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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:58:19 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259326808qa1gakizwrgnhrd.htm/, Retrieved Sun, 28 Apr 2024 20:35:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60691, Retrieved Sun, 28 Apr 2024 20:35:58 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

176

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] [WS 8: ACF 1] [2009-11-27 12:58:19] [17b3de9cda9f51722106e41c76160a49] [Current]
-                 [(Partial) Autocorrelation Function] [WS 8: ACF 1] [2009-12-04 23:25:01] [8cf9233b7464ea02e32be3b30fdac052] 
-   PD            [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:12:40] [b97b96148b0223bc16666763988dc147] 
-                   [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:23:40] [b97b96148b0223bc16666763988dc147] 
-                   [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:34:01] [b97b96148b0223bc16666763988dc147] 
-    D            [(Partial) Autocorrelation Function] [ACF1 Werkloosheid] [2009-12-30 17:11:34] [dff692ae32125bdbbfc005d665e23b83] 
-   PD            [(Partial) Autocorrelation Function] [ACF2 Werkloosheid] [2009-12-30 17:38:54] [dff692ae32125bdbbfc005d665e23b83] 

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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=60691&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=60691&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60691&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	0.824288	6.3849	0
2	0.545081	4.2222	4.2e-05
3	0.312001	2.4167	0.009359
4	0.182105	1.4106	0.081767
5	0.137449	1.0647	0.145645
6	0.109911	0.8514	0.198975
7	0.086025	0.6663	0.253873
8	0.092858	0.7193	0.237381
9	0.185565	1.4374	0.077902
10	0.363648	2.8168	0.003278
11	0.554971	4.2988	3.2e-05
12	0.651744	5.0484	2e-06
13	0.487563	3.7766	0.000184
14	0.248762	1.9269	0.029365
15	0.052139	0.4039	0.343874
16	-0.059083	-0.4577	0.324426
17	-0.104871	-0.8123	0.209909
18	-0.140997	-1.0922	0.139566
19	-0.17118	-1.326	0.094941
20	-0.170735	-1.3225	0.095509
21	-0.09974	-0.7726	0.221402
22	0.033512	0.2596	0.398038
23	0.165183	1.2795	0.102824
24	0.229912	1.7809	0.039997
25	0.105236	0.8152	0.209104
26	-0.070111	-0.5431	0.294545
27	-0.206273	-1.5978	0.057672
28	-0.270462	-2.095	0.020201
29	-0.292829	-2.2682	0.013463
30	-0.312398	-2.4198	0.009287
31	-0.329483	-2.5522	0.006635
32	-0.318283	-2.4654	0.008282
33	-0.259142	-2.0073	0.024614
34	-0.16212	-1.2558	0.107032
35	-0.06653	-0.5153	0.304105
36	-0.013753	-0.1065	0.457757

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.824288 & 6.3849 & 0 \tabularnewline
2 & 0.545081 & 4.2222 & 4.2e-05 \tabularnewline
3 & 0.312001 & 2.4167 & 0.009359 \tabularnewline
4 & 0.182105 & 1.4106 & 0.081767 \tabularnewline
5 & 0.137449 & 1.0647 & 0.145645 \tabularnewline
6 & 0.109911 & 0.8514 & 0.198975 \tabularnewline
