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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 09:48:30 -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/03/t1259859026b2ro7czsfva9fsr.htm/, Retrieved Fri, 26 Apr 2024 23:12:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62905, Retrieved Fri, 26 Apr 2024 23:12:40 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

151

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] [ws8] [2009-11-24 20:12:27] [8b1aef4e7013bd33fbc2a5833375c5f5]
-    D          [(Partial) Autocorrelation Function] [WS8(1)] [2009-11-27 10:20:58] [7d268329e554b8694908ba13e6e6f258]
-   PD            [(Partial) Autocorrelation Function] [WS8(2)] [2009-11-27 10:31:59] [7d268329e554b8694908ba13e6e6f258]
-   P                 [(Partial) Autocorrelation Function] [Workshop 8: verbe...] [2009-12-03 16:48:30] [a5c6be3c0aa55fdb2a703a08e16947ef] [Current]

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Dataseries X:

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Histogram

Boxplots

10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1
8.5

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=62905&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=62905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62905&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	0.884777	6.1299	0
2	0.632578	4.3826	3.2e-05
3	0.381078	2.6402	0.005573
4	0.239477	1.6591	0.051804
5	0.220104	1.5249	0.06692
6	0.256644	1.7781	0.040863
7	0.256804	1.7792	0.040771
8	0.173877	1.2047	0.117121
9	0.007676	0.0532	0.478905
10	-0.198291	-1.3738	0.087943
11	-0.379809	-2.6314	0.0057
12	-0.480283	-3.3275	0.000844
13	-0.479953	-3.3252	0.00085
14	-0.406011	-2.8129	0.003546
15	-0.324183	-2.246	0.014671
16	-0.280212	-1.9414	0.029049
17	-0.283985	-1.9675	0.027459
18	-0.31461	-2.1797	0.017109
19	-0.327781	-2.2709	0.013838
20	-0.298029	-2.0648	0.022183
21	-0.237909	-1.6483	0.052913
22	-0.163229	-1.1309	0.131861
23	-0.098571	-0.6829	0.24897
24	-0.050175	-0.3476	0.364822
25	-0.018721	-0.1297	0.448672
26	0.002673	0.0185	0.49265
27	0.004138	0.0287	0.488625
28	-0.00321	-0.0222	0.491175
29	-0.005225	-0.0362	0.485637
30	0.017909	0.1241	0.450886
31	0.060803	0.4213	0.337725
32	0.09394	0.6508	0.259129
33	0.100396	0.6956	0.245028
34	0.082989	0.575	0.284
35	0.063143	0.4375	0.331867
36	0.059237	0.4104	0.341667

