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

Fri, 27 Nov 2009 05:09:39 -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/t1259323866cndq9scahvxlerb.htm/, Retrieved Sun, 28 Apr 2024 22:33:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60611, Retrieved Sun, 28 Apr 2024 22:33:19 +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

130

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] [WS 8 autocorrelatie] [2009-11-27 12:09:39] [51d49d3536f6a59f2486a67bf50b2759] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=60611&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=60611&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60611&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	0.660765	5.1183	2e-06
2	0.399146	3.0918	0.001508
3	0.230067	1.7821	0.039897
4	0.096993	0.7513	0.227704
5	-0.014705	-0.1139	0.454846
6	-0.103298	-0.8001	0.213392
7	-0.135363	-1.0485	0.149302
8	-0.082128	-0.6362	0.263544
9	-0.01631	-0.1263	0.449943
10	0.020613	0.1597	0.436839
11	0.168199	1.3029	0.098799
12	0.36138	2.7992	0.00344
13	0.300196	2.3253	0.011728
14	0.278708	2.1589	0.017435
15	0.18849	1.46	0.074748
16	0.031865	0.2468	0.402943
17	-0.071721	-0.5555	0.290294
18	-0.212791	-1.6483	0.052262
19	-0.285556	-2.2119	0.015396
20	-0.240032	-1.8593	0.033947
21	-0.174292	-1.3501	0.091033
22	-0.194918	-1.5098	0.068168
23	-0.099782	-0.7729	0.221305
24	0.029838	0.2311	0.409001
25	0.04719	0.3655	0.358001
26	0.052676	0.408	0.342353
27	0.049254	0.3815	0.352082
28	0.008038	0.0623	0.47528
29	-0.00457	-0.0354	0.485939
30	-0.108746	-0.8423	0.20147
31	-0.157894	-1.223	0.113048
32	-0.207093	-1.6041	0.056968
33	-0.223861	-1.734	0.044025
34	-0.27176	-2.105	0.019742
35	-0.204482	-1.5839	0.059236
36	-0.116669	-0.9037	0.18488

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.660765 & 5.1183 & 2e-06 \tabularnewline
2 & 0.399146 & 3.0918 & 0.001508 \tabularnewline
3 & 0.230067 & 1.7821 & 0.039897 \tabularnewline
4 & 0.096993 & 0.7513 & 0.227704 \tabularnewline
5 & -0.014705 & -0.1139 & 0.454846 \tabularnewline
6 & -0.103298 & -0.8001 & 0.213392 \tabularnewline
7 & -0.135363 & -1.0485 & 0.149302 \tabularnewline
8 & -0.082128 & -0.6362 & 0.263544 \tabularnewline
9 & -0.01631 & -0.1263 & 0.449943 \tabularnewline
10 & 0.020613 & 0.1597 & 0.436839 \tabularnewline
11 & 0.168199 & 1.3029 & 0.098799 \tabularnewline
12 & 0.36138 & 2.7992 & 0.00344 \tabularnewline
13 & 0.300196 & 2.3253 & 0.011728 \tabularnewline
14 & 0.278708 & 2.1589 & 0.017435 \tabularnewline
15 & 0.18849 & 1.46 & 0.074748 \tabularnewline
16 & 0.031865 & 0.2468 & 0.402943 \tabularnewline
17 & -0.071721 & -0.5555 & 0.290294 \tabularnewline
18 & -0.212791 & -1.6483 & 0.052262 \tabularnewline
19 & -0.285556 & -2.2119 & 0.015396 \tabularnewline
