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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

Wed, 25 Nov 2009 09:49:12 -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/25/t1259167873czgecgpmxedkwwc.htm/, Retrieved Mon, 29 Apr 2024 12:08:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59461, Retrieved Mon, 29 Apr 2024 12:08:25 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ws8l3

Estimated Impact

159

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] [] [2009-11-25 16:49:12] [42ed2e0ab6f351a3dce7cf3f388e378d] [Current]
-   PD            [(Partial) Autocorrelation Function] [WS8 d=1] [2009-11-29 12:13:58] [626f1d98f4a7f05bcb9f17666b672c60] 
-   PD            [(Partial) Autocorrelation Function] [workshop 8 review] [2009-11-29 15:09:02] [309ee52d0058ff0a6f7eec15e07b2d9f] 

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Dataseries X:

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Histogram

Boxplots

6,3
6,1
6,1
6,3
6,3
6
6,2
6,4
6,8
7,5
7,5
7,6
7,6
7,4
7,3
7,1
6,9
6,8
7,5
7,6
7,8
8
8,1
8,2
8,3
8,2
8
7,9
7,6
7,6
8,3
8,4
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

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=59461&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=59461&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59461&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	0.879554	8.1091	0
2	0.669354	6.1711	0
3	0.496801	4.5803	8e-06
4	0.458327	4.2256	3e-05
5	0.523037	4.8222	3e-06
6	0.598874	5.5213	0
7	0.60823	5.6076	0
8	0.552692	5.0956	1e-06
9	0.472238	4.3538	1.9e-05
10	0.409062	3.7714	0.00015
11	0.36255	3.3425	0.000618
12	0.338937	3.1248	0.001217
13	0.335691	3.0949	0.001333
14	0.327969	3.0237	0.00165
15	0.313253	2.888	0.002458
16	0.279327	2.5753	0.005873
17	0.241225	2.224	0.0144
18	0.199318	1.8376	0.034806
19	0.157554	1.4526	0.075011
20	0.127562	1.1761	0.121427
21	0.095624	0.8816	0.190237
22	0.062085	0.5724	0.284284
23	0.038572	0.3556	0.361505
24	0.02736	0.2522	0.400731
25	0.022513	0.2076	0.418036
26	0.011973	0.1104	0.456183
27	-0.008093	-0.0746	0.470348
28	-0.019677	-0.1814	0.428237
29	-0.016572	-0.1528	0.439466
30	0.011865	0.1094	0.456576
31	0.048884	0.4507	0.326682
32	0.055822	0.5147	0.304064
33	0.012814	0.1181	0.453118
34	-0.070057	-0.6459	0.260043
35	-0.150526	-1.3878	0.084415
36	-0.181777	-1.6759	0.048716

