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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 06:46:08 -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/t1259329661d388mv9bui8qdo3.htm/, Retrieved Sun, 28 Apr 2024 23:34:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60762, Retrieved Sun, 28 Apr 2024 23:34:46 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

116

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 12:19:56] [b98453cac15ba1066b407e146608df68]
- R  D          [(Partial) Autocorrelation Function] [ACF werkloosheid ...] [2009-11-27 13:46:08] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60762&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]2 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=60762&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60762&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.92298	6.3946	0
2	0.770331	5.337	1e-06
3	0.61156	4.237	5.1e-05
4	0.495082	3.43	0.000625
5	0.4467	3.0948	0.001641
6	0.426798	2.9569	0.002404
7	0.408546	2.8305	0.003384
8	0.369586	2.5606	0.006825
9	0.277488	1.9225	0.030244
10	0.149379	1.0349	0.152944
11	0.011049	0.0766	0.469649
12	-0.103007	-0.7137	0.239449
13	-0.160345	-1.1109	0.136073
14	-0.173101	-1.1993	0.118154
15	-0.16286	-1.1283	0.132395
16	-0.149306	-1.0344	0.153061
17	-0.152361	-1.0556	0.148221
18	-0.169455	-1.174	0.12309
19	-0.209027	-1.4482	0.077034
20	-0.257661	-1.7851	0.04028
21	-0.298244	-2.0663	0.02211
22	-0.324148	-2.2458	0.01468
23	-0.322585	-2.2349	0.015056
24	-0.303907	-2.1055	0.020251
25	-0.276926	-1.9186	0.030497
26	-0.253644	-1.7573	0.042622
27	-0.240582	-1.6668	0.051033
28	-0.232618	-1.6116	0.056801
29	-0.231427	-1.6034	0.057707
30	-0.226284	-1.5677	0.061756
31	-0.208245	-1.4428	0.077791
32	-0.179999	-1.2471	0.109211
33	-0.143449	-0.9938	0.162641
34	-0.105102	-0.7282	0.235023
35	-0.082087	-0.5687	0.286101
36	-0.067881	-0.4703	0.320139

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.92298 & 6.3946 & 0 \tabularnewline
2 & 0.770331 & 5.337 & 1e-06 \tabularnewline
3 & 0.61156 & 4.237 & 5.1e-05 \tabularnewline
4 & 0.495082 & 3.43 & 0.000625 \tabularnewline
5 & 0.4467 & 3.0948 & 0.001641 \tabularnewline
6 & 0.426798 & 2.9569 & 0.002404 \tabularnewline
7 & 0.408546 & 2.8305 & 0.003384 \tabularnewline
8 & 0.369586 & 2.5606 & 0.006825 \tabularnewline
9 & 0.277488 & 1.9225 & 0.030244 \tabularnewline
10 & 0.149379 & 1.0349 & 0.152944 \tabularnewline
11 & 0.011049 & 0.0766 & 0.469649 \tabularnewline
12 & -0.103007 & -0.7137 & 0.239449 \tabularnewline
13 & -0.160345 & -1.1109 & 0.136073 \tabularnewline
14 & -0.173101 & -1.1993 & 0.118154 \tabularnewline
15 & -0.16286 & -1.1283 & 0.132395 \tabularnewline
16 & -0.149306 & -1.0344 & 0.153061 \tabularnewline
17 & -0.152361 & -1.0556 & 0.148221 \tabularnewline
