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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 08:07:41 -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/t125933455958jp6t0kaelvux7.htm/, Retrieved Sun, 28 Apr 2024 22:47:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60878, Retrieved Sun, 28 Apr 2024 22:47:25 +0000

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User-defined keywords

Estimated Impact

114

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]
-    D          [(Partial) Autocorrelation Function] [WS8: acf 1] [2009-11-27 15:07:41] [b090d569c0a4c77894e0b029f4429f19] [Current]

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Dataseries X:

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Histogram

Boxplots

9.9
9.8
9.3
8.3
8
8.5
10.4
11.1
10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
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=60878&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=60878&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60878&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	0.86129	6.7269	0
2	0.605295	4.7275	7e-06
3	0.412932	3.2251	0.001013
4	0.394325	3.0798	0.001552
5	0.495572	3.8705	0.000133
6	0.581838	4.5443	1.3e-05
7	0.545918	4.2638	3.5e-05
8	0.426668	3.3324	0.000733
9	0.318849	2.4903	0.007752
10	0.282402	2.2056	0.015594
11	0.299974	2.3429	0.011207
12	0.299733	2.341	0.011259
13	0.209585	1.6369	0.053399
14	0.097204	0.7592	0.225331
15	0.020915	0.1634	0.435391
16	0.009704	0.0758	0.469918
17	0.029269	0.2286	0.409972
18	0.026692	0.2085	0.417779
19	-0.03224	-0.2518	0.40102
20	-0.106272	-0.83	0.204885
21	-0.137107	-1.0708	0.144229
22	-0.105866	-0.8268	0.205774
23	-0.050057	-0.391	0.348596
24	-0.029963	-0.234	0.407878
25	-0.088375	-0.6902	0.246334
26	-0.173957	-1.3586	0.089631
27	-0.224661	-1.7547	0.04217
28	-0.218051	-1.703	0.046826
29	-0.176762	-1.3806	0.086226
30	-0.14887	-1.1627	0.124738
31	-0.171214	-1.3372	0.093057
32	-0.224917	-1.7567	0.041997
33	-0.261759	-2.0444	0.022618
34	-0.264505	-2.0658	0.021549
35	-0.242102	-1.8909	0.031696
36	-0.225646	-1.7623	0.04151

