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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 15:31:38 +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/14/t129234062367trjl7lunbkrz4.htm/, Retrieved Wed, 01 May 2024 14:57:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109739, Retrieved Wed, 01 May 2024 14:57:34 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

153

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] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622]
-    D                    [(Partial) Autocorrelation Function] [biefstuk 3] [2010-12-14 15:31:38] [6e52d1bada9435d33ddf990b22ee4b00] [Current]
- R  D                      [(Partial) Autocorrelation Function] [restaurant 2] [2010-12-17 12:15:05] [3df61981e9f4dafed65341be376c4457] 
-   PD                        [(Partial) Autocorrelation Function] [restaurant 3] [2010-12-17 12:25:43] [3df61981e9f4dafed65341be376c4457] 

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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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109739&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109739&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109739&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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.908476	6.7984	0
2	0.833514	6.2374	0
3	0.761755	5.7005	0
4	0.694441	5.1967	1e-06
5	0.642334	4.8068	6e-06
6	0.589474	4.4112	2.4e-05
7	0.531104	3.9744	0.000102
8	0.477807	3.5756	0.000364
9	0.428631	3.2076	0.001107
10	0.376942	2.8208	0.003308
11	0.348478	2.6078	0.00583
12	0.316037	2.365	0.01076
13	0.285486	2.1364	0.018516
14	0.252979	1.8931	0.031757
15	0.226712	1.6966	0.047666
16	0.193141	1.4453	0.076968
17	0.161116	1.2057	0.116505
18	0.137451	1.0286	0.154048
19	0.098789	0.7393	0.231417
20	0.07382	0.5524	0.291429
21	0.026431	0.1978	0.421961
22	-0.014929	-0.1117	0.455724
23	-0.053342	-0.3992	0.345642
24	-0.09309	-0.6966	0.244461
25	-0.131652	-0.9852	0.164384
26	-0.166586	-1.2466	0.108863
27	-0.215749	-1.6145	0.056018
28	-0.252465	-1.8893	0.032018
29	-0.277322	-2.0753	0.021283
30	-0.286802	-2.1462	0.018101
31	-0.305573	-2.2867	0.013008
32	-0.31659	-2.3691	0.010651
33	-0.322929	-2.4166	0.009475
34	-0.332482	-2.4881	0.007923
35	-0.333726	-2.4974	0.007739
36	-0.323453	-2.4205	0.009384

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.908476 & 6.7984 & 0 \tabularnewline
2 & 0.833514 & 6.2374 & 0 \tabularnewline
3 & 0.761755 & 5.7005 & 0 \tabularnewline
4 & 0.694441 & 5.1967 & 1e-06 \tabularnewline
5 & 0.642334 & 4.8068 & 6e-06 \tabularnewline
6 & 0.589474 & 4.4112 & 2.4e-05 \tabularnewline
7 & 0.531104 & 3.9744 & 0.000102 \tabularnewline
8 & 0.477807 & 3.5756 & 0.000364 \tabularnewline
9 & 0.428631 & 3.2076 & 0.001107 \tabularnewline
10 & 0.376942 & 2.8208 & 0.003308 \tabularnewline
11 & 0.348478 & 2.6078 & 0.00583 \tabularnewline
