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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 10:54:28 -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/t1259344551xpn6a0p92dzdkfx.htm/, Retrieved Sun, 28 Apr 2024 20:26:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61063, Retrieved Sun, 28 Apr 2024 20:26:10 +0000

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User-defined keywords

Estimated Impact

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]
- R  D          [(Partial) Autocorrelation Function] [Methode 1: eerste...] [2009-11-27 17:54:28] [a25640248f5f3c4d92f02a597edd3aef] [Current]

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Dataseries X:

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Histogram

Boxplots

8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9

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=61063&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=61063&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61063&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	0.84508	6.6542	0
2	0.613685	4.8322	5e-06
3	0.462309	3.6402	0.000279
4	0.456239	3.5924	0.000324
5	0.507345	3.9948	8.7e-05
6	0.534736	4.2105	4.2e-05
7	0.491723	3.8718	0.000131
8	0.404449	3.1846	0.001134
9	0.334729	2.6357	0.005298
10	0.322273	2.5376	0.006845
11	0.33136	2.6091	0.005681
12	0.320739	2.5255	0.007062
13	0.228201	1.7969	0.038615
14	0.134772	1.0612	0.146359
15	0.078536	0.6184	0.26929
16	0.061755	0.4863	0.31425
17	0.043741	0.3444	0.365849
18	0.029869	0.2352	0.407418
19	-0.008519	-0.0671	0.473368
20	-0.068414	-0.5387	0.296014
21	-0.108805	-0.8567	0.197447
22	-0.120128	-0.9459	0.173938
23	-0.122759	-0.9666	0.168748
24	-0.124482	-0.9802	0.165404
25	-0.161707	-1.2733	0.103836
26	-0.18846	-1.4839	0.071446
27	-0.202468	-1.5942	0.057984
28	-0.196458	-1.5469	0.063487
29	-0.196625	-1.5482	0.063329
30	-0.199921	-1.5742	0.060268
31	-0.223115	-1.7568	0.041944
32	-0.258661	-2.0367	0.022978
33	-0.270085	-2.1266	0.018718
34	-0.246846	-1.9437	0.028239
35	-0.217106	-1.7095	0.04618
36	-0.202183	-1.592	0.058237

