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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 10:05:32 -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/t1259860025mo7mb2duu8ftdxo.htm/, Retrieved Fri, 19 Apr 2024 18:25:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62926, Retrieved Fri, 19 Apr 2024 18:25:32 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

158

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [ws 8] [2009-11-24 20:29:11] [b5908418e3090fddbd22f5f0f774653d]
-   PD          [(Partial) Autocorrelation Function] [ws 8] [2009-11-25 17:07:43] [b5908418e3090fddbd22f5f0f774653d]
-   P               [(Partial) Autocorrelation Function] [ws 9] [2009-12-03 17:05:32] [f7d3e79b917995ba1c8c80042fc22ef9] [Current]

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Dataseries X:

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Histogram

Boxplots

9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1

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=62926&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=62926&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62926&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	0.316151	2.4284	0.009116
2	-0.301956	-2.3194	0.011928
3	-0.51605	-3.9639	0.000101
4	-0.345089	-2.6507	0.005149
5	0.145264	1.1158	0.134518
6	0.528102	4.0564	7.4e-05
7	0.327555	2.516	0.007305
8	-0.069064	-0.5305	0.29888
9	-0.331206	-2.544	0.006798
10	-0.302416	-2.3229	0.011826
11	-0.001361	-0.0105	0.495846
12	0.358557	2.7541	0.003906
13	0.041805	0.3211	0.374631
14	-0.081264	-0.6242	0.267452
15	-0.070773	-0.5436	0.294376
16	-0.077637	-0.5963	0.276613
17	0.004713	0.0362	0.485622
18	0.099771	0.7664	0.223261
19	0.020705	0.159	0.43709
20	-0.061773	-0.4745	0.318452
21	-0.062756	-0.482	0.315781
22	-0.058777	-0.4515	0.326652
23	0.053005	0.4071	0.342689
24	0.170065	1.3063	0.098262
25	-0.119067	-0.9146	0.18207
26	-0.128084	-0.9838	0.164608
27	-0.063377	-0.4868	0.314099
28	-0.018834	-0.1447	0.442734
29	0.086437	0.6639	0.254659
30	0.129746	0.9966	0.161514
31	0.035191	0.2703	0.393935
32	-0.121642	-0.9344	0.176966
33	-0.166917	-1.2821	0.102409
34	0.008402	0.0645	0.47438
35	0.171591	1.318	0.096296
36	0.239081	1.8364	0.035668

