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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 10:48:05 -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/t1259862527i7fpk51rsbkp3ew.htm/, Retrieved Tue, 23 Apr 2024 08:24:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62984, Retrieved Tue, 23 Apr 2024 08:24:56 +0000

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Estimated Impact

160

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]
- R  D      [(Partial) Autocorrelation Function] [] [2009-12-03 17:48:05] [873be88d67c17ca20f1ec7e5d8eb10d1] [Current]

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Dataseries X:

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Histogram

Boxplots

8.9
8.8
8.3
7.5
7.2
7.4
8.8
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

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=62984&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=62984&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62984&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	0.546503	3.7466	0.000245
2	-0.129773	-0.8897	0.189085
3	-0.536021	-3.6748	0.000305
4	-0.52773	-3.6179	0.000362
5	-0.129776	-0.8897	0.18908
6	0.189913	1.302	0.099635
7	0.22106	1.5155	0.06817
8	0.087033	0.5967	0.276796
9	-0.102711	-0.7042	0.242407
10	-0.090252	-0.6187	0.269538
11	0.02719	0.1864	0.426465
12	0.068428	0.4691	0.320577
13	0.078781	0.5401	0.295842
14	0.021089	0.1446	0.442831
15	-0.059196	-0.4058	0.343355
16	-0.038753	-0.2657	0.395824
17	-0.032656	-0.2239	0.411911
18	-0.028709	-0.1968	0.42241
19	-0.018575	-0.1273	0.449605
20	0.032929	0.2257	0.411188
21	0.051617	0.3539	0.362511
22	-0.03911	-0.2681	0.394889
23	-0.109261	-0.7491	0.228779
24	-0.115535	-0.7921	0.21615
25	-0.022792	-0.1563	0.43825
26	0.100923	0.6919	0.246203
27	0.076311	0.5232	0.301661
28	-0.055699	-0.3819	0.352147
29	-0.140415	-0.9626	0.170329
30	-0.084919	-0.5822	0.281616
31	0.121187	0.8308	0.205139
32	0.283904	1.9464	0.028802
33	0.213929	1.4666	0.074569
34	-0.0314	-0.2153	0.415246
35	-0.320029	-2.194	0.016607
36	-0.388074	-2.6605	0.00532

