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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 07:28:24 -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/t12593323900ja0i75emk5f3g7.htm/, Retrieved Sun, 28 Apr 2024 20:54:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60825, Retrieved Sun, 28 Apr 2024 20:54:31 +0000

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Estimated Impact

120

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  D        [(Partial) Autocorrelation Function] [] [2009-11-27 14:23:53] [ea26ab7ea3bba830cfeb08d06278d52c]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 14:28:24] [21edaefb91319406e70b6c03c71b58b3] [Current]
-   P               [(Partial) Autocorrelation Function] [] [2009-11-27 14:34:22] [ea26ab7ea3bba830cfeb08d06278d52c] 

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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=60825&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=60825&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60825&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	0.072603	0.4977	0.310495
2	-0.386869	-2.6522	0.005434
3	-0.168942	-1.1582	0.126316
4	0.05845	0.4007	0.345223
5	0.059514	0.408	0.34256
6	-0.012082	-0.0828	0.46717
7	-0.168022	-1.1519	0.127594
8	-0.068722	-0.4711	0.319861
9	0.015682	0.1075	0.457421
10	-0.24808	-1.7007	0.047799
11	0.094747	0.6496	0.259572
12	0.487455	3.3418	0.000819
13	0.141933	0.973	0.167757
14	-0.18537	-1.2708	0.105021
15	-0.16515	-1.1322	0.131645
16	-0.062367	-0.4276	0.33546
17	0.067768	0.4646	0.322184
18	0.059844	0.4103	0.341736
19	-0.028935	-0.1984	0.421807
20	-0.053809	-0.3689	0.356931
21	-0.131133	-0.899	0.186617
22	-0.122202	-0.8378	0.203199
23	0.209307	1.4349	0.078963
24	0.347985	2.3857	0.010565
25	-0.055489	-0.3804	0.352677
26	-0.177432	-1.2164	0.114951
27	-0.126722	-0.8688	0.194696
28	0.132505	0.9084	0.184148
29	0.00645	0.0442	0.482457
30	-0.086132	-0.5905	0.278845
31	-0.068518	-0.4697	0.320359
32	0.058451	0.4007	0.34522
33	-0.004932	-0.0338	0.486584
34	-0.122447	-0.8395	0.202732
35	0.042223	0.2895	0.386749
36	0.194849	1.3358	0.094021

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.072603 & 0.4977 & 0.310495 \tabularnewline
2 & -0.386869 & -2.6522 & 0.005434 \tabularnewline
3 & -0.168942 & -1.1582 & 0.126316 \tabularnewline
4 & 0.05845 & 0.4007 & 0.345223 \tabularnewline
5 & 0.059514 & 0.408 & 0.34256 \tabularnewline
6 & -0.012082 & -0.0828 & 0.46717 \tabularnewline
7 & -0.168022 & -1.1519 & 0.127594 \tabularnewline
8 & -0.068722 & -0.4711 & 0.319861 \tabularnewline
9 & 0.015682 & 0.1075 & 0.457421 \tabularnewline
10 & -0.24808 & -1.7007 & 0.047799 \tabularnewline
11 & 0.094747 & 0.6496 & 0.259572 \tabularnewline
12 & 0.487455 & 3.3418 & 0.000819 \tabularnewline
13 & 0.141933 & 0.973 & 0.167757 \tabularnewline