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.316151 & 2.4284 & 0.009116 \tabularnewline
2 & -0.301956 & -2.3194 & 0.011928 \tabularnewline
3 & -0.51605 & -3.9639 & 0.000101 \tabularnewline
4 & -0.345089 & -2.6507 & 0.005149 \tabularnewline
5 & 0.145264 & 1.1158 & 0.134518 \tabularnewline
6 & 0.528102 & 4.0564 & 7.4e-05 \tabularnewline
7 & 0.327555 & 2.516 & 0.007305 \tabularnewline
8 & -0.069064 & -0.5305 & 0.29888 \tabularnewline
9 & -0.331206 & -2.544 & 0.006798 \tabularnewline
10 & -0.302416 & -2.3229 & 0.011826 \tabularnewline
11 & -0.001361 & -0.0105 & 0.495846 \tabularnewline
12 & 0.358557 & 2.7541 & 0.003906 \tabularnewline
13 & 0.041805 & 0.3211 & 0.374631 \tabularnewline
14 & -0.081264 & -0.6242 & 0.267452 \tabularnewline
15 & -0.070773 & -0.5436 & 0.294376 \tabularnewline
16 & -0.077637 & -0.5963 & 0.276613 \tabularnewline
17 & 0.004713 & 0.0362 & 0.485622 \tabularnewline
18 & 0.099771 & 0.7664 & 0.223261 \tabularnewline
19 & 0.020705 & 0.159 & 0.43709 \tabularnewline
20 & -0.061773 & -0.4745 & 0.318452 \tabularnewline
21 & -0.062756 & -0.482 & 0.315781 \tabularnewline
22 & -0.058777 & -0.4515 & 0.326652 \tabularnewline
23 & 0.053005 & 0.4071 & 0.342689 \tabularnewline
24 & 0.170065 & 1.3063 & 0.098262 \tabularnewline
25 & -0.119067 & -0.9146 & 0.18207 \tabularnewline
26 & -0.128084 & -0.9838 & 0.164608 \tabularnewline
27 & -0.063377 & -0.4868 & 0.314099 \tabularnewline
28 & -0.018834 & -0.1447 & 0.442734 \tabularnewline
29 & 0.086437 & 0.6639 & 0.254659 \tabularnewline
30 & 0.129746 & 0.9966 & 0.161514 \tabularnewline
31 & 0.035191 & 0.2703 & 0.393935 \tabularnewline
32 & -0.121642 & -0.9344 & 0.176966 \tabularnewline
33 & -0.166917 & -1.2821 & 0.102409 \tabularnewline
34 & 0.008402 & 0.0645 & 0.47438 \tabularnewline
35 & 0.171591 & 1.318 & 0.096296 \tabularnewline
36 & 0.239081 & 1.8364 & 0.035668 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62926&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]0.316151[/C][C]2.4284[/C][C]0.009116[/C][/ROW]
[ROW][C]2[/C][C]-0.301956[/C][C]-2.3194[/C][C]0.011928[/C][/ROW]
[ROW][C]3[/C][C]-0.51605[/C][C]-3.9639[/C][C]0.000101[/C][/ROW]
[ROW][C]4[/C][C]-0.345089[/C][C]-2.6507[/C][C]0.005149[/C][/ROW]
[ROW][C]5[/C][C]0.145264[/C][C]1.1158[/C][C]0.134518[/C][/ROW]
[ROW][C]6[/C][C]0.528102[/C][C]4.0564[/C][C]7.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.327555[/C][C]2.516[/C][C]0.007305[/C][/ROW]
[ROW][C]8[/C][C]-0.069064[/C][C]-0.5305[/C][C]0.29888[/C][/ROW]
[ROW][C]9[/C][C]-0.331206[/C][C]-2.544[/C][C]0.006798[/C][/ROW]
[ROW][C]10[/C][C]-0.302416[/C][C]-2.3229[/C][C]0.011826[/C][/ROW]
[ROW][C]11[/C][C]-0.001361[/C][C]-0.0105[/C][C]0.495846[/C][/ROW]
[ROW][C]12[/C][C]0.358557[/C][C]2.7541[/C][C]0.003906[/C][/ROW]
[ROW][C]13[/C][C]0.041805[/C][C]0.3211[/C][C]0.374631[/C][/ROW]
[ROW][C]14[/C][C]-0.081264[/C][C]-0.6242[/C][C]0.267452[/C][/ROW]
[ROW][C]15[/C][C]-0.070773[/C][C]-0.5436[/C][C]0.294376[/C][/ROW]
[ROW][C]16[/C][C]-0.077637[/C][C]-0.5963[/C][C]0.276613[/C][/ROW]
[ROW][C]17[/C][C]0.004713[/C][C]0.0362[/C][C]0.485622[/C][/ROW]
[ROW][C]18[/C][C]0.099771[/C][C]0.7664[/C][C]0.223261[/C][/ROW]
[ROW][C]19[/C][C]0.020705[/C][C]0.159[/C][C]0.43709[/C][/ROW]
[ROW][C]20[/C][C]-0.061773[/C][C]-0.4745[/C][C]0.318452[/C][/ROW]
[ROW][C]21[/C][C]-0.062756[/C][C]-0.482[/C][C]0.315781[/C][/ROW]
[ROW][C]22[/C][C]-0.058777[/C][C]-0.4515[/C][C]0.326652[/C][/ROW]
[ROW][C]23[/C][C]0.053005[/C][C]0.4071[/C][C]0.342689[/C][/ROW]
[ROW][C]24[/C][C]0.170065[/C][C]1.3063[/C][C]0.098262[/C][/ROW]
[ROW][C]25[/C][C]-0.119067[/C][C]-0.9146[/C][C]0.18207[/C][/ROW]
[ROW][C]26[/C][C]-0.128084[/C][C]-0.9838[/C][C]0.164608[/C][/ROW]
[ROW][C]27[/C][C]-0.063377[/C][C]-0.4868[/C][C]0.314099[/C][/ROW]
[ROW][C]28[/C][C]-0.018834[/C][C]-0.1447[/C][C]0.442734[/C][/ROW]
[ROW][C]29[/C][C]0.086437[/C][C]0.6639[/C][C]0.254659[/C][/ROW]
[ROW][C]30[/C][C]0.129746[/C][C]0.9966[/C][C]0.161514[/C][/ROW]
[ROW][C]31[/C][C]0.035191[/C][C]0.2703[/C][C]0.393935[/C][/ROW]
[ROW][C]32[/C][C]-0.121642[/C][C]-0.9344[/C][C]0.176966[/C][/ROW]
[ROW][C]33[/C][C]-0.166917[/C][C]-1.2821[/C][C]0.102409[/C][/ROW]
[ROW][C]34[/C][C]0.008402[/C][C]0.0645[/C][C]0.47438[/C][/ROW]
[ROW][C]35[/C][C]0.171591[/C][C]1.318[/C][C]0.096296[/C][/ROW]
[ROW][C]36[/C][C]0.239081[/C][C]1.8364[/C][C]0.035668[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62926&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62926&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	0.316151	2.4284	0.009116
2	-0.301956	-2.3194	0.011928
3	-0.51605	-3.9639	0.000101
4	-0.345089	-2.6507	0.005149
5	0.145264	1.1158	0.134518
6	0.528102	4.0564	7.4e-05
7	0.327555	2.516	0.007305
8	-0.069064	-0.5305	0.29888
9	-0.331206	-2.544	0.006798
10	-0.302416	-2.3229	0.011826
11	-0.001361	-0.0105	0.495846
12	0.358557	2.7541	0.003906
13	0.041805	0.3211	0.374631
14	-0.081264	-0.6242	0.267452
15	-0.070773	-0.5436	0.294376
16	-0.077637	-0.5963	0.276613
17	0.004713	0.0362	0.485622
18	0.099771	0.7664	0.223261
19	0.020705	0.159	0.43709
20	-0.061773	-0.4745	0.318452
21	-0.062756	-0.482	0.315781
22	-0.058777	-0.4515	0.326652
23	0.053005	0.4071	0.342689
24	0.170065	1.3063	0.098262
25	-0.119067	-0.9146	0.18207
26	-0.128084	-0.9838	0.164608
27	-0.063377	-0.4868	0.314099
28	-0.018834	-0.1447	0.442734
29	0.086437	0.6639	0.254659
30	0.129746	0.9966	0.161514
31	0.035191	0.2703	0.393935
32	-0.121642	-0.9344	0.176966
33	-0.166917	-1.2821	0.102409
34	0.008402	0.0645	0.47438
35	0.171591	1.318	0.096296
36	0.239081	1.8364	0.035668

