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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 08:15:03 -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/t1259335093uazjuixz24mroo1.htm/, Retrieved Sun, 28 Apr 2024 22:04:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60895, Retrieved Sun, 28 Apr 2024 22:04:24 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

SDHW, DSHW

Estimated Impact

128

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]
-    D          [(Partial) Autocorrelation Function] [DSHW-WS8-ACF1.2] [2009-11-27 15:15:03] [36295456a56d4c7dcc9b9537ce63463b] [Current]

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Dataseries X:

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Histogram

Boxplots

7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1

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=60895&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=60895&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60895&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	0.885613	5.8745	0
2	0.671291	4.4528	2.9e-05
3	0.444947	2.9514	0.002528
4	0.303674	2.0143	0.025056
5	0.261011	1.7313	0.045198
6	0.25013	1.6592	0.052097
7	0.228197	1.5137	0.068628
8	0.165822	1.0999	0.13867
9	0.089874	0.5962	0.277062
10	0.024235	0.1608	0.43651
11	-0.016311	-0.1082	0.457166
12	-0.059992	-0.3979	0.346298
13	-0.096967	-0.6432	0.261713
14	-0.13446	-0.8919	0.188647
15	-0.161159	-1.069	0.145448
16	-0.170505	-1.131	0.132091
17	-0.165018	-1.0946	0.139823
18	-0.145247	-0.9635	0.17029
19	-0.130179	-0.8635	0.19627
20	-0.13151	-0.8723	0.193879
21	-0.170635	-1.1319	0.131911
22	-0.240087	-1.5926	0.059209
23	-0.323403	-2.1452	0.018747
24	-0.376391	-2.4967	0.008176
25	-0.379144	-2.515	0.007816
26	-0.343814	-2.2806	0.013735
27	-0.286719	-1.9019	0.031873
28	-0.247818	-1.6438	0.053669
29	-0.230148	-1.5266	0.067005
30	-0.227343	-1.508	0.069348
31	-0.217203	-1.4408	0.078366
32	-0.186284	-1.2357	0.11157
33	-0.122613	-0.8133	0.210207
34	-0.041944	-0.2782	0.391072
35	0.043136	0.2861	0.38806
36	0.110442	0.7326	0.233846

