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 10:54:24 -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/t1259862962n8zt2tlzsmv7fsd.htm/, Retrieved Wed, 24 Apr 2024 18:48:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62995, Retrieved Wed, 24 Apr 2024 18:48:21 +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

153

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 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [ACF] [2009-12-03 17:54:24] [03368d751914a6c247d86aff8eac7cbf] [Current]
-    D        [(Partial) Autocorrelation Function] [ACF ] [2009-12-03 19:08:25] [82d27727e9ba70a4d0e9e253f76836cf] 
-    D        [(Partial) Autocorrelation Function] [ACF - aantal bouw...] [2009-12-03 19:08:25] [82d27727e9ba70a4d0e9e253f76836cf] 
-    D        [(Partial) Autocorrelation Function] [] [2009-12-03 19:08:25] [82d27727e9ba70a4d0e9e253f76836cf] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62995&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]0 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=62995&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62995&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.370633	2.8947	0.002629
2	0.32213	2.5159	0.00726
3	0.361248	2.8214	0.003222
4	0.217383	1.6978	0.04732
5	0.09705	0.758	0.22569
6	0.080089	0.6255	0.266984
7	0.12731	0.9943	0.161997
8	0.124704	0.974	0.166959
9	0.248024	1.9371	0.028682
10	0.098509	0.7694	0.222319
11	0.058407	0.4562	0.324943
12	0.173804	1.3575	0.089819
13	-0.011147	-0.0871	0.465453
14	-0.065298	-0.51	0.305948
15	0.023512	0.1836	0.427453
16	-0.174715	-1.3646	0.088701
17	-0.112445	-0.8782	0.191634
18	-0.194235	-1.517	0.067213
19	-0.071436	-0.5579	0.289467
20	-0.206652	-1.614	0.055844
21	-0.059078	-0.4614	0.323072
22	-0.097937	-0.7649	0.223635
23	-0.140319	-1.0959	0.13871
24	-0.031811	-0.2485	0.40231
25	-0.181389	-1.4167	0.08083
26	-0.229544	-1.7928	0.038982
27	-0.259708	-2.0284	0.023447
28	-0.251368	-1.9632	0.027091
29	-0.250717	-1.9582	0.027394
30	-0.212917	-1.6629	0.050728
31	-0.212918	-1.6629	0.050727
32	-0.153136	-1.196	0.118156
33	-0.077089	-0.6021	0.274675
34	-0.106338	-0.8305	0.204739
35	-0.179588	-1.4026	0.082898
36	0.009902	0.0773	0.469304

