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 05:23:12 -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/t1259324624v81apvl5yoc5t1j.htm/, Retrieved Mon, 29 Apr 2024 00:15:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60633, Retrieved Mon, 29 Apr 2024 00:15:02 +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

161

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]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-27 12:23:12] [0545e25c765ce26b196961216dc11e13] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-01 18:12:40] [1e83ffa964db6f7ea6ccc4e7b5acbbff] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

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=60633&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=60633&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60633&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	0.887385	6.148	0
2	0.738706	5.1179	3e-06
3	0.62839	4.3536	3.5e-05
4	0.512435	3.5503	0.000437
5	0.391158	2.71	0.004651
6	0.266197	1.8443	0.03566
7	0.156209	1.0822	0.142275
8	0.069756	0.4833	0.315547
9	-0.020422	-0.1415	0.444038
10	-0.087366	-0.6053	0.273918
11	-0.169017	-1.171	0.123692
12	-0.265147	-1.837	0.036203
13	-0.299519	-2.0751	0.021679
14	-0.281722	-1.9518	0.028403
15	-0.274866	-1.9043	0.031435
16	-0.281088	-1.9474	0.028673
17	-0.280292	-1.9419	0.029014
18	-0.262345	-1.8176	0.037687
19	-0.2504	-1.7348	0.044595
20	-0.253803	-1.7584	0.042527
21	-0.239632	-1.6602	0.051695
22	-0.220831	-1.53	0.066295
23	-0.209542	-1.4518	0.076538
24	-0.190996	-1.3233	0.096009
25	-0.155054	-1.0742	0.144042
26	-0.131612	-0.9118	0.183206
27	-0.108899	-0.7545	0.227125
28	-0.088902	-0.6159	0.270426
29	-0.077904	-0.5397	0.295937
30	-0.068041	-0.4714	0.319745
31	-0.056835	-0.3938	0.347749
32	-0.029737	-0.206	0.418823
33	-0.015316	-0.1061	0.457968
34	-0.023026	-0.1595	0.43696
35	-0.017049	-0.1181	0.453233
36	0.006429	0.0445	0.482329

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.887385 & 6.148 & 0 \tabularnewline
2 & 0.738706 & 5.1179 & 3e-06 \tabularnewline
3 & 0.62839 & 4.3536 & 3.5e-05 \tabularnewline
4 & 0.512435 & 3.5503 & 0.000437 \tabularnewline
5 & 0.391158 & 2.71 & 0.004651 \tabularnewline
6 & 0.266197 & 1.8443 & 0.03566 \tabularnewline
7 & 0.156209 & 1.0822 & 0.142275 \tabularnewline
8 & 0.069756 & 0.4833 & 0.315547 \tabularnewline
9 & -0.020422 & -0.1415 & 0.444038 \tabularnewline
10 & -0.087366 & -0.6053 & 0.273918 \tabularnewline
11 & -0.169017 & -1.171 & 0.123692 \tabularnewline
12 & -0.265147 & -1.837 & 0.036203 \tabularnewline
13 & -0.299519 & -2.0751 & 0.021679 \tabularnewline
14 & -0.281722 & -1.9518 & 0.028403 \tabularnewline
15 & -0.274866 & -1.9043 & 0.031435 \tabularnewline
16 & -0.281088 & -1.9474 & 0.028673 \tabularnewline
17 & -0.280292 & -1.9419 & 0.029014 \tabularnewline
