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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 12:27:04 -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/t1259695766a2pqm9o6ij0h5gb.htm/, Retrieved Fri, 19 Apr 2024 10:27:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62207, Retrieved Fri, 19 Apr 2024 10:27:07 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

157

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] [WS8 d=1 D=1] [2009-11-25 16:19:15] [445b292c553470d9fed8bc2796fd3a00]
-   P             [(Partial) Autocorrelation Function] [WS 8 Review 1] [2009-12-01 19:27:04] [eba9f01697e64705b70041e6f338cb22] [Current]

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Dataseries X:

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Histogram

Boxplots

7.55
7.55
7.59
7.59
7.59
7.57
7.57
7.59
7.6
7.64
7.64
7.76
7.76
7.76
7.77
7.83
7.94
7.94
7.94
8.09
8.18
8.26
8.28
8.28
8.28
8.29
8.3
8.3
8.31
8.33
8.33
8.34
8.48
8.59
8.67
8.67
8.67
8.71
8.72
8.72
8.72
8.74
8.74
8.74
8.74
8.79
8.85
8.86
8.87
8.92
8.96
8.97
8.99
8.98
8.98
9.01
9.01
9.03
9.05
9.05

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=62207&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=62207&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62207&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	0.282109	2.1669	0.017145
2	-0.019514	-0.1499	0.440681
3	-0.042867	-0.3293	0.371559
4	0.06432	0.4941	0.311552
5	0.086183	0.662	0.255279
6	-0.237504	-1.8243	0.036586
7	-0.252311	-1.938	0.028704
8	-0.079086	-0.6075	0.272933
9	-0.07651	-0.5877	0.279493
10	-0.153625	-1.18	0.121364
11	-0.090877	-0.698	0.243946
12	0.149861	1.1511	0.127167
13	0.311529	2.3929	0.009959
14	0.073554	0.565	0.287114
15	-0.125264	-0.9622	0.169945
16	-0.012386	-0.0951	0.462264
17	0.179601	1.3795	0.086467
18	0.101146	0.7769	0.220156
19	-0.143219	-1.1001	0.137882
20	-0.189724	-1.4573	0.075168
21	0.022133	0.17	0.432794
22	-0.007474	-0.0574	0.477205
23	-0.004374	-0.0336	0.486657
24	-0.104602	-0.8035	0.212466
25	-0.018566	-0.1426	0.443542
26	0.032334	0.2484	0.402358
27	-0.10002	-0.7683	0.222697
28	-0.137066	-1.0528	0.148358
29	-0.038327	-0.2944	0.384744
30	0.136471	1.0483	0.149399
31	-0.011169	-0.0858	0.465962
32	-0.088323	-0.6784	0.250079
33	-0.055661	-0.4275	0.335272
34	0.028472	0.2187	0.413821
35	0.036584	0.281	0.389845
36	-0.005202	-0.04	0.484132