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.879554 & 8.1091 & 0 \tabularnewline
2 & 0.669354 & 6.1711 & 0 \tabularnewline
3 & 0.496801 & 4.5803 & 8e-06 \tabularnewline
4 & 0.458327 & 4.2256 & 3e-05 \tabularnewline
5 & 0.523037 & 4.8222 & 3e-06 \tabularnewline
6 & 0.598874 & 5.5213 & 0 \tabularnewline
7 & 0.60823 & 5.6076 & 0 \tabularnewline
8 & 0.552692 & 5.0956 & 1e-06 \tabularnewline
9 & 0.472238 & 4.3538 & 1.9e-05 \tabularnewline
10 & 0.409062 & 3.7714 & 0.00015 \tabularnewline
11 & 0.36255 & 3.3425 & 0.000618 \tabularnewline
12 & 0.338937 & 3.1248 & 0.001217 \tabularnewline
13 & 0.335691 & 3.0949 & 0.001333 \tabularnewline
14 & 0.327969 & 3.0237 & 0.00165 \tabularnewline
15 & 0.313253 & 2.888 & 0.002458 \tabularnewline
16 & 0.279327 & 2.5753 & 0.005873 \tabularnewline
17 & 0.241225 & 2.224 & 0.0144 \tabularnewline
18 & 0.199318 & 1.8376 & 0.034806 \tabularnewline
19 & 0.157554 & 1.4526 & 0.075011 \tabularnewline
20 & 0.127562 & 1.1761 & 0.121427 \tabularnewline
21 & 0.095624 & 0.8816 & 0.190237 \tabularnewline
22 & 0.062085 & 0.5724 & 0.284284 \tabularnewline
23 & 0.038572 & 0.3556 & 0.361505 \tabularnewline
24 & 0.02736 & 0.2522 & 0.400731 \tabularnewline
25 & 0.022513 & 0.2076 & 0.418036 \tabularnewline
26 & 0.011973 & 0.1104 & 0.456183 \tabularnewline
27 & -0.008093 & -0.0746 & 0.470348 \tabularnewline
28 & -0.019677 & -0.1814 & 0.428237 \tabularnewline
29 & -0.016572 & -0.1528 & 0.439466 \tabularnewline
30 & 0.011865 & 0.1094 & 0.456576 \tabularnewline
31 & 0.048884 & 0.4507 & 0.326682 \tabularnewline
32 & 0.055822 & 0.5147 & 0.304064 \tabularnewline
33 & 0.012814 & 0.1181 & 0.453118 \tabularnewline
34 & -0.070057 & -0.6459 & 0.260043 \tabularnewline
35 & -0.150526 & -1.3878 & 0.084415 \tabularnewline
36 & -0.181777 & -1.6759 & 0.048716 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59461&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]0.879554[/C][C]8.1091[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.669354[/C][C]6.1711[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.496801[/C][C]4.5803[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]0.458327[/C][C]4.2256[/C][C]3e-05[/C][/ROW]
[ROW][C]5[/C][C]0.523037[/C][C]4.8222[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.598874[/C][C]5.5213[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.60823[/C][C]5.6076[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.552692[/C][C]5.0956[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.472238[/C][C]4.3538[/C][C]1.9e-05[/C][/ROW]
[ROW][C]10[/C][C]0.409062[/C][C]3.7714[/C][C]0.00015[/C][/ROW]
[ROW][C]11[/C][C]0.36255[/C][C]3.3425[/C][C]0.000618[/C][/ROW]
[ROW][C]12[/C][C]0.338937[/C][C]3.1248[/C][C]0.001217[/C][/ROW]
[ROW][C]13[/C][C]0.335691[/C][C]3.0949[/C][C]0.001333[/C][/ROW]
[ROW][C]14[/C][C]0.327969[/C][C]3.0237[/C][C]0.00165[/C][/ROW]
[ROW][C]15[/C][C]0.313253[/C][C]2.888[/C][C]0.002458[/C][/ROW]
[ROW][C]16[/C][C]0.279327[/C][C]2.5753[/C][C]0.005873[/C][/ROW]
[ROW][C]17[/C][C]0.241225[/C][C]2.224[/C][C]0.0144[/C][/ROW]
[ROW][C]18[/C][C]0.199318[/C][C]1.8376[/C][C]0.034806[/C][/ROW]
[ROW][C]19[/C][C]0.157554[/C][C]1.4526[/C][C]0.075011[/C][/ROW]
[ROW][C]20[/C][C]0.127562[/C][C]1.1761[/C][C]0.121427[/C][/ROW]
[ROW][C]21[/C][C]0.095624[/C][C]0.8816[/C][C]0.190237[/C][/ROW]
[ROW][C]22[/C][C]0.062085[/C][C]0.5724[/C][C]0.284284[/C][/ROW]
[ROW][C]23[/C][C]0.038572[/C][C]0.3556[/C][C]0.361505[/C][/ROW]
[ROW][C]24[/C][C]0.02736[/C][C]0.2522[/C][C]0.400731[/C][/ROW]
[ROW][C]25[/C][C]0.022513[/C][C]0.2076[/C][C]0.418036[/C][/ROW]
[ROW][C]26[/C][C]0.011973[/C][C]0.1104[/C][C]0.456183[/C][/ROW]
[ROW][C]27[/C][C]-0.008093[/C][C]-0.0746[/C][C]0.470348[/C][/ROW]
[ROW][C]28[/C][C]-0.019677[/C][C]-0.1814[/C][C]0.428237[/C][/ROW]
[ROW][C]29[/C][C]-0.016572[/C][C]-0.1528[/C][C]0.439466[/C][/ROW]
[ROW][C]30[/C][C]0.011865[/C][C]0.1094[/C][C]0.456576[/C][/ROW]
[ROW][C]31[/C][C]0.048884[/C][C]0.4507[/C][C]0.326682[/C][/ROW]
[ROW][C]32[/C][C]0.055822[/C][C]0.5147[/C][C]0.304064[/C][/ROW]
[ROW][C]33[/C][C]0.012814[/C][C]0.1181[/C][C]0.453118[/C][/ROW]
[ROW][C]34[/C][C]-0.070057[/C][C]-0.6459[/C][C]0.260043[/C][/ROW]
[ROW][C]35[/C][C]-0.150526[/C][C]-1.3878[/C][C]0.084415[/C][/ROW]
[ROW][C]36[/C][C]-0.181777[/C][C]-1.6759[/C][C]0.048716[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59461&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59461&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	0.879554	8.1091	0
2	0.669354	6.1711	0
3	0.496801	4.5803	8e-06
4	0.458327	4.2256	3e-05
5	0.523037	4.8222	3e-06
6	0.598874	5.5213	0
7	0.60823	5.6076	0
8	0.552692	5.0956	1e-06
9	0.472238	4.3538	1.9e-05
10	0.409062	3.7714	0.00015
11	0.36255	3.3425	0.000618
12	0.338937	3.1248	0.001217
13	0.335691	3.0949	0.001333
14	0.327969	3.0237	0.00165
15	0.313253	2.888	0.002458
16	0.279327	2.5753	0.005873
17	0.241225	2.224	0.0144
18	0.199318	1.8376	0.034806
19	0.157554	1.4526	0.075011
20	0.127562	1.1761	0.121427
21	0.095624	0.8816	0.190237
22	0.062085	0.5724	0.284284
23	0.038572	0.3556	0.361505
24	0.02736	0.2522	0.400731
25	0.022513	0.2076	0.418036
26	0.011973	0.1104	0.456183
27	-0.008093	-0.0746	0.470348
28	-0.019677	-0.1814	0.428237
29	-0.016572	-0.1528	0.439466
30	0.011865	0.1094	0.456576
31	0.048884	0.4507	0.326682
32	0.055822	0.5147	0.304064
33	0.012814	0.1181	0.453118
34	-0.070057	-0.6459	0.260043
35	-0.150526	-1.3878	0.084415
36	-0.181777	-1.6759	0.048716