18 & -0.169455 & -1.174 & 0.12309 \tabularnewline
19 & -0.209027 & -1.4482 & 0.077034 \tabularnewline
20 & -0.257661 & -1.7851 & 0.04028 \tabularnewline
21 & -0.298244 & -2.0663 & 0.02211 \tabularnewline
22 & -0.324148 & -2.2458 & 0.01468 \tabularnewline
23 & -0.322585 & -2.2349 & 0.015056 \tabularnewline
24 & -0.303907 & -2.1055 & 0.020251 \tabularnewline
25 & -0.276926 & -1.9186 & 0.030497 \tabularnewline
26 & -0.253644 & -1.7573 & 0.042622 \tabularnewline
27 & -0.240582 & -1.6668 & 0.051033 \tabularnewline
28 & -0.232618 & -1.6116 & 0.056801 \tabularnewline
29 & -0.231427 & -1.6034 & 0.057707 \tabularnewline
30 & -0.226284 & -1.5677 & 0.061756 \tabularnewline
31 & -0.208245 & -1.4428 & 0.077791 \tabularnewline
32 & -0.179999 & -1.2471 & 0.109211 \tabularnewline
33 & -0.143449 & -0.9938 & 0.162641 \tabularnewline
34 & -0.105102 & -0.7282 & 0.235023 \tabularnewline
35 & -0.082087 & -0.5687 & 0.286101 \tabularnewline
36 & -0.067881 & -0.4703 & 0.320139 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60762&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]0.92298[/C][C]6.3946[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.770331[/C][C]5.337[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.61156[/C][C]4.237[/C][C]5.1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.495082[/C][C]3.43[/C][C]0.000625[/C][/ROW]
[ROW][C]5[/C][C]0.4467[/C][C]3.0948[/C][C]0.001641[/C][/ROW]
[ROW][C]6[/C][C]0.426798[/C][C]2.9569[/C][C]0.002404[/C][/ROW]
[ROW][C]7[/C][C]0.408546[/C][C]2.8305[/C][C]0.003384[/C][/ROW]
[ROW][C]8[/C][C]0.369586[/C][C]2.5606[/C][C]0.006825[/C][/ROW]
[ROW][C]9[/C][C]0.277488[/C][C]1.9225[/C][C]0.030244[/C][/ROW]
[ROW][C]10[/C][C]0.149379[/C][C]1.0349[/C][C]0.152944[/C][/ROW]
[ROW][C]11[/C][C]0.011049[/C][C]0.0766[/C][C]0.469649[/C][/ROW]
[ROW][C]12[/C][C]-0.103007[/C][C]-0.7137[/C][C]0.239449[/C][/ROW]
[ROW][C]13[/C][C]-0.160345[/C][C]-1.1109[/C][C]0.136073[/C][/ROW]
[ROW][C]14[/C][C]-0.173101[/C][C]-1.1993[/C][C]0.118154[/C][/ROW]
[ROW][C]15[/C][C]-0.16286[/C][C]-1.1283[/C][C]0.132395[/C][/ROW]
[ROW][C]16[/C][C]-0.149306[/C][C]-1.0344[/C][C]0.153061[/C][/ROW]
[ROW][C]17[/C][C]-0.152361[/C][C]-1.0556[/C][C]0.148221[/C][/ROW]
[ROW][C]18[/C][C]-0.169455[/C][C]-1.174[/C][C]0.12309[/C][/ROW]
[ROW][C]19[/C][C]-0.209027[/C][C]-1.4482[/C][C]0.077034[/C][/ROW]
[ROW][C]20[/C][C]-0.257661[/C][C]-1.7851[/C][C]0.04028[/C][/ROW]
[ROW][C]21[/C][C]-0.298244[/C][C]-2.0663[/C][C]0.02211[/C][/ROW]
[ROW][C]22[/C][C]-0.324148[/C][C]-2.2458[/C][C]0.01468[/C][/ROW]
[ROW][C]23[/C][C]-0.322585[/C][C]-2.2349[/C][C]0.015056[/C][/ROW]
[ROW][C]24[/C][C]-0.303907[/C][C]-2.1055[/C][C]0.020251[/C][/ROW]
[ROW][C]25[/C][C]-0.276926[/C][C]-1.9186[/C][C]0.030497[/C][/ROW]
[ROW][C]26[/C][C]-0.253644[/C][C]-1.7573[/C][C]0.042622[/C][/ROW]
[ROW][C]27[/C][C]-0.240582[/C][C]-1.6668[/C][C]0.051033[/C][/ROW]
