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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 07:11:42 -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/t1259331216re965zevncm4ydd.htm/, Retrieved Sun, 28 Apr 2024 20:33:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60799, Retrieved Sun, 28 Apr 2024 20:33:20 +0000

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IsPrivate?

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User-defined keywords

workshop 8 ACF

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]
-             [(Partial) Autocorrelation Function] [workshop 8 bereke...] [2009-11-27 08:59:08] [eaf42bcf5162b5692bb3c7f9d4636222]
-    D            [(Partial) Autocorrelation Function] [workshop 8 ACF] [2009-11-27 14:11:42] [ac4f1d4b47349b2602192853b2bc5b72] [Current]

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Dataseries X:

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Histogram

Boxplots

9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,5
8,2
8,1
7,9
8,6
8,7
8,7
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8
8,2
8,1
8,1
8
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
7,2
7,3
7,1
6,8
6,4
6,1
6,5
7,7
7,9
7,5
6,9
6,6
6,9
7,7
8
8
7,7
7,3
7,4
8,1
8,3

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=60799&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=60799&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60799&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	0.885217	6.1965	0
2	0.659121	4.6138	1.4e-05
3	0.441864	3.093	0.001634
4	0.321197	2.2484	0.014542
5	0.30123	2.1086	0.020057
6	0.314486	2.2014	0.016224
7	0.288014	2.0161	0.024645
8	0.191555	1.3409	0.093071
9	0.060328	0.4223	0.337327
10	-0.062716	-0.439	0.33129
11	-0.157418	-1.1019	0.137938
12	-0.227514	-1.5926	0.058841
13	-0.254385	-1.7807	0.040581
14	-0.256631	-1.7964	0.039297
15	-0.255284	-1.787	0.040063
16	-0.256687	-1.7968	0.039265
17	-0.267479	-1.8724	0.033566
18	-0.284634	-1.9924	0.025955
19	-0.290403	-2.0328	0.023754
20	-0.282613	-1.9783	0.026766
21	-0.275613	-1.9293	0.029748
22	-0.287648	-2.0135	0.024784
23	-0.300889	-2.1062	0.020165
24	-0.283693	-1.9859	0.02633
25	-0.245111	-1.7158	0.04626
26	-0.202696	-1.4189	0.081133
27	-0.167673	-1.1737	0.123092
28	-0.152314	-1.0662	0.14578
29	-0.140096	-0.9807	0.165785
30	-0.104044	-0.7283	0.234946
31	-0.040678	-0.2847	0.38852
32	0.021304	0.1491	0.441033
33	0.051819	0.3627	0.359182
34	0.056503	0.3955	0.347087
35	0.063068	0.4415	0.330405
36	0.088215	0.6175	0.269881

