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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 08:33:53 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259336086rv604qs4ie5tgs6.htm/, Retrieved Mon, 29 Apr 2024 01:09:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60906, Retrieved Mon, 29 Apr 2024 01:09:35 +0000

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User-defined keywords

Estimated Impact

108

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]
-   PD          [(Partial) Autocorrelation Function] [ws8: acf extra] [2009-11-27 15:33:53] [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	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=60906&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=60906&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60906&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	0.447065	3.4629	0.000496
2	-0.232195	-1.7986	0.038558
3	-0.602357	-4.6658	9e-06
4	-0.436713	-3.3828	0.000634
5	0.04054	0.314	0.377297
6	0.326571	2.5296	0.007032
7	0.220795	1.7103	0.046191
8	-0.055697	-0.4314	0.333853
9	-0.213856	-1.6565	0.051418
10	-0.150241	-1.1638	0.124565
11	0.086969	0.6737	0.251558
12	0.343131	2.6579	0.005032
13	0.081391	0.6305	0.265397
14	-0.143356	-1.1104	0.135621
15	-0.232417	-1.8003	0.038421
16	-0.118746	-0.9198	0.180679
17	0.094121	0.7291	0.234402
18	0.154266	1.1949	0.118407
19	0.037209	0.2882	0.387085
20	-0.147394	-1.1417	0.129056
21	-0.189459	-1.4675	0.073725
22	-0.074555	-0.5775	0.28288
23	0.132785	1.0286	0.15391
24	0.301763	2.3374	0.011385
25	0.101495	0.7862	0.217429
26	-0.125627	-0.9731	0.167204
27	-0.201489	-1.5607	0.061924
28	-0.117047	-0.9066	0.184111
29	0.061384	0.4755	0.318086
30	0.133495	1.034	0.152632
31	0.074759	0.5791	0.28235
32	-0.05577	-0.432	0.333649
33	-0.102174	-0.7914	0.215904
34	-0.071852	-0.5566	0.289949
35	0.030538	0.2365	0.406906
36	0.12964	1.0042	0.15966

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.447065 & 3.4629 & 0.000496 \tabularnewline
2 & -0.232195 & -1.7986 & 0.038558 \tabularnewline
3 & -0.602357 & -4.6658 & 9e-06 \tabularnewline
4 & -0.436713 & -3.3828 & 0.000634 \tabularnewline
5 & 0.04054 & 0.314 & 0.377297 \tabularnewline
6 & 0.326571 & 2.5296 & 0.007032 \tabularnewline
7 & 0.220795 & 1.7103 & 0.046191 \tabularnewline
8 & -0.055697 & -0.4314 & 0.333853 \tabularnewline
9 & -0.213856 & -1.6565 & 0.051418 \tabularnewline
10 & -0.150241 & -1.1638 & 0.124565 \tabularnewline
11 & 0.086969 & 0.6737 & 0.251558 \tabularnewline
12 & 0.343131 & 2.6579 & 0.005032 \tabularnewline
13 & 0.081391 & 0.6305 & 0.265397 \tabularnewline
14 & -0.143356 & -1.1104 & 0.135621 \tabularnewline
15 & -0.232417 & -1.8003 & 0.038421 \tabularnewline
16 & -0.118746 & -0.9198 & 0.180679 \tabularnewline
17 & 0.094121 & 0.7291 & 0.234402 \tabularnewline
