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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 05:10:42 -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/t125932390718a6tzde219qchx.htm/, Retrieved Mon, 29 Apr 2024 00:14:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60613, Retrieved Mon, 29 Apr 2024 00:14:34 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

142

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] [] [2009-11-27 12:10:42] [0545e25c765ce26b196961216dc11e13] [Current]
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-03 17:10:57] [badc6a9acdc45286bea7f74742e15a21] 

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Dataseries X:

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Histogram

Boxplots

1,4
1,2
1
1,7
2,4
2
2,1
2
1,8
2,7
2,3
1,9
2
2,3
2,8
2,4
2,3
2,7
2,7
2,9
3
2,2
2,3
2,8
2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2
2,9
3,1
3,5
3,6
4,4
4,1
5,1
5,8
5,9
5,4
5,5
4,8
3,2
2,7

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=60613&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=60613&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60613&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	0.912322	7.0668	0
2	0.791216	6.1287	0
3	0.671212	5.1992	1e-06
4	0.542356	4.2011	4.5e-05
5	0.413226	3.2008	0.001096
6	0.278263	2.1554	0.017575
7	0.158982	1.2315	0.111476
8	0.049649	0.3846	0.350955
9	-0.051669	-0.4002	0.345205
10	-0.119061	-0.9222	0.180049
11	-0.192376	-1.4901	0.070713
12	-0.27934	-2.1638	0.017237
13	-0.307735	-2.3837	0.01016
14	-0.293923	-2.2767	0.013192
15	-0.271556	-2.1035	0.019813
16	-0.261585	-2.0262	0.023597
17	-0.248428	-1.9243	0.029531
18	-0.210546	-1.6309	0.054077
19	-0.180628	-1.3991	0.083459
20	-0.160012	-1.2395	0.110002
21	-0.127722	-0.9893	0.163237
22	-0.107513	-0.8328	0.204133
23	-0.090149	-0.6983	0.243846
24	-0.055295	-0.4283	0.334978
25	-0.008054	-0.0624	0.475232
26	0.018885	0.1463	0.442095
27	0.033477	0.2593	0.398141
28	0.057877	0.4483	0.327772
29	0.079887	0.6188	0.269195
30	0.091658	0.71	0.240233
31	0.097829	0.7578	0.225774
32	0.107642	0.8338	0.203852
33	0.106653	0.8261	0.206002
34	0.09374	0.7261	0.235298
35	0.08608	0.6668	0.253737
36	0.090135	0.6982	0.243881

