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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 11:47:24 -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/t1259347728v6o6k1zwk2nu0kv.htm/, Retrieved Sun, 28 Apr 2024 22:35:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61116, Retrieved Sun, 28 Apr 2024 22:35:56 +0000

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User-defined keywords

Estimated Impact

135

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]
- R  D          [(Partial) Autocorrelation Function] [Model 1: tweede link] [2009-11-27 18:47:24] [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=61116&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=61116&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61116&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	0.796193	5.6299	0
2	0.459942	3.2523	0.001027
3	0.190789	1.3491	0.091695
4	0.087545	0.619	0.269352
5	0.163573	1.1566	0.126459
6	0.290947	2.0573	0.022445
7	0.357729	2.5295	0.00731
8	0.316781	2.24	0.014784
9	0.197502	1.3965	0.084359
10	0.102015	0.7214	0.237025
11	0.072065	0.5096	0.306296
12	0.076242	0.5391	0.2961
13	0.087586	0.6193	0.269256
14	0.061467	0.4346	0.332847
15	0.002332	0.0165	0.493455
16	-0.042684	-0.3018	0.38202
17	-0.080534	-0.5695	0.285797
18	-0.095395	-0.6745	0.251537
19	-0.102049	-0.7216	0.236952
20	-0.129989	-0.9192	0.181212
21	-0.178553	-1.2626	0.106303
22	-0.257791	-1.8229	0.037153
23	-0.295948	-2.0927	0.020737
24	-0.286142	-2.0233	0.024201
25	-0.24145	-1.7073	0.046984
26	-0.201489	-1.4247	0.080222
27	-0.196413	-1.3888	0.085517
28	-0.207371	-1.4663	0.074409
29	-0.19319	-1.3661	0.089017
30	-0.137099	-0.9694	0.168498
31	-0.053289	-0.3768	0.353955
32	-0.029789	-0.2106	0.417013
33	-0.086039	-0.6084	0.272843
34	-0.189519	-1.3401	0.093135
35	-0.303122	-2.1434	0.018485
36	-0.323825	-2.2898	0.013145

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.796193 & 5.6299 & 0 \tabularnewline
2 & 0.459942 & 3.2523 & 0.001027 \tabularnewline
3 & 0.190789 & 1.3491 & 0.091695 \tabularnewline
4 & 0.087545 & 0.619 & 0.269352 \tabularnewline
5 & 0.163573 & 1.1566 & 0.126459 \tabularnewline
6 & 0.290947 & 2.0573 & 0.022445 \tabularnewline
7 & 0.357729 & 2.5295 & 0.00731 \tabularnewline
8 & 0.316781 & 2.24 & 0.014784 \tabularnewline
9 & 0.197502 & 1.3965 & 0.084359 \tabularnewline
10 & 0.102015 & 0.7214 & 0.237025 \tabularnewline
11 & 0.072065 & 0.5096 & 0.306296 \tabularnewline
12 & 0.076242 & 0.5391 & 0.2961 \tabularnewline
13 & 0.087586 & 0.6193 & 0.269256 \tabularnewline
14 & 0.061467 & 0.4346 & 0.332847 \tabularnewline
15 & 0.002332 & 0.0165 & 0.493455 \tabularnewline
16 & -0.042684 & -0.3018 & 0.38202 \tabularnewline
17 & -0.080534 & -0.5695 & 0.285797 \tabularnewline
18 & -0.095395 & -0.6745 & 0.251537 \tabularnewline