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.546503 & 3.7466 & 0.000245 \tabularnewline
2 & -0.129773 & -0.8897 & 0.189085 \tabularnewline
3 & -0.536021 & -3.6748 & 0.000305 \tabularnewline
4 & -0.52773 & -3.6179 & 0.000362 \tabularnewline
5 & -0.129776 & -0.8897 & 0.18908 \tabularnewline
6 & 0.189913 & 1.302 & 0.099635 \tabularnewline
7 & 0.22106 & 1.5155 & 0.06817 \tabularnewline
8 & 0.087033 & 0.5967 & 0.276796 \tabularnewline
9 & -0.102711 & -0.7042 & 0.242407 \tabularnewline
10 & -0.090252 & -0.6187 & 0.269538 \tabularnewline
11 & 0.02719 & 0.1864 & 0.426465 \tabularnewline
12 & 0.068428 & 0.4691 & 0.320577 \tabularnewline
13 & 0.078781 & 0.5401 & 0.295842 \tabularnewline
14 & 0.021089 & 0.1446 & 0.442831 \tabularnewline
15 & -0.059196 & -0.4058 & 0.343355 \tabularnewline
16 & -0.038753 & -0.2657 & 0.395824 \tabularnewline
17 & -0.032656 & -0.2239 & 0.411911 \tabularnewline
18 & -0.028709 & -0.1968 & 0.42241 \tabularnewline
19 & -0.018575 & -0.1273 & 0.449605 \tabularnewline
20 & 0.032929 & 0.2257 & 0.411188 \tabularnewline
21 & 0.051617 & 0.3539 & 0.362511 \tabularnewline
22 & -0.03911 & -0.2681 & 0.394889 \tabularnewline
23 & -0.109261 & -0.7491 & 0.228779 \tabularnewline
24 & -0.115535 & -0.7921 & 0.21615 \tabularnewline
25 & -0.022792 & -0.1563 & 0.43825 \tabularnewline
26 & 0.100923 & 0.6919 & 0.246203 \tabularnewline
27 & 0.076311 & 0.5232 & 0.301661 \tabularnewline
28 & -0.055699 & -0.3819 & 0.352147 \tabularnewline
29 & -0.140415 & -0.9626 & 0.170329 \tabularnewline
30 & -0.084919 & -0.5822 & 0.281616 \tabularnewline
31 & 0.121187 & 0.8308 & 0.205139 \tabularnewline
32 & 0.283904 & 1.9464 & 0.028802 \tabularnewline
33 & 0.213929 & 1.4666 & 0.074569 \tabularnewline
34 & -0.0314 & -0.2153 & 0.415246 \tabularnewline
35 & -0.320029 & -2.194 & 0.016607 \tabularnewline
36 & -0.388074 & -2.6605 & 0.00532 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62984&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]0.546503[/C][C]3.7466[/C][C]0.000245[/C][/ROW]
[ROW][C]2[/C][C]-0.129773[/C][C]-0.8897[/C][C]0.189085[/C][/ROW]
[ROW][C]3[/C][C]-0.536021[/C][C]-3.6748[/C][C]0.000305[/C][/ROW]
[ROW][C]4[/C][C]-0.52773[/C][C]-3.6179[/C][C]0.000362[/C][/ROW]
[ROW][C]5[/C][C]-0.129776[/C][C]-0.8897[/C][C]0.18908[/C][/ROW]
[ROW][C]6[/C][C]0.189913[/C][C]1.302[/C][C]0.099635[/C][/ROW]
[ROW][C]7[/C][C]0.22106[/C][C]1.5155[/C][C]0.06817[/C][/ROW]
[ROW][C]8[/C][C]0.087033[/C][C]0.5967[/C][C]0.276796[/C][/ROW]
[ROW][C]9[/C][C]-0.102711[/C][C]-0.7042[/C][C]0.242407[/C][/ROW]
[ROW][C]10[/C][C]-0.090252[/C][C]-0.6187[/C][C]0.269538[/C][/ROW]
[ROW][C]11[/C][C]0.02719[/C][C]0.1864[/C][C]0.426465[/C][/ROW]
[ROW][C]12[/C][C]0.068428[/C][C]0.4691[/C][C]0.320577[/C][/ROW]
