Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 09:42:02 -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/03/t1259858684e9d6thqnn1eu303.htm/, Retrieved Thu, 25 Apr 2024 03:42:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62897, Retrieved Thu, 25 Apr 2024 03:42:12 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

137

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]
-    D      [(Partial) Autocorrelation Function] [SHW WS9] [2009-12-03 16:42:02] [b7e46d23597387652ca7420fdeb9acca] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

1.59
1.26
1.13
1.92
2.61
2.26
2.41
2.26
2.03
2.86
2.55
2.27
2.26
2.57
3.07
2.76
2.51
2.87
3.14
3.11
3.16
2.47
2.57
2.89
2.63
2.38
1.69
1.96
2.19
1.87
1.6
1.63
1.22
1.21
1.49
1.64
1.66
1.77
1.82
1.78
1.28
1.29
1.37
1.12
1.51
2.24
2.94
3.09
3.46
3.64
4.39
4.15
5.21
5.8
5.91
5.39
5.46
4.72
3.14
2.63

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=62897&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=62897&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62897&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	0.247854	1.6992	0.047946
2	-0.074907	-0.5135	0.304991
3	0.037283	0.2556	0.399688
4	0.019615	0.1345	0.4468
5	0.037622	0.2579	0.398795
6	-0.070957	-0.4865	0.314451
7	-0.17983	-1.2329	0.111881
8	-0.006423	-0.044	0.482532
9	0.004696	0.0322	0.487227
10	0.078935	0.5412	0.295479
11	0.077003	0.5279	0.300023
12	-0.335772	-2.3019	0.012908
13	-0.208748	-1.4311	0.079508
14	0.103114	0.7069	0.241556
15	0.012879	0.0883	0.465008
16	-0.052129	-0.3574	0.361204
17	-0.039227	-0.2689	0.394582
18	0.009804	0.0672	0.47335
19	0.069452	0.4761	0.318089
20	-0.14929	-1.0235	0.15566
21	-0.110031	-0.7543	0.227207
22	-0.068835	-0.4719	0.319587
23	-0.113495	-0.7781	0.220209
24	-0.027891	-0.1912	0.424591
25	0.038972	0.2672	0.395249
26	-0.073485	-0.5038	0.308382
27	-0.010674	-0.0732	0.470987
28	0.073999	0.5073	0.307154
29	-0.009863	-0.0676	0.473188
30	-0.014435	-0.099	0.460795
31	-0.039415	-0.2702	0.394089
32	0.126395	0.8665	0.195304
33	0.107382	0.7362	0.232642
34	-0.004611	-0.0316	0.487457
35	-0.023311	-0.1598	0.436856
36	0.015721	0.1078	0.457317

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.247854 & 1.6992 & 0.047946 \tabularnewline
2 & -0.074907 & -0.5135 & 0.304991 \tabularnewline
3 & 0.037283 & 0.2556 & 0.399688 \tabularnewline
4 & 0.019615 & 0.1345 & 0.4468 \tabularnewline
5 & 0.037622 & 0.2579 & 0.398795 \tabularnewline
6 & -0.070957 & -0.4865 & 0.314451 \tabularnewline
7 & -0.17983 & -1.2329 & 0.111881 \tabularnewline
8 & -0.006423 & -0.044 & 0.482532 \tabularnewline
9 & 0.004696 & 0.0322 & 0.487227 \tabularnewline
10 & 0.078935 & 0.5412 & 0.295479 \tabularnewline
11 & 0.077003 & 0.5279 & 0.300023 \tabularnewline
12 & -0.335772 & -2.3019 & 0.012908 \tabularnewline
13 & -0.208748 & -1.4311 & 0.079508 \tabularnewline