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84508 & 6.6542 & 0 \tabularnewline
2 & 0.613685 & 4.8322 & 5e-06 \tabularnewline
3 & 0.462309 & 3.6402 & 0.000279 \tabularnewline
4 & 0.456239 & 3.5924 & 0.000324 \tabularnewline
5 & 0.507345 & 3.9948 & 8.7e-05 \tabularnewline
6 & 0.534736 & 4.2105 & 4.2e-05 \tabularnewline
7 & 0.491723 & 3.8718 & 0.000131 \tabularnewline
8 & 0.404449 & 3.1846 & 0.001134 \tabularnewline
9 & 0.334729 & 2.6357 & 0.005298 \tabularnewline
10 & 0.322273 & 2.5376 & 0.006845 \tabularnewline
11 & 0.33136 & 2.6091 & 0.005681 \tabularnewline
12 & 0.320739 & 2.5255 & 0.007062 \tabularnewline
13 & 0.228201 & 1.7969 & 0.038615 \tabularnewline
14 & 0.134772 & 1.0612 & 0.146359 \tabularnewline
15 & 0.078536 & 0.6184 & 0.26929 \tabularnewline
16 & 0.061755 & 0.4863 & 0.31425 \tabularnewline
17 & 0.043741 & 0.3444 & 0.365849 \tabularnewline
18 & 0.029869 & 0.2352 & 0.407418 \tabularnewline
19 & -0.008519 & -0.0671 & 0.473368 \tabularnewline
20 & -0.068414 & -0.5387 & 0.296014 \tabularnewline
21 & -0.108805 & -0.8567 & 0.197447 \tabularnewline
22 & -0.120128 & -0.9459 & 0.173938 \tabularnewline
23 & -0.122759 & -0.9666 & 0.168748 \tabularnewline
24 & -0.124482 & -0.9802 & 0.165404 \tabularnewline
25 & -0.161707 & -1.2733 & 0.103836 \tabularnewline
26 & -0.18846 & -1.4839 & 0.071446 \tabularnewline
27 & -0.202468 & -1.5942 & 0.057984 \tabularnewline
28 & -0.196458 & -1.5469 & 0.063487 \tabularnewline
29 & -0.196625 & -1.5482 & 0.063329 \tabularnewline
30 & -0.199921 & -1.5742 & 0.060268 \tabularnewline
31 & -0.223115 & -1.7568 & 0.041944 \tabularnewline
32 & -0.258661 & -2.0367 & 0.022978 \tabularnewline
33 & -0.270085 & -2.1266 & 0.018718 \tabularnewline
34 & -0.246846 & -1.9437 & 0.028239 \tabularnewline
35 & -0.217106 & -1.7095 & 0.04618 \tabularnewline
36 & -0.202183 & -1.592 & 0.058237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61063&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]0.84508[/C][C]6.6542[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.613685[/C][C]4.8322[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.462309[/C][C]3.6402[/C][C]0.000279[/C][/ROW]
[ROW][C]4[/C][C]0.456239[/C][C]3.5924[/C][C]0.000324[/C][/ROW]
[ROW][C]5[/C][C]0.507345[/C][C]3.9948[/C][C]8.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.534736[/C][C]4.2105[/C][C]4.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.491723[/C][C]3.8718[/C][C]0.000131[/C][/ROW]
[ROW][C]8[/C][C]0.404449[/C][C]3.1846[/C][C]0.001134[/C][/ROW]
[ROW][C]9[/C][C]0.334729[/C][C]2.6357[/C][C]0.005298[/C][/ROW]
[ROW][C]10[/C][C]0.322273[/C][C]2.5376[/C][C]0.006845[/C][/ROW]
[ROW][C]11[/C][C]0.33136[/C][C]2.6091[/C][C]0.005681[/C][/ROW]
[ROW][C]12[/C][C]0.320739[/C][C]2.5255[/C][C]0.007062[/C][/ROW]
[ROW][C]13[/C][C]0.228201[/C][C]1.7969[/C][C]0.038615[/C][/ROW]
[ROW][C]14[/C][C]0.134772[/C][C]1.0612[/C][C]0.146359[/C][/ROW]
[ROW][C]15[/C][C]0.078536[/C][C]0.6184[/C][C]0.26929[/C][/ROW]
[ROW][C]16[/C][C]0.061755[/C][C]0.4863[/C][C]0.31425[/C][/ROW]
[ROW][C]17[/C][C]0.043741[/C][C]0.3444[/C][C]0.365849[/C][/ROW]
[ROW][C]18[/C][C]0.029869[/C][C]0.2352[/C][C]0.407418[/C][/ROW]
[ROW][C]19[/C][C]-0.008519[/C][C]-0.0671[/C][C]0.473368[/C][/ROW]
[ROW][C]20[/C][C]-0.068414[/C][C]-0.5387[/C][C]0.296014[/C][/ROW]
[ROW][C]21[/C][C]-0.108805[/C][C]-0.8567[/C][C]0.197447[/C][/ROW]
[ROW][C]22[/C][C]-0.120128[/C][C]-0.9459[/C][C]0.173938[/C][/ROW]
[ROW][C]23[/C][C]-0.122759[/C][C]-0.9666[/C][C]0.168748[/C][/ROW]
[ROW][C]24[/C][C]-0.124482[/C][C]-0.9802[/C][C]0.165404[/C][/ROW]
[ROW][C]25[/C][C]-0.161707[/C][C]-1.2733[/C][C]0.103836[/C][/ROW]
[ROW][C]26[/C][C]-0.18846[/C][C]-1.4839[/C][C]0.071446[/C][/ROW]
[ROW][C]27[/C][C]-0.202468[/C][C]-1.5942[/C][C]0.057984[/C][/ROW]
[ROW][C]28[/C][C]-0.196458[/C][C]-1.5469[/C][C]0.063487[/C][/ROW]
[ROW][C]29[/C][C]-0.196625[/C][C]-1.5482[/C][C]0.063329[/C][/ROW]
[ROW][C]30[/C][C]-0.199921[/C][C]-1.5742[/C][C]0.060268[/C][/ROW]
[ROW][C]31[/C][C]-0.223115[/C][C]-1.7568[/C][C]0.041944[/C][/ROW]
[ROW][C]32[/C][C]-0.258661[/C][C]-2.0367[/C][C]0.022978[/C][/ROW]
[ROW][C]33[/C][C]-0.270085[/C][C]-2.1266[/C][C]0.018718[/C][/ROW]
[ROW][C]34[/C][C]-0.246846[/C][C]-1.9437[/C][C]0.028239[/C][/ROW]
[ROW][C]35[/C][C]-0.217106[/C][C]-1.7095[/C][C]0.04618[/C][/ROW]
[ROW][C]36[/C][C]-0.202183[/C][C]-1.592[/C][C]0.058237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61063&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61063&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	0.84508	6.6542	0
2	0.613685	4.8322	5e-06
3	0.462309	3.6402	0.000279
4	0.456239	3.5924	0.000324
5	0.507345	3.9948	8.7e-05
6	0.534736	4.2105	4.2e-05
7	0.491723	3.8718	0.000131
8	0.404449	3.1846	0.001134
9	0.334729	2.6357	0.005298
10	0.322273	2.5376	0.006845
11	0.33136	2.6091	0.005681
12	0.320739	2.5255	0.007062
13	0.228201	1.7969	0.038615
14	0.134772	1.0612	0.146359
15	0.078536	0.6184	0.26929
16	0.061755	0.4863	0.31425
17	0.043741	0.3444	0.365849
18	0.029869	0.2352	0.407418
19	-0.008519	-0.0671	0.473368
20	-0.068414	-0.5387	0.296014
21	-0.108805	-0.8567	0.197447
22	-0.120128	-0.9459	0.173938
23	-0.122759	-0.9666	0.168748
24	-0.124482	-0.9802	0.165404
25	-0.161707	-1.2733	0.103836
26	-0.18846	-1.4839	0.071446
27	-0.202468	-1.5942	0.057984
28	-0.196458	-1.5469	0.063487
29	-0.196625	-1.5482	0.063329
30	-0.199921	-1.5742	0.060268
31	-0.223115	-1.7568	0.041944
32	-0.258661	-2.0367	0.022978
33	-0.270085	-2.1266	0.018718
34	-0.246846	-1.9437	0.028239
35	-0.217106	-1.7095	0.04618
36	-0.202183	-1.592	0.058237