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.86129 & 6.7269 & 0 \tabularnewline
2 & 0.605295 & 4.7275 & 7e-06 \tabularnewline
3 & 0.412932 & 3.2251 & 0.001013 \tabularnewline
4 & 0.394325 & 3.0798 & 0.001552 \tabularnewline
5 & 0.495572 & 3.8705 & 0.000133 \tabularnewline
6 & 0.581838 & 4.5443 & 1.3e-05 \tabularnewline
7 & 0.545918 & 4.2638 & 3.5e-05 \tabularnewline
8 & 0.426668 & 3.3324 & 0.000733 \tabularnewline
9 & 0.318849 & 2.4903 & 0.007752 \tabularnewline
10 & 0.282402 & 2.2056 & 0.015594 \tabularnewline
11 & 0.299974 & 2.3429 & 0.011207 \tabularnewline
12 & 0.299733 & 2.341 & 0.011259 \tabularnewline
13 & 0.209585 & 1.6369 & 0.053399 \tabularnewline
14 & 0.097204 & 0.7592 & 0.225331 \tabularnewline
15 & 0.020915 & 0.1634 & 0.435391 \tabularnewline
16 & 0.009704 & 0.0758 & 0.469918 \tabularnewline
17 & 0.029269 & 0.2286 & 0.409972 \tabularnewline
18 & 0.026692 & 0.2085 & 0.417779 \tabularnewline
19 & -0.03224 & -0.2518 & 0.40102 \tabularnewline
20 & -0.106272 & -0.83 & 0.204885 \tabularnewline
21 & -0.137107 & -1.0708 & 0.144229 \tabularnewline
22 & -0.105866 & -0.8268 & 0.205774 \tabularnewline
23 & -0.050057 & -0.391 & 0.348596 \tabularnewline
24 & -0.029963 & -0.234 & 0.407878 \tabularnewline
25 & -0.088375 & -0.6902 & 0.246334 \tabularnewline
26 & -0.173957 & -1.3586 & 0.089631 \tabularnewline
27 & -0.224661 & -1.7547 & 0.04217 \tabularnewline
28 & -0.218051 & -1.703 & 0.046826 \tabularnewline
29 & -0.176762 & -1.3806 & 0.086226 \tabularnewline
30 & -0.14887 & -1.1627 & 0.124738 \tabularnewline
31 & -0.171214 & -1.3372 & 0.093057 \tabularnewline
32 & -0.224917 & -1.7567 & 0.041997 \tabularnewline
33 & -0.261759 & -2.0444 & 0.022618 \tabularnewline
34 & -0.264505 & -2.0658 & 0.021549 \tabularnewline
35 & -0.242102 & -1.8909 & 0.031696 \tabularnewline
36 & -0.225646 & -1.7623 & 0.04151 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60878&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]0.86129[/C][C]6.7269[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.605295[/C][C]4.7275[/C][C]7e-06[/C][/ROW]
[ROW][C]3[/C][C]0.412932[/C][C]3.2251[/C][C]0.001013[/C][/ROW]
[ROW][C]4[/C][C]0.394325[/C][C]3.0798[/C][C]0.001552[/C][/ROW]
[ROW][C]5[/C][C]0.495572[/C][C]3.8705[/C][C]0.000133[/C][/ROW]
[ROW][C]6[/C][C]0.581838[/C][C]4.5443[/C][C]1.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.545918[/C][C]4.2638[/C][C]3.5e-05[/C][/ROW]
[ROW][C]8[/C][C]0.426668[/C][C]3.3324[/C][C]0.000733[/C][/ROW]
[ROW][C]9[/C][C]0.318849[/C][C]2.4903[/C][C]0.007752[/C][/ROW]
[ROW][C]10[/C][C]0.282402[/C][C]2.2056[/C][C]0.015594[/C][/ROW]
[ROW][C]11[/C][C]0.299974[/C][C]2.3429[/C][C]0.011207[/C][/ROW]
[ROW][C]12[/C][C]0.299733[/C][C]2.341[/C][C]0.011259[/C][/ROW]
[ROW][C]13[/C][C]0.209585[/C][C]1.6369[/C][C]0.053399[/C][/ROW]
[ROW][C]14[/C][C]0.097204[/C][C]0.7592[/C][C]0.225331[/C][/ROW]
[ROW][C]15[/C][C]0.020915[/C][C]0.1634[/C][C]0.435391[/C][/ROW]
[ROW][C]16[/C][C]0.009704[/C][C]0.0758[/C][C]0.469918[/C][/ROW]
[ROW][C]17[/C][C]0.029269[/C][C]0.2286[/C][C]0.409972[/C][/ROW]
[ROW][C]18[/C][C]0.026692[/C][C]0.2085[/C][C]0.417779[/C][/ROW]
[ROW][C]19[/C][C]-0.03224[/C][C]-0.2518[/C][C]0.40102[/C][/ROW]
[ROW][C]20[/C][C]-0.106272[/C][C]-0.83[/C][C]0.204885[/C][/ROW]
[ROW][C]21[/C][C]-0.137107[/C][C]-1.0708[/C][C]0.144229[/C][/ROW]
[ROW][C]22[/C][C]-0.105866[/C][C]-0.8268[/C][C]0.205774[/C][/ROW]
[ROW][C]23[/C][C]-0.050057[/C][C]-0.391[/C][C]0.348596[/C][/ROW]
[ROW][C]24[/C][C]-0.029963[/C][C]-0.234[/C][C]0.407878[/C][/ROW]
[ROW][C]25[/C][C]-0.088375[/C][C]-0.6902[/C][C]0.246334[/C][/ROW]
[ROW][C]26[/C][C]-0.173957[/C][C]-1.3586[/C][C]0.089631[/C][/ROW]
[ROW][C]27[/C][C]-0.224661[/C][C]-1.7547[/C][C]0.04217[/C][/ROW]
[ROW][C]28[/C][C]-0.218051[/C][C]-1.703[/C][C]0.046826[/C][/ROW]
[ROW][C]29[/C][C]-0.176762[/C][C]-1.3806[/C][C]0.086226[/C][/ROW]
[ROW][C]30[/C][C]-0.14887[/C][C]-1.1627[/C][C]0.124738[/C][/ROW]
[ROW][C]31[/C][C]-0.171214[/C][C]-1.3372[/C][C]0.093057[/C][/ROW]
[ROW][C]32[/C][C]-0.224917[/C][C]-1.7567[/C][C]0.041997[/C][/ROW]
[ROW][C]33[/C][C]-0.261759[/C][C]-2.0444[/C][C]0.022618[/C][/ROW]
[ROW][C]34[/C][C]-0.264505[/C][C]-2.0658[/C][C]0.021549[/C][/ROW]
[ROW][C]35[/C][C]-0.242102[/C][C]-1.8909[/C][C]0.031696[/C][/ROW]
[ROW][C]36[/C][C]-0.225646[/C][C]-1.7623[/C][C]0.04151[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60878&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60878&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	0.86129	6.7269	0
2	0.605295	4.7275	7e-06
3	0.412932	3.2251	0.001013
4	0.394325	3.0798	0.001552
5	0.495572	3.8705	0.000133
6	0.581838	4.5443	1.3e-05
7	0.545918	4.2638	3.5e-05
8	0.426668	3.3324	0.000733
9	0.318849	2.4903	0.007752
10	0.282402	2.2056	0.015594
11	0.299974	2.3429	0.011207
12	0.299733	2.341	0.011259
13	0.209585	1.6369	0.053399
14	0.097204	0.7592	0.225331
15	0.020915	0.1634	0.435391
16	0.009704	0.0758	0.469918
17	0.029269	0.2286	0.409972
18	0.026692	0.2085	0.417779
19	-0.03224	-0.2518	0.40102
20	-0.106272	-0.83	0.204885
21	-0.137107	-1.0708	0.144229
22	-0.105866	-0.8268	0.205774
23	-0.050057	-0.391	0.348596
24	-0.029963	-0.234	0.407878
25	-0.088375	-0.6902	0.246334
26	-0.173957	-1.3586	0.089631
27	-0.224661	-1.7547	0.04217
28	-0.218051	-1.703	0.046826
29	-0.176762	-1.3806	0.086226
30	-0.14887	-1.1627	0.124738
31	-0.171214	-1.3372	0.093057
32	-0.224917	-1.7567	0.041997
33	-0.261759	-2.0444	0.022618
34	-0.264505	-2.0658	0.021549
35	-0.242102	-1.8909	0.031696
36	-0.225646	-1.7623	0.04151