7 & 0.086025 & 0.6663 & 0.253873 \tabularnewline
8 & 0.092858 & 0.7193 & 0.237381 \tabularnewline
9 & 0.185565 & 1.4374 & 0.077902 \tabularnewline
10 & 0.363648 & 2.8168 & 0.003278 \tabularnewline
11 & 0.554971 & 4.2988 & 3.2e-05 \tabularnewline
12 & 0.651744 & 5.0484 & 2e-06 \tabularnewline
13 & 0.487563 & 3.7766 & 0.000184 \tabularnewline
14 & 0.248762 & 1.9269 & 0.029365 \tabularnewline
15 & 0.052139 & 0.4039 & 0.343874 \tabularnewline
16 & -0.059083 & -0.4577 & 0.324426 \tabularnewline
17 & -0.104871 & -0.8123 & 0.209909 \tabularnewline
18 & -0.140997 & -1.0922 & 0.139566 \tabularnewline
19 & -0.17118 & -1.326 & 0.094941 \tabularnewline
20 & -0.170735 & -1.3225 & 0.095509 \tabularnewline
21 & -0.09974 & -0.7726 & 0.221402 \tabularnewline
22 & 0.033512 & 0.2596 & 0.398038 \tabularnewline
23 & 0.165183 & 1.2795 & 0.102824 \tabularnewline
24 & 0.229912 & 1.7809 & 0.039997 \tabularnewline
25 & 0.105236 & 0.8152 & 0.209104 \tabularnewline
26 & -0.070111 & -0.5431 & 0.294545 \tabularnewline
27 & -0.206273 & -1.5978 & 0.057672 \tabularnewline
28 & -0.270462 & -2.095 & 0.020201 \tabularnewline
29 & -0.292829 & -2.2682 & 0.013463 \tabularnewline
30 & -0.312398 & -2.4198 & 0.009287 \tabularnewline
31 & -0.329483 & -2.5522 & 0.006635 \tabularnewline
32 & -0.318283 & -2.4654 & 0.008282 \tabularnewline
33 & -0.259142 & -2.0073 & 0.024614 \tabularnewline
34 & -0.16212 & -1.2558 & 0.107032 \tabularnewline
35 & -0.06653 & -0.5153 & 0.304105 \tabularnewline
36 & -0.013753 & -0.1065 & 0.457757 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60691&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]0.824288[/C][C]6.3849[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.545081[/C][C]4.2222[/C][C]4.2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.312001[/C][C]2.4167[/C][C]0.009359[/C][/ROW]
[ROW][C]4[/C][C]0.182105[/C][C]1.4106[/C][C]0.081767[/C][/ROW]
[ROW][C]5[/C][C]0.137449[/C][C]1.0647[/C][C]0.145645[/C][/ROW]
[ROW][C]6[/C][C]0.109911[/C][C]0.8514[/C][C]0.198975[/C][/ROW]
[ROW][C]7[/C][C]0.086025[/C][C]0.6663[/C][C]0.253873[/C][/ROW]
[ROW][C]8[/C][C]0.092858[/C][C]0.7193[/C][C]0.237381[/C][/ROW]
[ROW][C]9[/C][C]0.185565[/C][C]1.4374[/C][C]0.077902[/C][/ROW]
[ROW][C]10[/C][C]0.363648[/C][C]2.8168[/C][C]0.003278[/C][/ROW]
[ROW][C]11[/C][C]0.554971[/C][C]4.2988[/C][C]3.2e-05[/C][/ROW]
[ROW][C]12[/C][C]0.651744[/C][C]5.0484[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.487563[/C][C]3.7766[/C][C]0.000184[/C][/ROW]
[ROW][C]14[/C][C]0.248762[/C][C]1.9269[/C][C]0.029365[/C][/ROW]
[ROW][C]15[/C][C]0.052139[/C][C]0.4039[/C][C]0.343874[/C][/ROW]
[ROW][C]16[/C][C]-0.059083[/C][C]-0.4577[/C][C]0.324426[/C][/ROW]
[ROW][C]17[/C][C]-0.104871[/C][C]-0.8123[/C][C]0.209909[/C][/ROW]
[ROW][C]18[/C][C]-0.140997[/C][C]-1.0922[/C][C]0.139566[/C][/ROW]
[ROW][C]19[/C][C]-0.17118[/C][C]-1.326[/C][C]0.094941[/C][/ROW]
[ROW][C]20[/C][C]-0.170735[/C][C]-1.3225[/C][C]0.095509[/C][/ROW]
