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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 03:49:13 -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/27/t1259319692i64dox9hjd5wzvy.htm/, Retrieved Mon, 29 Apr 2024 03:32:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60565, Retrieved Mon, 29 Apr 2024 03:32:35 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

153

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] [acf1] [2009-11-26 15:49:58] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D            [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 10:49:13] [307139c5e328127f586f26d5bcc435d8] [Current]
-    D              [(Partial) Autocorrelation Function] [ACF] [2009-12-12 10:06:08] [34b80aeb109c116fd63bf2eb7493a276] 
-    D                [(Partial) Autocorrelation Function] [methode1] [2009-12-14 08:48:39] [34b80aeb109c116fd63bf2eb7493a276] 

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Dataseries X:

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Boxplots

5.4
5.4
5.6
5.7
5.8
5.8
5.8
5.9
6.1
6.4
6.4
6.3
6.2
6.2
6.3
6.4
6.5
6.6
6.6
6.6
6.8
7
7.2
7.3
7.5
7.6
7.6
7.7
7.7
7.7
7.7
7.6
7.7
7.9
7.9
7.9
7.8
7.6
7.4
7
7
7.2
7.5
7.8
7.8
7.7
7.6
7.6
7.5
7.5
7.6
7.6
7.9
7.6
7.5
7.5
7.6
7.7
7.8
7.9
7.9

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=60565&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=60565&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60565&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	0.932048	7.2795	0
2	0.847821	6.6217	0
3	0.770128	6.0149	0
4	0.704714	5.504	0
5	0.655003	5.1157	2e-06
6	0.609038	4.7567	6e-06
7	0.56193	4.3888	2.3e-05
8	0.510188	3.9847	9.1e-05
9	0.452572	3.5347	0.000393
10	0.40809	3.1873	0.001133
11	0.361324	2.822	0.003217
12	0.312911	2.4439	0.008718
13	0.261674	2.0437	0.022652
14	0.21012	1.6411	0.052963
15	0.160531	1.2538	0.107351
16	0.110877	0.866	0.194948
17	0.05973	0.4665	0.321258
18	0.010549	0.0824	0.467304
19	-0.034822	-0.272	0.393281
20	-0.076669	-0.5988	0.275761
21	-0.105666	-0.8253	0.206215
22	-0.123879	-0.9675	0.168552
23	-0.141431	-1.1046	0.136833
24	-0.159082	-1.2425	0.10941
25	-0.172295	-1.3457	0.091695
26	-0.18643	-1.4561	0.075251
27	-0.203707	-1.591	0.05839
28	-0.219303	-1.7128	0.045913
29	-0.231121	-1.8051	0.037996
30	-0.237196	-1.8526	0.034393
31	-0.240734	-1.8802	0.03243
32	-0.245095	-1.9143	0.030141
33	-0.244065	-1.9062	0.030669
34	-0.23539	-1.8385	0.035433
35	-0.229252	-1.7905	0.039166
36	-0.226256	-1.7671	0.041106

