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 14:08:57 -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/t12592697843bsgecb0dows3bk.htm/, Retrieved Mon, 29 Apr 2024 03:00:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60418, Retrieved Mon, 29 Apr 2024 03:00:02 +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

105

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [acf d=1] [2009-11-26 21:08:57] [244731fa3e7e6c85774b8c0902c58f85] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

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=60418&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=60418&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60418&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	0.450024	3.0188	0.002085
2	0.023836	0.1599	0.43684
3	-0.414635	-2.7815	0.003939
4	-0.429741	-2.8828	0.003012
5	-0.072115	-0.4838	0.31545
6	0.226004	1.5161	0.068246
7	0.278662	1.8693	0.034047
8	0.146524	0.9829	0.165454
9	-0.071393	-0.4789	0.317157
10	-0.202167	-1.3562	0.090904
11	-0.072329	-0.4852	0.314945
12	-0.1047	-0.7023	0.24304
13	0.10034	0.6731	0.252163
14	0.021156	0.1419	0.443888
15	-0.019813	-0.1329	0.44743
16	-0.081322	-0.5455	0.294044
17	-0.126521	-0.8487	0.200262
18	-0.014153	-0.0949	0.462391
19	0.144073	0.9665	0.169487
20	0.274866	1.8439	0.035897
21	0.147709	0.9909	0.163525
22	-0.017662	-0.1185	0.453107
23	-0.287442	-1.9282	0.030076
24	-0.277776	-1.8634	0.034471
25	-0.183833	-1.2332	0.111954
26	0.069794	0.4682	0.320954
27	0.181957	1.2206	0.114296
28	0.131571	0.8826	0.19107
29	-0.014966	-0.1004	0.460238
30	-0.180883	-1.2134	0.115653
31	-0.209569	-1.4058	0.083321
32	-0.165919	-1.113	0.135805
33	0.00227	0.0152	0.493959
34	0.028246	0.1895	0.425285
35	0.093596	0.6279	0.266634
36	0.039593	0.2656	0.39588

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.450024 & 3.0188 & 0.002085 \tabularnewline
2 & 0.023836 & 0.1599 & 0.43684 \tabularnewline
3 & -0.414635 & -2.7815 & 0.003939 \tabularnewline
4 & -0.429741 & -2.8828 & 0.003012 \tabularnewline
5 & -0.072115 & -0.4838 & 0.31545 \tabularnewline
6 & 0.226004 & 1.5161 & 0.068246 \tabularnewline
7 & 0.278662 & 1.8693 & 0.034047 \tabularnewline
8 & 0.146524 & 0.9829 & 0.165454 \tabularnewline
9 & -0.071393 & -0.4789 & 0.317157 \tabularnewline
10 & -0.202167 & -1.3562 & 0.090904 \tabularnewline
11 & -0.072329 & -0.4852 & 0.314945 \tabularnewline
12 & -0.1047 & -0.7023 & 0.24304 \tabularnewline
13 & 0.10034 & 0.6731 & 0.252163 \tabularnewline
14 & 0.021156 & 0.1419 & 0.443888 \tabularnewline
15 & -0.019813 & -0.1329 & 0.44743 \tabularnewline
16 & -0.081322 & -0.5455 & 0.294044 \tabularnewline
17 & -0.126521 & -0.8487 & 0.200262 \tabularnewline
18 & -0.014153 & -0.0949 & 0.462391 \tabularnewline
19 & 0.144073 & 0.9665 & 0.169487 \tabularnewline