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.84508	6.6542	0
2	-0.351509	-2.7678	0.003716
3	0.233323	1.8372	0.035488
4	0.305558	2.406	0.009562
5	0.036842	0.2901	0.386356
6	0.065979	0.5195	0.302624
7	-0.032745	-0.2578	0.398694
8	-0.037632	-0.2963	0.383991
9	0.0374	0.2945	0.384684
10	0.051867	0.4084	0.342193
11	-0.055852	-0.4398	0.330813
12	-0.023606	-0.1859	0.426577
13	-0.248175	-1.9541	0.0276
14	0.093687	0.7377	0.231742
15	-0.067537	-0.5318	0.298387
16	-0.111667	-0.8793	0.191325
17	-0.042967	-0.3383	0.368131
18	0.065624	0.5167	0.303594
19	-0.108924	-0.8577	0.19719
20	-0.054949	-0.4327	0.333379
21	0.070186	0.5526	0.291246
22	-0.060714	-0.4781	0.317144
23	-0.00378	-0.0298	0.488177
24	0.051088	0.4023	0.344436
25	-0.105202	-0.8284	0.205322
26	0.091108	0.7174	0.237915
27	-0.029984	-0.2361	0.407067
28	-0.010709	-0.0843	0.466536
29	0.012076	0.0951	0.462276
30	-0.0445	-0.3504	0.363615
31	-0.058879	-0.4636	0.322274
32	-0.016997	-0.1338	0.446982
33	-0.004736	-0.0373	0.485187
34	0.002862	0.0225	0.491046
35	0.012986	0.1023	0.459443
36	-0.046826	-0.3687	0.3568