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885613 & 5.8745 & 0 \tabularnewline
2 & 0.671291 & 4.4528 & 2.9e-05 \tabularnewline
3 & 0.444947 & 2.9514 & 0.002528 \tabularnewline
4 & 0.303674 & 2.0143 & 0.025056 \tabularnewline
5 & 0.261011 & 1.7313 & 0.045198 \tabularnewline
6 & 0.25013 & 1.6592 & 0.052097 \tabularnewline
7 & 0.228197 & 1.5137 & 0.068628 \tabularnewline
8 & 0.165822 & 1.0999 & 0.13867 \tabularnewline
9 & 0.089874 & 0.5962 & 0.277062 \tabularnewline
10 & 0.024235 & 0.1608 & 0.43651 \tabularnewline
11 & -0.016311 & -0.1082 & 0.457166 \tabularnewline
12 & -0.059992 & -0.3979 & 0.346298 \tabularnewline
13 & -0.096967 & -0.6432 & 0.261713 \tabularnewline
14 & -0.13446 & -0.8919 & 0.188647 \tabularnewline
15 & -0.161159 & -1.069 & 0.145448 \tabularnewline
16 & -0.170505 & -1.131 & 0.132091 \tabularnewline
17 & -0.165018 & -1.0946 & 0.139823 \tabularnewline
18 & -0.145247 & -0.9635 & 0.17029 \tabularnewline
19 & -0.130179 & -0.8635 & 0.19627 \tabularnewline
20 & -0.13151 & -0.8723 & 0.193879 \tabularnewline
21 & -0.170635 & -1.1319 & 0.131911 \tabularnewline
22 & -0.240087 & -1.5926 & 0.059209 \tabularnewline
23 & -0.323403 & -2.1452 & 0.018747 \tabularnewline
24 & -0.376391 & -2.4967 & 0.008176 \tabularnewline
25 & -0.379144 & -2.515 & 0.007816 \tabularnewline
26 & -0.343814 & -2.2806 & 0.013735 \tabularnewline
27 & -0.286719 & -1.9019 & 0.031873 \tabularnewline
28 & -0.247818 & -1.6438 & 0.053669 \tabularnewline
29 & -0.230148 & -1.5266 & 0.067005 \tabularnewline
30 & -0.227343 & -1.508 & 0.069348 \tabularnewline
31 & -0.217203 & -1.4408 & 0.078366 \tabularnewline
32 & -0.186284 & -1.2357 & 0.11157 \tabularnewline
33 & -0.122613 & -0.8133 & 0.210207 \tabularnewline
34 & -0.041944 & -0.2782 & 0.391072 \tabularnewline
35 & 0.043136 & 0.2861 & 0.38806 \tabularnewline
36 & 0.110442 & 0.7326 & 0.233846 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60895&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]0.885613[/C][C]5.8745[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.671291[/C][C]4.4528[/C][C]2.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.444947[/C][C]2.9514[/C][C]0.002528[/C][/ROW]
[ROW][C]4[/C][C]0.303674[/C][C]2.0143[/C][C]0.025056[/C][/ROW]
[ROW][C]5[/C][C]0.261011[/C][C]1.7313[/C][C]0.045198[/C][/ROW]
[ROW][C]6[/C][C]0.25013[/C][C]1.6592[/C][C]0.052097[/C][/ROW]
[ROW][C]7[/C][C]0.228197[/C][C]1.5137[/C][C]0.068628[/C][/ROW]
[ROW][C]8[/C][C]0.165822[/C][C]1.0999[/C][C]0.13867[/C][/ROW]
[ROW][C]9[/C][C]0.089874[/C][C]0.5962[/C][C]0.277062[/C][/ROW]
[ROW][C]10[/C][C]0.024235[/C][C]0.1608[/C][C]0.43651[/C][/ROW]
[ROW][C]11[/C][C]-0.016311[/C][C]-0.1082[/C][C]0.457166[/C][/ROW]
[ROW][C]12[/C][C]-0.059992[/C][C]-0.3979[/C][C]0.346298[/C][/ROW]
[ROW][C]13[/C][C]-0.096967[/C][C]-0.6432[/C][C]0.261713[/C][/ROW]
[ROW][C]14[/C][C]-0.13446[/C][C]-0.8919[/C][C]0.188647[/C][/ROW]
[ROW][C]15[/C][C]-0.161159[/C][C]-1.069[/C][C]0.145448[/C][/ROW]
[ROW][C]16[/C][C]-0.170505[/C][C]-1.131[/C][C]0.132091[/C][/ROW]
[ROW][C]17[/C][C]-0.165018[/C][C]-1.0946[/C][C]0.139823[/C][/ROW]
[ROW][C]18[/C][C]-0.145247[/C][C]-0.9635[/C][C]0.17029[/C][/ROW]
[ROW][C]19[/C][C]-0.130179[/C][C]-0.8635[/C][C]0.19627[/C][/ROW]
[ROW][C]20[/C][C]-0.13151[/C][C]-0.8723[/C][C]0.193879[/C][/ROW]
[ROW][C]21[/C][C]-0.170635[/C][C]-1.1319[/C][C]0.131911[/C][/ROW]
[ROW][C]22[/C][C]-0.240087[/C][C]-1.5926[/C][C]0.059209[/C][/ROW]
[ROW][C]23[/C][C]-0.323403[/C][C]-2.1452[/C][C]0.018747[/C][/ROW]
[ROW][C]24[/C][C]-0.376391[/C][C]-2.4967[/C][C]0.008176[/C][/ROW]
[ROW][C]25[/C][C]-0.379144[/C][C]-2.515[/C][C]0.007816[/C][/ROW]
[ROW][C]26[/C][C]-0.343814[/C][C]-2.2806[/C][C]0.013735[/C][/ROW]
[ROW][C]27[/C][C]-0.286719[/C][C]-1.9019[/C][C]0.031873[/C][/ROW]
[ROW][C]28[/C][C]-0.247818[/C][C]-1.6438[/C][C]0.053669[/C][/ROW]
[ROW][C]29[/C][C]-0.230148[/C][C]-1.5266[/C][C]0.067005[/C][/ROW]
[ROW][C]30[/C][C]-0.227343[/C][C]-1.508[/C][C]0.069348[/C][/ROW]
[ROW][C]31[/C][C]-0.217203[/C][C]-1.4408[/C][C]0.078366[/C][/ROW]
[ROW][C]32[/C][C]-0.186284[/C][C]-1.2357[/C][C]0.11157[/C][/ROW]
[ROW][C]33[/C][C]-0.122613[/C][C]-0.8133[/C][C]0.210207[/C][/ROW]
[ROW][C]34[/C][C]-0.041944[/C][C]-0.2782[/C][C]0.391072[/C][/ROW]
[ROW][C]35[/C][C]0.043136[/C][C]0.2861[/C][C]0.38806[/C][/ROW]
[ROW][C]36[/C][C]0.110442[/C][C]0.7326[/C][C]0.233846[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60895&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60895&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	0.885613	5.8745	0
2	0.671291	4.4528	2.9e-05
3	0.444947	2.9514	0.002528
4	0.303674	2.0143	0.025056
5	0.261011	1.7313	0.045198
6	0.25013	1.6592	0.052097
7	0.228197	1.5137	0.068628
8	0.165822	1.0999	0.13867
9	0.089874	0.5962	0.277062
10	0.024235	0.1608	0.43651
11	-0.016311	-0.1082	0.457166
12	-0.059992	-0.3979	0.346298
13	-0.096967	-0.6432	0.261713
14	-0.13446	-0.8919	0.188647
15	-0.161159	-1.069	0.145448
16	-0.170505	-1.131	0.132091
17	-0.165018	-1.0946	0.139823
18	-0.145247	-0.9635	0.17029
19	-0.130179	-0.8635	0.19627
20	-0.13151	-0.8723	0.193879
21	-0.170635	-1.1319	0.131911
22	-0.240087	-1.5926	0.059209
23	-0.323403	-2.1452	0.018747
24	-0.376391	-2.4967	0.008176
25	-0.379144	-2.515	0.007816
26	-0.343814	-2.2806	0.013735
27	-0.286719	-1.9019	0.031873
28	-0.247818	-1.6438	0.053669
29	-0.230148	-1.5266	0.067005
30	-0.227343	-1.508	0.069348
31	-0.217203	-1.4408	0.078366
32	-0.186284	-1.2357	0.11157
33	-0.122613	-0.8133	0.210207
34	-0.041944	-0.2782	0.391072
35	0.043136	0.2861	0.38806
36	0.110442	0.7326	0.233846