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.316151	2.4284	0.009116
2	-0.446539	-3.4299	0.000554
3	-0.328602	-2.524	0.007156
4	-0.265068	-2.036	0.023123
5	0.064279	0.4937	0.311662
6	0.251928	1.9351	0.028888
7	0.031533	0.2422	0.40473
8	0.077109	0.5923	0.277962
9	0.037439	0.2876	0.387342
10	0.008466	0.065	0.474185
11	0.005824	0.0447	0.482235
12	0.149281	1.1466	0.128078
13	-0.473685	-3.6384	0.000289
14	0.101775	0.7817	0.218745
15	0.059733	0.4588	0.324025
16	-0.010508	-0.0807	0.467973
17	-0.071873	-0.5521	0.291493
18	0.011278	0.0866	0.465631
19	0.125719	0.9657	0.169077
20	-0.027574	-0.2118	0.416498
21	-0.020807	-0.1598	0.436784
22	-0.155496	-1.1944	0.118553
23	0.08502	0.6531	0.25813
24	0.038269	0.294	0.384913
25	-0.186049	-1.4291	0.079129
26	-0.08527	-0.655	0.257516
27	-0.104615	-0.8036	0.212439
28	0.081258	0.6242	0.267466
29	-0.009653	-0.0741	0.470573
30	-0.036012	-0.2766	0.391521
31	0.074147	0.5695	0.285578
32	-0.007325	-0.0563	0.477661
33	-0.012871	-0.0989	0.460791
34	0.217945	1.6741	0.049706
35	-0.0228	-0.1751	0.430789
36	0.073453	0.5642	0.287376

