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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 06 Dec 2009 13:59:35 -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/06/t1260133393fqvz2vrieep7i2n.htm/, Retrieved Fri, 03 May 2024 21:58:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64509, Retrieved Fri, 03 May 2024 21:58:27 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

158

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [SHW WS9] [2009-12-03 16:22:00] [253127ae8da904b75450fbd69fe4eb21]
-    D      [(Partial) Autocorrelation Function] [ACF] [2009-12-04 15:00:02] [ba905ddf7cdf9ecb063c35348c4dab2e]
-   PD          [(Partial) Autocorrelation Function] [review WS 9 autoc...] [2009-12-06 20:59:35] [51d49d3536f6a59f2486a67bf50b2759] [Current]

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Dataseries X:

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Histogram

Boxplots

6.3
6.2
6.1
6.3
6.5
6.6
6.5
6.2
6.2
5.9
6.1
6.1
6.1
6.1
6.1
6.4
6.7
6.9
7
7
6.8
6.4
5.9
5.5
5.5
5.6
5.8
5.9
6.1
6.1
6
6
5.9
5.5
5.6
5.4
5.2
5.2
5.2
5.5
5.8
5.8
5.5
5.3
5.1
5.2
5.8
5.8
5.5
5
4.9
5.3
6.1
6.5
6.8
6.6
6.4
6.4

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64509&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]0 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=64509&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64509&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.018621	-0.1393	0.444839
2	-0.069148	-0.5175	0.303438
3	-0.344067	-2.5748	0.006351
4	-0.36283	-2.7152	0.004396
5	0.042236	0.3161	0.376564
6	0.269008	2.0131	0.024462
7	0.130715	0.9782	0.166097
8	-0.050581	-0.3785	0.353241
9	-0.111775	-0.8364	0.203229
10	-0.221352	-1.6564	0.051612
11	0.050374	0.377	0.353812
12	0.202618	1.5163	0.06754
13	0.042753	0.3199	0.375105
14	0.096231	0.7201	0.237222
15	0.016274	0.1218	0.451754
16	-0.055921	-0.4185	0.3386
17	-0.136116	-1.0186	0.156387
18	-0.016159	-0.1209	0.452093
19	-0.11745	-0.8789	0.191601
20	0.101131	0.7568	0.226173
21	0.021174	0.1584	0.437337
22	0.061222	0.4581	0.32431
23	-0.061403	-0.4595	0.323827
24	0.053554	0.4008	0.345062
25	-0.127884	-0.957	0.17134
26	0.136032	1.018	0.156535
27	0.042789	0.3202	0.375004
28	0.037311	0.2792	0.390555
29	-0.005501	-0.0412	0.483655
30	-0.080077	-0.5992	0.275714
31	-0.01617	-0.121	0.45206
32	-0.138939	-1.0397	0.151469
33	2e-05	1e-04	0.499942
34	-0.015934	-0.1192	0.452755
35	0.109452	0.8191	0.208112
36	0.173501	1.2984	0.099742

