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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 11:32:05 -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/t1259346818f8tvafm1t91lhlc.htm/, Retrieved Sun, 28 Apr 2024 23:36:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61084, Retrieved Sun, 28 Apr 2024 23:36:06 +0000

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IsPrivate?

No (this computation is public)

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]
-    D          [(Partial) Autocorrelation Function] [Partial Autocorre...] [2009-11-27 18:32:05] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

Boxplots

-0,9
-1
-0,7
-1,7
-1
-0,2
0,7
0,6
1,9
2,1
2,7
3,2
4,8
5,5
5,4
5,9
5,8
5,1
4,1
4,4
3,6
3,5
3,1
2,9
2,2
1,4
1,2
1,3
1,3
1,3
1,8
1,8
1,8
1,7
2,1
2
1,7
1,9
2,3
2,4
2,5
2,8
2,6
2,2
2,8
2,8
2,8
2,3
2,2
3
2,9
2,7
2,7
2,3
2,4
2,8
2,3
2
1,9
2,3

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=61084&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=61084&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61084&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	0.914349	7.0825	0
2	0.803889	6.2269	0
3	0.676826	5.2427	1e-06
4	0.508196	3.9365	0.000109
5	0.318936	2.4705	0.008177
6	0.150226	1.1636	0.124586
7	-0.006226	-0.0482	0.480848
8	-0.177291	-1.3733	0.087386
9	-0.317273	-2.4576	0.008447
10	-0.431186	-3.34	0.000722
11	-0.515763	-3.9951	9e-05
12	-0.591311	-4.5803	1.2e-05
13	-0.5893	-4.5647	1.3e-05
14	-0.543979	-4.2136	4.3e-05
15	-0.485036	-3.7571	0.000196
16	-0.41657	-3.2267	0.001015
17	-0.325596	-2.5221	0.007169
18	-0.24407	-1.8906	0.031758
19	-0.181115	-1.4029	0.082899
20	-0.107326	-0.8313	0.204538
21	-0.037887	-0.2935	0.385088
22	0.029418	0.2279	0.41026
23	0.074297	0.5755	0.283551
24	0.116903	0.9055	0.184404
25	0.150456	1.1654	0.124229
26	0.15587	1.2074	0.116016
27	0.149366	1.157	0.125933
28	0.148917	1.1535	0.126639
29	0.143616	1.1124	0.135193
30	0.12861	0.9962	0.161574
31	0.11992	0.9289	0.178333
32	0.116746	0.9043	0.184725
33	0.105795	0.8195	0.207877
34	0.080547	0.6239	0.267525
35	0.062896	0.4872	0.313949
36	0.051317	0.3975	0.346204

