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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 06:14:01 -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/t125932771082ix6ryr9mdeia3.htm/, Retrieved Mon, 29 Apr 2024 03:08:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60717, Retrieved Mon, 29 Apr 2024 03:08:17 +0000

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User-defined keywords

Estimated Impact

128

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] [WS 8: Methode 1 A...] [2009-11-27 13:09:42] [8cf9233b7464ea02e32be3b30fdac052]
-   P             [(Partial) Autocorrelation Function] [WS 8: Methode 1 A...] [2009-11-27 13:14:01] [b9056af0304697100f456398102f1287] [Current]

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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=60717&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=60717&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60717&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	-0.619087	-4.1988	6.1e-05
2	0.237121	1.6082	0.057314
3	-0.165484	-1.1224	0.133765
4	0.17546	1.19	0.120071
5	-0.197278	-1.338	0.093736
6	0.013766	0.0934	0.463009
7	0.098204	0.6661	0.254351
8	-0.131182	-0.8897	0.189123
9	0.184397	1.2506	0.108695
10	-0.305778	-2.0739	0.021858
11	0.490146	3.3243	0.000873
12	-0.395329	-2.6813	0.005075
13	0.144967	0.9832	0.165322
14	-0.078544	-0.5327	0.298398
15	0.159073	1.0789	0.143132
16	-0.216575	-1.4689	0.074335
17	0.184158	1.249	0.108988
18	-0.07246	-0.4914	0.312724
19	-0.059944	-0.4066	0.343107
20	0.107068	0.7262	0.235707
21	-0.141425	-0.9592	0.171239
22	0.169323	1.1484	0.12837
23	-0.138959	-0.9425	0.175439
24	0.054077	0.3668	0.357737
25	-0.015268	-0.1036	0.458988
26	0.099916	0.6777	0.25069
27	-0.09296	-0.6305	0.265748
28	0.016788	0.1139	0.454921
29	-0.035262	-0.2392	0.406023
30	0.020737	0.1406	0.444383
31	0.018867	0.128	0.449367
32	-0.032689	-0.2217	0.412762
33	0.039287	0.2665	0.39554
34	-0.02023	-0.1372	0.445732
35	0.003485	0.0236	0.490622
36	-0.006235	-0.0423	0.483226