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.885613	5.8745	0
2	-0.523993	-3.4758	0.000579
3	0.01906	0.1264	0.449983
4	0.325037	2.1561	0.018294
5	0.079424	0.5268	0.300475
6	-0.253585	-1.6821	0.049818
7	0.008139	0.054	0.478595
8	0.009058	0.0601	0.476181
9	0.022817	0.1513	0.440196
10	-0.071109	-0.4717	0.319741
11	-0.030855	-0.2047	0.419388
12	-0.195732	-1.2983	0.100467
13	0.13703	0.909	0.184162
14	-0.025004	-0.1659	0.434514
15	-0.08009	-0.5313	0.298956
16	-0.032782	-0.2175	0.41443
17	0.089877	0.5962	0.277056
18	0.002496	0.0166	0.493432
19	-0.06127	-0.4064	0.343202
20	-0.105307	-0.6985	0.244262
21	-0.168682	-1.1189	0.134625
22	-0.08266	-0.5483	0.293128
23	-0.040759	-0.2704	0.394072
24	0.005977	0.0396	0.484277
25	-0.033834	-0.2244	0.41173
26	-0.075652	-0.5018	0.309148
27	0.077577	0.5146	0.304709
28	-0.047284	-0.3136	0.377635
29	-0.035582	-0.236	0.407255
30	-0.008452	-0.0561	0.477771
31	0.018701	0.1241	0.45092
32	0.01083	0.0718	0.471528
33	0.157726	1.0462	0.150583
34	0.000795	0.0053	0.497908
35	-0.002819	-0.0187	0.492582
36	-0.006291	-0.0417	0.483453

