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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:17:00 -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/t1259324267nc6isaxlmg9gecf.htm/, Retrieved Sun, 28 Apr 2024 21:55:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60621, Retrieved Sun, 28 Apr 2024 21:55:50 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

117

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] [] [2009-11-27 12:17:00] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]

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Dataseries X:

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Boxplots

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=60621&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=60621&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60621&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	0.531832	3.1464	0.001684
2	-0.082924	-0.4906	0.313392
3	-0.415977	-2.461	0.009467
4	-0.483178	-2.8585	0.003562
5	-0.267771	-1.5842	0.061077
6	0.031121	0.1841	0.427494
7	0.329861	1.9515	0.029519
8	0.351881	2.0818	0.022372
9	0.087517	0.5178	0.303942
10	-0.088984	-0.5264	0.300953
11	-0.25069	-1.4831	0.073498
12	-0.317288	-1.8771	0.03443
13	-0.144604	-0.8555	0.19905
14	0.08907	0.5269	0.300778
15	0.173891	1.0288	0.155326
16	0.098085	0.5803	0.282722
17	0.008087	0.0478	0.481055
18	-0.037375	-0.2211	0.413145
19	-0.106237	-0.6285	0.266876
20	-0.038324	-0.2267	0.410978
21	0.059179	0.3501	0.364179
22	0.027605	0.1633	0.435605
23	-0.032199	-0.1905	0.425012
24	-0.073434	-0.4344	0.333317
25	-0.011107	-0.0657	0.473992
26	-0.005845	-0.0346	0.486307
27	-0.044061	-0.2607	0.397939
28	-0.035779	-0.2117	0.416796
29	-0.022365	-0.1323	0.447748
30	0.032415	0.1918	0.424516
31	0.07874	0.4658	0.322112
32	0.062263	0.3684	0.357415
33	0.013479	0.0797	0.468448
34	-0.016887	-0.0999	0.460496
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.531832 & 3.1464 & 0.001684 \tabularnewline
2 & -0.082924 & -0.4906 & 0.313392 \tabularnewline
3 & -0.415977 & -2.461 & 0.009467 \tabularnewline
4 & -0.483178 & -2.8585 & 0.003562 \tabularnewline
5 & -0.267771 & -1.5842 & 0.061077 \tabularnewline
6 & 0.031121 & 0.1841 & 0.427494 \tabularnewline
7 & 0.329861 & 1.9515 & 0.029519 \tabularnewline
8 & 0.351881 & 2.0818 & 0.022372 \tabularnewline
9 & 0.087517 & 0.5178 & 0.303942 \tabularnewline
10 & -0.088984 & -0.5264 & 0.300953 \tabularnewline
11 & -0.25069 & -1.4831 & 0.073498 \tabularnewline
12 & -0.317288 & -1.8771 & 0.03443 \tabularnewline
13 & -0.144604 & -0.8555 & 0.19905 \tabularnewline
14 & 0.08907 & 0.5269 & 0.300778 \tabularnewline
15 & 0.173891 & 1.0288 & 0.155326 \tabularnewline
16 & 0.098085 & 0.5803 & 0.282722 \tabularnewline
