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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 10:17:00 -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/Dec/04/t1259947068o58jjvesdkjzj5s.htm/, Retrieved Fri, 28 Nov 2025 18:17:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63925, Retrieved Fri, 28 Nov 2025 18:17:36 +0000

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User-defined keywords

Estimated Impact

471

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       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
-   PD        [Univariate Data Series] [Totaal Werkzoeken...] [2009-11-24 16:54:07] [ee7c2e7343f5b1451e62c5c16ec521f1]
-   P           [Univariate Data Series] [Totaal Werkzoeken...] [2009-11-24 17:23:40] [ee7c2e7343f5b1451e62c5c16ec521f1]
- RMPD              [(Partial) Autocorrelation Function] [] [2009-12-04 17:17:00] [6dfcce621b31349cab7f0d189e6f8a9d] [Current]
- RMPD                [ARIMA Backward Selection] [] [2009-12-06 14:02:41] [f57b281e621ed7dff28b90886f5aa97c] 
-    D                [(Partial) Autocorrelation Function] [Paper] [2010-12-26 15:30:57] [24bb5b06bd1854f48aebec8f44957ed0] 

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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=63925&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=63925&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63925&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	-0.055239	-0.4243	0.336445
2	-0.1434	-1.1015	0.137582
3	-0.167081	-1.2834	0.10219
4	0.073519	0.5647	0.287206
5	0.150495	1.156	0.126176
6	0.104926	0.806	0.211753
7	0.151432	1.1632	0.124721
8	-0.100172	-0.7694	0.222352
9	0.14035	1.0781	0.142699
10	0.009667	0.0743	0.470531
11	-0.172619	-1.3259	0.09499
12	0.013839	0.1063	0.457853
13	0.005347	0.0411	0.48369
14	0.271417	2.0848	0.020712
15	-0.005054	-0.0388	0.484582
16	0.027471	0.211	0.416804
17	-0.071378	-0.5483	0.29279
18	-0.077294	-0.5937	0.277489
19	-0.015783	-0.1212	0.451959
20	-0.035551	-0.2731	0.392876
21	0.129133	0.9919	0.162651
22	0.033475	0.2571	0.398988
23	0.031723	0.2437	0.404167
24	-0.114735	-0.8813	0.190867
25	-0.206075	-1.5829	0.059396
26	-0.054129	-0.4158	0.339543
27	0.01265	0.0972	0.461461
28	0.17118	1.3149	0.096823
29	0.004586	0.0352	0.486008
30	-0.1657	-1.2728	0.104047
31	-0.145386	-1.1167	0.134319
32	0.039094	0.3003	0.382507
33	-0.010139	-0.0779	0.469093
34	-0.030159	-0.2317	0.408803
35	0.04119	0.3164	0.376413
36	-0.063998	-0.4916	0.312422

