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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 13:57:34 -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/t12592691125xx85zayl1huzaq.htm/, Retrieved Mon, 29 Apr 2024 01:00:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60402, Retrieved Mon, 29 Apr 2024 01:00:29 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

108

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] [acf] [2009-11-26 20:57:34] [244731fa3e7e6c85774b8c0902c58f85] [Current]

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Dataseries X:

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Histogram

Boxplots

6,3
6,2
6,1
6,3
6,5
6,6
6,5
6,2
6,2
5,9
6,1
6,1
6,1
6,1
6,1
6,4
6,7
6,9
7
7
6,8
6,4
5,9
5,5
5,5
5,6
5,8
5,9
6,1
6,1
6
6
5,9
5,5
5,6
5,4
5,2
5,2
5,2
5,5
5,8
5,8
5,5
5,3
5,1
5,2
5,8
5,8
5,5
5
4,9
5,3
6,1
6,5
6,8
6,6
6,4
6,4

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=60402&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=60402&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60402&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	0.873615	6.6533	0
2	0.632453	4.8166	5e-06
3	0.384224	2.9262	0.002446
4	0.217699	1.6579	0.051364
5	0.160713	1.224	0.112959
6	0.148049	1.1275	0.132086
7	0.13588	1.0348	0.152522
8	0.123193	0.9382	0.176013
9	0.124685	0.9496	0.173136
10	0.160154	1.2197	0.113758
11	0.219647	1.6728	0.049878
12	0.259771	1.9784	0.026322
13	0.252945	1.9264	0.029481
14	0.189453	1.4428	0.077223
15	0.074961	0.5709	0.28514
16	-0.062369	-0.475	0.318288
17	-0.187117	-1.425	0.079752
18	-0.263515	-2.0069	0.024716
19	-0.287039	-2.186	0.016432
20	-0.264368	-2.0134	0.024362
21	-0.234436	-1.7854	0.039712
22	-0.203104	-1.5468	0.063677
23	-0.178063	-1.3561	0.090164
24	-0.152009	-1.1577	0.125873
25	-0.132634	-1.0101	0.158318
26	-0.1311	-0.9984	0.161109
27	-0.167638	-1.2767	0.103399
28	-0.231238	-1.7611	0.04175
29	-0.31104	-2.3688	0.010598
30	-0.374597	-2.8528	0.002998
31	-0.389459	-2.966	0.002187
32	-0.354766	-2.7018	0.004514
33	-0.263255	-2.0049	0.024825
34	-0.139532	-1.0626	0.146174
35	-0.027876	-0.2123	0.416311
36	0.034031	0.2592	0.39821

