Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 09:55:31 -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/t12591681980t0o504xbtnwjq5.htm/, Retrieved Mon, 12 May 2025 13:20:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59465, Retrieved Mon, 12 May 2025 13:20:02 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ws8l4

Estimated Impact

236

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-25 16:55:31] [42ed2e0ab6f351a3dce7cf3f388e378d] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

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=59465&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=59465&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59465&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	0.474827	4.3519	1.9e-05
2	-0.17079	-1.5653	0.060634
3	-0.622544	-5.7057	0
4	-0.509872	-4.6731	6e-06
5	-0.090132	-0.8261	0.205552
6	0.271533	2.4886	0.007399
7	0.373629	3.4244	0.000478
8	0.188247	1.7253	0.044074
9	-0.013778	-0.1263	0.449908
10	-0.121277	-1.1115	0.134758
11	-0.124671	-1.1426	0.128219
12	-0.126982	-1.1638	0.123898
13	0.00515	0.0472	0.481233
14	0.055975	0.513	0.304644
15	0.082398	0.7552	0.226122
16	0.037484	0.3435	0.366025
17	-0.010812	-0.0991	0.46065
18	-0.007055	-0.0647	0.474298
19	-0.056954	-0.522	0.301524
20	0.029713	0.2723	0.39302
21	0.032516	0.298	0.383213
22	-0.028305	-0.2594	0.397975
23	-0.078204	-0.7167	0.237759
24	-0.063915	-0.5858	0.279793
25	0.022362	0.205	0.419052
26	0.087186	0.7991	0.213251
27	0.062598	0.5737	0.283845
28	-0.069822	-0.6399	0.261981
29	-0.157471	-1.4432	0.076336
30	-0.158135	-1.4493	0.075484
31	0.0677	0.6205	0.268311
32	0.243779	2.2343	0.014061
33	0.284722	2.6095	0.005366
34	0.071515	0.6554	0.256985
35	-0.23054	-2.1129	0.018787
36	-0.367424	-3.3675	0.000573

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.474827 & 4.3519 & 1.9e-05 \tabularnewline
2 & -0.17079 & -1.5653 & 0.060634 \tabularnewline
3 & -0.622544 & -5.7057 & 0 \tabularnewline
4 & -0.509872 & -4.6731 & 6e-06 \tabularnewline
5 & -0.090132 & -0.8261 & 0.205552 \tabularnewline
6 & 0.271533 & 2.4886 & 0.007399 \tabularnewline
7 & 0.373629 & 3.4244 & 0.000478 \tabularnewline
8 & 0.188247 & 1.7253 & 0.044074 \tabularnewline
9 & -0.013778 & -0.1263 & 0.449908 \tabularnewline
10 & -0.121277 & -1.1115 & 0.134758 \tabularnewline
11 & -0.124671 & -1.1426 & 0.128219 \tabularnewline
12 & -0.126982 & -1.1638 & 0.123898 \tabularnewline
13 & 0.00515 & 0.0472 & 0.481233 \tabularnewline
14 & 0.055975 & 0.513 & 0.304644 \tabularnewline
15 & 0.082398 & 0.7552 & 0.226122 \tabularnewline
16 & 0.037484 & 0.3435 & 0.366025 \tabularnewline
17 & -0.010812 & -0.0991 & 0.46065 \tabularnewline
18 & -0.007055 & -0.0647 & 0.474298 \tabularnewline
19 & -0.056954 & -0.522 & 0.301524 \tabularnewline