17 & 0.008087 & 0.0478 & 0.481055 \tabularnewline
18 & -0.037375 & -0.2211 & 0.413145 \tabularnewline
19 & -0.106237 & -0.6285 & 0.266876 \tabularnewline
20 & -0.038324 & -0.2267 & 0.410978 \tabularnewline
21 & 0.059179 & 0.3501 & 0.364179 \tabularnewline
22 & 0.027605 & 0.1633 & 0.435605 \tabularnewline
23 & -0.032199 & -0.1905 & 0.425012 \tabularnewline
24 & -0.073434 & -0.4344 & 0.333317 \tabularnewline
25 & -0.011107 & -0.0657 & 0.473992 \tabularnewline
26 & -0.005845 & -0.0346 & 0.486307 \tabularnewline
27 & -0.044061 & -0.2607 & 0.397939 \tabularnewline
28 & -0.035779 & -0.2117 & 0.416796 \tabularnewline
29 & -0.022365 & -0.1323 & 0.447748 \tabularnewline
30 & 0.032415 & 0.1918 & 0.424516 \tabularnewline
31 & 0.07874 & 0.4658 & 0.322112 \tabularnewline
32 & 0.062263 & 0.3684 & 0.357415 \tabularnewline
33 & 0.013479 & 0.0797 & 0.468448 \tabularnewline
34 & -0.016887 & -0.0999 & 0.460496 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60621&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]0.531832[/C][C]3.1464[/C][C]0.001684[/C][/ROW]
[ROW][C]2[/C][C]-0.082924[/C][C]-0.4906[/C][C]0.313392[/C][/ROW]
[ROW][C]3[/C][C]-0.415977[/C][C]-2.461[/C][C]0.009467[/C][/ROW]
[ROW][C]4[/C][C]-0.483178[/C][C]-2.8585[/C][C]0.003562[/C][/ROW]
[ROW][C]5[/C][C]-0.267771[/C][C]-1.5842[/C][C]0.061077[/C][/ROW]
[ROW][C]6[/C][C]0.031121[/C][C]0.1841[/C][C]0.427494[/C][/ROW]
[ROW][C]7[/C][C]0.329861[/C][C]1.9515[/C][C]0.029519[/C][/ROW]
[ROW][C]8[/C][C]0.351881[/C][C]2.0818[/C][C]0.022372[/C][/ROW]
[ROW][C]9[/C][C]0.087517[/C][C]0.5178[/C][C]0.303942[/C][/ROW]
[ROW][C]10[/C][C]-0.088984[/C][C]-0.5264[/C][C]0.300953[/C][/ROW]
[ROW][C]11[/C][C]-0.25069[/C][C]-1.4831[/C][C]0.073498[/C][/ROW]
[ROW][C]12[/C][C]-0.317288[/C][C]-1.8771[/C][C]0.03443[/C][/ROW]
[ROW][C]13[/C][C]-0.144604[/C][C]-0.8555[/C][C]0.19905[/C][/ROW]
[ROW][C]14[/C][C]0.08907[/C][C]0.5269[/C][C]0.300778[/C][/ROW]
[ROW][C]15[/C][C]0.173891[/C][C]1.0288[/C][C]0.155326[/C][/ROW]
[ROW][C]16[/C][C]0.098085[/C][C]0.5803[/C][C]0.282722[/C][/ROW]
[ROW][C]17[/C][C]0.008087[/C][C]0.0478[/C][C]0.481055[/C][/ROW]
[ROW][C]18[/C][C]-0.037375[/C][C]-0.2211[/C][C]0.413145[/C][/ROW]
[ROW][C]19[/C][C]-0.106237[/C][C]-0.6285[/C][C]0.266876[/C][/ROW]
[ROW][C]20[/C][C]-0.038324[/C][C]-0.2267[/C][C]0.410978[/C][/ROW]
[ROW][C]21[/C][C]0.059179[/C][C]0.3501[/C][C]0.364179[/C][/ROW]
[ROW][C]22[/C][C]0.027605[/C][C]0.1633[/C][C]0.435605[/C][/ROW]
[ROW][C]23[/C][C]-0.032199[/C][C]-0.1905[/C][C]0.425012[/C][/ROW]
[ROW][C]24[/C][C]-0.073434[/C][C]-0.4344[/C][C]0.333317[/C][/ROW]
[ROW][C]25[/C][C]-0.011107[/C][C]-0.0657[/C][C]0.473992[/C][/ROW]
[ROW][C]26[/C][C]-0.005845[/C][C]-0.0346[/C][C]0.486307[/C][/ROW]
[ROW][C]27[/C][C]-0.044061[/C][C]-0.2607[/C][C]0.397939[/C][/ROW]