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.873615 & 6.6533 & 0 \tabularnewline
2 & 0.632453 & 4.8166 & 5e-06 \tabularnewline
3 & 0.384224 & 2.9262 & 0.002446 \tabularnewline
4 & 0.217699 & 1.6579 & 0.051364 \tabularnewline
5 & 0.160713 & 1.224 & 0.112959 \tabularnewline
6 & 0.148049 & 1.1275 & 0.132086 \tabularnewline
7 & 0.13588 & 1.0348 & 0.152522 \tabularnewline
8 & 0.123193 & 0.9382 & 0.176013 \tabularnewline
9 & 0.124685 & 0.9496 & 0.173136 \tabularnewline
10 & 0.160154 & 1.2197 & 0.113758 \tabularnewline
11 & 0.219647 & 1.6728 & 0.049878 \tabularnewline
12 & 0.259771 & 1.9784 & 0.026322 \tabularnewline
13 & 0.252945 & 1.9264 & 0.029481 \tabularnewline
14 & 0.189453 & 1.4428 & 0.077223 \tabularnewline
15 & 0.074961 & 0.5709 & 0.28514 \tabularnewline
16 & -0.062369 & -0.475 & 0.318288 \tabularnewline
17 & -0.187117 & -1.425 & 0.079752 \tabularnewline
18 & -0.263515 & -2.0069 & 0.024716 \tabularnewline
19 & -0.287039 & -2.186 & 0.016432 \tabularnewline
20 & -0.264368 & -2.0134 & 0.024362 \tabularnewline
21 & -0.234436 & -1.7854 & 0.039712 \tabularnewline
22 & -0.203104 & -1.5468 & 0.063677 \tabularnewline
23 & -0.178063 & -1.3561 & 0.090164 \tabularnewline
24 & -0.152009 & -1.1577 & 0.125873 \tabularnewline
25 & -0.132634 & -1.0101 & 0.158318 \tabularnewline
26 & -0.1311 & -0.9984 & 0.161109 \tabularnewline
27 & -0.167638 & -1.2767 & 0.103399 \tabularnewline
28 & -0.231238 & -1.7611 & 0.04175 \tabularnewline
29 & -0.31104 & -2.3688 & 0.010598 \tabularnewline
30 & -0.374597 & -2.8528 & 0.002998 \tabularnewline
31 & -0.389459 & -2.966 & 0.002187 \tabularnewline
32 & -0.354766 & -2.7018 & 0.004514 \tabularnewline
33 & -0.263255 & -2.0049 & 0.024825 \tabularnewline
34 & -0.139532 & -1.0626 & 0.146174 \tabularnewline
35 & -0.027876 & -0.2123 & 0.416311 \tabularnewline
36 & 0.034031 & 0.2592 & 0.39821 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60402&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]0.873615[/C][C]6.6533[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.632453[/C][C]4.8166[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.384224[/C][C]2.9262[/C][C]0.002446[/C][/ROW]
[ROW][C]4[/C][C]0.217699[/C][C]1.6579[/C][C]0.051364[/C][/ROW]
[ROW][C]5[/C][C]0.160713[/C][C]1.224[/C][C]0.112959[/C][/ROW]
[ROW][C]6[/C][C]0.148049[/C][C]1.1275[/C][C]0.132086[/C][/ROW]
[ROW][C]7[/C][C]0.13588[/C][C]1.0348[/C][C]0.152522[/C][/ROW]
[ROW][C]8[/C][C]0.123193[/C][C]0.9382[/C][C]0.176013[/C][/ROW]
[ROW][C]9[/C][C]0.124685[/C][C]0.9496[/C][C]0.173136[/C][/ROW]
[ROW][C]10[/C][C]0.160154[/C][C]1.2197[/C][C]0.113758[/C][/ROW]
[ROW][C]11[/C][C]0.219647[/C][C]1.6728[/C][C]0.049878[/C][/ROW]
[ROW][C]12[/C][C]0.259771[/C][C]1.9784[/C][C]0.026322[/C][/ROW]
[ROW][C]13[/C][C]0.252945[/C][C]1.9264[/C][C]0.029481[/C][/ROW]
[ROW][C]14[/C][C]0.189453[/C][C]1.4428[/C][C]0.077223[/C][/ROW]
[ROW][C]15[/C][C]0.074961[/C][C]0.5709[/C][C]0.28514[/C][/ROW]
[ROW][C]16[/C][C]-0.062369[/C][C]-0.475[/C][C]0.318288[/C][/ROW]
[ROW][C]17[/C][C]-0.187117[/C][C]-1.425[/C][C]0.079752[/C][/ROW]
[ROW][C]18[/C][C]-0.263515[/C][C]-2.0069[/C][C]0.024716[/C][/ROW]
[ROW][C]19[/C][C]-0.287039[/C][C]-2.186[/C][C]0.016432[/C][/ROW]
[ROW][C]20[/C][C]-0.264368[/C][C]-2.0134[/C][C]0.024362[/C][/ROW]
[ROW][C]21[/C][C]-0.234436[/C][C]-1.7854[/C][C]0.039712[/C][/ROW]
[ROW][C]22[/C][C]-0.203104[/C][C]-1.5468[/C][C]0.063677[/C][/ROW]
[ROW][C]23[/C][C]-0.178063[/C][C]-1.3561[/C][C]0.090164[/C][/ROW]
[ROW][C]24[/C][C]-0.152009[/C][C]-1.1577[/C][C]0.125873[/C][/ROW]
[ROW][C]25[/C][C]-0.132634[/C][C]-1.0101[/C][C]0.158318[/C][/ROW]
[ROW][C]26[/C][C]-0.1311[/C][C]-0.9984[/C][C]0.161109[/C][/ROW]
[ROW][C]27[/C][C]-0.167638[/C][C]-1.2767[/C][C]0.103399[/C][/ROW]
[ROW][C]28[/C][C]-0.231238[/C][C]-1.7611[/C][C]0.04175[/C][/ROW]
[ROW][C]29[/C][C]-0.31104[/C][C]-2.3688[/C][C]0.010598[/C][/ROW]
[ROW][C]30[/C][C]-0.374597[/C][C]-2.8528[/C][C]0.002998[/C][/ROW]
[ROW][C]31[/C][C]-0.389459[/C][C]-2.966[/C][C]0.002187[/C][/ROW]
[ROW][C]32[/C][C]-0.354766[/C][C]-2.7018[/C][C]0.004514[/C][/ROW]
[ROW][C]33[/C][C]-0.263255[/C][C]-2.0049[/C][C]0.024825[/C][/ROW]
[ROW][C]34[/C][C]-0.139532[/C][C]-1.0626[/C][C]0.146174[/C][/ROW]
[ROW][C]35[/C][C]-0.027876[/C][C]-0.2123[/C][C]0.416311[/C][/ROW]
[ROW][C]36[/C][C]0.034031[/C][C]0.2592[/C][C]0.39821[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60402&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60402&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	0.873615	6.6533	0
2	0.632453	4.8166	5e-06
3	0.384224	2.9262	0.002446
4	0.217699	1.6579	0.051364
5	0.160713	1.224	0.112959
6	0.148049	1.1275	0.132086
7	0.13588	1.0348	0.152522
8	0.123193	0.9382	0.176013
9	0.124685	0.9496	0.173136
10	0.160154	1.2197	0.113758
11	0.219647	1.6728	0.049878
12	0.259771	1.9784	0.026322
13	0.252945	1.9264	0.029481
14	0.189453	1.4428	0.077223
15	0.074961	0.5709	0.28514
16	-0.062369	-0.475	0.318288
17	-0.187117	-1.425	0.079752
18	-0.263515	-2.0069	0.024716
19	-0.287039	-2.186	0.016432
20	-0.264368	-2.0134	0.024362
21	-0.234436	-1.7854	0.039712
22	-0.203104	-1.5468	0.063677
23	-0.178063	-1.3561	0.090164
24	-0.152009	-1.1577	0.125873
25	-0.132634	-1.0101	0.158318
26	-0.1311	-0.9984	0.161109
27	-0.167638	-1.2767	0.103399
28	-0.231238	-1.7611	0.04175
29	-0.31104	-2.3688	0.010598
30	-0.374597	-2.8528	0.002998
31	-0.389459	-2.966	0.002187
32	-0.354766	-2.7018	0.004514
33	-0.263255	-2.0049	0.024825
34	-0.139532	-1.0626	0.146174
35	-0.027876	-0.2123	0.416311
36	0.034031	0.2592	0.39821

