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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 14:04:04 -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/t1259269494nwrdfzsyk0xb4zc.htm/, Retrieved Mon, 29 Apr 2024 02:41:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60409, Retrieved Mon, 29 Apr 2024 02:41:22 +0000

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IsPrivate?

No (this computation is public)

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [acf, D=1] [2009-11-26 21:04:04] [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=60409&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=60409&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60409&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	0.857353	5.8148	0
2	0.621199	4.2132	5.8e-05
3	0.37881	2.5692	0.00675
4	0.212374	1.4404	0.078265
5	0.170217	1.1545	0.127135
6	0.171478	1.163	0.125409
7	0.169603	1.1503	0.127981
8	0.126522	0.8581	0.197639
9	0.048295	0.3276	0.372367
10	-0.054296	-0.3683	0.357188
11	-0.132698	-0.9	0.186404
12	-0.187486	-1.2716	0.104955
13	-0.186962	-1.268	0.105583
14	-0.167821	-1.1382	0.130461
15	-0.158764	-1.0768	0.143595
16	-0.162925	-1.105	0.13745
17	-0.168723	-1.1443	0.129202
18	-0.154006	-1.0445	0.150852
19	-0.132654	-0.8997	0.186482
20	-0.125271	-0.8496	0.199966
21	-0.185444	-1.2577	0.107416
22	-0.282887	-1.9186	0.030624
23	-0.389401	-2.641	0.005626
24	-0.426947	-2.8957	0.002885
25	-0.369787	-2.508	0.007866
26	-0.279379	-1.8948	0.032204
27	-0.196706	-1.3341	0.094365
28	-0.147192	-0.9983	0.161677
29	-0.137073	-0.9297	0.178697
30	-0.139997	-0.9495	0.173662
31	-0.119445	-0.8101	0.211022
32	-0.078202	-0.5304	0.299195
33	0.005883	0.0399	0.484173
34	0.098939	0.671	0.252776
35	0.189559	1.2857	0.1025
36	0.233575	1.5842	0.060002

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.857353 & 5.8148 & 0 \tabularnewline
2 & 0.621199 & 4.2132 & 5.8e-05 \tabularnewline
3 & 0.37881 & 2.5692 & 0.00675 \tabularnewline
4 & 0.212374 & 1.4404 & 0.078265 \tabularnewline
5 & 0.170217 & 1.1545 & 0.127135 \tabularnewline
6 & 0.171478 & 1.163 & 0.125409 \tabularnewline
7 & 0.169603 & 1.1503 & 0.127981 \tabularnewline
8 & 0.126522 & 0.8581 & 0.197639 \tabularnewline
9 & 0.048295 & 0.3276 & 0.372367 \tabularnewline
10 & -0.054296 & -0.3683 & 0.357188 \tabularnewline
11 & -0.132698 & -0.9 & 0.186404 \tabularnewline
12 & -0.187486 & -1.2716 & 0.104955 \tabularnewline
13 & -0.186962 & -1.268 & 0.105583 \tabularnewline
14 & -0.167821 & -1.1382 & 0.130461 \tabularnewline
15 & -0.158764 & -1.0768 & 0.143595 \tabularnewline
16 & -0.162925 & -1.105 & 0.13745 \tabularnewline
17 & -0.168723 & -1.1443 & 0.129202 \tabularnewline
18 & -0.154006 & -1.0445 & 0.150852 \tabularnewline
19 & -0.132654 & -0.8997 & 0.186482 \tabularnewline
