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 08:12:39 -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/t1259334819vb6ok32x4fdupw2.htm/, Retrieved Mon, 29 Apr 2024 07:16:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60888, Retrieved Mon, 29 Apr 2024 07:16:23 +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

118

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]
-   PD          [(Partial) Autocorrelation Function] [WS8: acf 2] [2009-11-27 15:12:39] [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	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=60888&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=60888&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60888&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	0.846574	5.926	0
2	0.542327	3.7963	0.000203
3	0.258962	1.8127	0.038001
4	0.114024	0.7982	0.214312
5	0.103872	0.7271	0.235312
6	0.154343	1.0804	0.142626
7	0.181837	1.2729	0.104537
8	0.1549	1.0843	0.141769
9	0.076453	0.5352	0.297475
10	-0.027803	-0.1946	0.423246
11	-0.124573	-0.872	0.193728
12	-0.186045	-1.3023	0.099449
13	-0.194053	-1.3584	0.090283
14	-0.164606	-1.1522	0.127406
15	-0.131361	-0.9195	0.181162
16	-0.108224	-0.7576	0.226169
17	-0.085597	-0.5992	0.275907
18	-0.082545	-0.5778	0.283018
19	-0.087293	-0.6111	0.271995
20	-0.087324	-0.6113	0.271924
21	-0.072606	-0.5082	0.306782
22	-0.056377	-0.3946	0.347411
23	-0.037017	-0.2591	0.398314
24	-0.035973	-0.2518	0.401121
25	-0.069614	-0.4873	0.314111
26	-0.129936	-0.9095	0.183756
27	-0.196288	-1.374	0.087845
28	-0.227084	-1.5896	0.05918
29	-0.201693	-1.4119	0.082156
30	-0.133355	-0.9335	0.177574
31	-0.056059	-0.3924	0.348227
32	-0.028661	-0.2006	0.42091
33	-0.074404	-0.5208	0.302417
34	-0.164326	-1.1503	0.127805
35	-0.237137	-1.66	0.051655
36	-0.241042	-1.6873	0.048952

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846574 & 5.926 & 0 \tabularnewline
2 & 0.542327 & 3.7963 & 0.000203 \tabularnewline
3 & 0.258962 & 1.8127 & 0.038001 \tabularnewline
4 & 0.114024 & 0.7982 & 0.214312 \tabularnewline
5 & 0.103872 & 0.7271 & 0.235312 \tabularnewline
6 & 0.154343 & 1.0804 & 0.142626 \tabularnewline
7 & 0.181837 & 1.2729 & 0.104537 \tabularnewline
8 & 0.1549 & 1.0843 & 0.141769 \tabularnewline
9 & 0.076453 & 0.5352 & 0.297475 \tabularnewline
10 & -0.027803 & -0.1946 & 0.423246 \tabularnewline
11 & -0.124573 & -0.872 & 0.193728 \tabularnewline
12 & -0.186045 & -1.3023 & 0.099449 \tabularnewline
13 & -0.194053 & -1.3584 & 0.090283 \tabularnewline
14 & -0.164606 & -1.1522 & 0.127406 \tabularnewline
15 & -0.131361 & -0.9195 & 0.181162 \tabularnewline
16 & -0.108224 & -0.7576 & 0.226169 \tabularnewline
17 & -0.085597 & -0.5992 & 0.275907 \tabularnewline
18 & -0.082545 & -0.5778 & 0.283018 \tabularnewline
19 & -0.087293 & -0.6111 & 0.271995 \tabularnewline