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.879554	8.1091	0
2	-0.460544	-4.246	2.8e-05
3	0.235489	2.1711	0.016356
4	0.414746	3.8238	0.000125
5	0.111089	1.0242	0.154325
6	-0.006656	-0.0614	0.475607
7	0.000732	0.0068	0.497314
8	0.088364	0.8147	0.208768
9	-0.013293	-0.1226	0.451374
10	-0.066605	-0.6141	0.270405
11	-0.141219	-1.302	0.098221
12	0.058152	0.5361	0.296634
13	0.068596	0.6324	0.264402
14	-0.151132	-1.3934	0.083571
15	0.02277	0.2099	0.417113
16	-0.01483	-0.1367	0.445785
17	0.043831	0.4041	0.343575
18	-0.102201	-0.9422	0.174369
19	-0.096395	-0.8887	0.188332
20	0.069419	0.64	0.261942
21	-0.110918	-1.0226	0.154696
22	-0.072905	-0.6722	0.251655
23	0.035929	0.3313	0.370634
24	0.045748	0.4218	0.337128
25	-0.026911	-0.2481	0.402326
26	-0.033781	-0.3114	0.378114
27	0.043419	0.4003	0.344969
28	0.141064	1.3005	0.098465
29	0.039176	0.3612	0.359427
30	0.04561	0.4205	0.337589
31	0.110464	1.0184	0.155683
32	-0.067718	-0.6243	0.267042
33	-0.166585	-1.5358	0.064146
34	-0.143439	-1.3224	0.094783
35	-0.073339	-0.6762	0.250388
36	0.009424	0.0869	0.465484

