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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

Sat, 28 Nov 2009 08:30:27 -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/28/t1259422299mjvkw9mjm9xj0uy.htm/, Retrieved Sun, 28 Apr 2024 09:53:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61491, Retrieved Sun, 28 Apr 2024 09:53:14 +0000

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Original text written by user:

katrien.deroover@student.lessius.eu

IsPrivate?

No (this computation is public)

User-defined keywords

WS8 ACF link 3

Estimated Impact

137

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]
-   PD          [(Partial) Autocorrelation Function] [WS8 ACF link 3] [2009-11-28 15:30:27] [b4ff140915b3f24d4faed3d78f95eba4] [Current]
-   P             [(Partial) Autocorrelation Function] [ws 8 rev] [2009-11-29 21:03:11] [6e4e01d7eb22a9f33d58ebb35753a195] 

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Dataseries X:

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Histogram

Boxplots

4.2
4
4.9
4.6
4.3
4.3
4.6
5.1
4.8
4.5
4.9
5.1
5.1
5.2
4.5
4.6
4.9
4.6
4.4
3.7
4
4.2
3.9
3.6
3.6
3.2
3.2
3.5
3.6
3.7
3.8
3.8
3.8
3.3
3.3
3.4
3.1
3.5
4.2
4.9
5.1
5.5
5.6
6.4
6.2
7.2
7.8
7.9
7.4
7.5
6.7
5.1
4.6
4.3
3.9
2.6
2.6
1.6
0.9
0.3

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=61491&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=61491&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61491&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	0.280497	1.923	0.030276
2	0.264656	1.8144	0.038002
3	0.250242	1.7156	0.046413
4	0.279258	1.9145	0.030828
5	0.151489	1.0386	0.152162
6	0.082756	0.5673	0.286589
7	0.106312	0.7288	0.234858
8	0.136687	0.9371	0.176754
9	-0.005977	-0.041	0.483745
10	-0.095789	-0.6567	0.25729
11	0.042577	0.2919	0.385827
12	-0.336294	-2.3055	0.012799
13	-0.18026	-1.2358	0.111338
14	-0.06923	-0.4746	0.318629
15	-0.067645	-0.4638	0.322483
16	-0.124568	-0.854	0.198721
17	-0.08736	-0.5989	0.276054
18	-0.053562	-0.3672	0.357557
19	-0.013615	-0.0933	0.463014
20	-0.252594	-1.7317	0.044944
21	-0.137452	-0.9423	0.175424
22	-0.024379	-0.1671	0.433991
23	-0.1277	-0.8755	0.192886
24	-0.148817	-1.0202	0.156419
25	-0.009552	-0.0655	0.474032
26	-0.098052	-0.6722	0.252371
27	-0.086875	-0.5956	0.277155
28	-0.058468	-0.4008	0.345178
29	-0.071935	-0.4932	0.312098
30	0.002241	0.0154	0.493903
31	-0.144319	-0.9894	0.163766
32	0.059467	0.4077	0.342679
33	0.03816	0.2616	0.397382
34	-0.039665	-0.2719	0.393434
35	-0.055316	-0.3792	0.353112
36	0.066881	0.4585	0.324347