20 & -0.087324 & -0.6113 & 0.271924 \tabularnewline
21 & -0.072606 & -0.5082 & 0.306782 \tabularnewline
22 & -0.056377 & -0.3946 & 0.347411 \tabularnewline
23 & -0.037017 & -0.2591 & 0.398314 \tabularnewline
24 & -0.035973 & -0.2518 & 0.401121 \tabularnewline
25 & -0.069614 & -0.4873 & 0.314111 \tabularnewline
26 & -0.129936 & -0.9095 & 0.183756 \tabularnewline
27 & -0.196288 & -1.374 & 0.087845 \tabularnewline
28 & -0.227084 & -1.5896 & 0.05918 \tabularnewline
29 & -0.201693 & -1.4119 & 0.082156 \tabularnewline
30 & -0.133355 & -0.9335 & 0.177574 \tabularnewline
31 & -0.056059 & -0.3924 & 0.348227 \tabularnewline
32 & -0.028661 & -0.2006 & 0.42091 \tabularnewline
33 & -0.074404 & -0.5208 & 0.302417 \tabularnewline
34 & -0.164326 & -1.1503 & 0.127805 \tabularnewline
35 & -0.237137 & -1.66 & 0.051655 \tabularnewline
36 & -0.241042 & -1.6873 & 0.048952 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60888&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]0.846574[/C][C]5.926[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.542327[/C][C]3.7963[/C][C]0.000203[/C][/ROW]
[ROW][C]3[/C][C]0.258962[/C][C]1.8127[/C][C]0.038001[/C][/ROW]
[ROW][C]4[/C][C]0.114024[/C][C]0.7982[/C][C]0.214312[/C][/ROW]
[ROW][C]5[/C][C]0.103872[/C][C]0.7271[/C][C]0.235312[/C][/ROW]
[ROW][C]6[/C][C]0.154343[/C][C]1.0804[/C][C]0.142626[/C][/ROW]
[ROW][C]7[/C][C]0.181837[/C][C]1.2729[/C][C]0.104537[/C][/ROW]
[ROW][C]8[/C][C]0.1549[/C][C]1.0843[/C][C]0.141769[/C][/ROW]
[ROW][C]9[/C][C]0.076453[/C][C]0.5352[/C][C]0.297475[/C][/ROW]
[ROW][C]10[/C][C]-0.027803[/C][C]-0.1946[/C][C]0.423246[/C][/ROW]
[ROW][C]11[/C][C]-0.124573[/C][C]-0.872[/C][C]0.193728[/C][/ROW]
[ROW][C]12[/C][C]-0.186045[/C][C]-1.3023[/C][C]0.099449[/C][/ROW]
[ROW][C]13[/C][C]-0.194053[/C][C]-1.3584[/C][C]0.090283[/C][/ROW]
[ROW][C]14[/C][C]-0.164606[/C][C]-1.1522[/C][C]0.127406[/C][/ROW]
[ROW][C]15[/C][C]-0.131361[/C][C]-0.9195[/C][C]0.181162[/C][/ROW]
[ROW][C]16[/C][C]-0.108224[/C][C]-0.7576[/C][C]0.226169[/C][/ROW]
[ROW][C]17[/C][C]-0.085597[/C][C]-0.5992[/C][C]0.275907[/C][/ROW]
[ROW][C]18[/C][C]-0.082545[/C][C]-0.5778[/C][C]0.283018[/C][/ROW]
[ROW][C]19[/C][C]-0.087293[/C][C]-0.6111[/C][C]0.271995[/C][/ROW]
[ROW][C]20[/C][C]-0.087324[/C][C]-0.6113[/C][C]0.271924[/C][/ROW]
[ROW][C]21[/C][C]-0.072606[/C][C]-0.5082[/C][C]0.306782[/C][/ROW]
[ROW][C]22[/C][C]-0.056377[/C][C]-0.3946[/C][C]0.347411[/C][/ROW]
[ROW][C]23[/C][C]-0.037017[/C][C]-0.2591[/C][C]0.398314[/C][/ROW]
[ROW][C]24[/C][C]-0.035973[/C][C]-0.2518[/C][C]0.401121[/C][/ROW]
[ROW][C]25[/C][C]-0.069614[/C][C]-0.4873[/C][C]0.314111[/C][/ROW]
[ROW][C]26[/C][C]-0.129936[/C][C]-0.9095[/C][C]0.183756[/C][/ROW]
[ROW][C]27[/C][C]-0.196288[/C][C]-1.374[/C][C]0.087845[/C][/ROW]
[ROW][C]28[/C][C]-0.227084[/C][C]-1.5896[/C][C]0.05918[/C][/ROW]
