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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 07:58:17 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/16/t1260975543vsaopdrjgj5usqb.htm/, Retrieved Sat, 10 May 2025 00:19:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68396, Retrieved Sat, 10 May 2025 00:19:40 +0000

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User-defined keywords

Estimated Impact

240

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] [Autocorrelatie fu...] [2009-11-23 18:29:14] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-                 [(Partial) Autocorrelation Function] [] [2009-12-16 14:58:17] [f90b018c65398c2fee7b197f24b65ddd] [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
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

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=68396&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=68396&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68396&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	0.853429	7.2917	0
2	0.595655	5.0893	1e-06
3	0.416789	3.561	0.000327
4	0.418374	3.5746	0.000313
5	0.542639	4.6363	8e-06
6	0.638982	5.4595	0
7	0.599416	5.1214	1e-06
8	0.469722	4.0133	7.2e-05
9	0.358775	3.0654	0.001523
10	0.339332	2.8993	0.002469
11	0.38267	3.2695	0.000822
12	0.414911	3.545	0.000345
13	0.333218	2.847	0.002863
14	0.222307	1.8994	0.030732
15	0.136095	1.1628	0.124349
16	0.098968	0.8456	0.200273
17	0.095027	0.8119	0.209742
18	0.083667	0.7148	0.238491
19	0.032594	0.2785	0.390713
20	-0.031706	-0.2709	0.393616
21	-0.079816	-0.682	0.248714
22	-0.098279	-0.8397	0.201911
23	-0.097328	-0.8316	0.204182
24	-0.099166	-0.8473	0.199805
25	-0.145578	-1.2438	0.108772
26	-0.179826	-1.5364	0.064378
27	-0.192706	-1.6465	0.051982
28	-0.187067	-1.5983	0.057148
29	-0.179672	-1.5351	0.064539
30	-0.188983	-1.6147	0.055348
31	-0.228375	-1.9512	0.027433
32	-0.277832	-2.3738	0.010119
33	-0.299856	-2.562	0.006236
34	-0.281966	-2.4091	0.009257
35	-0.247223	-2.1123	0.019042
36	-0.227147	-1.9407	0.028076

