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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 29 Dec 2010 12:50:49 +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/29/t1293626919h1qroh7k13oi2fk.htm/, Retrieved Sat, 10 May 2025 01:41:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116769, Retrieved Sat, 10 May 2025 01:41:30 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

272

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] [] [2009-11-24 09:55:25] [fef2f8976fa1eef1b54e2cee317fe737]
-    D          [(Partial) Autocorrelation Function] [] [2009-12-18 11:14:21] [fef2f8976fa1eef1b54e2cee317fe737]
- R               [(Partial) Autocorrelation Function] [Paper: ACF] [2010-12-22 20:09:28] [29e492448d11757ae0fad5ef6e7f8e86]
-   PD                [(Partial) Autocorrelation Function] [] [2010-12-29 12:50:49] [e180d4cd19004beeddc12e67012247dc] [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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116769&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116769&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116769&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.172704	-1.5155	0.066873
2	-0.018221	-0.1599	0.436694
3	-0.071419	-0.6267	0.266355
4	0.028914	0.2537	0.400196
5	0.103006	0.9039	0.184441
6	0.001735	0.0152	0.493948
7	0.004597	0.0403	0.483963
8	-0.16201	-1.4216	0.079586
9	0.121549	1.0666	0.144745
10	-0.046782	-0.4105	0.341287
11	0.099995	0.8774	0.191486
12	-0.429761	-3.7711	0.000159
13	0.065059	0.5709	0.284869
14	-0.141638	-1.2429	0.108843
15	-0.027745	-0.2435	0.404149
16	0.105394	0.9248	0.178972
17	-0.046806	-0.4107	0.341208
18	0.101031	0.8865	0.189044
19	-0.060612	-0.5319	0.298174
20	0.029434	0.2583	0.398439
21	-0.045762	-0.4016	0.344559
22	0.056427	0.4951	0.310955
23	0.060295	0.5291	0.299135
24	0.111324	0.9769	0.165847
25	-0.008412	-0.0738	0.470674
26	-0.001104	-0.0097	0.496147
27	0.088661	0.778	0.219478
28	0.053766	0.4718	0.319204
29	-0.017853	-0.1567	0.437961
30	-0.080481	-0.7062	0.241092
31	0.012081	0.106	0.457926
32	0.025333	0.2223	0.412337
33	0.062753	0.5507	0.291733
34	0.047213	0.4143	0.339907
35	-0.132884	-1.1661	0.123596
36	-0.06235	-0.5471	0.292939

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.172704 & -1.5155 & 0.066873 \tabularnewline
2 & -0.018221 & -0.1599 & 0.436694 \tabularnewline
3 & -0.071419 & -0.6267 & 0.266355 \tabularnewline
4 & 0.028914 & 0.2537 & 0.400196 \tabularnewline
5 & 0.103006 & 0.9039 & 0.184441 \tabularnewline
6 & 0.001735 & 0.0152 & 0.493948 \tabularnewline
7 & 0.004597 & 0.0403 & 0.483963 \tabularnewline
8 & -0.16201 & -1.4216 & 0.079586 \tabularnewline
9 & 0.121549 & 1.0666 & 0.144745 \tabularnewline
10 & -0.046782 & -0.4105 & 0.341287 \tabularnewline
11 & 0.099995 & 0.8774 & 0.191486 \tabularnewline
12 & -0.429761 & -3.7711 & 0.000159 \tabularnewline
