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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Dec 2009 13:38:29 -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/t1259699943636tjjbjqm8zdzj.htm/, Retrieved Fri, 26 Apr 2024 07:18:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62249, Retrieved Fri, 26 Apr 2024 07:18:53 +0000

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User-defined keywords

Estimated Impact

153

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 12:26:39] [b98453cac15ba1066b407e146608df68]
F    D        [(Partial) Autocorrelation Function] [Partial Correlati...] [2009-11-25 13:47:43] [4395c69e961f9a13a0559fd2f0a72538]
-                 [(Partial) Autocorrelation Function] [link3] [2009-12-01 20:38:29] [454b2df2fae01897bad5ff38ed3cc924] [Current]

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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=62249&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=62249&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62249&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	0.51197	3.9657	9.9e-05
2	-0.07737	-0.5993	0.275614
3	-0.544377	-4.2167	4.2e-05
4	-0.463927	-3.5936	0.00033
5	-0.154578	-1.1974	0.117939
6	0.191939	1.4868	0.071158
7	0.277519	2.1496	0.017812
8	0.207712	1.6089	0.05644
9	-0.012414	-0.0962	0.461858
10	-0.104128	-0.8066	0.211548
11	-0.048879	-0.3786	0.353154
12	-0.005914	-0.0458	0.481807
13	0.108349	0.8393	0.202326
14	0.028728	0.2225	0.41233
15	-0.059314	-0.4594	0.323787
16	-0.174647	-1.3528	0.090596
17	-0.135481	-1.0494	0.149094
18	-0.010201	-0.079	0.468642
19	0.183021	1.4177	0.080729
20	0.276135	2.1389	0.01826
21	0.240458	1.8626	0.03371
22	-0.048433	-0.3752	0.354432
23	-0.320037	-2.479	0.008002
24	-0.377496	-2.9241	0.002434
25	-0.17389	-1.3469	0.091531
26	0.126467	0.9796	0.165605
27	0.269857	2.0903	0.020418
28	0.167948	1.3009	0.09913
29	-0.022608	-0.1751	0.430787
30	-0.218673	-1.6938	0.047741
31	-0.189321	-1.4665	0.07387
32	-0.075945	-0.5883	0.27928
33	0.036165	0.2801	0.39017
34	0.023789	0.1843	0.427212
35	0.006284	0.0487	0.480668
36	-0.085177	-0.6598	0.255961