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.914349 & 7.0825 & 0 \tabularnewline
2 & 0.803889 & 6.2269 & 0 \tabularnewline
3 & 0.676826 & 5.2427 & 1e-06 \tabularnewline
4 & 0.508196 & 3.9365 & 0.000109 \tabularnewline
5 & 0.318936 & 2.4705 & 0.008177 \tabularnewline
6 & 0.150226 & 1.1636 & 0.124586 \tabularnewline
7 & -0.006226 & -0.0482 & 0.480848 \tabularnewline
8 & -0.177291 & -1.3733 & 0.087386 \tabularnewline
9 & -0.317273 & -2.4576 & 0.008447 \tabularnewline
10 & -0.431186 & -3.34 & 0.000722 \tabularnewline
11 & -0.515763 & -3.9951 & 9e-05 \tabularnewline
12 & -0.591311 & -4.5803 & 1.2e-05 \tabularnewline
13 & -0.5893 & -4.5647 & 1.3e-05 \tabularnewline
14 & -0.543979 & -4.2136 & 4.3e-05 \tabularnewline
15 & -0.485036 & -3.7571 & 0.000196 \tabularnewline
16 & -0.41657 & -3.2267 & 0.001015 \tabularnewline
17 & -0.325596 & -2.5221 & 0.007169 \tabularnewline
18 & -0.24407 & -1.8906 & 0.031758 \tabularnewline
19 & -0.181115 & -1.4029 & 0.082899 \tabularnewline
20 & -0.107326 & -0.8313 & 0.204538 \tabularnewline
21 & -0.037887 & -0.2935 & 0.385088 \tabularnewline
22 & 0.029418 & 0.2279 & 0.41026 \tabularnewline
23 & 0.074297 & 0.5755 & 0.283551 \tabularnewline
24 & 0.116903 & 0.9055 & 0.184404 \tabularnewline
25 & 0.150456 & 1.1654 & 0.124229 \tabularnewline
26 & 0.15587 & 1.2074 & 0.116016 \tabularnewline
27 & 0.149366 & 1.157 & 0.125933 \tabularnewline
28 & 0.148917 & 1.1535 & 0.126639 \tabularnewline
29 & 0.143616 & 1.1124 & 0.135193 \tabularnewline
30 & 0.12861 & 0.9962 & 0.161574 \tabularnewline
31 & 0.11992 & 0.9289 & 0.178333 \tabularnewline
32 & 0.116746 & 0.9043 & 0.184725 \tabularnewline
33 & 0.105795 & 0.8195 & 0.207877 \tabularnewline
34 & 0.080547 & 0.6239 & 0.267525 \tabularnewline
35 & 0.062896 & 0.4872 & 0.313949 \tabularnewline
36 & 0.051317 & 0.3975 & 0.346204 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61084&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]0.914349[/C][C]7.0825[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.803889[/C][C]6.2269[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.676826[/C][C]5.2427[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.508196[/C][C]3.9365[/C][C]0.000109[/C][/ROW]
[ROW][C]5[/C][C]0.318936[/C][C]2.4705[/C][C]0.008177[/C][/ROW]
[ROW][C]6[/C][C]0.150226[/C][C]1.1636[/C][C]0.124586[/C][/ROW]
[ROW][C]7[/C][C]-0.006226[/C][C]-0.0482[/C][C]0.480848[/C][/ROW]
[ROW][C]8[/C][C]-0.177291[/C][C]-1.3733[/C][C]0.087386[/C][/ROW]
[ROW][C]9[/C][C]-0.317273[/C][C]-2.4576[/C][C]0.008447[/C][/ROW]
[ROW][C]10[/C][C]-0.431186[/C][C]-3.34[/C][C]0.000722[/C][/ROW]
[ROW][C]11[/C][C]-0.515763[/C][C]-3.9951[/C][C]9e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.591311[/C][C]-4.5803[/C][C]1.2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.5893[/C][C]-4.5647[/C][C]1.3e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.543979[/C][C]-4.2136[/C][C]4.3e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.485036[/C][C]-3.7571[/C][C]0.000196[/C][/ROW]
[ROW][C]16[/C][C]-0.41657[/C][C]-3.2267[/C][C]0.001015[/C][/ROW]
[ROW][C]17[/C][C]-0.325596[/C][C]-2.5221[/C][C]0.007169[/C][/ROW]
[ROW][C]18[/C][C]-0.24407[/C][C]-1.8906[/C][C]0.031758[/C][/ROW]
[ROW][C]19[/C][C]-0.181115[/C][C]-1.4029[/C][C]0.082899[/C][/ROW]
[ROW][C]20[/C][C]-0.107326[/C][C]-0.8313[/C][C]0.204538[/C][/ROW]
[ROW][C]21[/C][C]-0.037887[/C][C]-0.2935[/C][C]0.385088[/C][/ROW]
[ROW][C]22[/C][C]0.029418[/C][C]0.2279[/C][C]0.41026[/C][/ROW]
[ROW][C]23[/C][C]0.074297[/C][C]0.5755[/C][C]0.283551[/C][/ROW]
[ROW][C]24[/C][C]0.116903[/C][C]0.9055[/C][C]0.184404[/C][/ROW]
[ROW][C]25[/C][C]0.150456[/C][C]1.1654[/C][C]0.124229[/C][/ROW]
[ROW][C]26[/C][C]0.15587[/C][C]1.2074[/C][C]0.116016[/C][/ROW]
[ROW][C]27[/C][C]0.149366[/C][C]1.157[/C][C]0.125933[/C][/ROW]
[ROW][C]28[/C][C]0.148917[/C][C]1.1535[/C][C]0.126639[/C][/ROW]
[ROW][C]29[/C][C]0.143616[/C][C]1.1124[/C][C]0.135193[/C][/ROW]
[ROW][C]30[/C][C]0.12861[/C][C]0.9962[/C][C]0.161574[/C][/ROW]
[ROW][C]31[/C][C]0.11992[/C][C]0.9289[/C][C]0.178333[/C][/ROW]
[ROW][C]32[/C][C]0.116746[/C][C]0.9043[/C][C]0.184725[/C][/ROW]
[ROW][C]33[/C][C]0.105795[/C][C]0.8195[/C][C]0.207877[/C][/ROW]
[ROW][C]34[/C][C]0.080547[/C][C]0.6239[/C][C]0.267525[/C][/ROW]
[ROW][C]35[/C][C]0.062896[/C][C]0.4872[/C][C]0.313949[/C][/ROW]
[ROW][C]36[/C][C]0.051317[/C][C]0.3975[/C][C]0.346204[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61084&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61084&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	0.914349	7.0825	0
2	0.803889	6.2269	0
3	0.676826	5.2427	1e-06
4	0.508196	3.9365	0.000109
5	0.318936	2.4705	0.008177
6	0.150226	1.1636	0.124586
7	-0.006226	-0.0482	0.480848
8	-0.177291	-1.3733	0.087386
9	-0.317273	-2.4576	0.008447
10	-0.431186	-3.34	0.000722
11	-0.515763	-3.9951	9e-05
12	-0.591311	-4.5803	1.2e-05
13	-0.5893	-4.5647	1.3e-05
14	-0.543979	-4.2136	4.3e-05
15	-0.485036	-3.7571	0.000196
16	-0.41657	-3.2267	0.001015
17	-0.325596	-2.5221	0.007169
18	-0.24407	-1.8906	0.031758
19	-0.181115	-1.4029	0.082899
20	-0.107326	-0.8313	0.204538
21	-0.037887	-0.2935	0.385088
22	0.029418	0.2279	0.41026
23	0.074297	0.5755	0.283551
24	0.116903	0.9055	0.184404
25	0.150456	1.1654	0.124229
26	0.15587	1.2074	0.116016
27	0.149366	1.157	0.125933
28	0.148917	1.1535	0.126639
29	0.143616	1.1124	0.135193
30	0.12861	0.9962	0.161574
31	0.11992	0.9289	0.178333
32	0.116746	0.9043	0.184725
33	0.105795	0.8195	0.207877
34	0.080547	0.6239	0.267525
35	0.062896	0.4872	0.313949
36	0.051317	0.3975	0.346204

