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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 07:35:00 -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/Dec/01/t1259678150duqexb5pvou5lkm.htm/, Retrieved Fri, 19 Apr 2024 16:00:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62056, Retrieved Fri, 19 Apr 2024 16:00:31 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

cvm

Estimated Impact

143

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] [BBWS8-ACF1] [2009-11-28 15:24:25] [408e92805dcb18620260f240a7fb9d53]
-   P           [(Partial) Autocorrelation Function] [BBWS8-ACF2] [2009-11-28 15:29:29] [408e92805dcb18620260f240a7fb9d53]
-    D              [(Partial) Autocorrelation Function] [W8: d=0, D=1, Lam...] [2009-12-01 14:35:00] [a5ada8bd39e806b5b90f09589c89554a] [Current]

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Dataseries X:

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Histogram

Boxplots

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

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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62056&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62056&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62056&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.882118	6.1748	0
2	0.701003	4.907	5e-06
3	0.524798	3.6736	0.000296
4	0.392726	2.7491	0.004172
5	0.335561	2.3489	0.011452
6	0.295472	2.0683	0.021955
7	0.223737	1.5662	0.061874
8	0.140057	0.9804	0.165853
9	0.046726	0.3271	0.3725
10	-0.018937	-0.1326	0.447543
11	-0.052782	-0.3695	0.356682
12	-0.076477	-0.5353	0.297419
13	-0.102196	-0.7154	0.238888
14	-0.143357	-1.0035	0.160275
15	-0.184518	-1.2916	0.101273
16	-0.205757	-1.4403	0.078071
17	-0.19049	-1.3334	0.094279
18	-0.160872	-1.1261	0.132803
19	-0.139602	-0.9772	0.166631
20	-0.15047	-1.0533	0.148687
21	-0.212024	-1.4842	0.072085
22	-0.296546	-2.0758	0.02159
23	-0.364814	-2.5537	0.00691
24	-0.391294	-2.7391	0.004284
25	-0.36807	-2.5765	0.006522
26	-0.332681	-2.3288	0.01202
27	-0.303725	-2.1261	0.01928
28	-0.269908	-1.8894	0.032384
29	-0.261736	-1.8322	0.036505
30	-0.249525	-1.7467	0.04348
31	-0.210578	-1.474	0.073433
32	-0.154445	-1.0811	0.14247
33	-0.079762	-0.5583	0.289578
34	-0.00476	-0.0333	0.486779
35	0.056214	0.3935	0.34783
36	0.105402	0.7378	0.232072