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.316151 & 2.4284 & 0.009116 \tabularnewline
2 & -0.446539 & -3.4299 & 0.000554 \tabularnewline
3 & -0.328602 & -2.524 & 0.007156 \tabularnewline
4 & -0.265068 & -2.036 & 0.023123 \tabularnewline
5 & 0.064279 & 0.4937 & 0.311662 \tabularnewline
6 & 0.251928 & 1.9351 & 0.028888 \tabularnewline
7 & 0.031533 & 0.2422 & 0.40473 \tabularnewline
8 & 0.077109 & 0.5923 & 0.277962 \tabularnewline
9 & 0.037439 & 0.2876 & 0.387342 \tabularnewline
10 & 0.008466 & 0.065 & 0.474185 \tabularnewline
11 & 0.005824 & 0.0447 & 0.482235 \tabularnewline
12 & 0.149281 & 1.1466 & 0.128078 \tabularnewline
13 & -0.473685 & -3.6384 & 0.000289 \tabularnewline
14 & 0.101775 & 0.7817 & 0.218745 \tabularnewline
15 & 0.059733 & 0.4588 & 0.324025 \tabularnewline
16 & -0.010508 & -0.0807 & 0.467973 \tabularnewline
17 & -0.071873 & -0.5521 & 0.291493 \tabularnewline
18 & 0.011278 & 0.0866 & 0.465631 \tabularnewline
19 & 0.125719 & 0.9657 & 0.169077 \tabularnewline
20 & -0.027574 & -0.2118 & 0.416498 \tabularnewline
21 & -0.020807 & -0.1598 & 0.436784 \tabularnewline
22 & -0.155496 & -1.1944 & 0.118553 \tabularnewline
23 & 0.08502 & 0.6531 & 0.25813 \tabularnewline
24 & 0.038269 & 0.294 & 0.384913 \tabularnewline
25 & -0.186049 & -1.4291 & 0.079129 \tabularnewline
26 & -0.08527 & -0.655 & 0.257516 \tabularnewline
27 & -0.104615 & -0.8036 & 0.212439 \tabularnewline
28 & 0.081258 & 0.6242 & 0.267466 \tabularnewline
29 & -0.009653 & -0.0741 & 0.470573 \tabularnewline
30 & -0.036012 & -0.2766 & 0.391521 \tabularnewline
31 & 0.074147 & 0.5695 & 0.285578 \tabularnewline
32 & -0.007325 & -0.0563 & 0.477661 \tabularnewline
33 & -0.012871 & -0.0989 & 0.460791 \tabularnewline
34 & 0.217945 & 1.6741 & 0.049706 \tabularnewline
35 & -0.0228 & -0.1751 & 0.430789 \tabularnewline
36 & 0.073453 & 0.5642 & 0.287376 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62926&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]0.316151[/C][C]2.4284[/C][C]0.009116[/C][/ROW]
[ROW][C]2[/C][C]-0.446539[/C][C]-3.4299[/C][C]0.000554[/C][/ROW]
[ROW][C]3[/C][C]-0.328602[/C][C]-2.524[/C][C]0.007156[/C][/ROW]
[ROW][C]4[/C][C]-0.265068[/C][C]-2.036[/C][C]0.023123[/C][/ROW]
[ROW][C]5[/C][C]0.064279[/C][C]0.4937[/C][C]0.311662[/C][/ROW]
[ROW][C]6[/C][C]0.251928[/C][C]1.9351[/C][C]0.028888[/C][/ROW]
[ROW][C]7[/C][C]0.031533[/C][C]0.2422[/C][C]0.40473[/C][/ROW]
[ROW][C]8[/C][C]0.077109[/C][C]0.5923[/C][C]0.277962[/C][/ROW]
[ROW][C]9[/C][C]0.037439[/C][C]0.2876[/C][C]0.387342[/C][/ROW]
[ROW][C]10[/C][C]0.008466[/C][C]0.065[/C][C]0.474185[/C][/ROW]
[ROW][C]11[/C][C]0.005824[/C][C]0.0447[/C][C]0.482235[/C][/ROW]
[ROW][C]12[/C][C]0.149281[/C][C]1.1466[/C][C]0.128078[/C][/ROW]
[ROW][C]13[/C][C]-0.473685[/C][C]-3.6384[/C][C]0.000289[/C][/ROW]