20 & -0.125271 & -0.8496 & 0.199966 \tabularnewline
21 & -0.185444 & -1.2577 & 0.107416 \tabularnewline
22 & -0.282887 & -1.9186 & 0.030624 \tabularnewline
23 & -0.389401 & -2.641 & 0.005626 \tabularnewline
24 & -0.426947 & -2.8957 & 0.002885 \tabularnewline
25 & -0.369787 & -2.508 & 0.007866 \tabularnewline
26 & -0.279379 & -1.8948 & 0.032204 \tabularnewline
27 & -0.196706 & -1.3341 & 0.094365 \tabularnewline
28 & -0.147192 & -0.9983 & 0.161677 \tabularnewline
29 & -0.137073 & -0.9297 & 0.178697 \tabularnewline
30 & -0.139997 & -0.9495 & 0.173662 \tabularnewline
31 & -0.119445 & -0.8101 & 0.211022 \tabularnewline
32 & -0.078202 & -0.5304 & 0.299195 \tabularnewline
33 & 0.005883 & 0.0399 & 0.484173 \tabularnewline
34 & 0.098939 & 0.671 & 0.252776 \tabularnewline
35 & 0.189559 & 1.2857 & 0.1025 \tabularnewline
36 & 0.233575 & 1.5842 & 0.060002 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60409&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]0.857353[/C][C]5.8148[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.621199[/C][C]4.2132[/C][C]5.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.37881[/C][C]2.5692[/C][C]0.00675[/C][/ROW]
[ROW][C]4[/C][C]0.212374[/C][C]1.4404[/C][C]0.078265[/C][/ROW]
[ROW][C]5[/C][C]0.170217[/C][C]1.1545[/C][C]0.127135[/C][/ROW]
[ROW][C]6[/C][C]0.171478[/C][C]1.163[/C][C]0.125409[/C][/ROW]
[ROW][C]7[/C][C]0.169603[/C][C]1.1503[/C][C]0.127981[/C][/ROW]
[ROW][C]8[/C][C]0.126522[/C][C]0.8581[/C][C]0.197639[/C][/ROW]
[ROW][C]9[/C][C]0.048295[/C][C]0.3276[/C][C]0.372367[/C][/ROW]
[ROW][C]10[/C][C]-0.054296[/C][C]-0.3683[/C][C]0.357188[/C][/ROW]
[ROW][C]11[/C][C]-0.132698[/C][C]-0.9[/C][C]0.186404[/C][/ROW]
[ROW][C]12[/C][C]-0.187486[/C][C]-1.2716[/C][C]0.104955[/C][/ROW]
[ROW][C]13[/C][C]-0.186962[/C][C]-1.268[/C][C]0.105583[/C][/ROW]
[ROW][C]14[/C][C]-0.167821[/C][C]-1.1382[/C][C]0.130461[/C][/ROW]
[ROW][C]15[/C][C]-0.158764[/C][C]-1.0768[/C][C]0.143595[/C][/ROW]
[ROW][C]16[/C][C]-0.162925[/C][C]-1.105[/C][C]0.13745[/C][/ROW]
[ROW][C]17[/C][C]-0.168723[/C][C]-1.1443[/C][C]0.129202[/C][/ROW]
[ROW][C]18[/C][C]-0.154006[/C][C]-1.0445[/C][C]0.150852[/C][/ROW]
[ROW][C]19[/C][C]-0.132654[/C][C]-0.8997[/C][C]0.186482[/C][/ROW]
[ROW][C]20[/C][C]-0.125271[/C][C]-0.8496[/C][C]0.199966[/C][/ROW]
[ROW][C]21[/C][C]-0.185444[/C][C]-1.2577[/C][C]0.107416[/C][/ROW]
[ROW][C]22[/C][C]-0.282887[/C][C]-1.9186[/C][C]0.030624[/C][/ROW]
[ROW][C]23[/C][C]-0.389401[/C][C]-2.641[/C][C]0.005626[/C][/ROW]
[ROW][C]24[/C][C]-0.426947[/C][C]-2.8957[/C][C]0.002885[/C][/ROW]
[ROW][C]25[/C][C]-0.369787[/C][C]-2.508[/C][C]0.007866[/C][/ROW]
[ROW][C]26[/C][C]-0.279379[/C][C]-1.8948[/C][C]0.032204[/C][/ROW]
[ROW][C]27[/C][C]-0.196706[/C][C]-1.3341[/C][C]0.094365[/C][/ROW]
[ROW][C]28[/C][C]-0.147192[/C][C]-0.9983[/C][C]0.161677[/C][/ROW]