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.018621 & -0.1393 & 0.444839 \tabularnewline
2 & -0.069148 & -0.5175 & 0.303438 \tabularnewline
3 & -0.344067 & -2.5748 & 0.006351 \tabularnewline
4 & -0.36283 & -2.7152 & 0.004396 \tabularnewline
5 & 0.042236 & 0.3161 & 0.376564 \tabularnewline
6 & 0.269008 & 2.0131 & 0.024462 \tabularnewline
7 & 0.130715 & 0.9782 & 0.166097 \tabularnewline
8 & -0.050581 & -0.3785 & 0.353241 \tabularnewline
9 & -0.111775 & -0.8364 & 0.203229 \tabularnewline
10 & -0.221352 & -1.6564 & 0.051612 \tabularnewline
11 & 0.050374 & 0.377 & 0.353812 \tabularnewline
12 & 0.202618 & 1.5163 & 0.06754 \tabularnewline
13 & 0.042753 & 0.3199 & 0.375105 \tabularnewline
14 & 0.096231 & 0.7201 & 0.237222 \tabularnewline
15 & 0.016274 & 0.1218 & 0.451754 \tabularnewline
16 & -0.055921 & -0.4185 & 0.3386 \tabularnewline
17 & -0.136116 & -1.0186 & 0.156387 \tabularnewline
18 & -0.016159 & -0.1209 & 0.452093 \tabularnewline
19 & -0.11745 & -0.8789 & 0.191601 \tabularnewline
20 & 0.101131 & 0.7568 & 0.226173 \tabularnewline
21 & 0.021174 & 0.1584 & 0.437337 \tabularnewline
22 & 0.061222 & 0.4581 & 0.32431 \tabularnewline
23 & -0.061403 & -0.4595 & 0.323827 \tabularnewline
24 & 0.053554 & 0.4008 & 0.345062 \tabularnewline
25 & -0.127884 & -0.957 & 0.17134 \tabularnewline
26 & 0.136032 & 1.018 & 0.156535 \tabularnewline
27 & 0.042789 & 0.3202 & 0.375004 \tabularnewline
28 & 0.037311 & 0.2792 & 0.390555 \tabularnewline
29 & -0.005501 & -0.0412 & 0.483655 \tabularnewline
30 & -0.080077 & -0.5992 & 0.275714 \tabularnewline
31 & -0.01617 & -0.121 & 0.45206 \tabularnewline
32 & -0.138939 & -1.0397 & 0.151469 \tabularnewline
33 & 2e-05 & 1e-04 & 0.499942 \tabularnewline
34 & -0.015934 & -0.1192 & 0.452755 \tabularnewline
35 & 0.109452 & 0.8191 & 0.208112 \tabularnewline
36 & 0.173501 & 1.2984 & 0.099742 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64509&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]-0.018621[/C][C]-0.1393[/C][C]0.444839[/C][/ROW]
[ROW][C]2[/C][C]-0.069148[/C][C]-0.5175[/C][C]0.303438[/C][/ROW]
[ROW][C]3[/C][C]-0.344067[/C][C]-2.5748[/C][C]0.006351[/C][/ROW]
[ROW][C]4[/C][C]-0.36283[/C][C]-2.7152[/C][C]0.004396[/C][/ROW]
[ROW][C]5[/C][C]0.042236[/C][C]0.3161[/C][C]0.376564[/C][/ROW]
[ROW][C]6[/C][C]0.269008[/C][C]2.0131[/C][C]0.024462[/C][/ROW]
[ROW][C]7[/C][C]0.130715[/C][C]0.9782[/C][C]0.166097[/C][/ROW]
[ROW][C]8[/C][C]-0.050581[/C][C]-0.3785[/C][C]0.353241[/C][/ROW]
[ROW][C]9[/C][C]-0.111775[/C][C]-0.8364[/C][C]0.203229[/C][/ROW]
[ROW][C]10[/C][C]-0.221352[/C][C]-1.6564[/C][C]0.051612[/C][/ROW]
[ROW][C]11[/C][C]0.050374[/C][C]0.377[/C][C]0.353812[/C][/ROW]
[ROW][C]12[/C][C]0.202618[/C][C]1.5163[/C][C]0.06754[/C][/ROW]
[ROW][C]13[/C][C]0.042753[/C][C]0.3199[/C][C]0.375105[/C][/ROW]
[ROW][C]14[/C][C]0.096231[/C][C]0.7201[/C][C]0.237222[/C][/ROW]
[ROW][C]15[/C][C]0.016274[/C][C]0.1218[/C][C]0.451754[/C][/ROW]
[ROW][C]16[/C][C]-0.055921[/C][C]-0.4185[/C][C]0.3386[/C][/ROW]
[ROW][C]17[/C][C]-0.136116[/C][C]-1.0186[/C][C]0.156387[/C][/ROW]
[ROW][C]18[/C][C]-0.016159[/C][C]-0.1209[/C][C]0.452093[/C][/ROW]
[ROW][C]19[/C][C]-0.11745[/C][C]-0.8789[/C][C]0.191601[/C][/ROW]
[ROW][C]20[/C][C]0.101131[/C][C]0.7568[/C][C]0.226173[/C][/ROW]
[ROW][C]21[/C][C]0.021174[/C][C]0.1584[/C][C]0.437337[/C][/ROW]
[ROW][C]22[/C][C]0.061222[/C][C]0.4581[/C][C]0.32431[/C][/ROW]
[ROW][C]23[/C][C]-0.061403[/C][C]-0.4595[/C][C]0.323827[/C][/ROW]
[ROW][C]24[/C][C]0.053554[/C][C]0.4008[/C][C]0.345062[/C][/ROW]
[ROW][C]25[/C][C]-0.127884[/C][C]-0.957[/C][C]0.17134[/C][/ROW]
[ROW][C]26[/C][C]0.136032[/C][C]1.018[/C][C]0.156535[/C][/ROW]
[ROW][C]27[/C][C]0.042789[/C][C]0.3202[/C][C]0.375004[/C][/ROW]
[ROW][C]28[/C][C]0.037311[/C][C]0.2792[/C][C]0.390555[/C][/ROW]
[ROW][C]29[/C][C]-0.005501[/C][C]-0.0412[/C][C]0.483655[/C][/ROW]
[ROW][C]30[/C][C]-0.080077[/C][C]-0.5992[/C][C]0.275714[/C][/ROW]
[ROW][C]31[/C][C]-0.01617[/C][C]-0.121[/C][C]0.45206[/C][/ROW]
[ROW][C]32[/C][C]-0.138939[/C][C]-1.0397[/C][C]0.151469[/C][/ROW]
[ROW][C]33[/C][C]2e-05[/C][C]1e-04[/C][C]0.499942[/C][/ROW]
[ROW][C]34[/C][C]-0.015934[/C][C]-0.1192[/C][C]0.452755[/C][/ROW]
[ROW][C]35[/C][C]0.109452[/C][C]0.8191[/C][C]0.208112[/C][/ROW]
[ROW][C]36[/C][C]0.173501[/C][C]1.2984[/C][C]0.099742[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64509&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64509&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	-0.018621	-0.1393	0.444839
2	-0.069148	-0.5175	0.303438
3	-0.344067	-2.5748	0.006351
4	-0.36283	-2.7152	0.004396
5	0.042236	0.3161	0.376564
6	0.269008	2.0131	0.024462
7	0.130715	0.9782	0.166097
8	-0.050581	-0.3785	0.353241
9	-0.111775	-0.8364	0.203229
10	-0.221352	-1.6564	0.051612
11	0.050374	0.377	0.353812
12	0.202618	1.5163	0.06754
13	0.042753	0.3199	0.375105
14	0.096231	0.7201	0.237222
15	0.016274	0.1218	0.451754
16	-0.055921	-0.4185	0.3386
17	-0.136116	-1.0186	0.156387
18	-0.016159	-0.1209	0.452093
19	-0.11745	-0.8789	0.191601
20	0.101131	0.7568	0.226173
21	0.021174	0.1584	0.437337
22	0.061222	0.4581	0.32431
23	-0.061403	-0.4595	0.323827
24	0.053554	0.4008	0.345062
25	-0.127884	-0.957	0.17134
26	0.136032	1.018	0.156535
27	0.042789	0.3202	0.375004
28	0.037311	0.2792	0.390555
29	-0.005501	-0.0412	0.483655
30	-0.080077	-0.5992	0.275714
31	-0.01617	-0.121	0.45206
32	-0.138939	-1.0397	0.151469
33	2e-05	1e-04	0.499942
34	-0.015934	-0.1192	0.452755
35	0.109452	0.8191	0.208112
36	0.173501	1.2984	0.099742

