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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 06:34:10 -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/t1259328912uepikinxrhqgz6l.htm/, Retrieved Sun, 28 Apr 2024 19:06:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60741, Retrieved Sun, 28 Apr 2024 19:06:44 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

126

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]
- R PD          [(Partial) Autocorrelation Function] [autocorrelation d...] [2009-11-27 13:34:10] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   P             [(Partial) Autocorrelation Function] [autocorrelation d...] [2009-11-27 13:49:39] [74be16979710d4c4e7c6647856088456] 
-   P             [(Partial) Autocorrelation Function] [Autocorrelation d...] [2009-11-27 13:55:44] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Boxplots

5.4
5.4
5.6
5.7
5.8
5.8
5.8
5.9
6.1
6.4
6.4
6.3
6.2
6.2
6.3
6.4
6.5
6.6
6.6
6.6
6.8
7
7.2
7.3
7.5
7.6
7.6
7.7
7.7
7.7
7.7
7.6
7.7
7.9
7.9
7.9
7.8
7.6
7.4
7
7
7.2
7.5
7.8
7.8
7.7
7.6
7.5
7.5
7.5
7.5
7.6
7.9
7.6
7.5
7.5
7.6
7.7
7.9
7.9

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60741&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]0 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=60741&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60741&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.43148	3.3143	0.000787
2	0.040742	0.3129	0.377714
3	-0.228419	-1.7545	0.042267
4	-0.325768	-2.5023	0.007566
5	-0.17268	-1.3264	0.094913
6	0.028311	0.2175	0.414299
7	0.113985	0.8755	0.192417
8	0.225139	1.7293	0.04449
9	0.178023	1.3674	0.08834
10	0.030441	0.2338	0.407967
11	-0.069238	-0.5318	0.298422
12	-0.160326	-1.2315	0.111513
13	-0.131146	-1.0074	0.158939
14	-0.00383	-0.0294	0.488315
15	0.02899	0.2227	0.412279
16	0.06545	0.5027	0.308513
17	-0.007438	-0.0571	0.477316
18	0.036302	0.2788	0.390671
19	0.04204	0.3229	0.373951
20	0.004825	0.0371	0.485282
21	-0.072722	-0.5586	0.289277
22	-0.057084	-0.4385	0.331324
23	-0.053676	-0.4123	0.340811
24	-0.017216	-0.1322	0.447624
25	0.053607	0.4118	0.341004
26	0.026292	0.202	0.420323
27	0.044261	0.34	0.367542
28	0.003406	0.0262	0.489609
29	-0.147816	-1.1354	0.1304
30	-0.200902	-1.5432	0.06407
31	-0.145951	-1.1211	0.1334
32	-0.075129	-0.5771	0.283043
33	0.020155	0.1548	0.438749
34	0.121699	0.9348	0.176853
35	0.055072	0.423	0.33691
36	-0.020145	-0.1547	0.438778