[ROW][C]29[/C][C]-0.137073[/C][C]-0.9297[/C][C]0.178697[/C][/ROW]
[ROW][C]30[/C][C]-0.139997[/C][C]-0.9495[/C][C]0.173662[/C][/ROW]
[ROW][C]31[/C][C]-0.119445[/C][C]-0.8101[/C][C]0.211022[/C][/ROW]
[ROW][C]32[/C][C]-0.078202[/C][C]-0.5304[/C][C]0.299195[/C][/ROW]
[ROW][C]33[/C][C]0.005883[/C][C]0.0399[/C][C]0.484173[/C][/ROW]
[ROW][C]34[/C][C]0.098939[/C][C]0.671[/C][C]0.252776[/C][/ROW]
[ROW][C]35[/C][C]0.189559[/C][C]1.2857[/C][C]0.1025[/C][/ROW]
[ROW][C]36[/C][C]0.233575[/C][C]1.5842[/C][C]0.060002[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60409&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60409&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	0.857353	5.8148	0
2	0.621199	4.2132	5.8e-05
3	0.37881	2.5692	0.00675
4	0.212374	1.4404	0.078265
5	0.170217	1.1545	0.127135
6	0.171478	1.163	0.125409
7	0.169603	1.1503	0.127981
8	0.126522	0.8581	0.197639
9	0.048295	0.3276	0.372367
10	-0.054296	-0.3683	0.357188
11	-0.132698	-0.9	0.186404
12	-0.187486	-1.2716	0.104955
13	-0.186962	-1.268	0.105583
14	-0.167821	-1.1382	0.130461
15	-0.158764	-1.0768	0.143595
16	-0.162925	-1.105	0.13745
17	-0.168723	-1.1443	0.129202
18	-0.154006	-1.0445	0.150852
19	-0.132654	-0.8997	0.186482
20	-0.125271	-0.8496	0.199966
21	-0.185444	-1.2577	0.107416
22	-0.282887	-1.9186	0.030624
23	-0.389401	-2.641	0.005626
24	-0.426947	-2.8957	0.002885
25	-0.369787	-2.508	0.007866
26	-0.279379	-1.8948	0.032204
27	-0.196706	-1.3341	0.094365
28	-0.147192	-0.9983	0.161677
29	-0.137073	-0.9297	0.178697
30	-0.139997	-0.9495	0.173662
31	-0.119445	-0.8101	0.211022
32	-0.078202	-0.5304	0.299195
33	0.005883	0.0399	0.484173
34	0.098939	0.671	0.252776
35	0.189559	1.2857	0.1025
36	0.233575	1.5842	0.060002

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.857353	5.8148	0
2	-0.429728	-2.9146	0.002743
3	-0.065804	-0.4463	0.328735
4	0.1488	1.0092	0.159076
5	0.239478	1.6242	0.055581
6	-0.151033	-1.0244	0.155512
7	-0.069252	-0.4697	0.320398
8	-0.053468	-0.3626	0.359269
9	0.004145	0.0281	0.488847
10	-0.158261	-1.0734	0.14435
11	0.028781	0.1952	0.423047
12	-0.097592	-0.6619	0.255669
13	0.125822	0.8534	0.198939
14	-0.13036	-0.8841	0.190608
15	-0.037862	-0.2568	0.399242
16	-0.04095	-0.2777	0.391229
17	0.136077	0.9229	0.180433
18	-0.01909	-0.1295	0.448774
19	-0.068539	-0.4649	0.322113
20	-0.151685	-1.0288	0.154481
21	-0.228258	-1.5481	0.064223
22	-0.09245	-0.627	0.266871
23	-0.091401	-0.6199	0.269187
24	0.104624	0.7096	0.240768
25	0.0594	0.4029	0.344456
26	-0.1401	-0.9502	0.173487
27	-0.093527	-0.6343	0.264504
28	0.127438	0.8643	0.195946
29	0.01503	0.1019	0.459624
30	-0.013348	-0.0905	0.46413
31	-0.002638	-0.0179	0.492902
32	0.012499	0.0848	0.466404
33	0.042493	0.2882	0.387245
34	-0.018415	-0.1249	0.450574
35	0.098435	0.6676	0.253855