18 & 0.154266 & 1.1949 & 0.118407 \tabularnewline
19 & 0.037209 & 0.2882 & 0.387085 \tabularnewline
20 & -0.147394 & -1.1417 & 0.129056 \tabularnewline
21 & -0.189459 & -1.4675 & 0.073725 \tabularnewline
22 & -0.074555 & -0.5775 & 0.28288 \tabularnewline
23 & 0.132785 & 1.0286 & 0.15391 \tabularnewline
24 & 0.301763 & 2.3374 & 0.011385 \tabularnewline
25 & 0.101495 & 0.7862 & 0.217429 \tabularnewline
26 & -0.125627 & -0.9731 & 0.167204 \tabularnewline
27 & -0.201489 & -1.5607 & 0.061924 \tabularnewline
28 & -0.117047 & -0.9066 & 0.184111 \tabularnewline
29 & 0.061384 & 0.4755 & 0.318086 \tabularnewline
30 & 0.133495 & 1.034 & 0.152632 \tabularnewline
31 & 0.074759 & 0.5791 & 0.28235 \tabularnewline
32 & -0.05577 & -0.432 & 0.333649 \tabularnewline
33 & -0.102174 & -0.7914 & 0.215904 \tabularnewline
34 & -0.071852 & -0.5566 & 0.289949 \tabularnewline
35 & 0.030538 & 0.2365 & 0.406906 \tabularnewline
36 & 0.12964 & 1.0042 & 0.15966 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60906&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]0.447065[/C][C]3.4629[/C][C]0.000496[/C][/ROW]
[ROW][C]2[/C][C]-0.232195[/C][C]-1.7986[/C][C]0.038558[/C][/ROW]
[ROW][C]3[/C][C]-0.602357[/C][C]-4.6658[/C][C]9e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.436713[/C][C]-3.3828[/C][C]0.000634[/C][/ROW]
[ROW][C]5[/C][C]0.04054[/C][C]0.314[/C][C]0.377297[/C][/ROW]
[ROW][C]6[/C][C]0.326571[/C][C]2.5296[/C][C]0.007032[/C][/ROW]
[ROW][C]7[/C][C]0.220795[/C][C]1.7103[/C][C]0.046191[/C][/ROW]
[ROW][C]8[/C][C]-0.055697[/C][C]-0.4314[/C][C]0.333853[/C][/ROW]
[ROW][C]9[/C][C]-0.213856[/C][C]-1.6565[/C][C]0.051418[/C][/ROW]
[ROW][C]10[/C][C]-0.150241[/C][C]-1.1638[/C][C]0.124565[/C][/ROW]
[ROW][C]11[/C][C]0.086969[/C][C]0.6737[/C][C]0.251558[/C][/ROW]
[ROW][C]12[/C][C]0.343131[/C][C]2.6579[/C][C]0.005032[/C][/ROW]
[ROW][C]13[/C][C]0.081391[/C][C]0.6305[/C][C]0.265397[/C][/ROW]
[ROW][C]14[/C][C]-0.143356[/C][C]-1.1104[/C][C]0.135621[/C][/ROW]
[ROW][C]15[/C][C]-0.232417[/C][C]-1.8003[/C][C]0.038421[/C][/ROW]
[ROW][C]16[/C][C]-0.118746[/C][C]-0.9198[/C][C]0.180679[/C][/ROW]
[ROW][C]17[/C][C]0.094121[/C][C]0.7291[/C][C]0.234402[/C][/ROW]
[ROW][C]18[/C][C]0.154266[/C][C]1.1949[/C][C]0.118407[/C][/ROW]
[ROW][C]19[/C][C]0.037209[/C][C]0.2882[/C][C]0.387085[/C][/ROW]
[ROW][C]20[/C][C]-0.147394[/C][C]-1.1417[/C][C]0.129056[/C][/ROW]
[ROW][C]21[/C][C]-0.189459[/C][C]-1.4675[/C][C]0.073725[/C][/ROW]
[ROW][C]22[/C][C]-0.074555[/C][C]-0.5775[/C][C]0.28288[/C][/ROW]
[ROW][C]23[/C][C]0.132785[/C][C]1.0286[/C][C]0.15391[/C][/ROW]
[ROW][C]24[/C][C]0.301763[/C][C]2.3374[/C][C]0.011385[/C][/ROW]
[ROW][C]25[/C][C]0.101495[/C][C]0.7862[/C][C]0.217429[/C][/ROW]
[ROW][C]26[/C][C]-0.125627[/C][C]-0.9731[/C][C]0.167204[/C][/ROW]
[ROW][C]27[/C][C]-0.201489[/C][C]-1.5607[/C][C]0.061924[/C][/ROW]
[ROW][C]28[/C][C]-0.117047[/C][C]-0.9066[/C][C]0.184111[/C][/ROW]