14 & 0.103114 & 0.7069 & 0.241556 \tabularnewline
15 & 0.012879 & 0.0883 & 0.465008 \tabularnewline
16 & -0.052129 & -0.3574 & 0.361204 \tabularnewline
17 & -0.039227 & -0.2689 & 0.394582 \tabularnewline
18 & 0.009804 & 0.0672 & 0.47335 \tabularnewline
19 & 0.069452 & 0.4761 & 0.318089 \tabularnewline
20 & -0.14929 & -1.0235 & 0.15566 \tabularnewline
21 & -0.110031 & -0.7543 & 0.227207 \tabularnewline
22 & -0.068835 & -0.4719 & 0.319587 \tabularnewline
23 & -0.113495 & -0.7781 & 0.220209 \tabularnewline
24 & -0.027891 & -0.1912 & 0.424591 \tabularnewline
25 & 0.038972 & 0.2672 & 0.395249 \tabularnewline
26 & -0.073485 & -0.5038 & 0.308382 \tabularnewline
27 & -0.010674 & -0.0732 & 0.470987 \tabularnewline
28 & 0.073999 & 0.5073 & 0.307154 \tabularnewline
29 & -0.009863 & -0.0676 & 0.473188 \tabularnewline
30 & -0.014435 & -0.099 & 0.460795 \tabularnewline
31 & -0.039415 & -0.2702 & 0.394089 \tabularnewline
32 & 0.126395 & 0.8665 & 0.195304 \tabularnewline
33 & 0.107382 & 0.7362 & 0.232642 \tabularnewline
34 & -0.004611 & -0.0316 & 0.487457 \tabularnewline
35 & -0.023311 & -0.1598 & 0.436856 \tabularnewline
36 & 0.015721 & 0.1078 & 0.457317 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62897&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]0.247854[/C][C]1.6992[/C][C]0.047946[/C][/ROW]
[ROW][C]2[/C][C]-0.074907[/C][C]-0.5135[/C][C]0.304991[/C][/ROW]
[ROW][C]3[/C][C]0.037283[/C][C]0.2556[/C][C]0.399688[/C][/ROW]
[ROW][C]4[/C][C]0.019615[/C][C]0.1345[/C][C]0.4468[/C][/ROW]
[ROW][C]5[/C][C]0.037622[/C][C]0.2579[/C][C]0.398795[/C][/ROW]
[ROW][C]6[/C][C]-0.070957[/C][C]-0.4865[/C][C]0.314451[/C][/ROW]
[ROW][C]7[/C][C]-0.17983[/C][C]-1.2329[/C][C]0.111881[/C][/ROW]
[ROW][C]8[/C][C]-0.006423[/C][C]-0.044[/C][C]0.482532[/C][/ROW]
[ROW][C]9[/C][C]0.004696[/C][C]0.0322[/C][C]0.487227[/C][/ROW]
[ROW][C]10[/C][C]0.078935[/C][C]0.5412[/C][C]0.295479[/C][/ROW]
[ROW][C]11[/C][C]0.077003[/C][C]0.5279[/C][C]0.300023[/C][/ROW]
[ROW][C]12[/C][C]-0.335772[/C][C]-2.3019[/C][C]0.012908[/C][/ROW]
[ROW][C]13[/C][C]-0.208748[/C][C]-1.4311[/C][C]0.079508[/C][/ROW]
[ROW][C]14[/C][C]0.103114[/C][C]0.7069[/C][C]0.241556[/C][/ROW]
[ROW][C]15[/C][C]0.012879[/C][C]0.0883[/C][C]0.465008[/C][/ROW]
[ROW][C]16[/C][C]-0.052129[/C][C]-0.3574[/C][C]0.361204[/C][/ROW]
[ROW][C]17[/C][C]-0.039227[/C][C]-0.2689[/C][C]0.394582[/C][/ROW]
[ROW][C]18[/C][C]0.009804[/C][C]0.0672[/C][C]0.47335[/C][/ROW]
[ROW][C]19[/C][C]0.069452[/C][C]0.4761[/C][C]0.318089[/C][/ROW]
[ROW][C]20[/C][C]-0.14929[/C][C]-1.0235[/C][C]0.15566[/C][/ROW]
[ROW][C]21[/C][C]-0.110031[/C][C]-0.7543[/C][C]0.227207[/C][/ROW]
[ROW][C]22[/C][C]-0.068835[/C][C]-0.4719[/C][C]0.319587[/C][/ROW]
[ROW][C]23[/C][C]-0.113495[/C][C]-0.7781[/C][C]0.220209[/C][/ROW]
[ROW][C]24[/C][C]-0.027891[/C][C]-0.1912[/C][C]0.424591[/C][/ROW]
[ROW][C]25[/C][C]0.038972[/C][C]0.2672[/C][C]0.395249[/C][/ROW]