36	-0.073691	-0.4998	0.309799

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.857353 & 5.8148 & 0 \tabularnewline
2 & -0.429728 & -2.9146 & 0.002743 \tabularnewline
3 & -0.065804 & -0.4463 & 0.328735 \tabularnewline
4 & 0.1488 & 1.0092 & 0.159076 \tabularnewline
5 & 0.239478 & 1.6242 & 0.055581 \tabularnewline
6 & -0.151033 & -1.0244 & 0.155512 \tabularnewline
7 & -0.069252 & -0.4697 & 0.320398 \tabularnewline
8 & -0.053468 & -0.3626 & 0.359269 \tabularnewline
9 & 0.004145 & 0.0281 & 0.488847 \tabularnewline
10 & -0.158261 & -1.0734 & 0.14435 \tabularnewline
11 & 0.028781 & 0.1952 & 0.423047 \tabularnewline
12 & -0.097592 & -0.6619 & 0.255669 \tabularnewline
13 & 0.125822 & 0.8534 & 0.198939 \tabularnewline
14 & -0.13036 & -0.8841 & 0.190608 \tabularnewline
15 & -0.037862 & -0.2568 & 0.399242 \tabularnewline
16 & -0.04095 & -0.2777 & 0.391229 \tabularnewline
17 & 0.136077 & 0.9229 & 0.180433 \tabularnewline
18 & -0.01909 & -0.1295 & 0.448774 \tabularnewline
19 & -0.068539 & -0.4649 & 0.322113 \tabularnewline
20 & -0.151685 & -1.0288 & 0.154481 \tabularnewline
21 & -0.228258 & -1.5481 & 0.064223 \tabularnewline
22 & -0.09245 & -0.627 & 0.266871 \tabularnewline
23 & -0.091401 & -0.6199 & 0.269187 \tabularnewline
24 & 0.104624 & 0.7096 & 0.240768 \tabularnewline
25 & 0.0594 & 0.4029 & 0.344456 \tabularnewline
26 & -0.1401 & -0.9502 & 0.173487 \tabularnewline
27 & -0.093527 & -0.6343 & 0.264504 \tabularnewline
28 & 0.127438 & 0.8643 & 0.195946 \tabularnewline
29 & 0.01503 & 0.1019 & 0.459624 \tabularnewline
30 & -0.013348 & -0.0905 & 0.46413 \tabularnewline
31 & -0.002638 & -0.0179 & 0.492902 \tabularnewline
32 & 0.012499 & 0.0848 & 0.466404 \tabularnewline
33 & 0.042493 & 0.2882 & 0.387245 \tabularnewline
34 & -0.018415 & -0.1249 & 0.450574 \tabularnewline
35 & 0.098435 & 0.6676 & 0.253855 \tabularnewline
36 & -0.073691 & -0.4998 & 0.309799 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60409&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]0.857353[/C][C]5.8148[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.429728[/C][C]-2.9146[/C][C]0.002743[/C][/ROW]
[ROW][C]3[/C][C]-0.065804[/C][C]-0.4463[/C][C]0.328735[/C][/ROW]
[ROW][C]4[/C][C]0.1488[/C][C]1.0092[/C][C]0.159076[/C][/ROW]
[ROW][C]5[/C][C]0.239478[/C][C]1.6242[/C][C]0.055581[/C][/ROW]
[ROW][C]6[/C][C]-0.151033[/C][C]-1.0244[/C][C]0.155512[/C][/ROW]
[ROW][C]7[/C][C]-0.069252[/C][C]-0.4697[/C][C]0.320398[/C][/ROW]
[ROW][C]8[/C][C]-0.053468[/C][C]-0.3626[/C][C]0.359269[/C][/ROW]
[ROW][C]9[/C][C]0.004145[/C][C]0.0281[/C][C]0.488847[/C][/ROW]
[ROW][C]10[/C][C]-0.158261[/C][C]-1.0734[/C][C]0.14435[/C][/ROW]
[ROW][C]11[/C][C]0.028781[/C][C]0.1952[/C][C]0.423047[/C][/ROW]
[ROW][C]12[/C][C]-0.097592[/C][C]-0.6619[/C][C]0.255669[/C][/ROW]
