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 06:08:35 -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/t1259327455x2siza21bmky2v5.htm/, Retrieved Mon, 29 Apr 2024 04:17:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60711, Retrieved Mon, 29 Apr 2024 04:17:49 +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

WSH8 d=1

Estimated Impact

124

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] [Workshop 8] [2009-11-27 13:08:35] [e7a989b306049c061a54f626f1127c12] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=60711&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=60711&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60711&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	0.375361	2.8832	0.002743
2	0.304908	2.342	0.011287
3	0.269986	2.0738	0.021236
4	0.084485	0.6489	0.259447
5	-0.120705	-0.9271	0.178813
6	-0.08283	-0.6362	0.263543
7	-0.229931	-1.7661	0.041273
8	-0.340461	-2.6151	0.005653
9	-0.135461	-1.0405	0.151177
10	-0.222336	-1.7078	0.046466
11	-0.110045	-0.8453	0.200688
12	-0.059827	-0.4595	0.323767
13	-0.08279	-0.6359	0.263643
14	-0.070536	-0.5418	0.294999
15	0.11562	0.8881	0.189049
16	0.117308	0.9011	0.18561
17	0.052164	0.4007	0.345053
18	0.010808	0.083	0.467058
19	0.061605	0.4732	0.318909
20	0.030306	0.2328	0.408368
21	-0.055299	-0.4248	0.336277
22	-0.106756	-0.82	0.207756
23	-0.013615	-0.1046	0.458534
24	-0.09658	-0.7418	0.230562
25	-0.066125	-0.5079	0.306703
26	0.028945	0.2223	0.412413
27	-0.040038	-0.3075	0.379759
28	-0.053186	-0.4085	0.342183
29	-0.082744	-0.6356	0.263758
30	-0.005255	-0.0404	0.483968
31	-0.035353	-0.2716	0.393456
32	-0.025467	-0.1956	0.422791
33	0.003315	0.0255	0.489887
34	-0.051764	-0.3976	0.346179
35	0.018891	0.1451	0.442562
36	0.036944	0.2838	0.388788

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375361 & 2.8832 & 0.002743 \tabularnewline
2 & 0.304908 & 2.342 & 0.011287 \tabularnewline
3 & 0.269986 & 2.0738 & 0.021236 \tabularnewline
4 & 0.084485 & 0.6489 & 0.259447 \tabularnewline
5 & -0.120705 & -0.9271 & 0.178813 \tabularnewline
6 & -0.08283 & -0.6362 & 0.263543 \tabularnewline
7 & -0.229931 & -1.7661 & 0.041273 \tabularnewline
8 & -0.340461 & -2.6151 & 0.005653 \tabularnewline
9 & -0.135461 & -1.0405 & 0.151177 \tabularnewline
10 & -0.222336 & -1.7078 & 0.046466 \tabularnewline
11 & -0.110045 & -0.8453 & 0.200688 \tabularnewline
12 & -0.059827 & -0.4595 & 0.323767 \tabularnewline
13 & -0.08279 & -0.6359 & 0.263643 \tabularnewline
14 & -0.070536 & -0.5418 & 0.294999 \tabularnewline
15 & 0.11562 & 0.8881 & 0.189049 \tabularnewline
16 & 0.117308 & 0.9011 & 0.18561 \tabularnewline
17 & 0.052164 & 0.4007 & 0.345053 \tabularnewline
18 & 0.010808 & 0.083 & 0.467058 \tabularnewline
19 & 0.061605 & 0.4732 & 0.318909 \tabularnewline