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885217 & 6.1965 & 0 \tabularnewline
2 & 0.659121 & 4.6138 & 1.4e-05 \tabularnewline
3 & 0.441864 & 3.093 & 0.001634 \tabularnewline
4 & 0.321197 & 2.2484 & 0.014542 \tabularnewline
5 & 0.30123 & 2.1086 & 0.020057 \tabularnewline
6 & 0.314486 & 2.2014 & 0.016224 \tabularnewline
7 & 0.288014 & 2.0161 & 0.024645 \tabularnewline
8 & 0.191555 & 1.3409 & 0.093071 \tabularnewline
9 & 0.060328 & 0.4223 & 0.337327 \tabularnewline
10 & -0.062716 & -0.439 & 0.33129 \tabularnewline
11 & -0.157418 & -1.1019 & 0.137938 \tabularnewline
12 & -0.227514 & -1.5926 & 0.058841 \tabularnewline
13 & -0.254385 & -1.7807 & 0.040581 \tabularnewline
14 & -0.256631 & -1.7964 & 0.039297 \tabularnewline
15 & -0.255284 & -1.787 & 0.040063 \tabularnewline
16 & -0.256687 & -1.7968 & 0.039265 \tabularnewline
17 & -0.267479 & -1.8724 & 0.033566 \tabularnewline
18 & -0.284634 & -1.9924 & 0.025955 \tabularnewline
19 & -0.290403 & -2.0328 & 0.023754 \tabularnewline
20 & -0.282613 & -1.9783 & 0.026766 \tabularnewline
21 & -0.275613 & -1.9293 & 0.029748 \tabularnewline
22 & -0.287648 & -2.0135 & 0.024784 \tabularnewline
23 & -0.300889 & -2.1062 & 0.020165 \tabularnewline
24 & -0.283693 & -1.9859 & 0.02633 \tabularnewline
25 & -0.245111 & -1.7158 & 0.04626 \tabularnewline
26 & -0.202696 & -1.4189 & 0.081133 \tabularnewline
27 & -0.167673 & -1.1737 & 0.123092 \tabularnewline
28 & -0.152314 & -1.0662 & 0.14578 \tabularnewline
29 & -0.140096 & -0.9807 & 0.165785 \tabularnewline
30 & -0.104044 & -0.7283 & 0.234946 \tabularnewline
31 & -0.040678 & -0.2847 & 0.38852 \tabularnewline
32 & 0.021304 & 0.1491 & 0.441033 \tabularnewline
33 & 0.051819 & 0.3627 & 0.359182 \tabularnewline
34 & 0.056503 & 0.3955 & 0.347087 \tabularnewline
35 & 0.063068 & 0.4415 & 0.330405 \tabularnewline
36 & 0.088215 & 0.6175 & 0.269881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60799&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]0.885217[/C][C]6.1965[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.659121[/C][C]4.6138[/C][C]1.4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.441864[/C][C]3.093[/C][C]0.001634[/C][/ROW]
[ROW][C]4[/C][C]0.321197[/C][C]2.2484[/C][C]0.014542[/C][/ROW]
[ROW][C]5[/C][C]0.30123[/C][C]2.1086[/C][C]0.020057[/C][/ROW]
[ROW][C]6[/C][C]0.314486[/C][C]2.2014[/C][C]0.016224[/C][/ROW]
[ROW][C]7[/C][C]0.288014[/C][C]2.0161[/C][C]0.024645[/C][/ROW]
[ROW][C]8[/C][C]0.191555[/C][C]1.3409[/C][C]0.093071[/C][/ROW]
[ROW][C]9[/C][C]0.060328[/C][C]0.4223[/C][C]0.337327[/C][/ROW]
[ROW][C]10[/C][C]-0.062716[/C][C]-0.439[/C][C]0.33129[/C][/ROW]
[ROW][C]11[/C][C]-0.157418[/C][C]-1.1019[/C][C]0.137938[/C][/ROW]
[ROW][C]12[/C][C]-0.227514[/C][C]-1.5926[/C][C]0.058841[/C][/ROW]