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.932048 & 7.2795 & 0 \tabularnewline
2 & 0.847821 & 6.6217 & 0 \tabularnewline
3 & 0.770128 & 6.0149 & 0 \tabularnewline
4 & 0.704714 & 5.504 & 0 \tabularnewline
5 & 0.655003 & 5.1157 & 2e-06 \tabularnewline
6 & 0.609038 & 4.7567 & 6e-06 \tabularnewline
7 & 0.56193 & 4.3888 & 2.3e-05 \tabularnewline
8 & 0.510188 & 3.9847 & 9.1e-05 \tabularnewline
9 & 0.452572 & 3.5347 & 0.000393 \tabularnewline
10 & 0.40809 & 3.1873 & 0.001133 \tabularnewline
11 & 0.361324 & 2.822 & 0.003217 \tabularnewline
12 & 0.312911 & 2.4439 & 0.008718 \tabularnewline
13 & 0.261674 & 2.0437 & 0.022652 \tabularnewline
14 & 0.21012 & 1.6411 & 0.052963 \tabularnewline
15 & 0.160531 & 1.2538 & 0.107351 \tabularnewline
16 & 0.110877 & 0.866 & 0.194948 \tabularnewline
17 & 0.05973 & 0.4665 & 0.321258 \tabularnewline
18 & 0.010549 & 0.0824 & 0.467304 \tabularnewline
19 & -0.034822 & -0.272 & 0.393281 \tabularnewline
20 & -0.076669 & -0.5988 & 0.275761 \tabularnewline
21 & -0.105666 & -0.8253 & 0.206215 \tabularnewline
22 & -0.123879 & -0.9675 & 0.168552 \tabularnewline
23 & -0.141431 & -1.1046 & 0.136833 \tabularnewline
24 & -0.159082 & -1.2425 & 0.10941 \tabularnewline
25 & -0.172295 & -1.3457 & 0.091695 \tabularnewline
26 & -0.18643 & -1.4561 & 0.075251 \tabularnewline
27 & -0.203707 & -1.591 & 0.05839 \tabularnewline
28 & -0.219303 & -1.7128 & 0.045913 \tabularnewline
29 & -0.231121 & -1.8051 & 0.037996 \tabularnewline
30 & -0.237196 & -1.8526 & 0.034393 \tabularnewline
31 & -0.240734 & -1.8802 & 0.03243 \tabularnewline
32 & -0.245095 & -1.9143 & 0.030141 \tabularnewline
33 & -0.244065 & -1.9062 & 0.030669 \tabularnewline
34 & -0.23539 & -1.8385 & 0.035433 \tabularnewline
35 & -0.229252 & -1.7905 & 0.039166 \tabularnewline
36 & -0.226256 & -1.7671 & 0.041106 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60565&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]0.932048[/C][C]7.2795[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.847821[/C][C]6.6217[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.770128[/C][C]6.0149[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.704714[/C][C]5.504[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.655003[/C][C]5.1157[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.609038[/C][C]4.7567[/C][C]6e-06[/C][/ROW]
[ROW][C]7[/C][C]0.56193[/C][C]4.3888[/C][C]2.3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.510188[/C][C]3.9847[/C][C]9.1e-05[/C][/ROW]
[ROW][C]9[/C][C]0.452572[/C][C]3.5347[/C][C]0.000393[/C][/ROW]
[ROW][C]10[/C][C]0.40809[/C][C]3.1873[/C][C]0.001133[/C][/ROW]
[ROW][C]11[/C][C]0.361324[/C][C]2.822[/C][C]0.003217[/C][/ROW]
[ROW][C]12[/C][C]0.312911[/C][C]2.4439[/C][C]0.008718[/C][/ROW]
[ROW][C]13[/C][C]0.261674[/C][C]2.0437[/C][C]0.022652[/C][/ROW]
[ROW][C]14[/C][C]0.21012[/C][C]1.6411[/C][C]0.052963[/C][/ROW]
[ROW][C]15[/C][C]0.160531[/C][C]1.2538[/C][C]0.107351[/C][/ROW]
[ROW][C]16[/C][C]0.110877[/C][C]0.866[/C][C]0.194948[/C][/ROW]
[ROW][C]17[/C][C]0.05973[/C][C]0.4665[/C][C]0.321258[/C][/ROW]
[ROW][C]18[/C][C]0.010549[/C][C]0.0824[/C][C]0.467304[/C][/ROW]
[ROW][C]19[/C][C]-0.034822[/C][C]-0.272[/C][C]0.393281[/C][/ROW]
[ROW][C]20[/C][C]-0.076669[/C][C]-0.5988[/C][C]0.275761[/C][/ROW]
[ROW][C]21[/C][C]-0.105666[/C][C]-0.8253[/C][C]0.206215[/C][/ROW]
[ROW][C]22[/C][C]-0.123879[/C][C]-0.9675[/C][C]0.168552[/C][/ROW]
[ROW][C]23[/C][C]-0.141431[/C][C]-1.1046[/C][C]0.136833[/C][/ROW]
[ROW][C]24[/C][C]-0.159082[/C][C]-1.2425[/C][C]0.10941[/C][/ROW]
[ROW][C]25[/C][C]-0.172295[/C][C]-1.3457[/C][C]0.091695[/C][/ROW]
[ROW][C]26[/C][C]-0.18643[/C][C]-1.4561[/C][C]0.075251[/C][/ROW]
[ROW][C]27[/C][C]-0.203707[/C][C]-1.591[/C][C]0.05839[/C][/ROW]
[ROW][C]28[/C][C]-0.219303[/C][C]-1.7128[/C][C]0.045913[/C][/ROW]
[ROW][C]29[/C][C]-0.231121[/C][C]-1.8051[/C][C]0.037996[/C][/ROW]
[ROW][C]30[/C][C]-0.237196[/C][C]-1.8526[/C][C]0.034393[/C][/ROW]
[ROW][C]31[/C][C]-0.240734[/C][C]-1.8802[/C][C]0.03243[/C][/ROW]
[ROW][C]32[/C][C]-0.245095[/C][C]-1.9143[/C][C]0.030141[/C][/ROW]
[ROW][C]33[/C][C]-0.244065[/C][C]-1.9062[/C][C]0.030669[/C][/ROW]
[ROW][C]34[/C][C]-0.23539[/C][C]-1.8385[/C][C]0.035433[/C][/ROW]
[ROW][C]35[/C][C]-0.229252[/C][C]-1.7905[/C][C]0.039166[/C][/ROW]
[ROW][C]36[/C][C]-0.226256[/C][C]-1.7671[/C][C]0.041106[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60565&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60565&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	0.932048	7.2795	0
2	0.847821	6.6217	0
3	0.770128	6.0149	0
4	0.704714	5.504	0
5	0.655003	5.1157	2e-06
6	0.609038	4.7567	6e-06
7	0.56193	4.3888	2.3e-05
8	0.510188	3.9847	9.1e-05
9	0.452572	3.5347	0.000393
10	0.40809	3.1873	0.001133
11	0.361324	2.822	0.003217
12	0.312911	2.4439	0.008718
13	0.261674	2.0437	0.022652
14	0.21012	1.6411	0.052963
15	0.160531	1.2538	0.107351
16	0.110877	0.866	0.194948
17	0.05973	0.4665	0.321258
18	0.010549	0.0824	0.467304
19	-0.034822	-0.272	0.393281
20	-0.076669	-0.5988	0.275761
21	-0.105666	-0.8253	0.206215
22	-0.123879	-0.9675	0.168552
23	-0.141431	-1.1046	0.136833
24	-0.159082	-1.2425	0.10941
25	-0.172295	-1.3457	0.091695
26	-0.18643	-1.4561	0.075251
27	-0.203707	-1.591	0.05839
28	-0.219303	-1.7128	0.045913
29	-0.231121	-1.8051	0.037996
30	-0.237196	-1.8526	0.034393
31	-0.240734	-1.8802	0.03243
32	-0.245095	-1.9143	0.030141
33	-0.244065	-1.9062	0.030669
34	-0.23539	-1.8385	0.035433
35	-0.229252	-1.7905	0.039166
36	-0.226256	-1.7671	0.041106