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.51197 & 3.9657 & 9.9e-05 \tabularnewline
2 & -0.07737 & -0.5993 & 0.275614 \tabularnewline
3 & -0.544377 & -4.2167 & 4.2e-05 \tabularnewline
4 & -0.463927 & -3.5936 & 0.00033 \tabularnewline
5 & -0.154578 & -1.1974 & 0.117939 \tabularnewline
6 & 0.191939 & 1.4868 & 0.071158 \tabularnewline
7 & 0.277519 & 2.1496 & 0.017812 \tabularnewline
8 & 0.207712 & 1.6089 & 0.05644 \tabularnewline
9 & -0.012414 & -0.0962 & 0.461858 \tabularnewline
10 & -0.104128 & -0.8066 & 0.211548 \tabularnewline
11 & -0.048879 & -0.3786 & 0.353154 \tabularnewline
12 & -0.005914 & -0.0458 & 0.481807 \tabularnewline
13 & 0.108349 & 0.8393 & 0.202326 \tabularnewline
14 & 0.028728 & 0.2225 & 0.41233 \tabularnewline
15 & -0.059314 & -0.4594 & 0.323787 \tabularnewline
16 & -0.174647 & -1.3528 & 0.090596 \tabularnewline
17 & -0.135481 & -1.0494 & 0.149094 \tabularnewline
18 & -0.010201 & -0.079 & 0.468642 \tabularnewline
19 & 0.183021 & 1.4177 & 0.080729 \tabularnewline
20 & 0.276135 & 2.1389 & 0.01826 \tabularnewline
21 & 0.240458 & 1.8626 & 0.03371 \tabularnewline
22 & -0.048433 & -0.3752 & 0.354432 \tabularnewline
23 & -0.320037 & -2.479 & 0.008002 \tabularnewline
24 & -0.377496 & -2.9241 & 0.002434 \tabularnewline
25 & -0.17389 & -1.3469 & 0.091531 \tabularnewline
26 & 0.126467 & 0.9796 & 0.165605 \tabularnewline
27 & 0.269857 & 2.0903 & 0.020418 \tabularnewline
28 & 0.167948 & 1.3009 & 0.09913 \tabularnewline
29 & -0.022608 & -0.1751 & 0.430787 \tabularnewline
30 & -0.218673 & -1.6938 & 0.047741 \tabularnewline
31 & -0.189321 & -1.4665 & 0.07387 \tabularnewline
32 & -0.075945 & -0.5883 & 0.27928 \tabularnewline
33 & 0.036165 & 0.2801 & 0.39017 \tabularnewline
34 & 0.023789 & 0.1843 & 0.427212 \tabularnewline
35 & 0.006284 & 0.0487 & 0.480668 \tabularnewline
36 & -0.085177 & -0.6598 & 0.255961 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62249&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]0.51197[/C][C]3.9657[/C][C]9.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.07737[/C][C]-0.5993[/C][C]0.275614[/C][/ROW]
[ROW][C]3[/C][C]-0.544377[/C][C]-4.2167[/C][C]4.2e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.463927[/C][C]-3.5936[/C][C]0.00033[/C][/ROW]
[ROW][C]5[/C][C]-0.154578[/C][C]-1.1974[/C][C]0.117939[/C][/ROW]
[ROW][C]6[/C][C]0.191939[/C][C]1.4868[/C][C]0.071158[/C][/ROW]
[ROW][C]7[/C][C]0.277519[/C][C]2.1496[/C][C]0.017812[/C][/ROW]
[ROW][C]8[/C][C]0.207712[/C][C]1.6089[/C][C]0.05644[/C][/ROW]
[ROW][C]9[/C][C]-0.012414[/C][C]-0.0962[/C][C]0.461858[/C][/ROW]
[ROW][C]10[/C][C]-0.104128[/C][C]-0.8066[/C][C]0.211548[/C][/ROW]
[ROW][C]11[/C][C]-0.048879[/C][C]-0.3786[/C][C]0.353154[/C][/ROW]
[ROW][C]12[/C][C]-0.005914[/C][C]-0.0458[/C][C]0.481807[/C][/ROW]
[ROW][C]13[/C][C]0.108349[/C][C]0.8393[/C][C]0.202326[/C][/ROW]
[ROW][C]14[/C][C]0.028728[/C][C]0.2225[/C][C]0.41233[/C][/ROW]
[ROW][C]15[/C][C]-0.059314[/C][C]-0.4594[/C][C]0.323787[/C][/ROW]
[ROW][C]16[/C][C]-0.174647[/C][C]-1.3528[/C][C]0.090596[/C][/ROW]
[ROW][C]17[/C][C]-0.135481[/C][C]-1.0494[/C][C]0.149094[/C][/ROW]
[ROW][C]18[/C][C]-0.010201[/C][C]-0.079[/C][C]0.468642[/C][/ROW]
[ROW][C]19[/C][C]0.183021[/C][C]1.4177[/C][C]0.080729[/C][/ROW]
[ROW][C]20[/C][C]0.276135[/C][C]2.1389[/C][C]0.01826[/C][/ROW]
[ROW][C]21[/C][C]0.240458[/C][C]1.8626[/C][C]0.03371[/C][/ROW]
[ROW][C]22[/C][C]-0.048433[/C][C]-0.3752[/C][C]0.354432[/C][/ROW]
[ROW][C]23[/C][C]-0.320037[/C][C]-2.479[/C][C]0.008002[/C][/ROW]
[ROW][C]24[/C][C]-0.377496[/C][C]-2.9241[/C][C]0.002434[/C][/ROW]
[ROW][C]25[/C][C]-0.17389[/C][C]-1.3469[/C][C]0.091531[/C][/ROW]
[ROW][C]26[/C][C]0.126467[/C][C]0.9796[/C][C]0.165605[/C][/ROW]
[ROW][C]27[/C][C]0.269857[/C][C]2.0903[/C][C]0.020418[/C][/ROW]
[ROW][C]28[/C][C]0.167948[/C][C]1.3009[/C][C]0.09913[/C][/ROW]
[ROW][C]29[/C][C]-0.022608[/C][C]-0.1751[/C][C]0.430787[/C][/ROW]
[ROW][C]30[/C][C]-0.218673[/C][C]-1.6938[/C][C]0.047741[/C][/ROW]
[ROW][C]31[/C][C]-0.189321[/C][C]-1.4665[/C][C]0.07387[/C][/ROW]
[ROW][C]32[/C][C]-0.075945[/C][C]-0.5883[/C][C]0.27928[/C][/ROW]
[ROW][C]33[/C][C]0.036165[/C][C]0.2801[/C][C]0.39017[/C][/ROW]
[ROW][C]34[/C][C]0.023789[/C][C]0.1843[/C][C]0.427212[/C][/ROW]
[ROW][C]35[/C][C]0.006284[/C][C]0.0487[/C][C]0.480668[/C][/ROW]
[ROW][C]36[/C][C]-0.085177[/C][C]-0.6598[/C][C]0.255961[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62249&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62249&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	0.51197	3.9657	9.9e-05
2	-0.07737	-0.5993	0.275614
3	-0.544377	-4.2167	4.2e-05
4	-0.463927	-3.5936	0.00033
5	-0.154578	-1.1974	0.117939
6	0.191939	1.4868	0.071158
7	0.277519	2.1496	0.017812
8	0.207712	1.6089	0.05644
9	-0.012414	-0.0962	0.461858
10	-0.104128	-0.8066	0.211548
11	-0.048879	-0.3786	0.353154
12	-0.005914	-0.0458	0.481807
13	0.108349	0.8393	0.202326
14	0.028728	0.2225	0.41233
15	-0.059314	-0.4594	0.323787
16	-0.174647	-1.3528	0.090596
17	-0.135481	-1.0494	0.149094
18	-0.010201	-0.079	0.468642
19	0.183021	1.4177	0.080729
20	0.276135	2.1389	0.01826
21	0.240458	1.8626	0.03371
22	-0.048433	-0.3752	0.354432
23	-0.320037	-2.479	0.008002
24	-0.377496	-2.9241	0.002434
25	-0.17389	-1.3469	0.091531
26	0.126467	0.9796	0.165605
27	0.269857	2.0903	0.020418
28	0.167948	1.3009	0.09913
29	-0.022608	-0.1751	0.430787
30	-0.218673	-1.6938	0.047741
31	-0.189321	-1.4665	0.07387
32	-0.075945	-0.5883	0.27928
33	0.036165	0.2801	0.39017
34	0.023789	0.1843	0.427212
35	0.006284	0.0487	0.480668
36	-0.085177	-0.6598	0.255961