18 & -0.262345 & -1.8176 & 0.037687 \tabularnewline
19 & -0.2504 & -1.7348 & 0.044595 \tabularnewline
20 & -0.253803 & -1.7584 & 0.042527 \tabularnewline
21 & -0.239632 & -1.6602 & 0.051695 \tabularnewline
22 & -0.220831 & -1.53 & 0.066295 \tabularnewline
23 & -0.209542 & -1.4518 & 0.076538 \tabularnewline
24 & -0.190996 & -1.3233 & 0.096009 \tabularnewline
25 & -0.155054 & -1.0742 & 0.144042 \tabularnewline
26 & -0.131612 & -0.9118 & 0.183206 \tabularnewline
27 & -0.108899 & -0.7545 & 0.227125 \tabularnewline
28 & -0.088902 & -0.6159 & 0.270426 \tabularnewline
29 & -0.077904 & -0.5397 & 0.295937 \tabularnewline
30 & -0.068041 & -0.4714 & 0.319745 \tabularnewline
31 & -0.056835 & -0.3938 & 0.347749 \tabularnewline
32 & -0.029737 & -0.206 & 0.418823 \tabularnewline
33 & -0.015316 & -0.1061 & 0.457968 \tabularnewline
34 & -0.023026 & -0.1595 & 0.43696 \tabularnewline
35 & -0.017049 & -0.1181 & 0.453233 \tabularnewline
36 & 0.006429 & 0.0445 & 0.482329 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60633&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]0.887385[/C][C]6.148[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.738706[/C][C]5.1179[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.62839[/C][C]4.3536[/C][C]3.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.512435[/C][C]3.5503[/C][C]0.000437[/C][/ROW]
[ROW][C]5[/C][C]0.391158[/C][C]2.71[/C][C]0.004651[/C][/ROW]
[ROW][C]6[/C][C]0.266197[/C][C]1.8443[/C][C]0.03566[/C][/ROW]
[ROW][C]7[/C][C]0.156209[/C][C]1.0822[/C][C]0.142275[/C][/ROW]
[ROW][C]8[/C][C]0.069756[/C][C]0.4833[/C][C]0.315547[/C][/ROW]
[ROW][C]9[/C][C]-0.020422[/C][C]-0.1415[/C][C]0.444038[/C][/ROW]
[ROW][C]10[/C][C]-0.087366[/C][C]-0.6053[/C][C]0.273918[/C][/ROW]
[ROW][C]11[/C][C]-0.169017[/C][C]-1.171[/C][C]0.123692[/C][/ROW]
[ROW][C]12[/C][C]-0.265147[/C][C]-1.837[/C][C]0.036203[/C][/ROW]
[ROW][C]13[/C][C]-0.299519[/C][C]-2.0751[/C][C]0.021679[/C][/ROW]
[ROW][C]14[/C][C]-0.281722[/C][C]-1.9518[/C][C]0.028403[/C][/ROW]
[ROW][C]15[/C][C]-0.274866[/C][C]-1.9043[/C][C]0.031435[/C][/ROW]
[ROW][C]16[/C][C]-0.281088[/C][C]-1.9474[/C][C]0.028673[/C][/ROW]
[ROW][C]17[/C][C]-0.280292[/C][C]-1.9419[/C][C]0.029014[/C][/ROW]
[ROW][C]18[/C][C]-0.262345[/C][C]-1.8176[/C][C]0.037687[/C][/ROW]
[ROW][C]19[/C][C]-0.2504[/C][C]-1.7348[/C][C]0.044595[/C][/ROW]
[ROW][C]20[/C][C]-0.253803[/C][C]-1.7584[/C][C]0.042527[/C][/ROW]
[ROW][C]21[/C][C]-0.239632[/C][C]-1.6602[/C][C]0.051695[/C][/ROW]
[ROW][C]22[/C][C]-0.220831[/C][C]-1.53[/C][C]0.066295[/C][/ROW]
[ROW][C]23[/C][C]-0.209542[/C][C]-1.4518[/C][C]0.076538[/C][/ROW]
[ROW][C]24[/C][C]-0.190996[/C][C]-1.3233[/C][C]0.096009[/C][/ROW]
[ROW][C]25[/C][C]-0.155054[/C][C]-1.0742[/C][C]0.144042[/C][/ROW]
[ROW][C]26[/C][C]-0.131612[/C][C]-0.9118[/C][C]0.183206[/C][/ROW]
[ROW][C]27[/C][C]-0.108899[/C][C]-0.7545[/C][C]0.227125[/C][/ROW]