13 & 0.065059 & 0.5709 & 0.284869 \tabularnewline
14 & -0.141638 & -1.2429 & 0.108843 \tabularnewline
15 & -0.027745 & -0.2435 & 0.404149 \tabularnewline
16 & 0.105394 & 0.9248 & 0.178972 \tabularnewline
17 & -0.046806 & -0.4107 & 0.341208 \tabularnewline
18 & 0.101031 & 0.8865 & 0.189044 \tabularnewline
19 & -0.060612 & -0.5319 & 0.298174 \tabularnewline
20 & 0.029434 & 0.2583 & 0.398439 \tabularnewline
21 & -0.045762 & -0.4016 & 0.344559 \tabularnewline
22 & 0.056427 & 0.4951 & 0.310955 \tabularnewline
23 & 0.060295 & 0.5291 & 0.299135 \tabularnewline
24 & 0.111324 & 0.9769 & 0.165847 \tabularnewline
25 & -0.008412 & -0.0738 & 0.470674 \tabularnewline
26 & -0.001104 & -0.0097 & 0.496147 \tabularnewline
27 & 0.088661 & 0.778 & 0.219478 \tabularnewline
28 & 0.053766 & 0.4718 & 0.319204 \tabularnewline
29 & -0.017853 & -0.1567 & 0.437961 \tabularnewline
30 & -0.080481 & -0.7062 & 0.241092 \tabularnewline
31 & 0.012081 & 0.106 & 0.457926 \tabularnewline
32 & 0.025333 & 0.2223 & 0.412337 \tabularnewline
33 & 0.062753 & 0.5507 & 0.291733 \tabularnewline
34 & 0.047213 & 0.4143 & 0.339907 \tabularnewline
35 & -0.132884 & -1.1661 & 0.123596 \tabularnewline
36 & -0.06235 & -0.5471 & 0.292939 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116769&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]-0.172704[/C][C]-1.5155[/C][C]0.066873[/C][/ROW]
[ROW][C]2[/C][C]-0.018221[/C][C]-0.1599[/C][C]0.436694[/C][/ROW]
[ROW][C]3[/C][C]-0.071419[/C][C]-0.6267[/C][C]0.266355[/C][/ROW]
[ROW][C]4[/C][C]0.028914[/C][C]0.2537[/C][C]0.400196[/C][/ROW]
[ROW][C]5[/C][C]0.103006[/C][C]0.9039[/C][C]0.184441[/C][/ROW]
[ROW][C]6[/C][C]0.001735[/C][C]0.0152[/C][C]0.493948[/C][/ROW]
[ROW][C]7[/C][C]0.004597[/C][C]0.0403[/C][C]0.483963[/C][/ROW]
[ROW][C]8[/C][C]-0.16201[/C][C]-1.4216[/C][C]0.079586[/C][/ROW]
[ROW][C]9[/C][C]0.121549[/C][C]1.0666[/C][C]0.144745[/C][/ROW]
[ROW][C]10[/C][C]-0.046782[/C][C]-0.4105[/C][C]0.341287[/C][/ROW]
[ROW][C]11[/C][C]0.099995[/C][C]0.8774[/C][C]0.191486[/C][/ROW]
[ROW][C]12[/C][C]-0.429761[/C][C]-3.7711[/C][C]0.000159[/C][/ROW]
[ROW][C]13[/C][C]0.065059[/C][C]0.5709[/C][C]0.284869[/C][/ROW]
[ROW][C]14[/C][C]-0.141638[/C][C]-1.2429[/C][C]0.108843[/C][/ROW]
[ROW][C]15[/C][C]-0.027745[/C][C]-0.2435[/C][C]0.404149[/C][/ROW]
[ROW][C]16[/C][C]0.105394[/C][C]0.9248[/C][C]0.178972[/C][/ROW]
[ROW][C]17[/C][C]-0.046806[/C][C]-0.4107[/C][C]0.341208[/C][/ROW]
[ROW][C]18[/C][C]0.101031[/C][C]0.8865[/C][C]0.189044[/C][/ROW]
[ROW][C]19[/C][C]-0.060612[/C][C]-0.5319[/C][C]0.298174[/C][/ROW]
[ROW][C]20[/C][C]0.029434[/C][C]0.2583[/C][C]0.398439[/C][/ROW]
[ROW][C]21[/C][C]-0.045762[/C][C]-0.4016[/C][C]0.344559[/C][/ROW]
[ROW][C]22[/C][C]0.056427[/C][C]0.4951[/C][C]0.310955[/C][/ROW]
[ROW][C]23[/C][C]0.060295[/C][C]0.5291[/C][C]0.299135[/C][/ROW]
[ROW][C]24[/C][C]0.111324[/C][C]0.9769[/C][C]0.165847[/C][/ROW]