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.51197	3.9657	9.9e-05
2	-0.460076	-3.5637	0.000362
3	-0.43149	-3.3423	0.000717
4	0.095489	0.7397	0.231196
5	-0.07422	-0.5749	0.283751
6	-0.020984	-0.1625	0.435714
7	-0.031679	-0.2454	0.403497
8	0.067437	0.5224	0.301669
9	-0.066264	-0.5133	0.30482
10	0.077287	0.5987	0.275825
11	0.170786	1.3229	0.095444
12	-0.143282	-1.1099	0.135745
13	0.247024	1.9134	0.030233
14	-0.135356	-1.0485	0.149316
15	-0.063649	-0.493	0.311898
16	-0.040275	-0.312	0.378073
17	-0.062817	-0.4866	0.314166
18	0.019615	0.1519	0.439874
19	0.035612	0.2758	0.391807
20	0.215467	1.669	0.050164
21	0.008946	0.0693	0.472493
22	-0.134698	-1.0434	0.150482
23	-0.036771	-0.2848	0.388378
24	-0.067674	-0.5242	0.301034
25	0.013104	0.1015	0.459746
26	-0.077879	-0.6032	0.274309
27	-0.029097	-0.2254	0.411224
28	-0.150306	-1.1643	0.124463
29	0.016923	0.1311	0.448072
30	-0.157452	-1.2196	0.113691
31	-0.006514	-0.0505	0.479963
32	-0.076683	-0.594	0.277378
33	-0.119326	-0.9243	0.179517
34	-0.115896	-0.8977	0.186459
35	0.052359	0.4056	0.343251
36	-0.157291	-1.2184	0.113927