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.914349	7.0825	0
2	-0.196049	-1.5186	0.067059
3	-0.146233	-1.1327	0.130919
4	-0.32296	-2.5016	0.007554
5	-0.213766	-1.6558	0.05149
6	0.028616	0.2217	0.412667
7	-0.020266	-0.157	0.437894
8	-0.250233	-1.9383	0.028648
9	-0.040338	-0.3125	0.377888
10	-0.099288	-0.7691	0.222431
11	0.03755	0.2909	0.386079
12	-0.191652	-1.4845	0.071452
13	0.280386	2.1719	0.016915
14	0.063152	0.4892	0.31325
15	-0.009286	-0.0719	0.471448
16	-0.249388	-1.9318	0.029058
17	-0.036859	-0.2855	0.388119
18	-0.138261	-1.071	0.144238
19	-0.000977	-0.0076	0.496992
20	-0.089068	-0.6899	0.246454
21	0.046871	0.3631	0.358918
22	0.031863	0.2468	0.402948
23	-0.059675	-0.4622	0.32279
24	-0.14506	-1.1236	0.132823
25	0.138671	1.0741	0.143529
26	-0.062666	-0.4854	0.314578
27	0.051161	0.3963	0.346647
28	-0.091934	-0.7121	0.239577
29	0.058819	0.4556	0.325157
30	-0.094003	-0.7281	0.234678
31	-0.029108	-0.2255	0.411191
32	-0.033069	-0.2562	0.399354
33	0.088915	0.6887	0.246824
34	-0.097104	-0.7522	0.227447
35	0.028069	0.2174	0.414309
36	-0.053976	-0.4181	0.338683