19 & -0.102049 & -0.7216 & 0.236952 \tabularnewline
20 & -0.129989 & -0.9192 & 0.181212 \tabularnewline
21 & -0.178553 & -1.2626 & 0.106303 \tabularnewline
22 & -0.257791 & -1.8229 & 0.037153 \tabularnewline
23 & -0.295948 & -2.0927 & 0.020737 \tabularnewline
24 & -0.286142 & -2.0233 & 0.024201 \tabularnewline
25 & -0.24145 & -1.7073 & 0.046984 \tabularnewline
26 & -0.201489 & -1.4247 & 0.080222 \tabularnewline
27 & -0.196413 & -1.3888 & 0.085517 \tabularnewline
28 & -0.207371 & -1.4663 & 0.074409 \tabularnewline
29 & -0.19319 & -1.3661 & 0.089017 \tabularnewline
30 & -0.137099 & -0.9694 & 0.168498 \tabularnewline
31 & -0.053289 & -0.3768 & 0.353955 \tabularnewline
32 & -0.029789 & -0.2106 & 0.417013 \tabularnewline
33 & -0.086039 & -0.6084 & 0.272843 \tabularnewline
34 & -0.189519 & -1.3401 & 0.093135 \tabularnewline
35 & -0.303122 & -2.1434 & 0.018485 \tabularnewline
36 & -0.323825 & -2.2898 & 0.013145 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61116&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]0.796193[/C][C]5.6299[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.459942[/C][C]3.2523[/C][C]0.001027[/C][/ROW]
[ROW][C]3[/C][C]0.190789[/C][C]1.3491[/C][C]0.091695[/C][/ROW]
[ROW][C]4[/C][C]0.087545[/C][C]0.619[/C][C]0.269352[/C][/ROW]
[ROW][C]5[/C][C]0.163573[/C][C]1.1566[/C][C]0.126459[/C][/ROW]
[ROW][C]6[/C][C]0.290947[/C][C]2.0573[/C][C]0.022445[/C][/ROW]
[ROW][C]7[/C][C]0.357729[/C][C]2.5295[/C][C]0.00731[/C][/ROW]
[ROW][C]8[/C][C]0.316781[/C][C]2.24[/C][C]0.014784[/C][/ROW]
[ROW][C]9[/C][C]0.197502[/C][C]1.3965[/C][C]0.084359[/C][/ROW]
[ROW][C]10[/C][C]0.102015[/C][C]0.7214[/C][C]0.237025[/C][/ROW]
[ROW][C]11[/C][C]0.072065[/C][C]0.5096[/C][C]0.306296[/C][/ROW]
[ROW][C]12[/C][C]0.076242[/C][C]0.5391[/C][C]0.2961[/C][/ROW]
[ROW][C]13[/C][C]0.087586[/C][C]0.6193[/C][C]0.269256[/C][/ROW]
[ROW][C]14[/C][C]0.061467[/C][C]0.4346[/C][C]0.332847[/C][/ROW]
[ROW][C]15[/C][C]0.002332[/C][C]0.0165[/C][C]0.493455[/C][/ROW]
[ROW][C]16[/C][C]-0.042684[/C][C]-0.3018[/C][C]0.38202[/C][/ROW]
[ROW][C]17[/C][C]-0.080534[/C][C]-0.5695[/C][C]0.285797[/C][/ROW]
[ROW][C]18[/C][C]-0.095395[/C][C]-0.6745[/C][C]0.251537[/C][/ROW]
[ROW][C]19[/C][C]-0.102049[/C][C]-0.7216[/C][C]0.236952[/C][/ROW]
[ROW][C]20[/C][C]-0.129989[/C][C]-0.9192[/C][C]0.181212[/C][/ROW]
[ROW][C]21[/C][C]-0.178553[/C][C]-1.2626[/C][C]0.106303[/C][/ROW]
[ROW][C]22[/C][C]-0.257791[/C][C]-1.8229[/C][C]0.037153[/C][/ROW]
[ROW][C]23[/C][C]-0.295948[/C][C]-2.0927[/C][C]0.020737[/C][/ROW]
[ROW][C]24[/C][C]-0.286142[/C][C]-2.0233[/C][C]0.024201[/C][/ROW]
[ROW][C]25[/C][C]-0.24145[/C][C]-1.7073[/C][C]0.046984[/C][/ROW]
[ROW][C]26[/C][C]-0.201489[/C][C]-1.4247[/C][C]0.080222[/C][/ROW]
[ROW][C]27[/C][C]-0.196413[/C][C]-1.3888[/C][C]0.085517[/C][/ROW]
