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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 06:59:31 -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/t1259330424unraxyeno7w8tkc.htm/, Retrieved Sun, 28 Apr 2024 23:36:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60785, Retrieved Sun, 28 Apr 2024 23:36:39 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

130

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]
- R  D          [(Partial) Autocorrelation Function] [acf werkloosheid ...] [2009-11-27 13:59:31] [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	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=60785&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=60785&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60785&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	0.516417	3.5404	0.000457
2	0.05003	0.343	0.366569
3	-0.297759	-2.0413	0.023427
4	-0.473866	-3.2487	0.001072
5	-0.209598	-1.4369	0.07868
6	-0.006079	-0.0417	0.483468
7	0.167441	1.1479	0.128406
8	0.359559	2.465	0.008705
9	0.252611	1.7318	0.044933
10	0.031458	0.2157	0.415092
11	-0.207266	-1.4209	0.080967
12	-0.445989	-3.0575	0.001838
13	-0.327423	-2.2447	0.014767
14	-0.146614	-1.0051	0.15999
15	-0.022533	-0.1545	0.438946
16	0.127528	0.8743	0.193203
17	0.10002	0.6857	0.248135
18	0.142792	0.9789	0.166313
19	0.067713	0.4642	0.322317
20	-0.04615	-0.3164	0.376553
21	-0.097023	-0.6652	0.2546
22	-0.157055	-1.0767	0.143552
23	-0.098489	-0.6752	0.251427
24	-0.004035	-0.0277	0.489025
25	0.076494	0.5244	0.301226
26	0.108706	0.7452	0.229916
27	0.119328	0.8181	0.208723
28	0.053782	0.3687	0.356999
29	-0.052044	-0.3568	0.36142
30	-0.132263	-0.9067	0.184583
31	-0.129024	-0.8845	0.190453
32	-0.036065	-0.2472	0.402897
33	0.039698	0.2722	0.393348
34	0.128264	0.8793	0.191847
35	0.079914	0.5479	0.293188
36	0.0125	0.0857	0.466038

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.516417 & 3.5404 & 0.000457 \tabularnewline
2 & 0.05003 & 0.343 & 0.366569 \tabularnewline
3 & -0.297759 & -2.0413 & 0.023427 \tabularnewline
4 & -0.473866 & -3.2487 & 0.001072 \tabularnewline
5 & -0.209598 & -1.4369 & 0.07868 \tabularnewline
6 & -0.006079 & -0.0417 & 0.483468 \tabularnewline
7 & 0.167441 & 1.1479 & 0.128406 \tabularnewline
8 & 0.359559 & 2.465 & 0.008705 \tabularnewline
9 & 0.252611 & 1.7318 & 0.044933 \tabularnewline
10 & 0.031458 & 0.2157 & 0.415092 \tabularnewline
11 & -0.207266 & -1.4209 & 0.080967 \tabularnewline
12 & -0.445989 & -3.0575 & 0.001838 \tabularnewline
13 & -0.327423 & -2.2447 & 0.014767 \tabularnewline
14 & -0.146614 & -1.0051 & 0.15999 \tabularnewline
15 & -0.022533 & -0.1545 & 0.438946 \tabularnewline
16 & 0.127528 & 0.8743 & 0.193203 \tabularnewline
17 & 0.10002 & 0.6857 & 0.248135 \tabularnewline
18 & 0.142792 & 0.9789 & 0.166313 \tabularnewline