[ROW][C]28[/C][C]-0.035779[/C][C]-0.2117[/C][C]0.416796[/C][/ROW]
[ROW][C]29[/C][C]-0.022365[/C][C]-0.1323[/C][C]0.447748[/C][/ROW]
[ROW][C]30[/C][C]0.032415[/C][C]0.1918[/C][C]0.424516[/C][/ROW]
[ROW][C]31[/C][C]0.07874[/C][C]0.4658[/C][C]0.322112[/C][/ROW]
[ROW][C]32[/C][C]0.062263[/C][C]0.3684[/C][C]0.357415[/C][/ROW]
[ROW][C]33[/C][C]0.013479[/C][C]0.0797[/C][C]0.468448[/C][/ROW]
[ROW][C]34[/C][C]-0.016887[/C][C]-0.0999[/C][C]0.460496[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/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=60621&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60621&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	0.531832	3.1464	0.001684
2	-0.082924	-0.4906	0.313392
3	-0.415977	-2.461	0.009467
4	-0.483178	-2.8585	0.003562
5	-0.267771	-1.5842	0.061077
6	0.031121	0.1841	0.427494
7	0.329861	1.9515	0.029519
8	0.351881	2.0818	0.022372
9	0.087517	0.5178	0.303942
10	-0.088984	-0.5264	0.300953
11	-0.25069	-1.4831	0.073498
12	-0.317288	-1.8771	0.03443
13	-0.144604	-0.8555	0.19905
14	0.08907	0.5269	0.300778
15	0.173891	1.0288	0.155326
16	0.098085	0.5803	0.282722
17	0.008087	0.0478	0.481055
18	-0.037375	-0.2211	0.413145
19	-0.106237	-0.6285	0.266876
20	-0.038324	-0.2267	0.410978
21	0.059179	0.3501	0.364179
22	0.027605	0.1633	0.435605
23	-0.032199	-0.1905	0.425012
24	-0.073434	-0.4344	0.333317
25	-0.011107	-0.0657	0.473992
26	-0.005845	-0.0346	0.486307
27	-0.044061	-0.2607	0.397939
28	-0.035779	-0.2117	0.416796
29	-0.022365	-0.1323	0.447748
30	0.032415	0.1918	0.424516
31	0.07874	0.4658	0.322112
32	0.062263	0.3684	0.357415
33	0.013479	0.0797	0.468448
34	-0.016887	-0.0999	0.460496
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.531832	3.1464	0.001684
2	-0.510028	-3.0174	0.002365
3	-0.147253	-0.8712	0.194802
4	-0.259161	-1.5332	0.067107
5	0.003292	0.0195	0.492285
6	-0.057589	-0.3407	0.367682
7	0.223406	1.3217	0.097423
8	-0.110745	-0.6552	0.258319
9	-0.066046	-0.3907	0.349182
10	0.130722	0.7734	0.22225
11	-0.21191	-1.2537	0.109135
12	-0.083434	-0.4936	0.312336
13	0.041665	0.2465	0.403369
14	-0.033655	-0.1991	0.421667
15	-0.182263	-1.0783	0.144142
16	-0.000125	-7e-04	0.499706
17	-0.032995	-0.1952	0.423181
18	-0.027329	-0.1617	0.436245
19	-0.024017	-0.1421	0.443913
20	0.129663	0.7671	0.224085
21	-0.117534	-0.6953	0.245717
22	-0.063542	-0.3759	0.354623
23	-0.012389	-0.0733	0.470994
24	-0.126983	-0.7512	0.228764
25	0.078238	0.4629	0.323165
26	-0.146532	-0.8669	0.195952
27	-0.095652	-0.5659	0.287541
28	-0.185452	-1.0972	0.140034
29	0.080541	0.4765	0.318344
30	-0.032069	-0.1897	0.42531
31	-0.012524	-0.0741	0.470679
32	-0.009051	-0.0535	0.4788
33	-0.043441	-0.257	0.399341
34	0.041717	0.2468	0.403253