[ROW][C]13[/C][C]0.078781[/C][C]0.5401[/C][C]0.295842[/C][/ROW]
[ROW][C]14[/C][C]0.021089[/C][C]0.1446[/C][C]0.442831[/C][/ROW]
[ROW][C]15[/C][C]-0.059196[/C][C]-0.4058[/C][C]0.343355[/C][/ROW]
[ROW][C]16[/C][C]-0.038753[/C][C]-0.2657[/C][C]0.395824[/C][/ROW]
[ROW][C]17[/C][C]-0.032656[/C][C]-0.2239[/C][C]0.411911[/C][/ROW]
[ROW][C]18[/C][C]-0.028709[/C][C]-0.1968[/C][C]0.42241[/C][/ROW]
[ROW][C]19[/C][C]-0.018575[/C][C]-0.1273[/C][C]0.449605[/C][/ROW]
[ROW][C]20[/C][C]0.032929[/C][C]0.2257[/C][C]0.411188[/C][/ROW]
[ROW][C]21[/C][C]0.051617[/C][C]0.3539[/C][C]0.362511[/C][/ROW]
[ROW][C]22[/C][C]-0.03911[/C][C]-0.2681[/C][C]0.394889[/C][/ROW]
[ROW][C]23[/C][C]-0.109261[/C][C]-0.7491[/C][C]0.228779[/C][/ROW]
[ROW][C]24[/C][C]-0.115535[/C][C]-0.7921[/C][C]0.21615[/C][/ROW]
[ROW][C]25[/C][C]-0.022792[/C][C]-0.1563[/C][C]0.43825[/C][/ROW]
[ROW][C]26[/C][C]0.100923[/C][C]0.6919[/C][C]0.246203[/C][/ROW]
[ROW][C]27[/C][C]0.076311[/C][C]0.5232[/C][C]0.301661[/C][/ROW]
[ROW][C]28[/C][C]-0.055699[/C][C]-0.3819[/C][C]0.352147[/C][/ROW]
[ROW][C]29[/C][C]-0.140415[/C][C]-0.9626[/C][C]0.170329[/C][/ROW]
[ROW][C]30[/C][C]-0.084919[/C][C]-0.5822[/C][C]0.281616[/C][/ROW]
[ROW][C]31[/C][C]0.121187[/C][C]0.8308[/C][C]0.205139[/C][/ROW]
[ROW][C]32[/C][C]0.283904[/C][C]1.9464[/C][C]0.028802[/C][/ROW]
[ROW][C]33[/C][C]0.213929[/C][C]1.4666[/C][C]0.074569[/C][/ROW]
[ROW][C]34[/C][C]-0.0314[/C][C]-0.2153[/C][C]0.415246[/C][/ROW]
[ROW][C]35[/C][C]-0.320029[/C][C]-2.194[/C][C]0.016607[/C][/ROW]
[ROW][C]36[/C][C]-0.388074[/C][C]-2.6605[/C][C]0.00532[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62984&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62984&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	0.546503	3.7466	0.000245
2	-0.129773	-0.8897	0.189085
3	-0.536021	-3.6748	0.000305
4	-0.52773	-3.6179	0.000362
5	-0.129776	-0.8897	0.18908
6	0.189913	1.302	0.099635
7	0.22106	1.5155	0.06817
8	0.087033	0.5967	0.276796
9	-0.102711	-0.7042	0.242407
10	-0.090252	-0.6187	0.269538
11	0.02719	0.1864	0.426465
12	0.068428	0.4691	0.320577
13	0.078781	0.5401	0.295842
14	0.021089	0.1446	0.442831
15	-0.059196	-0.4058	0.343355
16	-0.038753	-0.2657	0.395824
17	-0.032656	-0.2239	0.411911
18	-0.028709	-0.1968	0.42241
19	-0.018575	-0.1273	0.449605
20	0.032929	0.2257	0.411188
21	0.051617	0.3539	0.362511
22	-0.03911	-0.2681	0.394889
23	-0.109261	-0.7491	0.228779
24	-0.115535	-0.7921	0.21615
25	-0.022792	-0.1563	0.43825
26	0.100923	0.6919	0.246203
27	0.076311	0.5232	0.301661
28	-0.055699	-0.3819	0.352147
29	-0.140415	-0.9626	0.170329
30	-0.084919	-0.5822	0.281616
31	0.121187	0.8308	0.205139
32	0.283904	1.9464	0.028802
33	0.213929	1.4666	0.074569
34	-0.0314	-0.2153	0.415246
35	-0.320029	-2.194	0.016607
36	-0.388074	-2.6605	0.00532