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882118 & 6.1748 & 0 \tabularnewline
2 & 0.701003 & 4.907 & 5e-06 \tabularnewline
3 & 0.524798 & 3.6736 & 0.000296 \tabularnewline
4 & 0.392726 & 2.7491 & 0.004172 \tabularnewline
5 & 0.335561 & 2.3489 & 0.011452 \tabularnewline
6 & 0.295472 & 2.0683 & 0.021955 \tabularnewline
7 & 0.223737 & 1.5662 & 0.061874 \tabularnewline
8 & 0.140057 & 0.9804 & 0.165853 \tabularnewline
9 & 0.046726 & 0.3271 & 0.3725 \tabularnewline
10 & -0.018937 & -0.1326 & 0.447543 \tabularnewline
11 & -0.052782 & -0.3695 & 0.356682 \tabularnewline
12 & -0.076477 & -0.5353 & 0.297419 \tabularnewline
13 & -0.102196 & -0.7154 & 0.238888 \tabularnewline
14 & -0.143357 & -1.0035 & 0.160275 \tabularnewline
15 & -0.184518 & -1.2916 & 0.101273 \tabularnewline
16 & -0.205757 & -1.4403 & 0.078071 \tabularnewline
17 & -0.19049 & -1.3334 & 0.094279 \tabularnewline
18 & -0.160872 & -1.1261 & 0.132803 \tabularnewline
19 & -0.139602 & -0.9772 & 0.166631 \tabularnewline
20 & -0.15047 & -1.0533 & 0.148687 \tabularnewline
21 & -0.212024 & -1.4842 & 0.072085 \tabularnewline
22 & -0.296546 & -2.0758 & 0.02159 \tabularnewline
23 & -0.364814 & -2.5537 & 0.00691 \tabularnewline
24 & -0.391294 & -2.7391 & 0.004284 \tabularnewline
25 & -0.36807 & -2.5765 & 0.006522 \tabularnewline
26 & -0.332681 & -2.3288 & 0.01202 \tabularnewline
27 & -0.303725 & -2.1261 & 0.01928 \tabularnewline
28 & -0.269908 & -1.8894 & 0.032384 \tabularnewline
29 & -0.261736 & -1.8322 & 0.036505 \tabularnewline
30 & -0.249525 & -1.7467 & 0.04348 \tabularnewline
31 & -0.210578 & -1.474 & 0.073433 \tabularnewline
32 & -0.154445 & -1.0811 & 0.14247 \tabularnewline
33 & -0.079762 & -0.5583 & 0.289578 \tabularnewline
34 & -0.00476 & -0.0333 & 0.486779 \tabularnewline
35 & 0.056214 & 0.3935 & 0.34783 \tabularnewline
36 & 0.105402 & 0.7378 & 0.232072 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62056&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]0.882118[/C][C]6.1748[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.701003[/C][C]4.907[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.524798[/C][C]3.6736[/C][C]0.000296[/C][/ROW]
[ROW][C]4[/C][C]0.392726[/C][C]2.7491[/C][C]0.004172[/C][/ROW]
[ROW][C]5[/C][C]0.335561[/C][C]2.3489[/C][C]0.011452[/C][/ROW]
[ROW][C]6[/C][C]0.295472[/C][C]2.0683[/C][C]0.021955[/C][/ROW]
[ROW][C]7[/C][C]0.223737[/C][C]1.5662[/C][C]0.061874[/C][/ROW]
[ROW][C]8[/C][C]0.140057[/C][C]0.9804[/C][C]0.165853[/C][/ROW]
[ROW][C]9[/C][C]0.046726[/C][C]0.3271[/C][C]0.3725[/C][/ROW]
[ROW][C]10[/C][C]-0.018937[/C][C]-0.1326[/C][C]0.447543[/C][/ROW]
[ROW][C]11[/C][C]-0.052782[/C][C]-0.3695[/C][C]0.356682[/C][/ROW]
[ROW][C]12[/C][C]-0.076477[/C][C]-0.5353[/C][C]0.297419[/C][/ROW]
[ROW][C]13[/C][C]-0.102196[/C][C]-0.7154[/C][C]0.238888[/C][/ROW]
[ROW][C]14[/C][C]-0.143357[/C][C]-1.0035[/C][C]0.160275[/C][/ROW]
[ROW][C]15[/C][C]-0.184518[/C][C]-1.2916[/C][C]0.101273[/C][/ROW]
[ROW][C]16[/C][C]-0.205757[/C][C]-1.4403[/C][C]0.078071[/C][/ROW]
[ROW][C]17[/C][C]-0.19049[/C][C]-1.3334[/C][C]0.094279[/C][/ROW]
[ROW][C]18[/C][C]-0.160872[/C][C]-1.1261[/C][C]0.132803[/C][/ROW]
[ROW][C]19[/C][C]-0.139602[/C][C]-0.9772[/C][C]0.166631[/C][/ROW]
[ROW][C]20[/C][C]-0.15047[/C][C]-1.0533[/C][C]0.148687[/C][/ROW]
[ROW][C]21[/C][C]-0.212024[/C][C]-1.4842[/C][C]0.072085[/C][/ROW]
[ROW][C]22[/C][C]-0.296546[/C][C]-2.0758[/C][C]0.02159[/C][/ROW]
[ROW][C]23[/C][C]-0.364814[/C][C]-2.5537[/C][C]0.00691[/C][/ROW]
[ROW][C]24[/C][C]-0.391294[/C][C]-2.7391[/C][C]0.004284[/C][/ROW]
[ROW][C]25[/C][C]-0.36807[/C][C]-2.5765[/C][C]0.006522[/C][/ROW]
[ROW][C]26[/C][C]-0.332681[/C][C]-2.3288[/C][C]0.01202[/C][/ROW]
[ROW][C]27[/C][C]-0.303725[/C][C]-2.1261[/C][C]0.01928[/C][/ROW]
[ROW][C]28[/C][C]-0.269908[/C][C]-1.8894[/C][C]0.032384[/C][/ROW]
[ROW][C]29[/C][C]-0.261736[/C][C]-1.8322[/C][C]0.036505[/C][/ROW]
[ROW][C]30[/C][C]-0.249525[/C][C]-1.7467[/C][C]0.04348[/C][/ROW]
[ROW][C]31[/C][C]-0.210578[/C][C]-1.474[/C][C]0.073433[/C][/ROW]
[ROW][C]32[/C][C]-0.154445[/C][C]-1.0811[/C][C]0.14247[/C][/ROW]
[ROW][C]33[/C][C]-0.079762[/C][C]-0.5583[/C][C]0.289578[/C][/ROW]
[ROW][C]34[/C][C]-0.00476[/C][C]-0.0333[/C][C]0.486779[/C][/ROW]
[ROW][C]35[/C][C]0.056214[/C][C]0.3935[/C][C]0.34783[/C][/ROW]
[ROW][C]36[/C][C]0.105402[/C][C]0.7378[/C][C]0.232072[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62056&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62056&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	0.882118	6.1748	0
2	0.701003	4.907	5e-06
3	0.524798	3.6736	0.000296
4	0.392726	2.7491	0.004172
5	0.335561	2.3489	0.011452
6	0.295472	2.0683	0.021955
7	0.223737	1.5662	0.061874
8	0.140057	0.9804	0.165853
9	0.046726	0.3271	0.3725
10	-0.018937	-0.1326	0.447543
11	-0.052782	-0.3695	0.356682
12	-0.076477	-0.5353	0.297419
13	-0.102196	-0.7154	0.238888
14	-0.143357	-1.0035	0.160275
15	-0.184518	-1.2916	0.101273
16	-0.205757	-1.4403	0.078071
17	-0.19049	-1.3334	0.094279
18	-0.160872	-1.1261	0.132803
19	-0.139602	-0.9772	0.166631
20	-0.15047	-1.0533	0.148687
21	-0.212024	-1.4842	0.072085
22	-0.296546	-2.0758	0.02159
23	-0.364814	-2.5537	0.00691
24	-0.391294	-2.7391	0.004284
25	-0.36807	-2.5765	0.006522
26	-0.332681	-2.3288	0.01202
27	-0.303725	-2.1261	0.01928
28	-0.269908	-1.8894	0.032384
29	-0.261736	-1.8322	0.036505
30	-0.249525	-1.7467	0.04348
31	-0.210578	-1.474	0.073433
32	-0.154445	-1.0811	0.14247
33	-0.079762	-0.5583	0.289578
34	-0.00476	-0.0333	0.486779
35	0.056214	0.3935	0.34783
36	0.105402	0.7378	0.232072

