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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 13:35:46 -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/t1259699787kmrh9qzi9s2208c.htm/, Retrieved Thu, 25 Apr 2024 23:29:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62247, Retrieved Thu, 25 Apr 2024 23:29:15 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

183

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] [Partial Correlation ] [2009-11-25 13:28:43] [4395c69e961f9a13a0559fd2f0a72538]
-                 [(Partial) Autocorrelation Function] [link 1] [2009-12-01 20:35:46] [454b2df2fae01897bad5ff38ed3cc924] [Current]
-   P               [(Partial) Autocorrelation Function] [Verbetering] [2009-12-02 22:45:34] [34b80aeb109c116fd63bf2eb7493a276] 

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Dataseries X:

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Boxplots

7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5

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=62247&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=62247&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62247&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	0.856954	7.3218	0
2	0.592055	5.0585	2e-06
3	0.361325	3.0872	0.001428
4	0.279864	2.3912	0.009687
5	0.331171	2.8295	0.003008
6	0.39732	3.3947	0.000557
7	0.385883	3.297	0.000756
8	0.308856	2.6389	0.005081
9	0.239579	2.047	0.022131
10	0.222556	1.9015	0.03059
11	0.261961	2.2382	0.014129
12	0.31004	2.649	0.004945
13	0.29662	2.5343	0.006705
14	0.250104	2.1369	0.017979
15	0.171826	1.4681	0.073189
16	0.090209	0.7708	0.221671
17	0.027262	0.2329	0.408234
18	-0.018847	-0.161	0.436258
19	-0.054786	-0.4681	0.320557
20	-0.086473	-0.7388	0.231192
21	-0.117411	-1.0032	0.159549
22	-0.156935	-1.3408	0.092063
23	-0.179538	-1.534	0.064679
24	-0.157386	-1.3447	0.091442
25	-0.105805	-0.904	0.184484
26	-0.036898	-0.3153	0.376734
27	-0.008165	-0.0698	0.472288
28	-0.039774	-0.3398	0.36748
29	-0.122144	-1.0436	0.150057
30	-0.221101	-1.8891	0.031426
31	-0.296973	-2.5373	0.006653
32	-0.327089	-2.7946	0.003317
33	-0.301864	-2.5791	0.005959
34	-0.251466	-2.1485	0.017495
35	-0.192482	-1.6446	0.05218
36	-0.152501	-1.303	0.098341

