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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 10:10:49 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/01/t1259687514iznj3tssc2u22bg.htm/, Retrieved Fri, 26 Apr 2024 09:11:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62129, Retrieved Fri, 26 Apr 2024 09:11:37 +0000

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User-defined keywords

Estimated Impact

138

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 14:48:46] [b98453cac15ba1066b407e146608df68]
- R PD    [(Partial) Autocorrelation Function] [] [2009-12-01 17:09:30] [96d96f181930b548ce74f8c3116c4873]
-   P         [(Partial) Autocorrelation Function] [] [2009-12-01 17:10:49] [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=62129&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=62129&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62129&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	0.473482	2.8012	0.004119
2	-0.07943	-0.4699	0.320665
3	-0.371714	-2.1991	0.017285
4	-0.507998	-3.0054	0.00244
5	-0.16796	-0.9937	0.163603
6	0.159442	0.9433	0.176004
7	0.211632	1.252	0.10943
8	0.099911	0.5911	0.279133
9	-0.124175	-0.7346	0.233729
10	-0.01601	-0.0947	0.46254
11	0.1104	0.6531	0.258967
12	0.056662	0.3352	0.369731
13	0.093382	0.5525	0.292074
14	-0.045205	-0.2674	0.39535
15	-0.111344	-0.6587	0.257194
16	0.013	0.0769	0.469566
17	0.054326	0.3214	0.374912
18	0.034302	0.2029	0.420181
19	-0.137233	-0.8119	0.211174
20	-0.246415	-1.4578	0.076904
21	-0.151358	-0.8954	0.188333
22	-0.023353	-0.1382	0.445453
23	0.20556	1.2161	0.11604
24	0.265485	1.5706	0.062633
25	0.106704	0.6313	0.265982
26	-0.066189	-0.3916	0.348872
27	-0.209677	-1.2405	0.111528
28	-0.240801	-1.4246	0.081565
29	-0.089414	-0.529	0.300079
30	0.012729	0.0753	0.470201
31	0.073775	0.4365	0.332592
32	0.080086	0.4738	0.319293
33	0.031662	0.1873	0.426248
34	0.005734	0.0339	0.486565
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.473482 & 2.8012 & 0.004119 \tabularnewline
2 & -0.07943 & -0.4699 & 0.320665 \tabularnewline
3 & -0.371714 & -2.1991 & 0.017285 \tabularnewline
4 & -0.507998 & -3.0054 & 0.00244 \tabularnewline
5 & -0.16796 & -0.9937 & 0.163603 \tabularnewline
6 & 0.159442 & 0.9433 & 0.176004 \tabularnewline
7 & 0.211632 & 1.252 & 0.10943 \tabularnewline
8 & 0.099911 & 0.5911 & 0.279133 \tabularnewline
9 & -0.124175 & -0.7346 & 0.233729 \tabularnewline
10 & -0.01601 & -0.0947 & 0.46254 \tabularnewline
11 & 0.1104 & 0.6531 & 0.258967 \tabularnewline
12 & 0.056662 & 0.3352 & 0.369731 \tabularnewline
13 & 0.093382 & 0.5525 & 0.292074 \tabularnewline
14 & -0.045205 & -0.2674 & 0.39535 \tabularnewline
15 & -0.111344 & -0.6587 & 0.257194 \tabularnewline