[ROW][C]28[/C][C]-0.088902[/C][C]-0.6159[/C][C]0.270426[/C][/ROW]
[ROW][C]29[/C][C]-0.077904[/C][C]-0.5397[/C][C]0.295937[/C][/ROW]
[ROW][C]30[/C][C]-0.068041[/C][C]-0.4714[/C][C]0.319745[/C][/ROW]
[ROW][C]31[/C][C]-0.056835[/C][C]-0.3938[/C][C]0.347749[/C][/ROW]
[ROW][C]32[/C][C]-0.029737[/C][C]-0.206[/C][C]0.418823[/C][/ROW]
[ROW][C]33[/C][C]-0.015316[/C][C]-0.1061[/C][C]0.457968[/C][/ROW]
[ROW][C]34[/C][C]-0.023026[/C][C]-0.1595[/C][C]0.43696[/C][/ROW]
[ROW][C]35[/C][C]-0.017049[/C][C]-0.1181[/C][C]0.453233[/C][/ROW]
[ROW][C]36[/C][C]0.006429[/C][C]0.0445[/C][C]0.482329[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60633&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60633&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	0.887385	6.148	0
2	0.738706	5.1179	3e-06
3	0.62839	4.3536	3.5e-05
4	0.512435	3.5503	0.000437
5	0.391158	2.71	0.004651
6	0.266197	1.8443	0.03566
7	0.156209	1.0822	0.142275
8	0.069756	0.4833	0.315547
9	-0.020422	-0.1415	0.444038
10	-0.087366	-0.6053	0.273918
11	-0.169017	-1.171	0.123692
12	-0.265147	-1.837	0.036203
13	-0.299519	-2.0751	0.021679
14	-0.281722	-1.9518	0.028403
15	-0.274866	-1.9043	0.031435
16	-0.281088	-1.9474	0.028673
17	-0.280292	-1.9419	0.029014
18	-0.262345	-1.8176	0.037687
19	-0.2504	-1.7348	0.044595
20	-0.253803	-1.7584	0.042527
21	-0.239632	-1.6602	0.051695
22	-0.220831	-1.53	0.066295
23	-0.209542	-1.4518	0.076538
24	-0.190996	-1.3233	0.096009
25	-0.155054	-1.0742	0.144042
26	-0.131612	-0.9118	0.183206
27	-0.108899	-0.7545	0.227125
28	-0.088902	-0.6159	0.270426
29	-0.077904	-0.5397	0.295937
30	-0.068041	-0.4714	0.319745
31	-0.056835	-0.3938	0.347749
32	-0.029737	-0.206	0.418823
33	-0.015316	-0.1061	0.457968
34	-0.023026	-0.1595	0.43696
35	-0.017049	-0.1181	0.453233
36	0.006429	0.0445	0.482329

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.887385	6.148	0
2	-0.229335	-1.5889	0.059327
3	0.12936	0.8962	0.187301
4	-0.165909	-1.1495	0.128033
5	-0.043163	-0.299	0.383101
6	-0.131686	-0.9123	0.183073
7	-0.002772	-0.0192	0.492379
8	-0.018174	-0.1259	0.450163
9	-0.111463	-0.7722	0.22188
10	0.064974	0.4502	0.327314
11	-0.246034	-1.7046	0.04737
12	-0.075829	-0.5254	0.300875
13	0.158188	1.096	0.139283
14	0.089907	0.6229	0.268151
15	-0.086244	-0.5975	0.276486
16	-0.062095	-0.4302	0.334485
17	-0.032989	-0.2286	0.410094
18	-0.042282	-0.2929	0.385416
19	-0.055168	-0.3822	0.351994
20	-0.056921	-0.3944	0.347532
21	0.04617	0.3199	0.375227
22	-0.039739	-0.2753	0.392126
23	-0.05805	-0.4022	0.344667
24	-0.073257	-0.5075	0.307051
25	0.099295	0.6879	0.247403
26	-0.038212	-0.2647	0.396172
27	0.051136	0.3543	0.362339
28	-0.109211	-0.7566	0.226483
29	-0.065227	-0.4519	0.326685
30	0.01765	0.1223	0.451593
31	-0.028509	-0.1975	0.42213
32	0.059485	0.4121	0.341042
33	-0.117391	-0.8133	0.210029
34	0.004916	0.0341	0.486487