[ROW][C]21[/C][C]-0.09974[/C][C]-0.7726[/C][C]0.221402[/C][/ROW]
[ROW][C]22[/C][C]0.033512[/C][C]0.2596[/C][C]0.398038[/C][/ROW]
[ROW][C]23[/C][C]0.165183[/C][C]1.2795[/C][C]0.102824[/C][/ROW]
[ROW][C]24[/C][C]0.229912[/C][C]1.7809[/C][C]0.039997[/C][/ROW]
[ROW][C]25[/C][C]0.105236[/C][C]0.8152[/C][C]0.209104[/C][/ROW]
[ROW][C]26[/C][C]-0.070111[/C][C]-0.5431[/C][C]0.294545[/C][/ROW]
[ROW][C]27[/C][C]-0.206273[/C][C]-1.5978[/C][C]0.057672[/C][/ROW]
[ROW][C]28[/C][C]-0.270462[/C][C]-2.095[/C][C]0.020201[/C][/ROW]
[ROW][C]29[/C][C]-0.292829[/C][C]-2.2682[/C][C]0.013463[/C][/ROW]
[ROW][C]30[/C][C]-0.312398[/C][C]-2.4198[/C][C]0.009287[/C][/ROW]
[ROW][C]31[/C][C]-0.329483[/C][C]-2.5522[/C][C]0.006635[/C][/ROW]
[ROW][C]32[/C][C]-0.318283[/C][C]-2.4654[/C][C]0.008282[/C][/ROW]
[ROW][C]33[/C][C]-0.259142[/C][C]-2.0073[/C][C]0.024614[/C][/ROW]
[ROW][C]34[/C][C]-0.16212[/C][C]-1.2558[/C][C]0.107032[/C][/ROW]
[ROW][C]35[/C][C]-0.06653[/C][C]-0.5153[/C][C]0.304105[/C][/ROW]
[ROW][C]36[/C][C]-0.013753[/C][C]-0.1065[/C][C]0.457757[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60691&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60691&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	0.824288	6.3849	0
2	0.545081	4.2222	4.2e-05
3	0.312001	2.4167	0.009359
4	0.182105	1.4106	0.081767
5	0.137449	1.0647	0.145645
6	0.109911	0.8514	0.198975
7	0.086025	0.6663	0.253873
8	0.092858	0.7193	0.237381
9	0.185565	1.4374	0.077902
10	0.363648	2.8168	0.003278
11	0.554971	4.2988	3.2e-05
12	0.651744	5.0484	2e-06
13	0.487563	3.7766	0.000184
14	0.248762	1.9269	0.029365
15	0.052139	0.4039	0.343874
16	-0.059083	-0.4577	0.324426
17	-0.104871	-0.8123	0.209909
18	-0.140997	-1.0922	0.139566
19	-0.17118	-1.326	0.094941
20	-0.170735	-1.3225	0.095509
21	-0.09974	-0.7726	0.221402
22	0.033512	0.2596	0.398038
23	0.165183	1.2795	0.102824
24	0.229912	1.7809	0.039997
25	0.105236	0.8152	0.209104
26	-0.070111	-0.5431	0.294545
27	-0.206273	-1.5978	0.057672
28	-0.270462	-2.095	0.020201
29	-0.292829	-2.2682	0.013463
30	-0.312398	-2.4198	0.009287
31	-0.329483	-2.5522	0.006635
32	-0.318283	-2.4654	0.008282
33	-0.259142	-2.0073	0.024614
34	-0.16212	-1.2558	0.107032
35	-0.06653	-0.5153	0.304105
36	-0.013753	-0.1065	0.457757

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.824288	6.3849	0
2	-0.419189	-3.247	0.000955
3	0.075266	0.583	0.281036
4	0.082671	0.6404	0.262187
5	0.038123	0.2953	0.384392
6	-0.073084	-0.5661	0.286717
7	0.040064	0.3103	0.37869
8	0.114016	0.8832	0.190336
9	0.271384	2.1021	0.019874
10	0.278345	2.1561	0.017549
11	0.224058	1.7355	0.043889
12	0.051102	0.3958	0.346816
13	-0.60607	-4.6946	8e-06
14	0.159213	1.2333	0.111144
15	-0.144916	-1.1225	0.133058
16	-0.050137	-0.3884	0.349563
17	-0.071554	-0.5543	0.290733
18	-0.008028	-0.0622	0.47531
19	-0.046819	-0.3627	0.359067
20	-0.076588	-0.5933	0.277621
21	-0.081276	-0.6296	0.265685
22	-0.080392	-0.6227	0.267916
23	-0.028791	-0.223	0.412142
24	0.034958	0.2708	0.393743