[ROW][C]25[/C][C]-0.008412[/C][C]-0.0738[/C][C]0.470674[/C][/ROW]
[ROW][C]26[/C][C]-0.001104[/C][C]-0.0097[/C][C]0.496147[/C][/ROW]
[ROW][C]27[/C][C]0.088661[/C][C]0.778[/C][C]0.219478[/C][/ROW]
[ROW][C]28[/C][C]0.053766[/C][C]0.4718[/C][C]0.319204[/C][/ROW]
[ROW][C]29[/C][C]-0.017853[/C][C]-0.1567[/C][C]0.437961[/C][/ROW]
[ROW][C]30[/C][C]-0.080481[/C][C]-0.7062[/C][C]0.241092[/C][/ROW]
[ROW][C]31[/C][C]0.012081[/C][C]0.106[/C][C]0.457926[/C][/ROW]
[ROW][C]32[/C][C]0.025333[/C][C]0.2223[/C][C]0.412337[/C][/ROW]
[ROW][C]33[/C][C]0.062753[/C][C]0.5507[/C][C]0.291733[/C][/ROW]
[ROW][C]34[/C][C]0.047213[/C][C]0.4143[/C][C]0.339907[/C][/ROW]
[ROW][C]35[/C][C]-0.132884[/C][C]-1.1661[/C][C]0.123596[/C][/ROW]
[ROW][C]36[/C][C]-0.06235[/C][C]-0.5471[/C][C]0.292939[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116769&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116769&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	-0.172704	-1.5155	0.066873
2	-0.018221	-0.1599	0.436694
3	-0.071419	-0.6267	0.266355
4	0.028914	0.2537	0.400196
5	0.103006	0.9039	0.184441
6	0.001735	0.0152	0.493948
7	0.004597	0.0403	0.483963
8	-0.16201	-1.4216	0.079586
9	0.121549	1.0666	0.144745
10	-0.046782	-0.4105	0.341287
11	0.099995	0.8774	0.191486
12	-0.429761	-3.7711	0.000159
13	0.065059	0.5709	0.284869
14	-0.141638	-1.2429	0.108843
15	-0.027745	-0.2435	0.404149
16	0.105394	0.9248	0.178972
17	-0.046806	-0.4107	0.341208
18	0.101031	0.8865	0.189044
19	-0.060612	-0.5319	0.298174
20	0.029434	0.2583	0.398439
21	-0.045762	-0.4016	0.344559
22	0.056427	0.4951	0.310955
23	0.060295	0.5291	0.299135
24	0.111324	0.9769	0.165847
25	-0.008412	-0.0738	0.470674
26	-0.001104	-0.0097	0.496147
27	0.088661	0.778	0.219478
28	0.053766	0.4718	0.319204
29	-0.017853	-0.1567	0.437961
30	-0.080481	-0.7062	0.241092
31	0.012081	0.106	0.457926
32	0.025333	0.2223	0.412337
33	0.062753	0.5507	0.291733
34	0.047213	0.4143	0.339907
35	-0.132884	-1.1661	0.123596
36	-0.06235	-0.5471	0.292939

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.172704	-1.5155	0.066873
2	-0.049525	-0.4346	0.332542
3	-0.086046	-0.7551	0.22626
4	-0.000399	-0.0035	0.498608
5	0.106264	0.9325	0.177007
6	0.037388	0.3281	0.371871
7	0.024272	0.213	0.415949
8	-0.14839	-1.3021	0.098379
9	0.067495	0.5923	0.277705
10	-0.039	-0.3422	0.366558
11	0.07521	0.66	0.255624
12	-0.420107	-3.6864	0.000211
13	-0.043951	-0.3857	0.350403
14	-0.244749	-2.1477	0.017443
15	-0.147323	-1.2928	0.099981
16	0.008065	0.0708	0.471881
17	0.075152	0.6595	0.255786
18	0.150379	1.3196	0.095444
19	0.099227	0.8707	0.193308
20	-0.056411	-0.495	0.311004
21	0.035409	0.3107	0.378428
22	-0.071076	-0.6237	0.267337
23	0.115365	1.0123	0.157278
24	-0.048275	-0.4236	0.336517
25	0.043672	0.3832	0.351305
26	-0.156852	-1.3764	0.086348
27	-0.012246	-0.1075	0.457353
28	0.087984	0.7721	0.221222
29	0.008621	0.0757	0.469947
30	0.080247	0.7042	0.241728