20 & 0.030306 & 0.2328 & 0.408368 \tabularnewline
21 & -0.055299 & -0.4248 & 0.336277 \tabularnewline
22 & -0.106756 & -0.82 & 0.207756 \tabularnewline
23 & -0.013615 & -0.1046 & 0.458534 \tabularnewline
24 & -0.09658 & -0.7418 & 0.230562 \tabularnewline
25 & -0.066125 & -0.5079 & 0.306703 \tabularnewline
26 & 0.028945 & 0.2223 & 0.412413 \tabularnewline
27 & -0.040038 & -0.3075 & 0.379759 \tabularnewline
28 & -0.053186 & -0.4085 & 0.342183 \tabularnewline
29 & -0.082744 & -0.6356 & 0.263758 \tabularnewline
30 & -0.005255 & -0.0404 & 0.483968 \tabularnewline
31 & -0.035353 & -0.2716 & 0.393456 \tabularnewline
32 & -0.025467 & -0.1956 & 0.422791 \tabularnewline
33 & 0.003315 & 0.0255 & 0.489887 \tabularnewline
34 & -0.051764 & -0.3976 & 0.346179 \tabularnewline
35 & 0.018891 & 0.1451 & 0.442562 \tabularnewline
36 & 0.036944 & 0.2838 & 0.388788 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60711&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]0.375361[/C][C]2.8832[/C][C]0.002743[/C][/ROW]
[ROW][C]2[/C][C]0.304908[/C][C]2.342[/C][C]0.011287[/C][/ROW]
[ROW][C]3[/C][C]0.269986[/C][C]2.0738[/C][C]0.021236[/C][/ROW]
[ROW][C]4[/C][C]0.084485[/C][C]0.6489[/C][C]0.259447[/C][/ROW]
[ROW][C]5[/C][C]-0.120705[/C][C]-0.9271[/C][C]0.178813[/C][/ROW]
[ROW][C]6[/C][C]-0.08283[/C][C]-0.6362[/C][C]0.263543[/C][/ROW]
[ROW][C]7[/C][C]-0.229931[/C][C]-1.7661[/C][C]0.041273[/C][/ROW]
[ROW][C]8[/C][C]-0.340461[/C][C]-2.6151[/C][C]0.005653[/C][/ROW]
[ROW][C]9[/C][C]-0.135461[/C][C]-1.0405[/C][C]0.151177[/C][/ROW]
[ROW][C]10[/C][C]-0.222336[/C][C]-1.7078[/C][C]0.046466[/C][/ROW]
[ROW][C]11[/C][C]-0.110045[/C][C]-0.8453[/C][C]0.200688[/C][/ROW]
[ROW][C]12[/C][C]-0.059827[/C][C]-0.4595[/C][C]0.323767[/C][/ROW]
[ROW][C]13[/C][C]-0.08279[/C][C]-0.6359[/C][C]0.263643[/C][/ROW]
[ROW][C]14[/C][C]-0.070536[/C][C]-0.5418[/C][C]0.294999[/C][/ROW]
[ROW][C]15[/C][C]0.11562[/C][C]0.8881[/C][C]0.189049[/C][/ROW]
[ROW][C]16[/C][C]0.117308[/C][C]0.9011[/C][C]0.18561[/C][/ROW]
[ROW][C]17[/C][C]0.052164[/C][C]0.4007[/C][C]0.345053[/C][/ROW]
[ROW][C]18[/C][C]0.010808[/C][C]0.083[/C][C]0.467058[/C][/ROW]
[ROW][C]19[/C][C]0.061605[/C][C]0.4732[/C][C]0.318909[/C][/ROW]
[ROW][C]20[/C][C]0.030306[/C][C]0.2328[/C][C]0.408368[/C][/ROW]
[ROW][C]21[/C][C]-0.055299[/C][C]-0.4248[/C][C]0.336277[/C][/ROW]
[ROW][C]22[/C][C]-0.106756[/C][C]-0.82[/C][C]0.207756[/C][/ROW]
[ROW][C]23[/C][C]-0.013615[/C][C]-0.1046[/C][C]0.458534[/C][/ROW]
[ROW][C]24[/C][C]-0.09658[/C][C]-0.7418[/C][C]0.230562[/C][/ROW]
[ROW][C]25[/C][C]-0.066125[/C][C]-0.5079[/C][C]0.306703[/C][/ROW]
[ROW][C]26[/C][C]0.028945[/C][C]0.2223[/C][C]0.412413[/C][/ROW]
[ROW][C]27[/C][C]-0.040038[/C][C]-0.3075[/C][C]0.379759[/C][/ROW]
[ROW][C]28[/C][C]-0.053186[/C][C]-0.4085[/C][C]0.342183[/C][/ROW]