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.619087 & -4.1988 & 6.1e-05 \tabularnewline
2 & 0.237121 & 1.6082 & 0.057314 \tabularnewline
3 & -0.165484 & -1.1224 & 0.133765 \tabularnewline
4 & 0.17546 & 1.19 & 0.120071 \tabularnewline
5 & -0.197278 & -1.338 & 0.093736 \tabularnewline
6 & 0.013766 & 0.0934 & 0.463009 \tabularnewline
7 & 0.098204 & 0.6661 & 0.254351 \tabularnewline
8 & -0.131182 & -0.8897 & 0.189123 \tabularnewline
9 & 0.184397 & 1.2506 & 0.108695 \tabularnewline
10 & -0.305778 & -2.0739 & 0.021858 \tabularnewline
11 & 0.490146 & 3.3243 & 0.000873 \tabularnewline
12 & -0.395329 & -2.6813 & 0.005075 \tabularnewline
13 & 0.144967 & 0.9832 & 0.165322 \tabularnewline
14 & -0.078544 & -0.5327 & 0.298398 \tabularnewline
15 & 0.159073 & 1.0789 & 0.143132 \tabularnewline
16 & -0.216575 & -1.4689 & 0.074335 \tabularnewline
17 & 0.184158 & 1.249 & 0.108988 \tabularnewline
18 & -0.07246 & -0.4914 & 0.312724 \tabularnewline
19 & -0.059944 & -0.4066 & 0.343107 \tabularnewline
20 & 0.107068 & 0.7262 & 0.235707 \tabularnewline
21 & -0.141425 & -0.9592 & 0.171239 \tabularnewline
22 & 0.169323 & 1.1484 & 0.12837 \tabularnewline
23 & -0.138959 & -0.9425 & 0.175439 \tabularnewline
24 & 0.054077 & 0.3668 & 0.357737 \tabularnewline
25 & -0.015268 & -0.1036 & 0.458988 \tabularnewline
26 & 0.099916 & 0.6777 & 0.25069 \tabularnewline
27 & -0.09296 & -0.6305 & 0.265748 \tabularnewline
28 & 0.016788 & 0.1139 & 0.454921 \tabularnewline
29 & -0.035262 & -0.2392 & 0.406023 \tabularnewline
30 & 0.020737 & 0.1406 & 0.444383 \tabularnewline
31 & 0.018867 & 0.128 & 0.449367 \tabularnewline
32 & -0.032689 & -0.2217 & 0.412762 \tabularnewline
33 & 0.039287 & 0.2665 & 0.39554 \tabularnewline
34 & -0.02023 & -0.1372 & 0.445732 \tabularnewline
35 & 0.003485 & 0.0236 & 0.490622 \tabularnewline
36 & -0.006235 & -0.0423 & 0.483226 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60717&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]-0.619087[/C][C]-4.1988[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.237121[/C][C]1.6082[/C][C]0.057314[/C][/ROW]
[ROW][C]3[/C][C]-0.165484[/C][C]-1.1224[/C][C]0.133765[/C][/ROW]
[ROW][C]4[/C][C]0.17546[/C][C]1.19[/C][C]0.120071[/C][/ROW]
[ROW][C]5[/C][C]-0.197278[/C][C]-1.338[/C][C]0.093736[/C][/ROW]
[ROW][C]6[/C][C]0.013766[/C][C]0.0934[/C][C]0.463009[/C][/ROW]
[ROW][C]7[/C][C]0.098204[/C][C]0.6661[/C][C]0.254351[/C][/ROW]
[ROW][C]8[/C][C]-0.131182[/C][C]-0.8897[/C][C]0.189123[/C][/ROW]
[ROW][C]9[/C][C]0.184397[/C][C]1.2506[/C][C]0.108695[/C][/ROW]
[ROW][C]10[/C][C]-0.305778[/C][C]-2.0739[/C][C]0.021858[/C][/ROW]
[ROW][C]11[/C][C]0.490146[/C][C]3.3243[/C][C]0.000873[/C][/ROW]
[ROW][C]12[/C][C]-0.395329[/C][C]-2.6813[/C][C]0.005075[/C][/ROW]
[ROW][C]13[/C][C]0.144967[/C][C]0.9832[/C][C]0.165322[/C][/ROW]
[ROW][C]14[/C][C]-0.078544[/C][C]-0.5327[/C][C]0.298398[/C][/ROW]
[ROW][C]15[/C][C]0.159073[/C][C]1.0789[/C][C]0.143132[/C][/ROW]
[ROW][C]16[/C][C]-0.216575[/C][C]-1.4689[/C][C]0.074335[/C][/ROW]
[ROW][C]17[/C][C]0.184158[/C][C]1.249[/C][C]0.108988[/C][/ROW]
[ROW][C]18[/C][C]-0.07246[/C][C]-0.4914[/C][C]0.312724[/C][/ROW]
[ROW][C]19[/C][C]-0.059944[/C][C]-0.4066[/C][C]0.343107[/C][/ROW]
[ROW][C]20[/C][C]0.107068[/C][C]0.7262[/C][C]0.235707[/C][/ROW]
[ROW][C]21[/C][C]-0.141425[/C][C]-0.9592[/C][C]0.171239[/C][/ROW]
[ROW][C]22[/C][C]0.169323[/C][C]1.1484[/C][C]0.12837[/C][/ROW]
[ROW][C]23[/C][C]-0.138959[/C][C]-0.9425[/C][C]0.175439[/C][/ROW]
[ROW][C]24[/C][C]0.054077[/C][C]0.3668[/C][C]0.357737[/C][/ROW]
[ROW][C]25[/C][C]-0.015268[/C][C]-0.1036[/C][C]0.458988[/C][/ROW]
[ROW][C]26[/C][C]0.099916[/C][C]0.6777[/C][C]0.25069[/C][/ROW]
[ROW][C]27[/C][C]-0.09296[/C][C]-0.6305[/C][C]0.265748[/C][/ROW]
[ROW][C]28[/C][C]0.016788[/C][C]0.1139[/C][C]0.454921[/C][/ROW]
[ROW][C]29[/C][C]-0.035262[/C][C]-0.2392[/C][C]0.406023[/C][/ROW]
[ROW][C]30[/C][C]0.020737[/C][C]0.1406[/C][C]0.444383[/C][/ROW]
[ROW][C]31[/C][C]0.018867[/C][C]0.128[/C][C]0.449367[/C][/ROW]
[ROW][C]32[/C][C]-0.032689[/C][C]-0.2217[/C][C]0.412762[/C][/ROW]
[ROW][C]33[/C][C]0.039287[/C][C]0.2665[/C][C]0.39554[/C][/ROW]
[ROW][C]34[/C][C]-0.02023[/C][C]-0.1372[/C][C]0.445732[/C][/ROW]
[ROW][C]35[/C][C]0.003485[/C][C]0.0236[/C][C]0.490622[/C][/ROW]
[ROW][C]36[/C][C]-0.006235[/C][C]-0.0423[/C][C]0.483226[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60717&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60717&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	-0.619087	-4.1988	6.1e-05
2	0.237121	1.6082	0.057314
3	-0.165484	-1.1224	0.133765
4	0.17546	1.19	0.120071
5	-0.197278	-1.338	0.093736
6	0.013766	0.0934	0.463009
7	0.098204	0.6661	0.254351
8	-0.131182	-0.8897	0.189123
9	0.184397	1.2506	0.108695
10	-0.305778	-2.0739	0.021858
11	0.490146	3.3243	0.000873
12	-0.395329	-2.6813	0.005075
13	0.144967	0.9832	0.165322
14	-0.078544	-0.5327	0.298398
15	0.159073	1.0789	0.143132
16	-0.216575	-1.4689	0.074335
17	0.184158	1.249	0.108988
18	-0.07246	-0.4914	0.312724
19	-0.059944	-0.4066	0.343107
20	0.107068	0.7262	0.235707
21	-0.141425	-0.9592	0.171239
22	0.169323	1.1484	0.12837
23	-0.138959	-0.9425	0.175439
24	0.054077	0.3668	0.357737
25	-0.015268	-0.1036	0.458988
26	0.099916	0.6777	0.25069
27	-0.09296	-0.6305	0.265748
28	0.016788	0.1139	0.454921
29	-0.035262	-0.2392	0.406023
30	0.020737	0.1406	0.444383
31	0.018867	0.128	0.449367
32	-0.032689	-0.2217	0.412762
33	0.039287	0.2665	0.39554
34	-0.02023	-0.1372	0.445732
35	0.003485	0.0236	0.490622
36	-0.006235	-0.0423	0.483226