20 & 0.029713 & 0.2723 & 0.39302 \tabularnewline
21 & 0.032516 & 0.298 & 0.383213 \tabularnewline
22 & -0.028305 & -0.2594 & 0.397975 \tabularnewline
23 & -0.078204 & -0.7167 & 0.237759 \tabularnewline
24 & -0.063915 & -0.5858 & 0.279793 \tabularnewline
25 & 0.022362 & 0.205 & 0.419052 \tabularnewline
26 & 0.087186 & 0.7991 & 0.213251 \tabularnewline
27 & 0.062598 & 0.5737 & 0.283845 \tabularnewline
28 & -0.069822 & -0.6399 & 0.261981 \tabularnewline
29 & -0.157471 & -1.4432 & 0.076336 \tabularnewline
30 & -0.158135 & -1.4493 & 0.075484 \tabularnewline
31 & 0.0677 & 0.6205 & 0.268311 \tabularnewline
32 & 0.243779 & 2.2343 & 0.014061 \tabularnewline
33 & 0.284722 & 2.6095 & 0.005366 \tabularnewline
34 & 0.071515 & 0.6554 & 0.256985 \tabularnewline
35 & -0.23054 & -2.1129 & 0.018787 \tabularnewline
36 & -0.367424 & -3.3675 & 0.000573 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59465&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]0.474827[/C][C]4.3519[/C][C]1.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.17079[/C][C]-1.5653[/C][C]0.060634[/C][/ROW]
[ROW][C]3[/C][C]-0.622544[/C][C]-5.7057[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.509872[/C][C]-4.6731[/C][C]6e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.090132[/C][C]-0.8261[/C][C]0.205552[/C][/ROW]
[ROW][C]6[/C][C]0.271533[/C][C]2.4886[/C][C]0.007399[/C][/ROW]
[ROW][C]7[/C][C]0.373629[/C][C]3.4244[/C][C]0.000478[/C][/ROW]
[ROW][C]8[/C][C]0.188247[/C][C]1.7253[/C][C]0.044074[/C][/ROW]
[ROW][C]9[/C][C]-0.013778[/C][C]-0.1263[/C][C]0.449908[/C][/ROW]
[ROW][C]10[/C][C]-0.121277[/C][C]-1.1115[/C][C]0.134758[/C][/ROW]
[ROW][C]11[/C][C]-0.124671[/C][C]-1.1426[/C][C]0.128219[/C][/ROW]
[ROW][C]12[/C][C]-0.126982[/C][C]-1.1638[/C][C]0.123898[/C][/ROW]
[ROW][C]13[/C][C]0.00515[/C][C]0.0472[/C][C]0.481233[/C][/ROW]
[ROW][C]14[/C][C]0.055975[/C][C]0.513[/C][C]0.304644[/C][/ROW]
[ROW][C]15[/C][C]0.082398[/C][C]0.7552[/C][C]0.226122[/C][/ROW]
[ROW][C]16[/C][C]0.037484[/C][C]0.3435[/C][C]0.366025[/C][/ROW]
[ROW][C]17[/C][C]-0.010812[/C][C]-0.0991[/C][C]0.46065[/C][/ROW]
[ROW][C]18[/C][C]-0.007055[/C][C]-0.0647[/C][C]0.474298[/C][/ROW]
[ROW][C]19[/C][C]-0.056954[/C][C]-0.522[/C][C]0.301524[/C][/ROW]
[ROW][C]20[/C][C]0.029713[/C][C]0.2723[/C][C]0.39302[/C][/ROW]
[ROW][C]21[/C][C]0.032516[/C][C]0.298[/C][C]0.383213[/C][/ROW]
[ROW][C]22[/C][C]-0.028305[/C][C]-0.2594[/C][C]0.397975[/C][/ROW]
[ROW][C]23[/C][C]-0.078204[/C][C]-0.7167[/C][C]0.237759[/C][/ROW]
[ROW][C]24[/C][C]-0.063915[/C][C]-0.5858[/C][C]0.279793[/C][/ROW]
[ROW][C]25[/C][C]0.022362[/C][C]0.205[/C][C]0.419052[/C][/ROW]
[ROW][C]26[/C][C]0.087186[/C][C]0.7991[/C][C]0.213251[/C][/ROW]
[ROW][C]27[/C][C]0.062598[/C][C]0.5737[/C][C]0.283845[/C][/ROW]
[ROW][C]28[/C][C]-0.069822[/C][C]-0.6399[/C][C]0.261981[/C][/ROW]
