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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 11:27:34 -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/t1259692121f8opwcx2nj2jyk2.htm/, Retrieved Fri, 19 Apr 2024 04:18:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62161, Retrieved Fri, 19 Apr 2024 04:18:22 +0000

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Estimated Impact

131

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]
-   PD        [(Partial) Autocorrelation Function] [Workshop 8 - Meth...] [2009-11-24 16:13:45] [1646a2766cb8c4a6f9d3b2fffef409b3]
-               [(Partial) Autocorrelation Function] [] [2009-11-30 16:52:46] [74be16979710d4c4e7c6647856088456]
-   P               [(Partial) Autocorrelation Function] [] [2009-12-01 18:27:34] [9ea4b07b6662a0f40f92decdf1e3b5d5] [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	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=62161&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=62161&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62161&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	0.15737	1.326	0.094541
2	-0.15925	-1.3419	0.091958
3	-0.189849	-1.5997	0.057053
4	-0.172695	-1.4552	0.075017
5	0.121243	1.0216	0.155217
6	0.245639	2.0698	0.021056
7	0.149817	1.2624	0.105471
8	-0.198748	-1.6747	0.049198
9	-0.218241	-1.8389	0.035053
10	-0.206295	-1.7383	0.043249
11	0.149586	1.2604	0.10582
12	0.690713	5.8201	0
13	0.019819	0.167	0.433925
14	-0.153423	-1.2928	0.100142
15	-0.207499	-1.7484	0.042357
16	-0.197202	-1.6616	0.050496
17	0.075276	0.6343	0.263967
18	0.138577	1.1677	0.123422
19	0.072045	0.6071	0.272872
20	-0.247183	-2.0828	0.020436
21	-0.220665	-1.8594	0.03356
22	-0.177695	-1.4973	0.069376
23	0.101596	0.8561	0.197421
24	0.482932	4.0693	6e-05
25	-0.044712	-0.3768	0.353741
26	-0.150518	-1.2683	0.10442
27	-0.221681	-1.8679	0.03295
28	-0.140733	-1.1858	0.11982
29	0.048244	0.4065	0.342794
30	0.123718	1.0425	0.150367
31	0.038739	0.3264	0.372533
32	-0.225089	-1.8966	0.030972
33	-0.181723	-1.5312	0.065078
34	-0.138901	-1.1704	0.122876
35	0.091215	0.7686	0.222343
36	0.371084	3.1268	0.001281

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.15737 & 1.326 & 0.094541 \tabularnewline
2 & -0.15925 & -1.3419 & 0.091958 \tabularnewline
3 & -0.189849 & -1.5997 & 0.057053 \tabularnewline
4 & -0.172695 & -1.4552 & 0.075017 \tabularnewline
5 & 0.121243 & 1.0216 & 0.155217 \tabularnewline
6 & 0.245639 & 2.0698 & 0.021056 \tabularnewline
7 & 0.149817 & 1.2624 & 0.105471 \tabularnewline
8 & -0.198748 & -1.6747 & 0.049198 \tabularnewline
9 & -0.218241 & -1.8389 & 0.035053 \tabularnewline
10 & -0.206295 & -1.7383 & 0.043249 \tabularnewline
11 & 0.149586 & 1.2604 & 0.10582 \tabularnewline
12 & 0.690713 & 5.8201 & 0 \tabularnewline
13 & 0.019819 & 0.167 & 0.433925 \tabularnewline
14 & -0.153423 & -1.2928 & 0.100142 \tabularnewline
