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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 06 Dec 2010 19:51:05 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/06/t1291664964idr7thdx40qdh0m.htm/, Retrieved Mon, 03 Nov 2025 18:53:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105830, Retrieved Mon, 03 Nov 2025 18:53:34 +0000

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Estimated Impact

330

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] [ws8] [2009-11-24 20:12:27] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D          [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:25:07] [814f53995537cd15c528d8efbf1cf544]
-   PD              [(Partial) Autocorrelation Function] [paper timeserie A...] [2010-12-06 19:51:05] [da925928e5a77063c5ecc7b801d712e1] [Current]

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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=105830&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=105830&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105830&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	0.149529	1.26	0.105906
2	0.109697	0.9243	0.179224
3	-0.100394	-0.8459	0.200216
4	-0.170159	-1.4338	0.078012
5	-0.16984	-1.4311	0.078395
6	-0.020204	-0.1702	0.432651
7	-0.02973	-0.2505	0.401459
8	-0.092451	-0.779	0.219281
9	-0.075726	-0.6381	0.262738
10	0.04371	0.3683	0.356869
11	-0.113398	-0.9555	0.171281
12	-0.018586	-0.1566	0.437999
13	0.128996	1.0869	0.140371
14	0.055069	0.464	0.322026
15	0.024335	0.205	0.419061
16	-0.032705	-0.2756	0.391838
17	0.046634	0.3929	0.347768
18	-0.158094	-1.3321	0.093539
19	0.061571	0.5188	0.302754
20	-0.057708	-0.4863	0.314141
21	-0.080332	-0.6769	0.250336
22	-0.161622	-1.3619	0.088775
23	0.086669	0.7303	0.233809
24	-0.089381	-0.7531	0.226929
25	0.028054	0.2364	0.406905
26	0.063882	0.5383	0.296035
27	0.050514	0.4256	0.335828
28	-0.042193	-0.3555	0.361624
29	-0.047717	-0.4021	0.344419
30	-0.066767	-0.5626	0.287744
31	-0.061086	-0.5147	0.304174
32	-0.017789	-0.1499	0.440637
33	0.14732	1.2413	0.109283
34	0.007312	0.0616	0.475522
35	-0.064347	-0.5422	0.294691
36	0.071817	0.6051	0.273509

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.149529 & 1.26 & 0.105906 \tabularnewline
2 & 0.109697 & 0.9243 & 0.179224 \tabularnewline
3 & -0.100394 & -0.8459 & 0.200216 \tabularnewline
4 & -0.170159 & -1.4338 & 0.078012 \tabularnewline
5 & -0.16984 & -1.4311 & 0.078395 \tabularnewline
6 & -0.020204 & -0.1702 & 0.432651 \tabularnewline
7 & -0.02973 & -0.2505 & 0.401459 \tabularnewline
8 & -0.092451 & -0.779 & 0.219281 \tabularnewline
9 & -0.075726 & -0.6381 & 0.262738 \tabularnewline
10 & 0.04371 & 0.3683 & 0.356869 \tabularnewline
11 & -0.113398 & -0.9555 & 0.171281 \tabularnewline
12 & -0.018586 & -0.1566 & 0.437999 \tabularnewline
13 & 0.128996 & 1.0869 & 0.140371 \tabularnewline
