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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 04:09:32 -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/t12593202756vzosnifkno48vc.htm/, Retrieved Mon, 29 Apr 2024 00:40:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60571, Retrieved Mon, 29 Apr 2024 00:40:01 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

148

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]
-   PD        [(Partial) Autocorrelation Function] [acf3] [2009-11-26 16:09:59] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D            [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 11:09:32] [307139c5e328127f586f26d5bcc435d8] [Current]
-    D              [(Partial) Autocorrelation Function] [acf] [2009-12-12 10:16:23] [34b80aeb109c116fd63bf2eb7493a276] 
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-14 08:57:26] [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=60571&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=60571&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60571&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	0.526385	3.6469	0.000326
2	0.076123	0.5274	0.300174
3	-0.296803	-2.0563	0.022606
4	-0.449209	-3.1122	0.001563
5	-0.206515	-1.4308	0.079486
6	-0.044602	-0.309	0.379325
7	0.136454	0.9454	0.1746
8	0.34048	2.3589	0.011223
9	0.284552	1.9714	0.027227
10	0.029543	0.2047	0.419343
11	-0.220489	-1.5276	0.066589
12	-0.433767	-3.0052	0.002105
13	-0.337704	-2.3397	0.011754
14	-0.144398	-1.0004	0.161063
15	-0.052163	-0.3614	0.359695
16	0.110133	0.763	0.224592
17	0.129243	0.8954	0.187515
18	0.155245	1.0756	0.143748
19	0.103911	0.7199	0.237533
20	-0.029735	-0.206	0.418828
21	-0.12165	-0.8428	0.201756
22	-0.151161	-1.0473	0.150109
23	-0.099509	-0.6894	0.24694
24	-0.019142	-0.1326	0.447523
25	0.084195	0.5833	0.281205
26	0.103688	0.7184	0.238005
27	0.129307	0.8959	0.187398
28	0.04658	0.3227	0.374156
29	-0.064095	-0.4441	0.329496
30	-0.124617	-0.8634	0.196113
31	-0.149151	-1.0334	0.153309
32	-0.033563	-0.2325	0.408557
33	0.036849	0.2553	0.399792
34	0.115301	0.7988	0.214162
35	0.078899	0.5466	0.293584
36	0.014165	0.0981	0.461115

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.526385 & 3.6469 & 0.000326 \tabularnewline
2 & 0.076123 & 0.5274 & 0.300174 \tabularnewline
3 & -0.296803 & -2.0563 & 0.022606 \tabularnewline
4 & -0.449209 & -3.1122 & 0.001563 \tabularnewline
5 & -0.206515 & -1.4308 & 0.079486 \tabularnewline
6 & -0.044602 & -0.309 & 0.379325 \tabularnewline
7 & 0.136454 & 0.9454 & 0.1746 \tabularnewline
8 & 0.34048 & 2.3589 & 0.011223 \tabularnewline
9 & 0.284552 & 1.9714 & 0.027227 \tabularnewline
10 & 0.029543 & 0.2047 & 0.419343 \tabularnewline
11 & -0.220489 & -1.5276 & 0.066589 \tabularnewline
12 & -0.433767 & -3.0052 & 0.002105 \tabularnewline
13 & -0.337704 & -2.3397 & 0.011754 \tabularnewline
