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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 12:14:01 -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/Nov/25/t1259176483endxekgqi1dfjsi.htm/, Retrieved Mon, 29 Apr 2024 03:28:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59575, Retrieved Mon, 29 Apr 2024 03:28:14 +0000

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User-defined keywords

Estimated Impact

186

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]
-   PD        [(Partial) Autocorrelation Function] [ws8_2] [2009-11-24 20:22:15] [8b1aef4e7013bd33fbc2a5833375c5f5]
-   PD            [(Partial) Autocorrelation Function] [SHw WS8] [2009-11-25 19:14:01] [d9efc2d105d810fc0b0ac636e31105d1] [Current]
-   PD              [(Partial) Autocorrelation Function] [WS10] [2009-12-09 17:37:39] [af2352cd9a951bedd08ebe247d0de1a2] 

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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=59575&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=59575&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59575&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	-0.008365	-0.0573	0.477256
2	0.12948	0.8877	0.189619
3	0.183813	1.2602	0.106917
4	0.119196	0.8172	0.208979
5	-0.002604	-0.0179	0.492916
6	0.1365	0.9358	0.177081
7	-0.0144	-0.0987	0.460888
8	0.102288	0.7012	0.243303
9	-0.061087	-0.4188	0.338639
10	-0.06703	-0.4595	0.323985
11	0.289419	1.9842	0.026548
12	-0.112498	-0.7712	0.22221
13	-0.067868	-0.4653	0.32194
14	0.092824	0.6364	0.263812
15	-0.094013	-0.6445	0.261185
16	-0.074858	-0.5132	0.305108
17	0.010854	0.0744	0.470499
18	-0.119594	-0.8199	0.208207
19	-0.014203	-0.0974	0.461423
20	-0.02109	-0.1446	0.442828
21	-0.091564	-0.6277	0.266609
22	0.020854	0.143	0.443463
23	-0.021224	-0.1455	0.442469
24	-0.150351	-1.0308	0.153965
25	-0.06572	-0.4506	0.327191
26	-0.172309	-1.1813	0.121715
27	-0.069764	-0.4783	0.317334
28	-0.081797	-0.5608	0.288808
29	0.001082	0.0074	0.497055
30	-0.020666	-0.1417	0.443968
31	0.072764	0.4988	0.310108
32	-0.100717	-0.6905	0.246645
33	0.015068	0.1033	0.459081
34	-0.041961	-0.2877	0.387433
35	0.015212	0.1043	0.458693
36	-0.031984	-0.2193	0.413693