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.018621	-0.1393	0.444839
2	-0.069519	-0.5202	0.302477
3	-0.348543	-2.6083	0.005823
4	-0.446007	-3.3376	0.000753
5	-0.145679	-1.0902	0.140155
6	0.077054	0.5766	0.283255
7	-0.133274	-0.9973	0.161447
8	-0.292621	-2.1898	0.016361
9	-0.119087	-0.8912	0.188327
10	-0.206501	-1.5453	0.063952
11	-0.205362	-1.5368	0.064988
12	-0.098791	-0.7393	0.231412
13	-0.25201	-1.8859	0.032252
14	-0.167304	-1.252	0.107889
15	0.064434	0.4822	0.315778
16	0.145489	1.0887	0.140467
17	-0.138072	-1.0332	0.152968
18	-0.021312	-0.1595	0.43693
19	0.009835	0.0736	0.470797
20	0.086099	0.6443	0.261005
21	-0.116263	-0.87	0.193997
22	-0.014332	-0.1073	0.457487
23	-0.125586	-0.9398	0.175679
24	0.07776	0.5819	0.281483
25	-0.145592	-1.0895	0.140298
26	-0.008015	-0.06	0.476192
27	-0.115856	-0.867	0.194825
28	0.008007	0.0599	0.476218
29	0.000498	0.0037	0.49852
30	-0.005363	-0.0401	0.484065
31	0.090724	0.6789	0.249994
32	-0.129283	-0.9675	0.168735
33	-0.092182	-0.6898	0.246576
34	-0.105608	-0.7903	0.216343
35	-0.023478	-0.1757	0.430585
36	0.032339	0.242	0.40483

