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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 09:59:12 -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/t125968679981bbuz716138cdh.htm/, Retrieved Fri, 26 Apr 2024 10:48:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62124, Retrieved Fri, 26 Apr 2024 10:48:50 +0000

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Estimated Impact

145

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
- R PD      [(Partial) Autocorrelation Function] [] [2009-12-01 16:59:12] [508aab72d879399b4187e5fcd8f7c773] [Current]

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Dataseries X:

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Histogram

Boxplots

8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9

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=62124&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=62124&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62124&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	0.365174	2.805	0.003402
2	-0.241031	-1.8514	0.03456
3	-0.564529	-4.3362	2.9e-05
4	-0.392901	-3.0179	0.001877
5	0.071514	0.5493	0.292434
6	0.289413	2.223	0.015029
7	0.197435	1.5165	0.067363
8	-0.040075	-0.3078	0.379652
9	-0.190248	-1.4613	0.074616
10	-0.150361	-1.1549	0.126385
11	0.021226	0.163	0.435523
12	0.298835	2.2954	0.012641
13	0.017232	0.1324	0.447574
14	-0.070597	-0.5423	0.294838
15	-0.124558	-0.9567	0.171299
16	-0.058186	-0.4469	0.32828
17	0.080383	0.6174	0.269662
18	0.100568	0.7725	0.221459
19	0.040903	0.3142	0.377245
20	-0.055886	-0.4293	0.334646
21	-0.100887	-0.7749	0.220738
22	-0.081843	-0.6286	0.266002
23	-0.011426	-0.0878	0.465179
24	0.134028	1.0295	0.153726
25	-0.027636	-0.2123	0.416312
26	-0.048973	-0.3762	0.354071
27	-0.062968	-0.4837	0.315207
28	-0.019451	-0.1494	0.440873
29	0.082408	0.633	0.264593
30	0.09774	0.7508	0.227893
31	0.05643	0.4334	0.333135
32	-0.067694	-0.52	0.302515
33	-0.117175	-0.9	0.185879
34	-0.063869	-0.4906	0.312769
35	0.052238	0.4012	0.344843
36	0.173219	1.3305	0.094233

