline
35 & 0.023441 & 0.1607 & 0.436508 \tabularnewline
36 & -0.09161 & -0.628 & 0.266507 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60387&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]-0.4023[/C][C]-2.758[/C][C]0.004129[/C][/ROW]
[ROW][C]2[/C][C]-0.53144[/C][C]-3.6434[/C][C]0.000335[/C][/ROW]
[ROW][C]3[/C][C]-0.173093[/C][C]-1.1867[/C][C]0.120661[/C][/ROW]
[ROW][C]4[/C][C]-0.081568[/C][C]-0.5592[/C][C]0.28934[/C][/ROW]
[ROW][C]5[/C][C]-0.022807[/C][C]-0.1564[/C][C]0.438211[/C][/ROW]
[ROW][C]6[/C][C]-0.128583[/C][C]-0.8815[/C][C]0.19126[/C][/ROW]
[ROW][C]7[/C][C]0.038726[/C][C]0.2655[/C][C]0.395895[/C][/ROW]
[ROW][C]8[/C][C]0.046185[/C][C]0.3166[/C][C]0.376465[/C][/ROW]
[ROW][C]9[/C][C]-0.115699[/C][C]-0.7932[/C][C]0.215826[/C][/ROW]
[ROW][C]10[/C][C]0.148556[/C][C]1.0184[/C][C]0.15684[/C][/ROW]
[ROW][C]11[/C][C]0.031124[/C][C]0.2134[/C][C]0.415979[/C][/ROW]
[ROW][C]12[/C][C]-0.178955[/C][C]-1.2269[/C][C]0.112994[/C][/ROW]
[ROW][C]13[/C][C]0.016566[/C][C]0.1136[/C][C]0.455031[/C][/ROW]
[ROW][C]14[/C][C]-0.123151[/C][C]-0.8443[/C][C]0.201395[/C][/ROW]
[ROW][C]15[/C][C]-0.041695[/C][C]-0.2858[/C][C]0.388127[/C][/ROW]
[ROW][C]16[/C][C]-0.127825[/C][C]-0.8763[/C][C]0.192655[/C][/ROW]
[ROW][C]17[/C][C]-0.143179[/C][C]-0.9816[/C][C]0.165666[/C][/ROW]
[ROW][C]18[/C][C]-0.26515[/C][C]-1.8178[/C][C]0.037738[/C][/ROW]
[ROW][C]19[/C][C]0.0573[/C][C]0.3928[/C][C]0.34811[/C][/ROW]
[ROW][C]20[/C][C]-0.098872[/C][C]-0.6778[/C][C]0.250601[/C][/ROW]
[ROW][C]21[/C][C]-0.159876[/C][C]-1.0961[/C][C]0.139319[/C][/ROW]
[ROW][C]22[/C][C]-0.007967[/C][C]-0.0546[/C][C]0.478336[/C][/ROW]
[ROW][C]23[/C][C]0.115451[/C][C]0.7915[/C][C]0.216317[/C][/ROW]
[ROW][C]24[/C][C]-0.165919[/C][C]-1.1375[/C][C]0.13055[/C][/ROW]
[ROW][C]25[/C][C]-0.073241[/C][C]-0.5021[/C][C]0.308965[/C][/ROW]
[ROW][C]26[/C][C]0.027518[/C][C]0.1887[/C][C]0.425589[/C][/ROW]
[ROW][C]27[/C][C]0.053335[/C][C]0.3656[/C][C]0.358134[/C][/ROW]
[ROW][C]28[/C][C]0.01538[/C][C]0.1054[/C][C]0.458236[/C][/ROW]
[ROW][C]29[/C][C]-0.042116[/C][C]-0.2887[/C][C]0.387029[/C][/ROW]
[ROW][C]30[/C][C]-0.041331[/C][C]-0.2834[/C][C]0.389076[/C][/ROW]
[ROW][C]31[/C][C]-0.062586[/C][C]-0.4291[/C][C]0.334916[/C][/ROW]
[ROW][C]32[/C][C]-0.104285[/C][C]-0.7149[/C][C]0.239091[/C][/ROW]
[ROW][C]33[/C][C]-0.201443[/C][C]-1.381[/C][C]0.086901[/C][/ROW]
[ROW][C]34[/C][C]-0.039151[/C][C]-0.2684[/C][C]0.39478[/C][/ROW]
[ROW][C]35[/C][C]0.023441[/C][C]0.1607[/C][C]0.436508[/C][/ROW]
[ROW][C]36[/C][C]-0.09161[/C][C]-0.628[/C][C]0.266507[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60387&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60387&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	-0.4023	-2.758	0.004129
2	-0.53144	-3.6434	0.000335
3	-0.173093	-1.1867	0.120661
4	-0.081568	-0.5592	0.28934
5	-0.022807	-0.1564	0.438211
6	-0.128583	-0.8815	0.19126
7	0.038726	0.2655	0.395895
8	0.046185	0.3166	0.376465
9	-0.115699	-0.7932	0.215826
10	0.148556	1.0184	0.15684
11	0.031124	0.2134	0.415979
12	-0.178955	-1.2269	0.112994
13	0.016566	0.1136	0.455031
14	-0.123151	-0.8443	0.201395
15	-0.041695	-0.2858	0.388127
16	-0.127825	-0.8763	0.192655
17	-0.143179	-0.9816	0.165666
18	-0.26515	-1.8178	0.037738
19	0.0573	0.3928	0.34811
20	-0.098872	-0.6778	0.250601
21	-0.159876	-1.0961	0.139319
22	-0.007967	-0.0546	0.478336
23	0.115451	0.7915	0.216317
24	-0.165919	-1.1375	0.13055
25	-0.073241	-0.5021	0.308965
26	0.027518	0.1887	0.425589
27	0.053335	0.3656	0.358134
28	0.01538	0.1054	0.458236
29	-0.042116	-0.2887	0.387029
30	-0.041331	-0.2834	0.389076
31	-0.062586	-0.4291	0.334916
32	-0.104285	-0.7149	0.239091
33	-0.201443	-1.381	0.086901
34	-0.039151	-0.2684	0.39478
35	0.023441	0.1607	0.436508
36	-0.09161	-0.628	0.266507

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