25	-0.057111	-0.4424	0.329903
26	0.023664	0.1833	0.427591
27	0.005302	0.0411	0.48369
28	0.029322	0.2271	0.410547
29	-0.074351	-0.5759	0.283411
30	0.032105	0.2487	0.402228
31	-0.044379	-0.3438	0.366114
32	0.021793	0.1688	0.433256
33	-0.095402	-0.739	0.2314
34	-0.035854	-0.2777	0.39109
35	0.026417	0.2046	0.419277
36	-0.037482	-0.2903	0.38628

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.824288 & 6.3849 & 0 \tabularnewline
2 & -0.419189 & -3.247 & 0.000955 \tabularnewline
3 & 0.075266 & 0.583 & 0.281036 \tabularnewline
4 & 0.082671 & 0.6404 & 0.262187 \tabularnewline
5 & 0.038123 & 0.2953 & 0.384392 \tabularnewline
6 & -0.073084 & -0.5661 & 0.286717 \tabularnewline
7 & 0.040064 & 0.3103 & 0.37869 \tabularnewline
8 & 0.114016 & 0.8832 & 0.190336 \tabularnewline
9 & 0.271384 & 2.1021 & 0.019874 \tabularnewline
10 & 0.278345 & 2.1561 & 0.017549 \tabularnewline
11 & 0.224058 & 1.7355 & 0.043889 \tabularnewline
12 & 0.051102 & 0.3958 & 0.346816 \tabularnewline
13 & -0.60607 & -4.6946 & 8e-06 \tabularnewline
14 & 0.159213 & 1.2333 & 0.111144 \tabularnewline
15 & -0.144916 & -1.1225 & 0.133058 \tabularnewline
16 & -0.050137 & -0.3884 & 0.349563 \tabularnewline
17 & -0.071554 & -0.5543 & 0.290733 \tabularnewline
18 & -0.008028 & -0.0622 & 0.47531 \tabularnewline
19 & -0.046819 & -0.3627 & 0.359067 \tabularnewline
20 & -0.076588 & -0.5933 & 0.277621 \tabularnewline
21 & -0.081276 & -0.6296 & 0.265685 \tabularnewline
22 & -0.080392 & -0.6227 & 0.267916 \tabularnewline
23 & -0.028791 & -0.223 & 0.412142 \tabularnewline
24 & 0.034958 & 0.2708 & 0.393743 \tabularnewline
25 & -0.057111 & -0.4424 & 0.329903 \tabularnewline
26 & 0.023664 & 0.1833 & 0.427591 \tabularnewline
27 & 0.005302 & 0.0411 & 0.48369 \tabularnewline
28 & 0.029322 & 0.2271 & 0.410547 \tabularnewline
29 & -0.074351 & -0.5759 & 0.283411 \tabularnewline
30 & 0.032105 & 0.2487 & 0.402228 \tabularnewline
31 & -0.044379 & -0.3438 & 0.366114 \tabularnewline
32 & 0.021793 & 0.1688 & 0.433256 \tabularnewline
33 & -0.095402 & -0.739 & 0.2314 \tabularnewline
34 & -0.035854 & -0.2777 & 0.39109 \tabularnewline
35 & 0.026417 & 0.2046 & 0.419277 \tabularnewline
36 & -0.037482 & -0.2903 & 0.38628 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60691&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]0.824288[/C][C]6.3849[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.419189[/C][C]-3.247[/C][C]0.000955[/C][/ROW]
[ROW][C]3[/C][C]0.075266[/C][C]0.583[/C][C]0.281036[/C][/ROW]
[ROW][C]4[/C][C]0.082671[/C][C]0.6404[/C][C]0.262187[/C][/ROW]
[ROW][C]5[/C][C]0.038123[/C][C]0.2953[/C][C]0.384392[/C][/ROW]
[ROW][C]6[/C][C]-0.073084[/C][C]-0.5661[/C][C]0.286717[/C][/ROW]
[ROW][C]7[/C][C]0.040064[/C][C]0.3103[/C][C]0.37869[/C][/ROW]
[ROW][C]8[/C][C]0.114016[/C][C]0.8832[/C][C]0.190336[/C][/ROW]
[ROW][C]9[/C][C]0.271384[/C][C]2.1021[/C][C]0.019874[/C][/ROW]
[ROW][C]10[/C][C]0.278345[/C][C]2.1561[/C][C]0.017549[/C][/ROW]