12 & 0.316037 & 2.365 & 0.01076 \tabularnewline
13 & 0.285486 & 2.1364 & 0.018516 \tabularnewline
14 & 0.252979 & 1.8931 & 0.031757 \tabularnewline
15 & 0.226712 & 1.6966 & 0.047666 \tabularnewline
16 & 0.193141 & 1.4453 & 0.076968 \tabularnewline
17 & 0.161116 & 1.2057 & 0.116505 \tabularnewline
18 & 0.137451 & 1.0286 & 0.154048 \tabularnewline
19 & 0.098789 & 0.7393 & 0.231417 \tabularnewline
20 & 0.07382 & 0.5524 & 0.291429 \tabularnewline
21 & 0.026431 & 0.1978 & 0.421961 \tabularnewline
22 & -0.014929 & -0.1117 & 0.455724 \tabularnewline
23 & -0.053342 & -0.3992 & 0.345642 \tabularnewline
24 & -0.09309 & -0.6966 & 0.244461 \tabularnewline
25 & -0.131652 & -0.9852 & 0.164384 \tabularnewline
26 & -0.166586 & -1.2466 & 0.108863 \tabularnewline
27 & -0.215749 & -1.6145 & 0.056018 \tabularnewline
28 & -0.252465 & -1.8893 & 0.032018 \tabularnewline
29 & -0.277322 & -2.0753 & 0.021283 \tabularnewline
30 & -0.286802 & -2.1462 & 0.018101 \tabularnewline
31 & -0.305573 & -2.2867 & 0.013008 \tabularnewline
32 & -0.31659 & -2.3691 & 0.010651 \tabularnewline
33 & -0.322929 & -2.4166 & 0.009475 \tabularnewline
34 & -0.332482 & -2.4881 & 0.007923 \tabularnewline
35 & -0.333726 & -2.4974 & 0.007739 \tabularnewline
36 & -0.323453 & -2.4205 & 0.009384 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109739&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]0.908476[/C][C]6.7984[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.833514[/C][C]6.2374[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.761755[/C][C]5.7005[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.694441[/C][C]5.1967[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.642334[/C][C]4.8068[/C][C]6e-06[/C][/ROW]
[ROW][C]6[/C][C]0.589474[/C][C]4.4112[/C][C]2.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.531104[/C][C]3.9744[/C][C]0.000102[/C][/ROW]
[ROW][C]8[/C][C]0.477807[/C][C]3.5756[/C][C]0.000364[/C][/ROW]
[ROW][C]9[/C][C]0.428631[/C][C]3.2076[/C][C]0.001107[/C][/ROW]
[ROW][C]10[/C][C]0.376942[/C][C]2.8208[/C][C]0.003308[/C][/ROW]
[ROW][C]11[/C][C]0.348478[/C][C]2.6078[/C][C]0.00583[/C][/ROW]
[ROW][C]12[/C][C]0.316037[/C][C]2.365[/C][C]0.01076[/C][/ROW]
[ROW][C]13[/C][C]0.285486[/C][C]2.1364[/C][C]0.018516[/C][/ROW]
[ROW][C]14[/C][C]0.252979[/C][C]1.8931[/C][C]0.031757[/C][/ROW]
[ROW][C]15[/C][C]0.226712[/C][C]1.6966[/C][C]0.047666[/C][/ROW]
[ROW][C]16[/C][C]0.193141[/C][C]1.4453[/C][C]0.076968[/C][/ROW]
[ROW][C]17[/C][C]0.161116[/C][C]1.2057[/C][C]0.116505[/C][/ROW]
[ROW][C]18[/C][C]0.137451[/C][C]1.0286[/C][C]0.154048[/C][/ROW]
[ROW][C]19[/C][C]0.098789[/C][C]0.7393[/C][C]0.231417[/C][/ROW]
[ROW][C]20[/C][C]0.07382[/C][C]0.5524[/C][C]0.291429[/C][/ROW]
[ROW][C]21[/C][C]0.026431[/C][C]0.1978[/C][C]0.421961[/C][/ROW]
[ROW][C]22[/C][C]-0.014929[/C][C]-0.1117[/C][C]0.455724[/C][/ROW]
[ROW][C]23[/C][C]-0.053342[/C][C]-0.3992[/C][C]0.345642[/C][/ROW]