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.856954 & 7.3218 & 0 \tabularnewline
2 & 0.592055 & 5.0585 & 2e-06 \tabularnewline
3 & 0.361325 & 3.0872 & 0.001428 \tabularnewline
4 & 0.279864 & 2.3912 & 0.009687 \tabularnewline
5 & 0.331171 & 2.8295 & 0.003008 \tabularnewline
6 & 0.39732 & 3.3947 & 0.000557 \tabularnewline
7 & 0.385883 & 3.297 & 0.000756 \tabularnewline
8 & 0.308856 & 2.6389 & 0.005081 \tabularnewline
9 & 0.239579 & 2.047 & 0.022131 \tabularnewline
10 & 0.222556 & 1.9015 & 0.03059 \tabularnewline
11 & 0.261961 & 2.2382 & 0.014129 \tabularnewline
12 & 0.31004 & 2.649 & 0.004945 \tabularnewline
13 & 0.29662 & 2.5343 & 0.006705 \tabularnewline
14 & 0.250104 & 2.1369 & 0.017979 \tabularnewline
15 & 0.171826 & 1.4681 & 0.073189 \tabularnewline
16 & 0.090209 & 0.7708 & 0.221671 \tabularnewline
17 & 0.027262 & 0.2329 & 0.408234 \tabularnewline
18 & -0.018847 & -0.161 & 0.436258 \tabularnewline
19 & -0.054786 & -0.4681 & 0.320557 \tabularnewline
20 & -0.086473 & -0.7388 & 0.231192 \tabularnewline
21 & -0.117411 & -1.0032 & 0.159549 \tabularnewline
22 & -0.156935 & -1.3408 & 0.092063 \tabularnewline
23 & -0.179538 & -1.534 & 0.064679 \tabularnewline
24 & -0.157386 & -1.3447 & 0.091442 \tabularnewline
25 & -0.105805 & -0.904 & 0.184484 \tabularnewline
26 & -0.036898 & -0.3153 & 0.376734 \tabularnewline
27 & -0.008165 & -0.0698 & 0.472288 \tabularnewline
28 & -0.039774 & -0.3398 & 0.36748 \tabularnewline
29 & -0.122144 & -1.0436 & 0.150057 \tabularnewline
30 & -0.221101 & -1.8891 & 0.031426 \tabularnewline
31 & -0.296973 & -2.5373 & 0.006653 \tabularnewline
32 & -0.327089 & -2.7946 & 0.003317 \tabularnewline
33 & -0.301864 & -2.5791 & 0.005959 \tabularnewline
34 & -0.251466 & -2.1485 & 0.017495 \tabularnewline
35 & -0.192482 & -1.6446 & 0.05218 \tabularnewline
36 & -0.152501 & -1.303 & 0.098341 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62247&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]0.856954[/C][C]7.3218[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.592055[/C][C]5.0585[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.361325[/C][C]3.0872[/C][C]0.001428[/C][/ROW]
[ROW][C]4[/C][C]0.279864[/C][C]2.3912[/C][C]0.009687[/C][/ROW]
[ROW][C]5[/C][C]0.331171[/C][C]2.8295[/C][C]0.003008[/C][/ROW]
[ROW][C]6[/C][C]0.39732[/C][C]3.3947[/C][C]0.000557[/C][/ROW]
[ROW][C]7[/C][C]0.385883[/C][C]3.297[/C][C]0.000756[/C][/ROW]
[ROW][C]8[/C][C]0.308856[/C][C]2.6389[/C][C]0.005081[/C][/ROW]
[ROW][C]9[/C][C]0.239579[/C][C]2.047[/C][C]0.022131[/C][/ROW]
[ROW][C]10[/C][C]0.222556[/C][C]1.9015[/C][C]0.03059[/C][/ROW]
[ROW][C]11[/C][C]0.261961[/C][C]2.2382[/C][C]0.014129[/C][/ROW]
[ROW][C]12[/C][C]0.31004[/C][C]2.649[/C][C]0.004945[/C][/ROW]
[ROW][C]13[/C][C]0.29662[/C][C]2.5343[/C][C]0.006705[/C][/ROW]
[ROW][C]14[/C][C]0.250104[/C][C]2.1369[/C][C]0.017979[/C][/ROW]
[ROW][C]15[/C][C]0.171826[/C][C]1.4681[/C][C]0.073189[/C][/ROW]
[ROW][C]16[/C][C]0.090209[/C][C]0.7708[/C][C]0.221671[/C][/ROW]
[ROW][C]17[/C][C]0.027262[/C][C]0.2329[/C][C]0.408234[/C][/ROW]
[ROW][C]18[/C][C]-0.018847[/C][C]-0.161[/C][C]0.436258[/C][/ROW]
[ROW][C]19[/C][C]-0.054786[/C][C]-0.4681[/C][C]0.320557[/C][/ROW]
[ROW][C]20[/C][C]-0.086473[/C][C]-0.7388[/C][C]0.231192[/C][/ROW]
[ROW][C]21[/C][C]-0.117411[/C][C]-1.0032[/C][C]0.159549[/C][/ROW]
[ROW][C]22[/C][C]-0.156935[/C][C]-1.3408[/C][C]0.092063[/C][/ROW]
[ROW][C]23[/C][C]-0.179538[/C][C]-1.534[/C][C]0.064679[/C][/ROW]
[ROW][C]24[/C][C]-0.157386[/C][C]-1.3447[/C][C]0.091442[/C][/ROW]
[ROW][C]25[/C][C]-0.105805[/C][C]-0.904[/C][C]0.184484[/C][/ROW]
[ROW][C]26[/C][C]-0.036898[/C][C]-0.3153[/C][C]0.376734[/C][/ROW]
[ROW][C]27[/C][C]-0.008165[/C][C]-0.0698[/C][C]0.472288[/C][/ROW]
[ROW][C]28[/C][C]-0.039774[/C][C]-0.3398[/C][C]0.36748[/C][/ROW]
[ROW][C]29[/C][C]-0.122144[/C][C]-1.0436[/C][C]0.150057[/C][/ROW]
[ROW][C]30[/C][C]-0.221101[/C][C]-1.8891[/C][C]0.031426[/C][/ROW]
[ROW][C]31[/C][C]-0.296973[/C][C]-2.5373[/C][C]0.006653[/C][/ROW]
[ROW][C]32[/C][C]-0.327089[/C][C]-2.7946[/C][C]0.003317[/C][/ROW]
[ROW][C]33[/C][C]-0.301864[/C][C]-2.5791[/C][C]0.005959[/C][/ROW]
[ROW][C]34[/C][C]-0.251466[/C][C]-2.1485[/C][C]0.017495[/C][/ROW]
[ROW][C]35[/C][C]-0.192482[/C][C]-1.6446[/C][C]0.05218[/C][/ROW]
[ROW][C]36[/C][C]-0.152501[/C][C]-1.303[/C][C]0.098341[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62247&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62247&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	0.856954	7.3218	0
2	0.592055	5.0585	2e-06
3	0.361325	3.0872	0.001428
4	0.279864	2.3912	0.009687
5	0.331171	2.8295	0.003008
6	0.39732	3.3947	0.000557
7	0.385883	3.297	0.000756
8	0.308856	2.6389	0.005081
9	0.239579	2.047	0.022131
10	0.222556	1.9015	0.03059
11	0.261961	2.2382	0.014129
12	0.31004	2.649	0.004945
13	0.29662	2.5343	0.006705
14	0.250104	2.1369	0.017979
15	0.171826	1.4681	0.073189
16	0.090209	0.7708	0.221671
17	0.027262	0.2329	0.408234
18	-0.018847	-0.161	0.436258
19	-0.054786	-0.4681	0.320557
20	-0.086473	-0.7388	0.231192
21	-0.117411	-1.0032	0.159549
22	-0.156935	-1.3408	0.092063
23	-0.179538	-1.534	0.064679
24	-0.157386	-1.3447	0.091442
25	-0.105805	-0.904	0.184484
26	-0.036898	-0.3153	0.376734
27	-0.008165	-0.0698	0.472288
28	-0.039774	-0.3398	0.36748
29	-0.122144	-1.0436	0.150057
30	-0.221101	-1.8891	0.031426
31	-0.296973	-2.5373	0.006653
32	-0.327089	-2.7946	0.003317
33	-0.301864	-2.5791	0.005959
34	-0.251466	-2.1485	0.017495
35	-0.192482	-1.6446	0.05218
36	-0.152501	-1.303	0.098341