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.914349 & 7.0825 & 0 \tabularnewline
2 & -0.196049 & -1.5186 & 0.067059 \tabularnewline
3 & -0.146233 & -1.1327 & 0.130919 \tabularnewline
4 & -0.32296 & -2.5016 & 0.007554 \tabularnewline
5 & -0.213766 & -1.6558 & 0.05149 \tabularnewline
6 & 0.028616 & 0.2217 & 0.412667 \tabularnewline
7 & -0.020266 & -0.157 & 0.437894 \tabularnewline
8 & -0.250233 & -1.9383 & 0.028648 \tabularnewline
9 & -0.040338 & -0.3125 & 0.377888 \tabularnewline
10 & -0.099288 & -0.7691 & 0.222431 \tabularnewline
11 & 0.03755 & 0.2909 & 0.386079 \tabularnewline
12 & -0.191652 & -1.4845 & 0.071452 \tabularnewline
13 & 0.280386 & 2.1719 & 0.016915 \tabularnewline
14 & 0.063152 & 0.4892 & 0.31325 \tabularnewline
15 & -0.009286 & -0.0719 & 0.471448 \tabularnewline
16 & -0.249388 & -1.9318 & 0.029058 \tabularnewline
17 & -0.036859 & -0.2855 & 0.388119 \tabularnewline
18 & -0.138261 & -1.071 & 0.144238 \tabularnewline
19 & -0.000977 & -0.0076 & 0.496992 \tabularnewline
20 & -0.089068 & -0.6899 & 0.246454 \tabularnewline
21 & 0.046871 & 0.3631 & 0.358918 \tabularnewline
22 & 0.031863 & 0.2468 & 0.402948 \tabularnewline
23 & -0.059675 & -0.4622 & 0.32279 \tabularnewline
24 & -0.14506 & -1.1236 & 0.132823 \tabularnewline
25 & 0.138671 & 1.0741 & 0.143529 \tabularnewline
26 & -0.062666 & -0.4854 & 0.314578 \tabularnewline
27 & 0.051161 & 0.3963 & 0.346647 \tabularnewline
28 & -0.091934 & -0.7121 & 0.239577 \tabularnewline
29 & 0.058819 & 0.4556 & 0.325157 \tabularnewline
30 & -0.094003 & -0.7281 & 0.234678 \tabularnewline
31 & -0.029108 & -0.2255 & 0.411191 \tabularnewline
32 & -0.033069 & -0.2562 & 0.399354 \tabularnewline
33 & 0.088915 & 0.6887 & 0.246824 \tabularnewline
34 & -0.097104 & -0.7522 & 0.227447 \tabularnewline
35 & 0.028069 & 0.2174 & 0.414309 \tabularnewline
36 & -0.053976 & -0.4181 & 0.338683 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61084&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]0.914349[/C][C]7.0825[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.196049[/C][C]-1.5186[/C][C]0.067059[/C][/ROW]
[ROW][C]3[/C][C]-0.146233[/C][C]-1.1327[/C][C]0.130919[/C][/ROW]
[ROW][C]4[/C][C]-0.32296[/C][C]-2.5016[/C][C]0.007554[/C][/ROW]
[ROW][C]5[/C][C]-0.213766[/C][C]-1.6558[/C][C]0.05149[/C][/ROW]
[ROW][C]6[/C][C]0.028616[/C][C]0.2217[/C][C]0.412667[/C][/ROW]
[ROW][C]7[/C][C]-0.020266[/C][C]-0.157[/C][C]0.437894[/C][/ROW]
[ROW][C]8[/C][C]-0.250233[/C][C]-1.9383[/C][C]0.028648[/C][/ROW]
[ROW][C]9[/C][C]-0.040338[/C][C]-0.3125[/C][C]0.377888[/C][/ROW]
[ROW][C]10[/C][C]-0.099288[/C][C]-0.7691[/C][C]0.222431[/C][/ROW]
[ROW][C]11[/C][C]0.03755[/C][C]0.2909[/C][C]0.386079[/C][/ROW]
[ROW][C]12[/C][C]-0.191652[/C][C]-1.4845[/C][C]0.071452[/C][/ROW]
[ROW][C]13[/C][C]0.280386[/C][C]2.1719[/C][C]0.016915[/C][/ROW]