14 & -0.18537 & -1.2708 & 0.105021 \tabularnewline
15 & -0.16515 & -1.1322 & 0.131645 \tabularnewline
16 & -0.062367 & -0.4276 & 0.33546 \tabularnewline
17 & 0.067768 & 0.4646 & 0.322184 \tabularnewline
18 & 0.059844 & 0.4103 & 0.341736 \tabularnewline
19 & -0.028935 & -0.1984 & 0.421807 \tabularnewline
20 & -0.053809 & -0.3689 & 0.356931 \tabularnewline
21 & -0.131133 & -0.899 & 0.186617 \tabularnewline
22 & -0.122202 & -0.8378 & 0.203199 \tabularnewline
23 & 0.209307 & 1.4349 & 0.078963 \tabularnewline
24 & 0.347985 & 2.3857 & 0.010565 \tabularnewline
25 & -0.055489 & -0.3804 & 0.352677 \tabularnewline
26 & -0.177432 & -1.2164 & 0.114951 \tabularnewline
27 & -0.126722 & -0.8688 & 0.194696 \tabularnewline
28 & 0.132505 & 0.9084 & 0.184148 \tabularnewline
29 & 0.00645 & 0.0442 & 0.482457 \tabularnewline
30 & -0.086132 & -0.5905 & 0.278845 \tabularnewline
31 & -0.068518 & -0.4697 & 0.320359 \tabularnewline
32 & 0.058451 & 0.4007 & 0.34522 \tabularnewline
33 & -0.004932 & -0.0338 & 0.486584 \tabularnewline
34 & -0.122447 & -0.8395 & 0.202732 \tabularnewline
35 & 0.042223 & 0.2895 & 0.386749 \tabularnewline
36 & 0.194849 & 1.3358 & 0.094021 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60825&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]0.072603[/C][C]0.4977[/C][C]0.310495[/C][/ROW]
[ROW][C]2[/C][C]-0.386869[/C][C]-2.6522[/C][C]0.005434[/C][/ROW]
[ROW][C]3[/C][C]-0.168942[/C][C]-1.1582[/C][C]0.126316[/C][/ROW]
[ROW][C]4[/C][C]0.05845[/C][C]0.4007[/C][C]0.345223[/C][/ROW]
[ROW][C]5[/C][C]0.059514[/C][C]0.408[/C][C]0.34256[/C][/ROW]
[ROW][C]6[/C][C]-0.012082[/C][C]-0.0828[/C][C]0.46717[/C][/ROW]
[ROW][C]7[/C][C]-0.168022[/C][C]-1.1519[/C][C]0.127594[/C][/ROW]
[ROW][C]8[/C][C]-0.068722[/C][C]-0.4711[/C][C]0.319861[/C][/ROW]
[ROW][C]9[/C][C]0.015682[/C][C]0.1075[/C][C]0.457421[/C][/ROW]
[ROW][C]10[/C][C]-0.24808[/C][C]-1.7007[/C][C]0.047799[/C][/ROW]
[ROW][C]11[/C][C]0.094747[/C][C]0.6496[/C][C]0.259572[/C][/ROW]
[ROW][C]12[/C][C]0.487455[/C][C]3.3418[/C][C]0.000819[/C][/ROW]
[ROW][C]13[/C][C]0.141933[/C][C]0.973[/C][C]0.167757[/C][/ROW]
[ROW][C]14[/C][C]-0.18537[/C][C]-1.2708[/C][C]0.105021[/C][/ROW]
[ROW][C]15[/C][C]-0.16515[/C][C]-1.1322[/C][C]0.131645[/C][/ROW]
[ROW][C]16[/C][C]-0.062367[/C][C]-0.4276[/C][C]0.33546[/C][/ROW]
[ROW][C]17[/C][C]0.067768[/C][C]0.4646[/C][C]0.322184[/C][/ROW]
[ROW][C]18[/C][C]0.059844[/C][C]0.4103[/C][C]0.341736[/C][/ROW]
[ROW][C]19[/C][C]-0.028935[/C][C]-0.1984[/C][C]0.421807[/C][/ROW]
[ROW][C]20[/C][C]-0.053809[/C][C]-0.3689[/C][C]0.356931[/C][/ROW]
[ROW][C]21[/C][C]-0.131133[/C][C]-0.899[/C][C]0.186617[/C][/ROW]
[ROW][C]22[/C][C]-0.122202[/C][C]-0.8378[/C][C]0.203199[/C][/ROW]
[ROW][C]23[/C][C]0.209307[/C][C]1.4349[/C][C]0.078963[/C][/ROW]
[ROW][C]24[/C][C]0.347985[/C][C]2.3857[/C][C]0.010565[/C][/ROW]
[ROW][C]25[/C][C]-0.055489[/C][C]-0.3804[/C][C]0.352677[/C][/ROW]