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.282109 & 2.1669 & 0.017145 \tabularnewline
2 & -0.019514 & -0.1499 & 0.440681 \tabularnewline
3 & -0.042867 & -0.3293 & 0.371559 \tabularnewline
4 & 0.06432 & 0.4941 & 0.311552 \tabularnewline
5 & 0.086183 & 0.662 & 0.255279 \tabularnewline
6 & -0.237504 & -1.8243 & 0.036586 \tabularnewline
7 & -0.252311 & -1.938 & 0.028704 \tabularnewline
8 & -0.079086 & -0.6075 & 0.272933 \tabularnewline
9 & -0.07651 & -0.5877 & 0.279493 \tabularnewline
10 & -0.153625 & -1.18 & 0.121364 \tabularnewline
11 & -0.090877 & -0.698 & 0.243946 \tabularnewline
12 & 0.149861 & 1.1511 & 0.127167 \tabularnewline
13 & 0.311529 & 2.3929 & 0.009959 \tabularnewline
14 & 0.073554 & 0.565 & 0.287114 \tabularnewline
15 & -0.125264 & -0.9622 & 0.169945 \tabularnewline
16 & -0.012386 & -0.0951 & 0.462264 \tabularnewline
17 & 0.179601 & 1.3795 & 0.086467 \tabularnewline
18 & 0.101146 & 0.7769 & 0.220156 \tabularnewline
19 & -0.143219 & -1.1001 & 0.137882 \tabularnewline
20 & -0.189724 & -1.4573 & 0.075168 \tabularnewline
21 & 0.022133 & 0.17 & 0.432794 \tabularnewline
22 & -0.007474 & -0.0574 & 0.477205 \tabularnewline
23 & -0.004374 & -0.0336 & 0.486657 \tabularnewline
24 & -0.104602 & -0.8035 & 0.212466 \tabularnewline
25 & -0.018566 & -0.1426 & 0.443542 \tabularnewline
26 & 0.032334 & 0.2484 & 0.402358 \tabularnewline
27 & -0.10002 & -0.7683 & 0.222697 \tabularnewline
28 & -0.137066 & -1.0528 & 0.148358 \tabularnewline
29 & -0.038327 & -0.2944 & 0.384744 \tabularnewline
30 & 0.136471 & 1.0483 & 0.149399 \tabularnewline
31 & -0.011169 & -0.0858 & 0.465962 \tabularnewline
32 & -0.088323 & -0.6784 & 0.250079 \tabularnewline
33 & -0.055661 & -0.4275 & 0.335272 \tabularnewline
34 & 0.028472 & 0.2187 & 0.413821 \tabularnewline
35 & 0.036584 & 0.281 & 0.389845 \tabularnewline
36 & -0.005202 & -0.04 & 0.484132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62207&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]0.282109[/C][C]2.1669[/C][C]0.017145[/C][/ROW]
[ROW][C]2[/C][C]-0.019514[/C][C]-0.1499[/C][C]0.440681[/C][/ROW]
[ROW][C]3[/C][C]-0.042867[/C][C]-0.3293[/C][C]0.371559[/C][/ROW]
[ROW][C]4[/C][C]0.06432[/C][C]0.4941[/C][C]0.311552[/C][/ROW]
[ROW][C]5[/C][C]0.086183[/C][C]0.662[/C][C]0.255279[/C][/ROW]
[ROW][C]6[/C][C]-0.237504[/C][C]-1.8243[/C][C]0.036586[/C][/ROW]
[ROW][C]7[/C][C]-0.252311[/C][C]-1.938[/C][C]0.028704[/C][/ROW]
[ROW][C]8[/C][C]-0.079086[/C][C]-0.6075[/C][C]0.272933[/C][/ROW]
[ROW][C]9[/C][C]-0.07651[/C][C]-0.5877[/C][C]0.279493[/C][/ROW]
[ROW][C]10[/C][C]-0.153625[/C][C]-1.18[/C][C]0.121364[/C][/ROW]
[ROW][C]11[/C][C]-0.090877[/C][C]-0.698[/C][C]0.243946[/C][/ROW]
[ROW][C]12[/C][C]0.149861[/C][C]1.1511[/C][C]0.127167[/C][/ROW]
[ROW][C]13[/C][C]0.311529[/C][C]2.3929[/C][C]0.009959[/C][/ROW]
[ROW][C]14[/C][C]0.073554[/C][C]0.565[/C][C]0.287114[/C][/ROW]
[ROW][C]15[/C][C]-0.125264[/C][C]-0.9622[/C][C]0.169945[/C][/ROW]
[ROW][C]16[/C][C]-0.012386[/C][C]-0.0951[/C][C]0.462264[/C][/ROW]
[ROW][C]17[/C][C]0.179601[/C][C]1.3795[/C][C]0.086467[/C][/ROW]
[ROW][C]18[/C][C]0.101146[/C][C]0.7769[/C][C]0.220156[/C][/ROW]
[ROW][C]19[/C][C]-0.143219[/C][C]-1.1001[/C][C]0.137882[/C][/ROW]
[ROW][C]20[/C][C]-0.189724[/C][C]-1.4573[/C][C]0.075168[/C][/ROW]
[ROW][C]21[/C][C]0.022133[/C][C]0.17[/C][C]0.432794[/C][/ROW]
[ROW][C]22[/C][C]-0.007474[/C][C]-0.0574[/C][C]0.477205[/C][/ROW]
[ROW][C]23[/C][C]-0.004374[/C][C]-0.0336[/C][C]0.486657[/C][/ROW]
[ROW][C]24[/C][C]-0.104602[/C][C]-0.8035[/C][C]0.212466[/C][/ROW]
[ROW][C]25[/C][C]-0.018566[/C][C]-0.1426[/C][C]0.443542[/C][/ROW]
[ROW][C]26[/C][C]0.032334[/C][C]0.2484[/C][C]0.402358[/C][/ROW]
[ROW][C]27[/C][C]-0.10002[/C][C]-0.7683[/C][C]0.222697[/C][/ROW]
[ROW][C]28[/C][C]-0.137066[/C][C]-1.0528[/C][C]0.148358[/C][/ROW]
[ROW][C]29[/C][C]-0.038327[/C][C]-0.2944[/C][C]0.384744[/C][/ROW]
[ROW][C]30[/C][C]0.136471[/C][C]1.0483[/C][C]0.149399[/C][/ROW]
[ROW][C]31[/C][C]-0.011169[/C][C]-0.0858[/C][C]0.465962[/C][/ROW]
[ROW][C]32[/C][C]-0.088323[/C][C]-0.6784[/C][C]0.250079[/C][/ROW]
[ROW][C]33[/C][C]-0.055661[/C][C]-0.4275[/C][C]0.335272[/C][/ROW]
[ROW][C]34[/C][C]0.028472[/C][C]0.2187[/C][C]0.413821[/C][/ROW]
[ROW][C]35[/C][C]0.036584[/C][C]0.281[/C][C]0.389845[/C][/ROW]
[ROW][C]36[/C][C]-0.005202[/C][C]-0.04[/C][C]0.484132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62207&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62207&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	0.282109	2.1669	0.017145
2	-0.019514	-0.1499	0.440681
3	-0.042867	-0.3293	0.371559
4	0.06432	0.4941	0.311552
5	0.086183	0.662	0.255279
6	-0.237504	-1.8243	0.036586
7	-0.252311	-1.938	0.028704
8	-0.079086	-0.6075	0.272933
9	-0.07651	-0.5877	0.279493
10	-0.153625	-1.18	0.121364
11	-0.090877	-0.698	0.243946
12	0.149861	1.1511	0.127167
13	0.311529	2.3929	0.009959
14	0.073554	0.565	0.287114
15	-0.125264	-0.9622	0.169945
16	-0.012386	-0.0951	0.462264
17	0.179601	1.3795	0.086467
18	0.101146	0.7769	0.220156
19	-0.143219	-1.1001	0.137882
20	-0.189724	-1.4573	0.075168
21	0.022133	0.17	0.432794
22	-0.007474	-0.0574	0.477205
23	-0.004374	-0.0336	0.486657
24	-0.104602	-0.8035	0.212466
25	-0.018566	-0.1426	0.443542
26	0.032334	0.2484	0.402358
27	-0.10002	-0.7683	0.222697
28	-0.137066	-1.0528	0.148358
29	-0.038327	-0.2944	0.384744
30	0.136471	1.0483	0.149399
31	-0.011169	-0.0858	0.465962
32	-0.088323	-0.6784	0.250079
33	-0.055661	-0.4275	0.335272
34	0.028472	0.2187	0.413821
35	0.036584	0.281	0.389845
36	-0.005202	-0.04	0.484132

