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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 01:36:27 -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/27/t1259311094hvd7v7swutjn2gx.htm/, Retrieved Sat, 27 Apr 2024 23:43:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60475, Retrieved Sat, 27 Apr 2024 23:43:42 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

208

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] [workshop 8] [2009-11-27 08:36:27] [a18540c86166a2b66550d1fef0503cc2] [Current]
- R PD            [(Partial) Autocorrelation Function] [WS08 - ACF 1] [2009-12-01 22:33:09] [df6326eec97a6ca984a853b142930499] 
-    D            [(Partial) Autocorrelation Function] [WS9] [2009-12-06 14:03:28] [9f35ad889e41dd0c9322ca60d75b9f47] 
-   PD            [(Partial) Autocorrelation Function] [paper - ACF link 1] [2009-12-13 12:15:54] [f1a50df816abcbb519e7637ff6b72fa0] 

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Dataseries X:

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Histogram

Boxplots

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

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=60475&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=60475&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60475&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	0.932494	7.2231	0
2	0.819457	6.3475	0
3	0.722195	5.5941	0
4	0.689827	5.3434	1e-06
5	0.704509	5.4571	0
6	0.721557	5.5892	0
7	0.693764	5.3739	1e-06
8	0.623773	4.8317	5e-06
9	0.533728	4.1342	5.6e-05
10	0.446266	3.4568	0.000505
11	0.380042	2.9438	0.002303
12	0.332471	2.5753	0.006249
13	0.292058	2.2623	0.013657
14	0.252434	1.9553	0.027602
15	0.195852	1.5171	0.067251
16	0.126867	0.9827	0.164849
17	0.054569	0.4227	0.337017
18	-0.00223	-0.0173	0.493137
19	-0.042288	-0.3276	0.372192
20	-0.066393	-0.5143	0.304473
21	-0.098662	-0.7642	0.223862
22	-0.145247	-1.1251	0.132519
23	-0.196623	-1.523	0.066502
24	-0.237351	-1.8385	0.035469
25	-0.256724	-1.9886	0.025657
26	-0.264995	-2.0526	0.022238
27	-0.281548	-2.1809	0.016562
28	-0.309538	-2.3977	0.009814
29	-0.340624	-2.6385	0.005297
30	-0.355599	-2.7545	0.003885
31	-0.344151	-2.6658	0.004928
32	-0.33225	-2.5736	0.006277
33	-0.338944	-2.6254	0.005482
34	-0.361807	-2.8025	0.003409
35	-0.385853	-2.9888	0.002027
36	-0.391028	-3.0289	0.001808

