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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 28 Nov 2009 08:16:29 -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/28/t12594214826yi8cputm52adtu.htm/, Retrieved Sun, 05 May 2024 17:23:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61487, Retrieved Sun, 05 May 2024 17:23:03 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

WS8 link 2 ACF

Estimated Impact

118

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]
-    D          [(Partial) Autocorrelation Function] [WS8 link 2 ACF] [2009-11-28 15:16:29] [b4ff140915b3f24d4faed3d78f95eba4] [Current]

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Dataseries X:

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Histogram

Boxplots

4.2
4
4.9
4.6
4.3
4.3
4.6
5.1
4.8
4.5
4.9
5.1
5.1
5.2
4.5
4.6
4.9
4.6
4.4
3.7
4
4.2
3.9
3.6
3.6
3.2
3.2
3.5
3.6
3.7
3.8
3.8
3.8
3.3
3.3
3.4
3.1
3.5
4.2
4.9
5.1
5.5
5.6
6.4
6.2
7.2
7.8
7.9
7.4
7.5
6.7
5.1
4.6
4.3
3.9
2.6
2.6
1.6
0.9
0.3

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=61487&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=61487&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61487&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	0.856025	5.9307	0
2	0.694559	4.812	8e-06
3	0.539657	3.7389	0.000246
4	0.403525	2.7957	0.003713
5	0.229289	1.5886	0.059363
6	0.089334	0.6189	0.269446
7	-0.046532	-0.3224	0.374282
8	-0.172509	-1.1952	0.118945
9	-0.297879	-2.0638	0.022234
10	-0.368595	-2.5537	0.006945
11	-0.389439	-2.6981	0.004798
12	-0.403481	-2.7954	0.003716
13	-0.376448	-2.6081	0.00605
14	-0.327035	-2.2658	0.014007
15	-0.28582	-1.9802	0.026713
16	-0.2739	-1.8976	0.031884
17	-0.243306	-1.6857	0.049175
18	-0.224608	-1.5561	0.063123
19	-0.202011	-1.3996	0.084036
20	-0.188798	-1.308	0.098546
21	-0.15255	-1.0569	0.147925
22	-0.110671	-0.7667	0.223493
23	-0.085904	-0.5952	0.277266
24	-0.071327	-0.4942	0.31172
25	-0.035823	-0.2482	0.402523
26	-0.014823	-0.1027	0.459314
27	0.002683	0.0186	0.492624
28	0.040606	0.2813	0.389835
29	0.087528	0.6064	0.27355
30	0.119494	0.8279	0.205917
31	0.139319	0.9652	0.169634
32	0.155908	1.0802	0.142734
33	0.16654	1.1538	0.127143
34	0.156885	1.0869	0.141248
35	0.125066	0.8665	0.195268
36	0.103643	0.7181	0.238101