20 & -0.240032 & -1.8593 & 0.033947 \tabularnewline
21 & -0.174292 & -1.3501 & 0.091033 \tabularnewline
22 & -0.194918 & -1.5098 & 0.068168 \tabularnewline
23 & -0.099782 & -0.7729 & 0.221305 \tabularnewline
24 & 0.029838 & 0.2311 & 0.409001 \tabularnewline
25 & 0.04719 & 0.3655 & 0.358001 \tabularnewline
26 & 0.052676 & 0.408 & 0.342353 \tabularnewline
27 & 0.049254 & 0.3815 & 0.352082 \tabularnewline
28 & 0.008038 & 0.0623 & 0.47528 \tabularnewline
29 & -0.00457 & -0.0354 & 0.485939 \tabularnewline
30 & -0.108746 & -0.8423 & 0.20147 \tabularnewline
31 & -0.157894 & -1.223 & 0.113048 \tabularnewline
32 & -0.207093 & -1.6041 & 0.056968 \tabularnewline
33 & -0.223861 & -1.734 & 0.044025 \tabularnewline
34 & -0.27176 & -2.105 & 0.019742 \tabularnewline
35 & -0.204482 & -1.5839 & 0.059236 \tabularnewline
36 & -0.116669 & -0.9037 & 0.18488 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60611&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]0.660765[/C][C]5.1183[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.399146[/C][C]3.0918[/C][C]0.001508[/C][/ROW]
[ROW][C]3[/C][C]0.230067[/C][C]1.7821[/C][C]0.039897[/C][/ROW]
[ROW][C]4[/C][C]0.096993[/C][C]0.7513[/C][C]0.227704[/C][/ROW]
[ROW][C]5[/C][C]-0.014705[/C][C]-0.1139[/C][C]0.454846[/C][/ROW]
[ROW][C]6[/C][C]-0.103298[/C][C]-0.8001[/C][C]0.213392[/C][/ROW]
[ROW][C]7[/C][C]-0.135363[/C][C]-1.0485[/C][C]0.149302[/C][/ROW]
[ROW][C]8[/C][C]-0.082128[/C][C]-0.6362[/C][C]0.263544[/C][/ROW]
[ROW][C]9[/C][C]-0.01631[/C][C]-0.1263[/C][C]0.449943[/C][/ROW]
[ROW][C]10[/C][C]0.020613[/C][C]0.1597[/C][C]0.436839[/C][/ROW]
[ROW][C]11[/C][C]0.168199[/C][C]1.3029[/C][C]0.098799[/C][/ROW]
[ROW][C]12[/C][C]0.36138[/C][C]2.7992[/C][C]0.00344[/C][/ROW]
[ROW][C]13[/C][C]0.300196[/C][C]2.3253[/C][C]0.011728[/C][/ROW]
[ROW][C]14[/C][C]0.278708[/C][C]2.1589[/C][C]0.017435[/C][/ROW]
[ROW][C]15[/C][C]0.18849[/C][C]1.46[/C][C]0.074748[/C][/ROW]
[ROW][C]16[/C][C]0.031865[/C][C]0.2468[/C][C]0.402943[/C][/ROW]
[ROW][C]17[/C][C]-0.071721[/C][C]-0.5555[/C][C]0.290294[/C][/ROW]
[ROW][C]18[/C][C]-0.212791[/C][C]-1.6483[/C][C]0.052262[/C][/ROW]
[ROW][C]19[/C][C]-0.285556[/C][C]-2.2119[/C][C]0.015396[/C][/ROW]
[ROW][C]20[/C][C]-0.240032[/C][C]-1.8593[/C][C]0.033947[/C][/ROW]
[ROW][C]21[/C][C]-0.174292[/C][C]-1.3501[/C][C]0.091033[/C][/ROW]
[ROW][C]22[/C][C]-0.194918[/C][C]-1.5098[/C][C]0.068168[/C][/ROW]
[ROW][C]23[/C][C]-0.099782[/C][C]-0.7729[/C][C]0.221305[/C][/ROW]
[ROW][C]24[/C][C]0.029838[/C][C]0.2311[/C][C]0.409001[/C][/ROW]
[ROW][C]25[/C][C]0.04719[/C][C]0.3655[/C][C]0.358001[/C][/ROW]
[ROW][C]26[/C][C]0.052676[/C][C]0.408[/C][C]0.342353[/C][/ROW]
[ROW][C]27[/C][C]0.049254[/C][C]0.3815[/C][C]0.352082[/C][/ROW]
[ROW][C]28[/C][C]0.008038[/C][C]0.0623[/C][C]0.47528[/C][/ROW]