35	-0.034405	-0.2384	0.406305
36	0.049214	0.341	0.36731

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.887385 & 6.148 & 0 \tabularnewline
2 & -0.229335 & -1.5889 & 0.059327 \tabularnewline
3 & 0.12936 & 0.8962 & 0.187301 \tabularnewline
4 & -0.165909 & -1.1495 & 0.128033 \tabularnewline
5 & -0.043163 & -0.299 & 0.383101 \tabularnewline
6 & -0.131686 & -0.9123 & 0.183073 \tabularnewline
7 & -0.002772 & -0.0192 & 0.492379 \tabularnewline
8 & -0.018174 & -0.1259 & 0.450163 \tabularnewline
9 & -0.111463 & -0.7722 & 0.22188 \tabularnewline
10 & 0.064974 & 0.4502 & 0.327314 \tabularnewline
11 & -0.246034 & -1.7046 & 0.04737 \tabularnewline
12 & -0.075829 & -0.5254 & 0.300875 \tabularnewline
13 & 0.158188 & 1.096 & 0.139283 \tabularnewline
14 & 0.089907 & 0.6229 & 0.268151 \tabularnewline
15 & -0.086244 & -0.5975 & 0.276486 \tabularnewline
16 & -0.062095 & -0.4302 & 0.334485 \tabularnewline
17 & -0.032989 & -0.2286 & 0.410094 \tabularnewline
18 & -0.042282 & -0.2929 & 0.385416 \tabularnewline
19 & -0.055168 & -0.3822 & 0.351994 \tabularnewline
20 & -0.056921 & -0.3944 & 0.347532 \tabularnewline
21 & 0.04617 & 0.3199 & 0.375227 \tabularnewline
22 & -0.039739 & -0.2753 & 0.392126 \tabularnewline
23 & -0.05805 & -0.4022 & 0.344667 \tabularnewline
24 & -0.073257 & -0.5075 & 0.307051 \tabularnewline
25 & 0.099295 & 0.6879 & 0.247403 \tabularnewline
26 & -0.038212 & -0.2647 & 0.396172 \tabularnewline
27 & 0.051136 & 0.3543 & 0.362339 \tabularnewline
28 & -0.109211 & -0.7566 & 0.226483 \tabularnewline
29 & -0.065227 & -0.4519 & 0.326685 \tabularnewline
30 & 0.01765 & 0.1223 & 0.451593 \tabularnewline
31 & -0.028509 & -0.1975 & 0.42213 \tabularnewline
32 & 0.059485 & 0.4121 & 0.341042 \tabularnewline
33 & -0.117391 & -0.8133 & 0.210029 \tabularnewline
34 & 0.004916 & 0.0341 & 0.486487 \tabularnewline
35 & -0.034405 & -0.2384 & 0.406305 \tabularnewline
36 & 0.049214 & 0.341 & 0.36731 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60633&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]0.887385[/C][C]6.148[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.229335[/C][C]-1.5889[/C][C]0.059327[/C][/ROW]
[ROW][C]3[/C][C]0.12936[/C][C]0.8962[/C][C]0.187301[/C][/ROW]
[ROW][C]4[/C][C]-0.165909[/C][C]-1.1495[/C][C]0.128033[/C][/ROW]
[ROW][C]5[/C][C]-0.043163[/C][C]-0.299[/C][C]0.383101[/C][/ROW]
[ROW][C]6[/C][C]-0.131686[/C][C]-0.9123[/C][C]0.183073[/C][/ROW]
[ROW][C]7[/C][C]-0.002772[/C][C]-0.0192[/C][C]0.492379[/C][/ROW]
[ROW][C]8[/C][C]-0.018174[/C][C]-0.1259[/C][C]0.450163[/C][/ROW]
[ROW][C]9[/C][C]-0.111463[/C][C]-0.7722[/C][C]0.22188[/C][/ROW]
[ROW][C]10[/C][C]0.064974[/C][C]0.4502[/C][C]0.327314[/C][/ROW]
[ROW][C]11[/C][C]-0.246034[/C][C]-1.7046[/C][C]0.04737[/C][/ROW]
[ROW][C]12[/C][C]-0.075829[/C][C]-0.5254[/C][C]0.300875[/C][/ROW]
[ROW][C]13[/C][C]0.158188[/C][C]1.096[/C][C]0.139283[/C][/ROW]