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912322 & 7.0668 & 0 \tabularnewline
2 & 0.791216 & 6.1287 & 0 \tabularnewline
3 & 0.671212 & 5.1992 & 1e-06 \tabularnewline
4 & 0.542356 & 4.2011 & 4.5e-05 \tabularnewline
5 & 0.413226 & 3.2008 & 0.001096 \tabularnewline
6 & 0.278263 & 2.1554 & 0.017575 \tabularnewline
7 & 0.158982 & 1.2315 & 0.111476 \tabularnewline
8 & 0.049649 & 0.3846 & 0.350955 \tabularnewline
9 & -0.051669 & -0.4002 & 0.345205 \tabularnewline
10 & -0.119061 & -0.9222 & 0.180049 \tabularnewline
11 & -0.192376 & -1.4901 & 0.070713 \tabularnewline
12 & -0.27934 & -2.1638 & 0.017237 \tabularnewline
13 & -0.307735 & -2.3837 & 0.01016 \tabularnewline
14 & -0.293923 & -2.2767 & 0.013192 \tabularnewline
15 & -0.271556 & -2.1035 & 0.019813 \tabularnewline
16 & -0.261585 & -2.0262 & 0.023597 \tabularnewline
17 & -0.248428 & -1.9243 & 0.029531 \tabularnewline
18 & -0.210546 & -1.6309 & 0.054077 \tabularnewline
19 & -0.180628 & -1.3991 & 0.083459 \tabularnewline
20 & -0.160012 & -1.2395 & 0.110002 \tabularnewline
21 & -0.127722 & -0.9893 & 0.163237 \tabularnewline
22 & -0.107513 & -0.8328 & 0.204133 \tabularnewline
23 & -0.090149 & -0.6983 & 0.243846 \tabularnewline
24 & -0.055295 & -0.4283 & 0.334978 \tabularnewline
25 & -0.008054 & -0.0624 & 0.475232 \tabularnewline
26 & 0.018885 & 0.1463 & 0.442095 \tabularnewline
27 & 0.033477 & 0.2593 & 0.398141 \tabularnewline
28 & 0.057877 & 0.4483 & 0.327772 \tabularnewline
29 & 0.079887 & 0.6188 & 0.269195 \tabularnewline
30 & 0.091658 & 0.71 & 0.240233 \tabularnewline
31 & 0.097829 & 0.7578 & 0.225774 \tabularnewline
32 & 0.107642 & 0.8338 & 0.203852 \tabularnewline
33 & 0.106653 & 0.8261 & 0.206002 \tabularnewline
34 & 0.09374 & 0.7261 & 0.235298 \tabularnewline
35 & 0.08608 & 0.6668 & 0.253737 \tabularnewline
36 & 0.090135 & 0.6982 & 0.243881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60613&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]0.912322[/C][C]7.0668[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.791216[/C][C]6.1287[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.671212[/C][C]5.1992[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.542356[/C][C]4.2011[/C][C]4.5e-05[/C][/ROW]
[ROW][C]5[/C][C]0.413226[/C][C]3.2008[/C][C]0.001096[/C][/ROW]
[ROW][C]6[/C][C]0.278263[/C][C]2.1554[/C][C]0.017575[/C][/ROW]
[ROW][C]7[/C][C]0.158982[/C][C]1.2315[/C][C]0.111476[/C][/ROW]
[ROW][C]8[/C][C]0.049649[/C][C]0.3846[/C][C]0.350955[/C][/ROW]
[ROW][C]9[/C][C]-0.051669[/C][C]-0.4002[/C][C]0.345205[/C][/ROW]
[ROW][C]10[/C][C]-0.119061[/C][C]-0.9222[/C][C]0.180049[/C][/ROW]
[ROW][C]11[/C][C]-0.192376[/C][C]-1.4901[/C][C]0.070713[/C][/ROW]
[ROW][C]12[/C][C]-0.27934[/C][C]-2.1638[/C][C]0.017237[/C][/ROW]
[ROW][C]13[/C][C]-0.307735[/C][C]-2.3837[/C][C]0.01016[/C][/ROW]
[ROW][C]14[/C][C]-0.293923[/C][C]-2.2767[/C][C]0.013192[/C][/ROW]
[ROW][C]15[/C][C]-0.271556[/C][C]-2.1035[/C][C]0.019813[/C][/ROW]
[ROW][C]16[/C][C]-0.261585[/C][C]-2.0262[/C][C]0.023597[/C][/ROW]
[ROW][C]17[/C][C]-0.248428[/C][C]-1.9243[/C][C]0.029531[/C][/ROW]
[ROW][C]18[/C][C]-0.210546[/C][C]-1.6309[/C][C]0.054077[/C][/ROW]
[ROW][C]19[/C][C]-0.180628[/C][C]-1.3991[/C][C]0.083459[/C][/ROW]
[ROW][C]20[/C][C]-0.160012[/C][C]-1.2395[/C][C]0.110002[/C][/ROW]
[ROW][C]21[/C][C]-0.127722[/C][C]-0.9893[/C][C]0.163237[/C][/ROW]
[ROW][C]22[/C][C]-0.107513[/C][C]-0.8328[/C][C]0.204133[/C][/ROW]
[ROW][C]23[/C][C]-0.090149[/C][C]-0.6983[/C][C]0.243846[/C][/ROW]
[ROW][C]24[/C][C]-0.055295[/C][C]-0.4283[/C][C]0.334978[/C][/ROW]
[ROW][C]25[/C][C]-0.008054[/C][C]-0.0624[/C][C]0.475232[/C][/ROW]
[ROW][C]26[/C][C]0.018885[/C][C]0.1463[/C][C]0.442095[/C][/ROW]
[ROW][C]27[/C][C]0.033477[/C][C]0.2593[/C][C]0.398141[/C][/ROW]
[ROW][C]28[/C][C]0.057877[/C][C]0.4483[/C][C]0.327772[/C][/ROW]
[ROW][C]29[/C][C]0.079887[/C][C]0.6188[/C][C]0.269195[/C][/ROW]
[ROW][C]30[/C][C]0.091658[/C][C]0.71[/C][C]0.240233[/C][/ROW]
[ROW][C]31[/C][C]0.097829[/C][C]0.7578[/C][C]0.225774[/C][/ROW]
[ROW][C]32[/C][C]0.107642[/C][C]0.8338[/C][C]0.203852[/C][/ROW]
[ROW][C]33[/C][C]0.106653[/C][C]0.8261[/C][C]0.206002[/C][/ROW]
[ROW][C]34[/C][C]0.09374[/C][C]0.7261[/C][C]0.235298[/C][/ROW]
[ROW][C]35[/C][C]0.08608[/C][C]0.6668[/C][C]0.253737[/C][/ROW]
[ROW][C]36[/C][C]0.090135[/C][C]0.6982[/C][C]0.243881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60613&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60613&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	0.912322	7.0668	0
2	0.791216	6.1287	0
3	0.671212	5.1992	1e-06
4	0.542356	4.2011	4.5e-05
5	0.413226	3.2008	0.001096
6	0.278263	2.1554	0.017575
7	0.158982	1.2315	0.111476
8	0.049649	0.3846	0.350955
9	-0.051669	-0.4002	0.345205
10	-0.119061	-0.9222	0.180049
11	-0.192376	-1.4901	0.070713
12	-0.27934	-2.1638	0.017237
13	-0.307735	-2.3837	0.01016
14	-0.293923	-2.2767	0.013192
15	-0.271556	-2.1035	0.019813
16	-0.261585	-2.0262	0.023597
17	-0.248428	-1.9243	0.029531
18	-0.210546	-1.6309	0.054077
19	-0.180628	-1.3991	0.083459
20	-0.160012	-1.2395	0.110002
21	-0.127722	-0.9893	0.163237
22	-0.107513	-0.8328	0.204133
23	-0.090149	-0.6983	0.243846
24	-0.055295	-0.4283	0.334978
25	-0.008054	-0.0624	0.475232
26	0.018885	0.1463	0.442095
27	0.033477	0.2593	0.398141
28	0.057877	0.4483	0.327772
29	0.079887	0.6188	0.269195
30	0.091658	0.71	0.240233
31	0.097829	0.7578	0.225774
32	0.107642	0.8338	0.203852
33	0.106653	0.8261	0.206002
34	0.09374	0.7261	0.235298
35	0.08608	0.6668	0.253737
36	0.090135	0.6982	0.243881

