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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 13:56:47 -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/t1259355492ot6gzamyuv17dcz.htm/, Retrieved Mon, 29 Apr 2024 01:30:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61276, Retrieved Mon, 29 Apr 2024 01:30:03 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

134

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] [ws8] [2009-11-24 20:12:27] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D          [(Partial) Autocorrelation Function] [WS8(1)] [2009-11-27 10:20:58] [7d268329e554b8694908ba13e6e6f258]
-   PD            [(Partial) Autocorrelation Function] [WS8(2)] [2009-11-27 10:31:59] [7d268329e554b8694908ba13e6e6f258]
F   P               [(Partial) Autocorrelation Function] [WS8(3)] [2009-11-27 10:38:53] [7d268329e554b8694908ba13e6e6f258]
-   P                 [(Partial) Autocorrelation Function] [d=2 gebruiken] [2009-11-27 20:51:12] [cd6314e7e707a6546bd4604c9d1f2b69]
-   P                     [(Partial) Autocorrelation Function] [D=2 gebruiken] [2009-11-27 20:56:47] [ea241b681aafed79da4b5b99fad98471] [Current]

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Dataseries X:

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Histogram

Boxplots

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
8.4
8.2
7.7
7.2
7.3
8.1
8.5

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61276&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]2 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=61276&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61276&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.354496	2.0671	0.023205
2	-0.125993	-0.7347	0.233793
3	-0.477953	-2.7869	0.004322
4	-0.495184	-2.8874	0.003354
5	-0.303242	-1.7682	0.043001
6	0.09853	0.5745	0.284697
7	0.335044	1.9536	0.029507
8	0.408005	2.3791	0.011557
9	0.30392	1.7721	0.042667
10	-0.097777	-0.5701	0.286169
11	-0.230091	-1.3417	0.094301
12	-0.410802	-2.3954	0.011128
13	-0.16815	-0.9805	0.166889
14	0.040476	0.236	0.407419
15	0.210181	1.2256	0.114394
16	0.139536	0.8136	0.210759
17	0.164199	0.9574	0.172554
18	5e-05	3e-04	0.499884
19	-0.131875	-0.769	0.223614
20	-0.128622	-0.75	0.229211
21	-0.134478	-0.7841	0.219195
22	0.042753	0.2493	0.402319
23	0.090602	0.5283	0.300362
24	0.04524	0.2638	0.396767
25	0.036899	0.2152	0.415465
26	0.04875	0.2843	0.388968
27	-0.070412	-0.4106	0.341982
28	-0.038443	-0.2242	0.411988
29	-0.013464	-0.0785	0.468942
30	-0.027723	-0.1617	0.436268
31	0.029577	0.1725	0.432049
32	0.011347	0.0662	0.473817
33	-0.005396	-0.0315	0.487541
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.354496 & 2.0671 & 0.023205 \tabularnewline
2 & -0.125993 & -0.7347 & 0.233793 \tabularnewline