19 & 0.067713 & 0.4642 & 0.322317 \tabularnewline
20 & -0.04615 & -0.3164 & 0.376553 \tabularnewline
21 & -0.097023 & -0.6652 & 0.2546 \tabularnewline
22 & -0.157055 & -1.0767 & 0.143552 \tabularnewline
23 & -0.098489 & -0.6752 & 0.251427 \tabularnewline
24 & -0.004035 & -0.0277 & 0.489025 \tabularnewline
25 & 0.076494 & 0.5244 & 0.301226 \tabularnewline
26 & 0.108706 & 0.7452 & 0.229916 \tabularnewline
27 & 0.119328 & 0.8181 & 0.208723 \tabularnewline
28 & 0.053782 & 0.3687 & 0.356999 \tabularnewline
29 & -0.052044 & -0.3568 & 0.36142 \tabularnewline
30 & -0.132263 & -0.9067 & 0.184583 \tabularnewline
31 & -0.129024 & -0.8845 & 0.190453 \tabularnewline
32 & -0.036065 & -0.2472 & 0.402897 \tabularnewline
33 & 0.039698 & 0.2722 & 0.393348 \tabularnewline
34 & 0.128264 & 0.8793 & 0.191847 \tabularnewline
35 & 0.079914 & 0.5479 & 0.293188 \tabularnewline
36 & 0.0125 & 0.0857 & 0.466038 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60785&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]0.516417[/C][C]3.5404[/C][C]0.000457[/C][/ROW]
[ROW][C]2[/C][C]0.05003[/C][C]0.343[/C][C]0.366569[/C][/ROW]
[ROW][C]3[/C][C]-0.297759[/C][C]-2.0413[/C][C]0.023427[/C][/ROW]
[ROW][C]4[/C][C]-0.473866[/C][C]-3.2487[/C][C]0.001072[/C][/ROW]
[ROW][C]5[/C][C]-0.209598[/C][C]-1.4369[/C][C]0.07868[/C][/ROW]
[ROW][C]6[/C][C]-0.006079[/C][C]-0.0417[/C][C]0.483468[/C][/ROW]
[ROW][C]7[/C][C]0.167441[/C][C]1.1479[/C][C]0.128406[/C][/ROW]
[ROW][C]8[/C][C]0.359559[/C][C]2.465[/C][C]0.008705[/C][/ROW]
[ROW][C]9[/C][C]0.252611[/C][C]1.7318[/C][C]0.044933[/C][/ROW]
[ROW][C]10[/C][C]0.031458[/C][C]0.2157[/C][C]0.415092[/C][/ROW]
[ROW][C]11[/C][C]-0.207266[/C][C]-1.4209[/C][C]0.080967[/C][/ROW]
[ROW][C]12[/C][C]-0.445989[/C][C]-3.0575[/C][C]0.001838[/C][/ROW]
[ROW][C]13[/C][C]-0.327423[/C][C]-2.2447[/C][C]0.014767[/C][/ROW]
[ROW][C]14[/C][C]-0.146614[/C][C]-1.0051[/C][C]0.15999[/C][/ROW]
[ROW][C]15[/C][C]-0.022533[/C][C]-0.1545[/C][C]0.438946[/C][/ROW]
[ROW][C]16[/C][C]0.127528[/C][C]0.8743[/C][C]0.193203[/C][/ROW]
[ROW][C]17[/C][C]0.10002[/C][C]0.6857[/C][C]0.248135[/C][/ROW]
[ROW][C]18[/C][C]0.142792[/C][C]0.9789[/C][C]0.166313[/C][/ROW]
[ROW][C]19[/C][C]0.067713[/C][C]0.4642[/C][C]0.322317[/C][/ROW]
[ROW][C]20[/C][C]-0.04615[/C][C]-0.3164[/C][C]0.376553[/C][/ROW]
[ROW][C]21[/C][C]-0.097023[/C][C]-0.6652[/C][C]0.2546[/C][/ROW]
[ROW][C]22[/C][C]-0.157055[/C][C]-1.0767[/C][C]0.143552[/C][/ROW]
[ROW][C]23[/C][C]-0.098489[/C][C]-0.6752[/C][C]0.251427[/C][/ROW]
[ROW][C]24[/C][C]-0.004035[/C][C]-0.0277[/C][C]0.489025[/C][/ROW]
[ROW][C]25[/C][C]0.076494[/C][C]0.5244[/C][C]0.301226[/C][/ROW]
[ROW][C]26[/C][C]0.108706[/C][C]0.7452[/C][C]0.229916[/C][/ROW]
[ROW][C]27[/C][C]0.119328[/C][C]0.8181[/C][C]0.208723[/C][/ROW]
[ROW][C]28[/C][C]0.053782[/C][C]0.3687[/C][C]0.356999[/C][/ROW]