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.873615	6.6533	0
2	-0.552158	-4.2051	4.6e-05
3	0.05467	0.4164	0.339342
4	0.203734	1.5516	0.0631
5	0.120982	0.9214	0.180336
6	-0.202717	-1.5438	0.064033
7	0.002975	0.0227	0.491
8	0.174601	1.3297	0.094408
9	0.090722	0.6909	0.246187
10	0.043889	0.3343	0.369698
11	0.044239	0.3369	0.368698
12	-0.043022	-0.3276	0.372181
13	-0.03135	-0.2388	0.40607
14	-0.07255	-0.5525	0.291355
15	-0.168275	-1.2815	0.102552
16	-0.147278	-1.1216	0.13332
17	-0.039164	-0.2983	0.383285
18	0.039354	0.2997	0.382734
19	-0.087923	-0.6696	0.252884
20	-0.008871	-0.0676	0.473186
21	-0.108761	-0.8283	0.205448
22	0.07514	0.5723	0.284681
23	-0.041726	-0.3178	0.375899
24	0.00558	0.0425	0.483126
25	-0.10142	-0.7724	0.22151
26	0.006589	0.0502	0.480076
27	-0.096665	-0.7362	0.232294
28	0.008646	0.0658	0.473864
29	-0.131879	-1.0044	0.159689
30	0.006056	0.0461	0.481688
31	0.056736	0.4321	0.33364
32	0.024096	0.1835	0.427519
33	0.13077	0.9959	0.161714
34	0.067465	0.5138	0.304673
35	-0.029436	-0.2242	0.411704
36	-0.107736	-0.8205	0.207647