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.055239 & -0.4243 & 0.336445 \tabularnewline
2 & -0.1434 & -1.1015 & 0.137582 \tabularnewline
3 & -0.167081 & -1.2834 & 0.10219 \tabularnewline
4 & 0.073519 & 0.5647 & 0.287206 \tabularnewline
5 & 0.150495 & 1.156 & 0.126176 \tabularnewline
6 & 0.104926 & 0.806 & 0.211753 \tabularnewline
7 & 0.151432 & 1.1632 & 0.124721 \tabularnewline
8 & -0.100172 & -0.7694 & 0.222352 \tabularnewline
9 & 0.14035 & 1.0781 & 0.142699 \tabularnewline
10 & 0.009667 & 0.0743 & 0.470531 \tabularnewline
11 & -0.172619 & -1.3259 & 0.09499 \tabularnewline
12 & 0.013839 & 0.1063 & 0.457853 \tabularnewline
13 & 0.005347 & 0.0411 & 0.48369 \tabularnewline
14 & 0.271417 & 2.0848 & 0.020712 \tabularnewline
15 & -0.005054 & -0.0388 & 0.484582 \tabularnewline
16 & 0.027471 & 0.211 & 0.416804 \tabularnewline
17 & -0.071378 & -0.5483 & 0.29279 \tabularnewline
18 & -0.077294 & -0.5937 & 0.277489 \tabularnewline
19 & -0.015783 & -0.1212 & 0.451959 \tabularnewline
20 & -0.035551 & -0.2731 & 0.392876 \tabularnewline
21 & 0.129133 & 0.9919 & 0.162651 \tabularnewline
22 & 0.033475 & 0.2571 & 0.398988 \tabularnewline
23 & 0.031723 & 0.2437 & 0.404167 \tabularnewline
24 & -0.114735 & -0.8813 & 0.190867 \tabularnewline
25 & -0.206075 & -1.5829 & 0.059396 \tabularnewline
26 & -0.054129 & -0.4158 & 0.339543 \tabularnewline
27 & 0.01265 & 0.0972 & 0.461461 \tabularnewline
28 & 0.17118 & 1.3149 & 0.096823 \tabularnewline
29 & 0.004586 & 0.0352 & 0.486008 \tabularnewline
30 & -0.1657 & -1.2728 & 0.104047 \tabularnewline
31 & -0.145386 & -1.1167 & 0.134319 \tabularnewline
32 & 0.039094 & 0.3003 & 0.382507 \tabularnewline
33 & -0.010139 & -0.0779 & 0.469093 \tabularnewline
34 & -0.030159 & -0.2317 & 0.408803 \tabularnewline
35 & 0.04119 & 0.3164 & 0.376413 \tabularnewline
36 & -0.063998 & -0.4916 & 0.312422 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63925&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]-0.055239[/C][C]-0.4243[/C][C]0.336445[/C][/ROW]
[ROW][C]2[/C][C]-0.1434[/C][C]-1.1015[/C][C]0.137582[/C][/ROW]
[ROW][C]3[/C][C]-0.167081[/C][C]-1.2834[/C][C]0.10219[/C][/ROW]
[ROW][C]4[/C][C]0.073519[/C][C]0.5647[/C][C]0.287206[/C][/ROW]
[ROW][C]5[/C][C]0.150495[/C][C]1.156[/C][C]0.126176[/C][/ROW]
[ROW][C]6[/C][C]0.104926[/C][C]0.806[/C][C]0.211753[/C][/ROW]
[ROW][C]7[/C][C]0.151432[/C][C]1.1632[/C][C]0.124721[/C][/ROW]
[ROW][C]8[/C][C]-0.100172[/C][C]-0.7694[/C][C]0.222352[/C][/ROW]
[ROW][C]9[/C][C]0.14035[/C][C]1.0781[/C][C]0.142699[/C][/ROW]
[ROW][C]10[/C][C]0.009667[/C][C]0.0743[/C][C]0.470531[/C][/ROW]
[ROW][C]11[/C][C]-0.172619[/C][C]-1.3259[/C][C]0.09499[/C][/ROW]
[ROW][C]12[/C][C]0.013839[/C][C]0.1063[/C][C]0.457853[/C][/ROW]
[ROW][C]13[/C][C]0.005347[/C][C]0.0411[/C][C]0.48369[/C][/ROW]
[ROW][C]14[/C][C]0.271417[/C][C]2.0848[/C][C]0.020712[/C][/ROW]
[ROW][C]15[/C][C]-0.005054[/C][C]-0.0388[/C][C]0.484582[/C][/ROW]
[ROW][C]16[/C][C]0.027471[/C][C]0.211[/C][C]0.416804[/C][/ROW]
[ROW][C]17[/C][C]-0.071378[/C][C]-0.5483[/C][C]0.29279[/C][/ROW]
[ROW][C]18[/C][C]-0.077294[/C][C]-0.5937[/C][C]0.277489[/C][/ROW]
[ROW][C]19[/C][C]-0.015783[/C][C]-0.1212[/C][C]0.451959[/C][/ROW]
[ROW][C]20[/C][C]-0.035551[/C][C]-0.2731[/C][C]0.392876[/C][/ROW]
[ROW][C]21[/C][C]0.129133[/C][C]0.9919[/C][C]0.162651[/C][/ROW]
[ROW][C]22[/C][C]0.033475[/C][C]0.2571[/C][C]0.398988[/C][/ROW]
[ROW][C]23[/C][C]0.031723[/C][C]0.2437[/C][C]0.404167[/C][/ROW]
[ROW][C]24[/C][C]-0.114735[/C][C]-0.8813[/C][C]0.190867[/C][/ROW]
[ROW][C]25[/C][C]-0.206075[/C][C]-1.5829[/C][C]0.059396[/C][/ROW]
[ROW][C]26[/C][C]-0.054129[/C][C]-0.4158[/C][C]0.339543[/C][/ROW]
[ROW][C]27[/C][C]0.01265[/C][C]0.0972[/C][C]0.461461[/C][/ROW]
[ROW][C]28[/C][C]0.17118[/C][C]1.3149[/C][C]0.096823[/C][/ROW]
[ROW][C]29[/C][C]0.004586[/C][C]0.0352[/C][C]0.486008[/C][/ROW]
[ROW][C]30[/C][C]-0.1657[/C][C]-1.2728[/C][C]0.104047[/C][/ROW]
[ROW][C]31[/C][C]-0.145386[/C][C]-1.1167[/C][C]0.134319[/C][/ROW]
[ROW][C]32[/C][C]0.039094[/C][C]0.3003[/C][C]0.382507[/C][/ROW]
[ROW][C]33[/C][C]-0.010139[/C][C]-0.0779[/C][C]0.469093[/C][/ROW]
[ROW][C]34[/C][C]-0.030159[/C][C]-0.2317[/C][C]0.408803[/C][/ROW]
[ROW][C]35[/C][C]0.04119[/C][C]0.3164[/C][C]0.376413[/C][/ROW]
[ROW][C]36[/C][C]-0.063998[/C][C]-0.4916[/C][C]0.312422[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63925&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63925&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	-0.055239	-0.4243	0.336445
2	-0.1434	-1.1015	0.137582
3	-0.167081	-1.2834	0.10219
4	0.073519	0.5647	0.287206
5	0.150495	1.156	0.126176
6	0.104926	0.806	0.211753
7	0.151432	1.1632	0.124721
8	-0.100172	-0.7694	0.222352
9	0.14035	1.0781	0.142699
10	0.009667	0.0743	0.470531
11	-0.172619	-1.3259	0.09499
12	0.013839	0.1063	0.457853
13	0.005347	0.0411	0.48369
14	0.271417	2.0848	0.020712
15	-0.005054	-0.0388	0.484582
16	0.027471	0.211	0.416804
17	-0.071378	-0.5483	0.29279
18	-0.077294	-0.5937	0.277489
19	-0.015783	-0.1212	0.451959
20	-0.035551	-0.2731	0.392876
21	0.129133	0.9919	0.162651
22	0.033475	0.2571	0.398988
23	0.031723	0.2437	0.404167
24	-0.114735	-0.8813	0.190867
25	-0.206075	-1.5829	0.059396
26	-0.054129	-0.4158	0.339543
27	0.01265	0.0972	0.461461
28	0.17118	1.3149	0.096823
29	0.004586	0.0352	0.486008
30	-0.1657	-1.2728	0.104047
31	-0.145386	-1.1167	0.134319
32	0.039094	0.3003	0.382507
33	-0.010139	-0.0779	0.469093
34	-0.030159	-0.2317	0.408803
35	0.04119	0.3164	0.376413
36	-0.063998	-0.4916	0.312422