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.008365 & -0.0573 & 0.477256 \tabularnewline
2 & 0.12948 & 0.8877 & 0.189619 \tabularnewline
3 & 0.183813 & 1.2602 & 0.106917 \tabularnewline
4 & 0.119196 & 0.8172 & 0.208979 \tabularnewline
5 & -0.002604 & -0.0179 & 0.492916 \tabularnewline
6 & 0.1365 & 0.9358 & 0.177081 \tabularnewline
7 & -0.0144 & -0.0987 & 0.460888 \tabularnewline
8 & 0.102288 & 0.7012 & 0.243303 \tabularnewline
9 & -0.061087 & -0.4188 & 0.338639 \tabularnewline
10 & -0.06703 & -0.4595 & 0.323985 \tabularnewline
11 & 0.289419 & 1.9842 & 0.026548 \tabularnewline
12 & -0.112498 & -0.7712 & 0.22221 \tabularnewline
13 & -0.067868 & -0.4653 & 0.32194 \tabularnewline
14 & 0.092824 & 0.6364 & 0.263812 \tabularnewline
15 & -0.094013 & -0.6445 & 0.261185 \tabularnewline
16 & -0.074858 & -0.5132 & 0.305108 \tabularnewline
17 & 0.010854 & 0.0744 & 0.470499 \tabularnewline
18 & -0.119594 & -0.8199 & 0.208207 \tabularnewline
19 & -0.014203 & -0.0974 & 0.461423 \tabularnewline
20 & -0.02109 & -0.1446 & 0.442828 \tabularnewline
21 & -0.091564 & -0.6277 & 0.266609 \tabularnewline
22 & 0.020854 & 0.143 & 0.443463 \tabularnewline
23 & -0.021224 & -0.1455 & 0.442469 \tabularnewline
24 & -0.150351 & -1.0308 & 0.153965 \tabularnewline
25 & -0.06572 & -0.4506 & 0.327191 \tabularnewline
26 & -0.172309 & -1.1813 & 0.121715 \tabularnewline
27 & -0.069764 & -0.4783 & 0.317334 \tabularnewline
28 & -0.081797 & -0.5608 & 0.288808 \tabularnewline
29 & 0.001082 & 0.0074 & 0.497055 \tabularnewline
30 & -0.020666 & -0.1417 & 0.443968 \tabularnewline
31 & 0.072764 & 0.4988 & 0.310108 \tabularnewline
32 & -0.100717 & -0.6905 & 0.246645 \tabularnewline
33 & 0.015068 & 0.1033 & 0.459081 \tabularnewline
34 & -0.041961 & -0.2877 & 0.387433 \tabularnewline
35 & 0.015212 & 0.1043 & 0.458693 \tabularnewline
36 & -0.031984 & -0.2193 & 0.413693 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59575&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]-0.008365[/C][C]-0.0573[/C][C]0.477256[/C][/ROW]
[ROW][C]2[/C][C]0.12948[/C][C]0.8877[/C][C]0.189619[/C][/ROW]
[ROW][C]3[/C][C]0.183813[/C][C]1.2602[/C][C]0.106917[/C][/ROW]
[ROW][C]4[/C][C]0.119196[/C][C]0.8172[/C][C]0.208979[/C][/ROW]
[ROW][C]5[/C][C]-0.002604[/C][C]-0.0179[/C][C]0.492916[/C][/ROW]
[ROW][C]6[/C][C]0.1365[/C][C]0.9358[/C][C]0.177081[/C][/ROW]
[ROW][C]7[/C][C]-0.0144[/C][C]-0.0987[/C][C]0.460888[/C][/ROW]
[ROW][C]8[/C][C]0.102288[/C][C]0.7012[/C][C]0.243303[/C][/ROW]
[ROW][C]9[/C][C]-0.061087[/C][C]-0.4188[/C][C]0.338639[/C][/ROW]
[ROW][C]10[/C][C]-0.06703[/C][C]-0.4595[/C][C]0.323985[/C][/ROW]
[ROW][C]11[/C][C]0.289419[/C][C]1.9842[/C][C]0.026548[/C][/ROW]
[ROW][C]12[/C][C]-0.112498[/C][C]-0.7712[/C][C]0.22221[/C][/ROW]