16 & 0.013 & 0.0769 & 0.469566 \tabularnewline
17 & 0.054326 & 0.3214 & 0.374912 \tabularnewline
18 & 0.034302 & 0.2029 & 0.420181 \tabularnewline
19 & -0.137233 & -0.8119 & 0.211174 \tabularnewline
20 & -0.246415 & -1.4578 & 0.076904 \tabularnewline
21 & -0.151358 & -0.8954 & 0.188333 \tabularnewline
22 & -0.023353 & -0.1382 & 0.445453 \tabularnewline
23 & 0.20556 & 1.2161 & 0.11604 \tabularnewline
24 & 0.265485 & 1.5706 & 0.062633 \tabularnewline
25 & 0.106704 & 0.6313 & 0.265982 \tabularnewline
26 & -0.066189 & -0.3916 & 0.348872 \tabularnewline
27 & -0.209677 & -1.2405 & 0.111528 \tabularnewline
28 & -0.240801 & -1.4246 & 0.081565 \tabularnewline
29 & -0.089414 & -0.529 & 0.300079 \tabularnewline
30 & 0.012729 & 0.0753 & 0.470201 \tabularnewline
31 & 0.073775 & 0.4365 & 0.332592 \tabularnewline
32 & 0.080086 & 0.4738 & 0.319293 \tabularnewline
33 & 0.031662 & 0.1873 & 0.426248 \tabularnewline
34 & 0.005734 & 0.0339 & 0.486565 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62129&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]0.473482[/C][C]2.8012[/C][C]0.004119[/C][/ROW]
[ROW][C]2[/C][C]-0.07943[/C][C]-0.4699[/C][C]0.320665[/C][/ROW]
[ROW][C]3[/C][C]-0.371714[/C][C]-2.1991[/C][C]0.017285[/C][/ROW]
[ROW][C]4[/C][C]-0.507998[/C][C]-3.0054[/C][C]0.00244[/C][/ROW]
[ROW][C]5[/C][C]-0.16796[/C][C]-0.9937[/C][C]0.163603[/C][/ROW]
[ROW][C]6[/C][C]0.159442[/C][C]0.9433[/C][C]0.176004[/C][/ROW]
[ROW][C]7[/C][C]0.211632[/C][C]1.252[/C][C]0.10943[/C][/ROW]
[ROW][C]8[/C][C]0.099911[/C][C]0.5911[/C][C]0.279133[/C][/ROW]
[ROW][C]9[/C][C]-0.124175[/C][C]-0.7346[/C][C]0.233729[/C][/ROW]
[ROW][C]10[/C][C]-0.01601[/C][C]-0.0947[/C][C]0.46254[/C][/ROW]
[ROW][C]11[/C][C]0.1104[/C][C]0.6531[/C][C]0.258967[/C][/ROW]
[ROW][C]12[/C][C]0.056662[/C][C]0.3352[/C][C]0.369731[/C][/ROW]
[ROW][C]13[/C][C]0.093382[/C][C]0.5525[/C][C]0.292074[/C][/ROW]
[ROW][C]14[/C][C]-0.045205[/C][C]-0.2674[/C][C]0.39535[/C][/ROW]
[ROW][C]15[/C][C]-0.111344[/C][C]-0.6587[/C][C]0.257194[/C][/ROW]
[ROW][C]16[/C][C]0.013[/C][C]0.0769[/C][C]0.469566[/C][/ROW]
[ROW][C]17[/C][C]0.054326[/C][C]0.3214[/C][C]0.374912[/C][/ROW]
[ROW][C]18[/C][C]0.034302[/C][C]0.2029[/C][C]0.420181[/C][/ROW]
[ROW][C]19[/C][C]-0.137233[/C][C]-0.8119[/C][C]0.211174[/C][/ROW]
[ROW][C]20[/C][C]-0.246415[/C][C]-1.4578[/C][C]0.076904[/C][/ROW]
[ROW][C]21[/C][C]-0.151358[/C][C]-0.8954[/C][C]0.188333[/C][/ROW]
[ROW][C]22[/C][C]-0.023353[/C][C]-0.1382[/C][C]0.445453[/C][/ROW]
[ROW][C]23[/C][C]0.20556[/C][C]1.2161[/C][C]0.11604[/C][/ROW]
[ROW][C]24[/C][C]0.265485[/C][C]1.5706[/C][C]0.062633[/C][/ROW]
[ROW][C]25[/C][C]0.106704[/C][C]0.6313[/C][C]0.265982[/C][/ROW]
[ROW][C]26[/C][C]-0.066189[/C][C]-0.3916[/C][C]0.348872[/C][/ROW]