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.055239	-0.4243	0.336445
2	-0.146899	-1.1284	0.131869
3	-0.188921	-1.4511	0.07602
4	0.026662	0.2048	0.419218
5	0.11247	0.8639	0.195571
6	0.119957	0.9214	0.180295
7	0.248104	1.9057	0.030781
8	0.018865	0.1449	0.44264
9	0.24086	1.8501	0.034656
10	0.081966	0.6296	0.265697
11	-0.22016	-1.6911	0.048049
12	-0.050463	-0.3876	0.349848
13	-0.173427	-1.3321	0.093973
14	0.116185	0.8924	0.187892
15	0.03309	0.2542	0.400125
16	0.099795	0.7665	0.223206
17	0.155749	1.1963	0.118177
18	-0.006826	-0.0524	0.479182
19	-0.110043	-0.8453	0.20069
20	-0.144616	-1.1108	0.135577
21	-0.121254	-0.9314	0.177729
22	-0.049496	-0.3802	0.352585
23	-0.019713	-0.1514	0.440081
24	-0.025195	-0.1935	0.423606
25	-0.067481	-0.5183	0.303082
26	-0.101225	-0.7775	0.219978
27	-0.063591	-0.4885	0.313519
28	0.039151	0.3007	0.38234
29	0.052398	0.4025	0.344394
30	-0.130894	-1.0054	0.1594
31	-0.10229	-0.7857	0.217593
32	0.090387	0.6943	0.245118
33	-0.035374	-0.2717	0.393394
34	0.06239	0.4792	0.316775
35	0.094524	0.7261	0.235338
36	-0.059178	-0.4546	0.32555

