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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:31:21 -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/t1259325119eake5svnn6fll5p.htm/, Retrieved Sun, 28 Apr 2024 22:56:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60646, Retrieved Sun, 28 Apr 2024 22:56:05 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

122

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-27 12:31:21] [0545e25c765ce26b196961216dc11e13] [Current]
-   PD            [(Partial) Autocorrelation Function] [WS 8] [2009-11-27 18:27:19] [101f710c1bf3d900563184d79f7da6e1] 

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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=60646&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=60646&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60646&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	0.196095	1.3444	0.092643
2	-0.081944	-0.5618	0.288468
3	0.087619	0.6007	0.275467
4	0.030467	0.2089	0.417724
5	0.038224	0.2621	0.397214
6	-0.070595	-0.484	0.315325
7	-0.134708	-0.9235	0.180228
8	-0.042449	-0.291	0.386161
9	-0.096769	-0.6634	0.255154
10	0.037956	0.2602	0.397918
11	0.069609	0.4772	0.317711
12	-0.31912	-2.1878	0.016847
13	-0.246439	-1.6895	0.048874
14	0.032682	0.2241	0.411843
15	0.020769	0.1424	0.443691
16	-0.057923	-0.3971	0.346546
17	-0.082058	-0.5626	0.288203
18	0.022482	0.1541	0.439084
19	0.057188	0.3921	0.348392
20	-0.054118	-0.371	0.356147
21	-0.004143	-0.0284	0.488731
22	0.009844	0.0675	0.47324
23	-0.039312	-0.2695	0.394358
24	-0.065295	-0.4476	0.328236
25	0.074602	0.5114	0.305718
26	-0.004009	-0.0275	0.489096
27	-0.01345	-0.0922	0.463462
28	0.060824	0.417	0.339293
29	0.018366	0.1259	0.45017
30	-0.001714	-0.0118	0.495336
31	-0.044369	-0.3042	0.381167
32	0.047858	0.3281	0.372149
33	0.070669	0.4845	0.315146
34	-0.01867	-0.128	0.44935
35	-0.069452	-0.4761	0.318091
36	0.031813	0.2181	0.414148