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884777 & 6.1299 & 0 \tabularnewline
2 & 0.632578 & 4.3826 & 3.2e-05 \tabularnewline
3 & 0.381078 & 2.6402 & 0.005573 \tabularnewline
4 & 0.239477 & 1.6591 & 0.051804 \tabularnewline
5 & 0.220104 & 1.5249 & 0.06692 \tabularnewline
6 & 0.256644 & 1.7781 & 0.040863 \tabularnewline
7 & 0.256804 & 1.7792 & 0.040771 \tabularnewline
8 & 0.173877 & 1.2047 & 0.117121 \tabularnewline
9 & 0.007676 & 0.0532 & 0.478905 \tabularnewline
10 & -0.198291 & -1.3738 & 0.087943 \tabularnewline
11 & -0.379809 & -2.6314 & 0.0057 \tabularnewline
12 & -0.480283 & -3.3275 & 0.000844 \tabularnewline
13 & -0.479953 & -3.3252 & 0.00085 \tabularnewline
14 & -0.406011 & -2.8129 & 0.003546 \tabularnewline
15 & -0.324183 & -2.246 & 0.014671 \tabularnewline
16 & -0.280212 & -1.9414 & 0.029049 \tabularnewline
17 & -0.283985 & -1.9675 & 0.027459 \tabularnewline
18 & -0.31461 & -2.1797 & 0.017109 \tabularnewline
19 & -0.327781 & -2.2709 & 0.013838 \tabularnewline
20 & -0.298029 & -2.0648 & 0.022183 \tabularnewline
21 & -0.237909 & -1.6483 & 0.052913 \tabularnewline
22 & -0.163229 & -1.1309 & 0.131861 \tabularnewline
23 & -0.098571 & -0.6829 & 0.24897 \tabularnewline
24 & -0.050175 & -0.3476 & 0.364822 \tabularnewline
25 & -0.018721 & -0.1297 & 0.448672 \tabularnewline
26 & 0.002673 & 0.0185 & 0.49265 \tabularnewline
27 & 0.004138 & 0.0287 & 0.488625 \tabularnewline
28 & -0.00321 & -0.0222 & 0.491175 \tabularnewline
29 & -0.005225 & -0.0362 & 0.485637 \tabularnewline
30 & 0.017909 & 0.1241 & 0.450886 \tabularnewline
31 & 0.060803 & 0.4213 & 0.337725 \tabularnewline
32 & 0.09394 & 0.6508 & 0.259129 \tabularnewline
33 & 0.100396 & 0.6956 & 0.245028 \tabularnewline
34 & 0.082989 & 0.575 & 0.284 \tabularnewline
35 & 0.063143 & 0.4375 & 0.331867 \tabularnewline
36 & 0.059237 & 0.4104 & 0.341667 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62905&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]0.884777[/C][C]6.1299[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.632578[/C][C]4.3826[/C][C]3.2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.381078[/C][C]2.6402[/C][C]0.005573[/C][/ROW]
[ROW][C]4[/C][C]0.239477[/C][C]1.6591[/C][C]0.051804[/C][/ROW]
[ROW][C]5[/C][C]0.220104[/C][C]1.5249[/C][C]0.06692[/C][/ROW]
[ROW][C]6[/C][C]0.256644[/C][C]1.7781[/C][C]0.040863[/C][/ROW]
[ROW][C]7[/C][C]0.256804[/C][C]1.7792[/C][C]0.040771[/C][/ROW]
[ROW][C]8[/C][C]0.173877[/C][C]1.2047[/C][C]0.117121[/C][/ROW]
[ROW][C]9[/C][C]0.007676[/C][C]0.0532[/C][C]0.478905[/C][/ROW]
[ROW][C]10[/C][C]-0.198291[/C][C]-1.3738[/C][C]0.087943[/C][/ROW]
[ROW][C]11[/C][C]-0.379809[/C][C]-2.6314[/C][C]0.0057[/C][/ROW]
[ROW][C]12[/C][C]-0.480283[/C][C]-3.3275[/C][C]0.000844[/C][/ROW]
[ROW][C]13[/C][C]-0.479953[/C][C]-3.3252[/C][C]0.00085[/C][/ROW]
[ROW][C]14[/C][C]-0.406011[/C][C]-2.8129[/C][C]0.003546[/C][/ROW]
[ROW][C]15[/C][C]-0.324183[/C][C]-2.246[/C][C]0.014671[/C][/ROW]
[ROW][C]16[/C][C]-0.280212[/C][C]-1.9414[/C][C]0.029049[/C][/ROW]
[ROW][C]17[/C][C]-0.283985[/C][C]-1.9675[/C][C]0.027459[/C][/ROW]
[ROW][C]18[/C][C]-0.31461[/C][C]-2.1797[/C][C]0.017109[/C][/ROW]
[ROW][C]19[/C][C]-0.327781[/C][C]-2.2709[/C][C]0.013838[/C][/ROW]
[ROW][C]20[/C][C]-0.298029[/C][C]-2.0648[/C][C]0.022183[/C][/ROW]
[ROW][C]21[/C][C]-0.237909[/C][C]-1.6483[/C][C]0.052913[/C][/ROW]
[ROW][C]22[/C][C]-0.163229[/C][C]-1.1309[/C][C]0.131861[/C][/ROW]
[ROW][C]23[/C][C]-0.098571[/C][C]-0.6829[/C][C]0.24897[/C][/ROW]
[ROW][C]24[/C][C]-0.050175[/C][C]-0.3476[/C][C]0.364822[/C][/ROW]
[ROW][C]25[/C][C]-0.018721[/C][C]-0.1297[/C][C]0.448672[/C][/ROW]
[ROW][C]26[/C][C]0.002673[/C][C]0.0185[/C][C]0.49265[/C][/ROW]
[ROW][C]27[/C][C]0.004138[/C][C]0.0287[/C][C]0.488625[/C][/ROW]
[ROW][C]28[/C][C]-0.00321[/C][C]-0.0222[/C][C]0.491175[/C][/ROW]
[ROW][C]29[/C][C]-0.005225[/C][C]-0.0362[/C][C]0.485637[/C][/ROW]
[ROW][C]30[/C][C]0.017909[/C][C]0.1241[/C][C]0.450886[/C][/ROW]
[ROW][C]31[/C][C]0.060803[/C][C]0.4213[/C][C]0.337725[/C][/ROW]
[ROW][C]32[/C][C]0.09394[/C][C]0.6508[/C][C]0.259129[/C][/ROW]
[ROW][C]33[/C][C]0.100396[/C][C]0.6956[/C][C]0.245028[/C][/ROW]
[ROW][C]34[/C][C]0.082989[/C][C]0.575[/C][C]0.284[/C][/ROW]
[ROW][C]35[/C][C]0.063143[/C][C]0.4375[/C][C]0.331867[/C][/ROW]
[ROW][C]36[/C][C]0.059237[/C][C]0.4104[/C][C]0.341667[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62905&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	0.884777	6.1299	0
2	0.632578	4.3826	3.2e-05
3	0.381078	2.6402	0.005573
4	0.239477	1.6591	0.051804
5	0.220104	1.5249	0.06692
6	0.256644	1.7781	0.040863
7	0.256804	1.7792	0.040771
8	0.173877	1.2047	0.117121
9	0.007676	0.0532	0.478905
10	-0.198291	-1.3738	0.087943
11	-0.379809	-2.6314	0.0057
12	-0.480283	-3.3275	0.000844
13	-0.479953	-3.3252	0.00085
14	-0.406011	-2.8129	0.003546
15	-0.324183	-2.246	0.014671
16	-0.280212	-1.9414	0.029049
17	-0.283985	-1.9675	0.027459
18	-0.31461	-2.1797	0.017109
19	-0.327781	-2.2709	0.013838
20	-0.298029	-2.0648	0.022183
21	-0.237909	-1.6483	0.052913
22	-0.163229	-1.1309	0.131861
23	-0.098571	-0.6829	0.24897
24	-0.050175	-0.3476	0.364822
25	-0.018721	-0.1297	0.448672
26	0.002673	0.0185	0.49265
27	0.004138	0.0287	0.488625
28	-0.00321	-0.0222	0.491175
29	-0.005225	-0.0362	0.485637
30	0.017909	0.1241	0.450886
31	0.060803	0.4213	0.337725
32	0.09394	0.6508	0.259129
33	0.100396	0.6956	0.245028
34	0.082989	0.575	0.284
35	0.063143	0.4375	0.331867
36	0.059237	0.4104	0.341667