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.280497 & 1.923 & 0.030276 \tabularnewline
2 & 0.264656 & 1.8144 & 0.038002 \tabularnewline
3 & 0.250242 & 1.7156 & 0.046413 \tabularnewline
4 & 0.279258 & 1.9145 & 0.030828 \tabularnewline
5 & 0.151489 & 1.0386 & 0.152162 \tabularnewline
6 & 0.082756 & 0.5673 & 0.286589 \tabularnewline
7 & 0.106312 & 0.7288 & 0.234858 \tabularnewline
8 & 0.136687 & 0.9371 & 0.176754 \tabularnewline
9 & -0.005977 & -0.041 & 0.483745 \tabularnewline
10 & -0.095789 & -0.6567 & 0.25729 \tabularnewline
11 & 0.042577 & 0.2919 & 0.385827 \tabularnewline
12 & -0.336294 & -2.3055 & 0.012799 \tabularnewline
13 & -0.18026 & -1.2358 & 0.111338 \tabularnewline
14 & -0.06923 & -0.4746 & 0.318629 \tabularnewline
15 & -0.067645 & -0.4638 & 0.322483 \tabularnewline
16 & -0.124568 & -0.854 & 0.198721 \tabularnewline
17 & -0.08736 & -0.5989 & 0.276054 \tabularnewline
18 & -0.053562 & -0.3672 & 0.357557 \tabularnewline
19 & -0.013615 & -0.0933 & 0.463014 \tabularnewline
20 & -0.252594 & -1.7317 & 0.044944 \tabularnewline
21 & -0.137452 & -0.9423 & 0.175424 \tabularnewline
22 & -0.024379 & -0.1671 & 0.433991 \tabularnewline
23 & -0.1277 & -0.8755 & 0.192886 \tabularnewline
24 & -0.148817 & -1.0202 & 0.156419 \tabularnewline
25 & -0.009552 & -0.0655 & 0.474032 \tabularnewline
26 & -0.098052 & -0.6722 & 0.252371 \tabularnewline
27 & -0.086875 & -0.5956 & 0.277155 \tabularnewline
28 & -0.058468 & -0.4008 & 0.345178 \tabularnewline
29 & -0.071935 & -0.4932 & 0.312098 \tabularnewline
30 & 0.002241 & 0.0154 & 0.493903 \tabularnewline
31 & -0.144319 & -0.9894 & 0.163766 \tabularnewline
32 & 0.059467 & 0.4077 & 0.342679 \tabularnewline
33 & 0.03816 & 0.2616 & 0.397382 \tabularnewline
34 & -0.039665 & -0.2719 & 0.393434 \tabularnewline
35 & -0.055316 & -0.3792 & 0.353112 \tabularnewline
36 & 0.066881 & 0.4585 & 0.324347 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61491&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]0.280497[/C][C]1.923[/C][C]0.030276[/C][/ROW]
[ROW][C]2[/C][C]0.264656[/C][C]1.8144[/C][C]0.038002[/C][/ROW]
[ROW][C]3[/C][C]0.250242[/C][C]1.7156[/C][C]0.046413[/C][/ROW]
[ROW][C]4[/C][C]0.279258[/C][C]1.9145[/C][C]0.030828[/C][/ROW]
[ROW][C]5[/C][C]0.151489[/C][C]1.0386[/C][C]0.152162[/C][/ROW]
[ROW][C]6[/C][C]0.082756[/C][C]0.5673[/C][C]0.286589[/C][/ROW]
[ROW][C]7[/C][C]0.106312[/C][C]0.7288[/C][C]0.234858[/C][/ROW]
[ROW][C]8[/C][C]0.136687[/C][C]0.9371[/C][C]0.176754[/C][/ROW]
[ROW][C]9[/C][C]-0.005977[/C][C]-0.041[/C][C]0.483745[/C][/ROW]
[ROW][C]10[/C][C]-0.095789[/C][C]-0.6567[/C][C]0.25729[/C][/ROW]
[ROW][C]11[/C][C]0.042577[/C][C]0.2919[/C][C]0.385827[/C][/ROW]
[ROW][C]12[/C][C]-0.336294[/C][C]-2.3055[/C][C]0.012799[/C][/ROW]