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.196095 & 1.3444 & 0.092643 \tabularnewline
2 & -0.081944 & -0.5618 & 0.288468 \tabularnewline
3 & 0.087619 & 0.6007 & 0.275467 \tabularnewline
4 & 0.030467 & 0.2089 & 0.417724 \tabularnewline
5 & 0.038224 & 0.2621 & 0.397214 \tabularnewline
6 & -0.070595 & -0.484 & 0.315325 \tabularnewline
7 & -0.134708 & -0.9235 & 0.180228 \tabularnewline
8 & -0.042449 & -0.291 & 0.386161 \tabularnewline
9 & -0.096769 & -0.6634 & 0.255154 \tabularnewline
10 & 0.037956 & 0.2602 & 0.397918 \tabularnewline
11 & 0.069609 & 0.4772 & 0.317711 \tabularnewline
12 & -0.31912 & -2.1878 & 0.016847 \tabularnewline
13 & -0.246439 & -1.6895 & 0.048874 \tabularnewline
14 & 0.032682 & 0.2241 & 0.411843 \tabularnewline
15 & 0.020769 & 0.1424 & 0.443691 \tabularnewline
16 & -0.057923 & -0.3971 & 0.346546 \tabularnewline
17 & -0.082058 & -0.5626 & 0.288203 \tabularnewline
18 & 0.022482 & 0.1541 & 0.439084 \tabularnewline
19 & 0.057188 & 0.3921 & 0.348392 \tabularnewline
20 & -0.054118 & -0.371 & 0.356147 \tabularnewline
21 & -0.004143 & -0.0284 & 0.488731 \tabularnewline
22 & 0.009844 & 0.0675 & 0.47324 \tabularnewline
23 & -0.039312 & -0.2695 & 0.394358 \tabularnewline
24 & -0.065295 & -0.4476 & 0.328236 \tabularnewline
25 & 0.074602 & 0.5114 & 0.305718 \tabularnewline
26 & -0.004009 & -0.0275 & 0.489096 \tabularnewline
27 & -0.01345 & -0.0922 & 0.463462 \tabularnewline
28 & 0.060824 & 0.417 & 0.339293 \tabularnewline
29 & 0.018366 & 0.1259 & 0.45017 \tabularnewline
30 & -0.001714 & -0.0118 & 0.495336 \tabularnewline
31 & -0.044369 & -0.3042 & 0.381167 \tabularnewline
32 & 0.047858 & 0.3281 & 0.372149 \tabularnewline
33 & 0.070669 & 0.4845 & 0.315146 \tabularnewline
34 & -0.01867 & -0.128 & 0.44935 \tabularnewline
35 & -0.069452 & -0.4761 & 0.318091 \tabularnewline
36 & 0.031813 & 0.2181 & 0.414148 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60646&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]0.196095[/C][C]1.3444[/C][C]0.092643[/C][/ROW]
[ROW][C]2[/C][C]-0.081944[/C][C]-0.5618[/C][C]0.288468[/C][/ROW]
[ROW][C]3[/C][C]0.087619[/C][C]0.6007[/C][C]0.275467[/C][/ROW]
[ROW][C]4[/C][C]0.030467[/C][C]0.2089[/C][C]0.417724[/C][/ROW]
[ROW][C]5[/C][C]0.038224[/C][C]0.2621[/C][C]0.397214[/C][/ROW]
[ROW][C]6[/C][C]-0.070595[/C][C]-0.484[/C][C]0.315325[/C][/ROW]
[ROW][C]7[/C][C]-0.134708[/C][C]-0.9235[/C][C]0.180228[/C][/ROW]
[ROW][C]8[/C][C]-0.042449[/C][C]-0.291[/C][C]0.386161[/C][/ROW]
[ROW][C]9[/C][C]-0.096769[/C][C]-0.6634[/C][C]0.255154[/C][/ROW]
[ROW][C]10[/C][C]0.037956[/C][C]0.2602[/C][C]0.397918[/C][/ROW]
[ROW][C]11[/C][C]0.069609[/C][C]0.4772[/C][C]0.317711[/C][/ROW]
[ROW][C]12[/C][C]-0.31912[/C][C]-2.1878[/C][C]0.016847[/C][/ROW]
[ROW][C]13[/C][C]-0.246439[/C][C]-1.6895[/C][C]0.048874[/C][/ROW]
[ROW][C]14[/C][C]0.032682[/C][C]0.2241[/C][C]0.411843[/C][/ROW]
[ROW][C]15[/C][C]0.020769[/C][C]0.1424[/C][C]0.443691[/C][/ROW]
[ROW][C]16[/C][C]-0.057923[/C][C]-0.3971[/C][C]0.346546[/C][/ROW]
[ROW][C]17[/C][C]-0.082058[/C][C]-0.5626[/C][C]0.288203[/C][/ROW]
[ROW][C]18[/C][C]0.022482[/C][C]0.1541[/C][C]0.439084[/C][/ROW]
[ROW][C]19[/C][C]0.057188[/C][C]0.3921[/C][C]0.348392[/C][/ROW]
[ROW][C]20[/C][C]-0.054118[/C][C]-0.371[/C][C]0.356147[/C][/ROW]
[ROW][C]21[/C][C]-0.004143[/C][C]-0.0284[/C][C]0.488731[/C][/ROW]
[ROW][C]22[/C][C]0.009844[/C][C]0.0675[/C][C]0.47324[/C][/ROW]
[ROW][C]23[/C][C]-0.039312[/C][C]-0.2695[/C][C]0.394358[/C][/ROW]
[ROW][C]24[/C][C]-0.065295[/C][C]-0.4476[/C][C]0.328236[/C][/ROW]
[ROW][C]25[/C][C]0.074602[/C][C]0.5114[/C][C]0.305718[/C][/ROW]
[ROW][C]26[/C][C]-0.004009[/C][C]-0.0275[/C][C]0.489096[/C][/ROW]
[ROW][C]27[/C][C]-0.01345[/C][C]-0.0922[/C][C]0.463462[/C][/ROW]
[ROW][C]28[/C][C]0.060824[/C][C]0.417[/C][C]0.339293[/C][/ROW]
[ROW][C]29[/C][C]0.018366[/C][C]0.1259[/C][C]0.45017[/C][/ROW]
[ROW][C]30[/C][C]-0.001714[/C][C]-0.0118[/C][C]0.495336[/C][/ROW]
[ROW][C]31[/C][C]-0.044369[/C][C]-0.3042[/C][C]0.381167[/C][/ROW]
[ROW][C]32[/C][C]0.047858[/C][C]0.3281[/C][C]0.372149[/C][/ROW]
[ROW][C]33[/C][C]0.070669[/C][C]0.4845[/C][C]0.315146[/C][/ROW]
[ROW][C]34[/C][C]-0.01867[/C][C]-0.128[/C][C]0.44935[/C][/ROW]
[ROW][C]35[/C][C]-0.069452[/C][C]-0.4761[/C][C]0.318091[/C][/ROW]
[ROW][C]36[/C][C]0.031813[/C][C]0.2181[/C][C]0.414148[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60646&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60646&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	0.196095	1.3444	0.092643
2	-0.081944	-0.5618	0.288468
3	0.087619	0.6007	0.275467
4	0.030467	0.2089	0.417724
5	0.038224	0.2621	0.397214
6	-0.070595	-0.484	0.315325
7	-0.134708	-0.9235	0.180228
8	-0.042449	-0.291	0.386161
9	-0.096769	-0.6634	0.255154
10	0.037956	0.2602	0.397918
11	0.069609	0.4772	0.317711
12	-0.31912	-2.1878	0.016847
13	-0.246439	-1.6895	0.048874
14	0.032682	0.2241	0.411843
15	0.020769	0.1424	0.443691
16	-0.057923	-0.3971	0.346546
17	-0.082058	-0.5626	0.288203
18	0.022482	0.1541	0.439084
19	0.057188	0.3921	0.348392
20	-0.054118	-0.371	0.356147
21	-0.004143	-0.0284	0.488731
22	0.009844	0.0675	0.47324
23	-0.039312	-0.2695	0.394358
24	-0.065295	-0.4476	0.328236
25	0.074602	0.5114	0.305718
26	-0.004009	-0.0275	0.489096
27	-0.01345	-0.0922	0.463462
28	0.060824	0.417	0.339293
29	0.018366	0.1259	0.45017
30	-0.001714	-0.0118	0.495336
31	-0.044369	-0.3042	0.381167
32	0.047858	0.3281	0.372149
33	0.070669	0.4845	0.315146
34	-0.01867	-0.128	0.44935
35	-0.069452	-0.4761	0.318091
36	0.031813	0.2181	0.414148