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.055239 & -0.4243 & 0.336445 \tabularnewline
2 & -0.146899 & -1.1284 & 0.131869 \tabularnewline
3 & -0.188921 & -1.4511 & 0.07602 \tabularnewline
4 & 0.026662 & 0.2048 & 0.419218 \tabularnewline
5 & 0.11247 & 0.8639 & 0.195571 \tabularnewline
6 & 0.119957 & 0.9214 & 0.180295 \tabularnewline
7 & 0.248104 & 1.9057 & 0.030781 \tabularnewline
8 & 0.018865 & 0.1449 & 0.44264 \tabularnewline
9 & 0.24086 & 1.8501 & 0.034656 \tabularnewline
10 & 0.081966 & 0.6296 & 0.265697 \tabularnewline
11 & -0.22016 & -1.6911 & 0.048049 \tabularnewline
12 & -0.050463 & -0.3876 & 0.349848 \tabularnewline
13 & -0.173427 & -1.3321 & 0.093973 \tabularnewline
14 & 0.116185 & 0.8924 & 0.187892 \tabularnewline
15 & 0.03309 & 0.2542 & 0.400125 \tabularnewline
16 & 0.099795 & 0.7665 & 0.223206 \tabularnewline
17 & 0.155749 & 1.1963 & 0.118177 \tabularnewline
18 & -0.006826 & -0.0524 & 0.479182 \tabularnewline
19 & -0.110043 & -0.8453 & 0.20069 \tabularnewline
20 & -0.144616 & -1.1108 & 0.135577 \tabularnewline
21 & -0.121254 & -0.9314 & 0.177729 \tabularnewline
22 & -0.049496 & -0.3802 & 0.352585 \tabularnewline
23 & -0.019713 & -0.1514 & 0.440081 \tabularnewline
24 & -0.025195 & -0.1935 & 0.423606 \tabularnewline
25 & -0.067481 & -0.5183 & 0.303082 \tabularnewline
26 & -0.101225 & -0.7775 & 0.219978 \tabularnewline
27 & -0.063591 & -0.4885 & 0.313519 \tabularnewline
28 & 0.039151 & 0.3007 & 0.38234 \tabularnewline
29 & 0.052398 & 0.4025 & 0.344394 \tabularnewline
30 & -0.130894 & -1.0054 & 0.1594 \tabularnewline
31 & -0.10229 & -0.7857 & 0.217593 \tabularnewline
32 & 0.090387 & 0.6943 & 0.245118 \tabularnewline
33 & -0.035374 & -0.2717 & 0.393394 \tabularnewline
34 & 0.06239 & 0.4792 & 0.316775 \tabularnewline
35 & 0.094524 & 0.7261 & 0.235338 \tabularnewline
36 & -0.059178 & -0.4546 & 0.32555 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63925&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]-0.055239[/C][C]-0.4243[/C][C]0.336445[/C][/ROW]
[ROW][C]2[/C][C]-0.146899[/C][C]-1.1284[/C][C]0.131869[/C][/ROW]
[ROW][C]3[/C][C]-0.188921[/C][C]-1.4511[/C][C]0.07602[/C][/ROW]
[ROW][C]4[/C][C]0.026662[/C][C]0.2048[/C][C]0.419218[/C][/ROW]
[ROW][C]5[/C][C]0.11247[/C][C]0.8639[/C][C]0.195571[/C][/ROW]
[ROW][C]6[/C][C]0.119957[/C][C]0.9214[/C][C]0.180295[/C][/ROW]
[ROW][C]7[/C][C]0.248104[/C][C]1.9057[/C][C]0.030781[/C][/ROW]
[ROW][C]8[/C][C]0.018865[/C][C]0.1449[/C][C]0.44264[/C][/ROW]
[ROW][C]9[/C][C]0.24086[/C][C]1.8501[/C][C]0.034656[/C][/ROW]
[ROW][C]10[/C][C]0.081966[/C][C]0.6296[/C][C]0.265697[/C][/ROW]
[ROW][C]11[/C][C]-0.22016[/C][C]-1.6911[/C][C]0.048049[/C][/ROW]
[ROW][C]12[/C][C]-0.050463[/C][C]-0.3876[/C][C]0.349848[/C][/ROW]
[ROW][C]13[/C][C]-0.173427[/C][C]-1.3321[/C][C]0.093973[/C][/ROW]