[ROW][C]11[/C][C]0.224058[/C][C]1.7355[/C][C]0.043889[/C][/ROW]
[ROW][C]12[/C][C]0.051102[/C][C]0.3958[/C][C]0.346816[/C][/ROW]
[ROW][C]13[/C][C]-0.60607[/C][C]-4.6946[/C][C]8e-06[/C][/ROW]
[ROW][C]14[/C][C]0.159213[/C][C]1.2333[/C][C]0.111144[/C][/ROW]
[ROW][C]15[/C][C]-0.144916[/C][C]-1.1225[/C][C]0.133058[/C][/ROW]
[ROW][C]16[/C][C]-0.050137[/C][C]-0.3884[/C][C]0.349563[/C][/ROW]
[ROW][C]17[/C][C]-0.071554[/C][C]-0.5543[/C][C]0.290733[/C][/ROW]
[ROW][C]18[/C][C]-0.008028[/C][C]-0.0622[/C][C]0.47531[/C][/ROW]
[ROW][C]19[/C][C]-0.046819[/C][C]-0.3627[/C][C]0.359067[/C][/ROW]
[ROW][C]20[/C][C]-0.076588[/C][C]-0.5933[/C][C]0.277621[/C][/ROW]
[ROW][C]21[/C][C]-0.081276[/C][C]-0.6296[/C][C]0.265685[/C][/ROW]
[ROW][C]22[/C][C]-0.080392[/C][C]-0.6227[/C][C]0.267916[/C][/ROW]
[ROW][C]23[/C][C]-0.028791[/C][C]-0.223[/C][C]0.412142[/C][/ROW]
[ROW][C]24[/C][C]0.034958[/C][C]0.2708[/C][C]0.393743[/C][/ROW]
[ROW][C]25[/C][C]-0.057111[/C][C]-0.4424[/C][C]0.329903[/C][/ROW]
[ROW][C]26[/C][C]0.023664[/C][C]0.1833[/C][C]0.427591[/C][/ROW]
[ROW][C]27[/C][C]0.005302[/C][C]0.0411[/C][C]0.48369[/C][/ROW]
[ROW][C]28[/C][C]0.029322[/C][C]0.2271[/C][C]0.410547[/C][/ROW]
[ROW][C]29[/C][C]-0.074351[/C][C]-0.5759[/C][C]0.283411[/C][/ROW]
[ROW][C]30[/C][C]0.032105[/C][C]0.2487[/C][C]0.402228[/C][/ROW]
[ROW][C]31[/C][C]-0.044379[/C][C]-0.3438[/C][C]0.366114[/C][/ROW]
[ROW][C]32[/C][C]0.021793[/C][C]0.1688[/C][C]0.433256[/C][/ROW]
[ROW][C]33[/C][C]-0.095402[/C][C]-0.739[/C][C]0.2314[/C][/ROW]
[ROW][C]34[/C][C]-0.035854[/C][C]-0.2777[/C][C]0.39109[/C][/ROW]
[ROW][C]35[/C][C]0.026417[/C][C]0.2046[/C][C]0.419277[/C][/ROW]
[ROW][C]36[/C][C]-0.037482[/C][C]-0.2903[/C][C]0.38628[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60691&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60691&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	0.824288	6.3849	0
2	-0.419189	-3.247	0.000955
3	0.075266	0.583	0.281036
4	0.082671	0.6404	0.262187
5	0.038123	0.2953	0.384392
6	-0.073084	-0.5661	0.286717
7	0.040064	0.3103	0.37869
8	0.114016	0.8832	0.190336
9	0.271384	2.1021	0.019874
10	0.278345	2.1561	0.017549
11	0.224058	1.7355	0.043889
12	0.051102	0.3958	0.346816
13	-0.60607	-4.6946	8e-06
14	0.159213	1.2333	0.111144
15	-0.144916	-1.1225	0.133058
16	-0.050137	-0.3884	0.349563
17	-0.071554	-0.5543	0.290733
18	-0.008028	-0.0622	0.47531
19	-0.046819	-0.3627	0.359067
20	-0.076588	-0.5933	0.277621
21	-0.081276	-0.6296	0.265685
22	-0.080392	-0.6227	0.267916
23	-0.028791	-0.223	0.412142
24	0.034958	0.2708	0.393743
25	-0.057111	-0.4424	0.329903
26	0.023664	0.1833	0.427591
27	0.005302	0.0411	0.48369
28	0.029322	0.2271	0.410547
29	-0.074351	-0.5759	0.283411
30	0.032105	0.2487	0.402228
31	-0.044379	-0.3438	0.366114
32	0.021793	0.1688	0.433256
33	-0.095402	-0.739	0.2314
34	-0.035854	-0.2777	0.39109
35	0.026417	0.2046	0.419277
36	-0.037482	-0.2903	0.38628

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