[ROW][C]14[/C][C]0.063152[/C][C]0.4892[/C][C]0.31325[/C][/ROW]
[ROW][C]15[/C][C]-0.009286[/C][C]-0.0719[/C][C]0.471448[/C][/ROW]
[ROW][C]16[/C][C]-0.249388[/C][C]-1.9318[/C][C]0.029058[/C][/ROW]
[ROW][C]17[/C][C]-0.036859[/C][C]-0.2855[/C][C]0.388119[/C][/ROW]
[ROW][C]18[/C][C]-0.138261[/C][C]-1.071[/C][C]0.144238[/C][/ROW]
[ROW][C]19[/C][C]-0.000977[/C][C]-0.0076[/C][C]0.496992[/C][/ROW]
[ROW][C]20[/C][C]-0.089068[/C][C]-0.6899[/C][C]0.246454[/C][/ROW]
[ROW][C]21[/C][C]0.046871[/C][C]0.3631[/C][C]0.358918[/C][/ROW]
[ROW][C]22[/C][C]0.031863[/C][C]0.2468[/C][C]0.402948[/C][/ROW]
[ROW][C]23[/C][C]-0.059675[/C][C]-0.4622[/C][C]0.32279[/C][/ROW]
[ROW][C]24[/C][C]-0.14506[/C][C]-1.1236[/C][C]0.132823[/C][/ROW]
[ROW][C]25[/C][C]0.138671[/C][C]1.0741[/C][C]0.143529[/C][/ROW]
[ROW][C]26[/C][C]-0.062666[/C][C]-0.4854[/C][C]0.314578[/C][/ROW]
[ROW][C]27[/C][C]0.051161[/C][C]0.3963[/C][C]0.346647[/C][/ROW]
[ROW][C]28[/C][C]-0.091934[/C][C]-0.7121[/C][C]0.239577[/C][/ROW]
[ROW][C]29[/C][C]0.058819[/C][C]0.4556[/C][C]0.325157[/C][/ROW]
[ROW][C]30[/C][C]-0.094003[/C][C]-0.7281[/C][C]0.234678[/C][/ROW]
[ROW][C]31[/C][C]-0.029108[/C][C]-0.2255[/C][C]0.411191[/C][/ROW]
[ROW][C]32[/C][C]-0.033069[/C][C]-0.2562[/C][C]0.399354[/C][/ROW]
[ROW][C]33[/C][C]0.088915[/C][C]0.6887[/C][C]0.246824[/C][/ROW]
[ROW][C]34[/C][C]-0.097104[/C][C]-0.7522[/C][C]0.227447[/C][/ROW]
[ROW][C]35[/C][C]0.028069[/C][C]0.2174[/C][C]0.414309[/C][/ROW]
[ROW][C]36[/C][C]-0.053976[/C][C]-0.4181[/C][C]0.338683[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61084&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61084&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	0.914349	7.0825	0
2	-0.196049	-1.5186	0.067059
3	-0.146233	-1.1327	0.130919
4	-0.32296	-2.5016	0.007554
5	-0.213766	-1.6558	0.05149
6	0.028616	0.2217	0.412667
7	-0.020266	-0.157	0.437894
8	-0.250233	-1.9383	0.028648
9	-0.040338	-0.3125	0.377888
10	-0.099288	-0.7691	0.222431
11	0.03755	0.2909	0.386079
12	-0.191652	-1.4845	0.071452
13	0.280386	2.1719	0.016915
14	0.063152	0.4892	0.31325
15	-0.009286	-0.0719	0.471448
16	-0.249388	-1.9318	0.029058
17	-0.036859	-0.2855	0.388119
18	-0.138261	-1.071	0.144238
19	-0.000977	-0.0076	0.496992
20	-0.089068	-0.6899	0.246454
21	0.046871	0.3631	0.358918
22	0.031863	0.2468	0.402948
23	-0.059675	-0.4622	0.32279
24	-0.14506	-1.1236	0.132823
25	0.138671	1.0741	0.143529
26	-0.062666	-0.4854	0.314578
27	0.051161	0.3963	0.346647
28	-0.091934	-0.7121	0.239577
29	0.058819	0.4556	0.325157
30	-0.094003	-0.7281	0.234678
31	-0.029108	-0.2255	0.411191
32	-0.033069	-0.2562	0.399354
33	0.088915	0.6887	0.246824
34	-0.097104	-0.7522	0.227447
35	0.028069	0.2174	0.414309
36	-0.053976	-0.4181	0.338683

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