[ROW][C]28[/C][C]-0.207371[/C][C]-1.4663[/C][C]0.074409[/C][/ROW]
[ROW][C]29[/C][C]-0.19319[/C][C]-1.3661[/C][C]0.089017[/C][/ROW]
[ROW][C]30[/C][C]-0.137099[/C][C]-0.9694[/C][C]0.168498[/C][/ROW]
[ROW][C]31[/C][C]-0.053289[/C][C]-0.3768[/C][C]0.353955[/C][/ROW]
[ROW][C]32[/C][C]-0.029789[/C][C]-0.2106[/C][C]0.417013[/C][/ROW]
[ROW][C]33[/C][C]-0.086039[/C][C]-0.6084[/C][C]0.272843[/C][/ROW]
[ROW][C]34[/C][C]-0.189519[/C][C]-1.3401[/C][C]0.093135[/C][/ROW]
[ROW][C]35[/C][C]-0.303122[/C][C]-2.1434[/C][C]0.018485[/C][/ROW]
[ROW][C]36[/C][C]-0.323825[/C][C]-2.2898[/C][C]0.013145[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61116&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61116&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	0.796193	5.6299	0
2	0.459942	3.2523	0.001027
3	0.190789	1.3491	0.091695
4	0.087545	0.619	0.269352
5	0.163573	1.1566	0.126459
6	0.290947	2.0573	0.022445
7	0.357729	2.5295	0.00731
8	0.316781	2.24	0.014784
9	0.197502	1.3965	0.084359
10	0.102015	0.7214	0.237025
11	0.072065	0.5096	0.306296
12	0.076242	0.5391	0.2961
13	0.087586	0.6193	0.269256
14	0.061467	0.4346	0.332847
15	0.002332	0.0165	0.493455
16	-0.042684	-0.3018	0.38202
17	-0.080534	-0.5695	0.285797
18	-0.095395	-0.6745	0.251537
19	-0.102049	-0.7216	0.236952
20	-0.129989	-0.9192	0.181212
21	-0.178553	-1.2626	0.106303
22	-0.257791	-1.8229	0.037153
23	-0.295948	-2.0927	0.020737
24	-0.286142	-2.0233	0.024201
25	-0.24145	-1.7073	0.046984
26	-0.201489	-1.4247	0.080222
27	-0.196413	-1.3888	0.085517
28	-0.207371	-1.4663	0.074409
29	-0.19319	-1.3661	0.089017
30	-0.137099	-0.9694	0.168498
31	-0.053289	-0.3768	0.353955
32	-0.029789	-0.2106	0.417013
33	-0.086039	-0.6084	0.272843
34	-0.189519	-1.3401	0.093135
35	-0.303122	-2.1434	0.018485
36	-0.323825	-2.2898	0.013145

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.796193	5.6299	0
2	-0.475259	-3.3606	0.000748
3	0.10213	0.7222	0.236778
4	0.166304	1.1759	0.122592
5	0.24509	1.733	0.044626
6	0.007985	0.0565	0.477599
7	0.01387	0.0981	0.461133
8	-0.029888	-0.2113	0.416741
9	-0.01757	-0.1242	0.450811
10	0.083917	0.5934	0.2778
11	-0.010154	-0.0718	0.471525
12	-0.092345	-0.653	0.258382
13	-0.013749	-0.0972	0.461469
14	-0.072782	-0.5146	0.304533
15	-0.030445	-0.2153	0.415212
16	0.017702	0.1252	0.450445
17	-0.118542	-0.8382	0.202948
18	-0.019164	-0.1355	0.446377
19	-0.053521	-0.3784	0.353349
20	-0.072406	-0.512	0.305457
21	-0.089465	-0.6326	0.264933
22	-0.160377	-1.134	0.131093
23	0.073097	0.5169	0.303762
24	-0.077457	-0.5477	0.293166
25	0.024624	0.1741	0.431237
26	-0.08287	-0.586	0.280262
27	-0.012575	-0.0889	0.464751
28	0.063193	0.4468	0.328459
29	0.1096	0.775	0.220998
30	0.093995	0.6646	0.254667
31	0.065235	0.4613	0.323299
32	-0.155857	-1.1021	0.137853
33	-0.015017	-0.1062	0.457929
34	-0.087671	-0.6199	0.269061