[ROW][C]29[/C][C]0.061384[/C][C]0.4755[/C][C]0.318086[/C][/ROW]
[ROW][C]30[/C][C]0.133495[/C][C]1.034[/C][C]0.152632[/C][/ROW]
[ROW][C]31[/C][C]0.074759[/C][C]0.5791[/C][C]0.28235[/C][/ROW]
[ROW][C]32[/C][C]-0.05577[/C][C]-0.432[/C][C]0.333649[/C][/ROW]
[ROW][C]33[/C][C]-0.102174[/C][C]-0.7914[/C][C]0.215904[/C][/ROW]
[ROW][C]34[/C][C]-0.071852[/C][C]-0.5566[/C][C]0.289949[/C][/ROW]
[ROW][C]35[/C][C]0.030538[/C][C]0.2365[/C][C]0.406906[/C][/ROW]
[ROW][C]36[/C][C]0.12964[/C][C]1.0042[/C][C]0.15966[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60906&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60906&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	0.447065	3.4629	0.000496
2	-0.232195	-1.7986	0.038558
3	-0.602357	-4.6658	9e-06
4	-0.436713	-3.3828	0.000634
5	0.04054	0.314	0.377297
6	0.326571	2.5296	0.007032
7	0.220795	1.7103	0.046191
8	-0.055697	-0.4314	0.333853
9	-0.213856	-1.6565	0.051418
10	-0.150241	-1.1638	0.124565
11	0.086969	0.6737	0.251558
12	0.343131	2.6579	0.005032
13	0.081391	0.6305	0.265397
14	-0.143356	-1.1104	0.135621
15	-0.232417	-1.8003	0.038421
16	-0.118746	-0.9198	0.180679
17	0.094121	0.7291	0.234402
18	0.154266	1.1949	0.118407
19	0.037209	0.2882	0.387085
20	-0.147394	-1.1417	0.129056
21	-0.189459	-1.4675	0.073725
22	-0.074555	-0.5775	0.28288
23	0.132785	1.0286	0.15391
24	0.301763	2.3374	0.011385
25	0.101495	0.7862	0.217429
26	-0.125627	-0.9731	0.167204
27	-0.201489	-1.5607	0.061924
28	-0.117047	-0.9066	0.184111
29	0.061384	0.4755	0.318086
30	0.133495	1.034	0.152632
31	0.074759	0.5791	0.28235
32	-0.05577	-0.432	0.333649
33	-0.102174	-0.7914	0.215904
34	-0.071852	-0.5566	0.289949
35	0.030538	0.2365	0.406906
36	0.12964	1.0042	0.15966

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.447065	3.4629	0.000496
2	-0.539987	-4.1827	4.8e-05
3	-0.354761	-2.748	0.003954
4	-0.095797	-0.742	0.230479
5	0.038707	0.2998	0.382674
6	-0.101699	-0.7878	0.21697
7	-0.172424	-1.3356	0.093363
8	-0.080842	-0.6262	0.266779
9	-0.043902	-0.3401	0.367499
10	-0.080288	-0.6219	0.268179
11	0.047173	0.3654	0.358048
12	0.282298	2.1867	0.016339
13	-0.393373	-3.0471	0.001716
14	0.196968	1.5257	0.066169
15	0.069917	0.5416	0.295059
16	-0.072305	-0.5601	0.288756
17	-0.057555	-0.4458	0.328666
18	0.005853	0.0453	0.481993
19	-0.024893	-0.1928	0.423877
20	-0.264264	-2.047	0.022524
21	-0.061582	-0.477	0.317544
22	-0.000561	-0.0043	0.498275
23	-0.071457	-0.5535	0.290988
24	-0.057781	-0.4476	0.328037
25	0.034555	0.2677	0.394938
26	-0.089847	-0.6959	0.244574
27	0.052157	0.404	0.343823
28	-0.031807	-0.2464	0.403117
29	-0.004756	-0.0368	0.485368
30	-0.003532	-0.0274	0.489131
31	-0.012398	-0.096	0.461907
32	0.007791	0.0604	0.476038
33	-0.064667	-0.5009	0.309135
34	-0.042121	-0.3263	0.372678
35	-0.036383	-0.2818	0.389526
36	-0.10601	-0.8211	0.207407