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.873615 & 6.6533 & 0 \tabularnewline
2 & -0.552158 & -4.2051 & 4.6e-05 \tabularnewline
3 & 0.05467 & 0.4164 & 0.339342 \tabularnewline
4 & 0.203734 & 1.5516 & 0.0631 \tabularnewline
5 & 0.120982 & 0.9214 & 0.180336 \tabularnewline
6 & -0.202717 & -1.5438 & 0.064033 \tabularnewline
7 & 0.002975 & 0.0227 & 0.491 \tabularnewline
8 & 0.174601 & 1.3297 & 0.094408 \tabularnewline
9 & 0.090722 & 0.6909 & 0.246187 \tabularnewline
10 & 0.043889 & 0.3343 & 0.369698 \tabularnewline
11 & 0.044239 & 0.3369 & 0.368698 \tabularnewline
12 & -0.043022 & -0.3276 & 0.372181 \tabularnewline
13 & -0.03135 & -0.2388 & 0.40607 \tabularnewline
14 & -0.07255 & -0.5525 & 0.291355 \tabularnewline
15 & -0.168275 & -1.2815 & 0.102552 \tabularnewline
16 & -0.147278 & -1.1216 & 0.13332 \tabularnewline
17 & -0.039164 & -0.2983 & 0.383285 \tabularnewline
18 & 0.039354 & 0.2997 & 0.382734 \tabularnewline
19 & -0.087923 & -0.6696 & 0.252884 \tabularnewline
20 & -0.008871 & -0.0676 & 0.473186 \tabularnewline
21 & -0.108761 & -0.8283 & 0.205448 \tabularnewline
22 & 0.07514 & 0.5723 & 0.284681 \tabularnewline
23 & -0.041726 & -0.3178 & 0.375899 \tabularnewline
24 & 0.00558 & 0.0425 & 0.483126 \tabularnewline
25 & -0.10142 & -0.7724 & 0.22151 \tabularnewline
26 & 0.006589 & 0.0502 & 0.480076 \tabularnewline
27 & -0.096665 & -0.7362 & 0.232294 \tabularnewline
28 & 0.008646 & 0.0658 & 0.473864 \tabularnewline
29 & -0.131879 & -1.0044 & 0.159689 \tabularnewline
30 & 0.006056 & 0.0461 & 0.481688 \tabularnewline
31 & 0.056736 & 0.4321 & 0.33364 \tabularnewline
32 & 0.024096 & 0.1835 & 0.427519 \tabularnewline
33 & 0.13077 & 0.9959 & 0.161714 \tabularnewline
34 & 0.067465 & 0.5138 & 0.304673 \tabularnewline
35 & -0.029436 & -0.2242 & 0.411704 \tabularnewline
36 & -0.107736 & -0.8205 & 0.207647 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60402&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]0.873615[/C][C]6.6533[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.552158[/C][C]-4.2051[/C][C]4.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.05467[/C][C]0.4164[/C][C]0.339342[/C][/ROW]
[ROW][C]4[/C][C]0.203734[/C][C]1.5516[/C][C]0.0631[/C][/ROW]
[ROW][C]5[/C][C]0.120982[/C][C]0.9214[/C][C]0.180336[/C][/ROW]
[ROW][C]6[/C][C]-0.202717[/C][C]-1.5438[/C][C]0.064033[/C][/ROW]
[ROW][C]7[/C][C]0.002975[/C][C]0.0227[/C][C]0.491[/C][/ROW]
[ROW][C]8[/C][C]0.174601[/C][C]1.3297[/C][C]0.094408[/C][/ROW]
[ROW][C]9[/C][C]0.090722[/C][C]0.6909[/C][C]0.246187[/C][/ROW]
[ROW][C]10[/C][C]0.043889[/C][C]0.3343[/C][C]0.369698[/C][/ROW]
[ROW][C]11[/C][C]0.044239[/C][C]0.3369[/C][C]0.368698[/C][/ROW]
[ROW][C]12[/C][C]-0.043022[/C][C]-0.3276[/C][C]0.372181[/C][/ROW]