[ROW][C]26[/C][C]-0.177432[/C][C]-1.2164[/C][C]0.114951[/C][/ROW]
[ROW][C]27[/C][C]-0.126722[/C][C]-0.8688[/C][C]0.194696[/C][/ROW]
[ROW][C]28[/C][C]0.132505[/C][C]0.9084[/C][C]0.184148[/C][/ROW]
[ROW][C]29[/C][C]0.00645[/C][C]0.0442[/C][C]0.482457[/C][/ROW]
[ROW][C]30[/C][C]-0.086132[/C][C]-0.5905[/C][C]0.278845[/C][/ROW]
[ROW][C]31[/C][C]-0.068518[/C][C]-0.4697[/C][C]0.320359[/C][/ROW]
[ROW][C]32[/C][C]0.058451[/C][C]0.4007[/C][C]0.34522[/C][/ROW]
[ROW][C]33[/C][C]-0.004932[/C][C]-0.0338[/C][C]0.486584[/C][/ROW]
[ROW][C]34[/C][C]-0.122447[/C][C]-0.8395[/C][C]0.202732[/C][/ROW]
[ROW][C]35[/C][C]0.042223[/C][C]0.2895[/C][C]0.386749[/C][/ROW]
[ROW][C]36[/C][C]0.194849[/C][C]1.3358[/C][C]0.094021[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60825&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60825&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	0.072603	0.4977	0.310495
2	-0.386869	-2.6522	0.005434
3	-0.168942	-1.1582	0.126316
4	0.05845	0.4007	0.345223
5	0.059514	0.408	0.34256
6	-0.012082	-0.0828	0.46717
7	-0.168022	-1.1519	0.127594
8	-0.068722	-0.4711	0.319861
9	0.015682	0.1075	0.457421
10	-0.24808	-1.7007	0.047799
11	0.094747	0.6496	0.259572
12	0.487455	3.3418	0.000819
13	0.141933	0.973	0.167757
14	-0.18537	-1.2708	0.105021
15	-0.16515	-1.1322	0.131645
16	-0.062367	-0.4276	0.33546
17	0.067768	0.4646	0.322184
18	0.059844	0.4103	0.341736
19	-0.028935	-0.1984	0.421807
20	-0.053809	-0.3689	0.356931
21	-0.131133	-0.899	0.186617
22	-0.122202	-0.8378	0.203199
23	0.209307	1.4349	0.078963
24	0.347985	2.3857	0.010565
25	-0.055489	-0.3804	0.352677
26	-0.177432	-1.2164	0.114951
27	-0.126722	-0.8688	0.194696
28	0.132505	0.9084	0.184148
29	0.00645	0.0442	0.482457
30	-0.086132	-0.5905	0.278845
31	-0.068518	-0.4697	0.320359
32	0.058451	0.4007	0.34522
33	-0.004932	-0.0338	0.486584
34	-0.122447	-0.8395	0.202732
35	0.042223	0.2895	0.386749
36	0.194849	1.3358	0.094021

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.072603	0.4977	0.310495
2	-0.394218	-2.7026	0.004771
3	-0.120409	-0.8255	0.206635
4	-0.086383	-0.5922	0.278274
5	-0.062851	-0.4309	0.33426
6	-0.050603	-0.3469	0.3651
7	-0.209628	-1.4371	0.078652
8	-0.100913	-0.6918	0.246225
9	-0.168033	-1.152	0.127579
10	-0.49611	-3.4012	0.000689
11	-0.074156	-0.5084	0.306781
12	0.211423	1.4494	0.076927
13	0.078823	0.5404	0.295742
14	0.128584	0.8815	0.191259
15	0.02101	0.144	0.443043
16	-0.120359	-0.8251	0.206731
17	-0.16792	-1.1512	0.127736
18	-0.11138	-0.7636	0.224466
19	0.163389	1.1201	0.134173
20	0.112865	0.7738	0.221474
21	-0.007902	-0.0542	0.478513
22	0.058503	0.4011	0.345091
23	0.092658	0.6352	0.264178
24	0.10074	0.6906	0.246596
25	-0.138448	-0.9491	0.1737
26	0.015773	0.1081	0.457175
27	-0.054376	-0.3728	0.355492
28	0.23329	1.5994	0.058222
29	0.006697	0.0459	0.481789
30	0.040633	0.2786	0.3909
31	-0.103141	-0.7071	0.241499