[ROW][C]29[/C][C]-0.201693[/C][C]-1.4119[/C][C]0.082156[/C][/ROW]
[ROW][C]30[/C][C]-0.133355[/C][C]-0.9335[/C][C]0.177574[/C][/ROW]
[ROW][C]31[/C][C]-0.056059[/C][C]-0.3924[/C][C]0.348227[/C][/ROW]
[ROW][C]32[/C][C]-0.028661[/C][C]-0.2006[/C][C]0.42091[/C][/ROW]
[ROW][C]33[/C][C]-0.074404[/C][C]-0.5208[/C][C]0.302417[/C][/ROW]
[ROW][C]34[/C][C]-0.164326[/C][C]-1.1503[/C][C]0.127805[/C][/ROW]
[ROW][C]35[/C][C]-0.237137[/C][C]-1.66[/C][C]0.051655[/C][/ROW]
[ROW][C]36[/C][C]-0.241042[/C][C]-1.6873[/C][C]0.048952[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60888&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60888&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	0.846574	5.926	0
2	0.542327	3.7963	0.000203
3	0.258962	1.8127	0.038001
4	0.114024	0.7982	0.214312
5	0.103872	0.7271	0.235312
6	0.154343	1.0804	0.142626
7	0.181837	1.2729	0.104537
8	0.1549	1.0843	0.141769
9	0.076453	0.5352	0.297475
10	-0.027803	-0.1946	0.423246
11	-0.124573	-0.872	0.193728
12	-0.186045	-1.3023	0.099449
13	-0.194053	-1.3584	0.090283
14	-0.164606	-1.1522	0.127406
15	-0.131361	-0.9195	0.181162
16	-0.108224	-0.7576	0.226169
17	-0.085597	-0.5992	0.275907
18	-0.082545	-0.5778	0.283018
19	-0.087293	-0.6111	0.271995
20	-0.087324	-0.6113	0.271924
21	-0.072606	-0.5082	0.306782
22	-0.056377	-0.3946	0.347411
23	-0.037017	-0.2591	0.398314
24	-0.035973	-0.2518	0.401121
25	-0.069614	-0.4873	0.314111
26	-0.129936	-0.9095	0.183756
27	-0.196288	-1.374	0.087845
28	-0.227084	-1.5896	0.05918
29	-0.201693	-1.4119	0.082156
30	-0.133355	-0.9335	0.177574
31	-0.056059	-0.3924	0.348227
32	-0.028661	-0.2006	0.42091
33	-0.074404	-0.5208	0.302417
34	-0.164326	-1.1503	0.127805
35	-0.237137	-1.66	0.051655
36	-0.241042	-1.6873	0.048952

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.846574	5.926	0
2	-0.615438	-4.3081	3.9e-05
3	0.217585	1.5231	0.067082
4	0.215533	1.5087	0.068895
5	-0.0092	-0.0644	0.474457
6	-0.014819	-0.1037	0.458901
7	-0.040536	-0.2838	0.388898
8	0.009271	0.0649	0.47426
9	-0.094043	-0.6583	0.256713
10	-0.097733	-0.6841	0.248557
11	-0.046931	-0.3285	0.37196
12	-0.026719	-0.187	0.426203
13	0.02828	0.198	0.421947
14	-0.055518	-0.3886	0.349619
15	-0.044208	-0.3095	0.379144
16	0.067415	0.4719	0.319545
17	0.077283	0.541	0.295485
18	-0.168855	-1.182	0.121458
19	0.078404	0.5488	0.292807
20	0.039852	0.279	0.390722
21	-0.019463	-0.1362	0.446096
22	-0.095581	-0.6691	0.253296
23	0.064186	0.4493	0.327597
24	-0.100078	-0.7005	0.243451
25	-0.143284	-1.003	0.160397
26	-0.039117	-0.2738	0.392688
27	-0.088609	-0.6203	0.26898
28	0.061244	0.4287	0.335008
29	0.029229	0.2046	0.419365
30	-0.017825	-0.1248	0.450607
31	0.029008	0.2031	0.419966
32	-0.121205	-0.8484	0.200161
33	-0.063256	-0.4428	0.329932
34	-0.086892	-0.6082	0.272918
35	0.034549	0.2418	0.404956
36	0.034007	0.238	0.406418