[ROW][C]13[/C][C]-0.03135[/C][C]-0.2388[/C][C]0.40607[/C][/ROW]
[ROW][C]14[/C][C]-0.07255[/C][C]-0.5525[/C][C]0.291355[/C][/ROW]
[ROW][C]15[/C][C]-0.168275[/C][C]-1.2815[/C][C]0.102552[/C][/ROW]
[ROW][C]16[/C][C]-0.147278[/C][C]-1.1216[/C][C]0.13332[/C][/ROW]
[ROW][C]17[/C][C]-0.039164[/C][C]-0.2983[/C][C]0.383285[/C][/ROW]
[ROW][C]18[/C][C]0.039354[/C][C]0.2997[/C][C]0.382734[/C][/ROW]
[ROW][C]19[/C][C]-0.087923[/C][C]-0.6696[/C][C]0.252884[/C][/ROW]
[ROW][C]20[/C][C]-0.008871[/C][C]-0.0676[/C][C]0.473186[/C][/ROW]
[ROW][C]21[/C][C]-0.108761[/C][C]-0.8283[/C][C]0.205448[/C][/ROW]
[ROW][C]22[/C][C]0.07514[/C][C]0.5723[/C][C]0.284681[/C][/ROW]
[ROW][C]23[/C][C]-0.041726[/C][C]-0.3178[/C][C]0.375899[/C][/ROW]
[ROW][C]24[/C][C]0.00558[/C][C]0.0425[/C][C]0.483126[/C][/ROW]
[ROW][C]25[/C][C]-0.10142[/C][C]-0.7724[/C][C]0.22151[/C][/ROW]
[ROW][C]26[/C][C]0.006589[/C][C]0.0502[/C][C]0.480076[/C][/ROW]
[ROW][C]27[/C][C]-0.096665[/C][C]-0.7362[/C][C]0.232294[/C][/ROW]
[ROW][C]28[/C][C]0.008646[/C][C]0.0658[/C][C]0.473864[/C][/ROW]
[ROW][C]29[/C][C]-0.131879[/C][C]-1.0044[/C][C]0.159689[/C][/ROW]
[ROW][C]30[/C][C]0.006056[/C][C]0.0461[/C][C]0.481688[/C][/ROW]
[ROW][C]31[/C][C]0.056736[/C][C]0.4321[/C][C]0.33364[/C][/ROW]
[ROW][C]32[/C][C]0.024096[/C][C]0.1835[/C][C]0.427519[/C][/ROW]
[ROW][C]33[/C][C]0.13077[/C][C]0.9959[/C][C]0.161714[/C][/ROW]
[ROW][C]34[/C][C]0.067465[/C][C]0.5138[/C][C]0.304673[/C][/ROW]
[ROW][C]35[/C][C]-0.029436[/C][C]-0.2242[/C][C]0.411704[/C][/ROW]
[ROW][C]36[/C][C]-0.107736[/C][C]-0.8205[/C][C]0.207647[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60402&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60402&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	0.873615	6.6533	0
2	-0.552158	-4.2051	4.6e-05
3	0.05467	0.4164	0.339342
4	0.203734	1.5516	0.0631
5	0.120982	0.9214	0.180336
6	-0.202717	-1.5438	0.064033
7	0.002975	0.0227	0.491
8	0.174601	1.3297	0.094408
9	0.090722	0.6909	0.246187
10	0.043889	0.3343	0.369698
11	0.044239	0.3369	0.368698
12	-0.043022	-0.3276	0.372181
13	-0.03135	-0.2388	0.40607
14	-0.07255	-0.5525	0.291355
15	-0.168275	-1.2815	0.102552
16	-0.147278	-1.1216	0.13332
17	-0.039164	-0.2983	0.383285
18	0.039354	0.2997	0.382734
19	-0.087923	-0.6696	0.252884
20	-0.008871	-0.0676	0.473186
21	-0.108761	-0.8283	0.205448
22	0.07514	0.5723	0.284681
23	-0.041726	-0.3178	0.375899
24	0.00558	0.0425	0.483126
25	-0.10142	-0.7724	0.22151
26	0.006589	0.0502	0.480076
27	-0.096665	-0.7362	0.232294
28	0.008646	0.0658	0.473864
29	-0.131879	-1.0044	0.159689
30	0.006056	0.0461	0.481688
31	0.056736	0.4321	0.33364
32	0.024096	0.1835	0.427519
33	0.13077	0.9959	0.161714
34	0.067465	0.5138	0.304673
35	-0.029436	-0.2242	0.411704
36	-0.107736	-0.8205	0.207647

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