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.86129	6.7269	0
2	-0.528805	-4.1301	5.6e-05
3	0.383731	2.997	0.001969
4	0.39236	3.0644	0.001623
5	0.043739	0.3416	0.366907
6	-0.048889	-0.3818	0.351954
7	-0.118556	-0.926	0.17906
8	0.157836	1.2327	0.111202
9	0.010694	0.0835	0.466853
10	-0.109945	-0.8587	0.196935
11	-0.046849	-0.3659	0.357852
12	-0.105263	-0.8221	0.207103
13	-0.278863	-2.178	0.016641
14	0.241063	1.8828	0.032252
15	-0.168979	-1.3198	0.095922
16	-0.111694	-0.8724	0.193217
17	0.016044	0.1253	0.450345
18	-0.008688	-0.0679	0.473061
19	-0.011138	-0.087	0.465481
20	0.002839	0.0222	0.49119
21	0.127029	0.9921	0.162527
22	0.093541	0.7306	0.233917
23	-0.044906	-0.3507	0.3635
24	0.021757	0.1699	0.432814
25	-0.044826	-0.3501	0.363735
26	-0.055565	-0.434	0.332918
27	0.016483	0.1287	0.448994
28	-0.146999	-1.1481	0.127705
29	-0.014221	-0.1111	0.455963
30	-0.059656	-0.4659	0.321464
31	-0.090832	-0.7094	0.240384
32	-0.044327	-0.3462	0.365191
33	-0.032736	-0.2557	0.399531
34	-0.075669	-0.591	0.278354
35	0.028597	0.2234	0.412004
36	-0.017872	-0.1396	0.444725