31	0.097929	0.8593	0.196415
32	0.044829	0.3934	0.347566
33	0.105251	0.9236	0.179297
34	0.043486	0.3816	0.351908
35	-0.004226	-0.0371	0.485257
36	-0.067148	-0.5892	0.27872

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.172704 & -1.5155 & 0.066873 \tabularnewline
2 & -0.049525 & -0.4346 & 0.332542 \tabularnewline
3 & -0.086046 & -0.7551 & 0.22626 \tabularnewline
4 & -0.000399 & -0.0035 & 0.498608 \tabularnewline
5 & 0.106264 & 0.9325 & 0.177007 \tabularnewline
6 & 0.037388 & 0.3281 & 0.371871 \tabularnewline
7 & 0.024272 & 0.213 & 0.415949 \tabularnewline
8 & -0.14839 & -1.3021 & 0.098379 \tabularnewline
9 & 0.067495 & 0.5923 & 0.277705 \tabularnewline
10 & -0.039 & -0.3422 & 0.366558 \tabularnewline
11 & 0.07521 & 0.66 & 0.255624 \tabularnewline
12 & -0.420107 & -3.6864 & 0.000211 \tabularnewline
13 & -0.043951 & -0.3857 & 0.350403 \tabularnewline
14 & -0.244749 & -2.1477 & 0.017443 \tabularnewline
15 & -0.147323 & -1.2928 & 0.099981 \tabularnewline
16 & 0.008065 & 0.0708 & 0.471881 \tabularnewline
17 & 0.075152 & 0.6595 & 0.255786 \tabularnewline
18 & 0.150379 & 1.3196 & 0.095444 \tabularnewline
19 & 0.099227 & 0.8707 & 0.193308 \tabularnewline
20 & -0.056411 & -0.495 & 0.311004 \tabularnewline
21 & 0.035409 & 0.3107 & 0.378428 \tabularnewline
22 & -0.071076 & -0.6237 & 0.267337 \tabularnewline
23 & 0.115365 & 1.0123 & 0.157278 \tabularnewline
24 & -0.048275 & -0.4236 & 0.336517 \tabularnewline
25 & 0.043672 & 0.3832 & 0.351305 \tabularnewline
26 & -0.156852 & -1.3764 & 0.086348 \tabularnewline
27 & -0.012246 & -0.1075 & 0.457353 \tabularnewline
28 & 0.087984 & 0.7721 & 0.221222 \tabularnewline
29 & 0.008621 & 0.0757 & 0.469947 \tabularnewline
30 & 0.080247 & 0.7042 & 0.241728 \tabularnewline
31 & 0.097929 & 0.8593 & 0.196415 \tabularnewline
32 & 0.044829 & 0.3934 & 0.347566 \tabularnewline
33 & 0.105251 & 0.9236 & 0.179297 \tabularnewline
34 & 0.043486 & 0.3816 & 0.351908 \tabularnewline
35 & -0.004226 & -0.0371 & 0.485257 \tabularnewline
36 & -0.067148 & -0.5892 & 0.27872 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116769&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]-0.172704[/C][C]-1.5155[/C][C]0.066873[/C][/ROW]
[ROW][C]2[/C][C]-0.049525[/C][C]-0.4346[/C][C]0.332542[/C][/ROW]
[ROW][C]3[/C][C]-0.086046[/C][C]-0.7551[/C][C]0.22626[/C][/ROW]
[ROW][C]4[/C][C]-0.000399[/C][C]-0.0035[/C][C]0.498608[/C][/ROW]
[ROW][C]5[/C][C]0.106264[/C][C]0.9325[/C][C]0.177007[/C][/ROW]
[ROW][C]6[/C][C]0.037388[/C][C]0.3281[/C][C]0.371871[/C][/ROW]
[ROW][C]7[/C][C]0.024272[/C][C]0.213[/C][C]0.415949[/C][/ROW]
[ROW][C]8[/C][C]-0.14839[/C][C]-1.3021[/C][C]0.098379[/C][/ROW]
[ROW][C]9[/C][C]0.067495[/C][C]0.5923[/C][C]0.277705[/C][/ROW]
[ROW][C]10[/C][C]-0.039[/C][C]-0.3422[/C][C]0.366558[/C][/ROW]
[ROW][C]11[/C][C]0.07521[/C][C]0.66[/C][C]0.255624[/C][/ROW]
[ROW][C]12[/C][C]-0.420107[/C][C]-3.6864[/C][C]0.000211[/C][/ROW]