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.365174 & 2.805 & 0.003402 \tabularnewline
2 & -0.241031 & -1.8514 & 0.03456 \tabularnewline
3 & -0.564529 & -4.3362 & 2.9e-05 \tabularnewline
4 & -0.392901 & -3.0179 & 0.001877 \tabularnewline
5 & 0.071514 & 0.5493 & 0.292434 \tabularnewline
6 & 0.289413 & 2.223 & 0.015029 \tabularnewline
7 & 0.197435 & 1.5165 & 0.067363 \tabularnewline
8 & -0.040075 & -0.3078 & 0.379652 \tabularnewline
9 & -0.190248 & -1.4613 & 0.074616 \tabularnewline
10 & -0.150361 & -1.1549 & 0.126385 \tabularnewline
11 & 0.021226 & 0.163 & 0.435523 \tabularnewline
12 & 0.298835 & 2.2954 & 0.012641 \tabularnewline
13 & 0.017232 & 0.1324 & 0.447574 \tabularnewline
14 & -0.070597 & -0.5423 & 0.294838 \tabularnewline
15 & -0.124558 & -0.9567 & 0.171299 \tabularnewline
16 & -0.058186 & -0.4469 & 0.32828 \tabularnewline
17 & 0.080383 & 0.6174 & 0.269662 \tabularnewline
18 & 0.100568 & 0.7725 & 0.221459 \tabularnewline
19 & 0.040903 & 0.3142 & 0.377245 \tabularnewline
20 & -0.055886 & -0.4293 & 0.334646 \tabularnewline
21 & -0.100887 & -0.7749 & 0.220738 \tabularnewline
22 & -0.081843 & -0.6286 & 0.266002 \tabularnewline
23 & -0.011426 & -0.0878 & 0.465179 \tabularnewline
24 & 0.134028 & 1.0295 & 0.153726 \tabularnewline
25 & -0.027636 & -0.2123 & 0.416312 \tabularnewline
26 & -0.048973 & -0.3762 & 0.354071 \tabularnewline
27 & -0.062968 & -0.4837 & 0.315207 \tabularnewline
28 & -0.019451 & -0.1494 & 0.440873 \tabularnewline
29 & 0.082408 & 0.633 & 0.264593 \tabularnewline
30 & 0.09774 & 0.7508 & 0.227893 \tabularnewline
31 & 0.05643 & 0.4334 & 0.333135 \tabularnewline
32 & -0.067694 & -0.52 & 0.302515 \tabularnewline
33 & -0.117175 & -0.9 & 0.185879 \tabularnewline
34 & -0.063869 & -0.4906 & 0.312769 \tabularnewline
35 & 0.052238 & 0.4012 & 0.344843 \tabularnewline
36 & 0.173219 & 1.3305 & 0.094233 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62124&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]0.365174[/C][C]2.805[/C][C]0.003402[/C][/ROW]
[ROW][C]2[/C][C]-0.241031[/C][C]-1.8514[/C][C]0.03456[/C][/ROW]
[ROW][C]3[/C][C]-0.564529[/C][C]-4.3362[/C][C]2.9e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.392901[/C][C]-3.0179[/C][C]0.001877[/C][/ROW]
[ROW][C]5[/C][C]0.071514[/C][C]0.5493[/C][C]0.292434[/C][/ROW]
[ROW][C]6[/C][C]0.289413[/C][C]2.223[/C][C]0.015029[/C][/ROW]
[ROW][C]7[/C][C]0.197435[/C][C]1.5165[/C][C]0.067363[/C][/ROW]
[ROW][C]8[/C][C]-0.040075[/C][C]-0.3078[/C][C]0.379652[/C][/ROW]
[ROW][C]9[/C][C]-0.190248[/C][C]-1.4613[/C][C]0.074616[/C][/ROW]
[ROW][C]10[/C][C]-0.150361[/C][C]-1.1549[/C][C]0.126385[/C][/ROW]
[ROW][C]11[/C][C]0.021226[/C][C]0.163[/C][C]0.435523[/C][/ROW]
[ROW][C]12[/C][C]0.298835[/C][C]2.2954[/C][C]0.012641[/C][/ROW]
[ROW][C]13[/C][C]0.017232[/C][C]0.1324[/C][C]0.447574[/C][/ROW]
[ROW][C]14[/C][C]-0.070597[/C][C]-0.5423[/C][C]0.294838[/C][/ROW]
[ROW][C]15[/C][C]-0.124558[/C][C]-0.9567[/C][C]0.171299[/C][/ROW]
[ROW][C]16[/C][C]-0.058186[/C][C]-0.4469[/C][C]0.32828[/C][/ROW]
[ROW][C]17[/C][C]0.080383[/C][C]0.6174[/C][C]0.269662[/C][/ROW]
[ROW][C]18[/C][C]0.100568[/C][C]0.7725[/C][C]0.221459[/C][/ROW]
[ROW][C]19[/C][C]0.040903[/C][C]0.3142[/C][C]0.377245[/C][/ROW]
[ROW][C]20[/C][C]-0.055886[/C][C]-0.4293[/C][C]0.334646[/C][/ROW]
[ROW][C]21[/C][C]-0.100887[/C][C]-0.7749[/C][C]0.220738[/C][/ROW]
[ROW][C]22[/C][C]-0.081843[/C][C]-0.6286[/C][C]0.266002[/C][/ROW]
[ROW][C]23[/C][C]-0.011426[/C][C]-0.0878[/C][C]0.465179[/C][/ROW]
[ROW][C]24[/C][C]0.134028[/C][C]1.0295[/C][C]0.153726[/C][/ROW]
[ROW][C]25[/C][C]-0.027636[/C][C]-0.2123[/C][C]0.416312[/C][/ROW]
[ROW][C]26[/C][C]-0.048973[/C][C]-0.3762[/C][C]0.354071[/C][/ROW]
[ROW][C]27[/C][C]-0.062968[/C][C]-0.4837[/C][C]0.315207[/C][/ROW]
[ROW][C]28[/C][C]-0.019451[/C][C]-0.1494[/C][C]0.440873[/C][/ROW]
[ROW][C]29[/C][C]0.082408[/C][C]0.633[/C][C]0.264593[/C][/ROW]
[ROW][C]30[/C][C]0.09774[/C][C]0.7508[/C][C]0.227893[/C][/ROW]
[ROW][C]31[/C][C]0.05643[/C][C]0.4334[/C][C]0.333135[/C][/ROW]
[ROW][C]32[/C][C]-0.067694[/C][C]-0.52[/C][C]0.302515[/C][/ROW]
[ROW][C]33[/C][C]-0.117175[/C][C]-0.9[/C][C]0.185879[/C][/ROW]
[ROW][C]34[/C][C]-0.063869[/C][C]-0.4906[/C][C]0.312769[/C][/ROW]
[ROW][C]35[/C][C]0.052238[/C][C]0.4012[/C][C]0.344843[/C][/ROW]
[ROW][C]36[/C][C]0.173219[/C][C]1.3305[/C][C]0.094233[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62124&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62124&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	0.365174	2.805	0.003402
2	-0.241031	-1.8514	0.03456
3	-0.564529	-4.3362	2.9e-05
4	-0.392901	-3.0179	0.001877
5	0.071514	0.5493	0.292434
6	0.289413	2.223	0.015029
7	0.197435	1.5165	0.067363
8	-0.040075	-0.3078	0.379652
9	-0.190248	-1.4613	0.074616
10	-0.150361	-1.1549	0.126385
11	0.021226	0.163	0.435523
12	0.298835	2.2954	0.012641
13	0.017232	0.1324	0.447574
14	-0.070597	-0.5423	0.294838
15	-0.124558	-0.9567	0.171299
16	-0.058186	-0.4469	0.32828
17	0.080383	0.6174	0.269662
18	0.100568	0.7725	0.221459
19	0.040903	0.3142	0.377245
20	-0.055886	-0.4293	0.334646
21	-0.100887	-0.7749	0.220738
22	-0.081843	-0.6286	0.266002
23	-0.011426	-0.0878	0.465179
24	0.134028	1.0295	0.153726
25	-0.027636	-0.2123	0.416312
26	-0.048973	-0.3762	0.354071
27	-0.062968	-0.4837	0.315207
28	-0.019451	-0.1494	0.440873
29	0.082408	0.633	0.264593
30	0.09774	0.7508	0.227893
31	0.05643	0.4334	0.333135
32	-0.067694	-0.52	0.302515
33	-0.117175	-0.9	0.185879
34	-0.063869	-0.4906	0.312769
35	0.052238	0.4012	0.344843
36	0.173219	1.3305	0.094233