15 & -0.207499 & -1.7484 & 0.042357 \tabularnewline
16 & -0.197202 & -1.6616 & 0.050496 \tabularnewline
17 & 0.075276 & 0.6343 & 0.263967 \tabularnewline
18 & 0.138577 & 1.1677 & 0.123422 \tabularnewline
19 & 0.072045 & 0.6071 & 0.272872 \tabularnewline
20 & -0.247183 & -2.0828 & 0.020436 \tabularnewline
21 & -0.220665 & -1.8594 & 0.03356 \tabularnewline
22 & -0.177695 & -1.4973 & 0.069376 \tabularnewline
23 & 0.101596 & 0.8561 & 0.197421 \tabularnewline
24 & 0.482932 & 4.0693 & 6e-05 \tabularnewline
25 & -0.044712 & -0.3768 & 0.353741 \tabularnewline
26 & -0.150518 & -1.2683 & 0.10442 \tabularnewline
27 & -0.221681 & -1.8679 & 0.03295 \tabularnewline
28 & -0.140733 & -1.1858 & 0.11982 \tabularnewline
29 & 0.048244 & 0.4065 & 0.342794 \tabularnewline
30 & 0.123718 & 1.0425 & 0.150367 \tabularnewline
31 & 0.038739 & 0.3264 & 0.372533 \tabularnewline
32 & -0.225089 & -1.8966 & 0.030972 \tabularnewline
33 & -0.181723 & -1.5312 & 0.065078 \tabularnewline
34 & -0.138901 & -1.1704 & 0.122876 \tabularnewline
35 & 0.091215 & 0.7686 & 0.222343 \tabularnewline
36 & 0.371084 & 3.1268 & 0.001281 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62161&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]0.15737[/C][C]1.326[/C][C]0.094541[/C][/ROW]
[ROW][C]2[/C][C]-0.15925[/C][C]-1.3419[/C][C]0.091958[/C][/ROW]
[ROW][C]3[/C][C]-0.189849[/C][C]-1.5997[/C][C]0.057053[/C][/ROW]
[ROW][C]4[/C][C]-0.172695[/C][C]-1.4552[/C][C]0.075017[/C][/ROW]
[ROW][C]5[/C][C]0.121243[/C][C]1.0216[/C][C]0.155217[/C][/ROW]
[ROW][C]6[/C][C]0.245639[/C][C]2.0698[/C][C]0.021056[/C][/ROW]
[ROW][C]7[/C][C]0.149817[/C][C]1.2624[/C][C]0.105471[/C][/ROW]
[ROW][C]8[/C][C]-0.198748[/C][C]-1.6747[/C][C]0.049198[/C][/ROW]
[ROW][C]9[/C][C]-0.218241[/C][C]-1.8389[/C][C]0.035053[/C][/ROW]
[ROW][C]10[/C][C]-0.206295[/C][C]-1.7383[/C][C]0.043249[/C][/ROW]
[ROW][C]11[/C][C]0.149586[/C][C]1.2604[/C][C]0.10582[/C][/ROW]
[ROW][C]12[/C][C]0.690713[/C][C]5.8201[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.019819[/C][C]0.167[/C][C]0.433925[/C][/ROW]
[ROW][C]14[/C][C]-0.153423[/C][C]-1.2928[/C][C]0.100142[/C][/ROW]
[ROW][C]15[/C][C]-0.207499[/C][C]-1.7484[/C][C]0.042357[/C][/ROW]
[ROW][C]16[/C][C]-0.197202[/C][C]-1.6616[/C][C]0.050496[/C][/ROW]
[ROW][C]17[/C][C]0.075276[/C][C]0.6343[/C][C]0.263967[/C][/ROW]
[ROW][C]18[/C][C]0.138577[/C][C]1.1677[/C][C]0.123422[/C][/ROW]
[ROW][C]19[/C][C]0.072045[/C][C]0.6071[/C][C]0.272872[/C][/ROW]
[ROW][C]20[/C][C]-0.247183[/C][C]-2.0828[/C][C]0.020436[/C][/ROW]
[ROW][C]21[/C][C]-0.220665[/C][C]-1.8594[/C][C]0.03356[/C][/ROW]
[ROW][C]22[/C][C]-0.177695[/C][C]-1.4973[/C][C]0.069376[/C][/ROW]
[ROW][C]23[/C][C]0.101596[/C][C]0.8561[/C][C]0.197421[/C][/ROW]
[ROW][C]24[/C][C]0.482932[/C][C]4.0693[/C][C]6e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.044712[/C][C]-0.3768[/C][C]0.353741[/C][/ROW]