[ROW][C]13[/C][C]-0.067868[/C][C]-0.4653[/C][C]0.32194[/C][/ROW]
[ROW][C]14[/C][C]0.092824[/C][C]0.6364[/C][C]0.263812[/C][/ROW]
[ROW][C]15[/C][C]-0.094013[/C][C]-0.6445[/C][C]0.261185[/C][/ROW]
[ROW][C]16[/C][C]-0.074858[/C][C]-0.5132[/C][C]0.305108[/C][/ROW]
[ROW][C]17[/C][C]0.010854[/C][C]0.0744[/C][C]0.470499[/C][/ROW]
[ROW][C]18[/C][C]-0.119594[/C][C]-0.8199[/C][C]0.208207[/C][/ROW]
[ROW][C]19[/C][C]-0.014203[/C][C]-0.0974[/C][C]0.461423[/C][/ROW]
[ROW][C]20[/C][C]-0.02109[/C][C]-0.1446[/C][C]0.442828[/C][/ROW]
[ROW][C]21[/C][C]-0.091564[/C][C]-0.6277[/C][C]0.266609[/C][/ROW]
[ROW][C]22[/C][C]0.020854[/C][C]0.143[/C][C]0.443463[/C][/ROW]
[ROW][C]23[/C][C]-0.021224[/C][C]-0.1455[/C][C]0.442469[/C][/ROW]
[ROW][C]24[/C][C]-0.150351[/C][C]-1.0308[/C][C]0.153965[/C][/ROW]
[ROW][C]25[/C][C]-0.06572[/C][C]-0.4506[/C][C]0.327191[/C][/ROW]
[ROW][C]26[/C][C]-0.172309[/C][C]-1.1813[/C][C]0.121715[/C][/ROW]
[ROW][C]27[/C][C]-0.069764[/C][C]-0.4783[/C][C]0.317334[/C][/ROW]
[ROW][C]28[/C][C]-0.081797[/C][C]-0.5608[/C][C]0.288808[/C][/ROW]
[ROW][C]29[/C][C]0.001082[/C][C]0.0074[/C][C]0.497055[/C][/ROW]
[ROW][C]30[/C][C]-0.020666[/C][C]-0.1417[/C][C]0.443968[/C][/ROW]
[ROW][C]31[/C][C]0.072764[/C][C]0.4988[/C][C]0.310108[/C][/ROW]
[ROW][C]32[/C][C]-0.100717[/C][C]-0.6905[/C][C]0.246645[/C][/ROW]
[ROW][C]33[/C][C]0.015068[/C][C]0.1033[/C][C]0.459081[/C][/ROW]
[ROW][C]34[/C][C]-0.041961[/C][C]-0.2877[/C][C]0.387433[/C][/ROW]
[ROW][C]35[/C][C]0.015212[/C][C]0.1043[/C][C]0.458693[/C][/ROW]
[ROW][C]36[/C][C]-0.031984[/C][C]-0.2193[/C][C]0.413693[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59575&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59575&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	-0.008365	-0.0573	0.477256
2	0.12948	0.8877	0.189619
3	0.183813	1.2602	0.106917
4	0.119196	0.8172	0.208979
5	-0.002604	-0.0179	0.492916
6	0.1365	0.9358	0.177081
7	-0.0144	-0.0987	0.460888
8	0.102288	0.7012	0.243303
9	-0.061087	-0.4188	0.338639
10	-0.06703	-0.4595	0.323985
11	0.289419	1.9842	0.026548
12	-0.112498	-0.7712	0.22221
13	-0.067868	-0.4653	0.32194
14	0.092824	0.6364	0.263812
15	-0.094013	-0.6445	0.261185
16	-0.074858	-0.5132	0.305108
17	0.010854	0.0744	0.470499
18	-0.119594	-0.8199	0.208207
19	-0.014203	-0.0974	0.461423
20	-0.02109	-0.1446	0.442828
21	-0.091564	-0.6277	0.266609
22	0.020854	0.143	0.443463
23	-0.021224	-0.1455	0.442469
24	-0.150351	-1.0308	0.153965
25	-0.06572	-0.4506	0.327191
26	-0.172309	-1.1813	0.121715
27	-0.069764	-0.4783	0.317334
28	-0.081797	-0.5608	0.288808
29	0.001082	0.0074	0.497055
30	-0.020666	-0.1417	0.443968
31	0.072764	0.4988	0.310108
32	-0.100717	-0.6905	0.246645
33	0.015068	0.1033	0.459081
34	-0.041961	-0.2877	0.387433
35	0.015212	0.1043	0.458693
36	-0.031984	-0.2193	0.413693