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.86129 & 6.7269 & 0 \tabularnewline
2 & -0.528805 & -4.1301 & 5.6e-05 \tabularnewline
3 & 0.383731 & 2.997 & 0.001969 \tabularnewline
4 & 0.39236 & 3.0644 & 0.001623 \tabularnewline
5 & 0.043739 & 0.3416 & 0.366907 \tabularnewline
6 & -0.048889 & -0.3818 & 0.351954 \tabularnewline
7 & -0.118556 & -0.926 & 0.17906 \tabularnewline
8 & 0.157836 & 1.2327 & 0.111202 \tabularnewline
9 & 0.010694 & 0.0835 & 0.466853 \tabularnewline
10 & -0.109945 & -0.8587 & 0.196935 \tabularnewline
11 & -0.046849 & -0.3659 & 0.357852 \tabularnewline
12 & -0.105263 & -0.8221 & 0.207103 \tabularnewline
13 & -0.278863 & -2.178 & 0.016641 \tabularnewline
14 & 0.241063 & 1.8828 & 0.032252 \tabularnewline
15 & -0.168979 & -1.3198 & 0.095922 \tabularnewline
16 & -0.111694 & -0.8724 & 0.193217 \tabularnewline
17 & 0.016044 & 0.1253 & 0.450345 \tabularnewline
18 & -0.008688 & -0.0679 & 0.473061 \tabularnewline
19 & -0.011138 & -0.087 & 0.465481 \tabularnewline
20 & 0.002839 & 0.0222 & 0.49119 \tabularnewline
21 & 0.127029 & 0.9921 & 0.162527 \tabularnewline
22 & 0.093541 & 0.7306 & 0.233917 \tabularnewline
23 & -0.044906 & -0.3507 & 0.3635 \tabularnewline
24 & 0.021757 & 0.1699 & 0.432814 \tabularnewline
25 & -0.044826 & -0.3501 & 0.363735 \tabularnewline
26 & -0.055565 & -0.434 & 0.332918 \tabularnewline
27 & 0.016483 & 0.1287 & 0.448994 \tabularnewline
28 & -0.146999 & -1.1481 & 0.127705 \tabularnewline
29 & -0.014221 & -0.1111 & 0.455963 \tabularnewline
30 & -0.059656 & -0.4659 & 0.321464 \tabularnewline
31 & -0.090832 & -0.7094 & 0.240384 \tabularnewline
32 & -0.044327 & -0.3462 & 0.365191 \tabularnewline
33 & -0.032736 & -0.2557 & 0.399531 \tabularnewline
34 & -0.075669 & -0.591 & 0.278354 \tabularnewline
35 & 0.028597 & 0.2234 & 0.412004 \tabularnewline
36 & -0.017872 & -0.1396 & 0.444725 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60878&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]0.86129[/C][C]6.7269[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.528805[/C][C]-4.1301[/C][C]5.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.383731[/C][C]2.997[/C][C]0.001969[/C][/ROW]
[ROW][C]4[/C][C]0.39236[/C][C]3.0644[/C][C]0.001623[/C][/ROW]
[ROW][C]5[/C][C]0.043739[/C][C]0.3416[/C][C]0.366907[/C][/ROW]
[ROW][C]6[/C][C]-0.048889[/C][C]-0.3818[/C][C]0.351954[/C][/ROW]
[ROW][C]7[/C][C]-0.118556[/C][C]-0.926[/C][C]0.17906[/C][/ROW]
[ROW][C]8[/C][C]0.157836[/C][C]1.2327[/C][C]0.111202[/C][/ROW]
[ROW][C]9[/C][C]0.010694[/C][C]0.0835[/C][C]0.466853[/C][/ROW]
[ROW][C]10[/C][C]-0.109945[/C][C]-0.8587[/C][C]0.196935[/C][/ROW]
[ROW][C]11[/C][C]-0.046849[/C][C]-0.3659[/C][C]0.357852[/C][/ROW]
[ROW][C]12[/C][C]-0.105263[/C][C]-0.8221[/C][C]0.207103[/C][/ROW]
[ROW][C]13[/C][C]-0.278863[/C][C]-2.178[/C][C]0.016641[/C][/ROW]
