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 08:11:33 -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/t12593347171s4kvg0slntbtba.htm/, Retrieved Mon, 29 Apr 2024 07:43:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60884, Retrieved Mon, 29 Apr 2024 07:43:25 +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

111

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]
-    D          [(Partial) Autocorrelation Function] [WS8: acf 3] [2009-11-27 15:11:33] [b090d569c0a4c77894e0b029f4429f19] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60884&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]0 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=60884&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60884&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.596882	4.1353	7.1e-05
2	-0.055841	-0.3869	0.350278
3	-0.537282	-3.7224	0.000259
4	-0.541864	-3.7541	0.000235
5	-0.212783	-1.4742	0.073477
6	0.170491	1.1812	0.121673
7	0.322554	2.2347	0.015063
8	0.278217	1.9275	0.02992
9	0.103343	0.716	0.238737
10	-0.067576	-0.4682	0.320886
11	-0.175204	-1.2139	0.115372
12	-0.217761	-1.5087	0.068966
13	-0.151932	-1.0526	0.148894
14	-0.001253	-0.0087	0.496556
15	0.067346	0.4666	0.321454
16	0.076213	0.528	0.299959
17	0.053039	0.3675	0.357443
18	-0.019778	-0.137	0.44579
19	-0.088838	-0.6155	0.270569
20	-0.104299	-0.7226	0.236716
21	-0.04915	-0.3405	0.367476
22	0.018064	0.1252	0.450462
23	0.085872	0.5949	0.27734
24	0.122627	0.8496	0.199888
25	0.094113	0.652	0.258746
26	0.008834	0.0612	0.475724
27	-0.118572	-0.8215	0.207714
28	-0.186841	-1.2945	0.100848
29	-0.160766	-1.1138	0.135451
30	-0.029272	-0.2028	0.420073
31	0.145932	1.011	0.158532
32	0.246176	1.7056	0.047277
33	0.168414	1.1668	0.124527
34	-0.045425	-0.3147	0.377173
35	-0.259065	-1.7949	0.039487
36	-0.31784	-2.2021	0.016249

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.596882 & 4.1353 & 7.1e-05 \tabularnewline
2 & -0.055841 & -0.3869 & 0.350278 \tabularnewline
3 & -0.537282 & -3.7224 & 0.000259 \tabularnewline
4 & -0.541864 & -3.7541 & 0.000235 \tabularnewline
5 & -0.212783 & -1.4742 & 0.073477 \tabularnewline
6 & 0.170491 & 1.1812 & 0.121673 \tabularnewline
7 & 0.322554 & 2.2347 & 0.015063 \tabularnewline
8 & 0.278217 & 1.9275 & 0.02992 \tabularnewline
9 & 0.103343 & 0.716 & 0.238737 \tabularnewline
10 & -0.067576 & -0.4682 & 0.320886 \tabularnewline
11 & -0.175204 & -1.2139 & 0.115372 \tabularnewline
12 & -0.217761 & -1.5087 & 0.068966 \tabularnewline
13 & -0.151932 & -1.0526 & 0.148894 \tabularnewline
14 & -0.001253 & -0.0087 & 0.496556 \tabularnewline
15 & 0.067346 & 0.4666 & 0.321454 \tabularnewline
16 & 0.076213 & 0.528 & 0.299959 \tabularnewline
17 & 0.053039 & 0.3675 & 0.357443 \tabularnewline
18 & -0.019778 & -0.137 & 0.44579 \tabularnewline
