Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 07:34:22 -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/t1259332489u359nr6kp1syha8.htm/, Retrieved Sun, 28 Apr 2024 21:45:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60826, Retrieved Sun, 28 Apr 2024 21:45:35 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

127

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

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=60826&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=60826&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60826&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	-0.261624	-1.5478	0.065335
2	-0.206933	-1.2242	0.114521
3	-0.157785	-0.9335	0.178487
4	0.222564	1.3167	0.098247
5	0.155949	0.9226	0.181265
6	-0.003686	-0.0218	0.491363
7	-0.367561	-2.1745	0.018256
8	-0.082575	-0.4885	0.314114
9	0.329874	1.9516	0.029515
10	0.070829	0.419	0.338878
11	-0.106511	-0.6301	0.266351
12	-0.357536	-2.1152	0.020801
13	0.192619	1.1396	0.131106
14	0.090865	0.5376	0.297139
15	0.135582	0.8021	0.213949
16	-0.28097	-1.6622	0.052698
17	0.096689	0.572	0.285482
18	-0.008684	-0.0514	0.47966
19	0.196192	1.1607	0.126812
20	0.003528	0.0209	0.491733
21	-0.192383	-1.1382	0.131394
22	-0.004516	-0.0267	0.48942
23	0.147225	0.871	0.194846
24	-0.017983	-0.1064	0.457941
25	-0.125058	-0.7399	0.232162
26	0.082623	0.4888	0.314015
27	-0.096603	-0.5715	0.285653
28	0.131082	0.7755	0.221628
29	-0.100105	-0.5922	0.278753
30	0.019424	0.1149	0.454585
31	-0.018041	-0.1067	0.457807
32	0.019309	0.1142	0.454854
33	-0.025274	-0.1495	0.440999
34	0.019472	0.1152	0.454473
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.261624 & -1.5478 & 0.065335 \tabularnewline
2 & -0.206933 & -1.2242 & 0.114521 \tabularnewline
3 & -0.157785 & -0.9335 & 0.178487 \tabularnewline
4 & 0.222564 & 1.3167 & 0.098247 \tabularnewline
5 & 0.155949 & 0.9226 & 0.181265 \tabularnewline
6 & -0.003686 & -0.0218 & 0.491363 \tabularnewline
7 & -0.367561 & -2.1745 & 0.018256 \tabularnewline
8 & -0.082575 & -0.4885 & 0.314114 \tabularnewline
9 & 0.329874 & 1.9516 & 0.029515 \tabularnewline
10 & 0.070829 & 0.419 & 0.338878 \tabularnewline
11 & -0.106511 & -0.6301 & 0.266351 \tabularnewline
12 & -0.357536 & -2.1152 & 0.020801 \tabularnewline
13 & 0.192619 & 1.1396 & 0.131106 \tabularnewline
14 & 0.090865 & 0.5376 & 0.297139 \tabularnewline
15 & 0.135582 & 0.8021 & 0.213949 \tabularnewline
16 & -0.28097 & -1.6622 & 0.052698 \tabularnewline
17 & 0.096689 & 0.572 & 0.285482 \tabularnewline
18 & -0.008684 & -0.0514 & 0.47966 \tabularnewline
19 & 0.196192 & 1.1607 & 0.126812 \tabularnewline