[ROW][C]28[/C][C]-0.232618[/C][C]-1.6116[/C][C]0.056801[/C][/ROW]
[ROW][C]29[/C][C]-0.231427[/C][C]-1.6034[/C][C]0.057707[/C][/ROW]
[ROW][C]30[/C][C]-0.226284[/C][C]-1.5677[/C][C]0.061756[/C][/ROW]
[ROW][C]31[/C][C]-0.208245[/C][C]-1.4428[/C][C]0.077791[/C][/ROW]
[ROW][C]32[/C][C]-0.179999[/C][C]-1.2471[/C][C]0.109211[/C][/ROW]
[ROW][C]33[/C][C]-0.143449[/C][C]-0.9938[/C][C]0.162641[/C][/ROW]
[ROW][C]34[/C][C]-0.105102[/C][C]-0.7282[/C][C]0.235023[/C][/ROW]
[ROW][C]35[/C][C]-0.082087[/C][C]-0.5687[/C][C]0.286101[/C][/ROW]
[ROW][C]36[/C][C]-0.067881[/C][C]-0.4703[/C][C]0.320139[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60762&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60762&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	0.92298	6.3946	0
2	0.770331	5.337	1e-06
3	0.61156	4.237	5.1e-05
4	0.495082	3.43	0.000625
5	0.4467	3.0948	0.001641
6	0.426798	2.9569	0.002404
7	0.408546	2.8305	0.003384
8	0.369586	2.5606	0.006825
9	0.277488	1.9225	0.030244
10	0.149379	1.0349	0.152944
11	0.011049	0.0766	0.469649
12	-0.103007	-0.7137	0.239449
13	-0.160345	-1.1109	0.136073
14	-0.173101	-1.1993	0.118154
15	-0.16286	-1.1283	0.132395
16	-0.149306	-1.0344	0.153061
17	-0.152361	-1.0556	0.148221
18	-0.169455	-1.174	0.12309
19	-0.209027	-1.4482	0.077034
20	-0.257661	-1.7851	0.04028
21	-0.298244	-2.0663	0.02211
22	-0.324148	-2.2458	0.01468
23	-0.322585	-2.2349	0.015056
24	-0.303907	-2.1055	0.020251
25	-0.276926	-1.9186	0.030497
26	-0.253644	-1.7573	0.042622
27	-0.240582	-1.6668	0.051033
28	-0.232618	-1.6116	0.056801
29	-0.231427	-1.6034	0.057707
30	-0.226284	-1.5677	0.061756
31	-0.208245	-1.4428	0.077791
32	-0.179999	-1.2471	0.109211
33	-0.143449	-0.9938	0.162641
34	-0.105102	-0.7282	0.235023
35	-0.082087	-0.5687	0.286101
36	-0.067881	-0.4703	0.320139

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.92298	6.3946	0
2	-0.550687	-3.8153	0.000194
3	0.167596	1.1611	0.125663
4	0.175947	1.219	0.114402
5	0.210162	1.456	0.075945
6	-0.236049	-1.6354	0.054254
7	0.065767	0.4556	0.325349
8	-0.079617	-0.5516	0.291889
9	-0.324832	-2.2505	0.014518
10	-0.059257	-0.4105	0.341618
11	-0.052789	-0.3657	0.358087
12	0.017232	0.1194	0.452734
13	0.027171	0.1882	0.425739
14	0.000559	0.0039	0.498462
15	0.01838	0.1273	0.449601
16	0.06397	0.4432	0.329807
17	0.035482	0.2458	0.403431
18	0.001164	0.0081	0.4968
19	-0.197421	-1.3678	0.088877
20	0.017705	0.1227	0.451443
21	-0.143041	-0.991	0.163324
22	-0.09497	-0.658	0.25685
23	0.011957	0.0828	0.467162
24	-0.033261	-0.2304	0.409366
25	0.065917	0.4567	0.324979
26	-0.080958	-0.5609	0.28874
27	0.16293	1.1288	0.132294
28	0.011675	0.0809	0.467934
29	-0.045294	-0.3138	0.377513
30	0.07945	0.5504	0.292283
31	-0.051144	-0.3543	0.362319
32	-0.064045	-0.4437	0.329619
33	-0.0803	-0.5563	0.290284
34	0.022392	0.1551	0.438683