3 & -0.477953 & -2.7869 & 0.004322 \tabularnewline
4 & -0.495184 & -2.8874 & 0.003354 \tabularnewline
5 & -0.303242 & -1.7682 & 0.043001 \tabularnewline
6 & 0.09853 & 0.5745 & 0.284697 \tabularnewline
7 & 0.335044 & 1.9536 & 0.029507 \tabularnewline
8 & 0.408005 & 2.3791 & 0.011557 \tabularnewline
9 & 0.30392 & 1.7721 & 0.042667 \tabularnewline
10 & -0.097777 & -0.5701 & 0.286169 \tabularnewline
11 & -0.230091 & -1.3417 & 0.094301 \tabularnewline
12 & -0.410802 & -2.3954 & 0.011128 \tabularnewline
13 & -0.16815 & -0.9805 & 0.166889 \tabularnewline
14 & 0.040476 & 0.236 & 0.407419 \tabularnewline
15 & 0.210181 & 1.2256 & 0.114394 \tabularnewline
16 & 0.139536 & 0.8136 & 0.210759 \tabularnewline
17 & 0.164199 & 0.9574 & 0.172554 \tabularnewline
18 & 5e-05 & 3e-04 & 0.499884 \tabularnewline
19 & -0.131875 & -0.769 & 0.223614 \tabularnewline
20 & -0.128622 & -0.75 & 0.229211 \tabularnewline
21 & -0.134478 & -0.7841 & 0.219195 \tabularnewline
22 & 0.042753 & 0.2493 & 0.402319 \tabularnewline
23 & 0.090602 & 0.5283 & 0.300362 \tabularnewline
24 & 0.04524 & 0.2638 & 0.396767 \tabularnewline
25 & 0.036899 & 0.2152 & 0.415465 \tabularnewline
26 & 0.04875 & 0.2843 & 0.388968 \tabularnewline
27 & -0.070412 & -0.4106 & 0.341982 \tabularnewline
28 & -0.038443 & -0.2242 & 0.411988 \tabularnewline
29 & -0.013464 & -0.0785 & 0.468942 \tabularnewline
30 & -0.027723 & -0.1617 & 0.436268 \tabularnewline
31 & 0.029577 & 0.1725 & 0.432049 \tabularnewline
32 & 0.011347 & 0.0662 & 0.473817 \tabularnewline
33 & -0.005396 & -0.0315 & 0.487541 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61276&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]0.354496[/C][C]2.0671[/C][C]0.023205[/C][/ROW]
[ROW][C]2[/C][C]-0.125993[/C][C]-0.7347[/C][C]0.233793[/C][/ROW]
[ROW][C]3[/C][C]-0.477953[/C][C]-2.7869[/C][C]0.004322[/C][/ROW]
[ROW][C]4[/C][C]-0.495184[/C][C]-2.8874[/C][C]0.003354[/C][/ROW]
[ROW][C]5[/C][C]-0.303242[/C][C]-1.7682[/C][C]0.043001[/C][/ROW]
[ROW][C]6[/C][C]0.09853[/C][C]0.5745[/C][C]0.284697[/C][/ROW]
[ROW][C]7[/C][C]0.335044[/C][C]1.9536[/C][C]0.029507[/C][/ROW]
[ROW][C]8[/C][C]0.408005[/C][C]2.3791[/C][C]0.011557[/C][/ROW]
[ROW][C]9[/C][C]0.30392[/C][C]1.7721[/C][C]0.042667[/C][/ROW]
[ROW][C]10[/C][C]-0.097777[/C][C]-0.5701[/C][C]0.286169[/C][/ROW]
[ROW][C]11[/C][C]-0.230091[/C][C]-1.3417[/C][C]0.094301[/C][/ROW]
[ROW][C]12[/C][C]-0.410802[/C][C]-2.3954[/C][C]0.011128[/C][/ROW]
[ROW][C]13[/C][C]-0.16815[/C][C]-0.9805[/C][C]0.166889[/C][/ROW]
[ROW][C]14[/C][C]0.040476[/C][C]0.236[/C][C]0.407419[/C][/ROW]
[ROW][C]15[/C][C]0.210181[/C][C]1.2256[/C][C]0.114394[/C][/ROW]
[ROW][C]16[/C][C]0.139536[/C][C]0.8136[/C][C]0.210759[/C][/ROW]
[ROW][C]17[/C][C]0.164199[/C][C]0.9574[/C][C]0.172554[/C][/ROW]