20 & 0.003528 & 0.0209 & 0.491733 \tabularnewline
21 & -0.192383 & -1.1382 & 0.131394 \tabularnewline
22 & -0.004516 & -0.0267 & 0.48942 \tabularnewline
23 & 0.147225 & 0.871 & 0.194846 \tabularnewline
24 & -0.017983 & -0.1064 & 0.457941 \tabularnewline
25 & -0.125058 & -0.7399 & 0.232162 \tabularnewline
26 & 0.082623 & 0.4888 & 0.314015 \tabularnewline
27 & -0.096603 & -0.5715 & 0.285653 \tabularnewline
28 & 0.131082 & 0.7755 & 0.221628 \tabularnewline
29 & -0.100105 & -0.5922 & 0.278753 \tabularnewline
30 & 0.019424 & 0.1149 & 0.454585 \tabularnewline
31 & -0.018041 & -0.1067 & 0.457807 \tabularnewline
32 & 0.019309 & 0.1142 & 0.454854 \tabularnewline
33 & -0.025274 & -0.1495 & 0.440999 \tabularnewline
34 & 0.019472 & 0.1152 & 0.454473 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60826&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]-0.261624[/C][C]-1.5478[/C][C]0.065335[/C][/ROW]
[ROW][C]2[/C][C]-0.206933[/C][C]-1.2242[/C][C]0.114521[/C][/ROW]
[ROW][C]3[/C][C]-0.157785[/C][C]-0.9335[/C][C]0.178487[/C][/ROW]
[ROW][C]4[/C][C]0.222564[/C][C]1.3167[/C][C]0.098247[/C][/ROW]
[ROW][C]5[/C][C]0.155949[/C][C]0.9226[/C][C]0.181265[/C][/ROW]
[ROW][C]6[/C][C]-0.003686[/C][C]-0.0218[/C][C]0.491363[/C][/ROW]
[ROW][C]7[/C][C]-0.367561[/C][C]-2.1745[/C][C]0.018256[/C][/ROW]
[ROW][C]8[/C][C]-0.082575[/C][C]-0.4885[/C][C]0.314114[/C][/ROW]
[ROW][C]9[/C][C]0.329874[/C][C]1.9516[/C][C]0.029515[/C][/ROW]
[ROW][C]10[/C][C]0.070829[/C][C]0.419[/C][C]0.338878[/C][/ROW]
[ROW][C]11[/C][C]-0.106511[/C][C]-0.6301[/C][C]0.266351[/C][/ROW]
[ROW][C]12[/C][C]-0.357536[/C][C]-2.1152[/C][C]0.020801[/C][/ROW]
[ROW][C]13[/C][C]0.192619[/C][C]1.1396[/C][C]0.131106[/C][/ROW]
[ROW][C]14[/C][C]0.090865[/C][C]0.5376[/C][C]0.297139[/C][/ROW]
[ROW][C]15[/C][C]0.135582[/C][C]0.8021[/C][C]0.213949[/C][/ROW]
[ROW][C]16[/C][C]-0.28097[/C][C]-1.6622[/C][C]0.052698[/C][/ROW]
[ROW][C]17[/C][C]0.096689[/C][C]0.572[/C][C]0.285482[/C][/ROW]
[ROW][C]18[/C][C]-0.008684[/C][C]-0.0514[/C][C]0.47966[/C][/ROW]
[ROW][C]19[/C][C]0.196192[/C][C]1.1607[/C][C]0.126812[/C][/ROW]
[ROW][C]20[/C][C]0.003528[/C][C]0.0209[/C][C]0.491733[/C][/ROW]
[ROW][C]21[/C][C]-0.192383[/C][C]-1.1382[/C][C]0.131394[/C][/ROW]
[ROW][C]22[/C][C]-0.004516[/C][C]-0.0267[/C][C]0.48942[/C][/ROW]
[ROW][C]23[/C][C]0.147225[/C][C]0.871[/C][C]0.194846[/C][/ROW]
[ROW][C]24[/C][C]-0.017983[/C][C]-0.1064[/C][C]0.457941[/C][/ROW]
[ROW][C]25[/C][C]-0.125058[/C][C]-0.7399[/C][C]0.232162[/C][/ROW]
[ROW][C]26[/C][C]0.082623[/C][C]0.4888[/C][C]0.314015[/C][/ROW]
[ROW][C]27[/C][C]-0.096603[/C][C]-0.5715[/C][C]0.285653[/C][/ROW]
