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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:12:00 -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/t12593239598f81epqvb8rq5mc.htm/, Retrieved Sun, 28 Apr 2024 19:53:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60614, Retrieved Sun, 28 Apr 2024 19:53:48 +0000

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User-defined keywords

Estimated Impact

184

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-27 12:12:00] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]

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Dataseries X:

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8.2
8.3
8.1
7.4
7.3
7.7
8
8
7.7
6.9
6.6
6.9
7.5
7.9
7.7
6.5
6.1
6.4
6.8
7.1
7.3
7.2
7
7
7
7.3
7.5
7.2
7.7
8
7.9
8
8
7.9
7.9
8
8.1
8.1
8.2
8
8.3
8.5
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
7.9
8.1
8.2
8.5
8.6
8.5
8.3
8.2
8.7

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=60614&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=60614&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60614&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	0.885655	5.3139	3e-06
2	0.648059	3.8884	0.000209
3	0.427374	2.5642	0.007329
4	0.297151	1.7829	0.041518
5	0.274342	1.6461	0.054229
6	0.309901	1.8594	0.035579
7	0.337535	2.0252	0.025155
8	0.290845	1.7451	0.044753
9	0.163983	0.9839	0.165866
10	0.024423	0.1465	0.442157
11	-0.094447	-0.5667	0.287223
12	-0.16154	-0.9692	0.169446
13	-0.158807	-0.9528	0.173512
14	-0.123339	-0.74	0.232038
15	-0.10456	-0.6274	0.267192
16	-0.123354	-0.7401	0.232012
17	-0.16599	-0.9959	0.162963
18	-0.212589	-1.2755	0.105145
19	-0.259424	-1.5565	0.064164
20	-0.281815	-1.6909	0.04975
21	-0.282953	-1.6977	0.049095
22	-0.287714	-1.7263	0.046435
23	-0.292266	-1.7536	0.044005
24	-0.286709	-1.7203	0.046987
25	-0.272585	-1.6355	0.055329
26	-0.260567	-1.5634	0.063354
27	-0.248287	-1.4897	0.072504
28	-0.217422	-1.3045	0.100165
29	-0.169713	-1.0183	0.15767
30	-0.110299	-0.6618	0.256159
31	-0.050021	-0.3001	0.382903
32	-0.007386	-0.0443	0.482448
33	0.008111	0.0487	0.480728
34	0.004474	0.0268	0.489366
35	-6.5e-05	-4e-04	0.499846
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885655 & 5.3139 & 3e-06 \tabularnewline
2 & 0.648059 & 3.8884 & 0.000209 \tabularnewline
3 & 0.427374 & 2.5642 & 0.007329 \tabularnewline
4 & 0.297151 & 1.7829 & 0.041518 \tabularnewline
5 & 0.274342 & 1.6461 & 0.054229 \tabularnewline
6 & 0.309901 & 1.8594 & 0.035579 \tabularnewline
7 & 0.337535 & 2.0252 & 0.025155 \tabularnewline
8 & 0.290845 & 1.7451 & 0.044753 \tabularnewline
9 & 0.163983 & 0.9839 & 0.165866 \tabularnewline
10 & 0.024423 & 0.1465 & 0.442157 \tabularnewline
11 & -0.094447 & -0.5667 & 0.287223 \tabularnewline
12 & -0.16154 & -0.9692 & 0.169446 \tabularnewline