[ROW][C]18[/C][C]5e-05[/C][C]3e-04[/C][C]0.499884[/C][/ROW]
[ROW][C]19[/C][C]-0.131875[/C][C]-0.769[/C][C]0.223614[/C][/ROW]
[ROW][C]20[/C][C]-0.128622[/C][C]-0.75[/C][C]0.229211[/C][/ROW]
[ROW][C]21[/C][C]-0.134478[/C][C]-0.7841[/C][C]0.219195[/C][/ROW]
[ROW][C]22[/C][C]0.042753[/C][C]0.2493[/C][C]0.402319[/C][/ROW]
[ROW][C]23[/C][C]0.090602[/C][C]0.5283[/C][C]0.300362[/C][/ROW]
[ROW][C]24[/C][C]0.04524[/C][C]0.2638[/C][C]0.396767[/C][/ROW]
[ROW][C]25[/C][C]0.036899[/C][C]0.2152[/C][C]0.415465[/C][/ROW]
[ROW][C]26[/C][C]0.04875[/C][C]0.2843[/C][C]0.388968[/C][/ROW]
[ROW][C]27[/C][C]-0.070412[/C][C]-0.4106[/C][C]0.341982[/C][/ROW]
[ROW][C]28[/C][C]-0.038443[/C][C]-0.2242[/C][C]0.411988[/C][/ROW]
[ROW][C]29[/C][C]-0.013464[/C][C]-0.0785[/C][C]0.468942[/C][/ROW]
[ROW][C]30[/C][C]-0.027723[/C][C]-0.1617[/C][C]0.436268[/C][/ROW]
[ROW][C]31[/C][C]0.029577[/C][C]0.1725[/C][C]0.432049[/C][/ROW]
[ROW][C]32[/C][C]0.011347[/C][C]0.0662[/C][C]0.473817[/C][/ROW]
[ROW][C]33[/C][C]-0.005396[/C][C]-0.0315[/C][C]0.487541[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61276&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61276&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	0.354496	2.0671	0.023205
2	-0.125993	-0.7347	0.233793
3	-0.477953	-2.7869	0.004322
4	-0.495184	-2.8874	0.003354
5	-0.303242	-1.7682	0.043001
6	0.09853	0.5745	0.284697
7	0.335044	1.9536	0.029507
8	0.408005	2.3791	0.011557
9	0.30392	1.7721	0.042667
10	-0.097777	-0.5701	0.286169
11	-0.230091	-1.3417	0.094301
12	-0.410802	-2.3954	0.011128
13	-0.16815	-0.9805	0.166889
14	0.040476	0.236	0.407419
15	0.210181	1.2256	0.114394
16	0.139536	0.8136	0.210759
17	0.164199	0.9574	0.172554
18	5e-05	3e-04	0.499884
19	-0.131875	-0.769	0.223614
20	-0.128622	-0.75	0.229211
21	-0.134478	-0.7841	0.219195
22	0.042753	0.2493	0.402319
23	0.090602	0.5283	0.300362
24	0.04524	0.2638	0.396767
25	0.036899	0.2152	0.415465
26	0.04875	0.2843	0.388968
27	-0.070412	-0.4106	0.341982
28	-0.038443	-0.2242	0.411988
29	-0.013464	-0.0785	0.468942
30	-0.027723	-0.1617	0.436268
31	0.029577	0.1725	0.432049
32	0.011347	0.0662	0.473817
33	-0.005396	-0.0315	0.487541
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.354496	2.0671	0.023205
2	-0.287832	-1.6783	0.051226
3	-0.397057	-2.3152	0.013384
4	-0.30242	-1.7634	0.04341
5	-0.308526	-1.799	0.04045
6	-0.102352	-0.5968	0.277294
7	-0.107188	-0.625	0.26807
8	0.021208	0.1237	0.451154
9	0.175324	1.0223	0.156927
10	-0.084876	-0.4949	0.311924
11	0.213499	1.2449	0.11084
12	-0.148754	-0.8674	0.195909
13	0.152358	0.8884	0.190286
14	-0.011514	-0.0671	0.473434
15	-0.098062	-0.5718	0.28561
16	-0.176271	-1.0278	0.155643
17	-0.033583	-0.1958	0.422958
18	-0.103653	-0.6044	0.274797
19	-0.10166	-0.5928	0.278627
20	-0.026759	-0.156	0.438466
21	-0.045701	-0.2665	0.39574