[ROW][C]29[/C][C]-0.157471[/C][C]-1.4432[/C][C]0.076336[/C][/ROW]
[ROW][C]30[/C][C]-0.158135[/C][C]-1.4493[/C][C]0.075484[/C][/ROW]
[ROW][C]31[/C][C]0.0677[/C][C]0.6205[/C][C]0.268311[/C][/ROW]
[ROW][C]32[/C][C]0.243779[/C][C]2.2343[/C][C]0.014061[/C][/ROW]
[ROW][C]33[/C][C]0.284722[/C][C]2.6095[/C][C]0.005366[/C][/ROW]
[ROW][C]34[/C][C]0.071515[/C][C]0.6554[/C][C]0.256985[/C][/ROW]
[ROW][C]35[/C][C]-0.23054[/C][C]-2.1129[/C][C]0.018787[/C][/ROW]
[ROW][C]36[/C][C]-0.367424[/C][C]-3.3675[/C][C]0.000573[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59465&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59465&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	0.474827	4.3519	1.9e-05
2	-0.17079	-1.5653	0.060634
3	-0.622544	-5.7057	0
4	-0.509872	-4.6731	6e-06
5	-0.090132	-0.8261	0.205552
6	0.271533	2.4886	0.007399
7	0.373629	3.4244	0.000478
8	0.188247	1.7253	0.044074
9	-0.013778	-0.1263	0.449908
10	-0.121277	-1.1115	0.134758
11	-0.124671	-1.1426	0.128219
12	-0.126982	-1.1638	0.123898
13	0.00515	0.0472	0.481233
14	0.055975	0.513	0.304644
15	0.082398	0.7552	0.226122
16	0.037484	0.3435	0.366025
17	-0.010812	-0.0991	0.46065
18	-0.007055	-0.0647	0.474298
19	-0.056954	-0.522	0.301524
20	0.029713	0.2723	0.39302
21	0.032516	0.298	0.383213
22	-0.028305	-0.2594	0.397975
23	-0.078204	-0.7167	0.237759
24	-0.063915	-0.5858	0.279793
25	0.022362	0.205	0.419052
26	0.087186	0.7991	0.213251
27	0.062598	0.5737	0.283845
28	-0.069822	-0.6399	0.261981
29	-0.157471	-1.4432	0.076336
30	-0.158135	-1.4493	0.075484
31	0.0677	0.6205	0.268311
32	0.243779	2.2343	0.014061
33	0.284722	2.6095	0.005366
34	0.071515	0.6554	0.256985
35	-0.23054	-2.1129	0.018787
36	-0.367424	-3.3675	0.000573

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.474827	4.3519	1.9e-05
2	-0.511595	-4.6888	5e-06
3	-0.449515	-4.1199	4.4e-05
4	-0.05488	-0.503	0.308145
5	-0.053284	-0.4884	0.313286
6	-0.109687	-1.0053	0.158821
7	0.005398	0.0495	0.48033
8	-0.029234	-0.2679	0.394704
9	0.104488	0.9576	0.170495
10	0.10244	0.9389	0.175242
11	0.007373	0.0676	0.473142
12	-0.097685	-0.8953	0.186594
13	0.194781	1.7852	0.03892
14	-0.065355	-0.599	0.275396
15	-0.052902	-0.4849	0.314521
16	0.003595	0.0329	0.486897
17	-0.016234	-0.1488	0.44104
18	0.051149	0.4688	0.320217
19	-0.11771	-1.0788	0.141876
20	0.146347	1.3413	0.091721
21	-0.005226	-0.0479	0.480955
22	-0.134909	-1.2365	0.109866
23	0.02062	0.189	0.425282
24	-0.029606	-0.2713	0.393396
25	0.009644	0.0884	0.464888
26	-0.019851	-0.1819	0.428035
27	-0.089759	-0.8227	0.206516
28	-0.154185	-1.4131	0.080657
29	-0.038702	-0.3547	0.361849
30	-0.137364	-1.259	0.105765
31	0.068454	0.6274	0.266051
32	0.165332	1.5153	0.066726
33	0.107767	0.9877	0.163067
34	0.025658	0.2352	0.407329
35	-0.029727	-0.2724	0.392972
36	-0.037843	-0.3468	0.36479