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.531832 & 3.1464 & 0.001684 \tabularnewline
2 & -0.510028 & -3.0174 & 0.002365 \tabularnewline
3 & -0.147253 & -0.8712 & 0.194802 \tabularnewline
4 & -0.259161 & -1.5332 & 0.067107 \tabularnewline
5 & 0.003292 & 0.0195 & 0.492285 \tabularnewline
6 & -0.057589 & -0.3407 & 0.367682 \tabularnewline
7 & 0.223406 & 1.3217 & 0.097423 \tabularnewline
8 & -0.110745 & -0.6552 & 0.258319 \tabularnewline
9 & -0.066046 & -0.3907 & 0.349182 \tabularnewline
10 & 0.130722 & 0.7734 & 0.22225 \tabularnewline
11 & -0.21191 & -1.2537 & 0.109135 \tabularnewline
12 & -0.083434 & -0.4936 & 0.312336 \tabularnewline
13 & 0.041665 & 0.2465 & 0.403369 \tabularnewline
14 & -0.033655 & -0.1991 & 0.421667 \tabularnewline
15 & -0.182263 & -1.0783 & 0.144142 \tabularnewline
16 & -0.000125 & -7e-04 & 0.499706 \tabularnewline
17 & -0.032995 & -0.1952 & 0.423181 \tabularnewline
18 & -0.027329 & -0.1617 & 0.436245 \tabularnewline
19 & -0.024017 & -0.1421 & 0.443913 \tabularnewline
20 & 0.129663 & 0.7671 & 0.224085 \tabularnewline
21 & -0.117534 & -0.6953 & 0.245717 \tabularnewline
22 & -0.063542 & -0.3759 & 0.354623 \tabularnewline
23 & -0.012389 & -0.0733 & 0.470994 \tabularnewline
24 & -0.126983 & -0.7512 & 0.228764 \tabularnewline
25 & 0.078238 & 0.4629 & 0.323165 \tabularnewline
26 & -0.146532 & -0.8669 & 0.195952 \tabularnewline
27 & -0.095652 & -0.5659 & 0.287541 \tabularnewline
28 & -0.185452 & -1.0972 & 0.140034 \tabularnewline
29 & 0.080541 & 0.4765 & 0.318344 \tabularnewline
30 & -0.032069 & -0.1897 & 0.42531 \tabularnewline
31 & -0.012524 & -0.0741 & 0.470679 \tabularnewline
32 & -0.009051 & -0.0535 & 0.4788 \tabularnewline
33 & -0.043441 & -0.257 & 0.399341 \tabularnewline
34 & 0.041717 & 0.2468 & 0.403253 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60621&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]0.531832[/C][C]3.1464[/C][C]0.001684[/C][/ROW]
[ROW][C]2[/C][C]-0.510028[/C][C]-3.0174[/C][C]0.002365[/C][/ROW]
[ROW][C]3[/C][C]-0.147253[/C][C]-0.8712[/C][C]0.194802[/C][/ROW]
[ROW][C]4[/C][C]-0.259161[/C][C]-1.5332[/C][C]0.067107[/C][/ROW]
[ROW][C]5[/C][C]0.003292[/C][C]0.0195[/C][C]0.492285[/C][/ROW]
[ROW][C]6[/C][C]-0.057589[/C][C]-0.3407[/C][C]0.367682[/C][/ROW]
[ROW][C]7[/C][C]0.223406[/C][C]1.3217[/C][C]0.097423[/C][/ROW]
[ROW][C]8[/C][C]-0.110745[/C][C]-0.6552[/C][C]0.258319[/C][/ROW]
[ROW][C]9[/C][C]-0.066046[/C][C]-0.3907[/C][C]0.349182[/C][/ROW]
[ROW][C]10[/C][C]0.130722[/C][C]0.7734[/C][C]0.22225[/C][/ROW]
[ROW][C]11[/C][C]-0.21191[/C][C]-1.2537[/C][C]0.109135[/C][/ROW]
[ROW][C]12[/C][C]-0.083434[/C][C]-0.4936[/C][C]0.312336[/C][/ROW]
[ROW][C]13[/C][C]0.041665[/C][C]0.2465[/C][C]0.403369[/C][/ROW]