22	0.081263	0.4738	0.31932
23	0.065763	0.3835	0.351883
24	-0.12057	-0.703	0.243409
25	0.157507	0.9184	0.182436
26	-0.020166	-0.1176	0.453543
27	-0.033461	-0.1951	0.423235
28	-0.055545	-0.3239	0.374007
29	-1.8e-05	-1e-04	0.499959
30	-0.071881	-0.4191	0.338878
31	-0.055644	-0.3245	0.37379
32	-0.065553	-0.3822	0.352332
33	-0.042477	-0.2477	0.402936
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.354496 & 2.0671 & 0.023205 \tabularnewline
2 & -0.287832 & -1.6783 & 0.051226 \tabularnewline
3 & -0.397057 & -2.3152 & 0.013384 \tabularnewline
4 & -0.30242 & -1.7634 & 0.04341 \tabularnewline
5 & -0.308526 & -1.799 & 0.04045 \tabularnewline
6 & -0.102352 & -0.5968 & 0.277294 \tabularnewline
7 & -0.107188 & -0.625 & 0.26807 \tabularnewline
8 & 0.021208 & 0.1237 & 0.451154 \tabularnewline
9 & 0.175324 & 1.0223 & 0.156927 \tabularnewline
10 & -0.084876 & -0.4949 & 0.311924 \tabularnewline
11 & 0.213499 & 1.2449 & 0.11084 \tabularnewline
12 & -0.148754 & -0.8674 & 0.195909 \tabularnewline
13 & 0.152358 & 0.8884 & 0.190286 \tabularnewline
14 & -0.011514 & -0.0671 & 0.473434 \tabularnewline
15 & -0.098062 & -0.5718 & 0.28561 \tabularnewline
16 & -0.176271 & -1.0278 & 0.155643 \tabularnewline
17 & -0.033583 & -0.1958 & 0.422958 \tabularnewline
18 & -0.103653 & -0.6044 & 0.274797 \tabularnewline
19 & -0.10166 & -0.5928 & 0.278627 \tabularnewline
20 & -0.026759 & -0.156 & 0.438466 \tabularnewline
21 & -0.045701 & -0.2665 & 0.39574 \tabularnewline
22 & 0.081263 & 0.4738 & 0.31932 \tabularnewline
23 & 0.065763 & 0.3835 & 0.351883 \tabularnewline
24 & -0.12057 & -0.703 & 0.243409 \tabularnewline
25 & 0.157507 & 0.9184 & 0.182436 \tabularnewline
26 & -0.020166 & -0.1176 & 0.453543 \tabularnewline
27 & -0.033461 & -0.1951 & 0.423235 \tabularnewline
28 & -0.055545 & -0.3239 & 0.374007 \tabularnewline
29 & -1.8e-05 & -1e-04 & 0.499959 \tabularnewline
30 & -0.071881 & -0.4191 & 0.338878 \tabularnewline
31 & -0.055644 & -0.3245 & 0.37379 \tabularnewline
32 & -0.065553 & -0.3822 & 0.352332 \tabularnewline
33 & -0.042477 & -0.2477 & 0.402936 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61276&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]0.354496[/C][C]2.0671[/C][C]0.023205[/C][/ROW]
[ROW][C]2[/C][C]-0.287832[/C][C]-1.6783[/C][C]0.051226[/C][/ROW]
[ROW][C]3[/C][C]-0.397057[/C][C]-2.3152[/C][C]0.013384[/C][/ROW]
[ROW][C]4[/C][C]-0.30242[/C][C]-1.7634[/C][C]0.04341[/C][/ROW]
[ROW][C]5[/C][C]-0.308526[/C][C]-1.799[/C][C]0.04045[/C][/ROW]
[ROW][C]6[/C][C]-0.102352[/C][C]-0.5968[/C][C]0.277294[/C][/ROW]
[ROW][C]7[/C][C]-0.107188[/C][C]-0.625[/C][C]0.26807[/C][/ROW]
[ROW][C]8[/C][C]0.021208[/C][C]0.1237[/C][C]0.451154[/C][/ROW]
[ROW][C]9[/C][C]0.175324[/C][C]1.0223[/C][C]0.156927[/C][/ROW]