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.853429 & 7.2917 & 0 \tabularnewline
2 & 0.595655 & 5.0893 & 1e-06 \tabularnewline
3 & 0.416789 & 3.561 & 0.000327 \tabularnewline
4 & 0.418374 & 3.5746 & 0.000313 \tabularnewline
5 & 0.542639 & 4.6363 & 8e-06 \tabularnewline
6 & 0.638982 & 5.4595 & 0 \tabularnewline
7 & 0.599416 & 5.1214 & 1e-06 \tabularnewline
8 & 0.469722 & 4.0133 & 7.2e-05 \tabularnewline
9 & 0.358775 & 3.0654 & 0.001523 \tabularnewline
10 & 0.339332 & 2.8993 & 0.002469 \tabularnewline
11 & 0.38267 & 3.2695 & 0.000822 \tabularnewline
12 & 0.414911 & 3.545 & 0.000345 \tabularnewline
13 & 0.333218 & 2.847 & 0.002863 \tabularnewline
14 & 0.222307 & 1.8994 & 0.030732 \tabularnewline
15 & 0.136095 & 1.1628 & 0.124349 \tabularnewline
16 & 0.098968 & 0.8456 & 0.200273 \tabularnewline
17 & 0.095027 & 0.8119 & 0.209742 \tabularnewline
18 & 0.083667 & 0.7148 & 0.238491 \tabularnewline
19 & 0.032594 & 0.2785 & 0.390713 \tabularnewline
20 & -0.031706 & -0.2709 & 0.393616 \tabularnewline
21 & -0.079816 & -0.682 & 0.248714 \tabularnewline
22 & -0.098279 & -0.8397 & 0.201911 \tabularnewline
23 & -0.097328 & -0.8316 & 0.204182 \tabularnewline
24 & -0.099166 & -0.8473 & 0.199805 \tabularnewline
25 & -0.145578 & -1.2438 & 0.108772 \tabularnewline
26 & -0.179826 & -1.5364 & 0.064378 \tabularnewline
27 & -0.192706 & -1.6465 & 0.051982 \tabularnewline
28 & -0.187067 & -1.5983 & 0.057148 \tabularnewline
29 & -0.179672 & -1.5351 & 0.064539 \tabularnewline
30 & -0.188983 & -1.6147 & 0.055348 \tabularnewline
31 & -0.228375 & -1.9512 & 0.027433 \tabularnewline
32 & -0.277832 & -2.3738 & 0.010119 \tabularnewline
33 & -0.299856 & -2.562 & 0.006236 \tabularnewline
34 & -0.281966 & -2.4091 & 0.009257 \tabularnewline
35 & -0.247223 & -2.1123 & 0.019042 \tabularnewline
36 & -0.227147 & -1.9407 & 0.028076 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68396&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]0.853429[/C][C]7.2917[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.595655[/C][C]5.0893[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.416789[/C][C]3.561[/C][C]0.000327[/C][/ROW]
[ROW][C]4[/C][C]0.418374[/C][C]3.5746[/C][C]0.000313[/C][/ROW]
[ROW][C]5[/C][C]0.542639[/C][C]4.6363[/C][C]8e-06[/C][/ROW]
[ROW][C]6[/C][C]0.638982[/C][C]5.4595[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.599416[/C][C]5.1214[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.469722[/C][C]4.0133[/C][C]7.2e-05[/C][/ROW]
[ROW][C]9[/C][C]0.358775[/C][C]3.0654[/C][C]0.001523[/C][/ROW]
[ROW][C]10[/C][C]0.339332[/C][C]2.8993[/C][C]0.002469[/C][/ROW]
[ROW][C]11[/C][C]0.38267[/C][C]3.2695[/C][C]0.000822[/C][/ROW]
[ROW][C]12[/C][C]0.414911[/C][C]3.545[/C][C]0.000345[/C][/ROW]
[ROW][C]13[/C][C]0.333218[/C][C]2.847[/C][C]0.002863[/C][/ROW]
[ROW][C]14[/C][C]0.222307[/C][C]1.8994[/C][C]0.030732[/C][/ROW]
[ROW][C]15[/C][C]0.136095[/C][C]1.1628[/C][C]0.124349[/C][/ROW]
[ROW][C]16[/C][C]0.098968[/C][C]0.8456[/C][C]0.200273[/C][/ROW]
[ROW][C]17[/C][C]0.095027[/C][C]0.8119[/C][C]0.209742[/C][/ROW]
[ROW][C]18[/C][C]0.083667[/C][C]0.7148[/C][C]0.238491[/C][/ROW]
[ROW][C]19[/C][C]0.032594[/C][C]0.2785[/C][C]0.390713[/C][/ROW]
[ROW][C]20[/C][C]-0.031706[/C][C]-0.2709[/C][C]0.393616[/C][/ROW]
[ROW][C]21[/C][C]-0.079816[/C][C]-0.682[/C][C]0.248714[/C][/ROW]
[ROW][C]22[/C][C]-0.098279[/C][C]-0.8397[/C][C]0.201911[/C][/ROW]
[ROW][C]23[/C][C]-0.097328[/C][C]-0.8316[/C][C]0.204182[/C][/ROW]
[ROW][C]24[/C][C]-0.099166[/C][C]-0.8473[/C][C]0.199805[/C][/ROW]
[ROW][C]25[/C][C]-0.145578[/C][C]-1.2438[/C][C]0.108772[/C][/ROW]
[ROW][C]26[/C][C]-0.179826[/C][C]-1.5364[/C][C]0.064378[/C][/ROW]
[ROW][C]27[/C][C]-0.192706[/C][C]-1.6465[/C][C]0.051982[/C][/ROW]
[ROW][C]28[/C][C]-0.187067[/C][C]-1.5983[/C][C]0.057148[/C][/ROW]
[ROW][C]29[/C][C]-0.179672[/C][C]-1.5351[/C][C]0.064539[/C][/ROW]
[ROW][C]30[/C][C]-0.188983[/C][C]-1.6147[/C][C]0.055348[/C][/ROW]
[ROW][C]31[/C][C]-0.228375[/C][C]-1.9512[/C][C]0.027433[/C][/ROW]
[ROW][C]32[/C][C]-0.277832[/C][C]-2.3738[/C][C]0.010119[/C][/ROW]
[ROW][C]33[/C][C]-0.299856[/C][C]-2.562[/C][C]0.006236[/C][/ROW]
[ROW][C]34[/C][C]-0.281966[/C][C]-2.4091[/C][C]0.009257[/C][/ROW]
[ROW][C]35[/C][C]-0.247223[/C][C]-2.1123[/C][C]0.019042[/C][/ROW]
[ROW][C]36[/C][C]-0.227147[/C][C]-1.9407[/C][C]0.028076[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68396&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68396&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	0.853429	7.2917	0
2	0.595655	5.0893	1e-06
3	0.416789	3.561	0.000327
4	0.418374	3.5746	0.000313
5	0.542639	4.6363	8e-06
6	0.638982	5.4595	0
7	0.599416	5.1214	1e-06
8	0.469722	4.0133	7.2e-05
9	0.358775	3.0654	0.001523
10	0.339332	2.8993	0.002469
11	0.38267	3.2695	0.000822
12	0.414911	3.545	0.000345
13	0.333218	2.847	0.002863
14	0.222307	1.8994	0.030732
15	0.136095	1.1628	0.124349
16	0.098968	0.8456	0.200273
17	0.095027	0.8119	0.209742
18	0.083667	0.7148	0.238491
19	0.032594	0.2785	0.390713
20	-0.031706	-0.2709	0.393616
21	-0.079816	-0.682	0.248714
22	-0.098279	-0.8397	0.201911
23	-0.097328	-0.8316	0.204182
24	-0.099166	-0.8473	0.199805
25	-0.145578	-1.2438	0.108772
26	-0.179826	-1.5364	0.064378
27	-0.192706	-1.6465	0.051982
28	-0.187067	-1.5983	0.057148
29	-0.179672	-1.5351	0.064539
30	-0.188983	-1.6147	0.055348
31	-0.228375	-1.9512	0.027433
32	-0.277832	-2.3738	0.010119
33	-0.299856	-2.562	0.006236
34	-0.281966	-2.4091	0.009257
35	-0.247223	-2.1123	0.019042
36	-0.227147	-1.9407	0.028076