[ROW][C]26[/C][C]-0.073485[/C][C]-0.5038[/C][C]0.308382[/C][/ROW]
[ROW][C]27[/C][C]-0.010674[/C][C]-0.0732[/C][C]0.470987[/C][/ROW]
[ROW][C]28[/C][C]0.073999[/C][C]0.5073[/C][C]0.307154[/C][/ROW]
[ROW][C]29[/C][C]-0.009863[/C][C]-0.0676[/C][C]0.473188[/C][/ROW]
[ROW][C]30[/C][C]-0.014435[/C][C]-0.099[/C][C]0.460795[/C][/ROW]
[ROW][C]31[/C][C]-0.039415[/C][C]-0.2702[/C][C]0.394089[/C][/ROW]
[ROW][C]32[/C][C]0.126395[/C][C]0.8665[/C][C]0.195304[/C][/ROW]
[ROW][C]33[/C][C]0.107382[/C][C]0.7362[/C][C]0.232642[/C][/ROW]
[ROW][C]34[/C][C]-0.004611[/C][C]-0.0316[/C][C]0.487457[/C][/ROW]
[ROW][C]35[/C][C]-0.023311[/C][C]-0.1598[/C][C]0.436856[/C][/ROW]
[ROW][C]36[/C][C]0.015721[/C][C]0.1078[/C][C]0.457317[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62897&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62897&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	0.247854	1.6992	0.047946
2	-0.074907	-0.5135	0.304991
3	0.037283	0.2556	0.399688
4	0.019615	0.1345	0.4468
5	0.037622	0.2579	0.398795
6	-0.070957	-0.4865	0.314451
7	-0.17983	-1.2329	0.111881
8	-0.006423	-0.044	0.482532
9	0.004696	0.0322	0.487227
10	0.078935	0.5412	0.295479
11	0.077003	0.5279	0.300023
12	-0.335772	-2.3019	0.012908
13	-0.208748	-1.4311	0.079508
14	0.103114	0.7069	0.241556
15	0.012879	0.0883	0.465008
16	-0.052129	-0.3574	0.361204
17	-0.039227	-0.2689	0.394582
18	0.009804	0.0672	0.47335
19	0.069452	0.4761	0.318089
20	-0.14929	-1.0235	0.15566
21	-0.110031	-0.7543	0.227207
22	-0.068835	-0.4719	0.319587
23	-0.113495	-0.7781	0.220209
24	-0.027891	-0.1912	0.424591
25	0.038972	0.2672	0.395249
26	-0.073485	-0.5038	0.308382
27	-0.010674	-0.0732	0.470987
28	0.073999	0.5073	0.307154
29	-0.009863	-0.0676	0.473188
30	-0.014435	-0.099	0.460795
31	-0.039415	-0.2702	0.394089
32	0.126395	0.8665	0.195304
33	0.107382	0.7362	0.232642
34	-0.004611	-0.0316	0.487457
35	-0.023311	-0.1598	0.436856
36	0.015721	0.1078	0.457317

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.247854	1.6992	0.047946
2	-0.145263	-0.9959	0.162207
3	0.10291	0.7055	0.241986
4	-0.033113	-0.227	0.410698
5	0.060649	0.4158	0.339728
6	-0.113001	-0.7747	0.221199
7	-0.129171	-0.8856	0.190183
8	0.061793	0.4236	0.336883
9	-0.045233	-0.3101	0.378928
10	0.133072	0.9123	0.183135
11	0.014516	0.0995	0.460576
12	-0.380183	-2.6064	0.00611
13	-0.032258	-0.2211	0.412968
14	0.089024	0.6103	0.272296
15	-0.014658	-0.1005	0.46019
16	-0.007093	-0.0486	0.480712
17	0.017247	0.1182	0.453191
18	-0.021651	-0.1484	0.44132
19	-0.090733	-0.622	0.268462
20	-0.203629	-1.396	0.084635
21	0.015129	0.1037	0.458916
22	-0.05763	-0.3951	0.347282
23	0.01184	0.0812	0.467825
24	-0.131557	-0.9019	0.185853
25	-0.064231	-0.4403	0.330853
26	-0.065894	-0.4517	0.326766
27	-0.012184	-0.0835	0.466893
28	0.028971	0.1986	0.42171
29	-0.103537	-0.7098	0.240662
30	0.016939	0.1161	0.454022
31	-0.037338	-0.256	0.399542