[ROW][C]13[/C][C]0.125822[/C][C]0.8534[/C][C]0.198939[/C][/ROW]
[ROW][C]14[/C][C]-0.13036[/C][C]-0.8841[/C][C]0.190608[/C][/ROW]
[ROW][C]15[/C][C]-0.037862[/C][C]-0.2568[/C][C]0.399242[/C][/ROW]
[ROW][C]16[/C][C]-0.04095[/C][C]-0.2777[/C][C]0.391229[/C][/ROW]
[ROW][C]17[/C][C]0.136077[/C][C]0.9229[/C][C]0.180433[/C][/ROW]
[ROW][C]18[/C][C]-0.01909[/C][C]-0.1295[/C][C]0.448774[/C][/ROW]
[ROW][C]19[/C][C]-0.068539[/C][C]-0.4649[/C][C]0.322113[/C][/ROW]
[ROW][C]20[/C][C]-0.151685[/C][C]-1.0288[/C][C]0.154481[/C][/ROW]
[ROW][C]21[/C][C]-0.228258[/C][C]-1.5481[/C][C]0.064223[/C][/ROW]
[ROW][C]22[/C][C]-0.09245[/C][C]-0.627[/C][C]0.266871[/C][/ROW]
[ROW][C]23[/C][C]-0.091401[/C][C]-0.6199[/C][C]0.269187[/C][/ROW]
[ROW][C]24[/C][C]0.104624[/C][C]0.7096[/C][C]0.240768[/C][/ROW]
[ROW][C]25[/C][C]0.0594[/C][C]0.4029[/C][C]0.344456[/C][/ROW]
[ROW][C]26[/C][C]-0.1401[/C][C]-0.9502[/C][C]0.173487[/C][/ROW]
[ROW][C]27[/C][C]-0.093527[/C][C]-0.6343[/C][C]0.264504[/C][/ROW]
[ROW][C]28[/C][C]0.127438[/C][C]0.8643[/C][C]0.195946[/C][/ROW]
[ROW][C]29[/C][C]0.01503[/C][C]0.1019[/C][C]0.459624[/C][/ROW]
[ROW][C]30[/C][C]-0.013348[/C][C]-0.0905[/C][C]0.46413[/C][/ROW]
[ROW][C]31[/C][C]-0.002638[/C][C]-0.0179[/C][C]0.492902[/C][/ROW]
[ROW][C]32[/C][C]0.012499[/C][C]0.0848[/C][C]0.466404[/C][/ROW]
[ROW][C]33[/C][C]0.042493[/C][C]0.2882[/C][C]0.387245[/C][/ROW]
[ROW][C]34[/C][C]-0.018415[/C][C]-0.1249[/C][C]0.450574[/C][/ROW]
[ROW][C]35[/C][C]0.098435[/C][C]0.6676[/C][C]0.253855[/C][/ROW]
[ROW][C]36[/C][C]-0.073691[/C][C]-0.4998[/C][C]0.309799[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60409&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60409&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	0.857353	5.8148	0
2	-0.429728	-2.9146	0.002743
3	-0.065804	-0.4463	0.328735
4	0.1488	1.0092	0.159076
5	0.239478	1.6242	0.055581
6	-0.151033	-1.0244	0.155512
7	-0.069252	-0.4697	0.320398
8	-0.053468	-0.3626	0.359269
9	0.004145	0.0281	0.488847
10	-0.158261	-1.0734	0.14435
11	0.028781	0.1952	0.423047
12	-0.097592	-0.6619	0.255669
13	0.125822	0.8534	0.198939
14	-0.13036	-0.8841	0.190608
15	-0.037862	-0.2568	0.399242
16	-0.04095	-0.2777	0.391229
17	0.136077	0.9229	0.180433
18	-0.01909	-0.1295	0.448774
19	-0.068539	-0.4649	0.322113
20	-0.151685	-1.0288	0.154481
21	-0.228258	-1.5481	0.064223
22	-0.09245	-0.627	0.266871
23	-0.091401	-0.6199	0.269187
24	0.104624	0.7096	0.240768
25	0.0594	0.4029	0.344456
26	-0.1401	-0.9502	0.173487
27	-0.093527	-0.6343	0.264504
28	0.127438	0.8643	0.195946
29	0.01503	0.1019	0.459624
30	-0.013348	-0.0905	0.46413
31	-0.002638	-0.0179	0.492902
32	0.012499	0.0848	0.466404
33	0.042493	0.2882	0.387245
34	-0.018415	-0.1249	0.450574
35	0.098435	0.6676	0.253855
36	-0.073691	-0.4998	0.309799

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