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.008365	-0.0573	0.477256
2	0.129419	0.8873	0.18973
3	0.189017	1.2958	0.10068
4	0.115686	0.7931	0.215852
5	-0.044321	-0.3038	0.381293
6	0.075162	0.5153	0.304384
7	-0.046279	-0.3173	0.376221
8	0.075446	0.5172	0.303709
9	-0.088038	-0.6036	0.27452
10	-0.113913	-0.7809	0.219375
11	0.308878	2.1176	0.019766
12	-0.100813	-0.6911	0.24644
13	-0.099606	-0.6829	0.249021
14	0.022135	0.1517	0.440018
15	-0.107808	-0.7391	0.231763
16	-0.006418	-0.044	0.482545
17	-0.042147	-0.2889	0.386947
18	-0.067772	-0.4646	0.322174
19	-0.002576	-0.0177	0.492993
20	0.058355	0.4001	0.345461
21	-0.001192	-0.0082	0.496758
22	-0.097445	-0.6681	0.253685
23	0.072375	0.4962	0.31104
24	-0.106011	-0.7268	0.235484
25	-0.15856	-1.087	0.141283
26	-0.102372	-0.7018	0.243125
27	-0.011549	-0.0792	0.468614
28	-0.018195	-0.1247	0.450632
29	0.154207	1.0572	0.147914
30	0.052347	0.3589	0.36065
31	0.056723	0.3889	0.349564
32	-0.038373	-0.2631	0.396821
33	-0.069939	-0.4795	0.316912
34	-0.142314	-0.9757	0.167114
35	0.05286	0.3624	0.359342
36	0.037025	0.2538	0.400366