19 & -0.088838 & -0.6155 & 0.270569 \tabularnewline
20 & -0.104299 & -0.7226 & 0.236716 \tabularnewline
21 & -0.04915 & -0.3405 & 0.367476 \tabularnewline
22 & 0.018064 & 0.1252 & 0.450462 \tabularnewline
23 & 0.085872 & 0.5949 & 0.27734 \tabularnewline
24 & 0.122627 & 0.8496 & 0.199888 \tabularnewline
25 & 0.094113 & 0.652 & 0.258746 \tabularnewline
26 & 0.008834 & 0.0612 & 0.475724 \tabularnewline
27 & -0.118572 & -0.8215 & 0.207714 \tabularnewline
28 & -0.186841 & -1.2945 & 0.100848 \tabularnewline
29 & -0.160766 & -1.1138 & 0.135451 \tabularnewline
30 & -0.029272 & -0.2028 & 0.420073 \tabularnewline
31 & 0.145932 & 1.011 & 0.158532 \tabularnewline
32 & 0.246176 & 1.7056 & 0.047277 \tabularnewline
33 & 0.168414 & 1.1668 & 0.124527 \tabularnewline
34 & -0.045425 & -0.3147 & 0.377173 \tabularnewline
35 & -0.259065 & -1.7949 & 0.039487 \tabularnewline
36 & -0.31784 & -2.2021 & 0.016249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60884&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]0.596882[/C][C]4.1353[/C][C]7.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.055841[/C][C]-0.3869[/C][C]0.350278[/C][/ROW]
[ROW][C]3[/C][C]-0.537282[/C][C]-3.7224[/C][C]0.000259[/C][/ROW]
[ROW][C]4[/C][C]-0.541864[/C][C]-3.7541[/C][C]0.000235[/C][/ROW]
[ROW][C]5[/C][C]-0.212783[/C][C]-1.4742[/C][C]0.073477[/C][/ROW]
[ROW][C]6[/C][C]0.170491[/C][C]1.1812[/C][C]0.121673[/C][/ROW]
[ROW][C]7[/C][C]0.322554[/C][C]2.2347[/C][C]0.015063[/C][/ROW]
[ROW][C]8[/C][C]0.278217[/C][C]1.9275[/C][C]0.02992[/C][/ROW]
[ROW][C]9[/C][C]0.103343[/C][C]0.716[/C][C]0.238737[/C][/ROW]
[ROW][C]10[/C][C]-0.067576[/C][C]-0.4682[/C][C]0.320886[/C][/ROW]
[ROW][C]11[/C][C]-0.175204[/C][C]-1.2139[/C][C]0.115372[/C][/ROW]
[ROW][C]12[/C][C]-0.217761[/C][C]-1.5087[/C][C]0.068966[/C][/ROW]
[ROW][C]13[/C][C]-0.151932[/C][C]-1.0526[/C][C]0.148894[/C][/ROW]
[ROW][C]14[/C][C]-0.001253[/C][C]-0.0087[/C][C]0.496556[/C][/ROW]
[ROW][C]15[/C][C]0.067346[/C][C]0.4666[/C][C]0.321454[/C][/ROW]
[ROW][C]16[/C][C]0.076213[/C][C]0.528[/C][C]0.299959[/C][/ROW]
[ROW][C]17[/C][C]0.053039[/C][C]0.3675[/C][C]0.357443[/C][/ROW]
[ROW][C]18[/C][C]-0.019778[/C][C]-0.137[/C][C]0.44579[/C][/ROW]
[ROW][C]19[/C][C]-0.088838[/C][C]-0.6155[/C][C]0.270569[/C][/ROW]
[ROW][C]20[/C][C]-0.104299[/C][C]-0.7226[/C][C]0.236716[/C][/ROW]
[ROW][C]21[/C][C]-0.04915[/C][C]-0.3405[/C][C]0.367476[/C][/ROW]
[ROW][C]22[/C][C]0.018064[/C][C]0.1252[/C][C]0.450462[/C][/ROW]
[ROW][C]23[/C][C]0.085872[/C][C]0.5949[/C][C]0.27734[/C][/ROW]
[ROW][C]24[/C][C]0.122627[/C][C]0.8496[/C][C]0.199888[/C][/ROW]
[ROW][C]25[/C][C]0.094113[/C][C]0.652[/C][C]0.258746[/C][/ROW]
[ROW][C]26[/C][C]0.008834[/C][C]0.0612[/C][C]0.475724[/C][/ROW]
[ROW][C]27[/C][C]-0.118572[/C][C]-0.8215[/C][C]0.207714[/C][/ROW]
[ROW][C]28[/C][C]-0.186841[/C][C]-1.2945[/C][C]0.100848[/C][/ROW]