35	-0.15353	-1.0856	0.141426
36	0.034486	0.2439	0.404172

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.796193 & 5.6299 & 0 \tabularnewline
2 & -0.475259 & -3.3606 & 0.000748 \tabularnewline
3 & 0.10213 & 0.7222 & 0.236778 \tabularnewline
4 & 0.166304 & 1.1759 & 0.122592 \tabularnewline
5 & 0.24509 & 1.733 & 0.044626 \tabularnewline
6 & 0.007985 & 0.0565 & 0.477599 \tabularnewline
7 & 0.01387 & 0.0981 & 0.461133 \tabularnewline
8 & -0.029888 & -0.2113 & 0.416741 \tabularnewline
9 & -0.01757 & -0.1242 & 0.450811 \tabularnewline
10 & 0.083917 & 0.5934 & 0.2778 \tabularnewline
11 & -0.010154 & -0.0718 & 0.471525 \tabularnewline
12 & -0.092345 & -0.653 & 0.258382 \tabularnewline
13 & -0.013749 & -0.0972 & 0.461469 \tabularnewline
14 & -0.072782 & -0.5146 & 0.304533 \tabularnewline
15 & -0.030445 & -0.2153 & 0.415212 \tabularnewline
16 & 0.017702 & 0.1252 & 0.450445 \tabularnewline
17 & -0.118542 & -0.8382 & 0.202948 \tabularnewline
18 & -0.019164 & -0.1355 & 0.446377 \tabularnewline
19 & -0.053521 & -0.3784 & 0.353349 \tabularnewline
20 & -0.072406 & -0.512 & 0.305457 \tabularnewline
21 & -0.089465 & -0.6326 & 0.264933 \tabularnewline
22 & -0.160377 & -1.134 & 0.131093 \tabularnewline
23 & 0.073097 & 0.5169 & 0.303762 \tabularnewline
24 & -0.077457 & -0.5477 & 0.293166 \tabularnewline
25 & 0.024624 & 0.1741 & 0.431237 \tabularnewline
26 & -0.08287 & -0.586 & 0.280262 \tabularnewline
27 & -0.012575 & -0.0889 & 0.464751 \tabularnewline
28 & 0.063193 & 0.4468 & 0.328459 \tabularnewline
29 & 0.1096 & 0.775 & 0.220998 \tabularnewline
30 & 0.093995 & 0.6646 & 0.254667 \tabularnewline
31 & 0.065235 & 0.4613 & 0.323299 \tabularnewline
32 & -0.155857 & -1.1021 & 0.137853 \tabularnewline
33 & -0.015017 & -0.1062 & 0.457929 \tabularnewline
34 & -0.087671 & -0.6199 & 0.269061 \tabularnewline
35 & -0.15353 & -1.0856 & 0.141426 \tabularnewline
36 & 0.034486 & 0.2439 & 0.404172 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61116&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]0.796193[/C][C]5.6299[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.475259[/C][C]-3.3606[/C][C]0.000748[/C][/ROW]
[ROW][C]3[/C][C]0.10213[/C][C]0.7222[/C][C]0.236778[/C][/ROW]
[ROW][C]4[/C][C]0.166304[/C][C]1.1759[/C][C]0.122592[/C][/ROW]
[ROW][C]5[/C][C]0.24509[/C][C]1.733[/C][C]0.044626[/C][/ROW]
[ROW][C]6[/C][C]0.007985[/C][C]0.0565[/C][C]0.477599[/C][/ROW]
[ROW][C]7[/C][C]0.01387[/C][C]0.0981[/C][C]0.461133[/C][/ROW]
[ROW][C]8[/C][C]-0.029888[/C][C]-0.2113[/C][C]0.416741[/C][/ROW]
[ROW][C]9[/C][C]-0.01757[/C][C]-0.1242[/C][C]0.450811[/C][/ROW]
[ROW][C]10[/C][C]0.083917[/C][C]0.5934[/C][C]0.2778[/C][/ROW]
[ROW][C]11[/C][C]-0.010154[/C][C]-0.0718[/C][C]0.471525[/C][/ROW]
[ROW][C]12[/C][C]-0.092345[/C][C]-0.653[/C][C]0.258382[/C][/ROW]