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.008365 & -0.0573 & 0.477256 \tabularnewline
2 & 0.129419 & 0.8873 & 0.18973 \tabularnewline
3 & 0.189017 & 1.2958 & 0.10068 \tabularnewline
4 & 0.115686 & 0.7931 & 0.215852 \tabularnewline
5 & -0.044321 & -0.3038 & 0.381293 \tabularnewline
6 & 0.075162 & 0.5153 & 0.304384 \tabularnewline
7 & -0.046279 & -0.3173 & 0.376221 \tabularnewline
8 & 0.075446 & 0.5172 & 0.303709 \tabularnewline
9 & -0.088038 & -0.6036 & 0.27452 \tabularnewline
10 & -0.113913 & -0.7809 & 0.219375 \tabularnewline
11 & 0.308878 & 2.1176 & 0.019766 \tabularnewline
12 & -0.100813 & -0.6911 & 0.24644 \tabularnewline
13 & -0.099606 & -0.6829 & 0.249021 \tabularnewline
14 & 0.022135 & 0.1517 & 0.440018 \tabularnewline
15 & -0.107808 & -0.7391 & 0.231763 \tabularnewline
16 & -0.006418 & -0.044 & 0.482545 \tabularnewline
17 & -0.042147 & -0.2889 & 0.386947 \tabularnewline
18 & -0.067772 & -0.4646 & 0.322174 \tabularnewline
19 & -0.002576 & -0.0177 & 0.492993 \tabularnewline
20 & 0.058355 & 0.4001 & 0.345461 \tabularnewline
21 & -0.001192 & -0.0082 & 0.496758 \tabularnewline
22 & -0.097445 & -0.6681 & 0.253685 \tabularnewline
23 & 0.072375 & 0.4962 & 0.31104 \tabularnewline
24 & -0.106011 & -0.7268 & 0.235484 \tabularnewline
25 & -0.15856 & -1.087 & 0.141283 \tabularnewline
26 & -0.102372 & -0.7018 & 0.243125 \tabularnewline
27 & -0.011549 & -0.0792 & 0.468614 \tabularnewline
28 & -0.018195 & -0.1247 & 0.450632 \tabularnewline
29 & 0.154207 & 1.0572 & 0.147914 \tabularnewline
30 & 0.052347 & 0.3589 & 0.36065 \tabularnewline
31 & 0.056723 & 0.3889 & 0.349564 \tabularnewline
32 & -0.038373 & -0.2631 & 0.396821 \tabularnewline
33 & -0.069939 & -0.4795 & 0.316912 \tabularnewline
34 & -0.142314 & -0.9757 & 0.167114 \tabularnewline
35 & 0.05286 & 0.3624 & 0.359342 \tabularnewline
36 & 0.037025 & 0.2538 & 0.400366 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59575&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]-0.008365[/C][C]-0.0573[/C][C]0.477256[/C][/ROW]
[ROW][C]2[/C][C]0.129419[/C][C]0.8873[/C][C]0.18973[/C][/ROW]
[ROW][C]3[/C][C]0.189017[/C][C]1.2958[/C][C]0.10068[/C][/ROW]
[ROW][C]4[/C][C]0.115686[/C][C]0.7931[/C][C]0.215852[/C][/ROW]
[ROW][C]5[/C][C]-0.044321[/C][C]-0.3038[/C][C]0.381293[/C][/ROW]
[ROW][C]6[/C][C]0.075162[/C][C]0.5153[/C][C]0.304384[/C][/ROW]
[ROW][C]7[/C][C]-0.046279[/C][C]-0.3173[/C][C]0.376221[/C][/ROW]
[ROW][C]8[/C][C]0.075446[/C][C]0.5172[/C][C]0.303709[/C][/ROW]
[ROW][C]9[/C][C]-0.088038[/C][C]-0.6036[/C][C]0.27452[/C][/ROW]
[ROW][C]10[/C][C]-0.113913[/C][C]-0.7809[/C][C]0.219375[/C][/ROW]
[ROW][C]11[/C][C]0.308878[/C][C]2.1176[/C][C]0.019766[/C][/ROW]
[ROW][C]12[/C][C]-0.100813[/C][C]-0.6911[/C][C]0.24644[/C][/ROW]
[ROW][C]13[/C][C]-0.099606[/C][C]-0.6829[/C][C]0.249021[/C][/ROW]
[ROW][C]14[/C][C]0.022135[/C][C]0.1517[/C][C]0.440018[/C][/ROW]
[ROW][C]15[/C][C]-0.107808[/C][C]-0.7391[/C][C]0.231763[/C][/ROW]
[ROW][C]16[/C][C]-0.006418[/C][C]-0.044[/C][C]0.482545[/C][/ROW]
[ROW][C]17[/C][C]-0.042147[/C][C]-0.2889[/C][C]0.386947[/C][/ROW]
[ROW][C]18[/C][C]-0.067772[/C][C]-0.4646[/C][C]0.322174[/C][/ROW]
[ROW][C]19[/C][C]-0.002576[/C][C]-0.0177[/C][C]0.492993[/C][/ROW]
[ROW][C]20[/C][C]0.058355[/C][C]0.4001[/C][C]0.345461[/C][/ROW]
[ROW][C]21[/C][C]-0.001192[/C][C]-0.0082[/C][C]0.496758[/C][/ROW]
[ROW][C]22[/C][C]-0.097445[/C][C]-0.6681[/C][C]0.253685[/C][/ROW]
[ROW][C]23[/C][C]0.072375[/C][C]0.4962[/C][C]0.31104[/C][/ROW]
[ROW][C]24[/C][C]-0.106011[/C][C]-0.7268[/C][C]0.235484[/C][/ROW]
[ROW][C]25[/C][C]-0.15856[/C][C]-1.087[/C][C]0.141283[/C][/ROW]
[ROW][C]26[/C][C]-0.102372[/C][C]-0.7018[/C][C]0.243125[/C][/ROW]
[ROW][C]27[/C][C]-0.011549[/C][C]-0.0792[/C][C]0.468614[/C][/ROW]
[ROW][C]28[/C][C]-0.018195[/C][C]-0.1247[/C][C]0.450632[/C][/ROW]
[ROW][C]29[/C][C]0.154207[/C][C]1.0572[/C][C]0.147914[/C][/ROW]
[ROW][C]30[/C][C]0.052347[/C][C]0.3589[/C][C]0.36065[/C][/ROW]
[ROW][C]31[/C][C]0.056723[/C][C]0.3889[/C][C]0.349564[/C][/ROW]
[ROW][C]32[/C][C]-0.038373[/C][C]-0.2631[/C][C]0.396821[/C][/ROW]
[ROW][C]33[/C][C]-0.069939[/C][C]-0.4795[/C][C]0.316912[/C][/ROW]
[ROW][C]34[/C][C]-0.142314[/C][C]-0.9757[/C][C]0.167114[/C][/ROW]
[ROW][C]35[/C][C]0.05286[/C][C]0.3624[/C][C]0.359342[/C][/ROW]
[ROW][C]36[/C][C]0.037025[/C][C]0.2538[/C][C]0.400366[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59575&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59575&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	-0.008365	-0.0573	0.477256
2	0.129419	0.8873	0.18973
3	0.189017	1.2958	0.10068
4	0.115686	0.7931	0.215852
5	-0.044321	-0.3038	0.381293
6	0.075162	0.5153	0.304384
7	-0.046279	-0.3173	0.376221
8	0.075446	0.5172	0.303709
9	-0.088038	-0.6036	0.27452
10	-0.113913	-0.7809	0.219375
11	0.308878	2.1176	0.019766
12	-0.100813	-0.6911	0.24644
13	-0.099606	-0.6829	0.249021
14	0.022135	0.1517	0.440018
15	-0.107808	-0.7391	0.231763
16	-0.006418	-0.044	0.482545
17	-0.042147	-0.2889	0.386947
18	-0.067772	-0.4646	0.322174
19	-0.002576	-0.0177	0.492993
20	0.058355	0.4001	0.345461
21	-0.001192	-0.0082	0.496758
22	-0.097445	-0.6681	0.253685
23	0.072375	0.4962	0.31104
24	-0.106011	-0.7268	0.235484
25	-0.15856	-1.087	0.141283
26	-0.102372	-0.7018	0.243125
27	-0.011549	-0.0792	0.468614
28	-0.018195	-0.1247	0.450632
29	0.154207	1.0572	0.147914
30	0.052347	0.3589	0.36065
31	0.056723	0.3889	0.349564
32	-0.038373	-0.2631	0.396821
33	-0.069939	-0.4795	0.316912
34	-0.142314	-0.9757	0.167114
35	0.05286	0.3624	0.359342
36	0.037025	0.2538	0.400366

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