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.474827 & 4.3519 & 1.9e-05 \tabularnewline
2 & -0.511595 & -4.6888 & 5e-06 \tabularnewline
3 & -0.449515 & -4.1199 & 4.4e-05 \tabularnewline
4 & -0.05488 & -0.503 & 0.308145 \tabularnewline
5 & -0.053284 & -0.4884 & 0.313286 \tabularnewline
6 & -0.109687 & -1.0053 & 0.158821 \tabularnewline
7 & 0.005398 & 0.0495 & 0.48033 \tabularnewline
8 & -0.029234 & -0.2679 & 0.394704 \tabularnewline
9 & 0.104488 & 0.9576 & 0.170495 \tabularnewline
10 & 0.10244 & 0.9389 & 0.175242 \tabularnewline
11 & 0.007373 & 0.0676 & 0.473142 \tabularnewline
12 & -0.097685 & -0.8953 & 0.186594 \tabularnewline
13 & 0.194781 & 1.7852 & 0.03892 \tabularnewline
14 & -0.065355 & -0.599 & 0.275396 \tabularnewline
15 & -0.052902 & -0.4849 & 0.314521 \tabularnewline
16 & 0.003595 & 0.0329 & 0.486897 \tabularnewline
17 & -0.016234 & -0.1488 & 0.44104 \tabularnewline
18 & 0.051149 & 0.4688 & 0.320217 \tabularnewline
19 & -0.11771 & -1.0788 & 0.141876 \tabularnewline
20 & 0.146347 & 1.3413 & 0.091721 \tabularnewline
21 & -0.005226 & -0.0479 & 0.480955 \tabularnewline
22 & -0.134909 & -1.2365 & 0.109866 \tabularnewline
23 & 0.02062 & 0.189 & 0.425282 \tabularnewline
24 & -0.029606 & -0.2713 & 0.393396 \tabularnewline
25 & 0.009644 & 0.0884 & 0.464888 \tabularnewline
26 & -0.019851 & -0.1819 & 0.428035 \tabularnewline
27 & -0.089759 & -0.8227 & 0.206516 \tabularnewline
28 & -0.154185 & -1.4131 & 0.080657 \tabularnewline
29 & -0.038702 & -0.3547 & 0.361849 \tabularnewline
30 & -0.137364 & -1.259 & 0.105765 \tabularnewline
31 & 0.068454 & 0.6274 & 0.266051 \tabularnewline
32 & 0.165332 & 1.5153 & 0.066726 \tabularnewline
33 & 0.107767 & 0.9877 & 0.163067 \tabularnewline
34 & 0.025658 & 0.2352 & 0.407329 \tabularnewline
35 & -0.029727 & -0.2724 & 0.392972 \tabularnewline
36 & -0.037843 & -0.3468 & 0.36479 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59465&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]0.474827[/C][C]4.3519[/C][C]1.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.511595[/C][C]-4.6888[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.449515[/C][C]-4.1199[/C][C]4.4e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.05488[/C][C]-0.503[/C][C]0.308145[/C][/ROW]
[ROW][C]5[/C][C]-0.053284[/C][C]-0.4884[/C][C]0.313286[/C][/ROW]
[ROW][C]6[/C][C]-0.109687[/C][C]-1.0053[/C][C]0.158821[/C][/ROW]
[ROW][C]7[/C][C]0.005398[/C][C]0.0495[/C][C]0.48033[/C][/ROW]
[ROW][C]8[/C][C]-0.029234[/C][C]-0.2679[/C][C]0.394704[/C][/ROW]
[ROW][C]9[/C][C]0.104488[/C][C]0.9576[/C][C]0.170495[/C][/ROW]
[ROW][C]10[/C][C]0.10244[/C][C]0.9389[/C][C]0.175242[/C][/ROW]
[ROW][C]11[/C][C]0.007373[/C][C]0.0676[/C][C]0.473142[/C][/ROW]
[ROW][C]12[/C][C]-0.097685[/C][C]-0.8953[/C][C]0.186594[/C][/ROW]