[ROW][C]29[/C][C]-0.082744[/C][C]-0.6356[/C][C]0.263758[/C][/ROW]
[ROW][C]30[/C][C]-0.005255[/C][C]-0.0404[/C][C]0.483968[/C][/ROW]
[ROW][C]31[/C][C]-0.035353[/C][C]-0.2716[/C][C]0.393456[/C][/ROW]
[ROW][C]32[/C][C]-0.025467[/C][C]-0.1956[/C][C]0.422791[/C][/ROW]
[ROW][C]33[/C][C]0.003315[/C][C]0.0255[/C][C]0.489887[/C][/ROW]
[ROW][C]34[/C][C]-0.051764[/C][C]-0.3976[/C][C]0.346179[/C][/ROW]
[ROW][C]35[/C][C]0.018891[/C][C]0.1451[/C][C]0.442562[/C][/ROW]
[ROW][C]36[/C][C]0.036944[/C][C]0.2838[/C][C]0.388788[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60711&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60711&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	0.375361	2.8832	0.002743
2	0.304908	2.342	0.011287
3	0.269986	2.0738	0.021236
4	0.084485	0.6489	0.259447
5	-0.120705	-0.9271	0.178813
6	-0.08283	-0.6362	0.263543
7	-0.229931	-1.7661	0.041273
8	-0.340461	-2.6151	0.005653
9	-0.135461	-1.0405	0.151177
10	-0.222336	-1.7078	0.046466
11	-0.110045	-0.8453	0.200688
12	-0.059827	-0.4595	0.323767
13	-0.08279	-0.6359	0.263643
14	-0.070536	-0.5418	0.294999
15	0.11562	0.8881	0.189049
16	0.117308	0.9011	0.18561
17	0.052164	0.4007	0.345053
18	0.010808	0.083	0.467058
19	0.061605	0.4732	0.318909
20	0.030306	0.2328	0.408368
21	-0.055299	-0.4248	0.336277
22	-0.106756	-0.82	0.207756
23	-0.013615	-0.1046	0.458534
24	-0.09658	-0.7418	0.230562
25	-0.066125	-0.5079	0.306703
26	0.028945	0.2223	0.412413
27	-0.040038	-0.3075	0.379759
28	-0.053186	-0.4085	0.342183
29	-0.082744	-0.6356	0.263758
30	-0.005255	-0.0404	0.483968
31	-0.035353	-0.2716	0.393456
32	-0.025467	-0.1956	0.422791
33	0.003315	0.0255	0.489887
34	-0.051764	-0.3976	0.346179
35	0.018891	0.1451	0.442562
36	0.036944	0.2838	0.388788

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.375361	2.8832	0.002743
2	0.190911	1.4664	0.073923
3	0.127719	0.981	0.165292
4	-0.104694	-0.8042	0.212264
5	-0.247545	-1.9014	0.031066
6	-0.025092	-0.1927	0.423915
7	-0.146267	-1.1235	0.132888
8	-0.183342	-1.4083	0.082148
9	0.137465	1.0559	0.147662
10	-0.08854	-0.6801	0.249554
11	0.089623	0.6884	0.246947
12	-0.050903	-0.391	0.348606
13	-0.1427	-1.0961	0.138745
14	-0.043323	-0.3328	0.370243
15	0.102647	0.7884	0.216797
16	0.104851	0.8054	0.211919
17	-0.035411	-0.272	0.393286
18	-0.214383	-1.6467	0.052467
19	0.058134	0.4465	0.328422
20	0.020449	0.1571	0.437863
21	-0.107457	-0.8254	0.206236
22	-0.125189	-0.9616	0.170088
23	0.143831	1.1048	0.136868
24	5e-05	4e-04	0.499847
25	-0.020337	-0.1562	0.4382
26	-0.013561	-0.1042	0.458695
27	-0.08607	-0.6611	0.255556
28	-0.046895	-0.3602	0.35999
29	-0.131694	-1.0116	0.157939
30	0.06148	0.4722	0.319249
31	0.012058	0.0926	0.463261
32	-0.113337	-0.8706	0.193761
33	0.142543	1.0949	0.139007
34	-0.145724	-1.1193	0.133768
35	-0.066568	-0.5113	0.305519
36	0.031161	0.2394	0.405831