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.447065 & 3.4629 & 0.000496 \tabularnewline
2 & -0.539987 & -4.1827 & 4.8e-05 \tabularnewline
3 & -0.354761 & -2.748 & 0.003954 \tabularnewline
4 & -0.095797 & -0.742 & 0.230479 \tabularnewline
5 & 0.038707 & 0.2998 & 0.382674 \tabularnewline
6 & -0.101699 & -0.7878 & 0.21697 \tabularnewline
7 & -0.172424 & -1.3356 & 0.093363 \tabularnewline
8 & -0.080842 & -0.6262 & 0.266779 \tabularnewline
9 & -0.043902 & -0.3401 & 0.367499 \tabularnewline
10 & -0.080288 & -0.6219 & 0.268179 \tabularnewline
11 & 0.047173 & 0.3654 & 0.358048 \tabularnewline
12 & 0.282298 & 2.1867 & 0.016339 \tabularnewline
13 & -0.393373 & -3.0471 & 0.001716 \tabularnewline
14 & 0.196968 & 1.5257 & 0.066169 \tabularnewline
15 & 0.069917 & 0.5416 & 0.295059 \tabularnewline
16 & -0.072305 & -0.5601 & 0.288756 \tabularnewline
17 & -0.057555 & -0.4458 & 0.328666 \tabularnewline
18 & 0.005853 & 0.0453 & 0.481993 \tabularnewline
19 & -0.024893 & -0.1928 & 0.423877 \tabularnewline
20 & -0.264264 & -2.047 & 0.022524 \tabularnewline
21 & -0.061582 & -0.477 & 0.317544 \tabularnewline
22 & -0.000561 & -0.0043 & 0.498275 \tabularnewline
23 & -0.071457 & -0.5535 & 0.290988 \tabularnewline
24 & -0.057781 & -0.4476 & 0.328037 \tabularnewline
25 & 0.034555 & 0.2677 & 0.394938 \tabularnewline
26 & -0.089847 & -0.6959 & 0.244574 \tabularnewline
27 & 0.052157 & 0.404 & 0.343823 \tabularnewline
28 & -0.031807 & -0.2464 & 0.403117 \tabularnewline
29 & -0.004756 & -0.0368 & 0.485368 \tabularnewline
30 & -0.003532 & -0.0274 & 0.489131 \tabularnewline
31 & -0.012398 & -0.096 & 0.461907 \tabularnewline
32 & 0.007791 & 0.0604 & 0.476038 \tabularnewline
33 & -0.064667 & -0.5009 & 0.309135 \tabularnewline
34 & -0.042121 & -0.3263 & 0.372678 \tabularnewline
35 & -0.036383 & -0.2818 & 0.389526 \tabularnewline
36 & -0.10601 & -0.8211 & 0.207407 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60906&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]0.447065[/C][C]3.4629[/C][C]0.000496[/C][/ROW]
[ROW][C]2[/C][C]-0.539987[/C][C]-4.1827[/C][C]4.8e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.354761[/C][C]-2.748[/C][C]0.003954[/C][/ROW]
[ROW][C]4[/C][C]-0.095797[/C][C]-0.742[/C][C]0.230479[/C][/ROW]
[ROW][C]5[/C][C]0.038707[/C][C]0.2998[/C][C]0.382674[/C][/ROW]
[ROW][C]6[/C][C]-0.101699[/C][C]-0.7878[/C][C]0.21697[/C][/ROW]
[ROW][C]7[/C][C]-0.172424[/C][C]-1.3356[/C][C]0.093363[/C][/ROW]
[ROW][C]8[/C][C]-0.080842[/C][C]-0.6262[/C][C]0.266779[/C][/ROW]
[ROW][C]9[/C][C]-0.043902[/C][C]-0.3401[/C][C]0.367499[/C][/ROW]
[ROW][C]10[/C][C]-0.080288[/C][C]-0.6219[/C][C]0.268179[/C][/ROW]
[ROW][C]11[/C][C]0.047173[/C][C]0.3654[/C][C]0.358048[/C][/ROW]
[ROW][C]12[/C][C]0.282298[/C][C]2.1867[/C][C]0.016339[/C][/ROW]
[ROW][C]13[/C][C]-0.393373[/C][C]-3.0471[/C][C]0.001716[/C][/ROW]