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.856954	7.3218	0
2	-0.535767	-4.5776	9e-06
3	0.217868	1.8615	0.033352
4	0.346002	2.9562	0.002096
5	0.085986	0.7347	0.232447
6	-0.153852	-1.3145	0.096394
7	-0.050761	-0.4337	0.332891
8	0.161196	1.3773	0.08632
9	0.122041	1.0427	0.150259
10	-0.074477	-0.6363	0.263274
11	0.055261	0.4722	0.319113
12	0.081008	0.6921	0.245524
13	-0.15401	-1.3159	0.096169
14	0.160642	1.3725	0.087051
15	-0.210384	-1.7975	0.038194
16	-0.13148	-1.1234	0.132482
17	0.002237	0.0191	0.492401
18	-0.050585	-0.4322	0.333436
19	-0.092264	-0.7883	0.216536
20	-0.110786	-0.9466	0.173493
21	-0.034772	-0.2971	0.383618
22	-0.061221	-0.5231	0.301255
23	0.024427	0.2087	0.417632
24	0.158919	1.3578	0.089354
25	-0.016203	-0.1384	0.445136
26	0.025884	0.2212	0.412794
27	0.022137	0.1891	0.425256
28	-0.010935	-0.0934	0.462911
29	-0.120576	-1.0302	0.153158
30	-0.118441	-1.012	0.15745
31	-0.04417	-0.3774	0.35349
32	-0.020531	-0.1754	0.430618
33	0.090394	0.7723	0.221207
34	0.031865	0.2723	0.393097
35	0.039282	0.3356	0.369058
36	-0.032193	-0.2751	0.392025