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375361 & 2.8832 & 0.002743 \tabularnewline
2 & 0.190911 & 1.4664 & 0.073923 \tabularnewline
3 & 0.127719 & 0.981 & 0.165292 \tabularnewline
4 & -0.104694 & -0.8042 & 0.212264 \tabularnewline
5 & -0.247545 & -1.9014 & 0.031066 \tabularnewline
6 & -0.025092 & -0.1927 & 0.423915 \tabularnewline
7 & -0.146267 & -1.1235 & 0.132888 \tabularnewline
8 & -0.183342 & -1.4083 & 0.082148 \tabularnewline
9 & 0.137465 & 1.0559 & 0.147662 \tabularnewline
10 & -0.08854 & -0.6801 & 0.249554 \tabularnewline
11 & 0.089623 & 0.6884 & 0.246947 \tabularnewline
12 & -0.050903 & -0.391 & 0.348606 \tabularnewline
13 & -0.1427 & -1.0961 & 0.138745 \tabularnewline
14 & -0.043323 & -0.3328 & 0.370243 \tabularnewline
15 & 0.102647 & 0.7884 & 0.216797 \tabularnewline
16 & 0.104851 & 0.8054 & 0.211919 \tabularnewline
17 & -0.035411 & -0.272 & 0.393286 \tabularnewline
18 & -0.214383 & -1.6467 & 0.052467 \tabularnewline
19 & 0.058134 & 0.4465 & 0.328422 \tabularnewline
20 & 0.020449 & 0.1571 & 0.437863 \tabularnewline
21 & -0.107457 & -0.8254 & 0.206236 \tabularnewline
22 & -0.125189 & -0.9616 & 0.170088 \tabularnewline
23 & 0.143831 & 1.1048 & 0.136868 \tabularnewline
24 & 5e-05 & 4e-04 & 0.499847 \tabularnewline
25 & -0.020337 & -0.1562 & 0.4382 \tabularnewline
26 & -0.013561 & -0.1042 & 0.458695 \tabularnewline
27 & -0.08607 & -0.6611 & 0.255556 \tabularnewline
28 & -0.046895 & -0.3602 & 0.35999 \tabularnewline
29 & -0.131694 & -1.0116 & 0.157939 \tabularnewline
30 & 0.06148 & 0.4722 & 0.319249 \tabularnewline
31 & 0.012058 & 0.0926 & 0.463261 \tabularnewline
32 & -0.113337 & -0.8706 & 0.193761 \tabularnewline
33 & 0.142543 & 1.0949 & 0.139007 \tabularnewline
34 & -0.145724 & -1.1193 & 0.133768 \tabularnewline
35 & -0.066568 & -0.5113 & 0.305519 \tabularnewline
36 & 0.031161 & 0.2394 & 0.405831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60711&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]0.375361[/C][C]2.8832[/C][C]0.002743[/C][/ROW]
[ROW][C]2[/C][C]0.190911[/C][C]1.4664[/C][C]0.073923[/C][/ROW]
[ROW][C]3[/C][C]0.127719[/C][C]0.981[/C][C]0.165292[/C][/ROW]
[ROW][C]4[/C][C]-0.104694[/C][C]-0.8042[/C][C]0.212264[/C][/ROW]
[ROW][C]5[/C][C]-0.247545[/C][C]-1.9014[/C][C]0.031066[/C][/ROW]
[ROW][C]6[/C][C]-0.025092[/C][C]-0.1927[/C][C]0.423915[/C][/ROW]
[ROW][C]7[/C][C]-0.146267[/C][C]-1.1235[/C][C]0.132888[/C][/ROW]
[ROW][C]8[/C][C]-0.183342[/C][C]-1.4083[/C][C]0.082148[/C][/ROW]
[ROW][C]9[/C][C]0.137465[/C][C]1.0559[/C][C]0.147662[/C][/ROW]
[ROW][C]10[/C][C]-0.08854[/C][C]-0.6801[/C][C]0.249554[/C][/ROW]
[ROW][C]11[/C][C]0.089623[/C][C]0.6884[/C][C]0.246947[/C][/ROW]
[ROW][C]12[/C][C]-0.050903[/C][C]-0.391[/C][C]0.348606[/C][/ROW]
[ROW][C]13[/C][C]-0.1427[/C][C]-1.0961[/C][C]0.138745[/C][/ROW]
