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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

Fri, 27 Nov 2009 03:43:21 -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/27/t1259318664jc0nxbx8fcucgoc.htm/, Retrieved Mon, 29 Apr 2024 01:11:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60553, Retrieved Mon, 29 Apr 2024 01:11:32 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ws8acfxxx

Estimated Impact

199

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] [] [2009-11-25 17:18:51] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-25 17:25:52] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 10:21:34] [90f6d58d515a4caed6fb4b8be4e11eaa]
-   P                 [(Partial) Autocorrelation Function] [] [2009-11-27 10:43:21] [2b548c9d2e9bba6e1eaf65bd4d551f41] [Current]

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Dataseries X:

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Histogram

Boxplots

8.00
8.10
7.70
7.50
7.60
7.80
7.80
7.80
7.50
7.50
7.10
7.50
7.50
7.60
7.70
7.70
7.90
8.10
8.20
8.20
8.20
7.90
7.30
6.90
6.60
6.70
6.90
7.00
7.10
7.20
7.10
6.90
7.00
6.80
6.40
6.70
6.60
6.40
6.30
6.20
6.50
6.80
6.80
6.40
6.10
5.80
6.10
7.20
7.30
6.90
6.10
5.80
6.20
7.10
7.70
7.90
7.70
7.40
7.50
8.00