[ROW][C]28[/C][C]0.131082[/C][C]0.7755[/C][C]0.221628[/C][/ROW]
[ROW][C]29[/C][C]-0.100105[/C][C]-0.5922[/C][C]0.278753[/C][/ROW]
[ROW][C]30[/C][C]0.019424[/C][C]0.1149[/C][C]0.454585[/C][/ROW]
[ROW][C]31[/C][C]-0.018041[/C][C]-0.1067[/C][C]0.457807[/C][/ROW]
[ROW][C]32[/C][C]0.019309[/C][C]0.1142[/C][C]0.454854[/C][/ROW]
[ROW][C]33[/C][C]-0.025274[/C][C]-0.1495[/C][C]0.440999[/C][/ROW]
[ROW][C]34[/C][C]0.019472[/C][C]0.1152[/C][C]0.454473[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60826&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60826&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	-0.261624	-1.5478	0.065335
2	-0.206933	-1.2242	0.114521
3	-0.157785	-0.9335	0.178487
4	0.222564	1.3167	0.098247
5	0.155949	0.9226	0.181265
6	-0.003686	-0.0218	0.491363
7	-0.367561	-2.1745	0.018256
8	-0.082575	-0.4885	0.314114
9	0.329874	1.9516	0.029515
10	0.070829	0.419	0.338878
11	-0.106511	-0.6301	0.266351
12	-0.357536	-2.1152	0.020801
13	0.192619	1.1396	0.131106
14	0.090865	0.5376	0.297139
15	0.135582	0.8021	0.213949
16	-0.28097	-1.6622	0.052698
17	0.096689	0.572	0.285482
18	-0.008684	-0.0514	0.47966
19	0.196192	1.1607	0.126812
20	0.003528	0.0209	0.491733
21	-0.192383	-1.1382	0.131394
22	-0.004516	-0.0267	0.48942
23	0.147225	0.871	0.194846
24	-0.017983	-0.1064	0.457941
25	-0.125058	-0.7399	0.232162
26	0.082623	0.4888	0.314015
27	-0.096603	-0.5715	0.285653
28	0.131082	0.7755	0.221628
29	-0.100105	-0.5922	0.278753
30	0.019424	0.1149	0.454585
31	-0.018041	-0.1067	0.457807
32	0.019309	0.1142	0.454854
33	-0.025274	-0.1495	0.440999
34	0.019472	0.1152	0.454473
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.261624	-1.5478	0.065335
2	-0.295614	-1.7489	0.04454
3	-0.359076	-2.1243	0.020391
4	-0.03777	-0.2234	0.412243
5	0.13798	0.8163	0.209925
6	0.197652	1.1693	0.125087
7	-0.197856	-1.1705	0.124848
8	-0.339946	-2.0111	0.026031
9	-0.025427	-0.1504	0.440646
10	0.00913	0.054	0.478616
11	0.116247	0.6877	0.248079
12	-0.22517	-1.3321	0.095714
13	-0.071273	-0.4217	0.337928
14	-0.234458	-1.3871	0.087095
15	-0.082683	-0.4892	0.313891
16	-0.087136	-0.5155	0.30472
17	0.271265	1.6048	0.05876
18	0.081989	0.4851	0.31533
19	-0.048658	-0.2879	0.387573
20	0.001602	0.0095	0.496246
21	-0.086462	-0.5115	0.3061
22	0.016597	0.0982	0.461171
23	0.137589	0.814	0.210577
24	-0.021439	-0.1268	0.449899
25	-0.121503	-0.7188	0.238511
26	-0.042092	-0.249	0.402401
27	-0.020064	-0.1187	0.453095
28	0.064142	0.3795	0.353317
29	0.02944	0.1742	0.431369
30	0.00702	0.0415	0.483554
31	0.045943	0.2718	0.393685
32	-0.138865	-0.8215	0.208452
33	-0.053763	-0.3181	0.376162
34	0.013595	0.0804	0.468176