[ROW][C]27[/C][C]-0.209677[/C][C]-1.2405[/C][C]0.111528[/C][/ROW]
[ROW][C]28[/C][C]-0.240801[/C][C]-1.4246[/C][C]0.081565[/C][/ROW]
[ROW][C]29[/C][C]-0.089414[/C][C]-0.529[/C][C]0.300079[/C][/ROW]
[ROW][C]30[/C][C]0.012729[/C][C]0.0753[/C][C]0.470201[/C][/ROW]
[ROW][C]31[/C][C]0.073775[/C][C]0.4365[/C][C]0.332592[/C][/ROW]
[ROW][C]32[/C][C]0.080086[/C][C]0.4738[/C][C]0.319293[/C][/ROW]
[ROW][C]33[/C][C]0.031662[/C][C]0.1873[/C][C]0.426248[/C][/ROW]
[ROW][C]34[/C][C]0.005734[/C][C]0.0339[/C][C]0.486565[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62129&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62129&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	0.473482	2.8012	0.004119
2	-0.07943	-0.4699	0.320665
3	-0.371714	-2.1991	0.017285
4	-0.507998	-3.0054	0.00244
5	-0.16796	-0.9937	0.163603
6	0.159442	0.9433	0.176004
7	0.211632	1.252	0.10943
8	0.099911	0.5911	0.279133
9	-0.124175	-0.7346	0.233729
10	-0.01601	-0.0947	0.46254
11	0.1104	0.6531	0.258967
12	0.056662	0.3352	0.369731
13	0.093382	0.5525	0.292074
14	-0.045205	-0.2674	0.39535
15	-0.111344	-0.6587	0.257194
16	0.013	0.0769	0.469566
17	0.054326	0.3214	0.374912
18	0.034302	0.2029	0.420181
19	-0.137233	-0.8119	0.211174
20	-0.246415	-1.4578	0.076904
21	-0.151358	-0.8954	0.188333
22	-0.023353	-0.1382	0.445453
23	0.20556	1.2161	0.11604
24	0.265485	1.5706	0.062633
25	0.106704	0.6313	0.265982
26	-0.066189	-0.3916	0.348872
27	-0.209677	-1.2405	0.111528
28	-0.240801	-1.4246	0.081565
29	-0.089414	-0.529	0.300079
30	0.012729	0.0753	0.470201
31	0.073775	0.4365	0.332592
32	0.080086	0.4738	0.319293
33	0.031662	0.1873	0.426248
34	0.005734	0.0339	0.486565
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.473482	2.8012	0.004119
2	-0.39135	-2.3153	0.013292
3	-0.204096	-1.2074	0.117679
4	-0.343982	-2.035	0.024739
5	0.224443	1.3278	0.096416
6	-0.061987	-0.3667	0.358018
7	-0.067829	-0.4013	0.345327
8	-0.162709	-0.9626	0.171176
9	-0.077214	-0.4568	0.325317
10	0.363259	2.1491	0.019312
11	-0.052573	-0.311	0.378812
12	-0.141701	-0.8383	0.203772
13	0.071945	0.4256	0.336491
14	0.068606	0.4059	0.343652
15	0.186451	1.1031	0.138765
16	-0.061651	-0.3647	0.358754
17	-0.032094	-0.1899	0.425254
18	-0.091615	-0.542	0.295627
19	-0.124792	-0.7383	0.232633
20	-0.025144	-0.1488	0.4413
21	-0.165556	-0.9794	0.167042
22	-0.037404	-0.2213	0.413077
23	0.023122	0.1368	0.44599
24	-0.041038	-0.2428	0.404795
25	0.077936	0.4611	0.323799
26	-0.143137	-0.8468	0.201427
27	-0.008144	-0.0482	0.480923
28	-0.191049	-1.1303	0.133027
29	0.112142	0.6634	0.255698
30	-0.064697	-0.3828	0.35211
31	-0.088181	-0.5217	0.302588
32	0.036603	0.2165	0.41491
33	-0.044353	-0.2624	0.397278
34	0.058731	0.3475	0.365165