32	-0.103128	-0.707	0.241526
33	0.019342	0.1326	0.447537
34	-0.008516	-0.0584	0.476846
35	-0.100014	-0.6857	0.248148
36	-0.070165	-0.481	0.316365

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.072603 & 0.4977 & 0.310495 \tabularnewline
2 & -0.394218 & -2.7026 & 0.004771 \tabularnewline
3 & -0.120409 & -0.8255 & 0.206635 \tabularnewline
4 & -0.086383 & -0.5922 & 0.278274 \tabularnewline
5 & -0.062851 & -0.4309 & 0.33426 \tabularnewline
6 & -0.050603 & -0.3469 & 0.3651 \tabularnewline
7 & -0.209628 & -1.4371 & 0.078652 \tabularnewline
8 & -0.100913 & -0.6918 & 0.246225 \tabularnewline
9 & -0.168033 & -1.152 & 0.127579 \tabularnewline
10 & -0.49611 & -3.4012 & 0.000689 \tabularnewline
11 & -0.074156 & -0.5084 & 0.306781 \tabularnewline
12 & 0.211423 & 1.4494 & 0.076927 \tabularnewline
13 & 0.078823 & 0.5404 & 0.295742 \tabularnewline
14 & 0.128584 & 0.8815 & 0.191259 \tabularnewline
15 & 0.02101 & 0.144 & 0.443043 \tabularnewline
16 & -0.120359 & -0.8251 & 0.206731 \tabularnewline
17 & -0.16792 & -1.1512 & 0.127736 \tabularnewline
18 & -0.11138 & -0.7636 & 0.224466 \tabularnewline
19 & 0.163389 & 1.1201 & 0.134173 \tabularnewline
20 & 0.112865 & 0.7738 & 0.221474 \tabularnewline
21 & -0.007902 & -0.0542 & 0.478513 \tabularnewline
22 & 0.058503 & 0.4011 & 0.345091 \tabularnewline
23 & 0.092658 & 0.6352 & 0.264178 \tabularnewline
24 & 0.10074 & 0.6906 & 0.246596 \tabularnewline
25 & -0.138448 & -0.9491 & 0.1737 \tabularnewline
26 & 0.015773 & 0.1081 & 0.457175 \tabularnewline
27 & -0.054376 & -0.3728 & 0.355492 \tabularnewline
28 & 0.23329 & 1.5994 & 0.058222 \tabularnewline
29 & 0.006697 & 0.0459 & 0.481789 \tabularnewline
30 & 0.040633 & 0.2786 & 0.3909 \tabularnewline
31 & -0.103141 & -0.7071 & 0.241499 \tabularnewline
32 & -0.103128 & -0.707 & 0.241526 \tabularnewline
33 & 0.019342 & 0.1326 & 0.447537 \tabularnewline
34 & -0.008516 & -0.0584 & 0.476846 \tabularnewline
35 & -0.100014 & -0.6857 & 0.248148 \tabularnewline
36 & -0.070165 & -0.481 & 0.316365 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60825&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]0.072603[/C][C]0.4977[/C][C]0.310495[/C][/ROW]
[ROW][C]2[/C][C]-0.394218[/C][C]-2.7026[/C][C]0.004771[/C][/ROW]
[ROW][C]3[/C][C]-0.120409[/C][C]-0.8255[/C][C]0.206635[/C][/ROW]
[ROW][C]4[/C][C]-0.086383[/C][C]-0.5922[/C][C]0.278274[/C][/ROW]
[ROW][C]5[/C][C]-0.062851[/C][C]-0.4309[/C][C]0.33426[/C][/ROW]
[ROW][C]6[/C][C]-0.050603[/C][C]-0.3469[/C][C]0.3651[/C][/ROW]
[ROW][C]7[/C][C]-0.209628[/C][C]-1.4371[/C][C]0.078652[/C][/ROW]
[ROW][C]8[/C][C]-0.100913[/C][C]-0.6918[/C][C]0.246225[/C][/ROW]
[ROW][C]9[/C][C]-0.168033[/C][C]-1.152[/C][C]0.127579[/C][/ROW]
[ROW][C]10[/C][C]-0.49611[/C][C]-3.4012[/C][C]0.000689[/C][/ROW]
[ROW][C]11[/C][C]-0.074156[/C][C]-0.5084[/C][C]0.306781[/C][/ROW]