[ROW][C]29[/C][C]-0.00457[/C][C]-0.0354[/C][C]0.485939[/C][/ROW]
[ROW][C]30[/C][C]-0.108746[/C][C]-0.8423[/C][C]0.20147[/C][/ROW]
[ROW][C]31[/C][C]-0.157894[/C][C]-1.223[/C][C]0.113048[/C][/ROW]
[ROW][C]32[/C][C]-0.207093[/C][C]-1.6041[/C][C]0.056968[/C][/ROW]
[ROW][C]33[/C][C]-0.223861[/C][C]-1.734[/C][C]0.044025[/C][/ROW]
[ROW][C]34[/C][C]-0.27176[/C][C]-2.105[/C][C]0.019742[/C][/ROW]
[ROW][C]35[/C][C]-0.204482[/C][C]-1.5839[/C][C]0.059236[/C][/ROW]
[ROW][C]36[/C][C]-0.116669[/C][C]-0.9037[/C][C]0.18488[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60611&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60611&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	0.660765	5.1183	2e-06
2	0.399146	3.0918	0.001508
3	0.230067	1.7821	0.039897
4	0.096993	0.7513	0.227704
5	-0.014705	-0.1139	0.454846
6	-0.103298	-0.8001	0.213392
7	-0.135363	-1.0485	0.149302
8	-0.082128	-0.6362	0.263544
9	-0.01631	-0.1263	0.449943
10	0.020613	0.1597	0.436839
11	0.168199	1.3029	0.098799
12	0.36138	2.7992	0.00344
13	0.300196	2.3253	0.011728
14	0.278708	2.1589	0.017435
15	0.18849	1.46	0.074748
16	0.031865	0.2468	0.402943
17	-0.071721	-0.5555	0.290294
18	-0.212791	-1.6483	0.052262
19	-0.285556	-2.2119	0.015396
20	-0.240032	-1.8593	0.033947
21	-0.174292	-1.3501	0.091033
22	-0.194918	-1.5098	0.068168
23	-0.099782	-0.7729	0.221305
24	0.029838	0.2311	0.409001
25	0.04719	0.3655	0.358001
26	0.052676	0.408	0.342353
27	0.049254	0.3815	0.352082
28	0.008038	0.0623	0.47528
29	-0.00457	-0.0354	0.485939
30	-0.108746	-0.8423	0.20147
31	-0.157894	-1.223	0.113048
32	-0.207093	-1.6041	0.056968
33	-0.223861	-1.734	0.044025
34	-0.27176	-2.105	0.019742
35	-0.204482	-1.5839	0.059236
36	-0.116669	-0.9037	0.18488

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.660765	5.1183	2e-06
2	-0.066499	-0.5151	0.304189
3	-0.012967	-0.1004	0.460164
4	-0.05969	-0.4624	0.322748
5	-0.073488	-0.5692	0.285661
6	-0.074182	-0.5746	0.283852
7	-0.012081	-0.0936	0.462878
8	0.083947	0.6503	0.259006
9	0.045549	0.3528	0.36273
10	0.002011	0.0156	0.493812
11	0.231066	1.7898	0.039264
12	0.255175	1.9766	0.026346
13	-0.202533	-1.5688	0.060975
14	0.120447	0.933	0.177285
15	-0.087876	-0.6807	0.249344
16	-0.175766	-1.3615	0.089226
17	-0.006461	-0.05	0.480126
18	-0.148123	-1.1474	0.127894
19	-0.033996	-0.2633	0.3966
20	0.055965	0.4335	0.333102
21	0.025947	0.201	0.420696
22	-0.136859	-1.0601	0.146672
23	0.036397	0.2819	0.389485
24	0.022027	0.1706	0.432547
25	-0.09281	-0.7189	0.237495
26	-0.111308	-0.8622	0.196009
27	0.091421	0.7081	0.240798
28	-0.029228	-0.2264	0.410831
29	0.005204	0.0403	0.48399
30	0.033429	0.2589	0.398284
31	0.063426	0.4913	0.312505
32	-0.193123	-1.4959	0.069958
33	0.000469	0.0036	0.498557
34	-0.055508	-0.43	0.334382
35	-0.061034	-0.4728	0.319049
36	0.006871	0.0532	0.478866