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.261624 & -1.5478 & 0.065335 \tabularnewline
2 & -0.295614 & -1.7489 & 0.04454 \tabularnewline
3 & -0.359076 & -2.1243 & 0.020391 \tabularnewline
4 & -0.03777 & -0.2234 & 0.412243 \tabularnewline
5 & 0.13798 & 0.8163 & 0.209925 \tabularnewline
6 & 0.197652 & 1.1693 & 0.125087 \tabularnewline
7 & -0.197856 & -1.1705 & 0.124848 \tabularnewline
8 & -0.339946 & -2.0111 & 0.026031 \tabularnewline
9 & -0.025427 & -0.1504 & 0.440646 \tabularnewline
10 & 0.00913 & 0.054 & 0.478616 \tabularnewline
11 & 0.116247 & 0.6877 & 0.248079 \tabularnewline
12 & -0.22517 & -1.3321 & 0.095714 \tabularnewline
13 & -0.071273 & -0.4217 & 0.337928 \tabularnewline
14 & -0.234458 & -1.3871 & 0.087095 \tabularnewline
15 & -0.082683 & -0.4892 & 0.313891 \tabularnewline
16 & -0.087136 & -0.5155 & 0.30472 \tabularnewline
17 & 0.271265 & 1.6048 & 0.05876 \tabularnewline
18 & 0.081989 & 0.4851 & 0.31533 \tabularnewline
19 & -0.048658 & -0.2879 & 0.387573 \tabularnewline
20 & 0.001602 & 0.0095 & 0.496246 \tabularnewline
21 & -0.086462 & -0.5115 & 0.3061 \tabularnewline
22 & 0.016597 & 0.0982 & 0.461171 \tabularnewline
23 & 0.137589 & 0.814 & 0.210577 \tabularnewline
24 & -0.021439 & -0.1268 & 0.449899 \tabularnewline
25 & -0.121503 & -0.7188 & 0.238511 \tabularnewline
26 & -0.042092 & -0.249 & 0.402401 \tabularnewline
27 & -0.020064 & -0.1187 & 0.453095 \tabularnewline
28 & 0.064142 & 0.3795 & 0.353317 \tabularnewline
29 & 0.02944 & 0.1742 & 0.431369 \tabularnewline
30 & 0.00702 & 0.0415 & 0.483554 \tabularnewline
31 & 0.045943 & 0.2718 & 0.393685 \tabularnewline
32 & -0.138865 & -0.8215 & 0.208452 \tabularnewline
33 & -0.053763 & -0.3181 & 0.376162 \tabularnewline
34 & 0.013595 & 0.0804 & 0.468176 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60826&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]-0.261624[/C][C]-1.5478[/C][C]0.065335[/C][/ROW]
[ROW][C]2[/C][C]-0.295614[/C][C]-1.7489[/C][C]0.04454[/C][/ROW]
[ROW][C]3[/C][C]-0.359076[/C][C]-2.1243[/C][C]0.020391[/C][/ROW]
[ROW][C]4[/C][C]-0.03777[/C][C]-0.2234[/C][C]0.412243[/C][/ROW]
[ROW][C]5[/C][C]0.13798[/C][C]0.8163[/C][C]0.209925[/C][/ROW]
[ROW][C]6[/C][C]0.197652[/C][C]1.1693[/C][C]0.125087[/C][/ROW]
[ROW][C]7[/C][C]-0.197856[/C][C]-1.1705[/C][C]0.124848[/C][/ROW]
[ROW][C]8[/C][C]-0.339946[/C][C]-2.0111[/C][C]0.026031[/C][/ROW]
[ROW][C]9[/C][C]-0.025427[/C][C]-0.1504[/C][C]0.440646[/C][/ROW]
[ROW][C]10[/C][C]0.00913[/C][C]0.054[/C][C]0.478616[/C][/ROW]
[ROW][C]11[/C][C]0.116247[/C][C]0.6877[/C][C]0.248079[/C][/ROW]
[ROW][C]12[/C][C]-0.22517[/C][C]-1.3321[/C][C]0.095714[/C][/ROW]