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.879554 & 8.1091 & 0 \tabularnewline
2 & -0.460544 & -4.246 & 2.8e-05 \tabularnewline
3 & 0.235489 & 2.1711 & 0.016356 \tabularnewline
4 & 0.414746 & 3.8238 & 0.000125 \tabularnewline
5 & 0.111089 & 1.0242 & 0.154325 \tabularnewline
6 & -0.006656 & -0.0614 & 0.475607 \tabularnewline
7 & 0.000732 & 0.0068 & 0.497314 \tabularnewline
8 & 0.088364 & 0.8147 & 0.208768 \tabularnewline
9 & -0.013293 & -0.1226 & 0.451374 \tabularnewline
10 & -0.066605 & -0.6141 & 0.270405 \tabularnewline
11 & -0.141219 & -1.302 & 0.098221 \tabularnewline
12 & 0.058152 & 0.5361 & 0.296634 \tabularnewline
13 & 0.068596 & 0.6324 & 0.264402 \tabularnewline
14 & -0.151132 & -1.3934 & 0.083571 \tabularnewline
15 & 0.02277 & 0.2099 & 0.417113 \tabularnewline
16 & -0.01483 & -0.1367 & 0.445785 \tabularnewline
17 & 0.043831 & 0.4041 & 0.343575 \tabularnewline
18 & -0.102201 & -0.9422 & 0.174369 \tabularnewline
19 & -0.096395 & -0.8887 & 0.188332 \tabularnewline
20 & 0.069419 & 0.64 & 0.261942 \tabularnewline
21 & -0.110918 & -1.0226 & 0.154696 \tabularnewline
22 & -0.072905 & -0.6722 & 0.251655 \tabularnewline
23 & 0.035929 & 0.3313 & 0.370634 \tabularnewline
24 & 0.045748 & 0.4218 & 0.337128 \tabularnewline
25 & -0.026911 & -0.2481 & 0.402326 \tabularnewline
26 & -0.033781 & -0.3114 & 0.378114 \tabularnewline
27 & 0.043419 & 0.4003 & 0.344969 \tabularnewline
28 & 0.141064 & 1.3005 & 0.098465 \tabularnewline
29 & 0.039176 & 0.3612 & 0.359427 \tabularnewline
30 & 0.04561 & 0.4205 & 0.337589 \tabularnewline
31 & 0.110464 & 1.0184 & 0.155683 \tabularnewline
32 & -0.067718 & -0.6243 & 0.267042 \tabularnewline
33 & -0.166585 & -1.5358 & 0.064146 \tabularnewline
34 & -0.143439 & -1.3224 & 0.094783 \tabularnewline
35 & -0.073339 & -0.6762 & 0.250388 \tabularnewline
36 & 0.009424 & 0.0869 & 0.465484 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59461&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]0.879554[/C][C]8.1091[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.460544[/C][C]-4.246[/C][C]2.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.235489[/C][C]2.1711[/C][C]0.016356[/C][/ROW]
[ROW][C]4[/C][C]0.414746[/C][C]3.8238[/C][C]0.000125[/C][/ROW]
[ROW][C]5[/C][C]0.111089[/C][C]1.0242[/C][C]0.154325[/C][/ROW]
[ROW][C]6[/C][C]-0.006656[/C][C]-0.0614[/C][C]0.475607[/C][/ROW]
[ROW][C]7[/C][C]0.000732[/C][C]0.0068[/C][C]0.497314[/C][/ROW]
[ROW][C]8[/C][C]0.088364[/C][C]0.8147[/C][C]0.208768[/C][/ROW]
[ROW][C]9[/C][C]-0.013293[/C][C]-0.1226[/C][C]0.451374[/C][/ROW]
[ROW][C]10[/C][C]-0.066605[/C][C]-0.6141[/C][C]0.270405[/C][/ROW]
[ROW][C]11[/C][C]-0.141219[/C][C]-1.302[/C][C]0.098221[/C][/ROW]
[ROW][C]12[/C][C]0.058152[/C][C]0.5361[/C][C]0.296634[/C][/ROW]