[ROW][C]14[/C][C]0.116185[/C][C]0.8924[/C][C]0.187892[/C][/ROW]
[ROW][C]15[/C][C]0.03309[/C][C]0.2542[/C][C]0.400125[/C][/ROW]
[ROW][C]16[/C][C]0.099795[/C][C]0.7665[/C][C]0.223206[/C][/ROW]
[ROW][C]17[/C][C]0.155749[/C][C]1.1963[/C][C]0.118177[/C][/ROW]
[ROW][C]18[/C][C]-0.006826[/C][C]-0.0524[/C][C]0.479182[/C][/ROW]
[ROW][C]19[/C][C]-0.110043[/C][C]-0.8453[/C][C]0.20069[/C][/ROW]
[ROW][C]20[/C][C]-0.144616[/C][C]-1.1108[/C][C]0.135577[/C][/ROW]
[ROW][C]21[/C][C]-0.121254[/C][C]-0.9314[/C][C]0.177729[/C][/ROW]
[ROW][C]22[/C][C]-0.049496[/C][C]-0.3802[/C][C]0.352585[/C][/ROW]
[ROW][C]23[/C][C]-0.019713[/C][C]-0.1514[/C][C]0.440081[/C][/ROW]
[ROW][C]24[/C][C]-0.025195[/C][C]-0.1935[/C][C]0.423606[/C][/ROW]
[ROW][C]25[/C][C]-0.067481[/C][C]-0.5183[/C][C]0.303082[/C][/ROW]
[ROW][C]26[/C][C]-0.101225[/C][C]-0.7775[/C][C]0.219978[/C][/ROW]
[ROW][C]27[/C][C]-0.063591[/C][C]-0.4885[/C][C]0.313519[/C][/ROW]
[ROW][C]28[/C][C]0.039151[/C][C]0.3007[/C][C]0.38234[/C][/ROW]
[ROW][C]29[/C][C]0.052398[/C][C]0.4025[/C][C]0.344394[/C][/ROW]
[ROW][C]30[/C][C]-0.130894[/C][C]-1.0054[/C][C]0.1594[/C][/ROW]
[ROW][C]31[/C][C]-0.10229[/C][C]-0.7857[/C][C]0.217593[/C][/ROW]
[ROW][C]32[/C][C]0.090387[/C][C]0.6943[/C][C]0.245118[/C][/ROW]
[ROW][C]33[/C][C]-0.035374[/C][C]-0.2717[/C][C]0.393394[/C][/ROW]
[ROW][C]34[/C][C]0.06239[/C][C]0.4792[/C][C]0.316775[/C][/ROW]
[ROW][C]35[/C][C]0.094524[/C][C]0.7261[/C][C]0.235338[/C][/ROW]
[ROW][C]36[/C][C]-0.059178[/C][C]-0.4546[/C][C]0.32555[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63925&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63925&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	-0.055239	-0.4243	0.336445
2	-0.146899	-1.1284	0.131869
3	-0.188921	-1.4511	0.07602
4	0.026662	0.2048	0.419218
5	0.11247	0.8639	0.195571
6	0.119957	0.9214	0.180295
7	0.248104	1.9057	0.030781
8	0.018865	0.1449	0.44264
9	0.24086	1.8501	0.034656
10	0.081966	0.6296	0.265697
11	-0.22016	-1.6911	0.048049
12	-0.050463	-0.3876	0.349848
13	-0.173427	-1.3321	0.093973
14	0.116185	0.8924	0.187892
15	0.03309	0.2542	0.400125
16	0.099795	0.7665	0.223206
17	0.155749	1.1963	0.118177
18	-0.006826	-0.0524	0.479182
19	-0.110043	-0.8453	0.20069
20	-0.144616	-1.1108	0.135577
21	-0.121254	-0.9314	0.177729
22	-0.049496	-0.3802	0.352585
23	-0.019713	-0.1514	0.440081
24	-0.025195	-0.1935	0.423606
25	-0.067481	-0.5183	0.303082
26	-0.101225	-0.7775	0.219978
27	-0.063591	-0.4885	0.313519
28	0.039151	0.3007	0.38234
29	0.052398	0.4025	0.344394
30	-0.130894	-1.0054	0.1594
31	-0.10229	-0.7857	0.217593
32	0.090387	0.6943	0.245118
33	-0.035374	-0.2717	0.393394
34	0.06239	0.4792	0.316775
35	0.094524	0.7261	0.235338
36	-0.059178	-0.4546	0.32555

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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