14 & -0.144398 & -1.0004 & 0.161063 \tabularnewline
15 & -0.052163 & -0.3614 & 0.359695 \tabularnewline
16 & 0.110133 & 0.763 & 0.224592 \tabularnewline
17 & 0.129243 & 0.8954 & 0.187515 \tabularnewline
18 & 0.155245 & 1.0756 & 0.143748 \tabularnewline
19 & 0.103911 & 0.7199 & 0.237533 \tabularnewline
20 & -0.029735 & -0.206 & 0.418828 \tabularnewline
21 & -0.12165 & -0.8428 & 0.201756 \tabularnewline
22 & -0.151161 & -1.0473 & 0.150109 \tabularnewline
23 & -0.099509 & -0.6894 & 0.24694 \tabularnewline
24 & -0.019142 & -0.1326 & 0.447523 \tabularnewline
25 & 0.084195 & 0.5833 & 0.281205 \tabularnewline
26 & 0.103688 & 0.7184 & 0.238005 \tabularnewline
27 & 0.129307 & 0.8959 & 0.187398 \tabularnewline
28 & 0.04658 & 0.3227 & 0.374156 \tabularnewline
29 & -0.064095 & -0.4441 & 0.329496 \tabularnewline
30 & -0.124617 & -0.8634 & 0.196113 \tabularnewline
31 & -0.149151 & -1.0334 & 0.153309 \tabularnewline
32 & -0.033563 & -0.2325 & 0.408557 \tabularnewline
33 & 0.036849 & 0.2553 & 0.399792 \tabularnewline
34 & 0.115301 & 0.7988 & 0.214162 \tabularnewline
35 & 0.078899 & 0.5466 & 0.293584 \tabularnewline
36 & 0.014165 & 0.0981 & 0.461115 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60571&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]0.526385[/C][C]3.6469[/C][C]0.000326[/C][/ROW]
[ROW][C]2[/C][C]0.076123[/C][C]0.5274[/C][C]0.300174[/C][/ROW]
[ROW][C]3[/C][C]-0.296803[/C][C]-2.0563[/C][C]0.022606[/C][/ROW]
[ROW][C]4[/C][C]-0.449209[/C][C]-3.1122[/C][C]0.001563[/C][/ROW]
[ROW][C]5[/C][C]-0.206515[/C][C]-1.4308[/C][C]0.079486[/C][/ROW]
[ROW][C]6[/C][C]-0.044602[/C][C]-0.309[/C][C]0.379325[/C][/ROW]
[ROW][C]7[/C][C]0.136454[/C][C]0.9454[/C][C]0.1746[/C][/ROW]
[ROW][C]8[/C][C]0.34048[/C][C]2.3589[/C][C]0.011223[/C][/ROW]
[ROW][C]9[/C][C]0.284552[/C][C]1.9714[/C][C]0.027227[/C][/ROW]
[ROW][C]10[/C][C]0.029543[/C][C]0.2047[/C][C]0.419343[/C][/ROW]
[ROW][C]11[/C][C]-0.220489[/C][C]-1.5276[/C][C]0.066589[/C][/ROW]
[ROW][C]12[/C][C]-0.433767[/C][C]-3.0052[/C][C]0.002105[/C][/ROW]
[ROW][C]13[/C][C]-0.337704[/C][C]-2.3397[/C][C]0.011754[/C][/ROW]
[ROW][C]14[/C][C]-0.144398[/C][C]-1.0004[/C][C]0.161063[/C][/ROW]
[ROW][C]15[/C][C]-0.052163[/C][C]-0.3614[/C][C]0.359695[/C][/ROW]
[ROW][C]16[/C][C]0.110133[/C][C]0.763[/C][C]0.224592[/C][/ROW]
[ROW][C]17[/C][C]0.129243[/C][C]0.8954[/C][C]0.187515[/C][/ROW]
[ROW][C]18[/C][C]0.155245[/C][C]1.0756[/C][C]0.143748[/C][/ROW]
[ROW][C]19[/C][C]0.103911[/C][C]0.7199[/C][C]0.237533[/C][/ROW]
[ROW][C]20[/C][C]-0.029735[/C][C]-0.206[/C][C]0.418828[/C][/ROW]
[ROW][C]21[/C][C]-0.12165[/C][C]-0.8428[/C][C]0.201756[/C][/ROW]
[ROW][C]22[/C][C]-0.151161[/C][C]-1.0473[/C][C]0.150109[/C][/ROW]
[ROW][C]23[/C][C]-0.099509[/C][C]-0.6894[/C][C]0.24694[/C][/ROW]
[ROW][C]24[/C][C]-0.019142[/C][C]-0.1326[/C][C]0.447523[/C][/ROW]
[ROW][C]25[/C][C]0.084195[/C][C]0.5833[/C][C]0.281205[/C][/ROW]