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=60553&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=60553&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60553&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	0.460492	2.7243	0.004994
2	-0.027716	-0.164	0.435349
3	-0.357382	-2.1143	0.020843
4	-0.377623	-2.234	0.015983
5	-0.160167	-0.9476	0.174925
6	0.045682	0.2703	0.394273
7	0.102971	0.6092	0.273168
8	0.010539	0.0623	0.475321
9	-0.117409	-0.6946	0.245945
10	-0.123259	-0.7292	0.235362
11	0.020845	0.1233	0.451279
12	-0.01286	-0.0761	0.469895
13	0.059749	0.3535	0.362924
14	0.122609	0.7254	0.236525
15	0.012303	0.0728	0.471196
16	-0.117038	-0.6924	0.246625
17	-0.163974	-0.9701	0.169331
18	-0.021031	-0.1244	0.450848
19	0.115413	0.6828	0.249616
20	0.287837	1.7029	0.04873
21	0.239044	1.4142	0.083069
22	0.063974	0.3785	0.353682
23	-0.25455	-1.5059	0.070528
24	-0.312628	-1.8495	0.03642
25	-0.159239	-0.9421	0.176308
26	-0.081523	-0.4823	0.316299
27	0.005246	0.031	0.487709
28	0.021913	0.1296	0.448798
29	0.017688	0.1046	0.458628
30	0.016945	0.1002	0.460359
31	0.044058	0.2606	0.397946
32	0.064438	0.3812	0.352672
33	0.071356	0.4221	0.33775
34	0.003296	0.0195	0.492276
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.460492 & 2.7243 & 0.004994 \tabularnewline
2 & -0.027716 & -0.164 & 0.435349 \tabularnewline
3 & -0.357382 & -2.1143 & 0.020843 \tabularnewline
4 & -0.377623 & -2.234 & 0.015983 \tabularnewline
5 & -0.160167 & -0.9476 & 0.174925 \tabularnewline
6 & 0.045682 & 0.2703 & 0.394273 \tabularnewline
7 & 0.102971 & 0.6092 & 0.273168 \tabularnewline
8 & 0.010539 & 0.0623 & 0.475321 \tabularnewline
9 & -0.117409 & -0.6946 & 0.245945 \tabularnewline
10 & -0.123259 & -0.7292 & 0.235362 \tabularnewline
11 & 0.020845 & 0.1233 & 0.451279 \tabularnewline
12 & -0.01286 & -0.0761 & 0.469895 \tabularnewline
13 & 0.059749 & 0.3535 & 0.362924 \tabularnewline
14 & 0.122609 & 0.7254 & 0.236525 \tabularnewline
15 & 0.012303 & 0.0728 & 0.471196 \tabularnewline
16 & -0.117038 & -0.6924 & 0.246625 \tabularnewline
17 & -0.163974 & -0.9701 & 0.169331 \tabularnewline
18 & -0.021031 & -0.1244 & 0.450848 \tabularnewline
19 & 0.115413 & 0.6828 & 0.249616 \tabularnewline
20 & 0.287837 & 1.7029 & 0.04873 \tabularnewline
21 & 0.239044 & 1.4142 & 0.083069 \tabularnewline
22 & 0.063974 & 0.3785 & 0.353682 \tabularnewline
23 & -0.25455 & -1.5059 & 0.070528 \tabularnewline
24 & -0.312628 & -1.8495 & 0.03642 \tabularnewline
25 & -0.159239 & -0.9421 & 0.176308 \tabularnewline
26 & -0.081523 & -0.4823 & 0.316299 \tabularnewline
27 & 0.005246 & 0.031 & 0.487709 \tabularnewline
28 & 0.021913 & 0.1296 & 0.448798 \tabularnewline
29 & 0.017688 & 0.1046 & 0.458628 \tabularnewline
30 & 0.016945 & 0.1002 & 0.460359 \tabularnewline
31 & 0.044058 & 0.2606 & 0.397946 \tabularnewline
32 & 0.064438 & 0.3812 & 0.352672 \tabularnewline
33 & 0.071356 & 0.4221 & 0.33775 \tabularnewline
34 & 0.003296 & 0.0195 & 0.492276 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60553&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]0.460492[/C][C]2.7243[/C][C]0.004994[/C][/ROW]
[ROW][C]2[/C][C]-0.027716[/C][C]-0.164[/C][C]0.435349[/C][/ROW]
[ROW][C]3[/C][C]-0.357382[/C][C]-2.1143[/C][C]0.020843[/C][/ROW]