[ROW][C]24[/C][C]-0.09309[/C][C]-0.6966[/C][C]0.244461[/C][/ROW]
[ROW][C]25[/C][C]-0.131652[/C][C]-0.9852[/C][C]0.164384[/C][/ROW]
[ROW][C]26[/C][C]-0.166586[/C][C]-1.2466[/C][C]0.108863[/C][/ROW]
[ROW][C]27[/C][C]-0.215749[/C][C]-1.6145[/C][C]0.056018[/C][/ROW]
[ROW][C]28[/C][C]-0.252465[/C][C]-1.8893[/C][C]0.032018[/C][/ROW]
[ROW][C]29[/C][C]-0.277322[/C][C]-2.0753[/C][C]0.021283[/C][/ROW]
[ROW][C]30[/C][C]-0.286802[/C][C]-2.1462[/C][C]0.018101[/C][/ROW]
[ROW][C]31[/C][C]-0.305573[/C][C]-2.2867[/C][C]0.013008[/C][/ROW]
[ROW][C]32[/C][C]-0.31659[/C][C]-2.3691[/C][C]0.010651[/C][/ROW]
[ROW][C]33[/C][C]-0.322929[/C][C]-2.4166[/C][C]0.009475[/C][/ROW]
[ROW][C]34[/C][C]-0.332482[/C][C]-2.4881[/C][C]0.007923[/C][/ROW]
[ROW][C]35[/C][C]-0.333726[/C][C]-2.4974[/C][C]0.007739[/C][/ROW]
[ROW][C]36[/C][C]-0.323453[/C][C]-2.4205[/C][C]0.009384[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109739&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109739&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	0.908476	6.7984	0
2	0.833514	6.2374	0
3	0.761755	5.7005	0
4	0.694441	5.1967	1e-06
5	0.642334	4.8068	6e-06
6	0.589474	4.4112	2.4e-05
7	0.531104	3.9744	0.000102
8	0.477807	3.5756	0.000364
9	0.428631	3.2076	0.001107
10	0.376942	2.8208	0.003308
11	0.348478	2.6078	0.00583
12	0.316037	2.365	0.01076
13	0.285486	2.1364	0.018516
14	0.252979	1.8931	0.031757
15	0.226712	1.6966	0.047666
16	0.193141	1.4453	0.076968
17	0.161116	1.2057	0.116505
18	0.137451	1.0286	0.154048
19	0.098789	0.7393	0.231417
20	0.07382	0.5524	0.291429
21	0.026431	0.1978	0.421961
22	-0.014929	-0.1117	0.455724
23	-0.053342	-0.3992	0.345642
24	-0.09309	-0.6966	0.244461
25	-0.131652	-0.9852	0.164384
26	-0.166586	-1.2466	0.108863
27	-0.215749	-1.6145	0.056018
28	-0.252465	-1.8893	0.032018
29	-0.277322	-2.0753	0.021283
30	-0.286802	-2.1462	0.018101
31	-0.305573	-2.2867	0.013008
32	-0.31659	-2.3691	0.010651
33	-0.322929	-2.4166	0.009475
34	-0.332482	-2.4881	0.007923
35	-0.333726	-2.4974	0.007739
36	-0.323453	-2.4205	0.009384

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.908476	6.7984	0
2	0.046859	0.3507	0.363579
3	-0.01469	-0.1099	0.45643
4	-0.011517	-0.0862	0.465812
5	0.052428	0.3923	0.348149
6	-0.020975	-0.157	0.437919
7	-0.060752	-0.4546	0.325567
8	-0.009047	-0.0677	0.473132
9	-0.00162	-0.0121	0.495184
10	-0.044963	-0.3365	0.368886
11	0.092165	0.6897	0.246615
12	-0.021735	-0.1626	0.43569
13	-0.00915	-0.0685	0.472825
14	-0.032691	-0.2446	0.403815
15	0.026562	0.1988	0.421581
16	-0.059953	-0.4487	0.327707
17	-0.030128	-0.2255	0.411222
18	0.025748	0.1927	0.423953
19	-0.095365	-0.7137	0.239204
20	0.027413	0.2051	0.419104
21	-0.135889	-1.0169	0.156788
22	-0.015417	-0.1154	0.454283
23	-0.030931	-0.2315	0.408898
24	-0.048169	-0.3605	0.359928
25	-0.036522	-0.2733	0.392813
26	-0.034496	-0.2581	0.39862
27	-0.118522	-0.8869	0.189452
28	0.012242	0.0916	0.463666