[ROW][C]26[/C][C]0.103688[/C][C]0.7184[/C][C]0.238005[/C][/ROW]
[ROW][C]27[/C][C]0.129307[/C][C]0.8959[/C][C]0.187398[/C][/ROW]
[ROW][C]28[/C][C]0.04658[/C][C]0.3227[/C][C]0.374156[/C][/ROW]
[ROW][C]29[/C][C]-0.064095[/C][C]-0.4441[/C][C]0.329496[/C][/ROW]
[ROW][C]30[/C][C]-0.124617[/C][C]-0.8634[/C][C]0.196113[/C][/ROW]
[ROW][C]31[/C][C]-0.149151[/C][C]-1.0334[/C][C]0.153309[/C][/ROW]
[ROW][C]32[/C][C]-0.033563[/C][C]-0.2325[/C][C]0.408557[/C][/ROW]
[ROW][C]33[/C][C]0.036849[/C][C]0.2553[/C][C]0.399792[/C][/ROW]
[ROW][C]34[/C][C]0.115301[/C][C]0.7988[/C][C]0.214162[/C][/ROW]
[ROW][C]35[/C][C]0.078899[/C][C]0.5466[/C][C]0.293584[/C][/ROW]
[ROW][C]36[/C][C]0.014165[/C][C]0.0981[/C][C]0.461115[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60571&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60571&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	0.526385	3.6469	0.000326
2	0.076123	0.5274	0.300174
3	-0.296803	-2.0563	0.022606
4	-0.449209	-3.1122	0.001563
5	-0.206515	-1.4308	0.079486
6	-0.044602	-0.309	0.379325
7	0.136454	0.9454	0.1746
8	0.34048	2.3589	0.011223
9	0.284552	1.9714	0.027227
10	0.029543	0.2047	0.419343
11	-0.220489	-1.5276	0.066589
12	-0.433767	-3.0052	0.002105
13	-0.337704	-2.3397	0.011754
14	-0.144398	-1.0004	0.161063
15	-0.052163	-0.3614	0.359695
16	0.110133	0.763	0.224592
17	0.129243	0.8954	0.187515
18	0.155245	1.0756	0.143748
19	0.103911	0.7199	0.237533
20	-0.029735	-0.206	0.418828
21	-0.12165	-0.8428	0.201756
22	-0.151161	-1.0473	0.150109
23	-0.099509	-0.6894	0.24694
24	-0.019142	-0.1326	0.447523
25	0.084195	0.5833	0.281205
26	0.103688	0.7184	0.238005
27	0.129307	0.8959	0.187398
28	0.04658	0.3227	0.374156
29	-0.064095	-0.4441	0.329496
30	-0.124617	-0.8634	0.196113
31	-0.149151	-1.0334	0.153309
32	-0.033563	-0.2325	0.408557
33	0.036849	0.2553	0.399792
34	0.115301	0.7988	0.214162
35	0.078899	0.5466	0.293584
36	0.014165	0.0981	0.461115

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.526385	3.6469	0.000326
2	-0.277981	-1.9259	0.030025
3	-0.302354	-2.0948	0.020747
4	-0.180935	-1.2536	0.108038
5	0.200175	1.3869	0.085947
6	-0.151333	-1.0485	0.149837
7	0.040391	0.2798	0.390403
8	0.296025	2.0509	0.022877
9	0.005751	0.0398	0.484191
10	-0.302913	-2.0986	0.020567
11	-0.001344	-0.0093	0.496305
12	-0.093786	-0.6498	0.259469
13	-0.115602	-0.8009	0.213565
14	-0.133353	-0.9239	0.180081
15	-0.164964	-1.1429	0.129374
16	-0.008002	-0.0554	0.478008
17	-0.057281	-0.3969	0.346617
18	0.097196	0.6734	0.251963
19	0.024027	0.1665	0.434245
20	0.096029	0.6653	0.25452
21	-0.043571	-0.3019	0.382029
22	-0.07526	-0.5214	0.302236
23	-0.01839	-0.1274	0.449574
24	-0.081263	-0.563	0.288025
25	-0.058777	-0.4072	0.342828
26	-0.124988	-0.8659	0.195415
27	-0.029122	-0.2018	0.420478
28	-0.10414	-0.7215	0.237051
29	-0.062798	-0.4351	0.332729
30	-0.001705	-0.0118	0.495312
31	0.023281	0.1613	0.436269