[ROW][C]29[/C][C]-0.052044[/C][C]-0.3568[/C][C]0.36142[/C][/ROW]
[ROW][C]30[/C][C]-0.132263[/C][C]-0.9067[/C][C]0.184583[/C][/ROW]
[ROW][C]31[/C][C]-0.129024[/C][C]-0.8845[/C][C]0.190453[/C][/ROW]
[ROW][C]32[/C][C]-0.036065[/C][C]-0.2472[/C][C]0.402897[/C][/ROW]
[ROW][C]33[/C][C]0.039698[/C][C]0.2722[/C][C]0.393348[/C][/ROW]
[ROW][C]34[/C][C]0.128264[/C][C]0.8793[/C][C]0.191847[/C][/ROW]
[ROW][C]35[/C][C]0.079914[/C][C]0.5479[/C][C]0.293188[/C][/ROW]
[ROW][C]36[/C][C]0.0125[/C][C]0.0857[/C][C]0.466038[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60785&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60785&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	0.516417	3.5404	0.000457
2	0.05003	0.343	0.366569
3	-0.297759	-2.0413	0.023427
4	-0.473866	-3.2487	0.001072
5	-0.209598	-1.4369	0.07868
6	-0.006079	-0.0417	0.483468
7	0.167441	1.1479	0.128406
8	0.359559	2.465	0.008705
9	0.252611	1.7318	0.044933
10	0.031458	0.2157	0.415092
11	-0.207266	-1.4209	0.080967
12	-0.445989	-3.0575	0.001838
13	-0.327423	-2.2447	0.014767
14	-0.146614	-1.0051	0.15999
15	-0.022533	-0.1545	0.438946
16	0.127528	0.8743	0.193203
17	0.10002	0.6857	0.248135
18	0.142792	0.9789	0.166313
19	0.067713	0.4642	0.322317
20	-0.04615	-0.3164	0.376553
21	-0.097023	-0.6652	0.2546
22	-0.157055	-1.0767	0.143552
23	-0.098489	-0.6752	0.251427
24	-0.004035	-0.0277	0.489025
25	0.076494	0.5244	0.301226
26	0.108706	0.7452	0.229916
27	0.119328	0.8181	0.208723
28	0.053782	0.3687	0.356999
29	-0.052044	-0.3568	0.36142
30	-0.132263	-0.9067	0.184583
31	-0.129024	-0.8845	0.190453
32	-0.036065	-0.2472	0.402897
33	0.039698	0.2722	0.393348
34	0.128264	0.8793	0.191847
35	0.079914	0.5479	0.293188
36	0.0125	0.0857	0.466038

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.516417	3.5404	0.000457
2	-0.295449	-2.0255	0.024258
3	-0.266925	-1.8299	0.036802
4	-0.248477	-1.7035	0.047542
5	0.222039	1.5222	0.067326
6	-0.115065	-0.7888	0.217082
7	0.042345	0.2903	0.38643
8	0.247264	1.6952	0.048331
9	-0.002523	-0.0173	0.493136
10	-0.136038	-0.9326	0.177888
11	-0.084092	-0.5765	0.283513
12	-0.187126	-1.2829	0.102914
13	-0.00183	-0.0125	0.495021
14	-0.149967	-1.0281	0.154577
15	-0.187343	-1.2844	0.102656
16	-0.074431	-0.5103	0.306124
17	-0.044106	-0.3024	0.38185
18	0.15277	1.0473	0.150149
19	-0.084395	-0.5786	0.282816
20	0.145926	1.0004	0.161115
21	0.00414	0.0284	0.488739
22	-0.067608	-0.4635	0.322575
23	-0.056561	-0.3878	0.349972
24	-0.081947	-0.5618	0.28846
25	-0.010477	-0.0718	0.471523
26	-0.188263	-1.2907	0.101566
27	-0.017607	-0.1207	0.452217
28	-0.065606	-0.4498	0.327471
29	-0.134628	-0.923	0.18037
30	0.017363	0.119	0.452877
31	0.035216	0.2414	0.405138
32	0.060334	0.4136	0.340514
33	-0.018013	-0.1235	0.451124
34	0.076982	0.5278	0.300074
35	-0.078353	-0.5372	0.296845
36	-0.107498	-0.737	0.232401