[ROW][C]13[/C][C]0.194781[/C][C]1.7852[/C][C]0.03892[/C][/ROW]
[ROW][C]14[/C][C]-0.065355[/C][C]-0.599[/C][C]0.275396[/C][/ROW]
[ROW][C]15[/C][C]-0.052902[/C][C]-0.4849[/C][C]0.314521[/C][/ROW]
[ROW][C]16[/C][C]0.003595[/C][C]0.0329[/C][C]0.486897[/C][/ROW]
[ROW][C]17[/C][C]-0.016234[/C][C]-0.1488[/C][C]0.44104[/C][/ROW]
[ROW][C]18[/C][C]0.051149[/C][C]0.4688[/C][C]0.320217[/C][/ROW]
[ROW][C]19[/C][C]-0.11771[/C][C]-1.0788[/C][C]0.141876[/C][/ROW]
[ROW][C]20[/C][C]0.146347[/C][C]1.3413[/C][C]0.091721[/C][/ROW]
[ROW][C]21[/C][C]-0.005226[/C][C]-0.0479[/C][C]0.480955[/C][/ROW]
[ROW][C]22[/C][C]-0.134909[/C][C]-1.2365[/C][C]0.109866[/C][/ROW]
[ROW][C]23[/C][C]0.02062[/C][C]0.189[/C][C]0.425282[/C][/ROW]
[ROW][C]24[/C][C]-0.029606[/C][C]-0.2713[/C][C]0.393396[/C][/ROW]
[ROW][C]25[/C][C]0.009644[/C][C]0.0884[/C][C]0.464888[/C][/ROW]
[ROW][C]26[/C][C]-0.019851[/C][C]-0.1819[/C][C]0.428035[/C][/ROW]
[ROW][C]27[/C][C]-0.089759[/C][C]-0.8227[/C][C]0.206516[/C][/ROW]
[ROW][C]28[/C][C]-0.154185[/C][C]-1.4131[/C][C]0.080657[/C][/ROW]
[ROW][C]29[/C][C]-0.038702[/C][C]-0.3547[/C][C]0.361849[/C][/ROW]
[ROW][C]30[/C][C]-0.137364[/C][C]-1.259[/C][C]0.105765[/C][/ROW]
[ROW][C]31[/C][C]0.068454[/C][C]0.6274[/C][C]0.266051[/C][/ROW]
[ROW][C]32[/C][C]0.165332[/C][C]1.5153[/C][C]0.066726[/C][/ROW]
[ROW][C]33[/C][C]0.107767[/C][C]0.9877[/C][C]0.163067[/C][/ROW]
[ROW][C]34[/C][C]0.025658[/C][C]0.2352[/C][C]0.407329[/C][/ROW]
[ROW][C]35[/C][C]-0.029727[/C][C]-0.2724[/C][C]0.392972[/C][/ROW]
[ROW][C]36[/C][C]-0.037843[/C][C]-0.3468[/C][C]0.36479[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59465&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59465&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	0.474827	4.3519	1.9e-05
2	-0.511595	-4.6888	5e-06
3	-0.449515	-4.1199	4.4e-05
4	-0.05488	-0.503	0.308145
5	-0.053284	-0.4884	0.313286
6	-0.109687	-1.0053	0.158821
7	0.005398	0.0495	0.48033
8	-0.029234	-0.2679	0.394704
9	0.104488	0.9576	0.170495
10	0.10244	0.9389	0.175242
11	0.007373	0.0676	0.473142
12	-0.097685	-0.8953	0.186594
13	0.194781	1.7852	0.03892
14	-0.065355	-0.599	0.275396
15	-0.052902	-0.4849	0.314521
16	0.003595	0.0329	0.486897
17	-0.016234	-0.1488	0.44104
18	0.051149	0.4688	0.320217
19	-0.11771	-1.0788	0.141876
20	0.146347	1.3413	0.091721
21	-0.005226	-0.0479	0.480955
22	-0.134909	-1.2365	0.109866
23	0.02062	0.189	0.425282
24	-0.029606	-0.2713	0.393396
25	0.009644	0.0884	0.464888
26	-0.019851	-0.1819	0.428035
27	-0.089759	-0.8227	0.206516
28	-0.154185	-1.4131	0.080657
29	-0.038702	-0.3547	0.361849
30	-0.137364	-1.259	0.105765
31	0.068454	0.6274	0.266051
32	0.165332	1.5153	0.066726
33	0.107767	0.9877	0.163067
34	0.025658	0.2352	0.407329
35	-0.029727	-0.2724	0.392972
36	-0.037843	-0.3468	0.36479

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