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.365174	2.805	0.003402
2	-0.43199	-3.3182	0.000778
3	-0.398254	-3.059	0.001668
4	-0.174185	-1.3379	0.093025
5	0.028106	0.2159	0.414909
6	-0.123328	-0.9473	0.173674
7	-0.127908	-0.9825	0.164937
8	-0.087887	-0.6751	0.251134
9	-0.087415	-0.6714	0.252279
10	-0.111971	-0.8601	0.196617
11	-0.051769	-0.3976	0.346163
12	0.253444	1.9467	0.028166
13	-0.408641	-3.1388	0.001324
14	0.173981	1.3364	0.093279
15	0.034851	0.2677	0.394934
16	-0.054439	-0.4182	0.338678
17	-0.062265	-0.4783	0.317115
18	0.127341	0.9781	0.166004
19	0.010515	0.0808	0.467949
20	-0.1037	-0.7965	0.214458
21	0.041228	0.3167	0.376302
22	-0.00744	-0.0572	0.477309
23	-0.089264	-0.6857	0.247809
24	-0.054861	-0.4214	0.337499
25	-0.035356	-0.2716	0.393447
26	-0.168693	-1.2958	0.100053
27	-0.075513	-0.58	0.282052
28	-0.070279	-0.5398	0.295675
29	-0.050372	-0.3869	0.350107
30	-0.075424	-0.5793	0.282282
31	0.011716	0.09	0.464298
32	-0.13085	-1.0051	0.159481
33	-0.070621	-0.5424	0.294776
34	0.020245	0.1555	0.438479
35	0.004163	0.032	0.487298
36	-0.037295	-0.2865	0.387762