[ROW][C]14[/C][C]0.241063[/C][C]1.8828[/C][C]0.032252[/C][/ROW]
[ROW][C]15[/C][C]-0.168979[/C][C]-1.3198[/C][C]0.095922[/C][/ROW]
[ROW][C]16[/C][C]-0.111694[/C][C]-0.8724[/C][C]0.193217[/C][/ROW]
[ROW][C]17[/C][C]0.016044[/C][C]0.1253[/C][C]0.450345[/C][/ROW]
[ROW][C]18[/C][C]-0.008688[/C][C]-0.0679[/C][C]0.473061[/C][/ROW]
[ROW][C]19[/C][C]-0.011138[/C][C]-0.087[/C][C]0.465481[/C][/ROW]
[ROW][C]20[/C][C]0.002839[/C][C]0.0222[/C][C]0.49119[/C][/ROW]
[ROW][C]21[/C][C]0.127029[/C][C]0.9921[/C][C]0.162527[/C][/ROW]
[ROW][C]22[/C][C]0.093541[/C][C]0.7306[/C][C]0.233917[/C][/ROW]
[ROW][C]23[/C][C]-0.044906[/C][C]-0.3507[/C][C]0.3635[/C][/ROW]
[ROW][C]24[/C][C]0.021757[/C][C]0.1699[/C][C]0.432814[/C][/ROW]
[ROW][C]25[/C][C]-0.044826[/C][C]-0.3501[/C][C]0.363735[/C][/ROW]
[ROW][C]26[/C][C]-0.055565[/C][C]-0.434[/C][C]0.332918[/C][/ROW]
[ROW][C]27[/C][C]0.016483[/C][C]0.1287[/C][C]0.448994[/C][/ROW]
[ROW][C]28[/C][C]-0.146999[/C][C]-1.1481[/C][C]0.127705[/C][/ROW]
[ROW][C]29[/C][C]-0.014221[/C][C]-0.1111[/C][C]0.455963[/C][/ROW]
[ROW][C]30[/C][C]-0.059656[/C][C]-0.4659[/C][C]0.321464[/C][/ROW]
[ROW][C]31[/C][C]-0.090832[/C][C]-0.7094[/C][C]0.240384[/C][/ROW]
[ROW][C]32[/C][C]-0.044327[/C][C]-0.3462[/C][C]0.365191[/C][/ROW]
[ROW][C]33[/C][C]-0.032736[/C][C]-0.2557[/C][C]0.399531[/C][/ROW]
[ROW][C]34[/C][C]-0.075669[/C][C]-0.591[/C][C]0.278354[/C][/ROW]
[ROW][C]35[/C][C]0.028597[/C][C]0.2234[/C][C]0.412004[/C][/ROW]
[ROW][C]36[/C][C]-0.017872[/C][C]-0.1396[/C][C]0.444725[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60878&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60878&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	0.86129	6.7269	0
2	-0.528805	-4.1301	5.6e-05
3	0.383731	2.997	0.001969
4	0.39236	3.0644	0.001623
5	0.043739	0.3416	0.366907
6	-0.048889	-0.3818	0.351954
7	-0.118556	-0.926	0.17906
8	0.157836	1.2327	0.111202
9	0.010694	0.0835	0.466853
10	-0.109945	-0.8587	0.196935
11	-0.046849	-0.3659	0.357852
12	-0.105263	-0.8221	0.207103
13	-0.278863	-2.178	0.016641
14	0.241063	1.8828	0.032252
15	-0.168979	-1.3198	0.095922
16	-0.111694	-0.8724	0.193217
17	0.016044	0.1253	0.450345
18	-0.008688	-0.0679	0.473061
19	-0.011138	-0.087	0.465481
20	0.002839	0.0222	0.49119
21	0.127029	0.9921	0.162527
22	0.093541	0.7306	0.233917
23	-0.044906	-0.3507	0.3635
24	0.021757	0.1699	0.432814
25	-0.044826	-0.3501	0.363735
26	-0.055565	-0.434	0.332918
27	0.016483	0.1287	0.448994
28	-0.146999	-1.1481	0.127705
29	-0.014221	-0.1111	0.455963
30	-0.059656	-0.4659	0.321464
31	-0.090832	-0.7094	0.240384
32	-0.044327	-0.3462	0.365191
33	-0.032736	-0.2557	0.399531
34	-0.075669	-0.591	0.278354
35	0.028597	0.2234	0.412004
36	-0.017872	-0.1396	0.444725

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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