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.856025 & 5.9307 & 0 \tabularnewline
2 & 0.694559 & 4.812 & 8e-06 \tabularnewline
3 & 0.539657 & 3.7389 & 0.000246 \tabularnewline
4 & 0.403525 & 2.7957 & 0.003713 \tabularnewline
5 & 0.229289 & 1.5886 & 0.059363 \tabularnewline
6 & 0.089334 & 0.6189 & 0.269446 \tabularnewline
7 & -0.046532 & -0.3224 & 0.374282 \tabularnewline
8 & -0.172509 & -1.1952 & 0.118945 \tabularnewline
9 & -0.297879 & -2.0638 & 0.022234 \tabularnewline
10 & -0.368595 & -2.5537 & 0.006945 \tabularnewline
11 & -0.389439 & -2.6981 & 0.004798 \tabularnewline
12 & -0.403481 & -2.7954 & 0.003716 \tabularnewline
13 & -0.376448 & -2.6081 & 0.00605 \tabularnewline
14 & -0.327035 & -2.2658 & 0.014007 \tabularnewline
15 & -0.28582 & -1.9802 & 0.026713 \tabularnewline
16 & -0.2739 & -1.8976 & 0.031884 \tabularnewline
17 & -0.243306 & -1.6857 & 0.049175 \tabularnewline
18 & -0.224608 & -1.5561 & 0.063123 \tabularnewline
19 & -0.202011 & -1.3996 & 0.084036 \tabularnewline
20 & -0.188798 & -1.308 & 0.098546 \tabularnewline
21 & -0.15255 & -1.0569 & 0.147925 \tabularnewline
22 & -0.110671 & -0.7667 & 0.223493 \tabularnewline
23 & -0.085904 & -0.5952 & 0.277266 \tabularnewline
24 & -0.071327 & -0.4942 & 0.31172 \tabularnewline
25 & -0.035823 & -0.2482 & 0.402523 \tabularnewline
26 & -0.014823 & -0.1027 & 0.459314 \tabularnewline
27 & 0.002683 & 0.0186 & 0.492624 \tabularnewline
28 & 0.040606 & 0.2813 & 0.389835 \tabularnewline
29 & 0.087528 & 0.6064 & 0.27355 \tabularnewline
30 & 0.119494 & 0.8279 & 0.205917 \tabularnewline
31 & 0.139319 & 0.9652 & 0.169634 \tabularnewline
32 & 0.155908 & 1.0802 & 0.142734 \tabularnewline
33 & 0.16654 & 1.1538 & 0.127143 \tabularnewline
34 & 0.156885 & 1.0869 & 0.141248 \tabularnewline
35 & 0.125066 & 0.8665 & 0.195268 \tabularnewline
36 & 0.103643 & 0.7181 & 0.238101 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61487&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]0.856025[/C][C]5.9307[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.694559[/C][C]4.812[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.539657[/C][C]3.7389[/C][C]0.000246[/C][/ROW]
[ROW][C]4[/C][C]0.403525[/C][C]2.7957[/C][C]0.003713[/C][/ROW]
[ROW][C]5[/C][C]0.229289[/C][C]1.5886[/C][C]0.059363[/C][/ROW]
[ROW][C]6[/C][C]0.089334[/C][C]0.6189[/C][C]0.269446[/C][/ROW]
[ROW][C]7[/C][C]-0.046532[/C][C]-0.3224[/C][C]0.374282[/C][/ROW]
[ROW][C]8[/C][C]-0.172509[/C][C]-1.1952[/C][C]0.118945[/C][/ROW]
[ROW][C]9[/C][C]-0.297879[/C][C]-2.0638[/C][C]0.022234[/C][/ROW]
[ROW][C]10[/C][C]-0.368595[/C][C]-2.5537[/C][C]0.006945[/C][/ROW]
[ROW][C]11[/C][C]-0.389439[/C][C]-2.6981[/C][C]0.004798[/C][/ROW]
[ROW][C]12[/C][C]-0.403481[/C][C]-2.7954[/C][C]0.003716[/C][/ROW]
[ROW][C]13[/C][C]-0.376448[/C][C]-2.6081[/C][C]0.00605[/C][/ROW]
[ROW][C]14[/C][C]-0.327035[/C][C]-2.2658[/C][C]0.014007[/C][/ROW]
[ROW][C]15[/C][C]-0.28582[/C][C]-1.9802[/C][C]0.026713[/C][/ROW]
[ROW][C]16[/C][C]-0.2739[/C][C]-1.8976[/C][C]0.031884[/C][/ROW]
[ROW][C]17[/C][C]-0.243306[/C][C]-1.6857[/C][C]0.049175[/C][/ROW]
[ROW][C]18[/C][C]-0.224608[/C][C]-1.5561[/C][C]0.063123[/C][/ROW]
[ROW][C]19[/C][C]-0.202011[/C][C]-1.3996[/C][C]0.084036[/C][/ROW]
[ROW][C]20[/C][C]-0.188798[/C][C]-1.308[/C][C]0.098546[/C][/ROW]
[ROW][C]21[/C][C]-0.15255[/C][C]-1.0569[/C][C]0.147925[/C][/ROW]
[ROW][C]22[/C][C]-0.110671[/C][C]-0.7667[/C][C]0.223493[/C][/ROW]
[ROW][C]23[/C][C]-0.085904[/C][C]-0.5952[/C][C]0.277266[/C][/ROW]
[ROW][C]24[/C][C]-0.071327[/C][C]-0.4942[/C][C]0.31172[/C][/ROW]
[ROW][C]25[/C][C]-0.035823[/C][C]-0.2482[/C][C]0.402523[/C][/ROW]
[ROW][C]26[/C][C]-0.014823[/C][C]-0.1027[/C][C]0.459314[/C][/ROW]
[ROW][C]27[/C][C]0.002683[/C][C]0.0186[/C][C]0.492624[/C][/ROW]
[ROW][C]28[/C][C]0.040606[/C][C]0.2813[/C][C]0.389835[/C][/ROW]
[ROW][C]29[/C][C]0.087528[/C][C]0.6064[/C][C]0.27355[/C][/ROW]
[ROW][C]30[/C][C]0.119494[/C][C]0.8279[/C][C]0.205917[/C][/ROW]
[ROW][C]31[/C][C]0.139319[/C][C]0.9652[/C][C]0.169634[/C][/ROW]
[ROW][C]32[/C][C]0.155908[/C][C]1.0802[/C][C]0.142734[/C][/ROW]
[ROW][C]33[/C][C]0.16654[/C][C]1.1538[/C][C]0.127143[/C][/ROW]
[ROW][C]34[/C][C]0.156885[/C][C]1.0869[/C][C]0.141248[/C][/ROW]
[ROW][C]35[/C][C]0.125066[/C][C]0.8665[/C][C]0.195268[/C][/ROW]
[ROW][C]36[/C][C]0.103643[/C][C]0.7181[/C][C]0.238101[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61487&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61487&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	0.856025	5.9307	0
2	0.694559	4.812	8e-06
3	0.539657	3.7389	0.000246
4	0.403525	2.7957	0.003713
5	0.229289	1.5886	0.059363
6	0.089334	0.6189	0.269446
7	-0.046532	-0.3224	0.374282
8	-0.172509	-1.1952	0.118945
9	-0.297879	-2.0638	0.022234
10	-0.368595	-2.5537	0.006945
11	-0.389439	-2.6981	0.004798
12	-0.403481	-2.7954	0.003716
13	-0.376448	-2.6081	0.00605
14	-0.327035	-2.2658	0.014007
15	-0.28582	-1.9802	0.026713
16	-0.2739	-1.8976	0.031884
17	-0.243306	-1.6857	0.049175
18	-0.224608	-1.5561	0.063123
19	-0.202011	-1.3996	0.084036
20	-0.188798	-1.308	0.098546
21	-0.15255	-1.0569	0.147925
22	-0.110671	-0.7667	0.223493
23	-0.085904	-0.5952	0.277266
24	-0.071327	-0.4942	0.31172
25	-0.035823	-0.2482	0.402523
26	-0.014823	-0.1027	0.459314
27	0.002683	0.0186	0.492624
28	0.040606	0.2813	0.389835
29	0.087528	0.6064	0.27355
30	0.119494	0.8279	0.205917
31	0.139319	0.9652	0.169634
32	0.155908	1.0802	0.142734
33	0.16654	1.1538	0.127143
34	0.156885	1.0869	0.141248
35	0.125066	0.8665	0.195268
36	0.103643	0.7181	0.238101