[ROW][C]4[/C][C]-0.377623[/C][C]-2.234[/C][C]0.015983[/C][/ROW]
[ROW][C]5[/C][C]-0.160167[/C][C]-0.9476[/C][C]0.174925[/C][/ROW]
[ROW][C]6[/C][C]0.045682[/C][C]0.2703[/C][C]0.394273[/C][/ROW]
[ROW][C]7[/C][C]0.102971[/C][C]0.6092[/C][C]0.273168[/C][/ROW]
[ROW][C]8[/C][C]0.010539[/C][C]0.0623[/C][C]0.475321[/C][/ROW]
[ROW][C]9[/C][C]-0.117409[/C][C]-0.6946[/C][C]0.245945[/C][/ROW]
[ROW][C]10[/C][C]-0.123259[/C][C]-0.7292[/C][C]0.235362[/C][/ROW]
[ROW][C]11[/C][C]0.020845[/C][C]0.1233[/C][C]0.451279[/C][/ROW]
[ROW][C]12[/C][C]-0.01286[/C][C]-0.0761[/C][C]0.469895[/C][/ROW]
[ROW][C]13[/C][C]0.059749[/C][C]0.3535[/C][C]0.362924[/C][/ROW]
[ROW][C]14[/C][C]0.122609[/C][C]0.7254[/C][C]0.236525[/C][/ROW]
[ROW][C]15[/C][C]0.012303[/C][C]0.0728[/C][C]0.471196[/C][/ROW]
[ROW][C]16[/C][C]-0.117038[/C][C]-0.6924[/C][C]0.246625[/C][/ROW]
[ROW][C]17[/C][C]-0.163974[/C][C]-0.9701[/C][C]0.169331[/C][/ROW]
[ROW][C]18[/C][C]-0.021031[/C][C]-0.1244[/C][C]0.450848[/C][/ROW]
[ROW][C]19[/C][C]0.115413[/C][C]0.6828[/C][C]0.249616[/C][/ROW]
[ROW][C]20[/C][C]0.287837[/C][C]1.7029[/C][C]0.04873[/C][/ROW]
[ROW][C]21[/C][C]0.239044[/C][C]1.4142[/C][C]0.083069[/C][/ROW]
[ROW][C]22[/C][C]0.063974[/C][C]0.3785[/C][C]0.353682[/C][/ROW]
[ROW][C]23[/C][C]-0.25455[/C][C]-1.5059[/C][C]0.070528[/C][/ROW]
[ROW][C]24[/C][C]-0.312628[/C][C]-1.8495[/C][C]0.03642[/C][/ROW]
[ROW][C]25[/C][C]-0.159239[/C][C]-0.9421[/C][C]0.176308[/C][/ROW]
[ROW][C]26[/C][C]-0.081523[/C][C]-0.4823[/C][C]0.316299[/C][/ROW]
[ROW][C]27[/C][C]0.005246[/C][C]0.031[/C][C]0.487709[/C][/ROW]
[ROW][C]28[/C][C]0.021913[/C][C]0.1296[/C][C]0.448798[/C][/ROW]
[ROW][C]29[/C][C]0.017688[/C][C]0.1046[/C][C]0.458628[/C][/ROW]
[ROW][C]30[/C][C]0.016945[/C][C]0.1002[/C][C]0.460359[/C][/ROW]
[ROW][C]31[/C][C]0.044058[/C][C]0.2606[/C][C]0.397946[/C][/ROW]
[ROW][C]32[/C][C]0.064438[/C][C]0.3812[/C][C]0.352672[/C][/ROW]
[ROW][C]33[/C][C]0.071356[/C][C]0.4221[/C][C]0.33775[/C][/ROW]
[ROW][C]34[/C][C]0.003296[/C][C]0.0195[/C][C]0.492276[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60553&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60553&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	0.460492	2.7243	0.004994
2	-0.027716	-0.164	0.435349
3	-0.357382	-2.1143	0.020843
4	-0.377623	-2.234	0.015983
5	-0.160167	-0.9476	0.174925
6	0.045682	0.2703	0.394273
7	0.102971	0.6092	0.273168
8	0.010539	0.0623	0.475321
9	-0.117409	-0.6946	0.245945
10	-0.123259	-0.7292	0.235362
11	0.020845	0.1233	0.451279
12	-0.01286	-0.0761	0.469895
13	0.059749	0.3535	0.362924
14	0.122609	0.7254	0.236525
15	0.012303	0.0728	0.471196
16	-0.117038	-0.6924	0.246625
17	-0.163974	-0.9701	0.169331
18	-0.021031	-0.1244	0.450848
19	0.115413	0.6828	0.249616
20	0.287837	1.7029	0.04873
21	0.239044	1.4142	0.083069
22	0.063974	0.3785	0.353682
23	-0.25455	-1.5059	0.070528
24	-0.312628	-1.8495	0.03642
25	-0.159239	-0.9421	0.176308
26	-0.081523	-0.4823	0.316299
27	0.005246	0.031	0.487709
28	0.021913	0.1296	0.448798
29	0.017688	0.1046	0.458628
30	0.016945	0.1002	0.460359
31	0.044058	0.2606	0.397946
32	0.064438	0.3812	0.352672
33	0.071356	0.4221	0.33775
34	0.003296	0.0195	0.492276
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.460492	2.7243	0.004994