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.196095	1.3444	0.092643
2	-0.125212	-0.8584	0.197511
3	0.13762	0.9435	0.175131
4	-0.032428	-0.2223	0.412517
5	0.068116	0.467	0.321336
6	-0.114601	-0.7857	0.218003
7	-0.086833	-0.5953	0.277251
8	-0.026647	-0.1827	0.427917
9	-0.100524	-0.6892	0.247056
10	0.110869	0.7601	0.225502
11	0.025957	0.178	0.429762
12	-0.330657	-2.2669	0.01402
13	-0.14059	-0.9638	0.17003
14	0.022353	0.1532	0.43943
15	0.018435	0.1264	0.449984
16	-0.043473	-0.298	0.383494
17	-0.030942	-0.2121	0.416463
18	0.004551	0.0312	0.487622
19	-0.062964	-0.4317	0.333982
20	-0.106312	-0.7288	0.234858
21	-0.039794	-0.2728	0.393096
22	-0.006205	-0.0425	0.483124
23	0.030402	0.2084	0.417899
24	-0.181378	-1.2435	0.109932
25	-0.019487	-0.1336	0.447147
26	-0.101858	-0.6983	0.244214
27	0.050853	0.3486	0.364462
28	0.013229	0.0907	0.464062
29	-0.077579	-0.5319	0.298665
30	-0.030376	-0.2082	0.417969
31	-0.078682	-0.5394	0.296072
32	0.019571	0.1342	0.446921
33	-0.042192	-0.2893	0.386831
34	-0.002812	-0.0193	0.492349
35	-0.079302	-0.5437	0.29462
36	-0.050713	-0.3477	0.36482