[ROW][C]13[/C][C]-0.254385[/C][C]-1.7807[/C][C]0.040581[/C][/ROW]
[ROW][C]14[/C][C]-0.256631[/C][C]-1.7964[/C][C]0.039297[/C][/ROW]
[ROW][C]15[/C][C]-0.255284[/C][C]-1.787[/C][C]0.040063[/C][/ROW]
[ROW][C]16[/C][C]-0.256687[/C][C]-1.7968[/C][C]0.039265[/C][/ROW]
[ROW][C]17[/C][C]-0.267479[/C][C]-1.8724[/C][C]0.033566[/C][/ROW]
[ROW][C]18[/C][C]-0.284634[/C][C]-1.9924[/C][C]0.025955[/C][/ROW]
[ROW][C]19[/C][C]-0.290403[/C][C]-2.0328[/C][C]0.023754[/C][/ROW]
[ROW][C]20[/C][C]-0.282613[/C][C]-1.9783[/C][C]0.026766[/C][/ROW]
[ROW][C]21[/C][C]-0.275613[/C][C]-1.9293[/C][C]0.029748[/C][/ROW]
[ROW][C]22[/C][C]-0.287648[/C][C]-2.0135[/C][C]0.024784[/C][/ROW]
[ROW][C]23[/C][C]-0.300889[/C][C]-2.1062[/C][C]0.020165[/C][/ROW]
[ROW][C]24[/C][C]-0.283693[/C][C]-1.9859[/C][C]0.02633[/C][/ROW]
[ROW][C]25[/C][C]-0.245111[/C][C]-1.7158[/C][C]0.04626[/C][/ROW]
[ROW][C]26[/C][C]-0.202696[/C][C]-1.4189[/C][C]0.081133[/C][/ROW]
[ROW][C]27[/C][C]-0.167673[/C][C]-1.1737[/C][C]0.123092[/C][/ROW]
[ROW][C]28[/C][C]-0.152314[/C][C]-1.0662[/C][C]0.14578[/C][/ROW]
[ROW][C]29[/C][C]-0.140096[/C][C]-0.9807[/C][C]0.165785[/C][/ROW]
[ROW][C]30[/C][C]-0.104044[/C][C]-0.7283[/C][C]0.234946[/C][/ROW]
[ROW][C]31[/C][C]-0.040678[/C][C]-0.2847[/C][C]0.38852[/C][/ROW]
[ROW][C]32[/C][C]0.021304[/C][C]0.1491[/C][C]0.441033[/C][/ROW]
[ROW][C]33[/C][C]0.051819[/C][C]0.3627[/C][C]0.359182[/C][/ROW]
[ROW][C]34[/C][C]0.056503[/C][C]0.3955[/C][C]0.347087[/C][/ROW]
[ROW][C]35[/C][C]0.063068[/C][C]0.4415[/C][C]0.330405[/C][/ROW]
[ROW][C]36[/C][C]0.088215[/C][C]0.6175[/C][C]0.269881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60799&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60799&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	0.885217	6.1965	0
2	0.659121	4.6138	1.4e-05
3	0.441864	3.093	0.001634
4	0.321197	2.2484	0.014542
5	0.30123	2.1086	0.020057
6	0.314486	2.2014	0.016224
7	0.288014	2.0161	0.024645
8	0.191555	1.3409	0.093071
9	0.060328	0.4223	0.337327
10	-0.062716	-0.439	0.33129
11	-0.157418	-1.1019	0.137938
12	-0.227514	-1.5926	0.058841
13	-0.254385	-1.7807	0.040581
14	-0.256631	-1.7964	0.039297
15	-0.255284	-1.787	0.040063
16	-0.256687	-1.7968	0.039265
17	-0.267479	-1.8724	0.033566
18	-0.284634	-1.9924	0.025955
19	-0.290403	-2.0328	0.023754
20	-0.282613	-1.9783	0.026766
21	-0.275613	-1.9293	0.029748
22	-0.287648	-2.0135	0.024784
23	-0.300889	-2.1062	0.020165
24	-0.283693	-1.9859	0.02633
25	-0.245111	-1.7158	0.04626
26	-0.202696	-1.4189	0.081133
27	-0.167673	-1.1737	0.123092
28	-0.152314	-1.0662	0.14578
29	-0.140096	-0.9807	0.165785
30	-0.104044	-0.7283	0.234946
31	-0.040678	-0.2847	0.38852
32	0.021304	0.1491	0.441033
33	0.051819	0.3627	0.359182
34	0.056503	0.3955	0.347087
35	0.063068	0.4415	0.330405
36	0.088215	0.6175	0.269881