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.912322	7.0668	0
2	-0.245225	-1.8995	0.031154
3	-0.024882	-0.1927	0.423908
4	-0.137889	-1.0681	0.14488
5	-0.063636	-0.4929	0.311934
6	-0.137376	-1.0641	0.145771
7	0.015022	0.1164	0.453877
8	-0.082177	-0.6365	0.263424
9	-0.052679	-0.4081	0.342344
10	0.089324	0.6919	0.245834
11	-0.200099	-1.55	0.063205
12	-0.165109	-1.2789	0.102924
13	0.293791	2.2757	0.013224
14	0.072267	0.5598	0.288859
15	-0.080932	-0.6269	0.266554
16	-0.126288	-0.9782	0.165946
17	0.007718	0.0598	0.476263
18	0.064099	0.4965	0.310675
19	-0.066861	-0.5179	0.303216
20	-0.083049	-0.6433	0.261241
21	0.054283	0.4205	0.33782
22	0.01037	0.0803	0.468124
23	-0.02897	-0.2244	0.411605
24	-0.003651	-0.0283	0.488765
25	0.116729	0.9042	0.184758
26	-0.047004	-0.3641	0.358534
27	0.050481	0.391	0.348581
28	-0.029606	-0.2293	0.409696
29	-0.086244	-0.668	0.253335
30	0.104718	0.8111	0.210244
31	0.017612	0.1364	0.445972
32	-0.052211	-0.4044	0.343668
33	-0.041048	-0.318	0.375812
34	0.000995	0.0077	0.496938
35	0.016419	0.1272	0.449613
36	0.101746	0.7881	0.216865