20 & 0.274866 & 1.8439 & 0.035897 \tabularnewline
21 & 0.147709 & 0.9909 & 0.163525 \tabularnewline
22 & -0.017662 & -0.1185 & 0.453107 \tabularnewline
23 & -0.287442 & -1.9282 & 0.030076 \tabularnewline
24 & -0.277776 & -1.8634 & 0.034471 \tabularnewline
25 & -0.183833 & -1.2332 & 0.111954 \tabularnewline
26 & 0.069794 & 0.4682 & 0.320954 \tabularnewline
27 & 0.181957 & 1.2206 & 0.114296 \tabularnewline
28 & 0.131571 & 0.8826 & 0.19107 \tabularnewline
29 & -0.014966 & -0.1004 & 0.460238 \tabularnewline
30 & -0.180883 & -1.2134 & 0.115653 \tabularnewline
31 & -0.209569 & -1.4058 & 0.083321 \tabularnewline
32 & -0.165919 & -1.113 & 0.135805 \tabularnewline
33 & 0.00227 & 0.0152 & 0.493959 \tabularnewline
34 & 0.028246 & 0.1895 & 0.425285 \tabularnewline
35 & 0.093596 & 0.6279 & 0.266634 \tabularnewline
36 & 0.039593 & 0.2656 & 0.39588 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60418&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]0.450024[/C][C]3.0188[/C][C]0.002085[/C][/ROW]
[ROW][C]2[/C][C]0.023836[/C][C]0.1599[/C][C]0.43684[/C][/ROW]
[ROW][C]3[/C][C]-0.414635[/C][C]-2.7815[/C][C]0.003939[/C][/ROW]
[ROW][C]4[/C][C]-0.429741[/C][C]-2.8828[/C][C]0.003012[/C][/ROW]
[ROW][C]5[/C][C]-0.072115[/C][C]-0.4838[/C][C]0.31545[/C][/ROW]
[ROW][C]6[/C][C]0.226004[/C][C]1.5161[/C][C]0.068246[/C][/ROW]
[ROW][C]7[/C][C]0.278662[/C][C]1.8693[/C][C]0.034047[/C][/ROW]
[ROW][C]8[/C][C]0.146524[/C][C]0.9829[/C][C]0.165454[/C][/ROW]
[ROW][C]9[/C][C]-0.071393[/C][C]-0.4789[/C][C]0.317157[/C][/ROW]
[ROW][C]10[/C][C]-0.202167[/C][C]-1.3562[/C][C]0.090904[/C][/ROW]
[ROW][C]11[/C][C]-0.072329[/C][C]-0.4852[/C][C]0.314945[/C][/ROW]
[ROW][C]12[/C][C]-0.1047[/C][C]-0.7023[/C][C]0.24304[/C][/ROW]
[ROW][C]13[/C][C]0.10034[/C][C]0.6731[/C][C]0.252163[/C][/ROW]
[ROW][C]14[/C][C]0.021156[/C][C]0.1419[/C][C]0.443888[/C][/ROW]
[ROW][C]15[/C][C]-0.019813[/C][C]-0.1329[/C][C]0.44743[/C][/ROW]
[ROW][C]16[/C][C]-0.081322[/C][C]-0.5455[/C][C]0.294044[/C][/ROW]
[ROW][C]17[/C][C]-0.126521[/C][C]-0.8487[/C][C]0.200262[/C][/ROW]
[ROW][C]18[/C][C]-0.014153[/C][C]-0.0949[/C][C]0.462391[/C][/ROW]
[ROW][C]19[/C][C]0.144073[/C][C]0.9665[/C][C]0.169487[/C][/ROW]
[ROW][C]20[/C][C]0.274866[/C][C]1.8439[/C][C]0.035897[/C][/ROW]
[ROW][C]21[/C][C]0.147709[/C][C]0.9909[/C][C]0.163525[/C][/ROW]
[ROW][C]22[/C][C]-0.017662[/C][C]-0.1185[/C][C]0.453107[/C][/ROW]
[ROW][C]23[/C][C]-0.287442[/C][C]-1.9282[/C][C]0.030076[/C][/ROW]
[ROW][C]24[/C][C]-0.277776[/C][C]-1.8634[/C][C]0.034471[/C][/ROW]
[ROW][C]25[/C][C]-0.183833[/C][C]-1.2332[/C][C]0.111954[/C][/ROW]
[ROW][C]26[/C][C]0.069794[/C][C]0.4682[/C][C]0.320954[/C][/ROW]
[ROW][C]27[/C][C]0.181957[/C][C]1.2206[/C][C]0.114296[/C][/ROW]
[ROW][C]28[/C][C]0.131571[/C][C]0.8826[/C][C]0.19107[/C][/ROW]