2	-0.304296	-1.8002	0.040224
3	-0.280578	-1.6599	0.052933
4	-0.103302	-0.6111	0.272526
5	0.017166	0.1016	0.459846
6	-0.034656	-0.205	0.419368
7	-0.086011	-0.5089	0.307025
8	-0.117446	-0.6948	0.245878
9	-0.116007	-0.6863	0.248521
10	-0.029533	-0.1747	0.431152
11	0.062765	0.3713	0.356318
12	-0.243921	-1.4431	0.078948
13	0.064732	0.383	0.352033
14	0.103437	0.6119	0.272266
15	-0.171075	-1.0121	0.15922
16	-0.156652	-0.9268	0.180197
17	-0.042586	-0.2519	0.40128
18	0.109268	0.6464	0.261106
19	-0.012671	-0.075	0.470337
20	0.193291	1.1435	0.130291
21	0.007862	0.0465	0.481584
22	-0.001424	-0.0084	0.496663
23	-0.123817	-0.7325	0.234367
24	0.000543	0.0032	0.498729
25	-0.024618	-0.1456	0.442521
26	-0.202073	-1.1955	0.119969
27	-0.064021	-0.3788	0.353579
28	-0.069102	-0.4088	0.342585
29	-0.064846	-0.3836	0.351785
30	0.008679	0.0513	0.479671
31	-0.078357	-0.4636	0.322914
32	-0.063197	-0.3739	0.355375
33	-0.021731	-0.1286	0.44922
34	-0.051671	-0.3057	0.380827
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.460492 & 2.7243 & 0.004994 \tabularnewline
2 & -0.304296 & -1.8002 & 0.040224 \tabularnewline
3 & -0.280578 & -1.6599 & 0.052933 \tabularnewline
4 & -0.103302 & -0.6111 & 0.272526 \tabularnewline
5 & 0.017166 & 0.1016 & 0.459846 \tabularnewline
6 & -0.034656 & -0.205 & 0.419368 \tabularnewline
7 & -0.086011 & -0.5089 & 0.307025 \tabularnewline
8 & -0.117446 & -0.6948 & 0.245878 \tabularnewline
9 & -0.116007 & -0.6863 & 0.248521 \tabularnewline
10 & -0.029533 & -0.1747 & 0.431152 \tabularnewline
11 & 0.062765 & 0.3713 & 0.356318 \tabularnewline
12 & -0.243921 & -1.4431 & 0.078948 \tabularnewline
13 & 0.064732 & 0.383 & 0.352033 \tabularnewline
14 & 0.103437 & 0.6119 & 0.272266 \tabularnewline
15 & -0.171075 & -1.0121 & 0.15922 \tabularnewline
16 & -0.156652 & -0.9268 & 0.180197 \tabularnewline
17 & -0.042586 & -0.2519 & 0.40128 \tabularnewline
18 & 0.109268 & 0.6464 & 0.261106 \tabularnewline
19 & -0.012671 & -0.075 & 0.470337 \tabularnewline
20 & 0.193291 & 1.1435 & 0.130291 \tabularnewline
21 & 0.007862 & 0.0465 & 0.481584 \tabularnewline
22 & -0.001424 & -0.0084 & 0.496663 \tabularnewline
23 & -0.123817 & -0.7325 & 0.234367 \tabularnewline
24 & 0.000543 & 0.0032 & 0.498729 \tabularnewline
25 & -0.024618 & -0.1456 & 0.442521 \tabularnewline
26 & -0.202073 & -1.1955 & 0.119969 \tabularnewline
27 & -0.064021 & -0.3788 & 0.353579 \tabularnewline
28 & -0.069102 & -0.4088 & 0.342585 \tabularnewline
29 & -0.064846 & -0.3836 & 0.351785 \tabularnewline
30 & 0.008679 & 0.0513 & 0.479671 \tabularnewline
31 & -0.078357 & -0.4636 & 0.322914 \tabularnewline
32 & -0.063197 & -0.3739 & 0.355375 \tabularnewline
33 & -0.021731 & -0.1286 & 0.44922 \tabularnewline
34 & -0.051671 & -0.3057 & 0.380827 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60553&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]0.460492[/C][C]2.7243[/C][C]0.004994[/C][/ROW]
[ROW][C]2[/C][C]-0.304296[/C][C]-1.8002[/C][C]0.040224[/C][/ROW]
[ROW][C]3[/C][C]-0.280578[/C][C]-1.6599[/C][C]0.052933[/C][/ROW]
[ROW][C]4[/C][C]-0.103302[/C][C]-0.6111[/C][C]0.272526[/C][/ROW]
[ROW][C]5[/C][C]0.017166[/C][C]0.1016[/C][C]0.459846[/C][/ROW]