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.882118	6.1748	0
2	-0.347634	-2.4334	0.009325
3	-0.009639	-0.0675	0.47324
4	0.075791	0.5305	0.299069
5	0.183909	1.2874	0.102008
6	-0.124154	-0.8691	0.19452
7	-0.18587	-1.3011	0.099656
8	0.026724	0.1871	0.426191
9	-0.047274	-0.3309	0.37106
10	0.039725	0.2781	0.391063
11	-0.052014	-0.3641	0.358675
12	-0.04732	-0.3312	0.370938
13	-0.039271	-0.2749	0.392276
14	-0.066805	-0.4676	0.32106
15	0.013635	0.0954	0.462176
16	3.2e-05	2e-04	0.499911
17	0.082311	0.5762	0.283565
18	-0.057941	-0.4056	0.343406
19	-0.046563	-0.3259	0.372927
20	-0.094552	-0.6619	0.255579
21	-0.190964	-1.3368	0.093739
22	-0.106234	-0.7436	0.230323
23	-0.051507	-0.3606	0.359992
24	0.023356	0.1635	0.435401
25	0.017976	0.1258	0.45019
26	-0.064353	-0.4505	0.32718
27	0.012749	0.0892	0.464627
28	0.094958	0.6647	0.254678
29	-0.153204	-1.0724	0.144391
30	-0.029182	-0.2043	0.419494
31	0.072418	0.5069	0.307241
32	0.068239	0.4777	0.317504
33	0.037016	0.2591	0.398318
34	0.009793	0.0686	0.472813
35	0.056504	0.3955	0.347086
36	-0.022223	-0.1556	0.438508