29	0.006243	0.0467	0.481451
30	0.077871	0.5827	0.281205
31	-0.115314	-0.8629	0.195928
32	0.032696	0.2447	0.403801
33	0.002635	0.0197	0.492169
34	-0.02806	-0.21	0.417221
35	-0.004986	-0.0373	0.485184
36	0.065745	0.492	0.312324

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.908476 & 6.7984 & 0 \tabularnewline
2 & 0.046859 & 0.3507 & 0.363579 \tabularnewline
3 & -0.01469 & -0.1099 & 0.45643 \tabularnewline
4 & -0.011517 & -0.0862 & 0.465812 \tabularnewline
5 & 0.052428 & 0.3923 & 0.348149 \tabularnewline
6 & -0.020975 & -0.157 & 0.437919 \tabularnewline
7 & -0.060752 & -0.4546 & 0.325567 \tabularnewline
8 & -0.009047 & -0.0677 & 0.473132 \tabularnewline
9 & -0.00162 & -0.0121 & 0.495184 \tabularnewline
10 & -0.044963 & -0.3365 & 0.368886 \tabularnewline
11 & 0.092165 & 0.6897 & 0.246615 \tabularnewline
12 & -0.021735 & -0.1626 & 0.43569 \tabularnewline
13 & -0.00915 & -0.0685 & 0.472825 \tabularnewline
14 & -0.032691 & -0.2446 & 0.403815 \tabularnewline
15 & 0.026562 & 0.1988 & 0.421581 \tabularnewline
16 & -0.059953 & -0.4487 & 0.327707 \tabularnewline
17 & -0.030128 & -0.2255 & 0.411222 \tabularnewline
18 & 0.025748 & 0.1927 & 0.423953 \tabularnewline
19 & -0.095365 & -0.7137 & 0.239204 \tabularnewline
20 & 0.027413 & 0.2051 & 0.419104 \tabularnewline
21 & -0.135889 & -1.0169 & 0.156788 \tabularnewline
22 & -0.015417 & -0.1154 & 0.454283 \tabularnewline
23 & -0.030931 & -0.2315 & 0.408898 \tabularnewline
24 & -0.048169 & -0.3605 & 0.359928 \tabularnewline
25 & -0.036522 & -0.2733 & 0.392813 \tabularnewline
26 & -0.034496 & -0.2581 & 0.39862 \tabularnewline
27 & -0.118522 & -0.8869 & 0.189452 \tabularnewline
28 & 0.012242 & 0.0916 & 0.463666 \tabularnewline
29 & 0.006243 & 0.0467 & 0.481451 \tabularnewline
30 & 0.077871 & 0.5827 & 0.281205 \tabularnewline
31 & -0.115314 & -0.8629 & 0.195928 \tabularnewline
32 & 0.032696 & 0.2447 & 0.403801 \tabularnewline
33 & 0.002635 & 0.0197 & 0.492169 \tabularnewline
34 & -0.02806 & -0.21 & 0.417221 \tabularnewline
35 & -0.004986 & -0.0373 & 0.485184 \tabularnewline
36 & 0.065745 & 0.492 & 0.312324 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109739&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]0.908476[/C][C]6.7984[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.046859[/C][C]0.3507[/C][C]0.363579[/C][/ROW]
[ROW][C]3[/C][C]-0.01469[/C][C]-0.1099[/C][C]0.45643[/C][/ROW]
[ROW][C]4[/C][C]-0.011517[/C][C]-0.0862[/C][C]0.465812[/C][/ROW]
[ROW][C]5[/C][C]0.052428[/C][C]0.3923[/C][C]0.348149[/C][/ROW]
[ROW][C]6[/C][C]-0.020975[/C][C]-0.157[/C][C]0.437919[/C][/ROW]
[ROW][C]7[/C][C]-0.060752[/C][C]-0.4546[/C][C]0.325567[/C][/ROW]
[ROW][C]8[/C][C]-0.009047[/C][C]-0.0677[/C][C]0.473132[/C][/ROW]
[ROW][C]9[/C][C]-0.00162[/C][C]-0.0121[/C][C]0.495184[/C][/ROW]
[ROW][C]10[/C][C]-0.044963[/C][C]-0.3365[/C][C]0.368886[/C][/ROW]
[ROW][C]11[/C][C]0.092165[/C][C]0.6897[/C][C]0.246615[/C][/ROW]