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.932048	7.2795	0
2	-0.159141	-1.2429	0.109325
3	0.019462	0.152	0.439842
4	0.038391	0.2998	0.382658
5	0.065767	0.5137	0.304673
6	-0.020727	-0.1619	0.435968
7	-0.027482	-0.2146	0.415382
8	-0.049267	-0.3848	0.350866
9	-0.060991	-0.4764	0.317761
10	0.074551	0.5823	0.281268
11	-0.08311	-0.6491	0.259351
12	-0.040759	-0.3183	0.375658
13	-0.05512	-0.4305	0.334174
14	-0.023862	-0.1864	0.426386
15	-0.03335	-0.2605	0.39769
16	-0.050301	-0.3929	0.347894
17	-0.06158	-0.481	0.316135
18	-0.035489	-0.2772	0.391291
19	-0.006419	-0.0501	0.480088
20	-0.035669	-0.2786	0.390752
21	0.053054	0.4144	0.34003
22	0.025578	0.1998	0.421164
23	-0.026655	-0.2082	0.41789
24	-0.008105	-0.0633	0.474867
25	0.0291	0.2273	0.410485
26	-0.03494	-0.2729	0.39293
27	-0.046791	-0.3654	0.358021
28	-0.006387	-0.0499	0.480189
29	-0.011897	-0.0929	0.463136
30	0.018127	0.1416	0.443939
31	-0.014381	-0.1123	0.455471
32	-0.038677	-0.3021	0.38181
33	0.022977	0.1795	0.429087
34	0.045181	0.3529	0.362699
35	-0.05135	-0.4011	0.344891
36	-0.038578	-0.3013	0.382104