14 & 0.055069 & 0.464 & 0.322026 \tabularnewline
15 & 0.024335 & 0.205 & 0.419061 \tabularnewline
16 & -0.032705 & -0.2756 & 0.391838 \tabularnewline
17 & 0.046634 & 0.3929 & 0.347768 \tabularnewline
18 & -0.158094 & -1.3321 & 0.093539 \tabularnewline
19 & 0.061571 & 0.5188 & 0.302754 \tabularnewline
20 & -0.057708 & -0.4863 & 0.314141 \tabularnewline
21 & -0.080332 & -0.6769 & 0.250336 \tabularnewline
22 & -0.161622 & -1.3619 & 0.088775 \tabularnewline
23 & 0.086669 & 0.7303 & 0.233809 \tabularnewline
24 & -0.089381 & -0.7531 & 0.226929 \tabularnewline
25 & 0.028054 & 0.2364 & 0.406905 \tabularnewline
26 & 0.063882 & 0.5383 & 0.296035 \tabularnewline
27 & 0.050514 & 0.4256 & 0.335828 \tabularnewline
28 & -0.042193 & -0.3555 & 0.361624 \tabularnewline
29 & -0.047717 & -0.4021 & 0.344419 \tabularnewline
30 & -0.066767 & -0.5626 & 0.287744 \tabularnewline
31 & -0.061086 & -0.5147 & 0.304174 \tabularnewline
32 & -0.017789 & -0.1499 & 0.440637 \tabularnewline
33 & 0.14732 & 1.2413 & 0.109283 \tabularnewline
34 & 0.007312 & 0.0616 & 0.475522 \tabularnewline
35 & -0.064347 & -0.5422 & 0.294691 \tabularnewline
36 & 0.071817 & 0.6051 & 0.273509 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105830&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]0.149529[/C][C]1.26[/C][C]0.105906[/C][/ROW]
[ROW][C]2[/C][C]0.109697[/C][C]0.9243[/C][C]0.179224[/C][/ROW]
[ROW][C]3[/C][C]-0.100394[/C][C]-0.8459[/C][C]0.200216[/C][/ROW]
[ROW][C]4[/C][C]-0.170159[/C][C]-1.4338[/C][C]0.078012[/C][/ROW]
[ROW][C]5[/C][C]-0.16984[/C][C]-1.4311[/C][C]0.078395[/C][/ROW]
[ROW][C]6[/C][C]-0.020204[/C][C]-0.1702[/C][C]0.432651[/C][/ROW]
[ROW][C]7[/C][C]-0.02973[/C][C]-0.2505[/C][C]0.401459[/C][/ROW]
[ROW][C]8[/C][C]-0.092451[/C][C]-0.779[/C][C]0.219281[/C][/ROW]
[ROW][C]9[/C][C]-0.075726[/C][C]-0.6381[/C][C]0.262738[/C][/ROW]
[ROW][C]10[/C][C]0.04371[/C][C]0.3683[/C][C]0.356869[/C][/ROW]
[ROW][C]11[/C][C]-0.113398[/C][C]-0.9555[/C][C]0.171281[/C][/ROW]
[ROW][C]12[/C][C]-0.018586[/C][C]-0.1566[/C][C]0.437999[/C][/ROW]
[ROW][C]13[/C][C]0.128996[/C][C]1.0869[/C][C]0.140371[/C][/ROW]
[ROW][C]14[/C][C]0.055069[/C][C]0.464[/C][C]0.322026[/C][/ROW]
[ROW][C]15[/C][C]0.024335[/C][C]0.205[/C][C]0.419061[/C][/ROW]
[ROW][C]16[/C][C]-0.032705[/C][C]-0.2756[/C][C]0.391838[/C][/ROW]
[ROW][C]17[/C][C]0.046634[/C][C]0.3929[/C][C]0.347768[/C][/ROW]
[ROW][C]18[/C][C]-0.158094[/C][C]-1.3321[/C][C]0.093539[/C][/ROW]
[ROW][C]19[/C][C]0.061571[/C][C]0.5188[/C][C]0.302754[/C][/ROW]
[ROW][C]20[/C][C]-0.057708[/C][C]-0.4863[/C][C]0.314141[/C][/ROW]
[ROW][C]21[/C][C]-0.080332[/C][C]-0.6769[/C][C]0.250336[/C][/ROW]
[ROW][C]22[/C][C]-0.161622[/C][C]-1.3619[/C][C]0.088775[/C][/ROW]
[ROW][C]23[/C][C]0.086669[/C][C]0.7303[/C][C]0.233809[/C][/ROW]
[ROW][C]24[/C][C]-0.089381[/C][C]-0.7531[/C][C]0.226929[/C][/ROW]
[ROW][C]25[/C][C]0.028054[/C][C]0.2364[/C][C]0.406905[/C][/ROW]