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.43148 & 3.3143 & 0.000787 \tabularnewline
2 & 0.040742 & 0.3129 & 0.377714 \tabularnewline
3 & -0.228419 & -1.7545 & 0.042267 \tabularnewline
4 & -0.325768 & -2.5023 & 0.007566 \tabularnewline
5 & -0.17268 & -1.3264 & 0.094913 \tabularnewline
6 & 0.028311 & 0.2175 & 0.414299 \tabularnewline
7 & 0.113985 & 0.8755 & 0.192417 \tabularnewline
8 & 0.225139 & 1.7293 & 0.04449 \tabularnewline
9 & 0.178023 & 1.3674 & 0.08834 \tabularnewline
10 & 0.030441 & 0.2338 & 0.407967 \tabularnewline
11 & -0.069238 & -0.5318 & 0.298422 \tabularnewline
12 & -0.160326 & -1.2315 & 0.111513 \tabularnewline
13 & -0.131146 & -1.0074 & 0.158939 \tabularnewline
14 & -0.00383 & -0.0294 & 0.488315 \tabularnewline
15 & 0.02899 & 0.2227 & 0.412279 \tabularnewline
16 & 0.06545 & 0.5027 & 0.308513 \tabularnewline
17 & -0.007438 & -0.0571 & 0.477316 \tabularnewline
18 & 0.036302 & 0.2788 & 0.390671 \tabularnewline
19 & 0.04204 & 0.3229 & 0.373951 \tabularnewline
20 & 0.004825 & 0.0371 & 0.485282 \tabularnewline
21 & -0.072722 & -0.5586 & 0.289277 \tabularnewline
22 & -0.057084 & -0.4385 & 0.331324 \tabularnewline
23 & -0.053676 & -0.4123 & 0.340811 \tabularnewline
24 & -0.017216 & -0.1322 & 0.447624 \tabularnewline
25 & 0.053607 & 0.4118 & 0.341004 \tabularnewline
26 & 0.026292 & 0.202 & 0.420323 \tabularnewline
27 & 0.044261 & 0.34 & 0.367542 \tabularnewline
28 & 0.003406 & 0.0262 & 0.489609 \tabularnewline
29 & -0.147816 & -1.1354 & 0.1304 \tabularnewline
30 & -0.200902 & -1.5432 & 0.06407 \tabularnewline
31 & -0.145951 & -1.1211 & 0.1334 \tabularnewline
32 & -0.075129 & -0.5771 & 0.283043 \tabularnewline
33 & 0.020155 & 0.1548 & 0.438749 \tabularnewline
34 & 0.121699 & 0.9348 & 0.176853 \tabularnewline
35 & 0.055072 & 0.423 & 0.33691 \tabularnewline
36 & -0.020145 & -0.1547 & 0.438778 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60741&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]0.43148[/C][C]3.3143[/C][C]0.000787[/C][/ROW]
[ROW][C]2[/C][C]0.040742[/C][C]0.3129[/C][C]0.377714[/C][/ROW]
[ROW][C]3[/C][C]-0.228419[/C][C]-1.7545[/C][C]0.042267[/C][/ROW]
[ROW][C]4[/C][C]-0.325768[/C][C]-2.5023[/C][C]0.007566[/C][/ROW]
[ROW][C]5[/C][C]-0.17268[/C][C]-1.3264[/C][C]0.094913[/C][/ROW]
[ROW][C]6[/C][C]0.028311[/C][C]0.2175[/C][C]0.414299[/C][/ROW]
[ROW][C]7[/C][C]0.113985[/C][C]0.8755[/C][C]0.192417[/C][/ROW]
[ROW][C]8[/C][C]0.225139[/C][C]1.7293[/C][C]0.04449[/C][/ROW]
[ROW][C]9[/C][C]0.178023[/C][C]1.3674[/C][C]0.08834[/C][/ROW]
[ROW][C]10[/C][C]0.030441[/C][C]0.2338[/C][C]0.407967[/C][/ROW]
[ROW][C]11[/C][C]-0.069238[/C][C]-0.5318[/C][C]0.298422[/C][/ROW]
[ROW][C]12[/C][C]-0.160326[/C][C]-1.2315[/C][C]0.111513[/C][/ROW]
[ROW][C]13[/C][C]-0.131146[/C][C]-1.0074[/C][C]0.158939[/C][/ROW]
[ROW][C]14[/C][C]-0.00383[/C][C]-0.0294[/C][C]0.488315[/C][/ROW]
[ROW][C]15[/C][C]0.02899[/C][C]0.2227[/C][C]0.412279[/C][/ROW]
[ROW][C]16[/C][C]0.06545[/C][C]0.5027[/C][C]0.308513[/C][/ROW]
[ROW][C]17[/C][C]-0.007438[/C][C]-0.0571[/C][C]0.477316[/C][/ROW]
[ROW][C]18[/C][C]0.036302[/C][C]0.2788[/C][C]0.390671[/C][/ROW]
[ROW][C]19[/C][C]0.04204[/C][C]0.3229[/C][C]0.373951[/C][/ROW]
[ROW][C]20[/C][C]0.004825[/C][C]0.0371[/C][C]0.485282[/C][/ROW]
[ROW][C]21[/C][C]-0.072722[/C][C]-0.5586[/C][C]0.289277[/C][/ROW]
[ROW][C]22[/C][C]-0.057084[/C][C]-0.4385[/C][C]0.331324[/C][/ROW]
[ROW][C]23[/C][C]-0.053676[/C][C]-0.4123[/C][C]0.340811[/C][/ROW]
[ROW][C]24[/C][C]-0.017216[/C][C]-0.1322[/C][C]0.447624[/C][/ROW]
[ROW][C]25[/C][C]0.053607[/C][C]0.4118[/C][C]0.341004[/C][/ROW]
[ROW][C]26[/C][C]0.026292[/C][C]0.202[/C][C]0.420323[/C][/ROW]
[ROW][C]27[/C][C]0.044261[/C][C]0.34[/C][C]0.367542[/C][/ROW]
[ROW][C]28[/C][C]0.003406[/C][C]0.0262[/C][C]0.489609[/C][/ROW]
[ROW][C]29[/C][C]-0.147816[/C][C]-1.1354[/C][C]0.1304[/C][/ROW]
[ROW][C]30[/C][C]-0.200902[/C][C]-1.5432[/C][C]0.06407[/C][/ROW]
[ROW][C]31[/C][C]-0.145951[/C][C]-1.1211[/C][C]0.1334[/C][/ROW]
[ROW][C]32[/C][C]-0.075129[/C][C]-0.5771[/C][C]0.283043[/C][/ROW]
[ROW][C]33[/C][C]0.020155[/C][C]0.1548[/C][C]0.438749[/C][/ROW]
[ROW][C]34[/C][C]0.121699[/C][C]0.9348[/C][C]0.176853[/C][/ROW]
[ROW][C]35[/C][C]0.055072[/C][C]0.423[/C][C]0.33691[/C][/ROW]
[ROW][C]36[/C][C]-0.020145[/C][C]-0.1547[/C][C]0.438778[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60741&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60741&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	0.43148	3.3143	0.000787
2	0.040742	0.3129	0.377714
3	-0.228419	-1.7545	0.042267
4	-0.325768	-2.5023	0.007566
5	-0.17268	-1.3264	0.094913
6	0.028311	0.2175	0.414299
7	0.113985	0.8755	0.192417
8	0.225139	1.7293	0.04449
9	0.178023	1.3674	0.08834
10	0.030441	0.2338	0.407967
11	-0.069238	-0.5318	0.298422
12	-0.160326	-1.2315	0.111513
13	-0.131146	-1.0074	0.158939
14	-0.00383	-0.0294	0.488315
15	0.02899	0.2227	0.412279
16	0.06545	0.5027	0.308513
17	-0.007438	-0.0571	0.477316
18	0.036302	0.2788	0.390671
19	0.04204	0.3229	0.373951
20	0.004825	0.0371	0.485282
21	-0.072722	-0.5586	0.289277
22	-0.057084	-0.4385	0.331324
23	-0.053676	-0.4123	0.340811
24	-0.017216	-0.1322	0.447624
25	0.053607	0.4118	0.341004
26	0.026292	0.202	0.420323
27	0.044261	0.34	0.367542
28	0.003406	0.0262	0.489609
29	-0.147816	-1.1354	0.1304
30	-0.200902	-1.5432	0.06407
31	-0.145951	-1.1211	0.1334
32	-0.075129	-0.5771	0.283043
33	0.020155	0.1548	0.438749
34	0.121699	0.9348	0.176853
35	0.055072	0.423	0.33691
36	-0.020145	-0.1547	0.438778