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.516417 & 3.5404 & 0.000457 \tabularnewline
2 & -0.295449 & -2.0255 & 0.024258 \tabularnewline
3 & -0.266925 & -1.8299 & 0.036802 \tabularnewline
4 & -0.248477 & -1.7035 & 0.047542 \tabularnewline
5 & 0.222039 & 1.5222 & 0.067326 \tabularnewline
6 & -0.115065 & -0.7888 & 0.217082 \tabularnewline
7 & 0.042345 & 0.2903 & 0.38643 \tabularnewline
8 & 0.247264 & 1.6952 & 0.048331 \tabularnewline
9 & -0.002523 & -0.0173 & 0.493136 \tabularnewline
10 & -0.136038 & -0.9326 & 0.177888 \tabularnewline
11 & -0.084092 & -0.5765 & 0.283513 \tabularnewline
12 & -0.187126 & -1.2829 & 0.102914 \tabularnewline
13 & -0.00183 & -0.0125 & 0.495021 \tabularnewline
14 & -0.149967 & -1.0281 & 0.154577 \tabularnewline
15 & -0.187343 & -1.2844 & 0.102656 \tabularnewline
16 & -0.074431 & -0.5103 & 0.306124 \tabularnewline
17 & -0.044106 & -0.3024 & 0.38185 \tabularnewline
18 & 0.15277 & 1.0473 & 0.150149 \tabularnewline
19 & -0.084395 & -0.5786 & 0.282816 \tabularnewline
20 & 0.145926 & 1.0004 & 0.161115 \tabularnewline
21 & 0.00414 & 0.0284 & 0.488739 \tabularnewline
22 & -0.067608 & -0.4635 & 0.322575 \tabularnewline
23 & -0.056561 & -0.3878 & 0.349972 \tabularnewline
24 & -0.081947 & -0.5618 & 0.28846 \tabularnewline
25 & -0.010477 & -0.0718 & 0.471523 \tabularnewline
26 & -0.188263 & -1.2907 & 0.101566 \tabularnewline
27 & -0.017607 & -0.1207 & 0.452217 \tabularnewline
28 & -0.065606 & -0.4498 & 0.327471 \tabularnewline
29 & -0.134628 & -0.923 & 0.18037 \tabularnewline
30 & 0.017363 & 0.119 & 0.452877 \tabularnewline
31 & 0.035216 & 0.2414 & 0.405138 \tabularnewline
32 & 0.060334 & 0.4136 & 0.340514 \tabularnewline
33 & -0.018013 & -0.1235 & 0.451124 \tabularnewline
34 & 0.076982 & 0.5278 & 0.300074 \tabularnewline
35 & -0.078353 & -0.5372 & 0.296845 \tabularnewline
36 & -0.107498 & -0.737 & 0.232401 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60785&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]0.516417[/C][C]3.5404[/C][C]0.000457[/C][/ROW]
[ROW][C]2[/C][C]-0.295449[/C][C]-2.0255[/C][C]0.024258[/C][/ROW]
[ROW][C]3[/C][C]-0.266925[/C][C]-1.8299[/C][C]0.036802[/C][/ROW]
[ROW][C]4[/C][C]-0.248477[/C][C]-1.7035[/C][C]0.047542[/C][/ROW]
[ROW][C]5[/C][C]0.222039[/C][C]1.5222[/C][C]0.067326[/C][/ROW]
[ROW][C]6[/C][C]-0.115065[/C][C]-0.7888[/C][C]0.217082[/C][/ROW]
[ROW][C]7[/C][C]0.042345[/C][C]0.2903[/C][C]0.38643[/C][/ROW]
[ROW][C]8[/C][C]0.247264[/C][C]1.6952[/C][C]0.048331[/C][/ROW]
[ROW][C]9[/C][C]-0.002523[/C][C]-0.0173[/C][C]0.493136[/C][/ROW]
[ROW][C]10[/C][C]-0.136038[/C][C]-0.9326[/C][C]0.177888[/C][/ROW]
[ROW][C]11[/C][C]-0.084092[/C][C]-0.5765[/C][C]0.283513[/C][/ROW]
[ROW][C]12[/C][C]-0.187126[/C][C]-1.2829[/C][C]0.102914[/C][/ROW]
[ROW][C]13[/C][C]-0.00183[/C][C]-0.0125[/C][C]0.495021[/C][/ROW]