[ROW][C]14[/C][C]-0.033655[/C][C]-0.1991[/C][C]0.421667[/C][/ROW]
[ROW][C]15[/C][C]-0.182263[/C][C]-1.0783[/C][C]0.144142[/C][/ROW]
[ROW][C]16[/C][C]-0.000125[/C][C]-7e-04[/C][C]0.499706[/C][/ROW]
[ROW][C]17[/C][C]-0.032995[/C][C]-0.1952[/C][C]0.423181[/C][/ROW]
[ROW][C]18[/C][C]-0.027329[/C][C]-0.1617[/C][C]0.436245[/C][/ROW]
[ROW][C]19[/C][C]-0.024017[/C][C]-0.1421[/C][C]0.443913[/C][/ROW]
[ROW][C]20[/C][C]0.129663[/C][C]0.7671[/C][C]0.224085[/C][/ROW]
[ROW][C]21[/C][C]-0.117534[/C][C]-0.6953[/C][C]0.245717[/C][/ROW]
[ROW][C]22[/C][C]-0.063542[/C][C]-0.3759[/C][C]0.354623[/C][/ROW]
[ROW][C]23[/C][C]-0.012389[/C][C]-0.0733[/C][C]0.470994[/C][/ROW]
[ROW][C]24[/C][C]-0.126983[/C][C]-0.7512[/C][C]0.228764[/C][/ROW]
[ROW][C]25[/C][C]0.078238[/C][C]0.4629[/C][C]0.323165[/C][/ROW]
[ROW][C]26[/C][C]-0.146532[/C][C]-0.8669[/C][C]0.195952[/C][/ROW]
[ROW][C]27[/C][C]-0.095652[/C][C]-0.5659[/C][C]0.287541[/C][/ROW]
[ROW][C]28[/C][C]-0.185452[/C][C]-1.0972[/C][C]0.140034[/C][/ROW]
[ROW][C]29[/C][C]0.080541[/C][C]0.4765[/C][C]0.318344[/C][/ROW]
[ROW][C]30[/C][C]-0.032069[/C][C]-0.1897[/C][C]0.42531[/C][/ROW]
[ROW][C]31[/C][C]-0.012524[/C][C]-0.0741[/C][C]0.470679[/C][/ROW]
[ROW][C]32[/C][C]-0.009051[/C][C]-0.0535[/C][C]0.4788[/C][/ROW]
[ROW][C]33[/C][C]-0.043441[/C][C]-0.257[/C][C]0.399341[/C][/ROW]
[ROW][C]34[/C][C]0.041717[/C][C]0.2468[/C][C]0.403253[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/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=60621&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60621&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	0.531832	3.1464	0.001684
2	-0.510028	-3.0174	0.002365
3	-0.147253	-0.8712	0.194802
4	-0.259161	-1.5332	0.067107
5	0.003292	0.0195	0.492285
6	-0.057589	-0.3407	0.367682
7	0.223406	1.3217	0.097423
8	-0.110745	-0.6552	0.258319
9	-0.066046	-0.3907	0.349182
10	0.130722	0.7734	0.22225
11	-0.21191	-1.2537	0.109135
12	-0.083434	-0.4936	0.312336
13	0.041665	0.2465	0.403369
14	-0.033655	-0.1991	0.421667
15	-0.182263	-1.0783	0.144142
16	-0.000125	-7e-04	0.499706
17	-0.032995	-0.1952	0.423181
18	-0.027329	-0.1617	0.436245
19	-0.024017	-0.1421	0.443913
20	0.129663	0.7671	0.224085
21	-0.117534	-0.6953	0.245717
22	-0.063542	-0.3759	0.354623
23	-0.012389	-0.0733	0.470994
24	-0.126983	-0.7512	0.228764
25	0.078238	0.4629	0.323165
26	-0.146532	-0.8669	0.195952
27	-0.095652	-0.5659	0.287541
28	-0.185452	-1.0972	0.140034
29	0.080541	0.4765	0.318344
30	-0.032069	-0.1897	0.42531
31	-0.012524	-0.0741	0.470679
32	-0.009051	-0.0535	0.4788
33	-0.043441	-0.257	0.399341
34	0.041717	0.2468	0.403253
35	NA	NA	NA
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 = 1 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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