32	0.07113	0.4928	0.312198
33	-0.040925	-0.2835	0.388992
34	0.057633	0.3993	0.345725
35	-0.096339	-0.6675	0.253839
36	-0.075619	-0.5239	0.301378

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.526385 & 3.6469 & 0.000326 \tabularnewline
2 & -0.277981 & -1.9259 & 0.030025 \tabularnewline
3 & -0.302354 & -2.0948 & 0.020747 \tabularnewline
4 & -0.180935 & -1.2536 & 0.108038 \tabularnewline
5 & 0.200175 & 1.3869 & 0.085947 \tabularnewline
6 & -0.151333 & -1.0485 & 0.149837 \tabularnewline
7 & 0.040391 & 0.2798 & 0.390403 \tabularnewline
8 & 0.296025 & 2.0509 & 0.022877 \tabularnewline
9 & 0.005751 & 0.0398 & 0.484191 \tabularnewline
10 & -0.302913 & -2.0986 & 0.020567 \tabularnewline
11 & -0.001344 & -0.0093 & 0.496305 \tabularnewline
12 & -0.093786 & -0.6498 & 0.259469 \tabularnewline
13 & -0.115602 & -0.8009 & 0.213565 \tabularnewline
14 & -0.133353 & -0.9239 & 0.180081 \tabularnewline
15 & -0.164964 & -1.1429 & 0.129374 \tabularnewline
16 & -0.008002 & -0.0554 & 0.478008 \tabularnewline
17 & -0.057281 & -0.3969 & 0.346617 \tabularnewline
18 & 0.097196 & 0.6734 & 0.251963 \tabularnewline
19 & 0.024027 & 0.1665 & 0.434245 \tabularnewline
20 & 0.096029 & 0.6653 & 0.25452 \tabularnewline
21 & -0.043571 & -0.3019 & 0.382029 \tabularnewline
22 & -0.07526 & -0.5214 & 0.302236 \tabularnewline
23 & -0.01839 & -0.1274 & 0.449574 \tabularnewline
24 & -0.081263 & -0.563 & 0.288025 \tabularnewline
25 & -0.058777 & -0.4072 & 0.342828 \tabularnewline
26 & -0.124988 & -0.8659 & 0.195415 \tabularnewline
27 & -0.029122 & -0.2018 & 0.420478 \tabularnewline
28 & -0.10414 & -0.7215 & 0.237051 \tabularnewline
29 & -0.062798 & -0.4351 & 0.332729 \tabularnewline
30 & -0.001705 & -0.0118 & 0.495312 \tabularnewline
31 & 0.023281 & 0.1613 & 0.436269 \tabularnewline
32 & 0.07113 & 0.4928 & 0.312198 \tabularnewline
33 & -0.040925 & -0.2835 & 0.388992 \tabularnewline
34 & 0.057633 & 0.3993 & 0.345725 \tabularnewline
35 & -0.096339 & -0.6675 & 0.253839 \tabularnewline
36 & -0.075619 & -0.5239 & 0.301378 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60571&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]0.526385[/C][C]3.6469[/C][C]0.000326[/C][/ROW]
[ROW][C]2[/C][C]-0.277981[/C][C]-1.9259[/C][C]0.030025[/C][/ROW]
[ROW][C]3[/C][C]-0.302354[/C][C]-2.0948[/C][C]0.020747[/C][/ROW]
[ROW][C]4[/C][C]-0.180935[/C][C]-1.2536[/C][C]0.108038[/C][/ROW]
[ROW][C]5[/C][C]0.200175[/C][C]1.3869[/C][C]0.085947[/C][/ROW]
[ROW][C]6[/C][C]-0.151333[/C][C]-1.0485[/C][C]0.149837[/C][/ROW]
[ROW][C]7[/C][C]0.040391[/C][C]0.2798[/C][C]0.390403[/C][/ROW]
[ROW][C]8[/C][C]0.296025[/C][C]2.0509[/C][C]0.022877[/C][/ROW]
[ROW][C]9[/C][C]0.005751[/C][C]0.0398[/C][C]0.484191[/C][/ROW]
[ROW][C]10[/C][C]-0.302913[/C][C]-2.0986[/C][C]0.020567[/C][/ROW]
[ROW][C]11[/C][C]-0.001344[/C][C]-0.0093[/C][C]0.496305[/C][/ROW]
[ROW][C]12[/C][C]-0.093786[/C][C]-0.6498[/C][C]0.259469[/C][/ROW]