[ROW][C]26[/C][C]-0.150518[/C][C]-1.2683[/C][C]0.10442[/C][/ROW]
[ROW][C]27[/C][C]-0.221681[/C][C]-1.8679[/C][C]0.03295[/C][/ROW]
[ROW][C]28[/C][C]-0.140733[/C][C]-1.1858[/C][C]0.11982[/C][/ROW]
[ROW][C]29[/C][C]0.048244[/C][C]0.4065[/C][C]0.342794[/C][/ROW]
[ROW][C]30[/C][C]0.123718[/C][C]1.0425[/C][C]0.150367[/C][/ROW]
[ROW][C]31[/C][C]0.038739[/C][C]0.3264[/C][C]0.372533[/C][/ROW]
[ROW][C]32[/C][C]-0.225089[/C][C]-1.8966[/C][C]0.030972[/C][/ROW]
[ROW][C]33[/C][C]-0.181723[/C][C]-1.5312[/C][C]0.065078[/C][/ROW]
[ROW][C]34[/C][C]-0.138901[/C][C]-1.1704[/C][C]0.122876[/C][/ROW]
[ROW][C]35[/C][C]0.091215[/C][C]0.7686[/C][C]0.222343[/C][/ROW]
[ROW][C]36[/C][C]0.371084[/C][C]3.1268[/C][C]0.001281[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62161&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62161&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	0.15737	1.326	0.094541
2	-0.15925	-1.3419	0.091958
3	-0.189849	-1.5997	0.057053
4	-0.172695	-1.4552	0.075017
5	0.121243	1.0216	0.155217
6	0.245639	2.0698	0.021056
7	0.149817	1.2624	0.105471
8	-0.198748	-1.6747	0.049198
9	-0.218241	-1.8389	0.035053
10	-0.206295	-1.7383	0.043249
11	0.149586	1.2604	0.10582
12	0.690713	5.8201	0
13	0.019819	0.167	0.433925
14	-0.153423	-1.2928	0.100142
15	-0.207499	-1.7484	0.042357
16	-0.197202	-1.6616	0.050496
17	0.075276	0.6343	0.263967
18	0.138577	1.1677	0.123422
19	0.072045	0.6071	0.272872
20	-0.247183	-2.0828	0.020436
21	-0.220665	-1.8594	0.03356
22	-0.177695	-1.4973	0.069376
23	0.101596	0.8561	0.197421
24	0.482932	4.0693	6e-05
25	-0.044712	-0.3768	0.353741
26	-0.150518	-1.2683	0.10442
27	-0.221681	-1.8679	0.03295
28	-0.140733	-1.1858	0.11982
29	0.048244	0.4065	0.342794
30	0.123718	1.0425	0.150367
31	0.038739	0.3264	0.372533
32	-0.225089	-1.8966	0.030972
33	-0.181723	-1.5312	0.065078
34	-0.138901	-1.1704	0.122876
35	0.091215	0.7686	0.222343
36	0.371084	3.1268	0.001281

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.15737	1.326	0.094541
2	-0.188688	-1.5899	0.058148
3	-0.138611	-1.168	0.123366
4	-0.158549	-1.336	0.092914
5	0.129415	1.0905	0.139597
6	0.148105	1.248	0.108074
7	0.098455	0.8296	0.204773
8	-0.195432	-1.6467	0.052016
9	-0.061973	-0.5222	0.30158
10	-0.182213	-1.5354	0.064571
11	0.157372	1.326	0.094538
12	0.606961	5.1143	1e-06
13	-0.26111	-2.2001	0.015526
14	0.001323	0.0111	0.495569
15	-0.05355	-0.4512	0.326602
16	-0.074221	-0.6254	0.266859
17	-0.029846	-0.2515	0.401081
18	-0.2199	-1.8529	0.034025
19	-0.068649	-0.5784	0.282398
20	-0.074546	-0.6281	0.265966
21	-0.003933	-0.0331	0.486827
22	0.043715	0.3683	0.356855
23	-0.143989	-1.2133	0.114523
24	0.06075	0.5119	0.305159
25	-0.024372	-0.2054	0.418939
26	-0.073398	-0.6185	0.269126
27	-0.05043	-0.4249	0.336086
28	-0.001642	-0.0138	0.494498
29	-0.080633	-0.6794	0.249538
30	0.065564	0.5525	0.291186
31	-0.099898	-0.8418	0.201375
32	0.032558	0.2743	0.39231