[ROW][C]29[/C][C]-0.160766[/C][C]-1.1138[/C][C]0.135451[/C][/ROW]
[ROW][C]30[/C][C]-0.029272[/C][C]-0.2028[/C][C]0.420073[/C][/ROW]
[ROW][C]31[/C][C]0.145932[/C][C]1.011[/C][C]0.158532[/C][/ROW]
[ROW][C]32[/C][C]0.246176[/C][C]1.7056[/C][C]0.047277[/C][/ROW]
[ROW][C]33[/C][C]0.168414[/C][C]1.1668[/C][C]0.124527[/C][/ROW]
[ROW][C]34[/C][C]-0.045425[/C][C]-0.3147[/C][C]0.377173[/C][/ROW]
[ROW][C]35[/C][C]-0.259065[/C][C]-1.7949[/C][C]0.039487[/C][/ROW]
[ROW][C]36[/C][C]-0.31784[/C][C]-2.2021[/C][C]0.016249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60884&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60884&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	0.596882	4.1353	7.1e-05
2	-0.055841	-0.3869	0.350278
3	-0.537282	-3.7224	0.000259
4	-0.541864	-3.7541	0.000235
5	-0.212783	-1.4742	0.073477
6	0.170491	1.1812	0.121673
7	0.322554	2.2347	0.015063
8	0.278217	1.9275	0.02992
9	0.103343	0.716	0.238737
10	-0.067576	-0.4682	0.320886
11	-0.175204	-1.2139	0.115372
12	-0.217761	-1.5087	0.068966
13	-0.151932	-1.0526	0.148894
14	-0.001253	-0.0087	0.496556
15	0.067346	0.4666	0.321454
16	0.076213	0.528	0.299959
17	0.053039	0.3675	0.357443
18	-0.019778	-0.137	0.44579
19	-0.088838	-0.6155	0.270569
20	-0.104299	-0.7226	0.236716
21	-0.04915	-0.3405	0.367476
22	0.018064	0.1252	0.450462
23	0.085872	0.5949	0.27734
24	0.122627	0.8496	0.199888
25	0.094113	0.652	0.258746
26	0.008834	0.0612	0.475724
27	-0.118572	-0.8215	0.207714
28	-0.186841	-1.2945	0.100848
29	-0.160766	-1.1138	0.135451
30	-0.029272	-0.2028	0.420073
31	0.145932	1.011	0.158532
32	0.246176	1.7056	0.047277
33	0.168414	1.1668	0.124527
34	-0.045425	-0.3147	0.377173
35	-0.259065	-1.7949	0.039487
36	-0.31784	-2.2021	0.016249

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.596882	4.1353	7.1e-05
2	-0.640187	-4.4353	2.7e-05
3	-0.264535	-1.8328	0.036523
4	0.084209	0.5834	0.281172
5	-0.052465	-0.3635	0.358918
6	-0.000928	-0.0064	0.497448
7	-0.063475	-0.4398	0.33104
8	0.160784	1.1139	0.135425
9	0.021507	0.149	0.441086
10	-0.015689	-0.1087	0.456948
11	-0.020632	-0.1429	0.443468
12	-0.125813	-0.8717	0.193867
13	0.038404	0.2661	0.395663
14	0.004357	0.0302	0.488022
15	-0.250879	-1.7381	0.044299
16	0.036979	0.2562	0.399447
17	0.067078	0.4647	0.322113
18	-0.177632	-1.2307	0.112221
19	-0.067492	-0.4676	0.321093
20	0.03251	0.2252	0.411376
21	0.059044	0.4091	0.342154
22	-0.116133	-0.8046	0.212512
23	0.082123	0.569	0.286018
24	0.128384	0.8895	0.189092
25	-0.070066	-0.4854	0.314789
26	0.040625	0.2815	0.389785
27	-0.154471	-1.0702	0.14494
28	-0.076029	-0.5267	0.300398
29	-0.000679	-0.0047	0.498134
30	-0.058266	-0.4037	0.34412
31	-0.005852	-0.0405	0.483915
32	0.043475	0.3012	0.382281
33	0.002642	0.0183	0.492736
34	-0.153261	-1.0618	0.146815
35	-0.130923	-0.9071	0.184453