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.885217	6.1965	0
2	-0.575288	-4.027	9.8e-05
3	0.220984	1.5469	0.064163
4	0.25805	1.8063	0.038504
5	0.040139	0.281	0.389958
6	-0.139399	-0.9758	0.16698
7	-0.124343	-0.8704	0.194163
8	-0.093551	-0.6549	0.25781
9	0.016924	0.1185	0.453089
10	-0.122765	-0.8594	0.197165
11	-0.174162	-1.2191	0.114315
12	-0.105927	-0.7415	0.230969
13	0.227623	1.5934	0.058755
14	-0.103897	-0.7273	0.235258
15	-0.115967	-0.8118	0.210425
16	0.051448	0.3601	0.360147
17	0.022286	0.156	0.438336
18	-0.041435	-0.29	0.386503
19	0.008552	0.0599	0.476254
20	-0.14696	-1.0287	0.154332
21	-0.106048	-0.7423	0.230714
22	-0.087712	-0.614	0.271032
23	0.07773	0.5441	0.294418
24	0.034685	0.2428	0.404588
25	-0.160072	-1.1205	0.133981
26	-0.071238	-0.4987	0.310123
27	0.119048	0.8333	0.204349
28	0.013983	0.0979	0.461214
29	0.013855	0.097	0.461567
30	-0.01257	-0.088	0.46512
31	0.025895	0.1813	0.428454
32	-0.038268	-0.2679	0.39496
33	-0.067461	-0.4722	0.31943
34	-0.016802	-0.1176	0.453427
35	0.072927	0.5105	0.306001
36	0.016748	0.1172	0.453576