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.018621 & -0.1393 & 0.444839 \tabularnewline
2 & -0.069519 & -0.5202 & 0.302477 \tabularnewline
3 & -0.348543 & -2.6083 & 0.005823 \tabularnewline
4 & -0.446007 & -3.3376 & 0.000753 \tabularnewline
5 & -0.145679 & -1.0902 & 0.140155 \tabularnewline
6 & 0.077054 & 0.5766 & 0.283255 \tabularnewline
7 & -0.133274 & -0.9973 & 0.161447 \tabularnewline
8 & -0.292621 & -2.1898 & 0.016361 \tabularnewline
9 & -0.119087 & -0.8912 & 0.188327 \tabularnewline
10 & -0.206501 & -1.5453 & 0.063952 \tabularnewline
11 & -0.205362 & -1.5368 & 0.064988 \tabularnewline
12 & -0.098791 & -0.7393 & 0.231412 \tabularnewline
13 & -0.25201 & -1.8859 & 0.032252 \tabularnewline
14 & -0.167304 & -1.252 & 0.107889 \tabularnewline
15 & 0.064434 & 0.4822 & 0.315778 \tabularnewline
16 & 0.145489 & 1.0887 & 0.140467 \tabularnewline
17 & -0.138072 & -1.0332 & 0.152968 \tabularnewline
18 & -0.021312 & -0.1595 & 0.43693 \tabularnewline
19 & 0.009835 & 0.0736 & 0.470797 \tabularnewline
20 & 0.086099 & 0.6443 & 0.261005 \tabularnewline
21 & -0.116263 & -0.87 & 0.193997 \tabularnewline
22 & -0.014332 & -0.1073 & 0.457487 \tabularnewline
23 & -0.125586 & -0.9398 & 0.175679 \tabularnewline
24 & 0.07776 & 0.5819 & 0.281483 \tabularnewline
25 & -0.145592 & -1.0895 & 0.140298 \tabularnewline
26 & -0.008015 & -0.06 & 0.476192 \tabularnewline
27 & -0.115856 & -0.867 & 0.194825 \tabularnewline
28 & 0.008007 & 0.0599 & 0.476218 \tabularnewline
29 & 0.000498 & 0.0037 & 0.49852 \tabularnewline
30 & -0.005363 & -0.0401 & 0.484065 \tabularnewline
31 & 0.090724 & 0.6789 & 0.249994 \tabularnewline
32 & -0.129283 & -0.9675 & 0.168735 \tabularnewline
33 & -0.092182 & -0.6898 & 0.246576 \tabularnewline
34 & -0.105608 & -0.7903 & 0.216343 \tabularnewline
35 & -0.023478 & -0.1757 & 0.430585 \tabularnewline
36 & 0.032339 & 0.242 & 0.40483 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64509&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]-0.018621[/C][C]-0.1393[/C][C]0.444839[/C][/ROW]
[ROW][C]2[/C][C]-0.069519[/C][C]-0.5202[/C][C]0.302477[/C][/ROW]
[ROW][C]3[/C][C]-0.348543[/C][C]-2.6083[/C][C]0.005823[/C][/ROW]
[ROW][C]4[/C][C]-0.446007[/C][C]-3.3376[/C][C]0.000753[/C][/ROW]
[ROW][C]5[/C][C]-0.145679[/C][C]-1.0902[/C][C]0.140155[/C][/ROW]
[ROW][C]6[/C][C]0.077054[/C][C]0.5766[/C][C]0.283255[/C][/ROW]
[ROW][C]7[/C][C]-0.133274[/C][C]-0.9973[/C][C]0.161447[/C][/ROW]
[ROW][C]8[/C][C]-0.292621[/C][C]-2.1898[/C][C]0.016361[/C][/ROW]
[ROW][C]9[/C][C]-0.119087[/C][C]-0.8912[/C][C]0.188327[/C][/ROW]
[ROW][C]10[/C][C]-0.206501[/C][C]-1.5453[/C][C]0.063952[/C][/ROW]
[ROW][C]11[/C][C]-0.205362[/C][C]-1.5368[/C][C]0.064988[/C][/ROW]
[ROW][C]12[/C][C]-0.098791[/C][C]-0.7393[/C][C]0.231412[/C][/ROW]
[ROW][C]13[/C][C]-0.25201[/C][C]-1.8859[/C][C]0.032252[/C][/ROW]