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.51197 & 3.9657 & 9.9e-05 \tabularnewline
2 & -0.460076 & -3.5637 & 0.000362 \tabularnewline
3 & -0.43149 & -3.3423 & 0.000717 \tabularnewline
4 & 0.095489 & 0.7397 & 0.231196 \tabularnewline
5 & -0.07422 & -0.5749 & 0.283751 \tabularnewline
6 & -0.020984 & -0.1625 & 0.435714 \tabularnewline
7 & -0.031679 & -0.2454 & 0.403497 \tabularnewline
8 & 0.067437 & 0.5224 & 0.301669 \tabularnewline
9 & -0.066264 & -0.5133 & 0.30482 \tabularnewline
10 & 0.077287 & 0.5987 & 0.275825 \tabularnewline
11 & 0.170786 & 1.3229 & 0.095444 \tabularnewline
12 & -0.143282 & -1.1099 & 0.135745 \tabularnewline
13 & 0.247024 & 1.9134 & 0.030233 \tabularnewline
14 & -0.135356 & -1.0485 & 0.149316 \tabularnewline
15 & -0.063649 & -0.493 & 0.311898 \tabularnewline
16 & -0.040275 & -0.312 & 0.378073 \tabularnewline
17 & -0.062817 & -0.4866 & 0.314166 \tabularnewline
18 & 0.019615 & 0.1519 & 0.439874 \tabularnewline
19 & 0.035612 & 0.2758 & 0.391807 \tabularnewline
20 & 0.215467 & 1.669 & 0.050164 \tabularnewline
21 & 0.008946 & 0.0693 & 0.472493 \tabularnewline
22 & -0.134698 & -1.0434 & 0.150482 \tabularnewline
23 & -0.036771 & -0.2848 & 0.388378 \tabularnewline
24 & -0.067674 & -0.5242 & 0.301034 \tabularnewline
25 & 0.013104 & 0.1015 & 0.459746 \tabularnewline
26 & -0.077879 & -0.6032 & 0.274309 \tabularnewline
27 & -0.029097 & -0.2254 & 0.411224 \tabularnewline
28 & -0.150306 & -1.1643 & 0.124463 \tabularnewline
29 & 0.016923 & 0.1311 & 0.448072 \tabularnewline
30 & -0.157452 & -1.2196 & 0.113691 \tabularnewline
31 & -0.006514 & -0.0505 & 0.479963 \tabularnewline
32 & -0.076683 & -0.594 & 0.277378 \tabularnewline
33 & -0.119326 & -0.9243 & 0.179517 \tabularnewline
34 & -0.115896 & -0.8977 & 0.186459 \tabularnewline
35 & 0.052359 & 0.4056 & 0.343251 \tabularnewline
36 & -0.157291 & -1.2184 & 0.113927 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62249&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]0.51197[/C][C]3.9657[/C][C]9.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.460076[/C][C]-3.5637[/C][C]0.000362[/C][/ROW]
[ROW][C]3[/C][C]-0.43149[/C][C]-3.3423[/C][C]0.000717[/C][/ROW]
[ROW][C]4[/C][C]0.095489[/C][C]0.7397[/C][C]0.231196[/C][/ROW]
[ROW][C]5[/C][C]-0.07422[/C][C]-0.5749[/C][C]0.283751[/C][/ROW]
[ROW][C]6[/C][C]-0.020984[/C][C]-0.1625[/C][C]0.435714[/C][/ROW]
[ROW][C]7[/C][C]-0.031679[/C][C]-0.2454[/C][C]0.403497[/C][/ROW]
[ROW][C]8[/C][C]0.067437[/C][C]0.5224[/C][C]0.301669[/C][/ROW]
[ROW][C]9[/C][C]-0.066264[/C][C]-0.5133[/C][C]0.30482[/C][/ROW]
[ROW][C]10[/C][C]0.077287[/C][C]0.5987[/C][C]0.275825[/C][/ROW]
[ROW][C]11[/C][C]0.170786[/C][C]1.3229[/C][C]0.095444[/C][/ROW]
[ROW][C]12[/C][C]-0.143282[/C][C]-1.1099[/C][C]0.135745[/C][/ROW]
[ROW][C]13[/C][C]0.247024[/C][C]1.9134[/C][C]0.030233[/C][/ROW]