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.853429	7.2917	0
2	-0.488435	-4.1732	4.1e-05
3	0.3722	3.1801	0.001081
4	0.382071	3.2644	0.000836
5	0.163487	1.3968	0.083347
6	-0.039243	-0.3353	0.369183
7	-0.107199	-0.9159	0.181365
8	0.111334	0.9512	0.172311
9	0.034443	0.2943	0.384688
10	-0.016052	-0.1371	0.445646
11	-0.085415	-0.7298	0.233928
12	-0.002185	-0.0187	0.492577
13	-0.36087	-3.0833	0.001445
14	0.318044	2.7174	0.004107
15	-0.308133	-2.6327	0.005166
16	-0.151802	-1.297	0.099359
17	-0.026229	-0.2241	0.411652
18	-0.00589	-0.0503	0.48
19	-0.069476	-0.5936	0.277307
20	-0.057101	-0.4879	0.313553
21	0.000126	0.0011	0.499573
22	-0.004374	-0.0374	0.485146
23	0.109191	0.9329	0.176965
24	-0.103553	-0.8848	0.189597
25	0.083089	0.7099	0.240011
26	0.062872	0.5372	0.296388
27	0.047751	0.408	0.342241
28	0.048079	0.4108	0.341218
29	-0.036406	-0.3111	0.378324
30	0.005755	0.0492	0.48046
31	-0.067319	-0.5752	0.283472
32	-0.114516	-0.9784	0.165548
33	0.059172	0.5056	0.307342
34	-0.041133	-0.3514	0.363134
35	-0.149251	-1.2752	0.103141
36	-0.005605	-0.0479	0.480966