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.282109	2.1669	0.017145
2	-0.107668	-0.827	0.20578
3	-0.00703	-0.054	0.47856
4	0.085311	0.6553	0.257414
5	0.041232	0.3167	0.376292
6	-0.298922	-2.2961	0.012621
7	-0.095512	-0.7336	0.233037
8	0.009612	0.0738	0.470696
9	-0.127979	-0.983	0.164805
10	-0.127862	-0.9821	0.165024
11	0.060046	0.4612	0.323169
12	0.156468	1.2019	0.117111
13	0.171932	1.3206	0.095861
14	-0.074603	-0.573	0.284398
15	-0.138743	-1.0657	0.14545
16	-0.016422	-0.1261	0.450024
17	0.091284	0.7012	0.242978
18	-0.000925	-0.0071	0.497177
19	-0.052391	-0.4024	0.344412
20	-0.038765	-0.2978	0.383466
21	0.080806	0.6207	0.2686
22	-0.070852	-0.5442	0.294169
23	0.122222	0.9388	0.175829
24	-0.092325	-0.7092	0.240508
25	-0.088975	-0.6834	0.248506
26	-0.094431	-0.7253	0.235556
27	-0.046092	-0.354	0.362285
28	-0.068843	-0.5288	0.299466
29	-0.013483	-0.1036	0.458933
30	0.064975	0.4991	0.30979
31	-0.120522	-0.9257	0.179174
32	0.04337	0.3331	0.370108
33	0.003129	0.024	0.490454
34	-0.13179	-1.0123	0.157765
35	-0.107915	-0.8289	0.205248
36	0.051956	0.3991	0.345637