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.932048 & 7.2795 & 0 \tabularnewline
2 & -0.159141 & -1.2429 & 0.109325 \tabularnewline
3 & 0.019462 & 0.152 & 0.439842 \tabularnewline
4 & 0.038391 & 0.2998 & 0.382658 \tabularnewline
5 & 0.065767 & 0.5137 & 0.304673 \tabularnewline
6 & -0.020727 & -0.1619 & 0.435968 \tabularnewline
7 & -0.027482 & -0.2146 & 0.415382 \tabularnewline
8 & -0.049267 & -0.3848 & 0.350866 \tabularnewline
9 & -0.060991 & -0.4764 & 0.317761 \tabularnewline
10 & 0.074551 & 0.5823 & 0.281268 \tabularnewline
11 & -0.08311 & -0.6491 & 0.259351 \tabularnewline
12 & -0.040759 & -0.3183 & 0.375658 \tabularnewline
13 & -0.05512 & -0.4305 & 0.334174 \tabularnewline
14 & -0.023862 & -0.1864 & 0.426386 \tabularnewline
15 & -0.03335 & -0.2605 & 0.39769 \tabularnewline
16 & -0.050301 & -0.3929 & 0.347894 \tabularnewline
17 & -0.06158 & -0.481 & 0.316135 \tabularnewline
18 & -0.035489 & -0.2772 & 0.391291 \tabularnewline
19 & -0.006419 & -0.0501 & 0.480088 \tabularnewline
20 & -0.035669 & -0.2786 & 0.390752 \tabularnewline
21 & 0.053054 & 0.4144 & 0.34003 \tabularnewline
22 & 0.025578 & 0.1998 & 0.421164 \tabularnewline
23 & -0.026655 & -0.2082 & 0.41789 \tabularnewline
24 & -0.008105 & -0.0633 & 0.474867 \tabularnewline
25 & 0.0291 & 0.2273 & 0.410485 \tabularnewline
26 & -0.03494 & -0.2729 & 0.39293 \tabularnewline
27 & -0.046791 & -0.3654 & 0.358021 \tabularnewline
28 & -0.006387 & -0.0499 & 0.480189 \tabularnewline
29 & -0.011897 & -0.0929 & 0.463136 \tabularnewline
30 & 0.018127 & 0.1416 & 0.443939 \tabularnewline
31 & -0.014381 & -0.1123 & 0.455471 \tabularnewline
32 & -0.038677 & -0.3021 & 0.38181 \tabularnewline
33 & 0.022977 & 0.1795 & 0.429087 \tabularnewline
34 & 0.045181 & 0.3529 & 0.362699 \tabularnewline
35 & -0.05135 & -0.4011 & 0.344891 \tabularnewline
36 & -0.038578 & -0.3013 & 0.382104 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60565&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]0.932048[/C][C]7.2795[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.159141[/C][C]-1.2429[/C][C]0.109325[/C][/ROW]
[ROW][C]3[/C][C]0.019462[/C][C]0.152[/C][C]0.439842[/C][/ROW]
[ROW][C]4[/C][C]0.038391[/C][C]0.2998[/C][C]0.382658[/C][/ROW]
[ROW][C]5[/C][C]0.065767[/C][C]0.5137[/C][C]0.304673[/C][/ROW]
[ROW][C]6[/C][C]-0.020727[/C][C]-0.1619[/C][C]0.435968[/C][/ROW]
[ROW][C]7[/C][C]-0.027482[/C][C]-0.2146[/C][C]0.415382[/C][/ROW]
[ROW][C]8[/C][C]-0.049267[/C][C]-0.3848[/C][C]0.350866[/C][/ROW]
[ROW][C]9[/C][C]-0.060991[/C][C]-0.4764[/C][C]0.317761[/C][/ROW]
[ROW][C]10[/C][C]0.074551[/C][C]0.5823[/C][C]0.281268[/C][/ROW]
[ROW][C]11[/C][C]-0.08311[/C][C]-0.6491[/C][C]0.259351[/C][/ROW]
[ROW][C]12[/C][C]-0.040759[/C][C]-0.3183[/C][C]0.375658[/C][/ROW]
[ROW][C]13[/C][C]-0.05512[/C][C]-0.4305[/C][C]0.334174[/C][/ROW]