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.856025	5.9307	0
2	-0.143026	-0.9909	0.163349
3	-0.066881	-0.4634	0.322599
4	-0.031486	-0.2181	0.414123
5	-0.251335	-1.7413	0.044019
6	0.017183	0.119	0.452866
7	-0.133544	-0.9252	0.17974
8	-0.119466	-0.8277	0.205973
9	-0.1175	-0.8141	0.209815
10	0.011981	0.083	0.467095
11	0.057971	0.4016	0.344868
12	-0.105161	-0.7286	0.234901
13	0.101935	0.7062	0.24173
14	-0.032143	-0.2227	0.412361
15	-0.104784	-0.726	0.235694
16	-0.123307	-0.8543	0.198593
17	-0.042913	-0.2973	0.383756
18	-0.12937	-0.8963	0.187283
19	-0.044465	-0.3081	0.379684
20	-0.047885	-0.3318	0.370758
21	-0.000189	-0.0013	0.499481
22	0.038173	0.2645	0.396275
23	-0.071072	-0.4924	0.312341
24	-0.043877	-0.304	0.381226
25	0.002455	0.017	0.493249
26	-0.107472	-0.7446	0.230075
27	-0.039578	-0.2742	0.392552
28	0.011877	0.0823	0.467381
29	-6e-05	-4e-04	0.499835
30	-0.020663	-0.1432	0.443384
31	0.002218	0.0154	0.493901
32	-0.015011	-0.104	0.458803
33	-0.016734	-0.1159	0.454092
34	-0.04907	-0.34	0.367682
35	-0.111064	-0.7695	0.222692
36	-0.034975	-0.2423	0.404785