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.282109 & 2.1669 & 0.017145 \tabularnewline
2 & -0.107668 & -0.827 & 0.20578 \tabularnewline
3 & -0.00703 & -0.054 & 0.47856 \tabularnewline
4 & 0.085311 & 0.6553 & 0.257414 \tabularnewline
5 & 0.041232 & 0.3167 & 0.376292 \tabularnewline
6 & -0.298922 & -2.2961 & 0.012621 \tabularnewline
7 & -0.095512 & -0.7336 & 0.233037 \tabularnewline
8 & 0.009612 & 0.0738 & 0.470696 \tabularnewline
9 & -0.127979 & -0.983 & 0.164805 \tabularnewline
10 & -0.127862 & -0.9821 & 0.165024 \tabularnewline
11 & 0.060046 & 0.4612 & 0.323169 \tabularnewline
12 & 0.156468 & 1.2019 & 0.117111 \tabularnewline
13 & 0.171932 & 1.3206 & 0.095861 \tabularnewline
14 & -0.074603 & -0.573 & 0.284398 \tabularnewline
15 & -0.138743 & -1.0657 & 0.14545 \tabularnewline
16 & -0.016422 & -0.1261 & 0.450024 \tabularnewline
17 & 0.091284 & 0.7012 & 0.242978 \tabularnewline
18 & -0.000925 & -0.0071 & 0.497177 \tabularnewline
19 & -0.052391 & -0.4024 & 0.344412 \tabularnewline
20 & -0.038765 & -0.2978 & 0.383466 \tabularnewline
21 & 0.080806 & 0.6207 & 0.2686 \tabularnewline
22 & -0.070852 & -0.5442 & 0.294169 \tabularnewline
23 & 0.122222 & 0.9388 & 0.175829 \tabularnewline
24 & -0.092325 & -0.7092 & 0.240508 \tabularnewline
25 & -0.088975 & -0.6834 & 0.248506 \tabularnewline
26 & -0.094431 & -0.7253 & 0.235556 \tabularnewline
27 & -0.046092 & -0.354 & 0.362285 \tabularnewline
28 & -0.068843 & -0.5288 & 0.299466 \tabularnewline
29 & -0.013483 & -0.1036 & 0.458933 \tabularnewline
30 & 0.064975 & 0.4991 & 0.30979 \tabularnewline
31 & -0.120522 & -0.9257 & 0.179174 \tabularnewline
32 & 0.04337 & 0.3331 & 0.370108 \tabularnewline
33 & 0.003129 & 0.024 & 0.490454 \tabularnewline
34 & -0.13179 & -1.0123 & 0.157765 \tabularnewline
35 & -0.107915 & -0.8289 & 0.205248 \tabularnewline
36 & 0.051956 & 0.3991 & 0.345637 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62207&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]0.282109[/C][C]2.1669[/C][C]0.017145[/C][/ROW]
[ROW][C]2[/C][C]-0.107668[/C][C]-0.827[/C][C]0.20578[/C][/ROW]
[ROW][C]3[/C][C]-0.00703[/C][C]-0.054[/C][C]0.47856[/C][/ROW]
[ROW][C]4[/C][C]0.085311[/C][C]0.6553[/C][C]0.257414[/C][/ROW]
[ROW][C]5[/C][C]0.041232[/C][C]0.3167[/C][C]0.376292[/C][/ROW]
[ROW][C]6[/C][C]-0.298922[/C][C]-2.2961[/C][C]0.012621[/C][/ROW]
[ROW][C]7[/C][C]-0.095512[/C][C]-0.7336[/C][C]0.233037[/C][/ROW]
[ROW][C]8[/C][C]0.009612[/C][C]0.0738[/C][C]0.470696[/C][/ROW]
[ROW][C]9[/C][C]-0.127979[/C][C]-0.983[/C][C]0.164805[/C][/ROW]
[ROW][C]10[/C][C]-0.127862[/C][C]-0.9821[/C][C]0.165024[/C][/ROW]
[ROW][C]11[/C][C]0.060046[/C][C]0.4612[/C][C]0.323169[/C][/ROW]
[ROW][C]12[/C][C]0.156468[/C][C]1.2019[/C][C]0.117111[/C][/ROW]
[ROW][C]13[/C][C]0.171932[/C][C]1.3206[/C][C]0.095861[/C][/ROW]