13 & -0.158807 & -0.9528 & 0.173512 \tabularnewline
14 & -0.123339 & -0.74 & 0.232038 \tabularnewline
15 & -0.10456 & -0.6274 & 0.267192 \tabularnewline
16 & -0.123354 & -0.7401 & 0.232012 \tabularnewline
17 & -0.16599 & -0.9959 & 0.162963 \tabularnewline
18 & -0.212589 & -1.2755 & 0.105145 \tabularnewline
19 & -0.259424 & -1.5565 & 0.064164 \tabularnewline
20 & -0.281815 & -1.6909 & 0.04975 \tabularnewline
21 & -0.282953 & -1.6977 & 0.049095 \tabularnewline
22 & -0.287714 & -1.7263 & 0.046435 \tabularnewline
23 & -0.292266 & -1.7536 & 0.044005 \tabularnewline
24 & -0.286709 & -1.7203 & 0.046987 \tabularnewline
25 & -0.272585 & -1.6355 & 0.055329 \tabularnewline
26 & -0.260567 & -1.5634 & 0.063354 \tabularnewline
27 & -0.248287 & -1.4897 & 0.072504 \tabularnewline
28 & -0.217422 & -1.3045 & 0.100165 \tabularnewline
29 & -0.169713 & -1.0183 & 0.15767 \tabularnewline
30 & -0.110299 & -0.6618 & 0.256159 \tabularnewline
31 & -0.050021 & -0.3001 & 0.382903 \tabularnewline
32 & -0.007386 & -0.0443 & 0.482448 \tabularnewline
33 & 0.008111 & 0.0487 & 0.480728 \tabularnewline
34 & 0.004474 & 0.0268 & 0.489366 \tabularnewline
35 & -6.5e-05 & -4e-04 & 0.499846 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60614&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]0.885655[/C][C]5.3139[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.648059[/C][C]3.8884[/C][C]0.000209[/C][/ROW]
[ROW][C]3[/C][C]0.427374[/C][C]2.5642[/C][C]0.007329[/C][/ROW]
[ROW][C]4[/C][C]0.297151[/C][C]1.7829[/C][C]0.041518[/C][/ROW]
[ROW][C]5[/C][C]0.274342[/C][C]1.6461[/C][C]0.054229[/C][/ROW]
[ROW][C]6[/C][C]0.309901[/C][C]1.8594[/C][C]0.035579[/C][/ROW]
[ROW][C]7[/C][C]0.337535[/C][C]2.0252[/C][C]0.025155[/C][/ROW]
[ROW][C]8[/C][C]0.290845[/C][C]1.7451[/C][C]0.044753[/C][/ROW]
[ROW][C]9[/C][C]0.163983[/C][C]0.9839[/C][C]0.165866[/C][/ROW]
[ROW][C]10[/C][C]0.024423[/C][C]0.1465[/C][C]0.442157[/C][/ROW]
[ROW][C]11[/C][C]-0.094447[/C][C]-0.5667[/C][C]0.287223[/C][/ROW]
[ROW][C]12[/C][C]-0.16154[/C][C]-0.9692[/C][C]0.169446[/C][/ROW]
[ROW][C]13[/C][C]-0.158807[/C][C]-0.9528[/C][C]0.173512[/C][/ROW]
[ROW][C]14[/C][C]-0.123339[/C][C]-0.74[/C][C]0.232038[/C][/ROW]
[ROW][C]15[/C][C]-0.10456[/C][C]-0.6274[/C][C]0.267192[/C][/ROW]
[ROW][C]16[/C][C]-0.123354[/C][C]-0.7401[/C][C]0.232012[/C][/ROW]
[ROW][C]17[/C][C]-0.16599[/C][C]-0.9959[/C][C]0.162963[/C][/ROW]
[ROW][C]18[/C][C]-0.212589[/C][C]-1.2755[/C][C]0.105145[/C][/ROW]
[ROW][C]19[/C][C]-0.259424[/C][C]-1.5565[/C][C]0.064164[/C][/ROW]
[ROW][C]20[/C][C]-0.281815[/C][C]-1.6909[/C][C]0.04975[/C][/ROW]
[ROW][C]21[/C][C]-0.282953[/C][C]-1.6977[/C][C]0.049095[/C][/ROW]
[ROW][C]22[/C][C]-0.287714[/C][C]-1.7263[/C][C]0.046435[/C][/ROW]
[ROW][C]23[/C][C]-0.292266[/C][C]-1.7536[/C][C]0.044005[/C][/ROW]
[ROW][C]24[/C][C]-0.286709[/C][C]-1.7203[/C][C]0.046987[/C][/ROW]