[ROW][C]13[/C][C]0.068596[/C][C]0.6324[/C][C]0.264402[/C][/ROW]
[ROW][C]14[/C][C]-0.151132[/C][C]-1.3934[/C][C]0.083571[/C][/ROW]
[ROW][C]15[/C][C]0.02277[/C][C]0.2099[/C][C]0.417113[/C][/ROW]
[ROW][C]16[/C][C]-0.01483[/C][C]-0.1367[/C][C]0.445785[/C][/ROW]
[ROW][C]17[/C][C]0.043831[/C][C]0.4041[/C][C]0.343575[/C][/ROW]
[ROW][C]18[/C][C]-0.102201[/C][C]-0.9422[/C][C]0.174369[/C][/ROW]
[ROW][C]19[/C][C]-0.096395[/C][C]-0.8887[/C][C]0.188332[/C][/ROW]
[ROW][C]20[/C][C]0.069419[/C][C]0.64[/C][C]0.261942[/C][/ROW]
[ROW][C]21[/C][C]-0.110918[/C][C]-1.0226[/C][C]0.154696[/C][/ROW]
[ROW][C]22[/C][C]-0.072905[/C][C]-0.6722[/C][C]0.251655[/C][/ROW]
[ROW][C]23[/C][C]0.035929[/C][C]0.3313[/C][C]0.370634[/C][/ROW]
[ROW][C]24[/C][C]0.045748[/C][C]0.4218[/C][C]0.337128[/C][/ROW]
[ROW][C]25[/C][C]-0.026911[/C][C]-0.2481[/C][C]0.402326[/C][/ROW]
[ROW][C]26[/C][C]-0.033781[/C][C]-0.3114[/C][C]0.378114[/C][/ROW]
[ROW][C]27[/C][C]0.043419[/C][C]0.4003[/C][C]0.344969[/C][/ROW]
[ROW][C]28[/C][C]0.141064[/C][C]1.3005[/C][C]0.098465[/C][/ROW]
[ROW][C]29[/C][C]0.039176[/C][C]0.3612[/C][C]0.359427[/C][/ROW]
[ROW][C]30[/C][C]0.04561[/C][C]0.4205[/C][C]0.337589[/C][/ROW]
[ROW][C]31[/C][C]0.110464[/C][C]1.0184[/C][C]0.155683[/C][/ROW]
[ROW][C]32[/C][C]-0.067718[/C][C]-0.6243[/C][C]0.267042[/C][/ROW]
[ROW][C]33[/C][C]-0.166585[/C][C]-1.5358[/C][C]0.064146[/C][/ROW]
[ROW][C]34[/C][C]-0.143439[/C][C]-1.3224[/C][C]0.094783[/C][/ROW]
[ROW][C]35[/C][C]-0.073339[/C][C]-0.6762[/C][C]0.250388[/C][/ROW]
[ROW][C]36[/C][C]0.009424[/C][C]0.0869[/C][C]0.465484[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59461&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59461&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	0.879554	8.1091	0
2	-0.460544	-4.246	2.8e-05
3	0.235489	2.1711	0.016356
4	0.414746	3.8238	0.000125
5	0.111089	1.0242	0.154325
6	-0.006656	-0.0614	0.475607
7	0.000732	0.0068	0.497314
8	0.088364	0.8147	0.208768
9	-0.013293	-0.1226	0.451374
10	-0.066605	-0.6141	0.270405
11	-0.141219	-1.302	0.098221
12	0.058152	0.5361	0.296634
13	0.068596	0.6324	0.264402
14	-0.151132	-1.3934	0.083571
15	0.02277	0.2099	0.417113
16	-0.01483	-0.1367	0.445785
17	0.043831	0.4041	0.343575
18	-0.102201	-0.9422	0.174369
19	-0.096395	-0.8887	0.188332
20	0.069419	0.64	0.261942
21	-0.110918	-1.0226	0.154696
22	-0.072905	-0.6722	0.251655
23	0.035929	0.3313	0.370634
24	0.045748	0.4218	0.337128
25	-0.026911	-0.2481	0.402326
26	-0.033781	-0.3114	0.378114
27	0.043419	0.4003	0.344969
28	0.141064	1.3005	0.098465
29	0.039176	0.3612	0.359427
30	0.04561	0.4205	0.337589
31	0.110464	1.0184	0.155683
32	-0.067718	-0.6243	0.267042
33	-0.166585	-1.5358	0.064146
34	-0.143439	-1.3224	0.094783
35	-0.073339	-0.6762	0.250388
36	0.009424	0.0869	0.465484

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