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882118 & 6.1748 & 0 \tabularnewline
2 & -0.347634 & -2.4334 & 0.009325 \tabularnewline
3 & -0.009639 & -0.0675 & 0.47324 \tabularnewline
4 & 0.075791 & 0.5305 & 0.299069 \tabularnewline
5 & 0.183909 & 1.2874 & 0.102008 \tabularnewline
6 & -0.124154 & -0.8691 & 0.19452 \tabularnewline
7 & -0.18587 & -1.3011 & 0.099656 \tabularnewline
8 & 0.026724 & 0.1871 & 0.426191 \tabularnewline
9 & -0.047274 & -0.3309 & 0.37106 \tabularnewline
10 & 0.039725 & 0.2781 & 0.391063 \tabularnewline
11 & -0.052014 & -0.3641 & 0.358675 \tabularnewline
12 & -0.04732 & -0.3312 & 0.370938 \tabularnewline
13 & -0.039271 & -0.2749 & 0.392276 \tabularnewline
14 & -0.066805 & -0.4676 & 0.32106 \tabularnewline
15 & 0.013635 & 0.0954 & 0.462176 \tabularnewline
16 & 3.2e-05 & 2e-04 & 0.499911 \tabularnewline
17 & 0.082311 & 0.5762 & 0.283565 \tabularnewline
18 & -0.057941 & -0.4056 & 0.343406 \tabularnewline
19 & -0.046563 & -0.3259 & 0.372927 \tabularnewline
20 & -0.094552 & -0.6619 & 0.255579 \tabularnewline
21 & -0.190964 & -1.3368 & 0.093739 \tabularnewline
22 & -0.106234 & -0.7436 & 0.230323 \tabularnewline
23 & -0.051507 & -0.3606 & 0.359992 \tabularnewline
24 & 0.023356 & 0.1635 & 0.435401 \tabularnewline
25 & 0.017976 & 0.1258 & 0.45019 \tabularnewline
26 & -0.064353 & -0.4505 & 0.32718 \tabularnewline
27 & 0.012749 & 0.0892 & 0.464627 \tabularnewline
28 & 0.094958 & 0.6647 & 0.254678 \tabularnewline
29 & -0.153204 & -1.0724 & 0.144391 \tabularnewline
30 & -0.029182 & -0.2043 & 0.419494 \tabularnewline
31 & 0.072418 & 0.5069 & 0.307241 \tabularnewline
32 & 0.068239 & 0.4777 & 0.317504 \tabularnewline
33 & 0.037016 & 0.2591 & 0.398318 \tabularnewline
34 & 0.009793 & 0.0686 & 0.472813 \tabularnewline
35 & 0.056504 & 0.3955 & 0.347086 \tabularnewline
36 & -0.022223 & -0.1556 & 0.438508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62056&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]0.882118[/C][C]6.1748[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.347634[/C][C]-2.4334[/C][C]0.009325[/C][/ROW]
[ROW][C]3[/C][C]-0.009639[/C][C]-0.0675[/C][C]0.47324[/C][/ROW]
[ROW][C]4[/C][C]0.075791[/C][C]0.5305[/C][C]0.299069[/C][/ROW]
[ROW][C]5[/C][C]0.183909[/C][C]1.2874[/C][C]0.102008[/C][/ROW]
[ROW][C]6[/C][C]-0.124154[/C][C]-0.8691[/C][C]0.19452[/C][/ROW]
[ROW][C]7[/C][C]-0.18587[/C][C]-1.3011[/C][C]0.099656[/C][/ROW]
[ROW][C]8[/C][C]0.026724[/C][C]0.1871[/C][C]0.426191[/C][/ROW]
[ROW][C]9[/C][C]-0.047274[/C][C]-0.3309[/C][C]0.37106[/C][/ROW]
[ROW][C]10[/C][C]0.039725[/C][C]0.2781[/C][C]0.391063[/C][/ROW]
[ROW][C]11[/C][C]-0.052014[/C][C]-0.3641[/C][C]0.358675[/C][/ROW]
[ROW][C]12[/C][C]-0.04732[/C][C]-0.3312[/C][C]0.370938[/C][/ROW]
[ROW][C]13[/C][C]-0.039271[/C][C]-0.2749[/C][C]0.392276[/C][/ROW]