[ROW][C]10[/C][C]-0.084876[/C][C]-0.4949[/C][C]0.311924[/C][/ROW]
[ROW][C]11[/C][C]0.213499[/C][C]1.2449[/C][C]0.11084[/C][/ROW]
[ROW][C]12[/C][C]-0.148754[/C][C]-0.8674[/C][C]0.195909[/C][/ROW]
[ROW][C]13[/C][C]0.152358[/C][C]0.8884[/C][C]0.190286[/C][/ROW]
[ROW][C]14[/C][C]-0.011514[/C][C]-0.0671[/C][C]0.473434[/C][/ROW]
[ROW][C]15[/C][C]-0.098062[/C][C]-0.5718[/C][C]0.28561[/C][/ROW]
[ROW][C]16[/C][C]-0.176271[/C][C]-1.0278[/C][C]0.155643[/C][/ROW]
[ROW][C]17[/C][C]-0.033583[/C][C]-0.1958[/C][C]0.422958[/C][/ROW]
[ROW][C]18[/C][C]-0.103653[/C][C]-0.6044[/C][C]0.274797[/C][/ROW]
[ROW][C]19[/C][C]-0.10166[/C][C]-0.5928[/C][C]0.278627[/C][/ROW]
[ROW][C]20[/C][C]-0.026759[/C][C]-0.156[/C][C]0.438466[/C][/ROW]
[ROW][C]21[/C][C]-0.045701[/C][C]-0.2665[/C][C]0.39574[/C][/ROW]
[ROW][C]22[/C][C]0.081263[/C][C]0.4738[/C][C]0.31932[/C][/ROW]
[ROW][C]23[/C][C]0.065763[/C][C]0.3835[/C][C]0.351883[/C][/ROW]
[ROW][C]24[/C][C]-0.12057[/C][C]-0.703[/C][C]0.243409[/C][/ROW]
[ROW][C]25[/C][C]0.157507[/C][C]0.9184[/C][C]0.182436[/C][/ROW]
[ROW][C]26[/C][C]-0.020166[/C][C]-0.1176[/C][C]0.453543[/C][/ROW]
[ROW][C]27[/C][C]-0.033461[/C][C]-0.1951[/C][C]0.423235[/C][/ROW]
[ROW][C]28[/C][C]-0.055545[/C][C]-0.3239[/C][C]0.374007[/C][/ROW]
[ROW][C]29[/C][C]-1.8e-05[/C][C]-1e-04[/C][C]0.499959[/C][/ROW]
[ROW][C]30[/C][C]-0.071881[/C][C]-0.4191[/C][C]0.338878[/C][/ROW]
[ROW][C]31[/C][C]-0.055644[/C][C]-0.3245[/C][C]0.37379[/C][/ROW]
[ROW][C]32[/C][C]-0.065553[/C][C]-0.3822[/C][C]0.352332[/C][/ROW]
[ROW][C]33[/C][C]-0.042477[/C][C]-0.2477[/C][C]0.402936[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61276&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61276&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	0.354496	2.0671	0.023205
2	-0.287832	-1.6783	0.051226
3	-0.397057	-2.3152	0.013384
4	-0.30242	-1.7634	0.04341
5	-0.308526	-1.799	0.04045
6	-0.102352	-0.5968	0.277294
7	-0.107188	-0.625	0.26807
8	0.021208	0.1237	0.451154
9	0.175324	1.0223	0.156927
10	-0.084876	-0.4949	0.311924
11	0.213499	1.2449	0.11084
12	-0.148754	-0.8674	0.195909
13	0.152358	0.8884	0.190286
14	-0.011514	-0.0671	0.473434
15	-0.098062	-0.5718	0.28561
16	-0.176271	-1.0278	0.155643
17	-0.033583	-0.1958	0.422958
18	-0.103653	-0.6044	0.274797
19	-0.10166	-0.5928	0.278627
20	-0.026759	-0.156	0.438466
21	-0.045701	-0.2665	0.39574
22	0.081263	0.4738	0.31932
23	0.065763	0.3835	0.351883
24	-0.12057	-0.703	0.243409
25	0.157507	0.9184	0.182436
26	-0.020166	-0.1176	0.453543
27	-0.033461	-0.1951	0.423235
28	-0.055545	-0.3239	0.374007
29	-1.8e-05	-1e-04	0.499959
30	-0.071881	-0.4191	0.338878
31	-0.055644	-0.3245	0.37379
32	-0.065553	-0.3822	0.352332
33	-0.042477	-0.2477	0.402936
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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