[ROW][C]14[/C][C]-0.167304[/C][C]-1.252[/C][C]0.107889[/C][/ROW]
[ROW][C]15[/C][C]0.064434[/C][C]0.4822[/C][C]0.315778[/C][/ROW]
[ROW][C]16[/C][C]0.145489[/C][C]1.0887[/C][C]0.140467[/C][/ROW]
[ROW][C]17[/C][C]-0.138072[/C][C]-1.0332[/C][C]0.152968[/C][/ROW]
[ROW][C]18[/C][C]-0.021312[/C][C]-0.1595[/C][C]0.43693[/C][/ROW]
[ROW][C]19[/C][C]0.009835[/C][C]0.0736[/C][C]0.470797[/C][/ROW]
[ROW][C]20[/C][C]0.086099[/C][C]0.6443[/C][C]0.261005[/C][/ROW]
[ROW][C]21[/C][C]-0.116263[/C][C]-0.87[/C][C]0.193997[/C][/ROW]
[ROW][C]22[/C][C]-0.014332[/C][C]-0.1073[/C][C]0.457487[/C][/ROW]
[ROW][C]23[/C][C]-0.125586[/C][C]-0.9398[/C][C]0.175679[/C][/ROW]
[ROW][C]24[/C][C]0.07776[/C][C]0.5819[/C][C]0.281483[/C][/ROW]
[ROW][C]25[/C][C]-0.145592[/C][C]-1.0895[/C][C]0.140298[/C][/ROW]
[ROW][C]26[/C][C]-0.008015[/C][C]-0.06[/C][C]0.476192[/C][/ROW]
[ROW][C]27[/C][C]-0.115856[/C][C]-0.867[/C][C]0.194825[/C][/ROW]
[ROW][C]28[/C][C]0.008007[/C][C]0.0599[/C][C]0.476218[/C][/ROW]
[ROW][C]29[/C][C]0.000498[/C][C]0.0037[/C][C]0.49852[/C][/ROW]
[ROW][C]30[/C][C]-0.005363[/C][C]-0.0401[/C][C]0.484065[/C][/ROW]
[ROW][C]31[/C][C]0.090724[/C][C]0.6789[/C][C]0.249994[/C][/ROW]
[ROW][C]32[/C][C]-0.129283[/C][C]-0.9675[/C][C]0.168735[/C][/ROW]
[ROW][C]33[/C][C]-0.092182[/C][C]-0.6898[/C][C]0.246576[/C][/ROW]
[ROW][C]34[/C][C]-0.105608[/C][C]-0.7903[/C][C]0.216343[/C][/ROW]
[ROW][C]35[/C][C]-0.023478[/C][C]-0.1757[/C][C]0.430585[/C][/ROW]
[ROW][C]36[/C][C]0.032339[/C][C]0.242[/C][C]0.40483[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64509&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64509&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	-0.018621	-0.1393	0.444839
2	-0.069519	-0.5202	0.302477
3	-0.348543	-2.6083	0.005823
4	-0.446007	-3.3376	0.000753
5	-0.145679	-1.0902	0.140155
6	0.077054	0.5766	0.283255
7	-0.133274	-0.9973	0.161447
8	-0.292621	-2.1898	0.016361
9	-0.119087	-0.8912	0.188327
10	-0.206501	-1.5453	0.063952
11	-0.205362	-1.5368	0.064988
12	-0.098791	-0.7393	0.231412
13	-0.25201	-1.8859	0.032252
14	-0.167304	-1.252	0.107889
15	0.064434	0.4822	0.315778
16	0.145489	1.0887	0.140467
17	-0.138072	-1.0332	0.152968
18	-0.021312	-0.1595	0.43693
19	0.009835	0.0736	0.470797
20	0.086099	0.6443	0.261005
21	-0.116263	-0.87	0.193997
22	-0.014332	-0.1073	0.457487
23	-0.125586	-0.9398	0.175679
24	0.07776	0.5819	0.281483
25	-0.145592	-1.0895	0.140298
26	-0.008015	-0.06	0.476192
27	-0.115856	-0.867	0.194825
28	0.008007	0.0599	0.476218
29	0.000498	0.0037	0.49852
30	-0.005363	-0.0401	0.484065
31	0.090724	0.6789	0.249994
32	-0.129283	-0.9675	0.168735
33	-0.092182	-0.6898	0.246576
34	-0.105608	-0.7903	0.216343
35	-0.023478	-0.1757	0.430585
36	0.032339	0.242	0.40483

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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