[ROW][C]13[/C][C]-0.071273[/C][C]-0.4217[/C][C]0.337928[/C][/ROW]
[ROW][C]14[/C][C]-0.234458[/C][C]-1.3871[/C][C]0.087095[/C][/ROW]
[ROW][C]15[/C][C]-0.082683[/C][C]-0.4892[/C][C]0.313891[/C][/ROW]
[ROW][C]16[/C][C]-0.087136[/C][C]-0.5155[/C][C]0.30472[/C][/ROW]
[ROW][C]17[/C][C]0.271265[/C][C]1.6048[/C][C]0.05876[/C][/ROW]
[ROW][C]18[/C][C]0.081989[/C][C]0.4851[/C][C]0.31533[/C][/ROW]
[ROW][C]19[/C][C]-0.048658[/C][C]-0.2879[/C][C]0.387573[/C][/ROW]
[ROW][C]20[/C][C]0.001602[/C][C]0.0095[/C][C]0.496246[/C][/ROW]
[ROW][C]21[/C][C]-0.086462[/C][C]-0.5115[/C][C]0.3061[/C][/ROW]
[ROW][C]22[/C][C]0.016597[/C][C]0.0982[/C][C]0.461171[/C][/ROW]
[ROW][C]23[/C][C]0.137589[/C][C]0.814[/C][C]0.210577[/C][/ROW]
[ROW][C]24[/C][C]-0.021439[/C][C]-0.1268[/C][C]0.449899[/C][/ROW]
[ROW][C]25[/C][C]-0.121503[/C][C]-0.7188[/C][C]0.238511[/C][/ROW]
[ROW][C]26[/C][C]-0.042092[/C][C]-0.249[/C][C]0.402401[/C][/ROW]
[ROW][C]27[/C][C]-0.020064[/C][C]-0.1187[/C][C]0.453095[/C][/ROW]
[ROW][C]28[/C][C]0.064142[/C][C]0.3795[/C][C]0.353317[/C][/ROW]
[ROW][C]29[/C][C]0.02944[/C][C]0.1742[/C][C]0.431369[/C][/ROW]
[ROW][C]30[/C][C]0.00702[/C][C]0.0415[/C][C]0.483554[/C][/ROW]
[ROW][C]31[/C][C]0.045943[/C][C]0.2718[/C][C]0.393685[/C][/ROW]
[ROW][C]32[/C][C]-0.138865[/C][C]-0.8215[/C][C]0.208452[/C][/ROW]
[ROW][C]33[/C][C]-0.053763[/C][C]-0.3181[/C][C]0.376162[/C][/ROW]
[ROW][C]34[/C][C]0.013595[/C][C]0.0804[/C][C]0.468176[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60826&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60826&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	-0.261624	-1.5478	0.065335
2	-0.295614	-1.7489	0.04454
3	-0.359076	-2.1243	0.020391
4	-0.03777	-0.2234	0.412243
5	0.13798	0.8163	0.209925
6	0.197652	1.1693	0.125087
7	-0.197856	-1.1705	0.124848
8	-0.339946	-2.0111	0.026031
9	-0.025427	-0.1504	0.440646
10	0.00913	0.054	0.478616
11	0.116247	0.6877	0.248079
12	-0.22517	-1.3321	0.095714
13	-0.071273	-0.4217	0.337928
14	-0.234458	-1.3871	0.087095
15	-0.082683	-0.4892	0.313891
16	-0.087136	-0.5155	0.30472
17	0.271265	1.6048	0.05876
18	0.081989	0.4851	0.31533
19	-0.048658	-0.2879	0.387573
20	0.001602	0.0095	0.496246
21	-0.086462	-0.5115	0.3061
22	0.016597	0.0982	0.461171
23	0.137589	0.814	0.210577
24	-0.021439	-0.1268	0.449899
25	-0.121503	-0.7188	0.238511
26	-0.042092	-0.249	0.402401
27	-0.020064	-0.1187	0.453095
28	0.064142	0.3795	0.353317
29	0.02944	0.1742	0.431369
30	0.00702	0.0415	0.483554
31	0.045943	0.2718	0.393685
32	-0.138865	-0.8215	0.208452
33	-0.053763	-0.3181	0.376162
34	0.013595	0.0804	0.468176
35	NA	NA	NA
36	NA	NA	NA

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