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885217 & 6.1965 & 0 \tabularnewline
2 & -0.575288 & -4.027 & 9.8e-05 \tabularnewline
3 & 0.220984 & 1.5469 & 0.064163 \tabularnewline
4 & 0.25805 & 1.8063 & 0.038504 \tabularnewline
5 & 0.040139 & 0.281 & 0.389958 \tabularnewline
6 & -0.139399 & -0.9758 & 0.16698 \tabularnewline
7 & -0.124343 & -0.8704 & 0.194163 \tabularnewline
8 & -0.093551 & -0.6549 & 0.25781 \tabularnewline
9 & 0.016924 & 0.1185 & 0.453089 \tabularnewline
10 & -0.122765 & -0.8594 & 0.197165 \tabularnewline
11 & -0.174162 & -1.2191 & 0.114315 \tabularnewline
12 & -0.105927 & -0.7415 & 0.230969 \tabularnewline
13 & 0.227623 & 1.5934 & 0.058755 \tabularnewline
14 & -0.103897 & -0.7273 & 0.235258 \tabularnewline
15 & -0.115967 & -0.8118 & 0.210425 \tabularnewline
16 & 0.051448 & 0.3601 & 0.360147 \tabularnewline
17 & 0.022286 & 0.156 & 0.438336 \tabularnewline
18 & -0.041435 & -0.29 & 0.386503 \tabularnewline
19 & 0.008552 & 0.0599 & 0.476254 \tabularnewline
20 & -0.14696 & -1.0287 & 0.154332 \tabularnewline
21 & -0.106048 & -0.7423 & 0.230714 \tabularnewline
22 & -0.087712 & -0.614 & 0.271032 \tabularnewline
23 & 0.07773 & 0.5441 & 0.294418 \tabularnewline
24 & 0.034685 & 0.2428 & 0.404588 \tabularnewline
25 & -0.160072 & -1.1205 & 0.133981 \tabularnewline
26 & -0.071238 & -0.4987 & 0.310123 \tabularnewline
27 & 0.119048 & 0.8333 & 0.204349 \tabularnewline
28 & 0.013983 & 0.0979 & 0.461214 \tabularnewline
29 & 0.013855 & 0.097 & 0.461567 \tabularnewline
30 & -0.01257 & -0.088 & 0.46512 \tabularnewline
31 & 0.025895 & 0.1813 & 0.428454 \tabularnewline
32 & -0.038268 & -0.2679 & 0.39496 \tabularnewline
33 & -0.067461 & -0.4722 & 0.31943 \tabularnewline
34 & -0.016802 & -0.1176 & 0.453427 \tabularnewline
35 & 0.072927 & 0.5105 & 0.306001 \tabularnewline
36 & 0.016748 & 0.1172 & 0.453576 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60799&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]0.885217[/C][C]6.1965[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.575288[/C][C]-4.027[/C][C]9.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.220984[/C][C]1.5469[/C][C]0.064163[/C][/ROW]
[ROW][C]4[/C][C]0.25805[/C][C]1.8063[/C][C]0.038504[/C][/ROW]
[ROW][C]5[/C][C]0.040139[/C][C]0.281[/C][C]0.389958[/C][/ROW]
[ROW][C]6[/C][C]-0.139399[/C][C]-0.9758[/C][C]0.16698[/C][/ROW]
[ROW][C]7[/C][C]-0.124343[/C][C]-0.8704[/C][C]0.194163[/C][/ROW]
[ROW][C]8[/C][C]-0.093551[/C][C]-0.6549[/C][C]0.25781[/C][/ROW]
[ROW][C]9[/C][C]0.016924[/C][C]0.1185[/C][C]0.453089[/C][/ROW]
[ROW][C]10[/C][C]-0.122765[/C][C]-0.8594[/C][C]0.197165[/C][/ROW]
[ROW][C]11[/C][C]-0.174162[/C][C]-1.2191[/C][C]0.114315[/C][/ROW]
[ROW][C]12[/C][C]-0.105927[/C][C]-0.7415[/C][C]0.230969[/C][/ROW]
[ROW][C]13[/C][C]0.227623[/C][C]1.5934[/C][C]0.058755[/C][/ROW]
[ROW][C]14[/C][C]-0.103897[/C][C]-0.7273[/C][C]0.235258[/C][/ROW]
[ROW][C]15[/C][C]-0.115967[/C][C]-0.8118[/C][C]0.210425[/C][/ROW]
[ROW][C]16[/C][C]0.051448[/C][C]0.3601[/C][C]0.360147[/C][/ROW]
[ROW][C]17[/C][C]0.022286[/C][C]0.156[/C][C]0.438336[/C][/ROW]
[ROW][C]18[/C][C]-0.041435[/C][C]-0.29[/C][C]0.386503[/C][/ROW]
[ROW][C]19[/C][C]0.008552[/C][C]0.0599[/C][C]0.476254[/C][/ROW]
[ROW][C]20[/C][C]-0.14696[/C][C]-1.0287[/C][C]0.154332[/C][/ROW]
[ROW][C]21[/C][C]-0.106048[/C][C]-0.7423[/C][C]0.230714[/C][/ROW]
[ROW][C]22[/C][C]-0.087712[/C][C]-0.614[/C][C]0.271032[/C][/ROW]
[ROW][C]23[/C][C]0.07773[/C][C]0.5441[/C][C]0.294418[/C][/ROW]
[ROW][C]24[/C][C]0.034685[/C][C]0.2428[/C][C]0.404588[/C][/ROW]
[ROW][C]25[/C][C]-0.160072[/C][C]-1.1205[/C][C]0.133981[/C][/ROW]
[ROW][C]26[/C][C]-0.071238[/C][C]-0.4987[/C][C]0.310123[/C][/ROW]
[ROW][C]27[/C][C]0.119048[/C][C]0.8333[/C][C]0.204349[/C][/ROW]
[ROW][C]28[/C][C]0.013983[/C][C]0.0979[/C][C]0.461214[/C][/ROW]
[ROW][C]29[/C][C]0.013855[/C][C]0.097[/C][C]0.461567[/C][/ROW]
[ROW][C]30[/C][C]-0.01257[/C][C]-0.088[/C][C]0.46512[/C][/ROW]
[ROW][C]31[/C][C]0.025895[/C][C]0.1813[/C][C]0.428454[/C][/ROW]
[ROW][C]32[/C][C]-0.038268[/C][C]-0.2679[/C][C]0.39496[/C][/ROW]
[ROW][C]33[/C][C]-0.067461[/C][C]-0.4722[/C][C]0.31943[/C][/ROW]
[ROW][C]34[/C][C]-0.016802[/C][C]-0.1176[/C][C]0.453427[/C][/ROW]
[ROW][C]35[/C][C]0.072927[/C][C]0.5105[/C][C]0.306001[/C][/ROW]
[ROW][C]36[/C][C]0.016748[/C][C]0.1172[/C][C]0.453576[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60799&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60799&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	0.885217	6.1965	0
2	-0.575288	-4.027	9.8e-05
3	0.220984	1.5469	0.064163
4	0.25805	1.8063	0.038504
5	0.040139	0.281	0.389958
6	-0.139399	-0.9758	0.16698
7	-0.124343	-0.8704	0.194163
8	-0.093551	-0.6549	0.25781
9	0.016924	0.1185	0.453089
10	-0.122765	-0.8594	0.197165
11	-0.174162	-1.2191	0.114315
12	-0.105927	-0.7415	0.230969
13	0.227623	1.5934	0.058755
14	-0.103897	-0.7273	0.235258
15	-0.115967	-0.8118	0.210425
16	0.051448	0.3601	0.360147
17	0.022286	0.156	0.438336
18	-0.041435	-0.29	0.386503
19	0.008552	0.0599	0.476254
20	-0.14696	-1.0287	0.154332
21	-0.106048	-0.7423	0.230714
22	-0.087712	-0.614	0.271032
23	0.07773	0.5441	0.294418
24	0.034685	0.2428	0.404588
25	-0.160072	-1.1205	0.133981
26	-0.071238	-0.4987	0.310123
27	0.119048	0.8333	0.204349
28	0.013983	0.0979	0.461214
29	0.013855	0.097	0.461567
30	-0.01257	-0.088	0.46512
31	0.025895	0.1813	0.428454
32	-0.038268	-0.2679	0.39496
33	-0.067461	-0.4722	0.31943
34	-0.016802	-0.1176	0.453427
35	0.072927	0.5105	0.306001
36	0.016748	0.1172	0.453576

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