[ROW][C]29[/C][C]-0.014966[/C][C]-0.1004[/C][C]0.460238[/C][/ROW]
[ROW][C]30[/C][C]-0.180883[/C][C]-1.2134[/C][C]0.115653[/C][/ROW]
[ROW][C]31[/C][C]-0.209569[/C][C]-1.4058[/C][C]0.083321[/C][/ROW]
[ROW][C]32[/C][C]-0.165919[/C][C]-1.113[/C][C]0.135805[/C][/ROW]
[ROW][C]33[/C][C]0.00227[/C][C]0.0152[/C][C]0.493959[/C][/ROW]
[ROW][C]34[/C][C]0.028246[/C][C]0.1895[/C][C]0.425285[/C][/ROW]
[ROW][C]35[/C][C]0.093596[/C][C]0.6279[/C][C]0.266634[/C][/ROW]
[ROW][C]36[/C][C]0.039593[/C][C]0.2656[/C][C]0.39588[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60418&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60418&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	0.450024	3.0188	0.002085
2	0.023836	0.1599	0.43684
3	-0.414635	-2.7815	0.003939
4	-0.429741	-2.8828	0.003012
5	-0.072115	-0.4838	0.31545
6	0.226004	1.5161	0.068246
7	0.278662	1.8693	0.034047
8	0.146524	0.9829	0.165454
9	-0.071393	-0.4789	0.317157
10	-0.202167	-1.3562	0.090904
11	-0.072329	-0.4852	0.314945
12	-0.1047	-0.7023	0.24304
13	0.10034	0.6731	0.252163
14	0.021156	0.1419	0.443888
15	-0.019813	-0.1329	0.44743
16	-0.081322	-0.5455	0.294044
17	-0.126521	-0.8487	0.200262
18	-0.014153	-0.0949	0.462391
19	0.144073	0.9665	0.169487
20	0.274866	1.8439	0.035897
21	0.147709	0.9909	0.163525
22	-0.017662	-0.1185	0.453107
23	-0.287442	-1.9282	0.030076
24	-0.277776	-1.8634	0.034471
25	-0.183833	-1.2332	0.111954
26	0.069794	0.4682	0.320954
27	0.181957	1.2206	0.114296
28	0.131571	0.8826	0.19107
29	-0.014966	-0.1004	0.460238
30	-0.180883	-1.2134	0.115653
31	-0.209569	-1.4058	0.083321
32	-0.165919	-1.113	0.135805
33	0.00227	0.0152	0.493959
34	0.028246	0.1895	0.425285
35	0.093596	0.6279	0.266634
36	0.039593	0.2656	0.39588

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.450024	3.0188	0.002085
2	-0.224063	-1.5031	0.069905
3	-0.431626	-2.8954	0.002912
4	-0.077103	-0.5172	0.303768
5	0.259552	1.7411	0.044247
6	0.052466	0.352	0.363259
7	-0.14186	-0.9516	0.173185
8	0.036671	0.246	0.403402
9	0.080407	0.5394	0.296139
10	-0.080467	-0.5398	0.296003
11	0.095567	0.6411	0.26236
12	-0.237449	-1.5929	0.059096
13	0.156603	1.0505	0.149543
14	-0.085229	-0.5717	0.285174
15	-0.096076	-0.6445	0.261262
16	-0.067494	-0.4528	0.326448
17	-0.028122	-0.1886	0.425609
18	0.103371	0.6934	0.2458
19	0.122129	0.8193	0.208477
20	0.174883	1.1731	0.123454
21	-0.141854	-0.9516	0.173196
22	-0.010141	-0.068	0.473032
23	-0.025425	-0.1706	0.432668
24	-0.125848	-0.8442	0.201507
25	-0.105289	-0.7063	0.241821
26	-0.052724	-0.3537	0.362615
27	-0.021468	-0.144	0.443067
28	-0.051881	-0.348	0.36472
29	-0.034952	-0.2345	0.407843
30	-0.054969	-0.3687	0.357025
31	-0.074907	-0.5025	0.308885
32	-0.017635	-0.1183	0.453178
33	-0.037718	-0.253	0.400701
34	-0.086766	-0.582	0.281721
35	-0.005672	-0.038	0.484909
36	0.039052	0.262	0.397272