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.473482 & 2.8012 & 0.004119 \tabularnewline
2 & -0.39135 & -2.3153 & 0.013292 \tabularnewline
3 & -0.204096 & -1.2074 & 0.117679 \tabularnewline
4 & -0.343982 & -2.035 & 0.024739 \tabularnewline
5 & 0.224443 & 1.3278 & 0.096416 \tabularnewline
6 & -0.061987 & -0.3667 & 0.358018 \tabularnewline
7 & -0.067829 & -0.4013 & 0.345327 \tabularnewline
8 & -0.162709 & -0.9626 & 0.171176 \tabularnewline
9 & -0.077214 & -0.4568 & 0.325317 \tabularnewline
10 & 0.363259 & 2.1491 & 0.019312 \tabularnewline
11 & -0.052573 & -0.311 & 0.378812 \tabularnewline
12 & -0.141701 & -0.8383 & 0.203772 \tabularnewline
13 & 0.071945 & 0.4256 & 0.336491 \tabularnewline
14 & 0.068606 & 0.4059 & 0.343652 \tabularnewline
15 & 0.186451 & 1.1031 & 0.138765 \tabularnewline
16 & -0.061651 & -0.3647 & 0.358754 \tabularnewline
17 & -0.032094 & -0.1899 & 0.425254 \tabularnewline
18 & -0.091615 & -0.542 & 0.295627 \tabularnewline
19 & -0.124792 & -0.7383 & 0.232633 \tabularnewline
20 & -0.025144 & -0.1488 & 0.4413 \tabularnewline
21 & -0.165556 & -0.9794 & 0.167042 \tabularnewline
22 & -0.037404 & -0.2213 & 0.413077 \tabularnewline
23 & 0.023122 & 0.1368 & 0.44599 \tabularnewline
24 & -0.041038 & -0.2428 & 0.404795 \tabularnewline
25 & 0.077936 & 0.4611 & 0.323799 \tabularnewline
26 & -0.143137 & -0.8468 & 0.201427 \tabularnewline
27 & -0.008144 & -0.0482 & 0.480923 \tabularnewline
28 & -0.191049 & -1.1303 & 0.133027 \tabularnewline
29 & 0.112142 & 0.6634 & 0.255698 \tabularnewline
30 & -0.064697 & -0.3828 & 0.35211 \tabularnewline
31 & -0.088181 & -0.5217 & 0.302588 \tabularnewline
32 & 0.036603 & 0.2165 & 0.41491 \tabularnewline
33 & -0.044353 & -0.2624 & 0.397278 \tabularnewline
34 & 0.058731 & 0.3475 & 0.365165 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62129&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]0.473482[/C][C]2.8012[/C][C]0.004119[/C][/ROW]
[ROW][C]2[/C][C]-0.39135[/C][C]-2.3153[/C][C]0.013292[/C][/ROW]
[ROW][C]3[/C][C]-0.204096[/C][C]-1.2074[/C][C]0.117679[/C][/ROW]
[ROW][C]4[/C][C]-0.343982[/C][C]-2.035[/C][C]0.024739[/C][/ROW]
[ROW][C]5[/C][C]0.224443[/C][C]1.3278[/C][C]0.096416[/C][/ROW]
[ROW][C]6[/C][C]-0.061987[/C][C]-0.3667[/C][C]0.358018[/C][/ROW]
[ROW][C]7[/C][C]-0.067829[/C][C]-0.4013[/C][C]0.345327[/C][/ROW]
[ROW][C]8[/C][C]-0.162709[/C][C]-0.9626[/C][C]0.171176[/C][/ROW]
[ROW][C]9[/C][C]-0.077214[/C][C]-0.4568[/C][C]0.325317[/C][/ROW]
[ROW][C]10[/C][C]0.363259[/C][C]2.1491[/C][C]0.019312[/C][/ROW]
[ROW][C]11[/C][C]-0.052573[/C][C]-0.311[/C][C]0.378812[/C][/ROW]
[ROW][C]12[/C][C]-0.141701[/C][C]-0.8383[/C][C]0.203772[/C][/ROW]
[ROW][C]13[/C][C]0.071945[/C][C]0.4256[/C][C]0.336491[/C][/ROW]