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84508 & 6.6542 & 0 \tabularnewline
2 & -0.351509 & -2.7678 & 0.003716 \tabularnewline
3 & 0.233323 & 1.8372 & 0.035488 \tabularnewline
4 & 0.305558 & 2.406 & 0.009562 \tabularnewline
5 & 0.036842 & 0.2901 & 0.386356 \tabularnewline
6 & 0.065979 & 0.5195 & 0.302624 \tabularnewline
7 & -0.032745 & -0.2578 & 0.398694 \tabularnewline
8 & -0.037632 & -0.2963 & 0.383991 \tabularnewline
9 & 0.0374 & 0.2945 & 0.384684 \tabularnewline
10 & 0.051867 & 0.4084 & 0.342193 \tabularnewline
11 & -0.055852 & -0.4398 & 0.330813 \tabularnewline
12 & -0.023606 & -0.1859 & 0.426577 \tabularnewline
13 & -0.248175 & -1.9541 & 0.0276 \tabularnewline
14 & 0.093687 & 0.7377 & 0.231742 \tabularnewline
15 & -0.067537 & -0.5318 & 0.298387 \tabularnewline
16 & -0.111667 & -0.8793 & 0.191325 \tabularnewline
17 & -0.042967 & -0.3383 & 0.368131 \tabularnewline
18 & 0.065624 & 0.5167 & 0.303594 \tabularnewline
19 & -0.108924 & -0.8577 & 0.19719 \tabularnewline
20 & -0.054949 & -0.4327 & 0.333379 \tabularnewline
21 & 0.070186 & 0.5526 & 0.291246 \tabularnewline
22 & -0.060714 & -0.4781 & 0.317144 \tabularnewline
23 & -0.00378 & -0.0298 & 0.488177 \tabularnewline
24 & 0.051088 & 0.4023 & 0.344436 \tabularnewline
25 & -0.105202 & -0.8284 & 0.205322 \tabularnewline
26 & 0.091108 & 0.7174 & 0.237915 \tabularnewline
27 & -0.029984 & -0.2361 & 0.407067 \tabularnewline
28 & -0.010709 & -0.0843 & 0.466536 \tabularnewline
29 & 0.012076 & 0.0951 & 0.462276 \tabularnewline
30 & -0.0445 & -0.3504 & 0.363615 \tabularnewline
31 & -0.058879 & -0.4636 & 0.322274 \tabularnewline
32 & -0.016997 & -0.1338 & 0.446982 \tabularnewline
33 & -0.004736 & -0.0373 & 0.485187 \tabularnewline
34 & 0.002862 & 0.0225 & 0.491046 \tabularnewline
35 & 0.012986 & 0.1023 & 0.459443 \tabularnewline
36 & -0.046826 & -0.3687 & 0.3568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61063&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]0.84508[/C][C]6.6542[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.351509[/C][C]-2.7678[/C][C]0.003716[/C][/ROW]
[ROW][C]3[/C][C]0.233323[/C][C]1.8372[/C][C]0.035488[/C][/ROW]
[ROW][C]4[/C][C]0.305558[/C][C]2.406[/C][C]0.009562[/C][/ROW]
[ROW][C]5[/C][C]0.036842[/C][C]0.2901[/C][C]0.386356[/C][/ROW]
[ROW][C]6[/C][C]0.065979[/C][C]0.5195[/C][C]0.302624[/C][/ROW]
[ROW][C]7[/C][C]-0.032745[/C][C]-0.2578[/C][C]0.398694[/C][/ROW]
[ROW][C]8[/C][C]-0.037632[/C][C]-0.2963[/C][C]0.383991[/C][/ROW]
[ROW][C]9[/C][C]0.0374[/C][C]0.2945[/C][C]0.384684[/C][/ROW]
[ROW][C]10[/C][C]0.051867[/C][C]0.4084[/C][C]0.342193[/C][/ROW]
[ROW][C]11[/C][C]-0.055852[/C][C]-0.4398[/C][C]0.330813[/C][/ROW]
[ROW][C]12[/C][C]-0.023606[/C][C]-0.1859[/C][C]0.426577[/C][/ROW]
[ROW][C]13[/C][C]-0.248175[/C][C]-1.9541[/C][C]0.0276[/C][/ROW]