36	0.066656	0.4618	0.323153

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.596882 & 4.1353 & 7.1e-05 \tabularnewline
2 & -0.640187 & -4.4353 & 2.7e-05 \tabularnewline
3 & -0.264535 & -1.8328 & 0.036523 \tabularnewline
4 & 0.084209 & 0.5834 & 0.281172 \tabularnewline
5 & -0.052465 & -0.3635 & 0.358918 \tabularnewline
6 & -0.000928 & -0.0064 & 0.497448 \tabularnewline
7 & -0.063475 & -0.4398 & 0.33104 \tabularnewline
8 & 0.160784 & 1.1139 & 0.135425 \tabularnewline
9 & 0.021507 & 0.149 & 0.441086 \tabularnewline
10 & -0.015689 & -0.1087 & 0.456948 \tabularnewline
11 & -0.020632 & -0.1429 & 0.443468 \tabularnewline
12 & -0.125813 & -0.8717 & 0.193867 \tabularnewline
13 & 0.038404 & 0.2661 & 0.395663 \tabularnewline
14 & 0.004357 & 0.0302 & 0.488022 \tabularnewline
15 & -0.250879 & -1.7381 & 0.044299 \tabularnewline
16 & 0.036979 & 0.2562 & 0.399447 \tabularnewline
17 & 0.067078 & 0.4647 & 0.322113 \tabularnewline
18 & -0.177632 & -1.2307 & 0.112221 \tabularnewline
19 & -0.067492 & -0.4676 & 0.321093 \tabularnewline
20 & 0.03251 & 0.2252 & 0.411376 \tabularnewline
21 & 0.059044 & 0.4091 & 0.342154 \tabularnewline
22 & -0.116133 & -0.8046 & 0.212512 \tabularnewline
23 & 0.082123 & 0.569 & 0.286018 \tabularnewline
24 & 0.128384 & 0.8895 & 0.189092 \tabularnewline
25 & -0.070066 & -0.4854 & 0.314789 \tabularnewline
26 & 0.040625 & 0.2815 & 0.389785 \tabularnewline
27 & -0.154471 & -1.0702 & 0.14494 \tabularnewline
28 & -0.076029 & -0.5267 & 0.300398 \tabularnewline
29 & -0.000679 & -0.0047 & 0.498134 \tabularnewline
30 & -0.058266 & -0.4037 & 0.34412 \tabularnewline
31 & -0.005852 & -0.0405 & 0.483915 \tabularnewline
32 & 0.043475 & 0.3012 & 0.382281 \tabularnewline
33 & 0.002642 & 0.0183 & 0.492736 \tabularnewline
34 & -0.153261 & -1.0618 & 0.146815 \tabularnewline
35 & -0.130923 & -0.9071 & 0.184453 \tabularnewline
36 & 0.066656 & 0.4618 & 0.323153 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60884&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]0.596882[/C][C]4.1353[/C][C]7.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.640187[/C][C]-4.4353[/C][C]2.7e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.264535[/C][C]-1.8328[/C][C]0.036523[/C][/ROW]
[ROW][C]4[/C][C]0.084209[/C][C]0.5834[/C][C]0.281172[/C][/ROW]
[ROW][C]5[/C][C]-0.052465[/C][C]-0.3635[/C][C]0.358918[/C][/ROW]
[ROW][C]6[/C][C]-0.000928[/C][C]-0.0064[/C][C]0.497448[/C][/ROW]
[ROW][C]7[/C][C]-0.063475[/C][C]-0.4398[/C][C]0.33104[/C][/ROW]
[ROW][C]8[/C][C]0.160784[/C][C]1.1139[/C][C]0.135425[/C][/ROW]
[ROW][C]9[/C][C]0.021507[/C][C]0.149[/C][C]0.441086[/C][/ROW]
[ROW][C]10[/C][C]-0.015689[/C][C]-0.1087[/C][C]0.456948[/C][/ROW]
[ROW][C]11[/C][C]-0.020632[/C][C]-0.1429[/C][C]0.443468[/C][/ROW]
[ROW][C]12[/C][C]-0.125813[/C][C]-0.8717[/C][C]0.193867[/C][/ROW]