[ROW][C]25[/C][C]-0.272585[/C][C]-1.6355[/C][C]0.055329[/C][/ROW]
[ROW][C]26[/C][C]-0.260567[/C][C]-1.5634[/C][C]0.063354[/C][/ROW]
[ROW][C]27[/C][C]-0.248287[/C][C]-1.4897[/C][C]0.072504[/C][/ROW]
[ROW][C]28[/C][C]-0.217422[/C][C]-1.3045[/C][C]0.100165[/C][/ROW]
[ROW][C]29[/C][C]-0.169713[/C][C]-1.0183[/C][C]0.15767[/C][/ROW]
[ROW][C]30[/C][C]-0.110299[/C][C]-0.6618[/C][C]0.256159[/C][/ROW]
[ROW][C]31[/C][C]-0.050021[/C][C]-0.3001[/C][C]0.382903[/C][/ROW]
[ROW][C]32[/C][C]-0.007386[/C][C]-0.0443[/C][C]0.482448[/C][/ROW]
[ROW][C]33[/C][C]0.008111[/C][C]0.0487[/C][C]0.480728[/C][/ROW]
[ROW][C]34[/C][C]0.004474[/C][C]0.0268[/C][C]0.489366[/C][/ROW]
[ROW][C]35[/C][C]-6.5e-05[/C][C]-4e-04[/C][C]0.499846[/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=60614&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60614&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	0.885655	5.3139	3e-06
2	0.648059	3.8884	0.000209
3	0.427374	2.5642	0.007329
4	0.297151	1.7829	0.041518
5	0.274342	1.6461	0.054229
6	0.309901	1.8594	0.035579
7	0.337535	2.0252	0.025155
8	0.290845	1.7451	0.044753
9	0.163983	0.9839	0.165866
10	0.024423	0.1465	0.442157
11	-0.094447	-0.5667	0.287223
12	-0.16154	-0.9692	0.169446
13	-0.158807	-0.9528	0.173512
14	-0.123339	-0.74	0.232038
15	-0.10456	-0.6274	0.267192
16	-0.123354	-0.7401	0.232012
17	-0.16599	-0.9959	0.162963
18	-0.212589	-1.2755	0.105145
19	-0.259424	-1.5565	0.064164
20	-0.281815	-1.6909	0.04975
21	-0.282953	-1.6977	0.049095
22	-0.287714	-1.7263	0.046435
23	-0.292266	-1.7536	0.044005
24	-0.286709	-1.7203	0.046987
25	-0.272585	-1.6355	0.055329
26	-0.260567	-1.5634	0.063354
27	-0.248287	-1.4897	0.072504
28	-0.217422	-1.3045	0.100165
29	-0.169713	-1.0183	0.15767
30	-0.110299	-0.6618	0.256159
31	-0.050021	-0.3001	0.382903
32	-0.007386	-0.0443	0.482448
33	0.008111	0.0487	0.480728
34	0.004474	0.0268	0.489366
35	-6.5e-05	-4e-04	0.499846
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.885655	5.3139	3e-06
2	-0.632263	-3.7936	0.000274
3	0.390135	2.3408	0.012449
4	0.033059	0.1984	0.421942
5	0.217141	1.3028	0.10045
6	-0.106821	-0.6409	0.262816
7	0.024483	0.1469	0.442017
8	-0.328334	-1.97	0.028284
9	0.06352	0.3811	0.352678
10	0.029102	0.1746	0.431182
11	-0.300941	-1.8056	0.039671
12	0.223187	1.3391	0.094462
13	-0.058511	-0.3511	0.363792
14	-0.06524	-0.3914	0.34889
15	-0.073721	-0.4423	0.330449
16	0.154223	0.9253	0.180476
17	-0.163373	-0.9802	0.166756
18	-0.006732	-0.0404	0.484003
19	-0.075971	-0.4558	0.325627
20	-0.00627	-0.0376	0.4851
21	-0.217062	-1.3024	0.10053
22	0.079578	0.4775	0.317957
23	-0.017462	-0.1048	0.458569
24	-0.048777	-0.2927	0.38573
25	0.014839	0.089	0.464773
26	-0.054174	-0.325	0.373514
27	0.07347	0.4408	0.330989
28	0.004559	0.0274	0.489164
29	0.193707	1.1622	0.126393
30	-0.14708	-0.8825	0.191686