[ROW][C]12[/C][C]-0.021735[/C][C]-0.1626[/C][C]0.43569[/C][/ROW]
[ROW][C]13[/C][C]-0.00915[/C][C]-0.0685[/C][C]0.472825[/C][/ROW]
[ROW][C]14[/C][C]-0.032691[/C][C]-0.2446[/C][C]0.403815[/C][/ROW]
[ROW][C]15[/C][C]0.026562[/C][C]0.1988[/C][C]0.421581[/C][/ROW]
[ROW][C]16[/C][C]-0.059953[/C][C]-0.4487[/C][C]0.327707[/C][/ROW]
[ROW][C]17[/C][C]-0.030128[/C][C]-0.2255[/C][C]0.411222[/C][/ROW]
[ROW][C]18[/C][C]0.025748[/C][C]0.1927[/C][C]0.423953[/C][/ROW]
[ROW][C]19[/C][C]-0.095365[/C][C]-0.7137[/C][C]0.239204[/C][/ROW]
[ROW][C]20[/C][C]0.027413[/C][C]0.2051[/C][C]0.419104[/C][/ROW]
[ROW][C]21[/C][C]-0.135889[/C][C]-1.0169[/C][C]0.156788[/C][/ROW]
[ROW][C]22[/C][C]-0.015417[/C][C]-0.1154[/C][C]0.454283[/C][/ROW]
[ROW][C]23[/C][C]-0.030931[/C][C]-0.2315[/C][C]0.408898[/C][/ROW]
[ROW][C]24[/C][C]-0.048169[/C][C]-0.3605[/C][C]0.359928[/C][/ROW]
[ROW][C]25[/C][C]-0.036522[/C][C]-0.2733[/C][C]0.392813[/C][/ROW]
[ROW][C]26[/C][C]-0.034496[/C][C]-0.2581[/C][C]0.39862[/C][/ROW]
[ROW][C]27[/C][C]-0.118522[/C][C]-0.8869[/C][C]0.189452[/C][/ROW]
[ROW][C]28[/C][C]0.012242[/C][C]0.0916[/C][C]0.463666[/C][/ROW]
[ROW][C]29[/C][C]0.006243[/C][C]0.0467[/C][C]0.481451[/C][/ROW]
[ROW][C]30[/C][C]0.077871[/C][C]0.5827[/C][C]0.281205[/C][/ROW]
[ROW][C]31[/C][C]-0.115314[/C][C]-0.8629[/C][C]0.195928[/C][/ROW]
[ROW][C]32[/C][C]0.032696[/C][C]0.2447[/C][C]0.403801[/C][/ROW]
[ROW][C]33[/C][C]0.002635[/C][C]0.0197[/C][C]0.492169[/C][/ROW]
[ROW][C]34[/C][C]-0.02806[/C][C]-0.21[/C][C]0.417221[/C][/ROW]
[ROW][C]35[/C][C]-0.004986[/C][C]-0.0373[/C][C]0.485184[/C][/ROW]
[ROW][C]36[/C][C]0.065745[/C][C]0.492[/C][C]0.312324[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109739&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109739&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	0.908476	6.7984	0
2	0.046859	0.3507	0.363579
3	-0.01469	-0.1099	0.45643
4	-0.011517	-0.0862	0.465812
5	0.052428	0.3923	0.348149
6	-0.020975	-0.157	0.437919
7	-0.060752	-0.4546	0.325567
8	-0.009047	-0.0677	0.473132
9	-0.00162	-0.0121	0.495184
10	-0.044963	-0.3365	0.368886
11	0.092165	0.6897	0.246615
12	-0.021735	-0.1626	0.43569
13	-0.00915	-0.0685	0.472825
14	-0.032691	-0.2446	0.403815
15	0.026562	0.1988	0.421581
16	-0.059953	-0.4487	0.327707
17	-0.030128	-0.2255	0.411222
18	0.025748	0.1927	0.423953
19	-0.095365	-0.7137	0.239204
20	0.027413	0.2051	0.419104
21	-0.135889	-1.0169	0.156788
22	-0.015417	-0.1154	0.454283
23	-0.030931	-0.2315	0.408898
24	-0.048169	-0.3605	0.359928
25	-0.036522	-0.2733	0.392813
26	-0.034496	-0.2581	0.39862
27	-0.118522	-0.8869	0.189452
28	0.012242	0.0916	0.463666
29	0.006243	0.0467	0.481451
30	0.077871	0.5827	0.281205
31	-0.115314	-0.8629	0.195928
32	0.032696	0.2447	0.403801
33	0.002635	0.0197	0.492169
34	-0.02806	-0.21	0.417221
35	-0.004986	-0.0373	0.485184
36	0.065745	0.492	0.312324

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