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.932494 & 7.2231 & 0 \tabularnewline
2 & 0.819457 & 6.3475 & 0 \tabularnewline
3 & 0.722195 & 5.5941 & 0 \tabularnewline
4 & 0.689827 & 5.3434 & 1e-06 \tabularnewline
5 & 0.704509 & 5.4571 & 0 \tabularnewline
6 & 0.721557 & 5.5892 & 0 \tabularnewline
7 & 0.693764 & 5.3739 & 1e-06 \tabularnewline
8 & 0.623773 & 4.8317 & 5e-06 \tabularnewline
9 & 0.533728 & 4.1342 & 5.6e-05 \tabularnewline
10 & 0.446266 & 3.4568 & 0.000505 \tabularnewline
11 & 0.380042 & 2.9438 & 0.002303 \tabularnewline
12 & 0.332471 & 2.5753 & 0.006249 \tabularnewline
13 & 0.292058 & 2.2623 & 0.013657 \tabularnewline
14 & 0.252434 & 1.9553 & 0.027602 \tabularnewline
15 & 0.195852 & 1.5171 & 0.067251 \tabularnewline
16 & 0.126867 & 0.9827 & 0.164849 \tabularnewline
17 & 0.054569 & 0.4227 & 0.337017 \tabularnewline
18 & -0.00223 & -0.0173 & 0.493137 \tabularnewline
19 & -0.042288 & -0.3276 & 0.372192 \tabularnewline
20 & -0.066393 & -0.5143 & 0.304473 \tabularnewline
21 & -0.098662 & -0.7642 & 0.223862 \tabularnewline
22 & -0.145247 & -1.1251 & 0.132519 \tabularnewline
23 & -0.196623 & -1.523 & 0.066502 \tabularnewline
24 & -0.237351 & -1.8385 & 0.035469 \tabularnewline
25 & -0.256724 & -1.9886 & 0.025657 \tabularnewline
26 & -0.264995 & -2.0526 & 0.022238 \tabularnewline
27 & -0.281548 & -2.1809 & 0.016562 \tabularnewline
28 & -0.309538 & -2.3977 & 0.009814 \tabularnewline
29 & -0.340624 & -2.6385 & 0.005297 \tabularnewline
30 & -0.355599 & -2.7545 & 0.003885 \tabularnewline
31 & -0.344151 & -2.6658 & 0.004928 \tabularnewline
32 & -0.33225 & -2.5736 & 0.006277 \tabularnewline
33 & -0.338944 & -2.6254 & 0.005482 \tabularnewline
34 & -0.361807 & -2.8025 & 0.003409 \tabularnewline
35 & -0.385853 & -2.9888 & 0.002027 \tabularnewline
36 & -0.391028 & -3.0289 & 0.001808 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60475&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]0.932494[/C][C]7.2231[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.819457[/C][C]6.3475[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.722195[/C][C]5.5941[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.689827[/C][C]5.3434[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.704509[/C][C]5.4571[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.721557[/C][C]5.5892[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.693764[/C][C]5.3739[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.623773[/C][C]4.8317[/C][C]5e-06[/C][/ROW]
[ROW][C]9[/C][C]0.533728[/C][C]4.1342[/C][C]5.6e-05[/C][/ROW]
[ROW][C]10[/C][C]0.446266[/C][C]3.4568[/C][C]0.000505[/C][/ROW]
[ROW][C]11[/C][C]0.380042[/C][C]2.9438[/C][C]0.002303[/C][/ROW]
[ROW][C]12[/C][C]0.332471[/C][C]2.5753[/C][C]0.006249[/C][/ROW]
[ROW][C]13[/C][C]0.292058[/C][C]2.2623[/C][C]0.013657[/C][/ROW]
[ROW][C]14[/C][C]0.252434[/C][C]1.9553[/C][C]0.027602[/C][/ROW]
[ROW][C]15[/C][C]0.195852[/C][C]1.5171[/C][C]0.067251[/C][/ROW]
[ROW][C]16[/C][C]0.126867[/C][C]0.9827[/C][C]0.164849[/C][/ROW]
[ROW][C]17[/C][C]0.054569[/C][C]0.4227[/C][C]0.337017[/C][/ROW]
[ROW][C]18[/C][C]-0.00223[/C][C]-0.0173[/C][C]0.493137[/C][/ROW]
[ROW][C]19[/C][C]-0.042288[/C][C]-0.3276[/C][C]0.372192[/C][/ROW]
[ROW][C]20[/C][C]-0.066393[/C][C]-0.5143[/C][C]0.304473[/C][/ROW]
[ROW][C]21[/C][C]-0.098662[/C][C]-0.7642[/C][C]0.223862[/C][/ROW]
[ROW][C]22[/C][C]-0.145247[/C][C]-1.1251[/C][C]0.132519[/C][/ROW]
[ROW][C]23[/C][C]-0.196623[/C][C]-1.523[/C][C]0.066502[/C][/ROW]
[ROW][C]24[/C][C]-0.237351[/C][C]-1.8385[/C][C]0.035469[/C][/ROW]
[ROW][C]25[/C][C]-0.256724[/C][C]-1.9886[/C][C]0.025657[/C][/ROW]
[ROW][C]26[/C][C]-0.264995[/C][C]-2.0526[/C][C]0.022238[/C][/ROW]
[ROW][C]27[/C][C]-0.281548[/C][C]-2.1809[/C][C]0.016562[/C][/ROW]
[ROW][C]28[/C][C]-0.309538[/C][C]-2.3977[/C][C]0.009814[/C][/ROW]
[ROW][C]29[/C][C]-0.340624[/C][C]-2.6385[/C][C]0.005297[/C][/ROW]
[ROW][C]30[/C][C]-0.355599[/C][C]-2.7545[/C][C]0.003885[/C][/ROW]
[ROW][C]31[/C][C]-0.344151[/C][C]-2.6658[/C][C]0.004928[/C][/ROW]
[ROW][C]32[/C][C]-0.33225[/C][C]-2.5736[/C][C]0.006277[/C][/ROW]
[ROW][C]33[/C][C]-0.338944[/C][C]-2.6254[/C][C]0.005482[/C][/ROW]
[ROW][C]34[/C][C]-0.361807[/C][C]-2.8025[/C][C]0.003409[/C][/ROW]
[ROW][C]35[/C][C]-0.385853[/C][C]-2.9888[/C][C]0.002027[/C][/ROW]
[ROW][C]36[/C][C]-0.391028[/C][C]-3.0289[/C][C]0.001808[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60475&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60475&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	0.932494	7.2231	0
2	0.819457	6.3475	0
3	0.722195	5.5941	0
4	0.689827	5.3434	1e-06
5	0.704509	5.4571	0
6	0.721557	5.5892	0
7	0.693764	5.3739	1e-06
8	0.623773	4.8317	5e-06
9	0.533728	4.1342	5.6e-05
10	0.446266	3.4568	0.000505
11	0.380042	2.9438	0.002303
12	0.332471	2.5753	0.006249
13	0.292058	2.2623	0.013657
14	0.252434	1.9553	0.027602
15	0.195852	1.5171	0.067251
16	0.126867	0.9827	0.164849
17	0.054569	0.4227	0.337017
18	-0.00223	-0.0173	0.493137
19	-0.042288	-0.3276	0.372192
20	-0.066393	-0.5143	0.304473
21	-0.098662	-0.7642	0.223862
22	-0.145247	-1.1251	0.132519
23	-0.196623	-1.523	0.066502
24	-0.237351	-1.8385	0.035469
25	-0.256724	-1.9886	0.025657
26	-0.264995	-2.0526	0.022238
27	-0.281548	-2.1809	0.016562
28	-0.309538	-2.3977	0.009814
29	-0.340624	-2.6385	0.005297
30	-0.355599	-2.7545	0.003885
31	-0.344151	-2.6658	0.004928
32	-0.33225	-2.5736	0.006277
33	-0.338944	-2.6254	0.005482
34	-0.361807	-2.8025	0.003409
35	-0.385853	-2.9888	0.002027
36	-0.391028	-3.0289	0.001808