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.885613 & 5.8745 & 0 \tabularnewline
2 & -0.523993 & -3.4758 & 0.000579 \tabularnewline
3 & 0.01906 & 0.1264 & 0.449983 \tabularnewline
4 & 0.325037 & 2.1561 & 0.018294 \tabularnewline
5 & 0.079424 & 0.5268 & 0.300475 \tabularnewline
6 & -0.253585 & -1.6821 & 0.049818 \tabularnewline
7 & 0.008139 & 0.054 & 0.478595 \tabularnewline
8 & 0.009058 & 0.0601 & 0.476181 \tabularnewline
9 & 0.022817 & 0.1513 & 0.440196 \tabularnewline
10 & -0.071109 & -0.4717 & 0.319741 \tabularnewline
11 & -0.030855 & -0.2047 & 0.419388 \tabularnewline
12 & -0.195732 & -1.2983 & 0.100467 \tabularnewline
13 & 0.13703 & 0.909 & 0.184162 \tabularnewline
14 & -0.025004 & -0.1659 & 0.434514 \tabularnewline
15 & -0.08009 & -0.5313 & 0.298956 \tabularnewline
16 & -0.032782 & -0.2175 & 0.41443 \tabularnewline
17 & 0.089877 & 0.5962 & 0.277056 \tabularnewline
18 & 0.002496 & 0.0166 & 0.493432 \tabularnewline
19 & -0.06127 & -0.4064 & 0.343202 \tabularnewline
20 & -0.105307 & -0.6985 & 0.244262 \tabularnewline
21 & -0.168682 & -1.1189 & 0.134625 \tabularnewline
22 & -0.08266 & -0.5483 & 0.293128 \tabularnewline
23 & -0.040759 & -0.2704 & 0.394072 \tabularnewline
24 & 0.005977 & 0.0396 & 0.484277 \tabularnewline
25 & -0.033834 & -0.2244 & 0.41173 \tabularnewline
26 & -0.075652 & -0.5018 & 0.309148 \tabularnewline
27 & 0.077577 & 0.5146 & 0.304709 \tabularnewline
28 & -0.047284 & -0.3136 & 0.377635 \tabularnewline
29 & -0.035582 & -0.236 & 0.407255 \tabularnewline
30 & -0.008452 & -0.0561 & 0.477771 \tabularnewline
31 & 0.018701 & 0.1241 & 0.45092 \tabularnewline
32 & 0.01083 & 0.0718 & 0.471528 \tabularnewline
33 & 0.157726 & 1.0462 & 0.150583 \tabularnewline
34 & 0.000795 & 0.0053 & 0.497908 \tabularnewline
35 & -0.002819 & -0.0187 & 0.492582 \tabularnewline
36 & -0.006291 & -0.0417 & 0.483453 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60895&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]0.885613[/C][C]5.8745[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.523993[/C][C]-3.4758[/C][C]0.000579[/C][/ROW]
[ROW][C]3[/C][C]0.01906[/C][C]0.1264[/C][C]0.449983[/C][/ROW]
[ROW][C]4[/C][C]0.325037[/C][C]2.1561[/C][C]0.018294[/C][/ROW]
[ROW][C]5[/C][C]0.079424[/C][C]0.5268[/C][C]0.300475[/C][/ROW]
[ROW][C]6[/C][C]-0.253585[/C][C]-1.6821[/C][C]0.049818[/C][/ROW]
[ROW][C]7[/C][C]0.008139[/C][C]0.054[/C][C]0.478595[/C][/ROW]
[ROW][C]8[/C][C]0.009058[/C][C]0.0601[/C][C]0.476181[/C][/ROW]
[ROW][C]9[/C][C]0.022817[/C][C]0.1513[/C][C]0.440196[/C][/ROW]
[ROW][C]10[/C][C]-0.071109[/C][C]-0.4717[/C][C]0.319741[/C][/ROW]
[ROW][C]11[/C][C]-0.030855[/C][C]-0.2047[/C][C]0.419388[/C][/ROW]
[ROW][C]12[/C][C]-0.195732[/C][C]-1.2983[/C][C]0.100467[/C][/ROW]
[ROW][C]13[/C][C]0.13703[/C][C]0.909[/C][C]0.184162[/C][/ROW]