[ROW][C]13[/C][C]-0.043951[/C][C]-0.3857[/C][C]0.350403[/C][/ROW]
[ROW][C]14[/C][C]-0.244749[/C][C]-2.1477[/C][C]0.017443[/C][/ROW]
[ROW][C]15[/C][C]-0.147323[/C][C]-1.2928[/C][C]0.099981[/C][/ROW]
[ROW][C]16[/C][C]0.008065[/C][C]0.0708[/C][C]0.471881[/C][/ROW]
[ROW][C]17[/C][C]0.075152[/C][C]0.6595[/C][C]0.255786[/C][/ROW]
[ROW][C]18[/C][C]0.150379[/C][C]1.3196[/C][C]0.095444[/C][/ROW]
[ROW][C]19[/C][C]0.099227[/C][C]0.8707[/C][C]0.193308[/C][/ROW]
[ROW][C]20[/C][C]-0.056411[/C][C]-0.495[/C][C]0.311004[/C][/ROW]
[ROW][C]21[/C][C]0.035409[/C][C]0.3107[/C][C]0.378428[/C][/ROW]
[ROW][C]22[/C][C]-0.071076[/C][C]-0.6237[/C][C]0.267337[/C][/ROW]
[ROW][C]23[/C][C]0.115365[/C][C]1.0123[/C][C]0.157278[/C][/ROW]
[ROW][C]24[/C][C]-0.048275[/C][C]-0.4236[/C][C]0.336517[/C][/ROW]
[ROW][C]25[/C][C]0.043672[/C][C]0.3832[/C][C]0.351305[/C][/ROW]
[ROW][C]26[/C][C]-0.156852[/C][C]-1.3764[/C][C]0.086348[/C][/ROW]
[ROW][C]27[/C][C]-0.012246[/C][C]-0.1075[/C][C]0.457353[/C][/ROW]
[ROW][C]28[/C][C]0.087984[/C][C]0.7721[/C][C]0.221222[/C][/ROW]
[ROW][C]29[/C][C]0.008621[/C][C]0.0757[/C][C]0.469947[/C][/ROW]
[ROW][C]30[/C][C]0.080247[/C][C]0.7042[/C][C]0.241728[/C][/ROW]
[ROW][C]31[/C][C]0.097929[/C][C]0.8593[/C][C]0.196415[/C][/ROW]
[ROW][C]32[/C][C]0.044829[/C][C]0.3934[/C][C]0.347566[/C][/ROW]
[ROW][C]33[/C][C]0.105251[/C][C]0.9236[/C][C]0.179297[/C][/ROW]
[ROW][C]34[/C][C]0.043486[/C][C]0.3816[/C][C]0.351908[/C][/ROW]
[ROW][C]35[/C][C]-0.004226[/C][C]-0.0371[/C][C]0.485257[/C][/ROW]
[ROW][C]36[/C][C]-0.067148[/C][C]-0.5892[/C][C]0.27872[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116769&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116769&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	-0.172704	-1.5155	0.066873
2	-0.049525	-0.4346	0.332542
3	-0.086046	-0.7551	0.22626
4	-0.000399	-0.0035	0.498608
5	0.106264	0.9325	0.177007
6	0.037388	0.3281	0.371871
7	0.024272	0.213	0.415949
8	-0.14839	-1.3021	0.098379
9	0.067495	0.5923	0.277705
10	-0.039	-0.3422	0.366558
11	0.07521	0.66	0.255624
12	-0.420107	-3.6864	0.000211
13	-0.043951	-0.3857	0.350403
14	-0.244749	-2.1477	0.017443
15	-0.147323	-1.2928	0.099981
16	0.008065	0.0708	0.471881
17	0.075152	0.6595	0.255786
18	0.150379	1.3196	0.095444
19	0.099227	0.8707	0.193308
20	-0.056411	-0.495	0.311004
21	0.035409	0.3107	0.378428
22	-0.071076	-0.6237	0.267337
23	0.115365	1.0123	0.157278
24	-0.048275	-0.4236	0.336517
25	0.043672	0.3832	0.351305
26	-0.156852	-1.3764	0.086348
27	-0.012246	-0.1075	0.457353
28	0.087984	0.7721	0.221222
29	0.008621	0.0757	0.469947
30	0.080247	0.7042	0.241728
31	0.097929	0.8593	0.196415
32	0.044829	0.3934	0.347566
33	0.105251	0.9236	0.179297
34	0.043486	0.3816	0.351908
35	-0.004226	-0.0371	0.485257
36	-0.067148	-0.5892	0.27872

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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