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.884777	6.1299	0
2	-0.691869	-4.7934	8e-06
3	0.409004	2.8337	0.003356
4	0.257473	1.7838	0.040387
5	-0.097096	-0.6727	0.252182
6	-0.110252	-0.7638	0.224349
7	-0.15447	-1.0702	0.144941
8	-0.050912	-0.3527	0.362919
9	-0.28024	-1.9416	0.029036
10	-0.218953	-1.517	0.067919
11	-0.054193	-0.3755	0.354487
12	0.020203	0.14	0.444634
13	0.027768	0.1924	0.424127
14	-0.000789	-0.0055	0.497831
15	-0.061089	-0.4232	0.337007
16	0.156663	1.0854	0.141584
17	0.023363	0.1619	0.436046
18	-0.130325	-0.9029	0.185539
19	0.065094	0.451	0.327016
20	-0.095924	-0.6646	0.25475
21	-0.235936	-1.6346	0.054336
22	0.02571	0.1781	0.429687
23	-0.136323	-0.9445	0.174828
24	0.061989	0.4295	0.33475
25	-0.060646	-0.4202	0.338119
26	0.013567	0.094	0.462753
27	-0.155292	-1.0759	0.143677
28	0.104204	0.7219	0.236915
29	0.059084	0.4093	0.342053
30	0.033596	0.2328	0.408469
31	-0.102967	-0.7134	0.239534
32	-0.145997	-1.0115	0.158425
33	0.10498	0.7273	0.23528
34	-0.100178	-0.6941	0.245496
35	0.047803	0.3312	0.370971
36	-0.100773	-0.6982	0.244218