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912322 & 7.0668 & 0 \tabularnewline
2 & -0.245225 & -1.8995 & 0.031154 \tabularnewline
3 & -0.024882 & -0.1927 & 0.423908 \tabularnewline
4 & -0.137889 & -1.0681 & 0.14488 \tabularnewline
5 & -0.063636 & -0.4929 & 0.311934 \tabularnewline
6 & -0.137376 & -1.0641 & 0.145771 \tabularnewline
7 & 0.015022 & 0.1164 & 0.453877 \tabularnewline
8 & -0.082177 & -0.6365 & 0.263424 \tabularnewline
9 & -0.052679 & -0.4081 & 0.342344 \tabularnewline
10 & 0.089324 & 0.6919 & 0.245834 \tabularnewline
11 & -0.200099 & -1.55 & 0.063205 \tabularnewline
12 & -0.165109 & -1.2789 & 0.102924 \tabularnewline
13 & 0.293791 & 2.2757 & 0.013224 \tabularnewline
14 & 0.072267 & 0.5598 & 0.288859 \tabularnewline
15 & -0.080932 & -0.6269 & 0.266554 \tabularnewline
16 & -0.126288 & -0.9782 & 0.165946 \tabularnewline
17 & 0.007718 & 0.0598 & 0.476263 \tabularnewline
18 & 0.064099 & 0.4965 & 0.310675 \tabularnewline
19 & -0.066861 & -0.5179 & 0.303216 \tabularnewline
20 & -0.083049 & -0.6433 & 0.261241 \tabularnewline
21 & 0.054283 & 0.4205 & 0.33782 \tabularnewline
22 & 0.01037 & 0.0803 & 0.468124 \tabularnewline
23 & -0.02897 & -0.2244 & 0.411605 \tabularnewline
24 & -0.003651 & -0.0283 & 0.488765 \tabularnewline
25 & 0.116729 & 0.9042 & 0.184758 \tabularnewline
26 & -0.047004 & -0.3641 & 0.358534 \tabularnewline
27 & 0.050481 & 0.391 & 0.348581 \tabularnewline
28 & -0.029606 & -0.2293 & 0.409696 \tabularnewline
29 & -0.086244 & -0.668 & 0.253335 \tabularnewline
30 & 0.104718 & 0.8111 & 0.210244 \tabularnewline
31 & 0.017612 & 0.1364 & 0.445972 \tabularnewline
32 & -0.052211 & -0.4044 & 0.343668 \tabularnewline
33 & -0.041048 & -0.318 & 0.375812 \tabularnewline
34 & 0.000995 & 0.0077 & 0.496938 \tabularnewline
35 & 0.016419 & 0.1272 & 0.449613 \tabularnewline
36 & 0.101746 & 0.7881 & 0.216865 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60613&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]0.912322[/C][C]7.0668[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.245225[/C][C]-1.8995[/C][C]0.031154[/C][/ROW]
[ROW][C]3[/C][C]-0.024882[/C][C]-0.1927[/C][C]0.423908[/C][/ROW]
[ROW][C]4[/C][C]-0.137889[/C][C]-1.0681[/C][C]0.14488[/C][/ROW]
[ROW][C]5[/C][C]-0.063636[/C][C]-0.4929[/C][C]0.311934[/C][/ROW]
[ROW][C]6[/C][C]-0.137376[/C][C]-1.0641[/C][C]0.145771[/C][/ROW]
[ROW][C]7[/C][C]0.015022[/C][C]0.1164[/C][C]0.453877[/C][/ROW]
[ROW][C]8[/C][C]-0.082177[/C][C]-0.6365[/C][C]0.263424[/C][/ROW]
[ROW][C]9[/C][C]-0.052679[/C][C]-0.4081[/C][C]0.342344[/C][/ROW]
[ROW][C]10[/C][C]0.089324[/C][C]0.6919[/C][C]0.245834[/C][/ROW]
[ROW][C]11[/C][C]-0.200099[/C][C]-1.55[/C][C]0.063205[/C][/ROW]
[ROW][C]12[/C][C]-0.165109[/C][C]-1.2789[/C][C]0.102924[/C][/ROW]