35	-0.187206	-1.297	0.100415
36	0.050127	0.3473	0.364946

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.92298 & 6.3946 & 0 \tabularnewline
2 & -0.550687 & -3.8153 & 0.000194 \tabularnewline
3 & 0.167596 & 1.1611 & 0.125663 \tabularnewline
4 & 0.175947 & 1.219 & 0.114402 \tabularnewline
5 & 0.210162 & 1.456 & 0.075945 \tabularnewline
6 & -0.236049 & -1.6354 & 0.054254 \tabularnewline
7 & 0.065767 & 0.4556 & 0.325349 \tabularnewline
8 & -0.079617 & -0.5516 & 0.291889 \tabularnewline
9 & -0.324832 & -2.2505 & 0.014518 \tabularnewline
10 & -0.059257 & -0.4105 & 0.341618 \tabularnewline
11 & -0.052789 & -0.3657 & 0.358087 \tabularnewline
12 & 0.017232 & 0.1194 & 0.452734 \tabularnewline
13 & 0.027171 & 0.1882 & 0.425739 \tabularnewline
14 & 0.000559 & 0.0039 & 0.498462 \tabularnewline
15 & 0.01838 & 0.1273 & 0.449601 \tabularnewline
16 & 0.06397 & 0.4432 & 0.329807 \tabularnewline
17 & 0.035482 & 0.2458 & 0.403431 \tabularnewline
18 & 0.001164 & 0.0081 & 0.4968 \tabularnewline
19 & -0.197421 & -1.3678 & 0.088877 \tabularnewline
20 & 0.017705 & 0.1227 & 0.451443 \tabularnewline
21 & -0.143041 & -0.991 & 0.163324 \tabularnewline
22 & -0.09497 & -0.658 & 0.25685 \tabularnewline
23 & 0.011957 & 0.0828 & 0.467162 \tabularnewline
24 & -0.033261 & -0.2304 & 0.409366 \tabularnewline
25 & 0.065917 & 0.4567 & 0.324979 \tabularnewline
26 & -0.080958 & -0.5609 & 0.28874 \tabularnewline
27 & 0.16293 & 1.1288 & 0.132294 \tabularnewline
28 & 0.011675 & 0.0809 & 0.467934 \tabularnewline
29 & -0.045294 & -0.3138 & 0.377513 \tabularnewline
30 & 0.07945 & 0.5504 & 0.292283 \tabularnewline
31 & -0.051144 & -0.3543 & 0.362319 \tabularnewline
32 & -0.064045 & -0.4437 & 0.329619 \tabularnewline
33 & -0.0803 & -0.5563 & 0.290284 \tabularnewline
34 & 0.022392 & 0.1551 & 0.438683 \tabularnewline
35 & -0.187206 & -1.297 & 0.100415 \tabularnewline
36 & 0.050127 & 0.3473 & 0.364946 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60762&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]0.92298[/C][C]6.3946[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.550687[/C][C]-3.8153[/C][C]0.000194[/C][/ROW]
[ROW][C]3[/C][C]0.167596[/C][C]1.1611[/C][C]0.125663[/C][/ROW]
[ROW][C]4[/C][C]0.175947[/C][C]1.219[/C][C]0.114402[/C][/ROW]
[ROW][C]5[/C][C]0.210162[/C][C]1.456[/C][C]0.075945[/C][/ROW]
[ROW][C]6[/C][C]-0.236049[/C][C]-1.6354[/C][C]0.054254[/C][/ROW]
[ROW][C]7[/C][C]0.065767[/C][C]0.4556[/C][C]0.325349[/C][/ROW]
[ROW][C]8[/C][C]-0.079617[/C][C]-0.5516[/C][C]0.291889[/C][/ROW]
[ROW][C]9[/C][C]-0.324832[/C][C]-2.2505[/C][C]0.014518[/C][/ROW]
[ROW][C]10[/C][C]-0.059257[/C][C]-0.4105[/C][C]0.341618[/C][/ROW]
[ROW][C]11[/C][C]-0.052789[/C][C]-0.3657[/C][C]0.358087[/C][/ROW]
[ROW][C]12[/C][C]0.017232[/C][C]0.1194[/C][C]0.452734[/C][/ROW]