33	-0.059052	-0.4976	0.310159
34	-0.04736	-0.3991	0.345523
35	-0.031649	-0.2667	0.395243
36	-0.04934	-0.4157	0.339425

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.15737 & 1.326 & 0.094541 \tabularnewline
2 & -0.188688 & -1.5899 & 0.058148 \tabularnewline
3 & -0.138611 & -1.168 & 0.123366 \tabularnewline
4 & -0.158549 & -1.336 & 0.092914 \tabularnewline
5 & 0.129415 & 1.0905 & 0.139597 \tabularnewline
6 & 0.148105 & 1.248 & 0.108074 \tabularnewline
7 & 0.098455 & 0.8296 & 0.204773 \tabularnewline
8 & -0.195432 & -1.6467 & 0.052016 \tabularnewline
9 & -0.061973 & -0.5222 & 0.30158 \tabularnewline
10 & -0.182213 & -1.5354 & 0.064571 \tabularnewline
11 & 0.157372 & 1.326 & 0.094538 \tabularnewline
12 & 0.606961 & 5.1143 & 1e-06 \tabularnewline
13 & -0.26111 & -2.2001 & 0.015526 \tabularnewline
14 & 0.001323 & 0.0111 & 0.495569 \tabularnewline
15 & -0.05355 & -0.4512 & 0.326602 \tabularnewline
16 & -0.074221 & -0.6254 & 0.266859 \tabularnewline
17 & -0.029846 & -0.2515 & 0.401081 \tabularnewline
18 & -0.2199 & -1.8529 & 0.034025 \tabularnewline
19 & -0.068649 & -0.5784 & 0.282398 \tabularnewline
20 & -0.074546 & -0.6281 & 0.265966 \tabularnewline
21 & -0.003933 & -0.0331 & 0.486827 \tabularnewline
22 & 0.043715 & 0.3683 & 0.356855 \tabularnewline
23 & -0.143989 & -1.2133 & 0.114523 \tabularnewline
24 & 0.06075 & 0.5119 & 0.305159 \tabularnewline
25 & -0.024372 & -0.2054 & 0.418939 \tabularnewline
26 & -0.073398 & -0.6185 & 0.269126 \tabularnewline
27 & -0.05043 & -0.4249 & 0.336086 \tabularnewline
28 & -0.001642 & -0.0138 & 0.494498 \tabularnewline
29 & -0.080633 & -0.6794 & 0.249538 \tabularnewline
30 & 0.065564 & 0.5525 & 0.291186 \tabularnewline
31 & -0.099898 & -0.8418 & 0.201375 \tabularnewline
32 & 0.032558 & 0.2743 & 0.39231 \tabularnewline
33 & -0.059052 & -0.4976 & 0.310159 \tabularnewline
34 & -0.04736 & -0.3991 & 0.345523 \tabularnewline
35 & -0.031649 & -0.2667 & 0.395243 \tabularnewline
36 & -0.04934 & -0.4157 & 0.339425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62161&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]0.15737[/C][C]1.326[/C][C]0.094541[/C][/ROW]
[ROW][C]2[/C][C]-0.188688[/C][C]-1.5899[/C][C]0.058148[/C][/ROW]
[ROW][C]3[/C][C]-0.138611[/C][C]-1.168[/C][C]0.123366[/C][/ROW]
[ROW][C]4[/C][C]-0.158549[/C][C]-1.336[/C][C]0.092914[/C][/ROW]
[ROW][C]5[/C][C]0.129415[/C][C]1.0905[/C][C]0.139597[/C][/ROW]
[ROW][C]6[/C][C]0.148105[/C][C]1.248[/C][C]0.108074[/C][/ROW]
[ROW][C]7[/C][C]0.098455[/C][C]0.8296[/C][C]0.204773[/C][/ROW]
[ROW][C]8[/C][C]-0.195432[/C][C]-1.6467[/C][C]0.052016[/C][/ROW]
[ROW][C]9[/C][C]-0.061973[/C][C]-0.5222[/C][C]0.30158[/C][/ROW]
[ROW][C]10[/C][C]-0.182213[/C][C]-1.5354[/C][C]0.064571[/C][/ROW]
[ROW][C]11[/C][C]0.157372[/C][C]1.326[/C][C]0.094538[/C][/ROW]
[ROW][C]12[/C][C]0.606961[/C][C]5.1143[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.26111[/C][C]-2.2001[/C][C]0.015526[/C][/ROW]