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.660765 & 5.1183 & 2e-06 \tabularnewline
2 & -0.066499 & -0.5151 & 0.304189 \tabularnewline
3 & -0.012967 & -0.1004 & 0.460164 \tabularnewline
4 & -0.05969 & -0.4624 & 0.322748 \tabularnewline
5 & -0.073488 & -0.5692 & 0.285661 \tabularnewline
6 & -0.074182 & -0.5746 & 0.283852 \tabularnewline
7 & -0.012081 & -0.0936 & 0.462878 \tabularnewline
8 & 0.083947 & 0.6503 & 0.259006 \tabularnewline
9 & 0.045549 & 0.3528 & 0.36273 \tabularnewline
10 & 0.002011 & 0.0156 & 0.493812 \tabularnewline
11 & 0.231066 & 1.7898 & 0.039264 \tabularnewline
12 & 0.255175 & 1.9766 & 0.026346 \tabularnewline
13 & -0.202533 & -1.5688 & 0.060975 \tabularnewline
14 & 0.120447 & 0.933 & 0.177285 \tabularnewline
15 & -0.087876 & -0.6807 & 0.249344 \tabularnewline
16 & -0.175766 & -1.3615 & 0.089226 \tabularnewline
17 & -0.006461 & -0.05 & 0.480126 \tabularnewline
18 & -0.148123 & -1.1474 & 0.127894 \tabularnewline
19 & -0.033996 & -0.2633 & 0.3966 \tabularnewline
20 & 0.055965 & 0.4335 & 0.333102 \tabularnewline
21 & 0.025947 & 0.201 & 0.420696 \tabularnewline
22 & -0.136859 & -1.0601 & 0.146672 \tabularnewline
23 & 0.036397 & 0.2819 & 0.389485 \tabularnewline
24 & 0.022027 & 0.1706 & 0.432547 \tabularnewline
25 & -0.09281 & -0.7189 & 0.237495 \tabularnewline
26 & -0.111308 & -0.8622 & 0.196009 \tabularnewline
27 & 0.091421 & 0.7081 & 0.240798 \tabularnewline
28 & -0.029228 & -0.2264 & 0.410831 \tabularnewline
29 & 0.005204 & 0.0403 & 0.48399 \tabularnewline
30 & 0.033429 & 0.2589 & 0.398284 \tabularnewline
31 & 0.063426 & 0.4913 & 0.312505 \tabularnewline
32 & -0.193123 & -1.4959 & 0.069958 \tabularnewline
33 & 0.000469 & 0.0036 & 0.498557 \tabularnewline
34 & -0.055508 & -0.43 & 0.334382 \tabularnewline
35 & -0.061034 & -0.4728 & 0.319049 \tabularnewline
36 & 0.006871 & 0.0532 & 0.478866 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60611&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]0.660765[/C][C]5.1183[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.066499[/C][C]-0.5151[/C][C]0.304189[/C][/ROW]
[ROW][C]3[/C][C]-0.012967[/C][C]-0.1004[/C][C]0.460164[/C][/ROW]
[ROW][C]4[/C][C]-0.05969[/C][C]-0.4624[/C][C]0.322748[/C][/ROW]
[ROW][C]5[/C][C]-0.073488[/C][C]-0.5692[/C][C]0.285661[/C][/ROW]
[ROW][C]6[/C][C]-0.074182[/C][C]-0.5746[/C][C]0.283852[/C][/ROW]
[ROW][C]7[/C][C]-0.012081[/C][C]-0.0936[/C][C]0.462878[/C][/ROW]
[ROW][C]8[/C][C]0.083947[/C][C]0.6503[/C][C]0.259006[/C][/ROW]
[ROW][C]9[/C][C]0.045549[/C][C]0.3528[/C][C]0.36273[/C][/ROW]
[ROW][C]10[/C][C]0.002011[/C][C]0.0156[/C][C]0.493812[/C][/ROW]
[ROW][C]11[/C][C]0.231066[/C][C]1.7898[/C][C]0.039264[/C][/ROW]
[ROW][C]12[/C][C]0.255175[/C][C]1.9766[/C][C]0.026346[/C][/ROW]