[ROW][C]13[/C][C]0.027171[/C][C]0.1882[/C][C]0.425739[/C][/ROW]
[ROW][C]14[/C][C]0.000559[/C][C]0.0039[/C][C]0.498462[/C][/ROW]
[ROW][C]15[/C][C]0.01838[/C][C]0.1273[/C][C]0.449601[/C][/ROW]
[ROW][C]16[/C][C]0.06397[/C][C]0.4432[/C][C]0.329807[/C][/ROW]
[ROW][C]17[/C][C]0.035482[/C][C]0.2458[/C][C]0.403431[/C][/ROW]
[ROW][C]18[/C][C]0.001164[/C][C]0.0081[/C][C]0.4968[/C][/ROW]
[ROW][C]19[/C][C]-0.197421[/C][C]-1.3678[/C][C]0.088877[/C][/ROW]
[ROW][C]20[/C][C]0.017705[/C][C]0.1227[/C][C]0.451443[/C][/ROW]
[ROW][C]21[/C][C]-0.143041[/C][C]-0.991[/C][C]0.163324[/C][/ROW]
[ROW][C]22[/C][C]-0.09497[/C][C]-0.658[/C][C]0.25685[/C][/ROW]
[ROW][C]23[/C][C]0.011957[/C][C]0.0828[/C][C]0.467162[/C][/ROW]
[ROW][C]24[/C][C]-0.033261[/C][C]-0.2304[/C][C]0.409366[/C][/ROW]
[ROW][C]25[/C][C]0.065917[/C][C]0.4567[/C][C]0.324979[/C][/ROW]
[ROW][C]26[/C][C]-0.080958[/C][C]-0.5609[/C][C]0.28874[/C][/ROW]
[ROW][C]27[/C][C]0.16293[/C][C]1.1288[/C][C]0.132294[/C][/ROW]
[ROW][C]28[/C][C]0.011675[/C][C]0.0809[/C][C]0.467934[/C][/ROW]
[ROW][C]29[/C][C]-0.045294[/C][C]-0.3138[/C][C]0.377513[/C][/ROW]
[ROW][C]30[/C][C]0.07945[/C][C]0.5504[/C][C]0.292283[/C][/ROW]
[ROW][C]31[/C][C]-0.051144[/C][C]-0.3543[/C][C]0.362319[/C][/ROW]
[ROW][C]32[/C][C]-0.064045[/C][C]-0.4437[/C][C]0.329619[/C][/ROW]
[ROW][C]33[/C][C]-0.0803[/C][C]-0.5563[/C][C]0.290284[/C][/ROW]
[ROW][C]34[/C][C]0.022392[/C][C]0.1551[/C][C]0.438683[/C][/ROW]
[ROW][C]35[/C][C]-0.187206[/C][C]-1.297[/C][C]0.100415[/C][/ROW]
[ROW][C]36[/C][C]0.050127[/C][C]0.3473[/C][C]0.364946[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60762&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60762&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	0.92298	6.3946	0
2	-0.550687	-3.8153	0.000194
3	0.167596	1.1611	0.125663
4	0.175947	1.219	0.114402
5	0.210162	1.456	0.075945
6	-0.236049	-1.6354	0.054254
7	0.065767	0.4556	0.325349
8	-0.079617	-0.5516	0.291889
9	-0.324832	-2.2505	0.014518
10	-0.059257	-0.4105	0.341618
11	-0.052789	-0.3657	0.358087
12	0.017232	0.1194	0.452734
13	0.027171	0.1882	0.425739
14	0.000559	0.0039	0.498462
15	0.01838	0.1273	0.449601
16	0.06397	0.4432	0.329807
17	0.035482	0.2458	0.403431
18	0.001164	0.0081	0.4968
19	-0.197421	-1.3678	0.088877
20	0.017705	0.1227	0.451443
21	-0.143041	-0.991	0.163324
22	-0.09497	-0.658	0.25685
23	0.011957	0.0828	0.467162
24	-0.033261	-0.2304	0.409366
25	0.065917	0.4567	0.324979
26	-0.080958	-0.5609	0.28874
27	0.16293	1.1288	0.132294
28	0.011675	0.0809	0.467934
29	-0.045294	-0.3138	0.377513
30	0.07945	0.5504	0.292283
31	-0.051144	-0.3543	0.362319
32	-0.064045	-0.4437	0.329619
33	-0.0803	-0.5563	0.290284
34	0.022392	0.1551	0.438683
35	-0.187206	-1.297	0.100415
36	0.050127	0.3473	0.364946

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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