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.196095 & 1.3444 & 0.092643 \tabularnewline
2 & -0.125212 & -0.8584 & 0.197511 \tabularnewline
3 & 0.13762 & 0.9435 & 0.175131 \tabularnewline
4 & -0.032428 & -0.2223 & 0.412517 \tabularnewline
5 & 0.068116 & 0.467 & 0.321336 \tabularnewline
6 & -0.114601 & -0.7857 & 0.218003 \tabularnewline
7 & -0.086833 & -0.5953 & 0.277251 \tabularnewline
8 & -0.026647 & -0.1827 & 0.427917 \tabularnewline
9 & -0.100524 & -0.6892 & 0.247056 \tabularnewline
10 & 0.110869 & 0.7601 & 0.225502 \tabularnewline
11 & 0.025957 & 0.178 & 0.429762 \tabularnewline
12 & -0.330657 & -2.2669 & 0.01402 \tabularnewline
13 & -0.14059 & -0.9638 & 0.17003 \tabularnewline
14 & 0.022353 & 0.1532 & 0.43943 \tabularnewline
15 & 0.018435 & 0.1264 & 0.449984 \tabularnewline
16 & -0.043473 & -0.298 & 0.383494 \tabularnewline
17 & -0.030942 & -0.2121 & 0.416463 \tabularnewline
18 & 0.004551 & 0.0312 & 0.487622 \tabularnewline
19 & -0.062964 & -0.4317 & 0.333982 \tabularnewline
20 & -0.106312 & -0.7288 & 0.234858 \tabularnewline
21 & -0.039794 & -0.2728 & 0.393096 \tabularnewline
22 & -0.006205 & -0.0425 & 0.483124 \tabularnewline
23 & 0.030402 & 0.2084 & 0.417899 \tabularnewline
24 & -0.181378 & -1.2435 & 0.109932 \tabularnewline
25 & -0.019487 & -0.1336 & 0.447147 \tabularnewline
26 & -0.101858 & -0.6983 & 0.244214 \tabularnewline
27 & 0.050853 & 0.3486 & 0.364462 \tabularnewline
28 & 0.013229 & 0.0907 & 0.464062 \tabularnewline
29 & -0.077579 & -0.5319 & 0.298665 \tabularnewline
30 & -0.030376 & -0.2082 & 0.417969 \tabularnewline
31 & -0.078682 & -0.5394 & 0.296072 \tabularnewline
32 & 0.019571 & 0.1342 & 0.446921 \tabularnewline
33 & -0.042192 & -0.2893 & 0.386831 \tabularnewline
34 & -0.002812 & -0.0193 & 0.492349 \tabularnewline
35 & -0.079302 & -0.5437 & 0.29462 \tabularnewline
36 & -0.050713 & -0.3477 & 0.36482 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60646&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]0.196095[/C][C]1.3444[/C][C]0.092643[/C][/ROW]
[ROW][C]2[/C][C]-0.125212[/C][C]-0.8584[/C][C]0.197511[/C][/ROW]
[ROW][C]3[/C][C]0.13762[/C][C]0.9435[/C][C]0.175131[/C][/ROW]
[ROW][C]4[/C][C]-0.032428[/C][C]-0.2223[/C][C]0.412517[/C][/ROW]
[ROW][C]5[/C][C]0.068116[/C][C]0.467[/C][C]0.321336[/C][/ROW]
[ROW][C]6[/C][C]-0.114601[/C][C]-0.7857[/C][C]0.218003[/C][/ROW]
[ROW][C]7[/C][C]-0.086833[/C][C]-0.5953[/C][C]0.277251[/C][/ROW]
[ROW][C]8[/C][C]-0.026647[/C][C]-0.1827[/C][C]0.427917[/C][/ROW]
[ROW][C]9[/C][C]-0.100524[/C][C]-0.6892[/C][C]0.247056[/C][/ROW]
[ROW][C]10[/C][C]0.110869[/C][C]0.7601[/C][C]0.225502[/C][/ROW]
[ROW][C]11[/C][C]0.025957[/C][C]0.178[/C][C]0.429762[/C][/ROW]
[ROW][C]12[/C][C]-0.330657[/C][C]-2.2669[/C][C]0.01402[/C][/ROW]
[ROW][C]13[/C][C]-0.14059[/C][C]-0.9638[/C][C]0.17003[/C][/ROW]