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.932494	7.2231	0
2	-0.383945	-2.974	0.002114
3	0.204054	1.5806	0.059614
4	0.388198	3.007	0.001925
5	0.078565	0.6086	0.272557
6	-0.05006	-0.3878	0.349781
7	-0.172067	-1.3328	0.093815
8	-0.040455	-0.3134	0.377547
9	-0.11276	-0.8734	0.192954
10	-0.221075	-1.7124	0.04599
11	-0.074418	-0.5764	0.283237
12	-0.067035	-0.5193	0.302748
13	-0.048996	-0.3795	0.352819
14	0.040221	0.3116	0.37823
15	-0.124425	-0.9638	0.169509
16	0.012692	0.0983	0.461006
17	0.004352	0.0337	0.486611
18	0.0528	0.409	0.342002
19	-0.007932	-0.0614	0.475605
20	0.029914	0.2317	0.408774
21	-0.079582	-0.6164	0.269968
22	-0.042487	-0.3291	0.371611
23	0.028506	0.2208	0.412996
24	0.002532	0.0196	0.492208
25	0.021803	0.1689	0.433226
26	-0.063074	-0.4886	0.313464
27	-0.08372	-0.6485	0.25957
28	0.006779	0.0525	0.479148
29	-0.017648	-0.1367	0.445863
30	0.064096	0.4965	0.310682
31	0.098769	0.7651	0.223617
32	-0.178024	-1.379	0.086512
33	-0.064367	-0.4986	0.309949
34	0.002938	0.0228	0.49096
35	-0.030038	-0.2327	0.408402
36	0.003566	0.0276	0.489028