[ROW][C]13[/C][C]0.293791[/C][C]2.2757[/C][C]0.013224[/C][/ROW]
[ROW][C]14[/C][C]0.072267[/C][C]0.5598[/C][C]0.288859[/C][/ROW]
[ROW][C]15[/C][C]-0.080932[/C][C]-0.6269[/C][C]0.266554[/C][/ROW]
[ROW][C]16[/C][C]-0.126288[/C][C]-0.9782[/C][C]0.165946[/C][/ROW]
[ROW][C]17[/C][C]0.007718[/C][C]0.0598[/C][C]0.476263[/C][/ROW]
[ROW][C]18[/C][C]0.064099[/C][C]0.4965[/C][C]0.310675[/C][/ROW]
[ROW][C]19[/C][C]-0.066861[/C][C]-0.5179[/C][C]0.303216[/C][/ROW]
[ROW][C]20[/C][C]-0.083049[/C][C]-0.6433[/C][C]0.261241[/C][/ROW]
[ROW][C]21[/C][C]0.054283[/C][C]0.4205[/C][C]0.33782[/C][/ROW]
[ROW][C]22[/C][C]0.01037[/C][C]0.0803[/C][C]0.468124[/C][/ROW]
[ROW][C]23[/C][C]-0.02897[/C][C]-0.2244[/C][C]0.411605[/C][/ROW]
[ROW][C]24[/C][C]-0.003651[/C][C]-0.0283[/C][C]0.488765[/C][/ROW]
[ROW][C]25[/C][C]0.116729[/C][C]0.9042[/C][C]0.184758[/C][/ROW]
[ROW][C]26[/C][C]-0.047004[/C][C]-0.3641[/C][C]0.358534[/C][/ROW]
[ROW][C]27[/C][C]0.050481[/C][C]0.391[/C][C]0.348581[/C][/ROW]
[ROW][C]28[/C][C]-0.029606[/C][C]-0.2293[/C][C]0.409696[/C][/ROW]
[ROW][C]29[/C][C]-0.086244[/C][C]-0.668[/C][C]0.253335[/C][/ROW]
[ROW][C]30[/C][C]0.104718[/C][C]0.8111[/C][C]0.210244[/C][/ROW]
[ROW][C]31[/C][C]0.017612[/C][C]0.1364[/C][C]0.445972[/C][/ROW]
[ROW][C]32[/C][C]-0.052211[/C][C]-0.4044[/C][C]0.343668[/C][/ROW]
[ROW][C]33[/C][C]-0.041048[/C][C]-0.318[/C][C]0.375812[/C][/ROW]
[ROW][C]34[/C][C]0.000995[/C][C]0.0077[/C][C]0.496938[/C][/ROW]
[ROW][C]35[/C][C]0.016419[/C][C]0.1272[/C][C]0.449613[/C][/ROW]
[ROW][C]36[/C][C]0.101746[/C][C]0.7881[/C][C]0.216865[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60613&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60613&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	0.912322	7.0668	0
2	-0.245225	-1.8995	0.031154
3	-0.024882	-0.1927	0.423908
4	-0.137889	-1.0681	0.14488
5	-0.063636	-0.4929	0.311934
6	-0.137376	-1.0641	0.145771
7	0.015022	0.1164	0.453877
8	-0.082177	-0.6365	0.263424
9	-0.052679	-0.4081	0.342344
10	0.089324	0.6919	0.245834
11	-0.200099	-1.55	0.063205
12	-0.165109	-1.2789	0.102924
13	0.293791	2.2757	0.013224
14	0.072267	0.5598	0.288859
15	-0.080932	-0.6269	0.266554
16	-0.126288	-0.9782	0.165946
17	0.007718	0.0598	0.476263
18	0.064099	0.4965	0.310675
19	-0.066861	-0.5179	0.303216
20	-0.083049	-0.6433	0.261241
21	0.054283	0.4205	0.33782
22	0.01037	0.0803	0.468124
23	-0.02897	-0.2244	0.411605
24	-0.003651	-0.0283	0.488765
25	0.116729	0.9042	0.184758
26	-0.047004	-0.3641	0.358534
27	0.050481	0.391	0.348581
28	-0.029606	-0.2293	0.409696
29	-0.086244	-0.668	0.253335
30	0.104718	0.8111	0.210244
31	0.017612	0.1364	0.445972
32	-0.052211	-0.4044	0.343668
33	-0.041048	-0.318	0.375812
34	0.000995	0.0077	0.496938
35	0.016419	0.1272	0.449613
36	0.101746	0.7881	0.216865

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