[ROW][C]13[/C][C]-0.013749[/C][C]-0.0972[/C][C]0.461469[/C][/ROW]
[ROW][C]14[/C][C]-0.072782[/C][C]-0.5146[/C][C]0.304533[/C][/ROW]
[ROW][C]15[/C][C]-0.030445[/C][C]-0.2153[/C][C]0.415212[/C][/ROW]
[ROW][C]16[/C][C]0.017702[/C][C]0.1252[/C][C]0.450445[/C][/ROW]
[ROW][C]17[/C][C]-0.118542[/C][C]-0.8382[/C][C]0.202948[/C][/ROW]
[ROW][C]18[/C][C]-0.019164[/C][C]-0.1355[/C][C]0.446377[/C][/ROW]
[ROW][C]19[/C][C]-0.053521[/C][C]-0.3784[/C][C]0.353349[/C][/ROW]
[ROW][C]20[/C][C]-0.072406[/C][C]-0.512[/C][C]0.305457[/C][/ROW]
[ROW][C]21[/C][C]-0.089465[/C][C]-0.6326[/C][C]0.264933[/C][/ROW]
[ROW][C]22[/C][C]-0.160377[/C][C]-1.134[/C][C]0.131093[/C][/ROW]
[ROW][C]23[/C][C]0.073097[/C][C]0.5169[/C][C]0.303762[/C][/ROW]
[ROW][C]24[/C][C]-0.077457[/C][C]-0.5477[/C][C]0.293166[/C][/ROW]
[ROW][C]25[/C][C]0.024624[/C][C]0.1741[/C][C]0.431237[/C][/ROW]
[ROW][C]26[/C][C]-0.08287[/C][C]-0.586[/C][C]0.280262[/C][/ROW]
[ROW][C]27[/C][C]-0.012575[/C][C]-0.0889[/C][C]0.464751[/C][/ROW]
[ROW][C]28[/C][C]0.063193[/C][C]0.4468[/C][C]0.328459[/C][/ROW]
[ROW][C]29[/C][C]0.1096[/C][C]0.775[/C][C]0.220998[/C][/ROW]
[ROW][C]30[/C][C]0.093995[/C][C]0.6646[/C][C]0.254667[/C][/ROW]
[ROW][C]31[/C][C]0.065235[/C][C]0.4613[/C][C]0.323299[/C][/ROW]
[ROW][C]32[/C][C]-0.155857[/C][C]-1.1021[/C][C]0.137853[/C][/ROW]
[ROW][C]33[/C][C]-0.015017[/C][C]-0.1062[/C][C]0.457929[/C][/ROW]
[ROW][C]34[/C][C]-0.087671[/C][C]-0.6199[/C][C]0.269061[/C][/ROW]
[ROW][C]35[/C][C]-0.15353[/C][C]-1.0856[/C][C]0.141426[/C][/ROW]
[ROW][C]36[/C][C]0.034486[/C][C]0.2439[/C][C]0.404172[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61116&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61116&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	0.796193	5.6299	0
2	-0.475259	-3.3606	0.000748
3	0.10213	0.7222	0.236778
4	0.166304	1.1759	0.122592
5	0.24509	1.733	0.044626
6	0.007985	0.0565	0.477599
7	0.01387	0.0981	0.461133
8	-0.029888	-0.2113	0.416741
9	-0.01757	-0.1242	0.450811
10	0.083917	0.5934	0.2778
11	-0.010154	-0.0718	0.471525
12	-0.092345	-0.653	0.258382
13	-0.013749	-0.0972	0.461469
14	-0.072782	-0.5146	0.304533
15	-0.030445	-0.2153	0.415212
16	0.017702	0.1252	0.450445
17	-0.118542	-0.8382	0.202948
18	-0.019164	-0.1355	0.446377
19	-0.053521	-0.3784	0.353349
20	-0.072406	-0.512	0.305457
21	-0.089465	-0.6326	0.264933
22	-0.160377	-1.134	0.131093
23	0.073097	0.5169	0.303762
24	-0.077457	-0.5477	0.293166
25	0.024624	0.1741	0.431237
26	-0.08287	-0.586	0.280262
27	-0.012575	-0.0889	0.464751
28	0.063193	0.4468	0.328459
29	0.1096	0.775	0.220998
30	0.093995	0.6646	0.254667
31	0.065235	0.4613	0.323299
32	-0.155857	-1.1021	0.137853
33	-0.015017	-0.1062	0.457929
34	-0.087671	-0.6199	0.269061
35	-0.15353	-1.0856	0.141426
36	0.034486	0.2439	0.404172

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