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884777 & 6.1299 & 0 \tabularnewline
2 & -0.691869 & -4.7934 & 8e-06 \tabularnewline
3 & 0.409004 & 2.8337 & 0.003356 \tabularnewline
4 & 0.257473 & 1.7838 & 0.040387 \tabularnewline
5 & -0.097096 & -0.6727 & 0.252182 \tabularnewline
6 & -0.110252 & -0.7638 & 0.224349 \tabularnewline
7 & -0.15447 & -1.0702 & 0.144941 \tabularnewline
8 & -0.050912 & -0.3527 & 0.362919 \tabularnewline
9 & -0.28024 & -1.9416 & 0.029036 \tabularnewline
10 & -0.218953 & -1.517 & 0.067919 \tabularnewline
11 & -0.054193 & -0.3755 & 0.354487 \tabularnewline
12 & 0.020203 & 0.14 & 0.444634 \tabularnewline
13 & 0.027768 & 0.1924 & 0.424127 \tabularnewline
14 & -0.000789 & -0.0055 & 0.497831 \tabularnewline
15 & -0.061089 & -0.4232 & 0.337007 \tabularnewline
16 & 0.156663 & 1.0854 & 0.141584 \tabularnewline
17 & 0.023363 & 0.1619 & 0.436046 \tabularnewline
18 & -0.130325 & -0.9029 & 0.185539 \tabularnewline
19 & 0.065094 & 0.451 & 0.327016 \tabularnewline
20 & -0.095924 & -0.6646 & 0.25475 \tabularnewline
21 & -0.235936 & -1.6346 & 0.054336 \tabularnewline
22 & 0.02571 & 0.1781 & 0.429687 \tabularnewline
23 & -0.136323 & -0.9445 & 0.174828 \tabularnewline
24 & 0.061989 & 0.4295 & 0.33475 \tabularnewline
25 & -0.060646 & -0.4202 & 0.338119 \tabularnewline
26 & 0.013567 & 0.094 & 0.462753 \tabularnewline
27 & -0.155292 & -1.0759 & 0.143677 \tabularnewline
28 & 0.104204 & 0.7219 & 0.236915 \tabularnewline
29 & 0.059084 & 0.4093 & 0.342053 \tabularnewline
30 & 0.033596 & 0.2328 & 0.408469 \tabularnewline
31 & -0.102967 & -0.7134 & 0.239534 \tabularnewline
32 & -0.145997 & -1.0115 & 0.158425 \tabularnewline
33 & 0.10498 & 0.7273 & 0.23528 \tabularnewline
34 & -0.100178 & -0.6941 & 0.245496 \tabularnewline
35 & 0.047803 & 0.3312 & 0.370971 \tabularnewline
36 & -0.100773 & -0.6982 & 0.244218 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62905&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]0.884777[/C][C]6.1299[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.691869[/C][C]-4.7934[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.409004[/C][C]2.8337[/C][C]0.003356[/C][/ROW]
[ROW][C]4[/C][C]0.257473[/C][C]1.7838[/C][C]0.040387[/C][/ROW]
[ROW][C]5[/C][C]-0.097096[/C][C]-0.6727[/C][C]0.252182[/C][/ROW]
[ROW][C]6[/C][C]-0.110252[/C][C]-0.7638[/C][C]0.224349[/C][/ROW]
[ROW][C]7[/C][C]-0.15447[/C][C]-1.0702[/C][C]0.144941[/C][/ROW]
[ROW][C]8[/C][C]-0.050912[/C][C]-0.3527[/C][C]0.362919[/C][/ROW]
[ROW][C]9[/C][C]-0.28024[/C][C]-1.9416[/C][C]0.029036[/C][/ROW]
[ROW][C]10[/C][C]-0.218953[/C][C]-1.517[/C][C]0.067919[/C][/ROW]
[ROW][C]11[/C][C]-0.054193[/C][C]-0.3755[/C][C]0.354487[/C][/ROW]
[ROW][C]12[/C][C]0.020203[/C][C]0.14[/C][C]0.444634[/C][/ROW]
[ROW][C]13[/C][C]0.027768[/C][C]0.1924[/C][C]0.424127[/C][/ROW]