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.43148	3.3143	0.000787
2	-0.178704	-1.3727	0.087528
3	-0.218361	-1.6773	0.049391
4	-0.161989	-1.2443	0.109162
5	0.036277	0.2787	0.390743
6	0.054978	0.4223	0.337172
7	-0.022316	-0.1714	0.432243
8	0.144854	1.1126	0.135187
9	0.045309	0.348	0.36453
10	-0.031412	-0.2413	0.405089
11	0.001489	0.0114	0.495456
12	-0.050899	-0.391	0.348616
13	-0.000469	-0.0036	0.498568
14	0.035545	0.273	0.392893
15	-0.059529	-0.4572	0.324585
16	-0.002706	-0.0208	0.491745
17	-0.097331	-0.7476	0.228832
18	0.121531	0.9335	0.177184
19	0.01723	0.1323	0.44758
20	-0.023929	-0.1838	0.4274
21	-0.067157	-0.5158	0.303947
22	0.032355	0.2485	0.402295
23	-0.017514	-0.1345	0.446723
24	-0.034863	-0.2678	0.394898
25	0.056898	0.437	0.331838
26	-0.041719	-0.3204	0.37488
27	0.028817	0.2213	0.412794
28	-0.037405	-0.2873	0.38744
29	-0.165569	-1.2718	0.104225
30	-0.089109	-0.6845	0.248182
31	0.000978	0.0075	0.497015
32	-0.061567	-0.4729	0.319013
33	-0.069241	-0.5319	0.298413
34	0.043005	0.3303	0.371161
35	-0.041566	-0.3193	0.375324
36	-0.063601	-0.4885	0.313492