[ROW][C]26[/C][C]0.063882[/C][C]0.5383[/C][C]0.296035[/C][/ROW]
[ROW][C]27[/C][C]0.050514[/C][C]0.4256[/C][C]0.335828[/C][/ROW]
[ROW][C]28[/C][C]-0.042193[/C][C]-0.3555[/C][C]0.361624[/C][/ROW]
[ROW][C]29[/C][C]-0.047717[/C][C]-0.4021[/C][C]0.344419[/C][/ROW]
[ROW][C]30[/C][C]-0.066767[/C][C]-0.5626[/C][C]0.287744[/C][/ROW]
[ROW][C]31[/C][C]-0.061086[/C][C]-0.5147[/C][C]0.304174[/C][/ROW]
[ROW][C]32[/C][C]-0.017789[/C][C]-0.1499[/C][C]0.440637[/C][/ROW]
[ROW][C]33[/C][C]0.14732[/C][C]1.2413[/C][C]0.109283[/C][/ROW]
[ROW][C]34[/C][C]0.007312[/C][C]0.0616[/C][C]0.475522[/C][/ROW]
[ROW][C]35[/C][C]-0.064347[/C][C]-0.5422[/C][C]0.294691[/C][/ROW]
[ROW][C]36[/C][C]0.071817[/C][C]0.6051[/C][C]0.273509[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105830&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105830&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	0.149529	1.26	0.105906
2	0.109697	0.9243	0.179224
3	-0.100394	-0.8459	0.200216
4	-0.170159	-1.4338	0.078012
5	-0.16984	-1.4311	0.078395
6	-0.020204	-0.1702	0.432651
7	-0.02973	-0.2505	0.401459
8	-0.092451	-0.779	0.219281
9	-0.075726	-0.6381	0.262738
10	0.04371	0.3683	0.356869
11	-0.113398	-0.9555	0.171281
12	-0.018586	-0.1566	0.437999
13	0.128996	1.0869	0.140371
14	0.055069	0.464	0.322026
15	0.024335	0.205	0.419061
16	-0.032705	-0.2756	0.391838
17	0.046634	0.3929	0.347768
18	-0.158094	-1.3321	0.093539
19	0.061571	0.5188	0.302754
20	-0.057708	-0.4863	0.314141
21	-0.080332	-0.6769	0.250336
22	-0.161622	-1.3619	0.088775
23	0.086669	0.7303	0.233809
24	-0.089381	-0.7531	0.226929
25	0.028054	0.2364	0.406905
26	0.063882	0.5383	0.296035
27	0.050514	0.4256	0.335828
28	-0.042193	-0.3555	0.361624
29	-0.047717	-0.4021	0.344419
30	-0.066767	-0.5626	0.287744
31	-0.061086	-0.5147	0.304174
32	-0.017789	-0.1499	0.440637
33	0.14732	1.2413	0.109283
34	0.007312	0.0616	0.475522
35	-0.064347	-0.5422	0.294691
36	0.071817	0.6051	0.273509

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.149529	1.26	0.105906
2	0.089336	0.7528	0.227043
3	-0.132692	-1.1181	0.13365
4	-0.154538	-1.3022	0.098534
5	-0.108104	-0.9109	0.182714
6	0.043108	0.3632	0.358756
7	-0.034552	-0.2911	0.385896
8	-0.152155	-1.2821	0.101992
9	-0.092912	-0.7829	0.218148
10	0.078494	0.6614	0.255246
11	-0.147325	-1.2414	0.109275
12	-0.080087	-0.6748	0.25099
13	0.135913	1.1452	0.127981
14	0.013977	0.1178	0.453291
15	-0.068143	-0.5742	0.28383
16	-0.098925	-0.8336	0.203664
17	0.114427	0.9642	0.169114
18	-0.129741	-1.0932	0.138997
19	0.033563	0.2828	0.389075
20	-0.090594	-0.7634	0.223889
21	-0.062878	-0.5298	0.298944
22	-0.164197	-1.3835	0.085416
23	0.093661	0.7892	0.216311
24	-0.103644	-0.8733	0.192716
25	-0.045355	-0.3822	0.35174
26	-0.002027	-0.0171	0.49321
27	-0.02755	-0.2321	0.408547
28	-0.060179	-0.5071	0.306836
29	-0.167316	-1.4098	0.081478
30	-0.073965	-0.6232	0.267562
31	-0.020603	-0.1736	0.431335
32	-0.085153	-0.7175	0.237707