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.856025 & 5.9307 & 0 \tabularnewline
2 & -0.143026 & -0.9909 & 0.163349 \tabularnewline
3 & -0.066881 & -0.4634 & 0.322599 \tabularnewline
4 & -0.031486 & -0.2181 & 0.414123 \tabularnewline
5 & -0.251335 & -1.7413 & 0.044019 \tabularnewline
6 & 0.017183 & 0.119 & 0.452866 \tabularnewline
7 & -0.133544 & -0.9252 & 0.17974 \tabularnewline
8 & -0.119466 & -0.8277 & 0.205973 \tabularnewline
9 & -0.1175 & -0.8141 & 0.209815 \tabularnewline
10 & 0.011981 & 0.083 & 0.467095 \tabularnewline
11 & 0.057971 & 0.4016 & 0.344868 \tabularnewline
12 & -0.105161 & -0.7286 & 0.234901 \tabularnewline
13 & 0.101935 & 0.7062 & 0.24173 \tabularnewline
14 & -0.032143 & -0.2227 & 0.412361 \tabularnewline
15 & -0.104784 & -0.726 & 0.235694 \tabularnewline
16 & -0.123307 & -0.8543 & 0.198593 \tabularnewline
17 & -0.042913 & -0.2973 & 0.383756 \tabularnewline
18 & -0.12937 & -0.8963 & 0.187283 \tabularnewline
19 & -0.044465 & -0.3081 & 0.379684 \tabularnewline
20 & -0.047885 & -0.3318 & 0.370758 \tabularnewline
21 & -0.000189 & -0.0013 & 0.499481 \tabularnewline
22 & 0.038173 & 0.2645 & 0.396275 \tabularnewline
23 & -0.071072 & -0.4924 & 0.312341 \tabularnewline
24 & -0.043877 & -0.304 & 0.381226 \tabularnewline
25 & 0.002455 & 0.017 & 0.493249 \tabularnewline
26 & -0.107472 & -0.7446 & 0.230075 \tabularnewline
27 & -0.039578 & -0.2742 & 0.392552 \tabularnewline
28 & 0.011877 & 0.0823 & 0.467381 \tabularnewline
29 & -6e-05 & -4e-04 & 0.499835 \tabularnewline
30 & -0.020663 & -0.1432 & 0.443384 \tabularnewline
31 & 0.002218 & 0.0154 & 0.493901 \tabularnewline
32 & -0.015011 & -0.104 & 0.458803 \tabularnewline
33 & -0.016734 & -0.1159 & 0.454092 \tabularnewline
34 & -0.04907 & -0.34 & 0.367682 \tabularnewline
35 & -0.111064 & -0.7695 & 0.222692 \tabularnewline
36 & -0.034975 & -0.2423 & 0.404785 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61487&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]0.856025[/C][C]5.9307[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.143026[/C][C]-0.9909[/C][C]0.163349[/C][/ROW]
[ROW][C]3[/C][C]-0.066881[/C][C]-0.4634[/C][C]0.322599[/C][/ROW]
[ROW][C]4[/C][C]-0.031486[/C][C]-0.2181[/C][C]0.414123[/C][/ROW]
[ROW][C]5[/C][C]-0.251335[/C][C]-1.7413[/C][C]0.044019[/C][/ROW]
[ROW][C]6[/C][C]0.017183[/C][C]0.119[/C][C]0.452866[/C][/ROW]
[ROW][C]7[/C][C]-0.133544[/C][C]-0.9252[/C][C]0.17974[/C][/ROW]
[ROW][C]8[/C][C]-0.119466[/C][C]-0.8277[/C][C]0.205973[/C][/ROW]
[ROW][C]9[/C][C]-0.1175[/C][C]-0.8141[/C][C]0.209815[/C][/ROW]
[ROW][C]10[/C][C]0.011981[/C][C]0.083[/C][C]0.467095[/C][/ROW]
[ROW][C]11[/C][C]0.057971[/C][C]0.4016[/C][C]0.344868[/C][/ROW]
[ROW][C]12[/C][C]-0.105161[/C][C]-0.7286[/C][C]0.234901[/C][/ROW]
[ROW][C]13[/C][C]0.101935[/C][C]0.7062[/C][C]0.24173[/C][/ROW]