[ROW][C]14[/C][C]-0.149967[/C][C]-1.0281[/C][C]0.154577[/C][/ROW]
[ROW][C]15[/C][C]-0.187343[/C][C]-1.2844[/C][C]0.102656[/C][/ROW]
[ROW][C]16[/C][C]-0.074431[/C][C]-0.5103[/C][C]0.306124[/C][/ROW]
[ROW][C]17[/C][C]-0.044106[/C][C]-0.3024[/C][C]0.38185[/C][/ROW]
[ROW][C]18[/C][C]0.15277[/C][C]1.0473[/C][C]0.150149[/C][/ROW]
[ROW][C]19[/C][C]-0.084395[/C][C]-0.5786[/C][C]0.282816[/C][/ROW]
[ROW][C]20[/C][C]0.145926[/C][C]1.0004[/C][C]0.161115[/C][/ROW]
[ROW][C]21[/C][C]0.00414[/C][C]0.0284[/C][C]0.488739[/C][/ROW]
[ROW][C]22[/C][C]-0.067608[/C][C]-0.4635[/C][C]0.322575[/C][/ROW]
[ROW][C]23[/C][C]-0.056561[/C][C]-0.3878[/C][C]0.349972[/C][/ROW]
[ROW][C]24[/C][C]-0.081947[/C][C]-0.5618[/C][C]0.28846[/C][/ROW]
[ROW][C]25[/C][C]-0.010477[/C][C]-0.0718[/C][C]0.471523[/C][/ROW]
[ROW][C]26[/C][C]-0.188263[/C][C]-1.2907[/C][C]0.101566[/C][/ROW]
[ROW][C]27[/C][C]-0.017607[/C][C]-0.1207[/C][C]0.452217[/C][/ROW]
[ROW][C]28[/C][C]-0.065606[/C][C]-0.4498[/C][C]0.327471[/C][/ROW]
[ROW][C]29[/C][C]-0.134628[/C][C]-0.923[/C][C]0.18037[/C][/ROW]
[ROW][C]30[/C][C]0.017363[/C][C]0.119[/C][C]0.452877[/C][/ROW]
[ROW][C]31[/C][C]0.035216[/C][C]0.2414[/C][C]0.405138[/C][/ROW]
[ROW][C]32[/C][C]0.060334[/C][C]0.4136[/C][C]0.340514[/C][/ROW]
[ROW][C]33[/C][C]-0.018013[/C][C]-0.1235[/C][C]0.451124[/C][/ROW]
[ROW][C]34[/C][C]0.076982[/C][C]0.5278[/C][C]0.300074[/C][/ROW]
[ROW][C]35[/C][C]-0.078353[/C][C]-0.5372[/C][C]0.296845[/C][/ROW]
[ROW][C]36[/C][C]-0.107498[/C][C]-0.737[/C][C]0.232401[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60785&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60785&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	0.516417	3.5404	0.000457
2	-0.295449	-2.0255	0.024258
3	-0.266925	-1.8299	0.036802
4	-0.248477	-1.7035	0.047542
5	0.222039	1.5222	0.067326
6	-0.115065	-0.7888	0.217082
7	0.042345	0.2903	0.38643
8	0.247264	1.6952	0.048331
9	-0.002523	-0.0173	0.493136
10	-0.136038	-0.9326	0.177888
11	-0.084092	-0.5765	0.283513
12	-0.187126	-1.2829	0.102914
13	-0.00183	-0.0125	0.495021
14	-0.149967	-1.0281	0.154577
15	-0.187343	-1.2844	0.102656
16	-0.074431	-0.5103	0.306124
17	-0.044106	-0.3024	0.38185
18	0.15277	1.0473	0.150149
19	-0.084395	-0.5786	0.282816
20	0.145926	1.0004	0.161115
21	0.00414	0.0284	0.488739
22	-0.067608	-0.4635	0.322575
23	-0.056561	-0.3878	0.349972
24	-0.081947	-0.5618	0.28846
25	-0.010477	-0.0718	0.471523
26	-0.188263	-1.2907	0.101566
27	-0.017607	-0.1207	0.452217
28	-0.065606	-0.4498	0.327471
29	-0.134628	-0.923	0.18037
30	0.017363	0.119	0.452877
31	0.035216	0.2414	0.405138
32	0.060334	0.4136	0.340514
33	-0.018013	-0.1235	0.451124
34	0.076982	0.5278	0.300074
35	-0.078353	-0.5372	0.296845
36	-0.107498	-0.737	0.232401

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

Parameters (R input):

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