[ROW][C]14[/C][C]-0.023862[/C][C]-0.1864[/C][C]0.426386[/C][/ROW]
[ROW][C]15[/C][C]-0.03335[/C][C]-0.2605[/C][C]0.39769[/C][/ROW]
[ROW][C]16[/C][C]-0.050301[/C][C]-0.3929[/C][C]0.347894[/C][/ROW]
[ROW][C]17[/C][C]-0.06158[/C][C]-0.481[/C][C]0.316135[/C][/ROW]
[ROW][C]18[/C][C]-0.035489[/C][C]-0.2772[/C][C]0.391291[/C][/ROW]
[ROW][C]19[/C][C]-0.006419[/C][C]-0.0501[/C][C]0.480088[/C][/ROW]
[ROW][C]20[/C][C]-0.035669[/C][C]-0.2786[/C][C]0.390752[/C][/ROW]
[ROW][C]21[/C][C]0.053054[/C][C]0.4144[/C][C]0.34003[/C][/ROW]
[ROW][C]22[/C][C]0.025578[/C][C]0.1998[/C][C]0.421164[/C][/ROW]
[ROW][C]23[/C][C]-0.026655[/C][C]-0.2082[/C][C]0.41789[/C][/ROW]
[ROW][C]24[/C][C]-0.008105[/C][C]-0.0633[/C][C]0.474867[/C][/ROW]
[ROW][C]25[/C][C]0.0291[/C][C]0.2273[/C][C]0.410485[/C][/ROW]
[ROW][C]26[/C][C]-0.03494[/C][C]-0.2729[/C][C]0.39293[/C][/ROW]
[ROW][C]27[/C][C]-0.046791[/C][C]-0.3654[/C][C]0.358021[/C][/ROW]
[ROW][C]28[/C][C]-0.006387[/C][C]-0.0499[/C][C]0.480189[/C][/ROW]
[ROW][C]29[/C][C]-0.011897[/C][C]-0.0929[/C][C]0.463136[/C][/ROW]
[ROW][C]30[/C][C]0.018127[/C][C]0.1416[/C][C]0.443939[/C][/ROW]
[ROW][C]31[/C][C]-0.014381[/C][C]-0.1123[/C][C]0.455471[/C][/ROW]
[ROW][C]32[/C][C]-0.038677[/C][C]-0.3021[/C][C]0.38181[/C][/ROW]
[ROW][C]33[/C][C]0.022977[/C][C]0.1795[/C][C]0.429087[/C][/ROW]
[ROW][C]34[/C][C]0.045181[/C][C]0.3529[/C][C]0.362699[/C][/ROW]
[ROW][C]35[/C][C]-0.05135[/C][C]-0.4011[/C][C]0.344891[/C][/ROW]
[ROW][C]36[/C][C]-0.038578[/C][C]-0.3013[/C][C]0.382104[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60565&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60565&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	0.932048	7.2795	0
2	-0.159141	-1.2429	0.109325
3	0.019462	0.152	0.439842
4	0.038391	0.2998	0.382658
5	0.065767	0.5137	0.304673
6	-0.020727	-0.1619	0.435968
7	-0.027482	-0.2146	0.415382
8	-0.049267	-0.3848	0.350866
9	-0.060991	-0.4764	0.317761
10	0.074551	0.5823	0.281268
11	-0.08311	-0.6491	0.259351
12	-0.040759	-0.3183	0.375658
13	-0.05512	-0.4305	0.334174
14	-0.023862	-0.1864	0.426386
15	-0.03335	-0.2605	0.39769
16	-0.050301	-0.3929	0.347894
17	-0.06158	-0.481	0.316135
18	-0.035489	-0.2772	0.391291
19	-0.006419	-0.0501	0.480088
20	-0.035669	-0.2786	0.390752
21	0.053054	0.4144	0.34003
22	0.025578	0.1998	0.421164
23	-0.026655	-0.2082	0.41789
24	-0.008105	-0.0633	0.474867
25	0.0291	0.2273	0.410485
26	-0.03494	-0.2729	0.39293
27	-0.046791	-0.3654	0.358021
28	-0.006387	-0.0499	0.480189
29	-0.011897	-0.0929	0.463136
30	0.018127	0.1416	0.443939
31	-0.014381	-0.1123	0.455471
32	-0.038677	-0.3021	0.38181
33	0.022977	0.1795	0.429087
34	0.045181	0.3529	0.362699
35	-0.05135	-0.4011	0.344891
36	-0.038578	-0.3013	0.382104

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