[ROW][C]14[/C][C]0.101775[/C][C]0.7817[/C][C]0.218745[/C][/ROW]
[ROW][C]15[/C][C]0.059733[/C][C]0.4588[/C][C]0.324025[/C][/ROW]
[ROW][C]16[/C][C]-0.010508[/C][C]-0.0807[/C][C]0.467973[/C][/ROW]
[ROW][C]17[/C][C]-0.071873[/C][C]-0.5521[/C][C]0.291493[/C][/ROW]
[ROW][C]18[/C][C]0.011278[/C][C]0.0866[/C][C]0.465631[/C][/ROW]
[ROW][C]19[/C][C]0.125719[/C][C]0.9657[/C][C]0.169077[/C][/ROW]
[ROW][C]20[/C][C]-0.027574[/C][C]-0.2118[/C][C]0.416498[/C][/ROW]
[ROW][C]21[/C][C]-0.020807[/C][C]-0.1598[/C][C]0.436784[/C][/ROW]
[ROW][C]22[/C][C]-0.155496[/C][C]-1.1944[/C][C]0.118553[/C][/ROW]
[ROW][C]23[/C][C]0.08502[/C][C]0.6531[/C][C]0.25813[/C][/ROW]
[ROW][C]24[/C][C]0.038269[/C][C]0.294[/C][C]0.384913[/C][/ROW]
[ROW][C]25[/C][C]-0.186049[/C][C]-1.4291[/C][C]0.079129[/C][/ROW]
[ROW][C]26[/C][C]-0.08527[/C][C]-0.655[/C][C]0.257516[/C][/ROW]
[ROW][C]27[/C][C]-0.104615[/C][C]-0.8036[/C][C]0.212439[/C][/ROW]
[ROW][C]28[/C][C]0.081258[/C][C]0.6242[/C][C]0.267466[/C][/ROW]
[ROW][C]29[/C][C]-0.009653[/C][C]-0.0741[/C][C]0.470573[/C][/ROW]
[ROW][C]30[/C][C]-0.036012[/C][C]-0.2766[/C][C]0.391521[/C][/ROW]
[ROW][C]31[/C][C]0.074147[/C][C]0.5695[/C][C]0.285578[/C][/ROW]
[ROW][C]32[/C][C]-0.007325[/C][C]-0.0563[/C][C]0.477661[/C][/ROW]
[ROW][C]33[/C][C]-0.012871[/C][C]-0.0989[/C][C]0.460791[/C][/ROW]
[ROW][C]34[/C][C]0.217945[/C][C]1.6741[/C][C]0.049706[/C][/ROW]
[ROW][C]35[/C][C]-0.0228[/C][C]-0.1751[/C][C]0.430789[/C][/ROW]
[ROW][C]36[/C][C]0.073453[/C][C]0.5642[/C][C]0.287376[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62926&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62926&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	0.316151	2.4284	0.009116
2	-0.446539	-3.4299	0.000554
3	-0.328602	-2.524	0.007156
4	-0.265068	-2.036	0.023123
5	0.064279	0.4937	0.311662
6	0.251928	1.9351	0.028888
7	0.031533	0.2422	0.40473
8	0.077109	0.5923	0.277962
9	0.037439	0.2876	0.387342
10	0.008466	0.065	0.474185
11	0.005824	0.0447	0.482235
12	0.149281	1.1466	0.128078
13	-0.473685	-3.6384	0.000289
14	0.101775	0.7817	0.218745
15	0.059733	0.4588	0.324025
16	-0.010508	-0.0807	0.467973
17	-0.071873	-0.5521	0.291493
18	0.011278	0.0866	0.465631
19	0.125719	0.9657	0.169077
20	-0.027574	-0.2118	0.416498
21	-0.020807	-0.1598	0.436784
22	-0.155496	-1.1944	0.118553
23	0.08502	0.6531	0.25813
24	0.038269	0.294	0.384913
25	-0.186049	-1.4291	0.079129
26	-0.08527	-0.655	0.257516
27	-0.104615	-0.8036	0.212439
28	0.081258	0.6242	0.267466
29	-0.009653	-0.0741	0.470573
30	-0.036012	-0.2766	0.391521
31	0.074147	0.5695	0.285578
32	-0.007325	-0.0563	0.477661
33	-0.012871	-0.0989	0.460791
34	0.217945	1.6741	0.049706
35	-0.0228	-0.1751	0.430789
36	0.073453	0.5642	0.287376

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