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.365174 & 2.805 & 0.003402 \tabularnewline
2 & -0.43199 & -3.3182 & 0.000778 \tabularnewline
3 & -0.398254 & -3.059 & 0.001668 \tabularnewline
4 & -0.174185 & -1.3379 & 0.093025 \tabularnewline
5 & 0.028106 & 0.2159 & 0.414909 \tabularnewline
6 & -0.123328 & -0.9473 & 0.173674 \tabularnewline
7 & -0.127908 & -0.9825 & 0.164937 \tabularnewline
8 & -0.087887 & -0.6751 & 0.251134 \tabularnewline
9 & -0.087415 & -0.6714 & 0.252279 \tabularnewline
10 & -0.111971 & -0.8601 & 0.196617 \tabularnewline
11 & -0.051769 & -0.3976 & 0.346163 \tabularnewline
12 & 0.253444 & 1.9467 & 0.028166 \tabularnewline
13 & -0.408641 & -3.1388 & 0.001324 \tabularnewline
14 & 0.173981 & 1.3364 & 0.093279 \tabularnewline
15 & 0.034851 & 0.2677 & 0.394934 \tabularnewline
16 & -0.054439 & -0.4182 & 0.338678 \tabularnewline
17 & -0.062265 & -0.4783 & 0.317115 \tabularnewline
18 & 0.127341 & 0.9781 & 0.166004 \tabularnewline
19 & 0.010515 & 0.0808 & 0.467949 \tabularnewline
20 & -0.1037 & -0.7965 & 0.214458 \tabularnewline
21 & 0.041228 & 0.3167 & 0.376302 \tabularnewline
22 & -0.00744 & -0.0572 & 0.477309 \tabularnewline
23 & -0.089264 & -0.6857 & 0.247809 \tabularnewline
24 & -0.054861 & -0.4214 & 0.337499 \tabularnewline
25 & -0.035356 & -0.2716 & 0.393447 \tabularnewline
26 & -0.168693 & -1.2958 & 0.100053 \tabularnewline
27 & -0.075513 & -0.58 & 0.282052 \tabularnewline
28 & -0.070279 & -0.5398 & 0.295675 \tabularnewline
29 & -0.050372 & -0.3869 & 0.350107 \tabularnewline
30 & -0.075424 & -0.5793 & 0.282282 \tabularnewline
31 & 0.011716 & 0.09 & 0.464298 \tabularnewline
32 & -0.13085 & -1.0051 & 0.159481 \tabularnewline
33 & -0.070621 & -0.5424 & 0.294776 \tabularnewline
34 & 0.020245 & 0.1555 & 0.438479 \tabularnewline
35 & 0.004163 & 0.032 & 0.487298 \tabularnewline
36 & -0.037295 & -0.2865 & 0.387762 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62124&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]0.365174[/C][C]2.805[/C][C]0.003402[/C][/ROW]
[ROW][C]2[/C][C]-0.43199[/C][C]-3.3182[/C][C]0.000778[/C][/ROW]
[ROW][C]3[/C][C]-0.398254[/C][C]-3.059[/C][C]0.001668[/C][/ROW]
[ROW][C]4[/C][C]-0.174185[/C][C]-1.3379[/C][C]0.093025[/C][/ROW]
[ROW][C]5[/C][C]0.028106[/C][C]0.2159[/C][C]0.414909[/C][/ROW]
[ROW][C]6[/C][C]-0.123328[/C][C]-0.9473[/C][C]0.173674[/C][/ROW]
[ROW][C]7[/C][C]-0.127908[/C][C]-0.9825[/C][C]0.164937[/C][/ROW]
[ROW][C]8[/C][C]-0.087887[/C][C]-0.6751[/C][C]0.251134[/C][/ROW]
[ROW][C]9[/C][C]-0.087415[/C][C]-0.6714[/C][C]0.252279[/C][/ROW]
[ROW][C]10[/C][C]-0.111971[/C][C]-0.8601[/C][C]0.196617[/C][/ROW]
[ROW][C]11[/C][C]-0.051769[/C][C]-0.3976[/C][C]0.346163[/C][/ROW]
[ROW][C]12[/C][C]0.253444[/C][C]1.9467[/C][C]0.028166[/C][/ROW]
[ROW][C]13[/C][C]-0.408641[/C][C]-3.1388[/C][C]0.001324[/C][/ROW]