[ROW][C]13[/C][C]0.038404[/C][C]0.2661[/C][C]0.395663[/C][/ROW]
[ROW][C]14[/C][C]0.004357[/C][C]0.0302[/C][C]0.488022[/C][/ROW]
[ROW][C]15[/C][C]-0.250879[/C][C]-1.7381[/C][C]0.044299[/C][/ROW]
[ROW][C]16[/C][C]0.036979[/C][C]0.2562[/C][C]0.399447[/C][/ROW]
[ROW][C]17[/C][C]0.067078[/C][C]0.4647[/C][C]0.322113[/C][/ROW]
[ROW][C]18[/C][C]-0.177632[/C][C]-1.2307[/C][C]0.112221[/C][/ROW]
[ROW][C]19[/C][C]-0.067492[/C][C]-0.4676[/C][C]0.321093[/C][/ROW]
[ROW][C]20[/C][C]0.03251[/C][C]0.2252[/C][C]0.411376[/C][/ROW]
[ROW][C]21[/C][C]0.059044[/C][C]0.4091[/C][C]0.342154[/C][/ROW]
[ROW][C]22[/C][C]-0.116133[/C][C]-0.8046[/C][C]0.212512[/C][/ROW]
[ROW][C]23[/C][C]0.082123[/C][C]0.569[/C][C]0.286018[/C][/ROW]
[ROW][C]24[/C][C]0.128384[/C][C]0.8895[/C][C]0.189092[/C][/ROW]
[ROW][C]25[/C][C]-0.070066[/C][C]-0.4854[/C][C]0.314789[/C][/ROW]
[ROW][C]26[/C][C]0.040625[/C][C]0.2815[/C][C]0.389785[/C][/ROW]
[ROW][C]27[/C][C]-0.154471[/C][C]-1.0702[/C][C]0.14494[/C][/ROW]
[ROW][C]28[/C][C]-0.076029[/C][C]-0.5267[/C][C]0.300398[/C][/ROW]
[ROW][C]29[/C][C]-0.000679[/C][C]-0.0047[/C][C]0.498134[/C][/ROW]
[ROW][C]30[/C][C]-0.058266[/C][C]-0.4037[/C][C]0.34412[/C][/ROW]
[ROW][C]31[/C][C]-0.005852[/C][C]-0.0405[/C][C]0.483915[/C][/ROW]
[ROW][C]32[/C][C]0.043475[/C][C]0.3012[/C][C]0.382281[/C][/ROW]
[ROW][C]33[/C][C]0.002642[/C][C]0.0183[/C][C]0.492736[/C][/ROW]
[ROW][C]34[/C][C]-0.153261[/C][C]-1.0618[/C][C]0.146815[/C][/ROW]
[ROW][C]35[/C][C]-0.130923[/C][C]-0.9071[/C][C]0.184453[/C][/ROW]
[ROW][C]36[/C][C]0.066656[/C][C]0.4618[/C][C]0.323153[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60884&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60884&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	0.596882	4.1353	7.1e-05
2	-0.640187	-4.4353	2.7e-05
3	-0.264535	-1.8328	0.036523
4	0.084209	0.5834	0.281172
5	-0.052465	-0.3635	0.358918
6	-0.000928	-0.0064	0.497448
7	-0.063475	-0.4398	0.33104
8	0.160784	1.1139	0.135425
9	0.021507	0.149	0.441086
10	-0.015689	-0.1087	0.456948
11	-0.020632	-0.1429	0.443468
12	-0.125813	-0.8717	0.193867
13	0.038404	0.2661	0.395663
14	0.004357	0.0302	0.488022
15	-0.250879	-1.7381	0.044299
16	0.036979	0.2562	0.399447
17	0.067078	0.4647	0.322113
18	-0.177632	-1.2307	0.112221
19	-0.067492	-0.4676	0.321093
20	0.03251	0.2252	0.411376
21	0.059044	0.4091	0.342154
22	-0.116133	-0.8046	0.212512
23	0.082123	0.569	0.286018
24	0.128384	0.8895	0.189092
25	-0.070066	-0.4854	0.314789
26	0.040625	0.2815	0.389785
27	-0.154471	-1.0702	0.14494
28	-0.076029	-0.5267	0.300398
29	-0.000679	-0.0047	0.498134
30	-0.058266	-0.4037	0.34412
31	-0.005852	-0.0405	0.483915
32	0.043475	0.3012	0.382281
33	0.002642	0.0183	0.492736
34	-0.153261	-1.0618	0.146815
35	-0.130923	-0.9071	0.184453
36	0.066656	0.4618	0.323153

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