33	0.023172	0.1952	0.422877
34	-0.060175	-0.507	0.306848
35	-0.115711	-0.975	0.166436
36	-0.006862	-0.0578	0.477026

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.149529 & 1.26 & 0.105906 \tabularnewline
2 & 0.089336 & 0.7528 & 0.227043 \tabularnewline
3 & -0.132692 & -1.1181 & 0.13365 \tabularnewline
4 & -0.154538 & -1.3022 & 0.098534 \tabularnewline
5 & -0.108104 & -0.9109 & 0.182714 \tabularnewline
6 & 0.043108 & 0.3632 & 0.358756 \tabularnewline
7 & -0.034552 & -0.2911 & 0.385896 \tabularnewline
8 & -0.152155 & -1.2821 & 0.101992 \tabularnewline
9 & -0.092912 & -0.7829 & 0.218148 \tabularnewline
10 & 0.078494 & 0.6614 & 0.255246 \tabularnewline
11 & -0.147325 & -1.2414 & 0.109275 \tabularnewline
12 & -0.080087 & -0.6748 & 0.25099 \tabularnewline
13 & 0.135913 & 1.1452 & 0.127981 \tabularnewline
14 & 0.013977 & 0.1178 & 0.453291 \tabularnewline
15 & -0.068143 & -0.5742 & 0.28383 \tabularnewline
16 & -0.098925 & -0.8336 & 0.203664 \tabularnewline
17 & 0.114427 & 0.9642 & 0.169114 \tabularnewline
18 & -0.129741 & -1.0932 & 0.138997 \tabularnewline
19 & 0.033563 & 0.2828 & 0.389075 \tabularnewline
20 & -0.090594 & -0.7634 & 0.223889 \tabularnewline
21 & -0.062878 & -0.5298 & 0.298944 \tabularnewline
22 & -0.164197 & -1.3835 & 0.085416 \tabularnewline
23 & 0.093661 & 0.7892 & 0.216311 \tabularnewline
24 & -0.103644 & -0.8733 & 0.192716 \tabularnewline
25 & -0.045355 & -0.3822 & 0.35174 \tabularnewline
26 & -0.002027 & -0.0171 & 0.49321 \tabularnewline
27 & -0.02755 & -0.2321 & 0.408547 \tabularnewline
28 & -0.060179 & -0.5071 & 0.306836 \tabularnewline
29 & -0.167316 & -1.4098 & 0.081478 \tabularnewline
30 & -0.073965 & -0.6232 & 0.267562 \tabularnewline
31 & -0.020603 & -0.1736 & 0.431335 \tabularnewline
32 & -0.085153 & -0.7175 & 0.237707 \tabularnewline
33 & 0.023172 & 0.1952 & 0.422877 \tabularnewline
34 & -0.060175 & -0.507 & 0.306848 \tabularnewline
35 & -0.115711 & -0.975 & 0.166436 \tabularnewline
36 & -0.006862 & -0.0578 & 0.477026 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105830&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]0.149529[/C][C]1.26[/C][C]0.105906[/C][/ROW]
[ROW][C]2[/C][C]0.089336[/C][C]0.7528[/C][C]0.227043[/C][/ROW]
[ROW][C]3[/C][C]-0.132692[/C][C]-1.1181[/C][C]0.13365[/C][/ROW]
[ROW][C]4[/C][C]-0.154538[/C][C]-1.3022[/C][C]0.098534[/C][/ROW]
[ROW][C]5[/C][C]-0.108104[/C][C]-0.9109[/C][C]0.182714[/C][/ROW]
[ROW][C]6[/C][C]0.043108[/C][C]0.3632[/C][C]0.358756[/C][/ROW]
[ROW][C]7[/C][C]-0.034552[/C][C]-0.2911[/C][C]0.385896[/C][/ROW]
[ROW][C]8[/C][C]-0.152155[/C][C]-1.2821[/C][C]0.101992[/C][/ROW]
[ROW][C]9[/C][C]-0.092912[/C][C]-0.7829[/C][C]0.218148[/C][/ROW]
[ROW][C]10[/C][C]0.078494[/C][C]0.6614[/C][C]0.255246[/C][/ROW]
[ROW][C]11[/C][C]-0.147325[/C][C]-1.2414[/C][C]0.109275[/C][/ROW]
[ROW][C]12[/C][C]-0.080087[/C][C]-0.6748[/C][C]0.25099[/C][/ROW]