[ROW][C]14[/C][C]-0.074603[/C][C]-0.573[/C][C]0.284398[/C][/ROW]
[ROW][C]15[/C][C]-0.138743[/C][C]-1.0657[/C][C]0.14545[/C][/ROW]
[ROW][C]16[/C][C]-0.016422[/C][C]-0.1261[/C][C]0.450024[/C][/ROW]
[ROW][C]17[/C][C]0.091284[/C][C]0.7012[/C][C]0.242978[/C][/ROW]
[ROW][C]18[/C][C]-0.000925[/C][C]-0.0071[/C][C]0.497177[/C][/ROW]
[ROW][C]19[/C][C]-0.052391[/C][C]-0.4024[/C][C]0.344412[/C][/ROW]
[ROW][C]20[/C][C]-0.038765[/C][C]-0.2978[/C][C]0.383466[/C][/ROW]
[ROW][C]21[/C][C]0.080806[/C][C]0.6207[/C][C]0.2686[/C][/ROW]
[ROW][C]22[/C][C]-0.070852[/C][C]-0.5442[/C][C]0.294169[/C][/ROW]
[ROW][C]23[/C][C]0.122222[/C][C]0.9388[/C][C]0.175829[/C][/ROW]
[ROW][C]24[/C][C]-0.092325[/C][C]-0.7092[/C][C]0.240508[/C][/ROW]
[ROW][C]25[/C][C]-0.088975[/C][C]-0.6834[/C][C]0.248506[/C][/ROW]
[ROW][C]26[/C][C]-0.094431[/C][C]-0.7253[/C][C]0.235556[/C][/ROW]
[ROW][C]27[/C][C]-0.046092[/C][C]-0.354[/C][C]0.362285[/C][/ROW]
[ROW][C]28[/C][C]-0.068843[/C][C]-0.5288[/C][C]0.299466[/C][/ROW]
[ROW][C]29[/C][C]-0.013483[/C][C]-0.1036[/C][C]0.458933[/C][/ROW]
[ROW][C]30[/C][C]0.064975[/C][C]0.4991[/C][C]0.30979[/C][/ROW]
[ROW][C]31[/C][C]-0.120522[/C][C]-0.9257[/C][C]0.179174[/C][/ROW]
[ROW][C]32[/C][C]0.04337[/C][C]0.3331[/C][C]0.370108[/C][/ROW]
[ROW][C]33[/C][C]0.003129[/C][C]0.024[/C][C]0.490454[/C][/ROW]
[ROW][C]34[/C][C]-0.13179[/C][C]-1.0123[/C][C]0.157765[/C][/ROW]
[ROW][C]35[/C][C]-0.107915[/C][C]-0.8289[/C][C]0.205248[/C][/ROW]
[ROW][C]36[/C][C]0.051956[/C][C]0.3991[/C][C]0.345637[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62207&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62207&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	0.282109	2.1669	0.017145
2	-0.107668	-0.827	0.20578
3	-0.00703	-0.054	0.47856
4	0.085311	0.6553	0.257414
5	0.041232	0.3167	0.376292
6	-0.298922	-2.2961	0.012621
7	-0.095512	-0.7336	0.233037
8	0.009612	0.0738	0.470696
9	-0.127979	-0.983	0.164805
10	-0.127862	-0.9821	0.165024
11	0.060046	0.4612	0.323169
12	0.156468	1.2019	0.117111
13	0.171932	1.3206	0.095861
14	-0.074603	-0.573	0.284398
15	-0.138743	-1.0657	0.14545
16	-0.016422	-0.1261	0.450024
17	0.091284	0.7012	0.242978
18	-0.000925	-0.0071	0.497177
19	-0.052391	-0.4024	0.344412
20	-0.038765	-0.2978	0.383466
21	0.080806	0.6207	0.2686
22	-0.070852	-0.5442	0.294169
23	0.122222	0.9388	0.175829
24	-0.092325	-0.7092	0.240508
25	-0.088975	-0.6834	0.248506
26	-0.094431	-0.7253	0.235556
27	-0.046092	-0.354	0.362285
28	-0.068843	-0.5288	0.299466
29	-0.013483	-0.1036	0.458933
30	0.064975	0.4991	0.30979
31	-0.120522	-0.9257	0.179174
32	0.04337	0.3331	0.370108
33	0.003129	0.024	0.490454
34	-0.13179	-1.0123	0.157765
35	-0.107915	-0.8289	0.205248
36	0.051956	0.3991	0.345637

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