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.546503	3.7466	0.000245
2	-0.610889	-4.188	6.1e-05
3	-0.200002	-1.3711	0.08842
4	-0.162213	-1.1121	0.13588
5	0.148432	1.0176	0.15704
6	-0.225597	-1.5466	0.064332
7	-0.107262	-0.7353	0.23289
8	-0.027371	-0.1876	0.425981
9	-0.108196	-0.7418	0.230964
10	0.12744	0.8737	0.193366
11	-0.089643	-0.6146	0.270904
12	-0.041724	-0.286	0.388049
13	0.074769	0.5126	0.305319
14	0.027404	0.1879	0.425892
15	-0.043253	-0.2965	0.384068
16	0.064262	0.4406	0.330776
17	-0.064228	-0.4403	0.330859
18	-0.010634	-0.0729	0.471095
19	-0.028796	-0.1974	0.422178
20	0.154108	1.0565	0.148067
21	-0.17171	-1.1772	0.122524
22	-0.143284	-0.9823	0.165489
23	0.022781	0.1562	0.438282
24	-0.11738	-0.8047	0.212517
25	0.04515	0.3095	0.379142
26	-0.124369	-0.8526	0.199095
27	-0.186411	-1.278	0.103768
28	-0.157633	-1.0807	0.142677
29	0.001361	0.0093	0.496298
30	-0.030051	-0.206	0.418834
31	0.028825	0.1976	0.422099
32	0.115208	0.7898	0.216799
33	-0.031197	-0.2139	0.415784
34	-0.040473	-0.2775	0.391318
35	-0.100199	-0.6869	0.247751
36	-0.083583	-0.573	0.284682