[ROW][C]14[/C][C]0.001323[/C][C]0.0111[/C][C]0.495569[/C][/ROW]
[ROW][C]15[/C][C]-0.05355[/C][C]-0.4512[/C][C]0.326602[/C][/ROW]
[ROW][C]16[/C][C]-0.074221[/C][C]-0.6254[/C][C]0.266859[/C][/ROW]
[ROW][C]17[/C][C]-0.029846[/C][C]-0.2515[/C][C]0.401081[/C][/ROW]
[ROW][C]18[/C][C]-0.2199[/C][C]-1.8529[/C][C]0.034025[/C][/ROW]
[ROW][C]19[/C][C]-0.068649[/C][C]-0.5784[/C][C]0.282398[/C][/ROW]
[ROW][C]20[/C][C]-0.074546[/C][C]-0.6281[/C][C]0.265966[/C][/ROW]
[ROW][C]21[/C][C]-0.003933[/C][C]-0.0331[/C][C]0.486827[/C][/ROW]
[ROW][C]22[/C][C]0.043715[/C][C]0.3683[/C][C]0.356855[/C][/ROW]
[ROW][C]23[/C][C]-0.143989[/C][C]-1.2133[/C][C]0.114523[/C][/ROW]
[ROW][C]24[/C][C]0.06075[/C][C]0.5119[/C][C]0.305159[/C][/ROW]
[ROW][C]25[/C][C]-0.024372[/C][C]-0.2054[/C][C]0.418939[/C][/ROW]
[ROW][C]26[/C][C]-0.073398[/C][C]-0.6185[/C][C]0.269126[/C][/ROW]
[ROW][C]27[/C][C]-0.05043[/C][C]-0.4249[/C][C]0.336086[/C][/ROW]
[ROW][C]28[/C][C]-0.001642[/C][C]-0.0138[/C][C]0.494498[/C][/ROW]
[ROW][C]29[/C][C]-0.080633[/C][C]-0.6794[/C][C]0.249538[/C][/ROW]
[ROW][C]30[/C][C]0.065564[/C][C]0.5525[/C][C]0.291186[/C][/ROW]
[ROW][C]31[/C][C]-0.099898[/C][C]-0.8418[/C][C]0.201375[/C][/ROW]
[ROW][C]32[/C][C]0.032558[/C][C]0.2743[/C][C]0.39231[/C][/ROW]
[ROW][C]33[/C][C]-0.059052[/C][C]-0.4976[/C][C]0.310159[/C][/ROW]
[ROW][C]34[/C][C]-0.04736[/C][C]-0.3991[/C][C]0.345523[/C][/ROW]
[ROW][C]35[/C][C]-0.031649[/C][C]-0.2667[/C][C]0.395243[/C][/ROW]
[ROW][C]36[/C][C]-0.04934[/C][C]-0.4157[/C][C]0.339425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62161&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62161&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	0.15737	1.326	0.094541
2	-0.188688	-1.5899	0.058148
3	-0.138611	-1.168	0.123366
4	-0.158549	-1.336	0.092914
5	0.129415	1.0905	0.139597
6	0.148105	1.248	0.108074
7	0.098455	0.8296	0.204773
8	-0.195432	-1.6467	0.052016
9	-0.061973	-0.5222	0.30158
10	-0.182213	-1.5354	0.064571
11	0.157372	1.326	0.094538
12	0.606961	5.1143	1e-06
13	-0.26111	-2.2001	0.015526
14	0.001323	0.0111	0.495569
15	-0.05355	-0.4512	0.326602
16	-0.074221	-0.6254	0.266859
17	-0.029846	-0.2515	0.401081
18	-0.2199	-1.8529	0.034025
19	-0.068649	-0.5784	0.282398
20	-0.074546	-0.6281	0.265966
21	-0.003933	-0.0331	0.486827
22	0.043715	0.3683	0.356855
23	-0.143989	-1.2133	0.114523
24	0.06075	0.5119	0.305159
25	-0.024372	-0.2054	0.418939
26	-0.073398	-0.6185	0.269126
27	-0.05043	-0.4249	0.336086
28	-0.001642	-0.0138	0.494498
29	-0.080633	-0.6794	0.249538
30	0.065564	0.5525	0.291186
31	-0.099898	-0.8418	0.201375
32	0.032558	0.2743	0.39231
33	-0.059052	-0.4976	0.310159
34	-0.04736	-0.3991	0.345523
35	-0.031649	-0.2667	0.395243
36	-0.04934	-0.4157	0.339425

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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