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.856954 & 7.3218 & 0 \tabularnewline
2 & -0.535767 & -4.5776 & 9e-06 \tabularnewline
3 & 0.217868 & 1.8615 & 0.033352 \tabularnewline
4 & 0.346002 & 2.9562 & 0.002096 \tabularnewline
5 & 0.085986 & 0.7347 & 0.232447 \tabularnewline
6 & -0.153852 & -1.3145 & 0.096394 \tabularnewline
7 & -0.050761 & -0.4337 & 0.332891 \tabularnewline
8 & 0.161196 & 1.3773 & 0.08632 \tabularnewline
9 & 0.122041 & 1.0427 & 0.150259 \tabularnewline
10 & -0.074477 & -0.6363 & 0.263274 \tabularnewline
11 & 0.055261 & 0.4722 & 0.319113 \tabularnewline
12 & 0.081008 & 0.6921 & 0.245524 \tabularnewline
13 & -0.15401 & -1.3159 & 0.096169 \tabularnewline
14 & 0.160642 & 1.3725 & 0.087051 \tabularnewline
15 & -0.210384 & -1.7975 & 0.038194 \tabularnewline
16 & -0.13148 & -1.1234 & 0.132482 \tabularnewline
17 & 0.002237 & 0.0191 & 0.492401 \tabularnewline
18 & -0.050585 & -0.4322 & 0.333436 \tabularnewline
19 & -0.092264 & -0.7883 & 0.216536 \tabularnewline
20 & -0.110786 & -0.9466 & 0.173493 \tabularnewline
21 & -0.034772 & -0.2971 & 0.383618 \tabularnewline
22 & -0.061221 & -0.5231 & 0.301255 \tabularnewline
23 & 0.024427 & 0.2087 & 0.417632 \tabularnewline
24 & 0.158919 & 1.3578 & 0.089354 \tabularnewline
25 & -0.016203 & -0.1384 & 0.445136 \tabularnewline
26 & 0.025884 & 0.2212 & 0.412794 \tabularnewline
27 & 0.022137 & 0.1891 & 0.425256 \tabularnewline
28 & -0.010935 & -0.0934 & 0.462911 \tabularnewline
29 & -0.120576 & -1.0302 & 0.153158 \tabularnewline
30 & -0.118441 & -1.012 & 0.15745 \tabularnewline
31 & -0.04417 & -0.3774 & 0.35349 \tabularnewline
32 & -0.020531 & -0.1754 & 0.430618 \tabularnewline
33 & 0.090394 & 0.7723 & 0.221207 \tabularnewline
34 & 0.031865 & 0.2723 & 0.393097 \tabularnewline
35 & 0.039282 & 0.3356 & 0.369058 \tabularnewline
36 & -0.032193 & -0.2751 & 0.392025 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62247&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]0.856954[/C][C]7.3218[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.535767[/C][C]-4.5776[/C][C]9e-06[/C][/ROW]
[ROW][C]3[/C][C]0.217868[/C][C]1.8615[/C][C]0.033352[/C][/ROW]
[ROW][C]4[/C][C]0.346002[/C][C]2.9562[/C][C]0.002096[/C][/ROW]
[ROW][C]5[/C][C]0.085986[/C][C]0.7347[/C][C]0.232447[/C][/ROW]
[ROW][C]6[/C][C]-0.153852[/C][C]-1.3145[/C][C]0.096394[/C][/ROW]
[ROW][C]7[/C][C]-0.050761[/C][C]-0.4337[/C][C]0.332891[/C][/ROW]
[ROW][C]8[/C][C]0.161196[/C][C]1.3773[/C][C]0.08632[/C][/ROW]
[ROW][C]9[/C][C]0.122041[/C][C]1.0427[/C][C]0.150259[/C][/ROW]
[ROW][C]10[/C][C]-0.074477[/C][C]-0.6363[/C][C]0.263274[/C][/ROW]
[ROW][C]11[/C][C]0.055261[/C][C]0.4722[/C][C]0.319113[/C][/ROW]
[ROW][C]12[/C][C]0.081008[/C][C]0.6921[/C][C]0.245524[/C][/ROW]
[ROW][C]13[/C][C]-0.15401[/C][C]-1.3159[/C][C]0.096169[/C][/ROW]