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.853429 & 7.2917 & 0 \tabularnewline
2 & -0.488435 & -4.1732 & 4.1e-05 \tabularnewline
3 & 0.3722 & 3.1801 & 0.001081 \tabularnewline
4 & 0.382071 & 3.2644 & 0.000836 \tabularnewline
5 & 0.163487 & 1.3968 & 0.083347 \tabularnewline
6 & -0.039243 & -0.3353 & 0.369183 \tabularnewline
7 & -0.107199 & -0.9159 & 0.181365 \tabularnewline
8 & 0.111334 & 0.9512 & 0.172311 \tabularnewline
9 & 0.034443 & 0.2943 & 0.384688 \tabularnewline
10 & -0.016052 & -0.1371 & 0.445646 \tabularnewline
11 & -0.085415 & -0.7298 & 0.233928 \tabularnewline
12 & -0.002185 & -0.0187 & 0.492577 \tabularnewline
13 & -0.36087 & -3.0833 & 0.001445 \tabularnewline
14 & 0.318044 & 2.7174 & 0.004107 \tabularnewline
15 & -0.308133 & -2.6327 & 0.005166 \tabularnewline
16 & -0.151802 & -1.297 & 0.099359 \tabularnewline
17 & -0.026229 & -0.2241 & 0.411652 \tabularnewline
18 & -0.00589 & -0.0503 & 0.48 \tabularnewline
19 & -0.069476 & -0.5936 & 0.277307 \tabularnewline
20 & -0.057101 & -0.4879 & 0.313553 \tabularnewline
21 & 0.000126 & 0.0011 & 0.499573 \tabularnewline
22 & -0.004374 & -0.0374 & 0.485146 \tabularnewline
23 & 0.109191 & 0.9329 & 0.176965 \tabularnewline
24 & -0.103553 & -0.8848 & 0.189597 \tabularnewline
25 & 0.083089 & 0.7099 & 0.240011 \tabularnewline
26 & 0.062872 & 0.5372 & 0.296388 \tabularnewline
27 & 0.047751 & 0.408 & 0.342241 \tabularnewline
28 & 0.048079 & 0.4108 & 0.341218 \tabularnewline
29 & -0.036406 & -0.3111 & 0.378324 \tabularnewline
30 & 0.005755 & 0.0492 & 0.48046 \tabularnewline
31 & -0.067319 & -0.5752 & 0.283472 \tabularnewline
32 & -0.114516 & -0.9784 & 0.165548 \tabularnewline
33 & 0.059172 & 0.5056 & 0.307342 \tabularnewline
34 & -0.041133 & -0.3514 & 0.363134 \tabularnewline
35 & -0.149251 & -1.2752 & 0.103141 \tabularnewline
36 & -0.005605 & -0.0479 & 0.480966 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68396&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]0.853429[/C][C]7.2917[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.488435[/C][C]-4.1732[/C][C]4.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.3722[/C][C]3.1801[/C][C]0.001081[/C][/ROW]
[ROW][C]4[/C][C]0.382071[/C][C]3.2644[/C][C]0.000836[/C][/ROW]
[ROW][C]5[/C][C]0.163487[/C][C]1.3968[/C][C]0.083347[/C][/ROW]
[ROW][C]6[/C][C]-0.039243[/C][C]-0.3353[/C][C]0.369183[/C][/ROW]
[ROW][C]7[/C][C]-0.107199[/C][C]-0.9159[/C][C]0.181365[/C][/ROW]
[ROW][C]8[/C][C]0.111334[/C][C]0.9512[/C][C]0.172311[/C][/ROW]
[ROW][C]9[/C][C]0.034443[/C][C]0.2943[/C][C]0.384688[/C][/ROW]
[ROW][C]10[/C][C]-0.016052[/C][C]-0.1371[/C][C]0.445646[/C][/ROW]
[ROW][C]11[/C][C]-0.085415[/C][C]-0.7298[/C][C]0.233928[/C][/ROW]
[ROW][C]12[/C][C]-0.002185[/C][C]-0.0187[/C][C]0.492577[/C][/ROW]
[ROW][C]13[/C][C]-0.36087[/C][C]-3.0833[/C][C]0.001445[/C][/ROW]