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.619087	-4.1988	6.1e-05
2	-0.236971	-1.6072	0.057425
3	-0.224369	-1.5217	0.067459
4	-0.003684	-0.025	0.490088
5	-0.126085	-0.8552	0.19845
6	-0.312306	-2.1182	0.019797
7	-0.126271	-0.8564	0.198105
8	-0.237255	-1.6091	0.057214
9	-0.006327	-0.0429	0.482978
10	-0.382753	-2.596	0.00631
11	0.123044	0.8345	0.20415
12	0.051564	0.3497	0.364072
13	-0.179455	-1.2171	0.114882
14	-0.115008	-0.78	0.219687
15	-0.005585	-0.0379	0.484975
16	-0.060367	-0.4094	0.342062
17	0.155604	1.0554	0.148387
18	0.011474	0.0778	0.469155
19	-0.080596	-0.5466	0.293637
20	-0.016091	-0.1091	0.456784
21	-0.033346	-0.2262	0.411039
22	-0.093804	-0.6362	0.263896
23	-0.003272	-0.0222	0.491194
24	-0.107488	-0.729	0.234843
25	-0.067928	-0.4607	0.323589
26	-0.058024	-0.3935	0.34787
27	0.117635	0.7978	0.214531
28	-0.089939	-0.61	0.272433
29	-0.195548	-1.3263	0.095649
30	-0.025777	-0.1748	0.43099
31	-0.054691	-0.3709	0.356196
32	-0.018895	-0.1281	0.449294
33	0.000241	0.0016	0.499352
34	-0.128581	-0.8721	0.193846
35	-0.026468	-0.1795	0.429162
36	-0.023632	-0.1603	0.436681