[ROW][C]14[/C][C]0.160642[/C][C]1.3725[/C][C]0.087051[/C][/ROW]
[ROW][C]15[/C][C]-0.210384[/C][C]-1.7975[/C][C]0.038194[/C][/ROW]
[ROW][C]16[/C][C]-0.13148[/C][C]-1.1234[/C][C]0.132482[/C][/ROW]
[ROW][C]17[/C][C]0.002237[/C][C]0.0191[/C][C]0.492401[/C][/ROW]
[ROW][C]18[/C][C]-0.050585[/C][C]-0.4322[/C][C]0.333436[/C][/ROW]
[ROW][C]19[/C][C]-0.092264[/C][C]-0.7883[/C][C]0.216536[/C][/ROW]
[ROW][C]20[/C][C]-0.110786[/C][C]-0.9466[/C][C]0.173493[/C][/ROW]
[ROW][C]21[/C][C]-0.034772[/C][C]-0.2971[/C][C]0.383618[/C][/ROW]
[ROW][C]22[/C][C]-0.061221[/C][C]-0.5231[/C][C]0.301255[/C][/ROW]
[ROW][C]23[/C][C]0.024427[/C][C]0.2087[/C][C]0.417632[/C][/ROW]
[ROW][C]24[/C][C]0.158919[/C][C]1.3578[/C][C]0.089354[/C][/ROW]
[ROW][C]25[/C][C]-0.016203[/C][C]-0.1384[/C][C]0.445136[/C][/ROW]
[ROW][C]26[/C][C]0.025884[/C][C]0.2212[/C][C]0.412794[/C][/ROW]
[ROW][C]27[/C][C]0.022137[/C][C]0.1891[/C][C]0.425256[/C][/ROW]
[ROW][C]28[/C][C]-0.010935[/C][C]-0.0934[/C][C]0.462911[/C][/ROW]
[ROW][C]29[/C][C]-0.120576[/C][C]-1.0302[/C][C]0.153158[/C][/ROW]
[ROW][C]30[/C][C]-0.118441[/C][C]-1.012[/C][C]0.15745[/C][/ROW]
[ROW][C]31[/C][C]-0.04417[/C][C]-0.3774[/C][C]0.35349[/C][/ROW]
[ROW][C]32[/C][C]-0.020531[/C][C]-0.1754[/C][C]0.430618[/C][/ROW]
[ROW][C]33[/C][C]0.090394[/C][C]0.7723[/C][C]0.221207[/C][/ROW]
[ROW][C]34[/C][C]0.031865[/C][C]0.2723[/C][C]0.393097[/C][/ROW]
[ROW][C]35[/C][C]0.039282[/C][C]0.3356[/C][C]0.369058[/C][/ROW]
[ROW][C]36[/C][C]-0.032193[/C][C]-0.2751[/C][C]0.392025[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62247&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62247&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	0.856954	7.3218	0
2	-0.535767	-4.5776	9e-06
3	0.217868	1.8615	0.033352
4	0.346002	2.9562	0.002096
5	0.085986	0.7347	0.232447
6	-0.153852	-1.3145	0.096394
7	-0.050761	-0.4337	0.332891
8	0.161196	1.3773	0.08632
9	0.122041	1.0427	0.150259
10	-0.074477	-0.6363	0.263274
11	0.055261	0.4722	0.319113
12	0.081008	0.6921	0.245524
13	-0.15401	-1.3159	0.096169
14	0.160642	1.3725	0.087051
15	-0.210384	-1.7975	0.038194
16	-0.13148	-1.1234	0.132482
17	0.002237	0.0191	0.492401
18	-0.050585	-0.4322	0.333436
19	-0.092264	-0.7883	0.216536
20	-0.110786	-0.9466	0.173493
21	-0.034772	-0.2971	0.383618
22	-0.061221	-0.5231	0.301255
23	0.024427	0.2087	0.417632
24	0.158919	1.3578	0.089354
25	-0.016203	-0.1384	0.445136
26	0.025884	0.2212	0.412794
27	0.022137	0.1891	0.425256
28	-0.010935	-0.0934	0.462911
29	-0.120576	-1.0302	0.153158
30	-0.118441	-1.012	0.15745
31	-0.04417	-0.3774	0.35349
32	-0.020531	-0.1754	0.430618
33	0.090394	0.7723	0.221207
34	0.031865	0.2723	0.393097
35	0.039282	0.3356	0.369058
36	-0.032193	-0.2751	0.392025

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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