31	0.013609	0.0817	0.467686
32	0.011382	0.0683	0.472967
33	-0.068454	-0.4107	0.341854
34	-0.049956	-0.2997	0.383051
35	0.007859	0.0472	0.481325
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885655 & 5.3139 & 3e-06 \tabularnewline
2 & -0.632263 & -3.7936 & 0.000274 \tabularnewline
3 & 0.390135 & 2.3408 & 0.012449 \tabularnewline
4 & 0.033059 & 0.1984 & 0.421942 \tabularnewline
5 & 0.217141 & 1.3028 & 0.10045 \tabularnewline
6 & -0.106821 & -0.6409 & 0.262816 \tabularnewline
7 & 0.024483 & 0.1469 & 0.442017 \tabularnewline
8 & -0.328334 & -1.97 & 0.028284 \tabularnewline
9 & 0.06352 & 0.3811 & 0.352678 \tabularnewline
10 & 0.029102 & 0.1746 & 0.431182 \tabularnewline
11 & -0.300941 & -1.8056 & 0.039671 \tabularnewline
12 & 0.223187 & 1.3391 & 0.094462 \tabularnewline
13 & -0.058511 & -0.3511 & 0.363792 \tabularnewline
14 & -0.06524 & -0.3914 & 0.34889 \tabularnewline
15 & -0.073721 & -0.4423 & 0.330449 \tabularnewline
16 & 0.154223 & 0.9253 & 0.180476 \tabularnewline
17 & -0.163373 & -0.9802 & 0.166756 \tabularnewline
18 & -0.006732 & -0.0404 & 0.484003 \tabularnewline
19 & -0.075971 & -0.4558 & 0.325627 \tabularnewline
20 & -0.00627 & -0.0376 & 0.4851 \tabularnewline
21 & -0.217062 & -1.3024 & 0.10053 \tabularnewline
22 & 0.079578 & 0.4775 & 0.317957 \tabularnewline
23 & -0.017462 & -0.1048 & 0.458569 \tabularnewline
24 & -0.048777 & -0.2927 & 0.38573 \tabularnewline
25 & 0.014839 & 0.089 & 0.464773 \tabularnewline
26 & -0.054174 & -0.325 & 0.373514 \tabularnewline
27 & 0.07347 & 0.4408 & 0.330989 \tabularnewline
28 & 0.004559 & 0.0274 & 0.489164 \tabularnewline
29 & 0.193707 & 1.1622 & 0.126393 \tabularnewline
30 & -0.14708 & -0.8825 & 0.191686 \tabularnewline
31 & 0.013609 & 0.0817 & 0.467686 \tabularnewline
32 & 0.011382 & 0.0683 & 0.472967 \tabularnewline
33 & -0.068454 & -0.4107 & 0.341854 \tabularnewline
34 & -0.049956 & -0.2997 & 0.383051 \tabularnewline
35 & 0.007859 & 0.0472 & 0.481325 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60614&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]0.885655[/C][C]5.3139[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.632263[/C][C]-3.7936[/C][C]0.000274[/C][/ROW]
[ROW][C]3[/C][C]0.390135[/C][C]2.3408[/C][C]0.012449[/C][/ROW]
[ROW][C]4[/C][C]0.033059[/C][C]0.1984[/C][C]0.421942[/C][/ROW]
[ROW][C]5[/C][C]0.217141[/C][C]1.3028[/C][C]0.10045[/C][/ROW]
[ROW][C]6[/C][C]-0.106821[/C][C]-0.6409[/C][C]0.262816[/C][/ROW]
[ROW][C]7[/C][C]0.024483[/C][C]0.1469[/C][C]0.442017[/C][/ROW]
[ROW][C]8[/C][C]-0.328334[/C][C]-1.97[/C][C]0.028284[/C][/ROW]
[ROW][C]9[/C][C]0.06352[/C][C]0.3811[/C][C]0.352678[/C][/ROW]
[ROW][C]10[/C][C]0.029102[/C][C]0.1746[/C][C]0.431182[/C][/ROW]
[ROW][C]11[/C][C]-0.300941[/C][C]-1.8056[/C][C]0.039671[/C][/ROW]
[ROW][C]12[/C][C]0.223187[/C][C]1.3391[/C][C]0.094462[/C][/ROW]