[ROW][C]14[/C][C]0.022353[/C][C]0.1532[/C][C]0.43943[/C][/ROW]
[ROW][C]15[/C][C]0.018435[/C][C]0.1264[/C][C]0.449984[/C][/ROW]
[ROW][C]16[/C][C]-0.043473[/C][C]-0.298[/C][C]0.383494[/C][/ROW]
[ROW][C]17[/C][C]-0.030942[/C][C]-0.2121[/C][C]0.416463[/C][/ROW]
[ROW][C]18[/C][C]0.004551[/C][C]0.0312[/C][C]0.487622[/C][/ROW]
[ROW][C]19[/C][C]-0.062964[/C][C]-0.4317[/C][C]0.333982[/C][/ROW]
[ROW][C]20[/C][C]-0.106312[/C][C]-0.7288[/C][C]0.234858[/C][/ROW]
[ROW][C]21[/C][C]-0.039794[/C][C]-0.2728[/C][C]0.393096[/C][/ROW]
[ROW][C]22[/C][C]-0.006205[/C][C]-0.0425[/C][C]0.483124[/C][/ROW]
[ROW][C]23[/C][C]0.030402[/C][C]0.2084[/C][C]0.417899[/C][/ROW]
[ROW][C]24[/C][C]-0.181378[/C][C]-1.2435[/C][C]0.109932[/C][/ROW]
[ROW][C]25[/C][C]-0.019487[/C][C]-0.1336[/C][C]0.447147[/C][/ROW]
[ROW][C]26[/C][C]-0.101858[/C][C]-0.6983[/C][C]0.244214[/C][/ROW]
[ROW][C]27[/C][C]0.050853[/C][C]0.3486[/C][C]0.364462[/C][/ROW]
[ROW][C]28[/C][C]0.013229[/C][C]0.0907[/C][C]0.464062[/C][/ROW]
[ROW][C]29[/C][C]-0.077579[/C][C]-0.5319[/C][C]0.298665[/C][/ROW]
[ROW][C]30[/C][C]-0.030376[/C][C]-0.2082[/C][C]0.417969[/C][/ROW]
[ROW][C]31[/C][C]-0.078682[/C][C]-0.5394[/C][C]0.296072[/C][/ROW]
[ROW][C]32[/C][C]0.019571[/C][C]0.1342[/C][C]0.446921[/C][/ROW]
[ROW][C]33[/C][C]-0.042192[/C][C]-0.2893[/C][C]0.386831[/C][/ROW]
[ROW][C]34[/C][C]-0.002812[/C][C]-0.0193[/C][C]0.492349[/C][/ROW]
[ROW][C]35[/C][C]-0.079302[/C][C]-0.5437[/C][C]0.29462[/C][/ROW]
[ROW][C]36[/C][C]-0.050713[/C][C]-0.3477[/C][C]0.36482[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60646&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60646&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	0.196095	1.3444	0.092643
2	-0.125212	-0.8584	0.197511
3	0.13762	0.9435	0.175131
4	-0.032428	-0.2223	0.412517
5	0.068116	0.467	0.321336
6	-0.114601	-0.7857	0.218003
7	-0.086833	-0.5953	0.277251
8	-0.026647	-0.1827	0.427917
9	-0.100524	-0.6892	0.247056
10	0.110869	0.7601	0.225502
11	0.025957	0.178	0.429762
12	-0.330657	-2.2669	0.01402
13	-0.14059	-0.9638	0.17003
14	0.022353	0.1532	0.43943
15	0.018435	0.1264	0.449984
16	-0.043473	-0.298	0.383494
17	-0.030942	-0.2121	0.416463
18	0.004551	0.0312	0.487622
19	-0.062964	-0.4317	0.333982
20	-0.106312	-0.7288	0.234858
21	-0.039794	-0.2728	0.393096
22	-0.006205	-0.0425	0.483124
23	0.030402	0.2084	0.417899
24	-0.181378	-1.2435	0.109932
25	-0.019487	-0.1336	0.447147
26	-0.101858	-0.6983	0.244214
27	0.050853	0.3486	0.364462
28	0.013229	0.0907	0.464062
29	-0.077579	-0.5319	0.298665
30	-0.030376	-0.2082	0.417969
31	-0.078682	-0.5394	0.296072
32	0.019571	0.1342	0.446921
33	-0.042192	-0.2893	0.386831
34	-0.002812	-0.0193	0.492349
35	-0.079302	-0.5437	0.29462
36	-0.050713	-0.3477	0.36482

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

Parameters (R input):

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