[ROW][C]13[/C][C]-0.202533[/C][C]-1.5688[/C][C]0.060975[/C][/ROW]
[ROW][C]14[/C][C]0.120447[/C][C]0.933[/C][C]0.177285[/C][/ROW]
[ROW][C]15[/C][C]-0.087876[/C][C]-0.6807[/C][C]0.249344[/C][/ROW]
[ROW][C]16[/C][C]-0.175766[/C][C]-1.3615[/C][C]0.089226[/C][/ROW]
[ROW][C]17[/C][C]-0.006461[/C][C]-0.05[/C][C]0.480126[/C][/ROW]
[ROW][C]18[/C][C]-0.148123[/C][C]-1.1474[/C][C]0.127894[/C][/ROW]
[ROW][C]19[/C][C]-0.033996[/C][C]-0.2633[/C][C]0.3966[/C][/ROW]
[ROW][C]20[/C][C]0.055965[/C][C]0.4335[/C][C]0.333102[/C][/ROW]
[ROW][C]21[/C][C]0.025947[/C][C]0.201[/C][C]0.420696[/C][/ROW]
[ROW][C]22[/C][C]-0.136859[/C][C]-1.0601[/C][C]0.146672[/C][/ROW]
[ROW][C]23[/C][C]0.036397[/C][C]0.2819[/C][C]0.389485[/C][/ROW]
[ROW][C]24[/C][C]0.022027[/C][C]0.1706[/C][C]0.432547[/C][/ROW]
[ROW][C]25[/C][C]-0.09281[/C][C]-0.7189[/C][C]0.237495[/C][/ROW]
[ROW][C]26[/C][C]-0.111308[/C][C]-0.8622[/C][C]0.196009[/C][/ROW]
[ROW][C]27[/C][C]0.091421[/C][C]0.7081[/C][C]0.240798[/C][/ROW]
[ROW][C]28[/C][C]-0.029228[/C][C]-0.2264[/C][C]0.410831[/C][/ROW]
[ROW][C]29[/C][C]0.005204[/C][C]0.0403[/C][C]0.48399[/C][/ROW]
[ROW][C]30[/C][C]0.033429[/C][C]0.2589[/C][C]0.398284[/C][/ROW]
[ROW][C]31[/C][C]0.063426[/C][C]0.4913[/C][C]0.312505[/C][/ROW]
[ROW][C]32[/C][C]-0.193123[/C][C]-1.4959[/C][C]0.069958[/C][/ROW]
[ROW][C]33[/C][C]0.000469[/C][C]0.0036[/C][C]0.498557[/C][/ROW]
[ROW][C]34[/C][C]-0.055508[/C][C]-0.43[/C][C]0.334382[/C][/ROW]
[ROW][C]35[/C][C]-0.061034[/C][C]-0.4728[/C][C]0.319049[/C][/ROW]
[ROW][C]36[/C][C]0.006871[/C][C]0.0532[/C][C]0.478866[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60611&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60611&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	0.660765	5.1183	2e-06
2	-0.066499	-0.5151	0.304189
3	-0.012967	-0.1004	0.460164
4	-0.05969	-0.4624	0.322748
5	-0.073488	-0.5692	0.285661
6	-0.074182	-0.5746	0.283852
7	-0.012081	-0.0936	0.462878
8	0.083947	0.6503	0.259006
9	0.045549	0.3528	0.36273
10	0.002011	0.0156	0.493812
11	0.231066	1.7898	0.039264
12	0.255175	1.9766	0.026346
13	-0.202533	-1.5688	0.060975
14	0.120447	0.933	0.177285
15	-0.087876	-0.6807	0.249344
16	-0.175766	-1.3615	0.089226
17	-0.006461	-0.05	0.480126
18	-0.148123	-1.1474	0.127894
19	-0.033996	-0.2633	0.3966
20	0.055965	0.4335	0.333102
21	0.025947	0.201	0.420696
22	-0.136859	-1.0601	0.146672
23	0.036397	0.2819	0.389485
24	0.022027	0.1706	0.432547
25	-0.09281	-0.7189	0.237495
26	-0.111308	-0.8622	0.196009
27	0.091421	0.7081	0.240798
28	-0.029228	-0.2264	0.410831
29	0.005204	0.0403	0.48399
30	0.033429	0.2589	0.398284
31	0.063426	0.4913	0.312505
32	-0.193123	-1.4959	0.069958
33	0.000469	0.0036	0.498557
34	-0.055508	-0.43	0.334382
35	-0.061034	-0.4728	0.319049
36	0.006871	0.0532	0.478866

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