[ROW][C]14[/C][C]-0.025004[/C][C]-0.1659[/C][C]0.434514[/C][/ROW]
[ROW][C]15[/C][C]-0.08009[/C][C]-0.5313[/C][C]0.298956[/C][/ROW]
[ROW][C]16[/C][C]-0.032782[/C][C]-0.2175[/C][C]0.41443[/C][/ROW]
[ROW][C]17[/C][C]0.089877[/C][C]0.5962[/C][C]0.277056[/C][/ROW]
[ROW][C]18[/C][C]0.002496[/C][C]0.0166[/C][C]0.493432[/C][/ROW]
[ROW][C]19[/C][C]-0.06127[/C][C]-0.4064[/C][C]0.343202[/C][/ROW]
[ROW][C]20[/C][C]-0.105307[/C][C]-0.6985[/C][C]0.244262[/C][/ROW]
[ROW][C]21[/C][C]-0.168682[/C][C]-1.1189[/C][C]0.134625[/C][/ROW]
[ROW][C]22[/C][C]-0.08266[/C][C]-0.5483[/C][C]0.293128[/C][/ROW]
[ROW][C]23[/C][C]-0.040759[/C][C]-0.2704[/C][C]0.394072[/C][/ROW]
[ROW][C]24[/C][C]0.005977[/C][C]0.0396[/C][C]0.484277[/C][/ROW]
[ROW][C]25[/C][C]-0.033834[/C][C]-0.2244[/C][C]0.41173[/C][/ROW]
[ROW][C]26[/C][C]-0.075652[/C][C]-0.5018[/C][C]0.309148[/C][/ROW]
[ROW][C]27[/C][C]0.077577[/C][C]0.5146[/C][C]0.304709[/C][/ROW]
[ROW][C]28[/C][C]-0.047284[/C][C]-0.3136[/C][C]0.377635[/C][/ROW]
[ROW][C]29[/C][C]-0.035582[/C][C]-0.236[/C][C]0.407255[/C][/ROW]
[ROW][C]30[/C][C]-0.008452[/C][C]-0.0561[/C][C]0.477771[/C][/ROW]
[ROW][C]31[/C][C]0.018701[/C][C]0.1241[/C][C]0.45092[/C][/ROW]
[ROW][C]32[/C][C]0.01083[/C][C]0.0718[/C][C]0.471528[/C][/ROW]
[ROW][C]33[/C][C]0.157726[/C][C]1.0462[/C][C]0.150583[/C][/ROW]
[ROW][C]34[/C][C]0.000795[/C][C]0.0053[/C][C]0.497908[/C][/ROW]
[ROW][C]35[/C][C]-0.002819[/C][C]-0.0187[/C][C]0.492582[/C][/ROW]
[ROW][C]36[/C][C]-0.006291[/C][C]-0.0417[/C][C]0.483453[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60895&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60895&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	0.885613	5.8745	0
2	-0.523993	-3.4758	0.000579
3	0.01906	0.1264	0.449983
4	0.325037	2.1561	0.018294
5	0.079424	0.5268	0.300475
6	-0.253585	-1.6821	0.049818
7	0.008139	0.054	0.478595
8	0.009058	0.0601	0.476181
9	0.022817	0.1513	0.440196
10	-0.071109	-0.4717	0.319741
11	-0.030855	-0.2047	0.419388
12	-0.195732	-1.2983	0.100467
13	0.13703	0.909	0.184162
14	-0.025004	-0.1659	0.434514
15	-0.08009	-0.5313	0.298956
16	-0.032782	-0.2175	0.41443
17	0.089877	0.5962	0.277056
18	0.002496	0.0166	0.493432
19	-0.06127	-0.4064	0.343202
20	-0.105307	-0.6985	0.244262
21	-0.168682	-1.1189	0.134625
22	-0.08266	-0.5483	0.293128
23	-0.040759	-0.2704	0.394072
24	0.005977	0.0396	0.484277
25	-0.033834	-0.2244	0.41173
26	-0.075652	-0.5018	0.309148
27	0.077577	0.5146	0.304709
28	-0.047284	-0.3136	0.377635
29	-0.035582	-0.236	0.407255
30	-0.008452	-0.0561	0.477771
31	0.018701	0.1241	0.45092
32	0.01083	0.0718	0.471528
33	0.157726	1.0462	0.150583
34	0.000795	0.0053	0.497908
35	-0.002819	-0.0187	0.492582
36	-0.006291	-0.0417	0.483453

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 = 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