[ROW][C]14[/C][C]0.089907[/C][C]0.6229[/C][C]0.268151[/C][/ROW]
[ROW][C]15[/C][C]-0.086244[/C][C]-0.5975[/C][C]0.276486[/C][/ROW]
[ROW][C]16[/C][C]-0.062095[/C][C]-0.4302[/C][C]0.334485[/C][/ROW]
[ROW][C]17[/C][C]-0.032989[/C][C]-0.2286[/C][C]0.410094[/C][/ROW]
[ROW][C]18[/C][C]-0.042282[/C][C]-0.2929[/C][C]0.385416[/C][/ROW]
[ROW][C]19[/C][C]-0.055168[/C][C]-0.3822[/C][C]0.351994[/C][/ROW]
[ROW][C]20[/C][C]-0.056921[/C][C]-0.3944[/C][C]0.347532[/C][/ROW]
[ROW][C]21[/C][C]0.04617[/C][C]0.3199[/C][C]0.375227[/C][/ROW]
[ROW][C]22[/C][C]-0.039739[/C][C]-0.2753[/C][C]0.392126[/C][/ROW]
[ROW][C]23[/C][C]-0.05805[/C][C]-0.4022[/C][C]0.344667[/C][/ROW]
[ROW][C]24[/C][C]-0.073257[/C][C]-0.5075[/C][C]0.307051[/C][/ROW]
[ROW][C]25[/C][C]0.099295[/C][C]0.6879[/C][C]0.247403[/C][/ROW]
[ROW][C]26[/C][C]-0.038212[/C][C]-0.2647[/C][C]0.396172[/C][/ROW]
[ROW][C]27[/C][C]0.051136[/C][C]0.3543[/C][C]0.362339[/C][/ROW]
[ROW][C]28[/C][C]-0.109211[/C][C]-0.7566[/C][C]0.226483[/C][/ROW]
[ROW][C]29[/C][C]-0.065227[/C][C]-0.4519[/C][C]0.326685[/C][/ROW]
[ROW][C]30[/C][C]0.01765[/C][C]0.1223[/C][C]0.451593[/C][/ROW]
[ROW][C]31[/C][C]-0.028509[/C][C]-0.1975[/C][C]0.42213[/C][/ROW]
[ROW][C]32[/C][C]0.059485[/C][C]0.4121[/C][C]0.341042[/C][/ROW]
[ROW][C]33[/C][C]-0.117391[/C][C]-0.8133[/C][C]0.210029[/C][/ROW]
[ROW][C]34[/C][C]0.004916[/C][C]0.0341[/C][C]0.486487[/C][/ROW]
[ROW][C]35[/C][C]-0.034405[/C][C]-0.2384[/C][C]0.406305[/C][/ROW]
[ROW][C]36[/C][C]0.049214[/C][C]0.341[/C][C]0.36731[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60633&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60633&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	0.887385	6.148	0
2	-0.229335	-1.5889	0.059327
3	0.12936	0.8962	0.187301
4	-0.165909	-1.1495	0.128033
5	-0.043163	-0.299	0.383101
6	-0.131686	-0.9123	0.183073
7	-0.002772	-0.0192	0.492379
8	-0.018174	-0.1259	0.450163
9	-0.111463	-0.7722	0.22188
10	0.064974	0.4502	0.327314
11	-0.246034	-1.7046	0.04737
12	-0.075829	-0.5254	0.300875
13	0.158188	1.096	0.139283
14	0.089907	0.6229	0.268151
15	-0.086244	-0.5975	0.276486
16	-0.062095	-0.4302	0.334485
17	-0.032989	-0.2286	0.410094
18	-0.042282	-0.2929	0.385416
19	-0.055168	-0.3822	0.351994
20	-0.056921	-0.3944	0.347532
21	0.04617	0.3199	0.375227
22	-0.039739	-0.2753	0.392126
23	-0.05805	-0.4022	0.344667
24	-0.073257	-0.5075	0.307051
25	0.099295	0.6879	0.247403
26	-0.038212	-0.2647	0.396172
27	0.051136	0.3543	0.362339
28	-0.109211	-0.7566	0.226483
29	-0.065227	-0.4519	0.326685
30	0.01765	0.1223	0.451593
31	-0.028509	-0.1975	0.42213
32	0.059485	0.4121	0.341042
33	-0.117391	-0.8133	0.210029
34	0.004916	0.0341	0.486487
35	-0.034405	-0.2384	0.406305
36	0.049214	0.341	0.36731

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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