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.846574 & 5.926 & 0 \tabularnewline
2 & -0.615438 & -4.3081 & 3.9e-05 \tabularnewline
3 & 0.217585 & 1.5231 & 0.067082 \tabularnewline
4 & 0.215533 & 1.5087 & 0.068895 \tabularnewline
5 & -0.0092 & -0.0644 & 0.474457 \tabularnewline
6 & -0.014819 & -0.1037 & 0.458901 \tabularnewline
7 & -0.040536 & -0.2838 & 0.388898 \tabularnewline
8 & 0.009271 & 0.0649 & 0.47426 \tabularnewline
9 & -0.094043 & -0.6583 & 0.256713 \tabularnewline
10 & -0.097733 & -0.6841 & 0.248557 \tabularnewline
11 & -0.046931 & -0.3285 & 0.37196 \tabularnewline
12 & -0.026719 & -0.187 & 0.426203 \tabularnewline
13 & 0.02828 & 0.198 & 0.421947 \tabularnewline
14 & -0.055518 & -0.3886 & 0.349619 \tabularnewline
15 & -0.044208 & -0.3095 & 0.379144 \tabularnewline
16 & 0.067415 & 0.4719 & 0.319545 \tabularnewline
17 & 0.077283 & 0.541 & 0.295485 \tabularnewline
18 & -0.168855 & -1.182 & 0.121458 \tabularnewline
19 & 0.078404 & 0.5488 & 0.292807 \tabularnewline
20 & 0.039852 & 0.279 & 0.390722 \tabularnewline
21 & -0.019463 & -0.1362 & 0.446096 \tabularnewline
22 & -0.095581 & -0.6691 & 0.253296 \tabularnewline
23 & 0.064186 & 0.4493 & 0.327597 \tabularnewline
24 & -0.100078 & -0.7005 & 0.243451 \tabularnewline
25 & -0.143284 & -1.003 & 0.160397 \tabularnewline
26 & -0.039117 & -0.2738 & 0.392688 \tabularnewline
27 & -0.088609 & -0.6203 & 0.26898 \tabularnewline
28 & 0.061244 & 0.4287 & 0.335008 \tabularnewline
29 & 0.029229 & 0.2046 & 0.419365 \tabularnewline
30 & -0.017825 & -0.1248 & 0.450607 \tabularnewline
31 & 0.029008 & 0.2031 & 0.419966 \tabularnewline
32 & -0.121205 & -0.8484 & 0.200161 \tabularnewline
33 & -0.063256 & -0.4428 & 0.329932 \tabularnewline
34 & -0.086892 & -0.6082 & 0.272918 \tabularnewline
35 & 0.034549 & 0.2418 & 0.404956 \tabularnewline
36 & 0.034007 & 0.238 & 0.406418 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60888&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]0.846574[/C][C]5.926[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.615438[/C][C]-4.3081[/C][C]3.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.217585[/C][C]1.5231[/C][C]0.067082[/C][/ROW]
[ROW][C]4[/C][C]0.215533[/C][C]1.5087[/C][C]0.068895[/C][/ROW]
[ROW][C]5[/C][C]-0.0092[/C][C]-0.0644[/C][C]0.474457[/C][/ROW]
[ROW][C]6[/C][C]-0.014819[/C][C]-0.1037[/C][C]0.458901[/C][/ROW]
[ROW][C]7[/C][C]-0.040536[/C][C]-0.2838[/C][C]0.388898[/C][/ROW]
[ROW][C]8[/C][C]0.009271[/C][C]0.0649[/C][C]0.47426[/C][/ROW]
[ROW][C]9[/C][C]-0.094043[/C][C]-0.6583[/C][C]0.256713[/C][/ROW]
[ROW][C]10[/C][C]-0.097733[/C][C]-0.6841[/C][C]0.248557[/C][/ROW]
[ROW][C]11[/C][C]-0.046931[/C][C]-0.3285[/C][C]0.37196[/C][/ROW]
[ROW][C]12[/C][C]-0.026719[/C][C]-0.187[/C][C]0.426203[/C][/ROW]
[ROW][C]13[/C][C]0.02828[/C][C]0.198[/C][C]0.421947[/C][/ROW]