[ROW][C]13[/C][C]-0.058511[/C][C]-0.3511[/C][C]0.363792[/C][/ROW]
[ROW][C]14[/C][C]-0.06524[/C][C]-0.3914[/C][C]0.34889[/C][/ROW]
[ROW][C]15[/C][C]-0.073721[/C][C]-0.4423[/C][C]0.330449[/C][/ROW]
[ROW][C]16[/C][C]0.154223[/C][C]0.9253[/C][C]0.180476[/C][/ROW]
[ROW][C]17[/C][C]-0.163373[/C][C]-0.9802[/C][C]0.166756[/C][/ROW]
[ROW][C]18[/C][C]-0.006732[/C][C]-0.0404[/C][C]0.484003[/C][/ROW]
[ROW][C]19[/C][C]-0.075971[/C][C]-0.4558[/C][C]0.325627[/C][/ROW]
[ROW][C]20[/C][C]-0.00627[/C][C]-0.0376[/C][C]0.4851[/C][/ROW]
[ROW][C]21[/C][C]-0.217062[/C][C]-1.3024[/C][C]0.10053[/C][/ROW]
[ROW][C]22[/C][C]0.079578[/C][C]0.4775[/C][C]0.317957[/C][/ROW]
[ROW][C]23[/C][C]-0.017462[/C][C]-0.1048[/C][C]0.458569[/C][/ROW]
[ROW][C]24[/C][C]-0.048777[/C][C]-0.2927[/C][C]0.38573[/C][/ROW]
[ROW][C]25[/C][C]0.014839[/C][C]0.089[/C][C]0.464773[/C][/ROW]
[ROW][C]26[/C][C]-0.054174[/C][C]-0.325[/C][C]0.373514[/C][/ROW]
[ROW][C]27[/C][C]0.07347[/C][C]0.4408[/C][C]0.330989[/C][/ROW]
[ROW][C]28[/C][C]0.004559[/C][C]0.0274[/C][C]0.489164[/C][/ROW]
[ROW][C]29[/C][C]0.193707[/C][C]1.1622[/C][C]0.126393[/C][/ROW]
[ROW][C]30[/C][C]-0.14708[/C][C]-0.8825[/C][C]0.191686[/C][/ROW]
[ROW][C]31[/C][C]0.013609[/C][C]0.0817[/C][C]0.467686[/C][/ROW]
[ROW][C]32[/C][C]0.011382[/C][C]0.0683[/C][C]0.472967[/C][/ROW]
[ROW][C]33[/C][C]-0.068454[/C][C]-0.4107[/C][C]0.341854[/C][/ROW]
[ROW][C]34[/C][C]-0.049956[/C][C]-0.2997[/C][C]0.383051[/C][/ROW]
[ROW][C]35[/C][C]0.007859[/C][C]0.0472[/C][C]0.481325[/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=60614&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60614&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	0.885655	5.3139	3e-06
2	-0.632263	-3.7936	0.000274
3	0.390135	2.3408	0.012449
4	0.033059	0.1984	0.421942
5	0.217141	1.3028	0.10045
6	-0.106821	-0.6409	0.262816
7	0.024483	0.1469	0.442017
8	-0.328334	-1.97	0.028284
9	0.06352	0.3811	0.352678
10	0.029102	0.1746	0.431182
11	-0.300941	-1.8056	0.039671
12	0.223187	1.3391	0.094462
13	-0.058511	-0.3511	0.363792
14	-0.06524	-0.3914	0.34889
15	-0.073721	-0.4423	0.330449
16	0.154223	0.9253	0.180476
17	-0.163373	-0.9802	0.166756
18	-0.006732	-0.0404	0.484003
19	-0.075971	-0.4558	0.325627
20	-0.00627	-0.0376	0.4851
21	-0.217062	-1.3024	0.10053
22	0.079578	0.4775	0.317957
23	-0.017462	-0.1048	0.458569
24	-0.048777	-0.2927	0.38573
25	0.014839	0.089	0.464773
26	-0.054174	-0.325	0.373514
27	0.07347	0.4408	0.330989
28	0.004559	0.0274	0.489164
29	0.193707	1.1622	0.126393
30	-0.14708	-0.8825	0.191686
31	0.013609	0.0817	0.467686
32	0.011382	0.0683	0.472967
33	-0.068454	-0.4107	0.341854
34	-0.049956	-0.2997	0.383051
35	0.007859	0.0472	0.481325
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 = 0 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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