[ROW][C]13[/C][C]0.135913[/C][C]1.1452[/C][C]0.127981[/C][/ROW]
[ROW][C]14[/C][C]0.013977[/C][C]0.1178[/C][C]0.453291[/C][/ROW]
[ROW][C]15[/C][C]-0.068143[/C][C]-0.5742[/C][C]0.28383[/C][/ROW]
[ROW][C]16[/C][C]-0.098925[/C][C]-0.8336[/C][C]0.203664[/C][/ROW]
[ROW][C]17[/C][C]0.114427[/C][C]0.9642[/C][C]0.169114[/C][/ROW]
[ROW][C]18[/C][C]-0.129741[/C][C]-1.0932[/C][C]0.138997[/C][/ROW]
[ROW][C]19[/C][C]0.033563[/C][C]0.2828[/C][C]0.389075[/C][/ROW]
[ROW][C]20[/C][C]-0.090594[/C][C]-0.7634[/C][C]0.223889[/C][/ROW]
[ROW][C]21[/C][C]-0.062878[/C][C]-0.5298[/C][C]0.298944[/C][/ROW]
[ROW][C]22[/C][C]-0.164197[/C][C]-1.3835[/C][C]0.085416[/C][/ROW]
[ROW][C]23[/C][C]0.093661[/C][C]0.7892[/C][C]0.216311[/C][/ROW]
[ROW][C]24[/C][C]-0.103644[/C][C]-0.8733[/C][C]0.192716[/C][/ROW]
[ROW][C]25[/C][C]-0.045355[/C][C]-0.3822[/C][C]0.35174[/C][/ROW]
[ROW][C]26[/C][C]-0.002027[/C][C]-0.0171[/C][C]0.49321[/C][/ROW]
[ROW][C]27[/C][C]-0.02755[/C][C]-0.2321[/C][C]0.408547[/C][/ROW]
[ROW][C]28[/C][C]-0.060179[/C][C]-0.5071[/C][C]0.306836[/C][/ROW]
[ROW][C]29[/C][C]-0.167316[/C][C]-1.4098[/C][C]0.081478[/C][/ROW]
[ROW][C]30[/C][C]-0.073965[/C][C]-0.6232[/C][C]0.267562[/C][/ROW]
[ROW][C]31[/C][C]-0.020603[/C][C]-0.1736[/C][C]0.431335[/C][/ROW]
[ROW][C]32[/C][C]-0.085153[/C][C]-0.7175[/C][C]0.237707[/C][/ROW]
[ROW][C]33[/C][C]0.023172[/C][C]0.1952[/C][C]0.422877[/C][/ROW]
[ROW][C]34[/C][C]-0.060175[/C][C]-0.507[/C][C]0.306848[/C][/ROW]
[ROW][C]35[/C][C]-0.115711[/C][C]-0.975[/C][C]0.166436[/C][/ROW]
[ROW][C]36[/C][C]-0.006862[/C][C]-0.0578[/C][C]0.477026[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105830&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105830&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	0.149529	1.26	0.105906
2	0.089336	0.7528	0.227043
3	-0.132692	-1.1181	0.13365
4	-0.154538	-1.3022	0.098534
5	-0.108104	-0.9109	0.182714
6	0.043108	0.3632	0.358756
7	-0.034552	-0.2911	0.385896
8	-0.152155	-1.2821	0.101992
9	-0.092912	-0.7829	0.218148
10	0.078494	0.6614	0.255246
11	-0.147325	-1.2414	0.109275
12	-0.080087	-0.6748	0.25099
13	0.135913	1.1452	0.127981
14	0.013977	0.1178	0.453291
15	-0.068143	-0.5742	0.28383
16	-0.098925	-0.8336	0.203664
17	0.114427	0.9642	0.169114
18	-0.129741	-1.0932	0.138997
19	0.033563	0.2828	0.389075
20	-0.090594	-0.7634	0.223889
21	-0.062878	-0.5298	0.298944
22	-0.164197	-1.3835	0.085416
23	0.093661	0.7892	0.216311
24	-0.103644	-0.8733	0.192716
25	-0.045355	-0.3822	0.35174
26	-0.002027	-0.0171	0.49321
27	-0.02755	-0.2321	0.408547
28	-0.060179	-0.5071	0.306836
29	-0.167316	-1.4098	0.081478
30	-0.073965	-0.6232	0.267562
31	-0.020603	-0.1736	0.431335
32	-0.085153	-0.7175	0.237707
33	0.023172	0.1952	0.422877
34	-0.060175	-0.507	0.306848
35	-0.115711	-0.975	0.166436
36	-0.006862	-0.0578	0.477026

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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