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.619087 & -4.1988 & 6.1e-05 \tabularnewline
2 & -0.236971 & -1.6072 & 0.057425 \tabularnewline
3 & -0.224369 & -1.5217 & 0.067459 \tabularnewline
4 & -0.003684 & -0.025 & 0.490088 \tabularnewline
5 & -0.126085 & -0.8552 & 0.19845 \tabularnewline
6 & -0.312306 & -2.1182 & 0.019797 \tabularnewline
7 & -0.126271 & -0.8564 & 0.198105 \tabularnewline
8 & -0.237255 & -1.6091 & 0.057214 \tabularnewline
9 & -0.006327 & -0.0429 & 0.482978 \tabularnewline
10 & -0.382753 & -2.596 & 0.00631 \tabularnewline
11 & 0.123044 & 0.8345 & 0.20415 \tabularnewline
12 & 0.051564 & 0.3497 & 0.364072 \tabularnewline
13 & -0.179455 & -1.2171 & 0.114882 \tabularnewline
14 & -0.115008 & -0.78 & 0.219687 \tabularnewline
15 & -0.005585 & -0.0379 & 0.484975 \tabularnewline
16 & -0.060367 & -0.4094 & 0.342062 \tabularnewline
17 & 0.155604 & 1.0554 & 0.148387 \tabularnewline
18 & 0.011474 & 0.0778 & 0.469155 \tabularnewline
19 & -0.080596 & -0.5466 & 0.293637 \tabularnewline
20 & -0.016091 & -0.1091 & 0.456784 \tabularnewline
21 & -0.033346 & -0.2262 & 0.411039 \tabularnewline
22 & -0.093804 & -0.6362 & 0.263896 \tabularnewline
23 & -0.003272 & -0.0222 & 0.491194 \tabularnewline
24 & -0.107488 & -0.729 & 0.234843 \tabularnewline
25 & -0.067928 & -0.4607 & 0.323589 \tabularnewline
26 & -0.058024 & -0.3935 & 0.34787 \tabularnewline
27 & 0.117635 & 0.7978 & 0.214531 \tabularnewline
28 & -0.089939 & -0.61 & 0.272433 \tabularnewline
29 & -0.195548 & -1.3263 & 0.095649 \tabularnewline
30 & -0.025777 & -0.1748 & 0.43099 \tabularnewline
31 & -0.054691 & -0.3709 & 0.356196 \tabularnewline
32 & -0.018895 & -0.1281 & 0.449294 \tabularnewline
33 & 0.000241 & 0.0016 & 0.499352 \tabularnewline
34 & -0.128581 & -0.8721 & 0.193846 \tabularnewline
35 & -0.026468 & -0.1795 & 0.429162 \tabularnewline
36 & -0.023632 & -0.1603 & 0.436681 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60717&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]-0.619087[/C][C]-4.1988[/C][C]6.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.236971[/C][C]-1.6072[/C][C]0.057425[/C][/ROW]
[ROW][C]3[/C][C]-0.224369[/C][C]-1.5217[/C][C]0.067459[/C][/ROW]
[ROW][C]4[/C][C]-0.003684[/C][C]-0.025[/C][C]0.490088[/C][/ROW]
[ROW][C]5[/C][C]-0.126085[/C][C]-0.8552[/C][C]0.19845[/C][/ROW]
[ROW][C]6[/C][C]-0.312306[/C][C]-2.1182[/C][C]0.019797[/C][/ROW]
[ROW][C]7[/C][C]-0.126271[/C][C]-0.8564[/C][C]0.198105[/C][/ROW]
[ROW][C]8[/C][C]-0.237255[/C][C]-1.6091[/C][C]0.057214[/C][/ROW]
[ROW][C]9[/C][C]-0.006327[/C][C]-0.0429[/C][C]0.482978[/C][/ROW]
[ROW][C]10[/C][C]-0.382753[/C][C]-2.596[/C][C]0.00631[/C][/ROW]
[ROW][C]11[/C][C]0.123044[/C][C]0.8345[/C][C]0.20415[/C][/ROW]
[ROW][C]12[/C][C]0.051564[/C][C]0.3497[/C][C]0.364072[/C][/ROW]
[ROW][C]13[/C][C]-0.179455[/C][C]-1.2171[/C][C]0.114882[/C][/ROW]