[ROW][C]13[/C][C]-0.18026[/C][C]-1.2358[/C][C]0.111338[/C][/ROW]
[ROW][C]14[/C][C]-0.06923[/C][C]-0.4746[/C][C]0.318629[/C][/ROW]
[ROW][C]15[/C][C]-0.067645[/C][C]-0.4638[/C][C]0.322483[/C][/ROW]
[ROW][C]16[/C][C]-0.124568[/C][C]-0.854[/C][C]0.198721[/C][/ROW]
[ROW][C]17[/C][C]-0.08736[/C][C]-0.5989[/C][C]0.276054[/C][/ROW]
[ROW][C]18[/C][C]-0.053562[/C][C]-0.3672[/C][C]0.357557[/C][/ROW]
[ROW][C]19[/C][C]-0.013615[/C][C]-0.0933[/C][C]0.463014[/C][/ROW]
[ROW][C]20[/C][C]-0.252594[/C][C]-1.7317[/C][C]0.044944[/C][/ROW]
[ROW][C]21[/C][C]-0.137452[/C][C]-0.9423[/C][C]0.175424[/C][/ROW]
[ROW][C]22[/C][C]-0.024379[/C][C]-0.1671[/C][C]0.433991[/C][/ROW]
[ROW][C]23[/C][C]-0.1277[/C][C]-0.8755[/C][C]0.192886[/C][/ROW]
[ROW][C]24[/C][C]-0.148817[/C][C]-1.0202[/C][C]0.156419[/C][/ROW]
[ROW][C]25[/C][C]-0.009552[/C][C]-0.0655[/C][C]0.474032[/C][/ROW]
[ROW][C]26[/C][C]-0.098052[/C][C]-0.6722[/C][C]0.252371[/C][/ROW]
[ROW][C]27[/C][C]-0.086875[/C][C]-0.5956[/C][C]0.277155[/C][/ROW]
[ROW][C]28[/C][C]-0.058468[/C][C]-0.4008[/C][C]0.345178[/C][/ROW]
[ROW][C]29[/C][C]-0.071935[/C][C]-0.4932[/C][C]0.312098[/C][/ROW]
[ROW][C]30[/C][C]0.002241[/C][C]0.0154[/C][C]0.493903[/C][/ROW]
[ROW][C]31[/C][C]-0.144319[/C][C]-0.9894[/C][C]0.163766[/C][/ROW]
[ROW][C]32[/C][C]0.059467[/C][C]0.4077[/C][C]0.342679[/C][/ROW]
[ROW][C]33[/C][C]0.03816[/C][C]0.2616[/C][C]0.397382[/C][/ROW]
[ROW][C]34[/C][C]-0.039665[/C][C]-0.2719[/C][C]0.393434[/C][/ROW]
[ROW][C]35[/C][C]-0.055316[/C][C]-0.3792[/C][C]0.353112[/C][/ROW]
[ROW][C]36[/C][C]0.066881[/C][C]0.4585[/C][C]0.324347[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61491&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61491&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	0.280497	1.923	0.030276
2	0.264656	1.8144	0.038002
3	0.250242	1.7156	0.046413
4	0.279258	1.9145	0.030828
5	0.151489	1.0386	0.152162
6	0.082756	0.5673	0.286589
7	0.106312	0.7288	0.234858
8	0.136687	0.9371	0.176754
9	-0.005977	-0.041	0.483745
10	-0.095789	-0.6567	0.25729
11	0.042577	0.2919	0.385827
12	-0.336294	-2.3055	0.012799
13	-0.18026	-1.2358	0.111338
14	-0.06923	-0.4746	0.318629
15	-0.067645	-0.4638	0.322483
16	-0.124568	-0.854	0.198721
17	-0.08736	-0.5989	0.276054
18	-0.053562	-0.3672	0.357557
19	-0.013615	-0.0933	0.463014
20	-0.252594	-1.7317	0.044944
21	-0.137452	-0.9423	0.175424
22	-0.024379	-0.1671	0.433991
23	-0.1277	-0.8755	0.192886
24	-0.148817	-1.0202	0.156419
25	-0.009552	-0.0655	0.474032
26	-0.098052	-0.6722	0.252371
27	-0.086875	-0.5956	0.277155
28	-0.058468	-0.4008	0.345178
29	-0.071935	-0.4932	0.312098
30	0.002241	0.0154	0.493903
31	-0.144319	-0.9894	0.163766
32	0.059467	0.4077	0.342679
33	0.03816	0.2616	0.397382
34	-0.039665	-0.2719	0.393434
35	-0.055316	-0.3792	0.353112
36	0.066881	0.4585	0.324347