[ROW][C]14[/C][C]-0.000789[/C][C]-0.0055[/C][C]0.497831[/C][/ROW]
[ROW][C]15[/C][C]-0.061089[/C][C]-0.4232[/C][C]0.337007[/C][/ROW]
[ROW][C]16[/C][C]0.156663[/C][C]1.0854[/C][C]0.141584[/C][/ROW]
[ROW][C]17[/C][C]0.023363[/C][C]0.1619[/C][C]0.436046[/C][/ROW]
[ROW][C]18[/C][C]-0.130325[/C][C]-0.9029[/C][C]0.185539[/C][/ROW]
[ROW][C]19[/C][C]0.065094[/C][C]0.451[/C][C]0.327016[/C][/ROW]
[ROW][C]20[/C][C]-0.095924[/C][C]-0.6646[/C][C]0.25475[/C][/ROW]
[ROW][C]21[/C][C]-0.235936[/C][C]-1.6346[/C][C]0.054336[/C][/ROW]
[ROW][C]22[/C][C]0.02571[/C][C]0.1781[/C][C]0.429687[/C][/ROW]
[ROW][C]23[/C][C]-0.136323[/C][C]-0.9445[/C][C]0.174828[/C][/ROW]
[ROW][C]24[/C][C]0.061989[/C][C]0.4295[/C][C]0.33475[/C][/ROW]
[ROW][C]25[/C][C]-0.060646[/C][C]-0.4202[/C][C]0.338119[/C][/ROW]
[ROW][C]26[/C][C]0.013567[/C][C]0.094[/C][C]0.462753[/C][/ROW]
[ROW][C]27[/C][C]-0.155292[/C][C]-1.0759[/C][C]0.143677[/C][/ROW]
[ROW][C]28[/C][C]0.104204[/C][C]0.7219[/C][C]0.236915[/C][/ROW]
[ROW][C]29[/C][C]0.059084[/C][C]0.4093[/C][C]0.342053[/C][/ROW]
[ROW][C]30[/C][C]0.033596[/C][C]0.2328[/C][C]0.408469[/C][/ROW]
[ROW][C]31[/C][C]-0.102967[/C][C]-0.7134[/C][C]0.239534[/C][/ROW]
[ROW][C]32[/C][C]-0.145997[/C][C]-1.0115[/C][C]0.158425[/C][/ROW]
[ROW][C]33[/C][C]0.10498[/C][C]0.7273[/C][C]0.23528[/C][/ROW]
[ROW][C]34[/C][C]-0.100178[/C][C]-0.6941[/C][C]0.245496[/C][/ROW]
[ROW][C]35[/C][C]0.047803[/C][C]0.3312[/C][C]0.370971[/C][/ROW]
[ROW][C]36[/C][C]-0.100773[/C][C]-0.6982[/C][C]0.244218[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62905&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	0.884777	6.1299	0
2	-0.691869	-4.7934	8e-06
3	0.409004	2.8337	0.003356
4	0.257473	1.7838	0.040387
5	-0.097096	-0.6727	0.252182
6	-0.110252	-0.7638	0.224349
7	-0.15447	-1.0702	0.144941
8	-0.050912	-0.3527	0.362919
9	-0.28024	-1.9416	0.029036
10	-0.218953	-1.517	0.067919
11	-0.054193	-0.3755	0.354487
12	0.020203	0.14	0.444634
13	0.027768	0.1924	0.424127
14	-0.000789	-0.0055	0.497831
15	-0.061089	-0.4232	0.337007
16	0.156663	1.0854	0.141584
17	0.023363	0.1619	0.436046
18	-0.130325	-0.9029	0.185539
19	0.065094	0.451	0.327016
20	-0.095924	-0.6646	0.25475
21	-0.235936	-1.6346	0.054336
22	0.02571	0.1781	0.429687
23	-0.136323	-0.9445	0.174828
24	0.061989	0.4295	0.33475
25	-0.060646	-0.4202	0.338119
26	0.013567	0.094	0.462753
27	-0.155292	-1.0759	0.143677
28	0.104204	0.7219	0.236915
29	0.059084	0.4093	0.342053
30	0.033596	0.2328	0.408469
31	-0.102967	-0.7134	0.239534
32	-0.145997	-1.0115	0.158425
33	0.10498	0.7273	0.23528
34	-0.100178	-0.6941	0.245496
35	0.047803	0.3312	0.370971
36	-0.100773	-0.6982	0.244218

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

Parameters (R input):

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