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.932494 & 7.2231 & 0 \tabularnewline
2 & -0.383945 & -2.974 & 0.002114 \tabularnewline
3 & 0.204054 & 1.5806 & 0.059614 \tabularnewline
4 & 0.388198 & 3.007 & 0.001925 \tabularnewline
5 & 0.078565 & 0.6086 & 0.272557 \tabularnewline
6 & -0.05006 & -0.3878 & 0.349781 \tabularnewline
7 & -0.172067 & -1.3328 & 0.093815 \tabularnewline
8 & -0.040455 & -0.3134 & 0.377547 \tabularnewline
9 & -0.11276 & -0.8734 & 0.192954 \tabularnewline
10 & -0.221075 & -1.7124 & 0.04599 \tabularnewline
11 & -0.074418 & -0.5764 & 0.283237 \tabularnewline
12 & -0.067035 & -0.5193 & 0.302748 \tabularnewline
13 & -0.048996 & -0.3795 & 0.352819 \tabularnewline
14 & 0.040221 & 0.3116 & 0.37823 \tabularnewline
15 & -0.124425 & -0.9638 & 0.169509 \tabularnewline
16 & 0.012692 & 0.0983 & 0.461006 \tabularnewline
17 & 0.004352 & 0.0337 & 0.486611 \tabularnewline
18 & 0.0528 & 0.409 & 0.342002 \tabularnewline
19 & -0.007932 & -0.0614 & 0.475605 \tabularnewline
20 & 0.029914 & 0.2317 & 0.408774 \tabularnewline
21 & -0.079582 & -0.6164 & 0.269968 \tabularnewline
22 & -0.042487 & -0.3291 & 0.371611 \tabularnewline
23 & 0.028506 & 0.2208 & 0.412996 \tabularnewline
24 & 0.002532 & 0.0196 & 0.492208 \tabularnewline
25 & 0.021803 & 0.1689 & 0.433226 \tabularnewline
26 & -0.063074 & -0.4886 & 0.313464 \tabularnewline
27 & -0.08372 & -0.6485 & 0.25957 \tabularnewline
28 & 0.006779 & 0.0525 & 0.479148 \tabularnewline
29 & -0.017648 & -0.1367 & 0.445863 \tabularnewline
30 & 0.064096 & 0.4965 & 0.310682 \tabularnewline
31 & 0.098769 & 0.7651 & 0.223617 \tabularnewline
32 & -0.178024 & -1.379 & 0.086512 \tabularnewline
33 & -0.064367 & -0.4986 & 0.309949 \tabularnewline
34 & 0.002938 & 0.0228 & 0.49096 \tabularnewline
35 & -0.030038 & -0.2327 & 0.408402 \tabularnewline
36 & 0.003566 & 0.0276 & 0.489028 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60475&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]0.932494[/C][C]7.2231[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.383945[/C][C]-2.974[/C][C]0.002114[/C][/ROW]
[ROW][C]3[/C][C]0.204054[/C][C]1.5806[/C][C]0.059614[/C][/ROW]
[ROW][C]4[/C][C]0.388198[/C][C]3.007[/C][C]0.001925[/C][/ROW]
[ROW][C]5[/C][C]0.078565[/C][C]0.6086[/C][C]0.272557[/C][/ROW]
[ROW][C]6[/C][C]-0.05006[/C][C]-0.3878[/C][C]0.349781[/C][/ROW]
[ROW][C]7[/C][C]-0.172067[/C][C]-1.3328[/C][C]0.093815[/C][/ROW]
[ROW][C]8[/C][C]-0.040455[/C][C]-0.3134[/C][C]0.377547[/C][/ROW]
[ROW][C]9[/C][C]-0.11276[/C][C]-0.8734[/C][C]0.192954[/C][/ROW]
[ROW][C]10[/C][C]-0.221075[/C][C]-1.7124[/C][C]0.04599[/C][/ROW]
[ROW][C]11[/C][C]-0.074418[/C][C]-0.5764[/C][C]0.283237[/C][/ROW]
[ROW][C]12[/C][C]-0.067035[/C][C]-0.5193[/C][C]0.302748[/C][/ROW]