[ROW][C]6[/C][C]-0.034656[/C][C]-0.205[/C][C]0.419368[/C][/ROW]
[ROW][C]7[/C][C]-0.086011[/C][C]-0.5089[/C][C]0.307025[/C][/ROW]
[ROW][C]8[/C][C]-0.117446[/C][C]-0.6948[/C][C]0.245878[/C][/ROW]
[ROW][C]9[/C][C]-0.116007[/C][C]-0.6863[/C][C]0.248521[/C][/ROW]
[ROW][C]10[/C][C]-0.029533[/C][C]-0.1747[/C][C]0.431152[/C][/ROW]
[ROW][C]11[/C][C]0.062765[/C][C]0.3713[/C][C]0.356318[/C][/ROW]
[ROW][C]12[/C][C]-0.243921[/C][C]-1.4431[/C][C]0.078948[/C][/ROW]
[ROW][C]13[/C][C]0.064732[/C][C]0.383[/C][C]0.352033[/C][/ROW]
[ROW][C]14[/C][C]0.103437[/C][C]0.6119[/C][C]0.272266[/C][/ROW]
[ROW][C]15[/C][C]-0.171075[/C][C]-1.0121[/C][C]0.15922[/C][/ROW]
[ROW][C]16[/C][C]-0.156652[/C][C]-0.9268[/C][C]0.180197[/C][/ROW]
[ROW][C]17[/C][C]-0.042586[/C][C]-0.2519[/C][C]0.40128[/C][/ROW]
[ROW][C]18[/C][C]0.109268[/C][C]0.6464[/C][C]0.261106[/C][/ROW]
[ROW][C]19[/C][C]-0.012671[/C][C]-0.075[/C][C]0.470337[/C][/ROW]
[ROW][C]20[/C][C]0.193291[/C][C]1.1435[/C][C]0.130291[/C][/ROW]
[ROW][C]21[/C][C]0.007862[/C][C]0.0465[/C][C]0.481584[/C][/ROW]
[ROW][C]22[/C][C]-0.001424[/C][C]-0.0084[/C][C]0.496663[/C][/ROW]
[ROW][C]23[/C][C]-0.123817[/C][C]-0.7325[/C][C]0.234367[/C][/ROW]
[ROW][C]24[/C][C]0.000543[/C][C]0.0032[/C][C]0.498729[/C][/ROW]
[ROW][C]25[/C][C]-0.024618[/C][C]-0.1456[/C][C]0.442521[/C][/ROW]
[ROW][C]26[/C][C]-0.202073[/C][C]-1.1955[/C][C]0.119969[/C][/ROW]
[ROW][C]27[/C][C]-0.064021[/C][C]-0.3788[/C][C]0.353579[/C][/ROW]
[ROW][C]28[/C][C]-0.069102[/C][C]-0.4088[/C][C]0.342585[/C][/ROW]
[ROW][C]29[/C][C]-0.064846[/C][C]-0.3836[/C][C]0.351785[/C][/ROW]
[ROW][C]30[/C][C]0.008679[/C][C]0.0513[/C][C]0.479671[/C][/ROW]
[ROW][C]31[/C][C]-0.078357[/C][C]-0.4636[/C][C]0.322914[/C][/ROW]
[ROW][C]32[/C][C]-0.063197[/C][C]-0.3739[/C][C]0.355375[/C][/ROW]
[ROW][C]33[/C][C]-0.021731[/C][C]-0.1286[/C][C]0.44922[/C][/ROW]
[ROW][C]34[/C][C]-0.051671[/C][C]-0.3057[/C][C]0.380827[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60553&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60553&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	0.460492	2.7243	0.004994
2	-0.304296	-1.8002	0.040224
3	-0.280578	-1.6599	0.052933
4	-0.103302	-0.6111	0.272526
5	0.017166	0.1016	0.459846
6	-0.034656	-0.205	0.419368
7	-0.086011	-0.5089	0.307025
8	-0.117446	-0.6948	0.245878
9	-0.116007	-0.6863	0.248521
10	-0.029533	-0.1747	0.431152
11	0.062765	0.3713	0.356318
12	-0.243921	-1.4431	0.078948
13	0.064732	0.383	0.352033
14	0.103437	0.6119	0.272266
15	-0.171075	-1.0121	0.15922
16	-0.156652	-0.9268	0.180197
17	-0.042586	-0.2519	0.40128
18	0.109268	0.6464	0.261106
19	-0.012671	-0.075	0.470337
20	0.193291	1.1435	0.130291
21	0.007862	0.0465	0.481584
22	-0.001424	-0.0084	0.496663
23	-0.123817	-0.7325	0.234367
24	0.000543	0.0032	0.498729
25	-0.024618	-0.1456	0.442521
26	-0.202073	-1.1955	0.119969
27	-0.064021	-0.3788	0.353579
28	-0.069102	-0.4088	0.342585
29	-0.064846	-0.3836	0.351785
30	0.008679	0.0513	0.479671
31	-0.078357	-0.4636	0.322914
32	-0.063197	-0.3739	0.355375
33	-0.021731	-0.1286	0.44922
34	-0.051671	-0.3057	0.380827
35	NA	NA	NA
36	NA	NA	NA

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 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; 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