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.43148 & 3.3143 & 0.000787 \tabularnewline
2 & -0.178704 & -1.3727 & 0.087528 \tabularnewline
3 & -0.218361 & -1.6773 & 0.049391 \tabularnewline
4 & -0.161989 & -1.2443 & 0.109162 \tabularnewline
5 & 0.036277 & 0.2787 & 0.390743 \tabularnewline
6 & 0.054978 & 0.4223 & 0.337172 \tabularnewline
7 & -0.022316 & -0.1714 & 0.432243 \tabularnewline
8 & 0.144854 & 1.1126 & 0.135187 \tabularnewline
9 & 0.045309 & 0.348 & 0.36453 \tabularnewline
10 & -0.031412 & -0.2413 & 0.405089 \tabularnewline
11 & 0.001489 & 0.0114 & 0.495456 \tabularnewline
12 & -0.050899 & -0.391 & 0.348616 \tabularnewline
13 & -0.000469 & -0.0036 & 0.498568 \tabularnewline
14 & 0.035545 & 0.273 & 0.392893 \tabularnewline
15 & -0.059529 & -0.4572 & 0.324585 \tabularnewline
16 & -0.002706 & -0.0208 & 0.491745 \tabularnewline
17 & -0.097331 & -0.7476 & 0.228832 \tabularnewline
18 & 0.121531 & 0.9335 & 0.177184 \tabularnewline
19 & 0.01723 & 0.1323 & 0.44758 \tabularnewline
20 & -0.023929 & -0.1838 & 0.4274 \tabularnewline
21 & -0.067157 & -0.5158 & 0.303947 \tabularnewline
22 & 0.032355 & 0.2485 & 0.402295 \tabularnewline
23 & -0.017514 & -0.1345 & 0.446723 \tabularnewline
24 & -0.034863 & -0.2678 & 0.394898 \tabularnewline
25 & 0.056898 & 0.437 & 0.331838 \tabularnewline
26 & -0.041719 & -0.3204 & 0.37488 \tabularnewline
27 & 0.028817 & 0.2213 & 0.412794 \tabularnewline
28 & -0.037405 & -0.2873 & 0.38744 \tabularnewline
29 & -0.165569 & -1.2718 & 0.104225 \tabularnewline
30 & -0.089109 & -0.6845 & 0.248182 \tabularnewline
31 & 0.000978 & 0.0075 & 0.497015 \tabularnewline
32 & -0.061567 & -0.4729 & 0.319013 \tabularnewline
33 & -0.069241 & -0.5319 & 0.298413 \tabularnewline
34 & 0.043005 & 0.3303 & 0.371161 \tabularnewline
35 & -0.041566 & -0.3193 & 0.375324 \tabularnewline
36 & -0.063601 & -0.4885 & 0.313492 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60741&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]0.43148[/C][C]3.3143[/C][C]0.000787[/C][/ROW]
[ROW][C]2[/C][C]-0.178704[/C][C]-1.3727[/C][C]0.087528[/C][/ROW]
[ROW][C]3[/C][C]-0.218361[/C][C]-1.6773[/C][C]0.049391[/C][/ROW]
[ROW][C]4[/C][C]-0.161989[/C][C]-1.2443[/C][C]0.109162[/C][/ROW]
[ROW][C]5[/C][C]0.036277[/C][C]0.2787[/C][C]0.390743[/C][/ROW]
[ROW][C]6[/C][C]0.054978[/C][C]0.4223[/C][C]0.337172[/C][/ROW]
[ROW][C]7[/C][C]-0.022316[/C][C]-0.1714[/C][C]0.432243[/C][/ROW]
[ROW][C]8[/C][C]0.144854[/C][C]1.1126[/C][C]0.135187[/C][/ROW]
[ROW][C]9[/C][C]0.045309[/C][C]0.348[/C][C]0.36453[/C][/ROW]
[ROW][C]10[/C][C]-0.031412[/C][C]-0.2413[/C][C]0.405089[/C][/ROW]
[ROW][C]11[/C][C]0.001489[/C][C]0.0114[/C][C]0.495456[/C][/ROW]
[ROW][C]12[/C][C]-0.050899[/C][C]-0.391[/C][C]0.348616[/C][/ROW]
[ROW][C]13[/C][C]-0.000469[/C][C]-0.0036[/C][C]0.498568[/C][/ROW]