[ROW][C]14[/C][C]0.318044[/C][C]2.7174[/C][C]0.004107[/C][/ROW]
[ROW][C]15[/C][C]-0.308133[/C][C]-2.6327[/C][C]0.005166[/C][/ROW]
[ROW][C]16[/C][C]-0.151802[/C][C]-1.297[/C][C]0.099359[/C][/ROW]
[ROW][C]17[/C][C]-0.026229[/C][C]-0.2241[/C][C]0.411652[/C][/ROW]
[ROW][C]18[/C][C]-0.00589[/C][C]-0.0503[/C][C]0.48[/C][/ROW]
[ROW][C]19[/C][C]-0.069476[/C][C]-0.5936[/C][C]0.277307[/C][/ROW]
[ROW][C]20[/C][C]-0.057101[/C][C]-0.4879[/C][C]0.313553[/C][/ROW]
[ROW][C]21[/C][C]0.000126[/C][C]0.0011[/C][C]0.499573[/C][/ROW]
[ROW][C]22[/C][C]-0.004374[/C][C]-0.0374[/C][C]0.485146[/C][/ROW]
[ROW][C]23[/C][C]0.109191[/C][C]0.9329[/C][C]0.176965[/C][/ROW]
[ROW][C]24[/C][C]-0.103553[/C][C]-0.8848[/C][C]0.189597[/C][/ROW]
[ROW][C]25[/C][C]0.083089[/C][C]0.7099[/C][C]0.240011[/C][/ROW]
[ROW][C]26[/C][C]0.062872[/C][C]0.5372[/C][C]0.296388[/C][/ROW]
[ROW][C]27[/C][C]0.047751[/C][C]0.408[/C][C]0.342241[/C][/ROW]
[ROW][C]28[/C][C]0.048079[/C][C]0.4108[/C][C]0.341218[/C][/ROW]
[ROW][C]29[/C][C]-0.036406[/C][C]-0.3111[/C][C]0.378324[/C][/ROW]
[ROW][C]30[/C][C]0.005755[/C][C]0.0492[/C][C]0.48046[/C][/ROW]
[ROW][C]31[/C][C]-0.067319[/C][C]-0.5752[/C][C]0.283472[/C][/ROW]
[ROW][C]32[/C][C]-0.114516[/C][C]-0.9784[/C][C]0.165548[/C][/ROW]
[ROW][C]33[/C][C]0.059172[/C][C]0.5056[/C][C]0.307342[/C][/ROW]
[ROW][C]34[/C][C]-0.041133[/C][C]-0.3514[/C][C]0.363134[/C][/ROW]
[ROW][C]35[/C][C]-0.149251[/C][C]-1.2752[/C][C]0.103141[/C][/ROW]
[ROW][C]36[/C][C]-0.005605[/C][C]-0.0479[/C][C]0.480966[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68396&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68396&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	0.853429	7.2917	0
2	-0.488435	-4.1732	4.1e-05
3	0.3722	3.1801	0.001081
4	0.382071	3.2644	0.000836
5	0.163487	1.3968	0.083347
6	-0.039243	-0.3353	0.369183
7	-0.107199	-0.9159	0.181365
8	0.111334	0.9512	0.172311
9	0.034443	0.2943	0.384688
10	-0.016052	-0.1371	0.445646
11	-0.085415	-0.7298	0.233928
12	-0.002185	-0.0187	0.492577
13	-0.36087	-3.0833	0.001445
14	0.318044	2.7174	0.004107
15	-0.308133	-2.6327	0.005166
16	-0.151802	-1.297	0.099359
17	-0.026229	-0.2241	0.411652
18	-0.00589	-0.0503	0.48
19	-0.069476	-0.5936	0.277307
20	-0.057101	-0.4879	0.313553
21	0.000126	0.0011	0.499573
22	-0.004374	-0.0374	0.485146
23	0.109191	0.9329	0.176965
24	-0.103553	-0.8848	0.189597
25	0.083089	0.7099	0.240011
26	0.062872	0.5372	0.296388
27	0.047751	0.408	0.342241
28	0.048079	0.4108	0.341218
29	-0.036406	-0.3111	0.378324
30	0.005755	0.0492	0.48046
31	-0.067319	-0.5752	0.283472
32	-0.114516	-0.9784	0.165548
33	0.059172	0.5056	0.307342
34	-0.041133	-0.3514	0.363134
35	-0.149251	-1.2752	0.103141
36	-0.005605	-0.0479	0.480966

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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