[ROW][C]14[/C][C]0.196968[/C][C]1.5257[/C][C]0.066169[/C][/ROW]
[ROW][C]15[/C][C]0.069917[/C][C]0.5416[/C][C]0.295059[/C][/ROW]
[ROW][C]16[/C][C]-0.072305[/C][C]-0.5601[/C][C]0.288756[/C][/ROW]
[ROW][C]17[/C][C]-0.057555[/C][C]-0.4458[/C][C]0.328666[/C][/ROW]
[ROW][C]18[/C][C]0.005853[/C][C]0.0453[/C][C]0.481993[/C][/ROW]
[ROW][C]19[/C][C]-0.024893[/C][C]-0.1928[/C][C]0.423877[/C][/ROW]
[ROW][C]20[/C][C]-0.264264[/C][C]-2.047[/C][C]0.022524[/C][/ROW]
[ROW][C]21[/C][C]-0.061582[/C][C]-0.477[/C][C]0.317544[/C][/ROW]
[ROW][C]22[/C][C]-0.000561[/C][C]-0.0043[/C][C]0.498275[/C][/ROW]
[ROW][C]23[/C][C]-0.071457[/C][C]-0.5535[/C][C]0.290988[/C][/ROW]
[ROW][C]24[/C][C]-0.057781[/C][C]-0.4476[/C][C]0.328037[/C][/ROW]
[ROW][C]25[/C][C]0.034555[/C][C]0.2677[/C][C]0.394938[/C][/ROW]
[ROW][C]26[/C][C]-0.089847[/C][C]-0.6959[/C][C]0.244574[/C][/ROW]
[ROW][C]27[/C][C]0.052157[/C][C]0.404[/C][C]0.343823[/C][/ROW]
[ROW][C]28[/C][C]-0.031807[/C][C]-0.2464[/C][C]0.403117[/C][/ROW]
[ROW][C]29[/C][C]-0.004756[/C][C]-0.0368[/C][C]0.485368[/C][/ROW]
[ROW][C]30[/C][C]-0.003532[/C][C]-0.0274[/C][C]0.489131[/C][/ROW]
[ROW][C]31[/C][C]-0.012398[/C][C]-0.096[/C][C]0.461907[/C][/ROW]
[ROW][C]32[/C][C]0.007791[/C][C]0.0604[/C][C]0.476038[/C][/ROW]
[ROW][C]33[/C][C]-0.064667[/C][C]-0.5009[/C][C]0.309135[/C][/ROW]
[ROW][C]34[/C][C]-0.042121[/C][C]-0.3263[/C][C]0.372678[/C][/ROW]
[ROW][C]35[/C][C]-0.036383[/C][C]-0.2818[/C][C]0.389526[/C][/ROW]
[ROW][C]36[/C][C]-0.10601[/C][C]-0.8211[/C][C]0.207407[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60906&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60906&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	0.447065	3.4629	0.000496
2	-0.539987	-4.1827	4.8e-05
3	-0.354761	-2.748	0.003954
4	-0.095797	-0.742	0.230479
5	0.038707	0.2998	0.382674
6	-0.101699	-0.7878	0.21697
7	-0.172424	-1.3356	0.093363
8	-0.080842	-0.6262	0.266779
9	-0.043902	-0.3401	0.367499
10	-0.080288	-0.6219	0.268179
11	0.047173	0.3654	0.358048
12	0.282298	2.1867	0.016339
13	-0.393373	-3.0471	0.001716
14	0.196968	1.5257	0.066169
15	0.069917	0.5416	0.295059
16	-0.072305	-0.5601	0.288756
17	-0.057555	-0.4458	0.328666
18	0.005853	0.0453	0.481993
19	-0.024893	-0.1928	0.423877
20	-0.264264	-2.047	0.022524
21	-0.061582	-0.477	0.317544
22	-0.000561	-0.0043	0.498275
23	-0.071457	-0.5535	0.290988
24	-0.057781	-0.4476	0.328037
25	0.034555	0.2677	0.394938
26	-0.089847	-0.6959	0.244574
27	0.052157	0.404	0.343823
28	-0.031807	-0.2464	0.403117
29	-0.004756	-0.0368	0.485368
30	-0.003532	-0.0274	0.489131
31	-0.012398	-0.096	0.461907
32	0.007791	0.0604	0.476038
33	-0.064667	-0.5009	0.309135
34	-0.042121	-0.3263	0.372678
35	-0.036383	-0.2818	0.389526
36	-0.10601	-0.8211	0.207407

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 = 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