[ROW][C]14[/C][C]0.173981[/C][C]1.3364[/C][C]0.093279[/C][/ROW]
[ROW][C]15[/C][C]0.034851[/C][C]0.2677[/C][C]0.394934[/C][/ROW]
[ROW][C]16[/C][C]-0.054439[/C][C]-0.4182[/C][C]0.338678[/C][/ROW]
[ROW][C]17[/C][C]-0.062265[/C][C]-0.4783[/C][C]0.317115[/C][/ROW]
[ROW][C]18[/C][C]0.127341[/C][C]0.9781[/C][C]0.166004[/C][/ROW]
[ROW][C]19[/C][C]0.010515[/C][C]0.0808[/C][C]0.467949[/C][/ROW]
[ROW][C]20[/C][C]-0.1037[/C][C]-0.7965[/C][C]0.214458[/C][/ROW]
[ROW][C]21[/C][C]0.041228[/C][C]0.3167[/C][C]0.376302[/C][/ROW]
[ROW][C]22[/C][C]-0.00744[/C][C]-0.0572[/C][C]0.477309[/C][/ROW]
[ROW][C]23[/C][C]-0.089264[/C][C]-0.6857[/C][C]0.247809[/C][/ROW]
[ROW][C]24[/C][C]-0.054861[/C][C]-0.4214[/C][C]0.337499[/C][/ROW]
[ROW][C]25[/C][C]-0.035356[/C][C]-0.2716[/C][C]0.393447[/C][/ROW]
[ROW][C]26[/C][C]-0.168693[/C][C]-1.2958[/C][C]0.100053[/C][/ROW]
[ROW][C]27[/C][C]-0.075513[/C][C]-0.58[/C][C]0.282052[/C][/ROW]
[ROW][C]28[/C][C]-0.070279[/C][C]-0.5398[/C][C]0.295675[/C][/ROW]
[ROW][C]29[/C][C]-0.050372[/C][C]-0.3869[/C][C]0.350107[/C][/ROW]
[ROW][C]30[/C][C]-0.075424[/C][C]-0.5793[/C][C]0.282282[/C][/ROW]
[ROW][C]31[/C][C]0.011716[/C][C]0.09[/C][C]0.464298[/C][/ROW]
[ROW][C]32[/C][C]-0.13085[/C][C]-1.0051[/C][C]0.159481[/C][/ROW]
[ROW][C]33[/C][C]-0.070621[/C][C]-0.5424[/C][C]0.294776[/C][/ROW]
[ROW][C]34[/C][C]0.020245[/C][C]0.1555[/C][C]0.438479[/C][/ROW]
[ROW][C]35[/C][C]0.004163[/C][C]0.032[/C][C]0.487298[/C][/ROW]
[ROW][C]36[/C][C]-0.037295[/C][C]-0.2865[/C][C]0.387762[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62124&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62124&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	0.365174	2.805	0.003402
2	-0.43199	-3.3182	0.000778
3	-0.398254	-3.059	0.001668
4	-0.174185	-1.3379	0.093025
5	0.028106	0.2159	0.414909
6	-0.123328	-0.9473	0.173674
7	-0.127908	-0.9825	0.164937
8	-0.087887	-0.6751	0.251134
9	-0.087415	-0.6714	0.252279
10	-0.111971	-0.8601	0.196617
11	-0.051769	-0.3976	0.346163
12	0.253444	1.9467	0.028166
13	-0.408641	-3.1388	0.001324
14	0.173981	1.3364	0.093279
15	0.034851	0.2677	0.394934
16	-0.054439	-0.4182	0.338678
17	-0.062265	-0.4783	0.317115
18	0.127341	0.9781	0.166004
19	0.010515	0.0808	0.467949
20	-0.1037	-0.7965	0.214458
21	0.041228	0.3167	0.376302
22	-0.00744	-0.0572	0.477309
23	-0.089264	-0.6857	0.247809
24	-0.054861	-0.4214	0.337499
25	-0.035356	-0.2716	0.393447
26	-0.168693	-1.2958	0.100053
27	-0.075513	-0.58	0.282052
28	-0.070279	-0.5398	0.295675
29	-0.050372	-0.3869	0.350107
30	-0.075424	-0.5793	0.282282
31	0.011716	0.09	0.464298
32	-0.13085	-1.0051	0.159481
33	-0.070621	-0.5424	0.294776
34	0.020245	0.1555	0.438479
35	0.004163	0.032	0.487298
36	-0.037295	-0.2865	0.387762

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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