[ROW][C]14[/C][C]-0.066805[/C][C]-0.4676[/C][C]0.32106[/C][/ROW]
[ROW][C]15[/C][C]0.013635[/C][C]0.0954[/C][C]0.462176[/C][/ROW]
[ROW][C]16[/C][C]3.2e-05[/C][C]2e-04[/C][C]0.499911[/C][/ROW]
[ROW][C]17[/C][C]0.082311[/C][C]0.5762[/C][C]0.283565[/C][/ROW]
[ROW][C]18[/C][C]-0.057941[/C][C]-0.4056[/C][C]0.343406[/C][/ROW]
[ROW][C]19[/C][C]-0.046563[/C][C]-0.3259[/C][C]0.372927[/C][/ROW]
[ROW][C]20[/C][C]-0.094552[/C][C]-0.6619[/C][C]0.255579[/C][/ROW]
[ROW][C]21[/C][C]-0.190964[/C][C]-1.3368[/C][C]0.093739[/C][/ROW]
[ROW][C]22[/C][C]-0.106234[/C][C]-0.7436[/C][C]0.230323[/C][/ROW]
[ROW][C]23[/C][C]-0.051507[/C][C]-0.3606[/C][C]0.359992[/C][/ROW]
[ROW][C]24[/C][C]0.023356[/C][C]0.1635[/C][C]0.435401[/C][/ROW]
[ROW][C]25[/C][C]0.017976[/C][C]0.1258[/C][C]0.45019[/C][/ROW]
[ROW][C]26[/C][C]-0.064353[/C][C]-0.4505[/C][C]0.32718[/C][/ROW]
[ROW][C]27[/C][C]0.012749[/C][C]0.0892[/C][C]0.464627[/C][/ROW]
[ROW][C]28[/C][C]0.094958[/C][C]0.6647[/C][C]0.254678[/C][/ROW]
[ROW][C]29[/C][C]-0.153204[/C][C]-1.0724[/C][C]0.144391[/C][/ROW]
[ROW][C]30[/C][C]-0.029182[/C][C]-0.2043[/C][C]0.419494[/C][/ROW]
[ROW][C]31[/C][C]0.072418[/C][C]0.5069[/C][C]0.307241[/C][/ROW]
[ROW][C]32[/C][C]0.068239[/C][C]0.4777[/C][C]0.317504[/C][/ROW]
[ROW][C]33[/C][C]0.037016[/C][C]0.2591[/C][C]0.398318[/C][/ROW]
[ROW][C]34[/C][C]0.009793[/C][C]0.0686[/C][C]0.472813[/C][/ROW]
[ROW][C]35[/C][C]0.056504[/C][C]0.3955[/C][C]0.347086[/C][/ROW]
[ROW][C]36[/C][C]-0.022223[/C][C]-0.1556[/C][C]0.438508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62056&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62056&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	0.882118	6.1748	0
2	-0.347634	-2.4334	0.009325
3	-0.009639	-0.0675	0.47324
4	0.075791	0.5305	0.299069
5	0.183909	1.2874	0.102008
6	-0.124154	-0.8691	0.19452
7	-0.18587	-1.3011	0.099656
8	0.026724	0.1871	0.426191
9	-0.047274	-0.3309	0.37106
10	0.039725	0.2781	0.391063
11	-0.052014	-0.3641	0.358675
12	-0.04732	-0.3312	0.370938
13	-0.039271	-0.2749	0.392276
14	-0.066805	-0.4676	0.32106
15	0.013635	0.0954	0.462176
16	3.2e-05	2e-04	0.499911
17	0.082311	0.5762	0.283565
18	-0.057941	-0.4056	0.343406
19	-0.046563	-0.3259	0.372927
20	-0.094552	-0.6619	0.255579
21	-0.190964	-1.3368	0.093739
22	-0.106234	-0.7436	0.230323
23	-0.051507	-0.3606	0.359992
24	0.023356	0.1635	0.435401
25	0.017976	0.1258	0.45019
26	-0.064353	-0.4505	0.32718
27	0.012749	0.0892	0.464627
28	0.094958	0.6647	0.254678
29	-0.153204	-1.0724	0.144391
30	-0.029182	-0.2043	0.419494
31	0.072418	0.5069	0.307241
32	0.068239	0.4777	0.317504
33	0.037016	0.2591	0.398318
34	0.009793	0.0686	0.472813
35	0.056504	0.3955	0.347086
36	-0.022223	-0.1556	0.438508

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 = 0 ; 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