32	0.039138	0.2683	0.394816
33	-0.066381	-0.4551	0.325573
34	0.002015	0.0138	0.494519
35	-0.078906	-0.541	0.295547
36	-0.056994	-0.3907	0.348881

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.247854 & 1.6992 & 0.047946 \tabularnewline
2 & -0.145263 & -0.9959 & 0.162207 \tabularnewline
3 & 0.10291 & 0.7055 & 0.241986 \tabularnewline
4 & -0.033113 & -0.227 & 0.410698 \tabularnewline
5 & 0.060649 & 0.4158 & 0.339728 \tabularnewline
6 & -0.113001 & -0.7747 & 0.221199 \tabularnewline
7 & -0.129171 & -0.8856 & 0.190183 \tabularnewline
8 & 0.061793 & 0.4236 & 0.336883 \tabularnewline
9 & -0.045233 & -0.3101 & 0.378928 \tabularnewline
10 & 0.133072 & 0.9123 & 0.183135 \tabularnewline
11 & 0.014516 & 0.0995 & 0.460576 \tabularnewline
12 & -0.380183 & -2.6064 & 0.00611 \tabularnewline
13 & -0.032258 & -0.2211 & 0.412968 \tabularnewline
14 & 0.089024 & 0.6103 & 0.272296 \tabularnewline
15 & -0.014658 & -0.1005 & 0.46019 \tabularnewline
16 & -0.007093 & -0.0486 & 0.480712 \tabularnewline
17 & 0.017247 & 0.1182 & 0.453191 \tabularnewline
18 & -0.021651 & -0.1484 & 0.44132 \tabularnewline
19 & -0.090733 & -0.622 & 0.268462 \tabularnewline
20 & -0.203629 & -1.396 & 0.084635 \tabularnewline
21 & 0.015129 & 0.1037 & 0.458916 \tabularnewline
22 & -0.05763 & -0.3951 & 0.347282 \tabularnewline
23 & 0.01184 & 0.0812 & 0.467825 \tabularnewline
24 & -0.131557 & -0.9019 & 0.185853 \tabularnewline
25 & -0.064231 & -0.4403 & 0.330853 \tabularnewline
26 & -0.065894 & -0.4517 & 0.326766 \tabularnewline
27 & -0.012184 & -0.0835 & 0.466893 \tabularnewline
28 & 0.028971 & 0.1986 & 0.42171 \tabularnewline
29 & -0.103537 & -0.7098 & 0.240662 \tabularnewline
30 & 0.016939 & 0.1161 & 0.454022 \tabularnewline
31 & -0.037338 & -0.256 & 0.399542 \tabularnewline
32 & 0.039138 & 0.2683 & 0.394816 \tabularnewline
33 & -0.066381 & -0.4551 & 0.325573 \tabularnewline
34 & 0.002015 & 0.0138 & 0.494519 \tabularnewline
35 & -0.078906 & -0.541 & 0.295547 \tabularnewline
36 & -0.056994 & -0.3907 & 0.348881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62897&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]0.247854[/C][C]1.6992[/C][C]0.047946[/C][/ROW]
[ROW][C]2[/C][C]-0.145263[/C][C]-0.9959[/C][C]0.162207[/C][/ROW]
[ROW][C]3[/C][C]0.10291[/C][C]0.7055[/C][C]0.241986[/C][/ROW]
[ROW][C]4[/C][C]-0.033113[/C][C]-0.227[/C][C]0.410698[/C][/ROW]
[ROW][C]5[/C][C]0.060649[/C][C]0.4158[/C][C]0.339728[/C][/ROW]
[ROW][C]6[/C][C]-0.113001[/C][C]-0.7747[/C][C]0.221199[/C][/ROW]
[ROW][C]7[/C][C]-0.129171[/C][C]-0.8856[/C][C]0.190183[/C][/ROW]
[ROW][C]8[/C][C]0.061793[/C][C]0.4236[/C][C]0.336883[/C][/ROW]
[ROW][C]9[/C][C]-0.045233[/C][C]-0.3101[/C][C]0.378928[/C][/ROW]
[ROW][C]10[/C][C]0.133072[/C][C]0.9123[/C][C]0.183135[/C][/ROW]
[ROW][C]11[/C][C]0.014516[/C][C]0.0995[/C][C]0.460576[/C][/ROW]