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.546503 & 3.7466 & 0.000245 \tabularnewline
2 & -0.610889 & -4.188 & 6.1e-05 \tabularnewline
3 & -0.200002 & -1.3711 & 0.08842 \tabularnewline
4 & -0.162213 & -1.1121 & 0.13588 \tabularnewline
5 & 0.148432 & 1.0176 & 0.15704 \tabularnewline
6 & -0.225597 & -1.5466 & 0.064332 \tabularnewline
7 & -0.107262 & -0.7353 & 0.23289 \tabularnewline
8 & -0.027371 & -0.1876 & 0.425981 \tabularnewline
9 & -0.108196 & -0.7418 & 0.230964 \tabularnewline
10 & 0.12744 & 0.8737 & 0.193366 \tabularnewline
11 & -0.089643 & -0.6146 & 0.270904 \tabularnewline
12 & -0.041724 & -0.286 & 0.388049 \tabularnewline
13 & 0.074769 & 0.5126 & 0.305319 \tabularnewline
14 & 0.027404 & 0.1879 & 0.425892 \tabularnewline
15 & -0.043253 & -0.2965 & 0.384068 \tabularnewline
16 & 0.064262 & 0.4406 & 0.330776 \tabularnewline
17 & -0.064228 & -0.4403 & 0.330859 \tabularnewline
18 & -0.010634 & -0.0729 & 0.471095 \tabularnewline
19 & -0.028796 & -0.1974 & 0.422178 \tabularnewline
20 & 0.154108 & 1.0565 & 0.148067 \tabularnewline
21 & -0.17171 & -1.1772 & 0.122524 \tabularnewline
22 & -0.143284 & -0.9823 & 0.165489 \tabularnewline
23 & 0.022781 & 0.1562 & 0.438282 \tabularnewline
24 & -0.11738 & -0.8047 & 0.212517 \tabularnewline
25 & 0.04515 & 0.3095 & 0.379142 \tabularnewline
26 & -0.124369 & -0.8526 & 0.199095 \tabularnewline
27 & -0.186411 & -1.278 & 0.103768 \tabularnewline
28 & -0.157633 & -1.0807 & 0.142677 \tabularnewline
29 & 0.001361 & 0.0093 & 0.496298 \tabularnewline
30 & -0.030051 & -0.206 & 0.418834 \tabularnewline
31 & 0.028825 & 0.1976 & 0.422099 \tabularnewline
32 & 0.115208 & 0.7898 & 0.216799 \tabularnewline
33 & -0.031197 & -0.2139 & 0.415784 \tabularnewline
34 & -0.040473 & -0.2775 & 0.391318 \tabularnewline
35 & -0.100199 & -0.6869 & 0.247751 \tabularnewline
36 & -0.083583 & -0.573 & 0.284682 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62984&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]0.546503[/C][C]3.7466[/C][C]0.000245[/C][/ROW]
[ROW][C]2[/C][C]-0.610889[/C][C]-4.188[/C][C]6.1e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.200002[/C][C]-1.3711[/C][C]0.08842[/C][/ROW]
[ROW][C]4[/C][C]-0.162213[/C][C]-1.1121[/C][C]0.13588[/C][/ROW]
[ROW][C]5[/C][C]0.148432[/C][C]1.0176[/C][C]0.15704[/C][/ROW]
[ROW][C]6[/C][C]-0.225597[/C][C]-1.5466[/C][C]0.064332[/C][/ROW]
[ROW][C]7[/C][C]-0.107262[/C][C]-0.7353[/C][C]0.23289[/C][/ROW]
[ROW][C]8[/C][C]-0.027371[/C][C]-0.1876[/C][C]0.425981[/C][/ROW]
[ROW][C]9[/C][C]-0.108196[/C][C]-0.7418[/C][C]0.230964[/C][/ROW]
[ROW][C]10[/C][C]0.12744[/C][C]0.8737[/C][C]0.193366[/C][/ROW]
[ROW][C]11[/C][C]-0.089643[/C][C]-0.6146[/C][C]0.270904[/C][/ROW]
[ROW][C]12[/C][C]-0.041724[/C][C]-0.286[/C][C]0.388049[/C][/ROW]
[ROW][C]13[/C][C]0.074769[/C][C]0.5126[/C][C]0.305319[/C][/ROW]
[ROW][C]14[/C][C]0.027404[/C][C]0.1879[/C][C]0.425892[/C][/ROW]
[ROW][C]15[/C][C]-0.043253[/C][C]-0.2965[/C][C]0.384068[/C][/ROW]
[ROW][C]16[/C][C]0.064262[/C][C]0.4406[/C][C]0.330776[/C][/ROW]
[ROW][C]17[/C][C]-0.064228[/C][C]-0.4403[/C][C]0.330859[/C][/ROW]
[ROW][C]18[/C][C]-0.010634[/C][C]-0.0729[/C][C]0.471095[/C][/ROW]
[ROW][C]19[/C][C]-0.028796[/C][C]-0.1974[/C][C]0.422178[/C][/ROW]
[ROW][C]20[/C][C]0.154108[/C][C]1.0565[/C][C]0.148067[/C][/ROW]
[ROW][C]21[/C][C]-0.17171[/C][C]-1.1772[/C][C]0.122524[/C][/ROW]
[ROW][C]22[/C][C]-0.143284[/C][C]-0.9823[/C][C]0.165489[/C][/ROW]
[ROW][C]23[/C][C]0.022781[/C][C]0.1562[/C][C]0.438282[/C][/ROW]
[ROW][C]24[/C][C]-0.11738[/C][C]-0.8047[/C][C]0.212517[/C][/ROW]
[ROW][C]25[/C][C]0.04515[/C][C]0.3095[/C][C]0.379142[/C][/ROW]
[ROW][C]26[/C][C]-0.124369[/C][C]-0.8526[/C][C]0.199095[/C][/ROW]
[ROW][C]27[/C][C]-0.186411[/C][C]-1.278[/C][C]0.103768[/C][/ROW]
[ROW][C]28[/C][C]-0.157633[/C][C]-1.0807[/C][C]0.142677[/C][/ROW]
[ROW][C]29[/C][C]0.001361[/C][C]0.0093[/C][C]0.496298[/C][/ROW]
[ROW][C]30[/C][C]-0.030051[/C][C]-0.206[/C][C]0.418834[/C][/ROW]
[ROW][C]31[/C][C]0.028825[/C][C]0.1976[/C][C]0.422099[/C][/ROW]
[ROW][C]32[/C][C]0.115208[/C][C]0.7898[/C][C]0.216799[/C][/ROW]
[ROW][C]33[/C][C]-0.031197[/C][C]-0.2139[/C][C]0.415784[/C][/ROW]
[ROW][C]34[/C][C]-0.040473[/C][C]-0.2775[/C][C]0.391318[/C][/ROW]
[ROW][C]35[/C][C]-0.100199[/C][C]-0.6869[/C][C]0.247751[/C][/ROW]
[ROW][C]36[/C][C]-0.083583[/C][C]-0.573[/C][C]0.284682[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62984&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62984&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	0.546503	3.7466	0.000245
2	-0.610889	-4.188	6.1e-05
3	-0.200002	-1.3711	0.08842
4	-0.162213	-1.1121	0.13588
5	0.148432	1.0176	0.15704
6	-0.225597	-1.5466	0.064332
7	-0.107262	-0.7353	0.23289
8	-0.027371	-0.1876	0.425981
9	-0.108196	-0.7418	0.230964
10	0.12744	0.8737	0.193366
11	-0.089643	-0.6146	0.270904
12	-0.041724	-0.286	0.388049
13	0.074769	0.5126	0.305319
14	0.027404	0.1879	0.425892
15	-0.043253	-0.2965	0.384068
16	0.064262	0.4406	0.330776
17	-0.064228	-0.4403	0.330859
18	-0.010634	-0.0729	0.471095
19	-0.028796	-0.1974	0.422178
20	0.154108	1.0565	0.148067
21	-0.17171	-1.1772	0.122524
22	-0.143284	-0.9823	0.165489
23	0.022781	0.1562	0.438282
24	-0.11738	-0.8047	0.212517
25	0.04515	0.3095	0.379142
26	-0.124369	-0.8526	0.199095
27	-0.186411	-1.278	0.103768
28	-0.157633	-1.0807	0.142677
29	0.001361	0.0093	0.496298
30	-0.030051	-0.206	0.418834
31	0.028825	0.1976	0.422099
32	0.115208	0.7898	0.216799
33	-0.031197	-0.2139	0.415784
34	-0.040473	-0.2775	0.391318
35	-0.100199	-0.6869	0.247751
36	-0.083583	-0.573	0.284682

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