[ROW][C]12[/C][C]0.211423[/C][C]1.4494[/C][C]0.076927[/C][/ROW]
[ROW][C]13[/C][C]0.078823[/C][C]0.5404[/C][C]0.295742[/C][/ROW]
[ROW][C]14[/C][C]0.128584[/C][C]0.8815[/C][C]0.191259[/C][/ROW]
[ROW][C]15[/C][C]0.02101[/C][C]0.144[/C][C]0.443043[/C][/ROW]
[ROW][C]16[/C][C]-0.120359[/C][C]-0.8251[/C][C]0.206731[/C][/ROW]
[ROW][C]17[/C][C]-0.16792[/C][C]-1.1512[/C][C]0.127736[/C][/ROW]
[ROW][C]18[/C][C]-0.11138[/C][C]-0.7636[/C][C]0.224466[/C][/ROW]
[ROW][C]19[/C][C]0.163389[/C][C]1.1201[/C][C]0.134173[/C][/ROW]
[ROW][C]20[/C][C]0.112865[/C][C]0.7738[/C][C]0.221474[/C][/ROW]
[ROW][C]21[/C][C]-0.007902[/C][C]-0.0542[/C][C]0.478513[/C][/ROW]
[ROW][C]22[/C][C]0.058503[/C][C]0.4011[/C][C]0.345091[/C][/ROW]
[ROW][C]23[/C][C]0.092658[/C][C]0.6352[/C][C]0.264178[/C][/ROW]
[ROW][C]24[/C][C]0.10074[/C][C]0.6906[/C][C]0.246596[/C][/ROW]
[ROW][C]25[/C][C]-0.138448[/C][C]-0.9491[/C][C]0.1737[/C][/ROW]
[ROW][C]26[/C][C]0.015773[/C][C]0.1081[/C][C]0.457175[/C][/ROW]
[ROW][C]27[/C][C]-0.054376[/C][C]-0.3728[/C][C]0.355492[/C][/ROW]
[ROW][C]28[/C][C]0.23329[/C][C]1.5994[/C][C]0.058222[/C][/ROW]
[ROW][C]29[/C][C]0.006697[/C][C]0.0459[/C][C]0.481789[/C][/ROW]
[ROW][C]30[/C][C]0.040633[/C][C]0.2786[/C][C]0.3909[/C][/ROW]
[ROW][C]31[/C][C]-0.103141[/C][C]-0.7071[/C][C]0.241499[/C][/ROW]
[ROW][C]32[/C][C]-0.103128[/C][C]-0.707[/C][C]0.241526[/C][/ROW]
[ROW][C]33[/C][C]0.019342[/C][C]0.1326[/C][C]0.447537[/C][/ROW]
[ROW][C]34[/C][C]-0.008516[/C][C]-0.0584[/C][C]0.476846[/C][/ROW]
[ROW][C]35[/C][C]-0.100014[/C][C]-0.6857[/C][C]0.248148[/C][/ROW]
[ROW][C]36[/C][C]-0.070165[/C][C]-0.481[/C][C]0.316365[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60825&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60825&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	0.072603	0.4977	0.310495
2	-0.394218	-2.7026	0.004771
3	-0.120409	-0.8255	0.206635
4	-0.086383	-0.5922	0.278274
5	-0.062851	-0.4309	0.33426
6	-0.050603	-0.3469	0.3651
7	-0.209628	-1.4371	0.078652
8	-0.100913	-0.6918	0.246225
9	-0.168033	-1.152	0.127579
10	-0.49611	-3.4012	0.000689
11	-0.074156	-0.5084	0.306781
12	0.211423	1.4494	0.076927
13	0.078823	0.5404	0.295742
14	0.128584	0.8815	0.191259
15	0.02101	0.144	0.443043
16	-0.120359	-0.8251	0.206731
17	-0.16792	-1.1512	0.127736
18	-0.11138	-0.7636	0.224466
19	0.163389	1.1201	0.134173
20	0.112865	0.7738	0.221474
21	-0.007902	-0.0542	0.478513
22	0.058503	0.4011	0.345091
23	0.092658	0.6352	0.264178
24	0.10074	0.6906	0.246596
25	-0.138448	-0.9491	0.1737
26	0.015773	0.1081	0.457175
27	-0.054376	-0.3728	0.355492
28	0.23329	1.5994	0.058222
29	0.006697	0.0459	0.481789
30	0.040633	0.2786	0.3909
31	-0.103141	-0.7071	0.241499
32	-0.103128	-0.707	0.241526
33	0.019342	0.1326	0.447537
34	-0.008516	-0.0584	0.476846
35	-0.100014	-0.6857	0.248148
36	-0.070165	-0.481	0.316365

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