[ROW][C]14[/C][C]0.068606[/C][C]0.4059[/C][C]0.343652[/C][/ROW]
[ROW][C]15[/C][C]0.186451[/C][C]1.1031[/C][C]0.138765[/C][/ROW]
[ROW][C]16[/C][C]-0.061651[/C][C]-0.3647[/C][C]0.358754[/C][/ROW]
[ROW][C]17[/C][C]-0.032094[/C][C]-0.1899[/C][C]0.425254[/C][/ROW]
[ROW][C]18[/C][C]-0.091615[/C][C]-0.542[/C][C]0.295627[/C][/ROW]
[ROW][C]19[/C][C]-0.124792[/C][C]-0.7383[/C][C]0.232633[/C][/ROW]
[ROW][C]20[/C][C]-0.025144[/C][C]-0.1488[/C][C]0.4413[/C][/ROW]
[ROW][C]21[/C][C]-0.165556[/C][C]-0.9794[/C][C]0.167042[/C][/ROW]
[ROW][C]22[/C][C]-0.037404[/C][C]-0.2213[/C][C]0.413077[/C][/ROW]
[ROW][C]23[/C][C]0.023122[/C][C]0.1368[/C][C]0.44599[/C][/ROW]
[ROW][C]24[/C][C]-0.041038[/C][C]-0.2428[/C][C]0.404795[/C][/ROW]
[ROW][C]25[/C][C]0.077936[/C][C]0.4611[/C][C]0.323799[/C][/ROW]
[ROW][C]26[/C][C]-0.143137[/C][C]-0.8468[/C][C]0.201427[/C][/ROW]
[ROW][C]27[/C][C]-0.008144[/C][C]-0.0482[/C][C]0.480923[/C][/ROW]
[ROW][C]28[/C][C]-0.191049[/C][C]-1.1303[/C][C]0.133027[/C][/ROW]
[ROW][C]29[/C][C]0.112142[/C][C]0.6634[/C][C]0.255698[/C][/ROW]
[ROW][C]30[/C][C]-0.064697[/C][C]-0.3828[/C][C]0.35211[/C][/ROW]
[ROW][C]31[/C][C]-0.088181[/C][C]-0.5217[/C][C]0.302588[/C][/ROW]
[ROW][C]32[/C][C]0.036603[/C][C]0.2165[/C][C]0.41491[/C][/ROW]
[ROW][C]33[/C][C]-0.044353[/C][C]-0.2624[/C][C]0.397278[/C][/ROW]
[ROW][C]34[/C][C]0.058731[/C][C]0.3475[/C][C]0.365165[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62129&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62129&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	0.473482	2.8012	0.004119
2	-0.39135	-2.3153	0.013292
3	-0.204096	-1.2074	0.117679
4	-0.343982	-2.035	0.024739
5	0.224443	1.3278	0.096416
6	-0.061987	-0.3667	0.358018
7	-0.067829	-0.4013	0.345327
8	-0.162709	-0.9626	0.171176
9	-0.077214	-0.4568	0.325317
10	0.363259	2.1491	0.019312
11	-0.052573	-0.311	0.378812
12	-0.141701	-0.8383	0.203772
13	0.071945	0.4256	0.336491
14	0.068606	0.4059	0.343652
15	0.186451	1.1031	0.138765
16	-0.061651	-0.3647	0.358754
17	-0.032094	-0.1899	0.425254
18	-0.091615	-0.542	0.295627
19	-0.124792	-0.7383	0.232633
20	-0.025144	-0.1488	0.4413
21	-0.165556	-0.9794	0.167042
22	-0.037404	-0.2213	0.413077
23	0.023122	0.1368	0.44599
24	-0.041038	-0.2428	0.404795
25	0.077936	0.4611	0.323799
26	-0.143137	-0.8468	0.201427
27	-0.008144	-0.0482	0.480923
28	-0.191049	-1.1303	0.133027
29	0.112142	0.6634	0.255698
30	-0.064697	-0.3828	0.35211
31	-0.088181	-0.5217	0.302588
32	0.036603	0.2165	0.41491
33	-0.044353	-0.2624	0.397278
34	0.058731	0.3475	0.365165
35	NA	NA	NA
36	NA	NA	NA

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 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; 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