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.450024 & 3.0188 & 0.002085 \tabularnewline
2 & -0.224063 & -1.5031 & 0.069905 \tabularnewline
3 & -0.431626 & -2.8954 & 0.002912 \tabularnewline
4 & -0.077103 & -0.5172 & 0.303768 \tabularnewline
5 & 0.259552 & 1.7411 & 0.044247 \tabularnewline
6 & 0.052466 & 0.352 & 0.363259 \tabularnewline
7 & -0.14186 & -0.9516 & 0.173185 \tabularnewline
8 & 0.036671 & 0.246 & 0.403402 \tabularnewline
9 & 0.080407 & 0.5394 & 0.296139 \tabularnewline
10 & -0.080467 & -0.5398 & 0.296003 \tabularnewline
11 & 0.095567 & 0.6411 & 0.26236 \tabularnewline
12 & -0.237449 & -1.5929 & 0.059096 \tabularnewline
13 & 0.156603 & 1.0505 & 0.149543 \tabularnewline
14 & -0.085229 & -0.5717 & 0.285174 \tabularnewline
15 & -0.096076 & -0.6445 & 0.261262 \tabularnewline
16 & -0.067494 & -0.4528 & 0.326448 \tabularnewline
17 & -0.028122 & -0.1886 & 0.425609 \tabularnewline
18 & 0.103371 & 0.6934 & 0.2458 \tabularnewline
19 & 0.122129 & 0.8193 & 0.208477 \tabularnewline
20 & 0.174883 & 1.1731 & 0.123454 \tabularnewline
21 & -0.141854 & -0.9516 & 0.173196 \tabularnewline
22 & -0.010141 & -0.068 & 0.473032 \tabularnewline
23 & -0.025425 & -0.1706 & 0.432668 \tabularnewline
24 & -0.125848 & -0.8442 & 0.201507 \tabularnewline
25 & -0.105289 & -0.7063 & 0.241821 \tabularnewline
26 & -0.052724 & -0.3537 & 0.362615 \tabularnewline
27 & -0.021468 & -0.144 & 0.443067 \tabularnewline
28 & -0.051881 & -0.348 & 0.36472 \tabularnewline
29 & -0.034952 & -0.2345 & 0.407843 \tabularnewline
30 & -0.054969 & -0.3687 & 0.357025 \tabularnewline
31 & -0.074907 & -0.5025 & 0.308885 \tabularnewline
32 & -0.017635 & -0.1183 & 0.453178 \tabularnewline
33 & -0.037718 & -0.253 & 0.400701 \tabularnewline
34 & -0.086766 & -0.582 & 0.281721 \tabularnewline
35 & -0.005672 & -0.038 & 0.484909 \tabularnewline
36 & 0.039052 & 0.262 & 0.397272 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60418&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]0.450024[/C][C]3.0188[/C][C]0.002085[/C][/ROW]
[ROW][C]2[/C][C]-0.224063[/C][C]-1.5031[/C][C]0.069905[/C][/ROW]
[ROW][C]3[/C][C]-0.431626[/C][C]-2.8954[/C][C]0.002912[/C][/ROW]
[ROW][C]4[/C][C]-0.077103[/C][C]-0.5172[/C][C]0.303768[/C][/ROW]
[ROW][C]5[/C][C]0.259552[/C][C]1.7411[/C][C]0.044247[/C][/ROW]
[ROW][C]6[/C][C]0.052466[/C][C]0.352[/C][C]0.363259[/C][/ROW]
[ROW][C]7[/C][C]-0.14186[/C][C]-0.9516[/C][C]0.173185[/C][/ROW]
[ROW][C]8[/C][C]0.036671[/C][C]0.246[/C][C]0.403402[/C][/ROW]
[ROW][C]9[/C][C]0.080407[/C][C]0.5394[/C][C]0.296139[/C][/ROW]
[ROW][C]10[/C][C]-0.080467[/C][C]-0.5398[/C][C]0.296003[/C][/ROW]
[ROW][C]11[/C][C]0.095567[/C][C]0.6411[/C][C]0.26236[/C][/ROW]
[ROW][C]12[/C][C]-0.237449[/C][C]-1.5929[/C][C]0.059096[/C][/ROW]
[ROW][C]13[/C][C]0.156603[/C][C]1.0505[/C][C]0.149543[/C][/ROW]