[ROW][C]14[/C][C]-0.135356[/C][C]-1.0485[/C][C]0.149316[/C][/ROW]
[ROW][C]15[/C][C]-0.063649[/C][C]-0.493[/C][C]0.311898[/C][/ROW]
[ROW][C]16[/C][C]-0.040275[/C][C]-0.312[/C][C]0.378073[/C][/ROW]
[ROW][C]17[/C][C]-0.062817[/C][C]-0.4866[/C][C]0.314166[/C][/ROW]
[ROW][C]18[/C][C]0.019615[/C][C]0.1519[/C][C]0.439874[/C][/ROW]
[ROW][C]19[/C][C]0.035612[/C][C]0.2758[/C][C]0.391807[/C][/ROW]
[ROW][C]20[/C][C]0.215467[/C][C]1.669[/C][C]0.050164[/C][/ROW]
[ROW][C]21[/C][C]0.008946[/C][C]0.0693[/C][C]0.472493[/C][/ROW]
[ROW][C]22[/C][C]-0.134698[/C][C]-1.0434[/C][C]0.150482[/C][/ROW]
[ROW][C]23[/C][C]-0.036771[/C][C]-0.2848[/C][C]0.388378[/C][/ROW]
[ROW][C]24[/C][C]-0.067674[/C][C]-0.5242[/C][C]0.301034[/C][/ROW]
[ROW][C]25[/C][C]0.013104[/C][C]0.1015[/C][C]0.459746[/C][/ROW]
[ROW][C]26[/C][C]-0.077879[/C][C]-0.6032[/C][C]0.274309[/C][/ROW]
[ROW][C]27[/C][C]-0.029097[/C][C]-0.2254[/C][C]0.411224[/C][/ROW]
[ROW][C]28[/C][C]-0.150306[/C][C]-1.1643[/C][C]0.124463[/C][/ROW]
[ROW][C]29[/C][C]0.016923[/C][C]0.1311[/C][C]0.448072[/C][/ROW]
[ROW][C]30[/C][C]-0.157452[/C][C]-1.2196[/C][C]0.113691[/C][/ROW]
[ROW][C]31[/C][C]-0.006514[/C][C]-0.0505[/C][C]0.479963[/C][/ROW]
[ROW][C]32[/C][C]-0.076683[/C][C]-0.594[/C][C]0.277378[/C][/ROW]
[ROW][C]33[/C][C]-0.119326[/C][C]-0.9243[/C][C]0.179517[/C][/ROW]
[ROW][C]34[/C][C]-0.115896[/C][C]-0.8977[/C][C]0.186459[/C][/ROW]
[ROW][C]35[/C][C]0.052359[/C][C]0.4056[/C][C]0.343251[/C][/ROW]
[ROW][C]36[/C][C]-0.157291[/C][C]-1.2184[/C][C]0.113927[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62249&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62249&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	0.51197	3.9657	9.9e-05
2	-0.460076	-3.5637	0.000362
3	-0.43149	-3.3423	0.000717
4	0.095489	0.7397	0.231196
5	-0.07422	-0.5749	0.283751
6	-0.020984	-0.1625	0.435714
7	-0.031679	-0.2454	0.403497
8	0.067437	0.5224	0.301669
9	-0.066264	-0.5133	0.30482
10	0.077287	0.5987	0.275825
11	0.170786	1.3229	0.095444
12	-0.143282	-1.1099	0.135745
13	0.247024	1.9134	0.030233
14	-0.135356	-1.0485	0.149316
15	-0.063649	-0.493	0.311898
16	-0.040275	-0.312	0.378073
17	-0.062817	-0.4866	0.314166
18	0.019615	0.1519	0.439874
19	0.035612	0.2758	0.391807
20	0.215467	1.669	0.050164
21	0.008946	0.0693	0.472493
22	-0.134698	-1.0434	0.150482
23	-0.036771	-0.2848	0.388378
24	-0.067674	-0.5242	0.301034
25	0.013104	0.1015	0.459746
26	-0.077879	-0.6032	0.274309
27	-0.029097	-0.2254	0.411224
28	-0.150306	-1.1643	0.124463
29	0.016923	0.1311	0.448072
30	-0.157452	-1.2196	0.113691
31	-0.006514	-0.0505	0.479963
32	-0.076683	-0.594	0.277378
33	-0.119326	-0.9243	0.179517
34	-0.115896	-0.8977	0.186459
35	0.052359	0.4056	0.343251
36	-0.157291	-1.2184	0.113927

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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