[ROW][C]14[/C][C]0.035545[/C][C]0.273[/C][C]0.392893[/C][/ROW]
[ROW][C]15[/C][C]-0.059529[/C][C]-0.4572[/C][C]0.324585[/C][/ROW]
[ROW][C]16[/C][C]-0.002706[/C][C]-0.0208[/C][C]0.491745[/C][/ROW]
[ROW][C]17[/C][C]-0.097331[/C][C]-0.7476[/C][C]0.228832[/C][/ROW]
[ROW][C]18[/C][C]0.121531[/C][C]0.9335[/C][C]0.177184[/C][/ROW]
[ROW][C]19[/C][C]0.01723[/C][C]0.1323[/C][C]0.44758[/C][/ROW]
[ROW][C]20[/C][C]-0.023929[/C][C]-0.1838[/C][C]0.4274[/C][/ROW]
[ROW][C]21[/C][C]-0.067157[/C][C]-0.5158[/C][C]0.303947[/C][/ROW]
[ROW][C]22[/C][C]0.032355[/C][C]0.2485[/C][C]0.402295[/C][/ROW]
[ROW][C]23[/C][C]-0.017514[/C][C]-0.1345[/C][C]0.446723[/C][/ROW]
[ROW][C]24[/C][C]-0.034863[/C][C]-0.2678[/C][C]0.394898[/C][/ROW]
[ROW][C]25[/C][C]0.056898[/C][C]0.437[/C][C]0.331838[/C][/ROW]
[ROW][C]26[/C][C]-0.041719[/C][C]-0.3204[/C][C]0.37488[/C][/ROW]
[ROW][C]27[/C][C]0.028817[/C][C]0.2213[/C][C]0.412794[/C][/ROW]
[ROW][C]28[/C][C]-0.037405[/C][C]-0.2873[/C][C]0.38744[/C][/ROW]
[ROW][C]29[/C][C]-0.165569[/C][C]-1.2718[/C][C]0.104225[/C][/ROW]
[ROW][C]30[/C][C]-0.089109[/C][C]-0.6845[/C][C]0.248182[/C][/ROW]
[ROW][C]31[/C][C]0.000978[/C][C]0.0075[/C][C]0.497015[/C][/ROW]
[ROW][C]32[/C][C]-0.061567[/C][C]-0.4729[/C][C]0.319013[/C][/ROW]
[ROW][C]33[/C][C]-0.069241[/C][C]-0.5319[/C][C]0.298413[/C][/ROW]
[ROW][C]34[/C][C]0.043005[/C][C]0.3303[/C][C]0.371161[/C][/ROW]
[ROW][C]35[/C][C]-0.041566[/C][C]-0.3193[/C][C]0.375324[/C][/ROW]
[ROW][C]36[/C][C]-0.063601[/C][C]-0.4885[/C][C]0.313492[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60741&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60741&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	0.43148	3.3143	0.000787
2	-0.178704	-1.3727	0.087528
3	-0.218361	-1.6773	0.049391
4	-0.161989	-1.2443	0.109162
5	0.036277	0.2787	0.390743
6	0.054978	0.4223	0.337172
7	-0.022316	-0.1714	0.432243
8	0.144854	1.1126	0.135187
9	0.045309	0.348	0.36453
10	-0.031412	-0.2413	0.405089
11	0.001489	0.0114	0.495456
12	-0.050899	-0.391	0.348616
13	-0.000469	-0.0036	0.498568
14	0.035545	0.273	0.392893
15	-0.059529	-0.4572	0.324585
16	-0.002706	-0.0208	0.491745
17	-0.097331	-0.7476	0.228832
18	0.121531	0.9335	0.177184
19	0.01723	0.1323	0.44758
20	-0.023929	-0.1838	0.4274
21	-0.067157	-0.5158	0.303947
22	0.032355	0.2485	0.402295
23	-0.017514	-0.1345	0.446723
24	-0.034863	-0.2678	0.394898
25	0.056898	0.437	0.331838
26	-0.041719	-0.3204	0.37488
27	0.028817	0.2213	0.412794
28	-0.037405	-0.2873	0.38744
29	-0.165569	-1.2718	0.104225
30	-0.089109	-0.6845	0.248182
31	0.000978	0.0075	0.497015
32	-0.061567	-0.4729	0.319013
33	-0.069241	-0.5319	0.298413
34	0.043005	0.3303	0.371161
35	-0.041566	-0.3193	0.375324
36	-0.063601	-0.4885	0.313492

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 = MA ; par7 = 0.95 ;

Parameters (R input):

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