[ROW][C]13[/C][C]-0.048996[/C][C]-0.3795[/C][C]0.352819[/C][/ROW]
[ROW][C]14[/C][C]0.040221[/C][C]0.3116[/C][C]0.37823[/C][/ROW]
[ROW][C]15[/C][C]-0.124425[/C][C]-0.9638[/C][C]0.169509[/C][/ROW]
[ROW][C]16[/C][C]0.012692[/C][C]0.0983[/C][C]0.461006[/C][/ROW]
[ROW][C]17[/C][C]0.004352[/C][C]0.0337[/C][C]0.486611[/C][/ROW]
[ROW][C]18[/C][C]0.0528[/C][C]0.409[/C][C]0.342002[/C][/ROW]
[ROW][C]19[/C][C]-0.007932[/C][C]-0.0614[/C][C]0.475605[/C][/ROW]
[ROW][C]20[/C][C]0.029914[/C][C]0.2317[/C][C]0.408774[/C][/ROW]
[ROW][C]21[/C][C]-0.079582[/C][C]-0.6164[/C][C]0.269968[/C][/ROW]
[ROW][C]22[/C][C]-0.042487[/C][C]-0.3291[/C][C]0.371611[/C][/ROW]
[ROW][C]23[/C][C]0.028506[/C][C]0.2208[/C][C]0.412996[/C][/ROW]
[ROW][C]24[/C][C]0.002532[/C][C]0.0196[/C][C]0.492208[/C][/ROW]
[ROW][C]25[/C][C]0.021803[/C][C]0.1689[/C][C]0.433226[/C][/ROW]
[ROW][C]26[/C][C]-0.063074[/C][C]-0.4886[/C][C]0.313464[/C][/ROW]
[ROW][C]27[/C][C]-0.08372[/C][C]-0.6485[/C][C]0.25957[/C][/ROW]
[ROW][C]28[/C][C]0.006779[/C][C]0.0525[/C][C]0.479148[/C][/ROW]
[ROW][C]29[/C][C]-0.017648[/C][C]-0.1367[/C][C]0.445863[/C][/ROW]
[ROW][C]30[/C][C]0.064096[/C][C]0.4965[/C][C]0.310682[/C][/ROW]
[ROW][C]31[/C][C]0.098769[/C][C]0.7651[/C][C]0.223617[/C][/ROW]
[ROW][C]32[/C][C]-0.178024[/C][C]-1.379[/C][C]0.086512[/C][/ROW]
[ROW][C]33[/C][C]-0.064367[/C][C]-0.4986[/C][C]0.309949[/C][/ROW]
[ROW][C]34[/C][C]0.002938[/C][C]0.0228[/C][C]0.49096[/C][/ROW]
[ROW][C]35[/C][C]-0.030038[/C][C]-0.2327[/C][C]0.408402[/C][/ROW]
[ROW][C]36[/C][C]0.003566[/C][C]0.0276[/C][C]0.489028[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60475&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60475&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	0.932494	7.2231	0
2	-0.383945	-2.974	0.002114
3	0.204054	1.5806	0.059614
4	0.388198	3.007	0.001925
5	0.078565	0.6086	0.272557
6	-0.05006	-0.3878	0.349781
7	-0.172067	-1.3328	0.093815
8	-0.040455	-0.3134	0.377547
9	-0.11276	-0.8734	0.192954
10	-0.221075	-1.7124	0.04599
11	-0.074418	-0.5764	0.283237
12	-0.067035	-0.5193	0.302748
13	-0.048996	-0.3795	0.352819
14	0.040221	0.3116	0.37823
15	-0.124425	-0.9638	0.169509
16	0.012692	0.0983	0.461006
17	0.004352	0.0337	0.486611
18	0.0528	0.409	0.342002
19	-0.007932	-0.0614	0.475605
20	0.029914	0.2317	0.408774
21	-0.079582	-0.6164	0.269968
22	-0.042487	-0.3291	0.371611
23	0.028506	0.2208	0.412996
24	0.002532	0.0196	0.492208
25	0.021803	0.1689	0.433226
26	-0.063074	-0.4886	0.313464
27	-0.08372	-0.6485	0.25957
28	0.006779	0.0525	0.479148
29	-0.017648	-0.1367	0.445863
30	0.064096	0.4965	0.310682
31	0.098769	0.7651	0.223617
32	-0.178024	-1.379	0.086512
33	-0.064367	-0.4986	0.309949
34	0.002938	0.0228	0.49096
35	-0.030038	-0.2327	0.408402
36	0.003566	0.0276	0.489028

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