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.280497	1.923	0.030276
2	0.201859	1.3839	0.086466
3	0.152042	1.0423	0.151292
4	0.166621	1.1423	0.129558
5	-0.010531	-0.0722	0.471376
6	-0.06472	-0.4437	0.329649
7	0.008186	0.0561	0.477742
8	0.063254	0.4336	0.333265
9	-0.092428	-0.6337	0.264689
10	-0.149726	-1.0265	0.154963
11	0.070275	0.4818	0.316098
12	-0.413132	-2.8323	0.003392
13	-0.031385	-0.2152	0.415284
14	0.176363	1.2091	0.116339
15	0.044507	0.3051	0.38081
16	0.03861	0.2647	0.396201
17	0.060822	0.417	0.339299
18	-0.034131	-0.234	0.408004
19	0.008581	0.0588	0.476668
20	-0.200287	-1.3731	0.088119
21	-0.055739	-0.3821	0.352046
22	-0.044683	-0.3063	0.380353
23	-0.032687	-0.2241	0.411828
24	-0.181883	-1.2469	0.109301
25	0.064586	0.4428	0.329979
26	-0.027716	-0.19	0.425059
27	0.034293	0.2351	0.407576
28	0.140306	0.9619	0.170514
29	-0.010983	-0.0753	0.470151
30	0.011532	0.0791	0.46866
31	-0.058557	-0.4014	0.344956
32	-0.018607	-0.1276	0.44952
33	-0.092931	-0.6371	0.263575
34	-0.073222	-0.502	0.309012
35	-0.052082	-0.3571	0.361325
36	-0.081794	-0.5607	0.288816