[ROW][C]14[/C][C]-0.043323[/C][C]-0.3328[/C][C]0.370243[/C][/ROW]
[ROW][C]15[/C][C]0.102647[/C][C]0.7884[/C][C]0.216797[/C][/ROW]
[ROW][C]16[/C][C]0.104851[/C][C]0.8054[/C][C]0.211919[/C][/ROW]
[ROW][C]17[/C][C]-0.035411[/C][C]-0.272[/C][C]0.393286[/C][/ROW]
[ROW][C]18[/C][C]-0.214383[/C][C]-1.6467[/C][C]0.052467[/C][/ROW]
[ROW][C]19[/C][C]0.058134[/C][C]0.4465[/C][C]0.328422[/C][/ROW]
[ROW][C]20[/C][C]0.020449[/C][C]0.1571[/C][C]0.437863[/C][/ROW]
[ROW][C]21[/C][C]-0.107457[/C][C]-0.8254[/C][C]0.206236[/C][/ROW]
[ROW][C]22[/C][C]-0.125189[/C][C]-0.9616[/C][C]0.170088[/C][/ROW]
[ROW][C]23[/C][C]0.143831[/C][C]1.1048[/C][C]0.136868[/C][/ROW]
[ROW][C]24[/C][C]5e-05[/C][C]4e-04[/C][C]0.499847[/C][/ROW]
[ROW][C]25[/C][C]-0.020337[/C][C]-0.1562[/C][C]0.4382[/C][/ROW]
[ROW][C]26[/C][C]-0.013561[/C][C]-0.1042[/C][C]0.458695[/C][/ROW]
[ROW][C]27[/C][C]-0.08607[/C][C]-0.6611[/C][C]0.255556[/C][/ROW]
[ROW][C]28[/C][C]-0.046895[/C][C]-0.3602[/C][C]0.35999[/C][/ROW]
[ROW][C]29[/C][C]-0.131694[/C][C]-1.0116[/C][C]0.157939[/C][/ROW]
[ROW][C]30[/C][C]0.06148[/C][C]0.4722[/C][C]0.319249[/C][/ROW]
[ROW][C]31[/C][C]0.012058[/C][C]0.0926[/C][C]0.463261[/C][/ROW]
[ROW][C]32[/C][C]-0.113337[/C][C]-0.8706[/C][C]0.193761[/C][/ROW]
[ROW][C]33[/C][C]0.142543[/C][C]1.0949[/C][C]0.139007[/C][/ROW]
[ROW][C]34[/C][C]-0.145724[/C][C]-1.1193[/C][C]0.133768[/C][/ROW]
[ROW][C]35[/C][C]-0.066568[/C][C]-0.5113[/C][C]0.305519[/C][/ROW]
[ROW][C]36[/C][C]0.031161[/C][C]0.2394[/C][C]0.405831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60711&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60711&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	0.375361	2.8832	0.002743
2	0.190911	1.4664	0.073923
3	0.127719	0.981	0.165292
4	-0.104694	-0.8042	0.212264
5	-0.247545	-1.9014	0.031066
6	-0.025092	-0.1927	0.423915
7	-0.146267	-1.1235	0.132888
8	-0.183342	-1.4083	0.082148
9	0.137465	1.0559	0.147662
10	-0.08854	-0.6801	0.249554
11	0.089623	0.6884	0.246947
12	-0.050903	-0.391	0.348606
13	-0.1427	-1.0961	0.138745
14	-0.043323	-0.3328	0.370243
15	0.102647	0.7884	0.216797
16	0.104851	0.8054	0.211919
17	-0.035411	-0.272	0.393286
18	-0.214383	-1.6467	0.052467
19	0.058134	0.4465	0.328422
20	0.020449	0.1571	0.437863
21	-0.107457	-0.8254	0.206236
22	-0.125189	-0.9616	0.170088
23	0.143831	1.1048	0.136868
24	5e-05	4e-04	0.499847
25	-0.020337	-0.1562	0.4382
26	-0.013561	-0.1042	0.458695
27	-0.08607	-0.6611	0.255556
28	-0.046895	-0.3602	0.35999
29	-0.131694	-1.0116	0.157939
30	0.06148	0.4722	0.319249
31	0.012058	0.0926	0.463261
32	-0.113337	-0.8706	0.193761
33	0.142543	1.0949	0.139007
34	-0.145724	-1.1193	0.133768
35	-0.066568	-0.5113	0.305519
36	0.031161	0.2394	0.405831

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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