[ROW][C]12[/C][C]-0.380183[/C][C]-2.6064[/C][C]0.00611[/C][/ROW]
[ROW][C]13[/C][C]-0.032258[/C][C]-0.2211[/C][C]0.412968[/C][/ROW]
[ROW][C]14[/C][C]0.089024[/C][C]0.6103[/C][C]0.272296[/C][/ROW]
[ROW][C]15[/C][C]-0.014658[/C][C]-0.1005[/C][C]0.46019[/C][/ROW]
[ROW][C]16[/C][C]-0.007093[/C][C]-0.0486[/C][C]0.480712[/C][/ROW]
[ROW][C]17[/C][C]0.017247[/C][C]0.1182[/C][C]0.453191[/C][/ROW]
[ROW][C]18[/C][C]-0.021651[/C][C]-0.1484[/C][C]0.44132[/C][/ROW]
[ROW][C]19[/C][C]-0.090733[/C][C]-0.622[/C][C]0.268462[/C][/ROW]
[ROW][C]20[/C][C]-0.203629[/C][C]-1.396[/C][C]0.084635[/C][/ROW]
[ROW][C]21[/C][C]0.015129[/C][C]0.1037[/C][C]0.458916[/C][/ROW]
[ROW][C]22[/C][C]-0.05763[/C][C]-0.3951[/C][C]0.347282[/C][/ROW]
[ROW][C]23[/C][C]0.01184[/C][C]0.0812[/C][C]0.467825[/C][/ROW]
[ROW][C]24[/C][C]-0.131557[/C][C]-0.9019[/C][C]0.185853[/C][/ROW]
[ROW][C]25[/C][C]-0.064231[/C][C]-0.4403[/C][C]0.330853[/C][/ROW]
[ROW][C]26[/C][C]-0.065894[/C][C]-0.4517[/C][C]0.326766[/C][/ROW]
[ROW][C]27[/C][C]-0.012184[/C][C]-0.0835[/C][C]0.466893[/C][/ROW]
[ROW][C]28[/C][C]0.028971[/C][C]0.1986[/C][C]0.42171[/C][/ROW]
[ROW][C]29[/C][C]-0.103537[/C][C]-0.7098[/C][C]0.240662[/C][/ROW]
[ROW][C]30[/C][C]0.016939[/C][C]0.1161[/C][C]0.454022[/C][/ROW]
[ROW][C]31[/C][C]-0.037338[/C][C]-0.256[/C][C]0.399542[/C][/ROW]
[ROW][C]32[/C][C]0.039138[/C][C]0.2683[/C][C]0.394816[/C][/ROW]
[ROW][C]33[/C][C]-0.066381[/C][C]-0.4551[/C][C]0.325573[/C][/ROW]
[ROW][C]34[/C][C]0.002015[/C][C]0.0138[/C][C]0.494519[/C][/ROW]
[ROW][C]35[/C][C]-0.078906[/C][C]-0.541[/C][C]0.295547[/C][/ROW]
[ROW][C]36[/C][C]-0.056994[/C][C]-0.3907[/C][C]0.348881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62897&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62897&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	0.247854	1.6992	0.047946
2	-0.145263	-0.9959	0.162207
3	0.10291	0.7055	0.241986
4	-0.033113	-0.227	0.410698
5	0.060649	0.4158	0.339728
6	-0.113001	-0.7747	0.221199
7	-0.129171	-0.8856	0.190183
8	0.061793	0.4236	0.336883
9	-0.045233	-0.3101	0.378928
10	0.133072	0.9123	0.183135
11	0.014516	0.0995	0.460576
12	-0.380183	-2.6064	0.00611
13	-0.032258	-0.2211	0.412968
14	0.089024	0.6103	0.272296
15	-0.014658	-0.1005	0.46019
16	-0.007093	-0.0486	0.480712
17	0.017247	0.1182	0.453191
18	-0.021651	-0.1484	0.44132
19	-0.090733	-0.622	0.268462
20	-0.203629	-1.396	0.084635
21	0.015129	0.1037	0.458916
22	-0.05763	-0.3951	0.347282
23	0.01184	0.0812	0.467825
24	-0.131557	-0.9019	0.185853
25	-0.064231	-0.4403	0.330853
26	-0.065894	-0.4517	0.326766
27	-0.012184	-0.0835	0.466893
28	0.028971	0.1986	0.42171
29	-0.103537	-0.7098	0.240662
30	0.016939	0.1161	0.454022
31	-0.037338	-0.256	0.399542
32	0.039138	0.2683	0.394816
33	-0.066381	-0.4551	0.325573
34	0.002015	0.0138	0.494519
35	-0.078906	-0.541	0.295547
36	-0.056994	-0.3907	0.348881

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