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.280497 & 1.923 & 0.030276 \tabularnewline
2 & 0.201859 & 1.3839 & 0.086466 \tabularnewline
3 & 0.152042 & 1.0423 & 0.151292 \tabularnewline
4 & 0.166621 & 1.1423 & 0.129558 \tabularnewline
5 & -0.010531 & -0.0722 & 0.471376 \tabularnewline
6 & -0.06472 & -0.4437 & 0.329649 \tabularnewline
7 & 0.008186 & 0.0561 & 0.477742 \tabularnewline
8 & 0.063254 & 0.4336 & 0.333265 \tabularnewline
9 & -0.092428 & -0.6337 & 0.264689 \tabularnewline
10 & -0.149726 & -1.0265 & 0.154963 \tabularnewline
11 & 0.070275 & 0.4818 & 0.316098 \tabularnewline
12 & -0.413132 & -2.8323 & 0.003392 \tabularnewline
13 & -0.031385 & -0.2152 & 0.415284 \tabularnewline
14 & 0.176363 & 1.2091 & 0.116339 \tabularnewline
15 & 0.044507 & 0.3051 & 0.38081 \tabularnewline
16 & 0.03861 & 0.2647 & 0.396201 \tabularnewline
17 & 0.060822 & 0.417 & 0.339299 \tabularnewline
18 & -0.034131 & -0.234 & 0.408004 \tabularnewline
19 & 0.008581 & 0.0588 & 0.476668 \tabularnewline
20 & -0.200287 & -1.3731 & 0.088119 \tabularnewline
21 & -0.055739 & -0.3821 & 0.352046 \tabularnewline
22 & -0.044683 & -0.3063 & 0.380353 \tabularnewline
23 & -0.032687 & -0.2241 & 0.411828 \tabularnewline
24 & -0.181883 & -1.2469 & 0.109301 \tabularnewline
25 & 0.064586 & 0.4428 & 0.329979 \tabularnewline
26 & -0.027716 & -0.19 & 0.425059 \tabularnewline
27 & 0.034293 & 0.2351 & 0.407576 \tabularnewline
28 & 0.140306 & 0.9619 & 0.170514 \tabularnewline
29 & -0.010983 & -0.0753 & 0.470151 \tabularnewline
30 & 0.011532 & 0.0791 & 0.46866 \tabularnewline
31 & -0.058557 & -0.4014 & 0.344956 \tabularnewline
32 & -0.018607 & -0.1276 & 0.44952 \tabularnewline
33 & -0.092931 & -0.6371 & 0.263575 \tabularnewline
34 & -0.073222 & -0.502 & 0.309012 \tabularnewline
35 & -0.052082 & -0.3571 & 0.361325 \tabularnewline
36 & -0.081794 & -0.5607 & 0.288816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61491&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]0.280497[/C][C]1.923[/C][C]0.030276[/C][/ROW]
[ROW][C]2[/C][C]0.201859[/C][C]1.3839[/C][C]0.086466[/C][/ROW]
[ROW][C]3[/C][C]0.152042[/C][C]1.0423[/C][C]0.151292[/C][/ROW]
[ROW][C]4[/C][C]0.166621[/C][C]1.1423[/C][C]0.129558[/C][/ROW]
[ROW][C]5[/C][C]-0.010531[/C][C]-0.0722[/C][C]0.471376[/C][/ROW]
[ROW][C]6[/C][C]-0.06472[/C][C]-0.4437[/C][C]0.329649[/C][/ROW]
[ROW][C]7[/C][C]0.008186[/C][C]0.0561[/C][C]0.477742[/C][/ROW]
[ROW][C]8[/C][C]0.063254[/C][C]0.4336[/C][C]0.333265[/C][/ROW]
[ROW][C]9[/C][C]-0.092428[/C][C]-0.6337[/C][C]0.264689[/C][/ROW]
[ROW][C]10[/C][C]-0.149726[/C][C]-1.0265[/C][C]0.154963[/C][/ROW]
[ROW][C]11[/C][C]0.070275[/C][C]0.4818[/C][C]0.316098[/C][/ROW]
[ROW][C]12[/C][C]-0.413132[/C][C]-2.8323[/C][C]0.003392[/C][/ROW]
[ROW][C]13[/C][C]-0.031385[/C][C]-0.2152[/C][C]0.415284[/C][/ROW]
[ROW][C]14[/C][C]0.176363[/C][C]1.2091[/C][C]0.116339[/C][/ROW]
[ROW][C]15[/C][C]0.044507[/C][C]0.3051[/C][C]0.38081[/C][/ROW]
[ROW][C]16[/C][C]0.03861[/C][C]0.2647[/C][C]0.396201[/C][/ROW]
[ROW][C]17[/C][C]0.060822[/C][C]0.417[/C][C]0.339299[/C][/ROW]
[ROW][C]18[/C][C]-0.034131[/C][C]-0.234[/C][C]0.408004[/C][/ROW]
[ROW][C]19[/C][C]0.008581[/C][C]0.0588[/C][C]0.476668[/C][/ROW]
[ROW][C]20[/C][C]-0.200287[/C][C]-1.3731[/C][C]0.088119[/C][/ROW]
[ROW][C]21[/C][C]-0.055739[/C][C]-0.3821[/C][C]0.352046[/C][/ROW]
[ROW][C]22[/C][C]-0.044683[/C][C]-0.3063[/C][C]0.380353[/C][/ROW]
[ROW][C]23[/C][C]-0.032687[/C][C]-0.2241[/C][C]0.411828[/C][/ROW]
[ROW][C]24[/C][C]-0.181883[/C][C]-1.2469[/C][C]0.109301[/C][/ROW]
[ROW][C]25[/C][C]0.064586[/C][C]0.4428[/C][C]0.329979[/C][/ROW]
[ROW][C]26[/C][C]-0.027716[/C][C]-0.19[/C][C]0.425059[/C][/ROW]
[ROW][C]27[/C][C]0.034293[/C][C]0.2351[/C][C]0.407576[/C][/ROW]
[ROW][C]28[/C][C]0.140306[/C][C]0.9619[/C][C]0.170514[/C][/ROW]
[ROW][C]29[/C][C]-0.010983[/C][C]-0.0753[/C][C]0.470151[/C][/ROW]
[ROW][C]30[/C][C]0.011532[/C][C]0.0791[/C][C]0.46866[/C][/ROW]
[ROW][C]31[/C][C]-0.058557[/C][C]-0.4014[/C][C]0.344956[/C][/ROW]
[ROW][C]32[/C][C]-0.018607[/C][C]-0.1276[/C][C]0.44952[/C][/ROW]
[ROW][C]33[/C][C]-0.092931[/C][C]-0.6371[/C][C]0.263575[/C][/ROW]
[ROW][C]34[/C][C]-0.073222[/C][C]-0.502[/C][C]0.309012[/C][/ROW]
[ROW][C]35[/C][C]-0.052082[/C][C]-0.3571[/C][C]0.361325[/C][/ROW]
[ROW][C]36[/C][C]-0.081794[/C][C]-0.5607[/C][C]0.288816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61491&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61491&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	0.280497	1.923	0.030276
2	0.201859	1.3839	0.086466
3	0.152042	1.0423	0.151292
4	0.166621	1.1423	0.129558
5	-0.010531	-0.0722	0.471376
6	-0.06472	-0.4437	0.329649
7	0.008186	0.0561	0.477742
8	0.063254	0.4336	0.333265
9	-0.092428	-0.6337	0.264689
10	-0.149726	-1.0265	0.154963
11	0.070275	0.4818	0.316098
12	-0.413132	-2.8323	0.003392
13	-0.031385	-0.2152	0.415284
14	0.176363	1.2091	0.116339
15	0.044507	0.3051	0.38081
16	0.03861	0.2647	0.396201
17	0.060822	0.417	0.339299
18	-0.034131	-0.234	0.408004
19	0.008581	0.0588	0.476668
20	-0.200287	-1.3731	0.088119
21	-0.055739	-0.3821	0.352046
22	-0.044683	-0.3063	0.380353
23	-0.032687	-0.2241	0.411828
24	-0.181883	-1.2469	0.109301
25	0.064586	0.4428	0.329979
26	-0.027716	-0.19	0.425059
27	0.034293	0.2351	0.407576
28	0.140306	0.9619	0.170514
29	-0.010983	-0.0753	0.470151
30	0.011532	0.0791	0.46866
31	-0.058557	-0.4014	0.344956
32	-0.018607	-0.1276	0.44952
33	-0.092931	-0.6371	0.263575
34	-0.073222	-0.502	0.309012
35	-0.052082	-0.3571	0.361325
36	-0.081794	-0.5607	0.288816

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 = 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