[ROW][C]14[/C][C]-0.032143[/C][C]-0.2227[/C][C]0.412361[/C][/ROW]
[ROW][C]15[/C][C]-0.104784[/C][C]-0.726[/C][C]0.235694[/C][/ROW]
[ROW][C]16[/C][C]-0.123307[/C][C]-0.8543[/C][C]0.198593[/C][/ROW]
[ROW][C]17[/C][C]-0.042913[/C][C]-0.2973[/C][C]0.383756[/C][/ROW]
[ROW][C]18[/C][C]-0.12937[/C][C]-0.8963[/C][C]0.187283[/C][/ROW]
[ROW][C]19[/C][C]-0.044465[/C][C]-0.3081[/C][C]0.379684[/C][/ROW]
[ROW][C]20[/C][C]-0.047885[/C][C]-0.3318[/C][C]0.370758[/C][/ROW]
[ROW][C]21[/C][C]-0.000189[/C][C]-0.0013[/C][C]0.499481[/C][/ROW]
[ROW][C]22[/C][C]0.038173[/C][C]0.2645[/C][C]0.396275[/C][/ROW]
[ROW][C]23[/C][C]-0.071072[/C][C]-0.4924[/C][C]0.312341[/C][/ROW]
[ROW][C]24[/C][C]-0.043877[/C][C]-0.304[/C][C]0.381226[/C][/ROW]
[ROW][C]25[/C][C]0.002455[/C][C]0.017[/C][C]0.493249[/C][/ROW]
[ROW][C]26[/C][C]-0.107472[/C][C]-0.7446[/C][C]0.230075[/C][/ROW]
[ROW][C]27[/C][C]-0.039578[/C][C]-0.2742[/C][C]0.392552[/C][/ROW]
[ROW][C]28[/C][C]0.011877[/C][C]0.0823[/C][C]0.467381[/C][/ROW]
[ROW][C]29[/C][C]-6e-05[/C][C]-4e-04[/C][C]0.499835[/C][/ROW]
[ROW][C]30[/C][C]-0.020663[/C][C]-0.1432[/C][C]0.443384[/C][/ROW]
[ROW][C]31[/C][C]0.002218[/C][C]0.0154[/C][C]0.493901[/C][/ROW]
[ROW][C]32[/C][C]-0.015011[/C][C]-0.104[/C][C]0.458803[/C][/ROW]
[ROW][C]33[/C][C]-0.016734[/C][C]-0.1159[/C][C]0.454092[/C][/ROW]
[ROW][C]34[/C][C]-0.04907[/C][C]-0.34[/C][C]0.367682[/C][/ROW]
[ROW][C]35[/C][C]-0.111064[/C][C]-0.7695[/C][C]0.222692[/C][/ROW]
[ROW][C]36[/C][C]-0.034975[/C][C]-0.2423[/C][C]0.404785[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61487&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61487&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	0.856025	5.9307	0
2	-0.143026	-0.9909	0.163349
3	-0.066881	-0.4634	0.322599
4	-0.031486	-0.2181	0.414123
5	-0.251335	-1.7413	0.044019
6	0.017183	0.119	0.452866
7	-0.133544	-0.9252	0.17974
8	-0.119466	-0.8277	0.205973
9	-0.1175	-0.8141	0.209815
10	0.011981	0.083	0.467095
11	0.057971	0.4016	0.344868
12	-0.105161	-0.7286	0.234901
13	0.101935	0.7062	0.24173
14	-0.032143	-0.2227	0.412361
15	-0.104784	-0.726	0.235694
16	-0.123307	-0.8543	0.198593
17	-0.042913	-0.2973	0.383756
18	-0.12937	-0.8963	0.187283
19	-0.044465	-0.3081	0.379684
20	-0.047885	-0.3318	0.370758
21	-0.000189	-0.0013	0.499481
22	0.038173	0.2645	0.396275
23	-0.071072	-0.4924	0.312341
24	-0.043877	-0.304	0.381226
25	0.002455	0.017	0.493249
26	-0.107472	-0.7446	0.230075
27	-0.039578	-0.2742	0.392552
28	0.011877	0.0823	0.467381
29	-6e-05	-4e-04	0.499835
30	-0.020663	-0.1432	0.443384
31	0.002218	0.0154	0.493901
32	-0.015011	-0.104	0.458803
33	-0.016734	-0.1159	0.454092
34	-0.04907	-0.34	0.367682
35	-0.111064	-0.7695	0.222692
36	-0.034975	-0.2423	0.404785

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