[ROW][C]13[/C][C]-0.115602[/C][C]-0.8009[/C][C]0.213565[/C][/ROW]
[ROW][C]14[/C][C]-0.133353[/C][C]-0.9239[/C][C]0.180081[/C][/ROW]
[ROW][C]15[/C][C]-0.164964[/C][C]-1.1429[/C][C]0.129374[/C][/ROW]
[ROW][C]16[/C][C]-0.008002[/C][C]-0.0554[/C][C]0.478008[/C][/ROW]
[ROW][C]17[/C][C]-0.057281[/C][C]-0.3969[/C][C]0.346617[/C][/ROW]
[ROW][C]18[/C][C]0.097196[/C][C]0.6734[/C][C]0.251963[/C][/ROW]
[ROW][C]19[/C][C]0.024027[/C][C]0.1665[/C][C]0.434245[/C][/ROW]
[ROW][C]20[/C][C]0.096029[/C][C]0.6653[/C][C]0.25452[/C][/ROW]
[ROW][C]21[/C][C]-0.043571[/C][C]-0.3019[/C][C]0.382029[/C][/ROW]
[ROW][C]22[/C][C]-0.07526[/C][C]-0.5214[/C][C]0.302236[/C][/ROW]
[ROW][C]23[/C][C]-0.01839[/C][C]-0.1274[/C][C]0.449574[/C][/ROW]
[ROW][C]24[/C][C]-0.081263[/C][C]-0.563[/C][C]0.288025[/C][/ROW]
[ROW][C]25[/C][C]-0.058777[/C][C]-0.4072[/C][C]0.342828[/C][/ROW]
[ROW][C]26[/C][C]-0.124988[/C][C]-0.8659[/C][C]0.195415[/C][/ROW]
[ROW][C]27[/C][C]-0.029122[/C][C]-0.2018[/C][C]0.420478[/C][/ROW]
[ROW][C]28[/C][C]-0.10414[/C][C]-0.7215[/C][C]0.237051[/C][/ROW]
[ROW][C]29[/C][C]-0.062798[/C][C]-0.4351[/C][C]0.332729[/C][/ROW]
[ROW][C]30[/C][C]-0.001705[/C][C]-0.0118[/C][C]0.495312[/C][/ROW]
[ROW][C]31[/C][C]0.023281[/C][C]0.1613[/C][C]0.436269[/C][/ROW]
[ROW][C]32[/C][C]0.07113[/C][C]0.4928[/C][C]0.312198[/C][/ROW]
[ROW][C]33[/C][C]-0.040925[/C][C]-0.2835[/C][C]0.388992[/C][/ROW]
[ROW][C]34[/C][C]0.057633[/C][C]0.3993[/C][C]0.345725[/C][/ROW]
[ROW][C]35[/C][C]-0.096339[/C][C]-0.6675[/C][C]0.253839[/C][/ROW]
[ROW][C]36[/C][C]-0.075619[/C][C]-0.5239[/C][C]0.301378[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60571&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60571&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	0.526385	3.6469	0.000326
2	-0.277981	-1.9259	0.030025
3	-0.302354	-2.0948	0.020747
4	-0.180935	-1.2536	0.108038
5	0.200175	1.3869	0.085947
6	-0.151333	-1.0485	0.149837
7	0.040391	0.2798	0.390403
8	0.296025	2.0509	0.022877
9	0.005751	0.0398	0.484191
10	-0.302913	-2.0986	0.020567
11	-0.001344	-0.0093	0.496305
12	-0.093786	-0.6498	0.259469
13	-0.115602	-0.8009	0.213565
14	-0.133353	-0.9239	0.180081
15	-0.164964	-1.1429	0.129374
16	-0.008002	-0.0554	0.478008
17	-0.057281	-0.3969	0.346617
18	0.097196	0.6734	0.251963
19	0.024027	0.1665	0.434245
20	0.096029	0.6653	0.25452
21	-0.043571	-0.3019	0.382029
22	-0.07526	-0.5214	0.302236
23	-0.01839	-0.1274	0.449574
24	-0.081263	-0.563	0.288025
25	-0.058777	-0.4072	0.342828
26	-0.124988	-0.8659	0.195415
27	-0.029122	-0.2018	0.420478
28	-0.10414	-0.7215	0.237051
29	-0.062798	-0.4351	0.332729
30	-0.001705	-0.0118	0.495312
31	0.023281	0.1613	0.436269
32	0.07113	0.4928	0.312198
33	-0.040925	-0.2835	0.388992
34	0.057633	0.3993	0.345725
35	-0.096339	-0.6675	0.253839
36	-0.075619	-0.5239	0.301378

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