[ROW][C]14[/C][C]0.093687[/C][C]0.7377[/C][C]0.231742[/C][/ROW]
[ROW][C]15[/C][C]-0.067537[/C][C]-0.5318[/C][C]0.298387[/C][/ROW]
[ROW][C]16[/C][C]-0.111667[/C][C]-0.8793[/C][C]0.191325[/C][/ROW]
[ROW][C]17[/C][C]-0.042967[/C][C]-0.3383[/C][C]0.368131[/C][/ROW]
[ROW][C]18[/C][C]0.065624[/C][C]0.5167[/C][C]0.303594[/C][/ROW]
[ROW][C]19[/C][C]-0.108924[/C][C]-0.8577[/C][C]0.19719[/C][/ROW]
[ROW][C]20[/C][C]-0.054949[/C][C]-0.4327[/C][C]0.333379[/C][/ROW]
[ROW][C]21[/C][C]0.070186[/C][C]0.5526[/C][C]0.291246[/C][/ROW]
[ROW][C]22[/C][C]-0.060714[/C][C]-0.4781[/C][C]0.317144[/C][/ROW]
[ROW][C]23[/C][C]-0.00378[/C][C]-0.0298[/C][C]0.488177[/C][/ROW]
[ROW][C]24[/C][C]0.051088[/C][C]0.4023[/C][C]0.344436[/C][/ROW]
[ROW][C]25[/C][C]-0.105202[/C][C]-0.8284[/C][C]0.205322[/C][/ROW]
[ROW][C]26[/C][C]0.091108[/C][C]0.7174[/C][C]0.237915[/C][/ROW]
[ROW][C]27[/C][C]-0.029984[/C][C]-0.2361[/C][C]0.407067[/C][/ROW]
[ROW][C]28[/C][C]-0.010709[/C][C]-0.0843[/C][C]0.466536[/C][/ROW]
[ROW][C]29[/C][C]0.012076[/C][C]0.0951[/C][C]0.462276[/C][/ROW]
[ROW][C]30[/C][C]-0.0445[/C][C]-0.3504[/C][C]0.363615[/C][/ROW]
[ROW][C]31[/C][C]-0.058879[/C][C]-0.4636[/C][C]0.322274[/C][/ROW]
[ROW][C]32[/C][C]-0.016997[/C][C]-0.1338[/C][C]0.446982[/C][/ROW]
[ROW][C]33[/C][C]-0.004736[/C][C]-0.0373[/C][C]0.485187[/C][/ROW]
[ROW][C]34[/C][C]0.002862[/C][C]0.0225[/C][C]0.491046[/C][/ROW]
[ROW][C]35[/C][C]0.012986[/C][C]0.1023[/C][C]0.459443[/C][/ROW]
[ROW][C]36[/C][C]-0.046826[/C][C]-0.3687[/C][C]0.3568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61063&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61063&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	0.84508	6.6542	0
2	-0.351509	-2.7678	0.003716
3	0.233323	1.8372	0.035488
4	0.305558	2.406	0.009562
5	0.036842	0.2901	0.386356
6	0.065979	0.5195	0.302624
7	-0.032745	-0.2578	0.398694
8	-0.037632	-0.2963	0.383991
9	0.0374	0.2945	0.384684
10	0.051867	0.4084	0.342193
11	-0.055852	-0.4398	0.330813
12	-0.023606	-0.1859	0.426577
13	-0.248175	-1.9541	0.0276
14	0.093687	0.7377	0.231742
15	-0.067537	-0.5318	0.298387
16	-0.111667	-0.8793	0.191325
17	-0.042967	-0.3383	0.368131
18	0.065624	0.5167	0.303594
19	-0.108924	-0.8577	0.19719
20	-0.054949	-0.4327	0.333379
21	0.070186	0.5526	0.291246
22	-0.060714	-0.4781	0.317144
23	-0.00378	-0.0298	0.488177
24	0.051088	0.4023	0.344436
25	-0.105202	-0.8284	0.205322
26	0.091108	0.7174	0.237915
27	-0.029984	-0.2361	0.407067
28	-0.010709	-0.0843	0.466536
29	0.012076	0.0951	0.462276
30	-0.0445	-0.3504	0.363615
31	-0.058879	-0.4636	0.322274
32	-0.016997	-0.1338	0.446982
33	-0.004736	-0.0373	0.485187
34	0.002862	0.0225	0.491046
35	0.012986	0.1023	0.459443
36	-0.046826	-0.3687	0.3568

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