[ROW][C]14[/C][C]-0.085229[/C][C]-0.5717[/C][C]0.285174[/C][/ROW]
[ROW][C]15[/C][C]-0.096076[/C][C]-0.6445[/C][C]0.261262[/C][/ROW]
[ROW][C]16[/C][C]-0.067494[/C][C]-0.4528[/C][C]0.326448[/C][/ROW]
[ROW][C]17[/C][C]-0.028122[/C][C]-0.1886[/C][C]0.425609[/C][/ROW]
[ROW][C]18[/C][C]0.103371[/C][C]0.6934[/C][C]0.2458[/C][/ROW]
[ROW][C]19[/C][C]0.122129[/C][C]0.8193[/C][C]0.208477[/C][/ROW]
[ROW][C]20[/C][C]0.174883[/C][C]1.1731[/C][C]0.123454[/C][/ROW]
[ROW][C]21[/C][C]-0.141854[/C][C]-0.9516[/C][C]0.173196[/C][/ROW]
[ROW][C]22[/C][C]-0.010141[/C][C]-0.068[/C][C]0.473032[/C][/ROW]
[ROW][C]23[/C][C]-0.025425[/C][C]-0.1706[/C][C]0.432668[/C][/ROW]
[ROW][C]24[/C][C]-0.125848[/C][C]-0.8442[/C][C]0.201507[/C][/ROW]
[ROW][C]25[/C][C]-0.105289[/C][C]-0.7063[/C][C]0.241821[/C][/ROW]
[ROW][C]26[/C][C]-0.052724[/C][C]-0.3537[/C][C]0.362615[/C][/ROW]
[ROW][C]27[/C][C]-0.021468[/C][C]-0.144[/C][C]0.443067[/C][/ROW]
[ROW][C]28[/C][C]-0.051881[/C][C]-0.348[/C][C]0.36472[/C][/ROW]
[ROW][C]29[/C][C]-0.034952[/C][C]-0.2345[/C][C]0.407843[/C][/ROW]
[ROW][C]30[/C][C]-0.054969[/C][C]-0.3687[/C][C]0.357025[/C][/ROW]
[ROW][C]31[/C][C]-0.074907[/C][C]-0.5025[/C][C]0.308885[/C][/ROW]
[ROW][C]32[/C][C]-0.017635[/C][C]-0.1183[/C][C]0.453178[/C][/ROW]
[ROW][C]33[/C][C]-0.037718[/C][C]-0.253[/C][C]0.400701[/C][/ROW]
[ROW][C]34[/C][C]-0.086766[/C][C]-0.582[/C][C]0.281721[/C][/ROW]
[ROW][C]35[/C][C]-0.005672[/C][C]-0.038[/C][C]0.484909[/C][/ROW]
[ROW][C]36[/C][C]0.039052[/C][C]0.262[/C][C]0.397272[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60418&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60418&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	0.450024	3.0188	0.002085
2	-0.224063	-1.5031	0.069905
3	-0.431626	-2.8954	0.002912
4	-0.077103	-0.5172	0.303768
5	0.259552	1.7411	0.044247
6	0.052466	0.352	0.363259
7	-0.14186	-0.9516	0.173185
8	0.036671	0.246	0.403402
9	0.080407	0.5394	0.296139
10	-0.080467	-0.5398	0.296003
11	0.095567	0.6411	0.26236
12	-0.237449	-1.5929	0.059096
13	0.156603	1.0505	0.149543
14	-0.085229	-0.5717	0.285174
15	-0.096076	-0.6445	0.261262
16	-0.067494	-0.4528	0.326448
17	-0.028122	-0.1886	0.425609
18	0.103371	0.6934	0.2458
19	0.122129	0.8193	0.208477
20	0.174883	1.1731	0.123454
21	-0.141854	-0.9516	0.173196
22	-0.010141	-0.068	0.473032
23	-0.025425	-0.1706	0.432668
24	-0.125848	-0.8442	0.201507
25	-0.105289	-0.7063	0.241821
26	-0.052724	-0.3537	0.362615
27	-0.021468	-0.144	0.443067
28	-0.051881	-0.348	0.36472
29	-0.034952	-0.2345	0.407843
30	-0.054969	-0.3687	0.357025
31	-0.074907	-0.5025	0.308885
32	-0.017635	-0.1183	0.453178
33	-0.037718	-0.253	0.400701
34	-0.086766	-0.582	0.281721
35	-0.005672	-0.038	0.484909
36	0.039052	0.262	0.397272

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