[ROW][C]14[/C][C]-0.055518[/C][C]-0.3886[/C][C]0.349619[/C][/ROW]
[ROW][C]15[/C][C]-0.044208[/C][C]-0.3095[/C][C]0.379144[/C][/ROW]
[ROW][C]16[/C][C]0.067415[/C][C]0.4719[/C][C]0.319545[/C][/ROW]
[ROW][C]17[/C][C]0.077283[/C][C]0.541[/C][C]0.295485[/C][/ROW]
[ROW][C]18[/C][C]-0.168855[/C][C]-1.182[/C][C]0.121458[/C][/ROW]
[ROW][C]19[/C][C]0.078404[/C][C]0.5488[/C][C]0.292807[/C][/ROW]
[ROW][C]20[/C][C]0.039852[/C][C]0.279[/C][C]0.390722[/C][/ROW]
[ROW][C]21[/C][C]-0.019463[/C][C]-0.1362[/C][C]0.446096[/C][/ROW]
[ROW][C]22[/C][C]-0.095581[/C][C]-0.6691[/C][C]0.253296[/C][/ROW]
[ROW][C]23[/C][C]0.064186[/C][C]0.4493[/C][C]0.327597[/C][/ROW]
[ROW][C]24[/C][C]-0.100078[/C][C]-0.7005[/C][C]0.243451[/C][/ROW]
[ROW][C]25[/C][C]-0.143284[/C][C]-1.003[/C][C]0.160397[/C][/ROW]
[ROW][C]26[/C][C]-0.039117[/C][C]-0.2738[/C][C]0.392688[/C][/ROW]
[ROW][C]27[/C][C]-0.088609[/C][C]-0.6203[/C][C]0.26898[/C][/ROW]
[ROW][C]28[/C][C]0.061244[/C][C]0.4287[/C][C]0.335008[/C][/ROW]
[ROW][C]29[/C][C]0.029229[/C][C]0.2046[/C][C]0.419365[/C][/ROW]
[ROW][C]30[/C][C]-0.017825[/C][C]-0.1248[/C][C]0.450607[/C][/ROW]
[ROW][C]31[/C][C]0.029008[/C][C]0.2031[/C][C]0.419966[/C][/ROW]
[ROW][C]32[/C][C]-0.121205[/C][C]-0.8484[/C][C]0.200161[/C][/ROW]
[ROW][C]33[/C][C]-0.063256[/C][C]-0.4428[/C][C]0.329932[/C][/ROW]
[ROW][C]34[/C][C]-0.086892[/C][C]-0.6082[/C][C]0.272918[/C][/ROW]
[ROW][C]35[/C][C]0.034549[/C][C]0.2418[/C][C]0.404956[/C][/ROW]
[ROW][C]36[/C][C]0.034007[/C][C]0.238[/C][C]0.406418[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60888&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60888&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	0.846574	5.926	0
2	-0.615438	-4.3081	3.9e-05
3	0.217585	1.5231	0.067082
4	0.215533	1.5087	0.068895
5	-0.0092	-0.0644	0.474457
6	-0.014819	-0.1037	0.458901
7	-0.040536	-0.2838	0.388898
8	0.009271	0.0649	0.47426
9	-0.094043	-0.6583	0.256713
10	-0.097733	-0.6841	0.248557
11	-0.046931	-0.3285	0.37196
12	-0.026719	-0.187	0.426203
13	0.02828	0.198	0.421947
14	-0.055518	-0.3886	0.349619
15	-0.044208	-0.3095	0.379144
16	0.067415	0.4719	0.319545
17	0.077283	0.541	0.295485
18	-0.168855	-1.182	0.121458
19	0.078404	0.5488	0.292807
20	0.039852	0.279	0.390722
21	-0.019463	-0.1362	0.446096
22	-0.095581	-0.6691	0.253296
23	0.064186	0.4493	0.327597
24	-0.100078	-0.7005	0.243451
25	-0.143284	-1.003	0.160397
26	-0.039117	-0.2738	0.392688
27	-0.088609	-0.6203	0.26898
28	0.061244	0.4287	0.335008
29	0.029229	0.2046	0.419365
30	-0.017825	-0.1248	0.450607
31	0.029008	0.2031	0.419966
32	-0.121205	-0.8484	0.200161
33	-0.063256	-0.4428	0.329932
34	-0.086892	-0.6082	0.272918
35	0.034549	0.2418	0.404956
36	0.034007	0.238	0.406418

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 = 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