[ROW][C]14[/C][C]-0.115008[/C][C]-0.78[/C][C]0.219687[/C][/ROW]
[ROW][C]15[/C][C]-0.005585[/C][C]-0.0379[/C][C]0.484975[/C][/ROW]
[ROW][C]16[/C][C]-0.060367[/C][C]-0.4094[/C][C]0.342062[/C][/ROW]
[ROW][C]17[/C][C]0.155604[/C][C]1.0554[/C][C]0.148387[/C][/ROW]
[ROW][C]18[/C][C]0.011474[/C][C]0.0778[/C][C]0.469155[/C][/ROW]
[ROW][C]19[/C][C]-0.080596[/C][C]-0.5466[/C][C]0.293637[/C][/ROW]
[ROW][C]20[/C][C]-0.016091[/C][C]-0.1091[/C][C]0.456784[/C][/ROW]
[ROW][C]21[/C][C]-0.033346[/C][C]-0.2262[/C][C]0.411039[/C][/ROW]
[ROW][C]22[/C][C]-0.093804[/C][C]-0.6362[/C][C]0.263896[/C][/ROW]
[ROW][C]23[/C][C]-0.003272[/C][C]-0.0222[/C][C]0.491194[/C][/ROW]
[ROW][C]24[/C][C]-0.107488[/C][C]-0.729[/C][C]0.234843[/C][/ROW]
[ROW][C]25[/C][C]-0.067928[/C][C]-0.4607[/C][C]0.323589[/C][/ROW]
[ROW][C]26[/C][C]-0.058024[/C][C]-0.3935[/C][C]0.34787[/C][/ROW]
[ROW][C]27[/C][C]0.117635[/C][C]0.7978[/C][C]0.214531[/C][/ROW]
[ROW][C]28[/C][C]-0.089939[/C][C]-0.61[/C][C]0.272433[/C][/ROW]
[ROW][C]29[/C][C]-0.195548[/C][C]-1.3263[/C][C]0.095649[/C][/ROW]
[ROW][C]30[/C][C]-0.025777[/C][C]-0.1748[/C][C]0.43099[/C][/ROW]
[ROW][C]31[/C][C]-0.054691[/C][C]-0.3709[/C][C]0.356196[/C][/ROW]
[ROW][C]32[/C][C]-0.018895[/C][C]-0.1281[/C][C]0.449294[/C][/ROW]
[ROW][C]33[/C][C]0.000241[/C][C]0.0016[/C][C]0.499352[/C][/ROW]
[ROW][C]34[/C][C]-0.128581[/C][C]-0.8721[/C][C]0.193846[/C][/ROW]
[ROW][C]35[/C][C]-0.026468[/C][C]-0.1795[/C][C]0.429162[/C][/ROW]
[ROW][C]36[/C][C]-0.023632[/C][C]-0.1603[/C][C]0.436681[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60717&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60717&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	-0.619087	-4.1988	6.1e-05
2	-0.236971	-1.6072	0.057425
3	-0.224369	-1.5217	0.067459
4	-0.003684	-0.025	0.490088
5	-0.126085	-0.8552	0.19845
6	-0.312306	-2.1182	0.019797
7	-0.126271	-0.8564	0.198105
8	-0.237255	-1.6091	0.057214
9	-0.006327	-0.0429	0.482978
10	-0.382753	-2.596	0.00631
11	0.123044	0.8345	0.20415
12	0.051564	0.3497	0.364072
13	-0.179455	-1.2171	0.114882
14	-0.115008	-0.78	0.219687
15	-0.005585	-0.0379	0.484975
16	-0.060367	-0.4094	0.342062
17	0.155604	1.0554	0.148387
18	0.011474	0.0778	0.469155
19	-0.080596	-0.5466	0.293637
20	-0.016091	-0.1091	0.456784
21	-0.033346	-0.2262	0.411039
22	-0.093804	-0.6362	0.263896
23	-0.003272	-0.0222	0.491194
24	-0.107488	-0.729	0.234843
25	-0.067928	-0.4607	0.323589
26	-0.058024	-0.3935	0.34787
27	0.117635	0.7978	0.214531
28	-0.089939	-0.61	0.272433
29	-0.195548	-1.3263	0.095649
30	-0.025777	-0.1748	0.43099
31	-0.054691	-0.3709	0.356196
32	-0.018895	-0.1281	0.449294
33	0.000241	0.0016	0.499352
34	-0.128581	-0.8721	0.193846
35	-0.026468	-0.1795	0.429162
36	-0.023632	-0.1603	0.436681

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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