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.370633 & 2.8947 & 0.002629 \tabularnewline
2 & 0.32213 & 2.5159 & 0.00726 \tabularnewline
3 & 0.361248 & 2.8214 & 0.003222 \tabularnewline
4 & 0.217383 & 1.6978 & 0.04732 \tabularnewline
5 & 0.09705 & 0.758 & 0.22569 \tabularnewline
6 & 0.080089 & 0.6255 & 0.266984 \tabularnewline
7 & 0.12731 & 0.9943 & 0.161997 \tabularnewline
8 & 0.124704 & 0.974 & 0.166959 \tabularnewline
9 & 0.248024 & 1.9371 & 0.028682 \tabularnewline
10 & 0.098509 & 0.7694 & 0.222319 \tabularnewline
11 & 0.058407 & 0.4562 & 0.324943 \tabularnewline
12 & 0.173804 & 1.3575 & 0.089819 \tabularnewline
13 & -0.011147 & -0.0871 & 0.465453 \tabularnewline
14 & -0.065298 & -0.51 & 0.305948 \tabularnewline
15 & 0.023512 & 0.1836 & 0.427453 \tabularnewline
16 & -0.174715 & -1.3646 & 0.088701 \tabularnewline
17 & -0.112445 & -0.8782 & 0.191634 \tabularnewline
18 & -0.194235 & -1.517 & 0.067213 \tabularnewline
19 & -0.071436 & -0.5579 & 0.289467 \tabularnewline
20 & -0.206652 & -1.614 & 0.055844 \tabularnewline
21 & -0.059078 & -0.4614 & 0.323072 \tabularnewline
22 & -0.097937 & -0.7649 & 0.223635 \tabularnewline
23 & -0.140319 & -1.0959 & 0.13871 \tabularnewline
24 & -0.031811 & -0.2485 & 0.40231 \tabularnewline
25 & -0.181389 & -1.4167 & 0.08083 \tabularnewline
26 & -0.229544 & -1.7928 & 0.038982 \tabularnewline
27 & -0.259708 & -2.0284 & 0.023447 \tabularnewline
28 & -0.251368 & -1.9632 & 0.027091 \tabularnewline
29 & -0.250717 & -1.9582 & 0.027394 \tabularnewline
30 & -0.212917 & -1.6629 & 0.050728 \tabularnewline
31 & -0.212918 & -1.6629 & 0.050727 \tabularnewline
32 & -0.153136 & -1.196 & 0.118156 \tabularnewline
33 & -0.077089 & -0.6021 & 0.274675 \tabularnewline
34 & -0.106338 & -0.8305 & 0.204739 \tabularnewline
35 & -0.179588 & -1.4026 & 0.082898 \tabularnewline
36 & 0.009902 & 0.0773 & 0.469304 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62995&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]0.370633[/C][C]2.8947[/C][C]0.002629[/C][/ROW]
[ROW][C]2[/C][C]0.32213[/C][C]2.5159[/C][C]0.00726[/C][/ROW]
[ROW][C]3[/C][C]0.361248[/C][C]2.8214[/C][C]0.003222[/C][/ROW]
[ROW][C]4[/C][C]0.217383[/C][C]1.6978[/C][C]0.04732[/C][/ROW]
[ROW][C]5[/C][C]0.09705[/C][C]0.758[/C][C]0.22569[/C][/ROW]
[ROW][C]6[/C][C]0.080089[/C][C]0.6255[/C][C]0.266984[/C][/ROW]
[ROW][C]7[/C][C]0.12731[/C][C]0.9943[/C][C]0.161997[/C][/ROW]
[ROW][C]8[/C][C]0.124704[/C][C]0.974[/C][C]0.166959[/C][/ROW]
[ROW][C]9[/C][C]0.248024[/C][C]1.9371[/C][C]0.028682[/C][/ROW]
[ROW][C]10[/C][C]0.098509[/C][C]0.7694[/C][C]0.222319[/C][/ROW]
[ROW][C]11[/C][C]0.058407[/C][C]0.4562[/C][C]0.324943[/C][/ROW]
[ROW][C]12[/C][C]0.173804[/C][C]1.3575[/C][C]0.089819[/C][/ROW]
[ROW][C]13[/C][C]-0.011147[/C][C]-0.0871[/C][C]0.465453[/C][/ROW]
[ROW][C]14[/C][C]-0.065298[/C][C]-0.51[/C][C]0.305948[/C][/ROW]
[ROW][C]15[/C][C]0.023512[/C][C]0.1836[/C][C]0.427453[/C][/ROW]
[ROW][C]16[/C][C]-0.174715[/C][C]-1.3646[/C][C]0.088701[/C][/ROW]
[ROW][C]17[/C][C]-0.112445[/C][C]-0.8782[/C][C]0.191634[/C][/ROW]
[ROW][C]18[/C][C]-0.194235[/C][C]-1.517[/C][C]0.067213[/C][/ROW]
[ROW][C]19[/C][C]-0.071436[/C][C]-0.5579[/C][C]0.289467[/C][/ROW]
[ROW][C]20[/C][C]-0.206652[/C][C]-1.614[/C][C]0.055844[/C][/ROW]
[ROW][C]21[/C][C]-0.059078[/C][C]-0.4614[/C][C]0.323072[/C][/ROW]
[ROW][C]22[/C][C]-0.097937[/C][C]-0.7649[/C][C]0.223635[/C][/ROW]
[ROW][C]23[/C][C]-0.140319[/C][C]-1.0959[/C][C]0.13871[/C][/ROW]
[ROW][C]24[/C][C]-0.031811[/C][C]-0.2485[/C][C]0.40231[/C][/ROW]
[ROW][C]25[/C][C]-0.181389[/C][C]-1.4167[/C][C]0.08083[/C][/ROW]
[ROW][C]26[/C][C]-0.229544[/C][C]-1.7928[/C][C]0.038982[/C][/ROW]
[ROW][C]27[/C][C]-0.259708[/C][C]-2.0284[/C][C]0.023447[/C][/ROW]
[ROW][C]28[/C][C]-0.251368[/C][C]-1.9632[/C][C]0.027091[/C][/ROW]
[ROW][C]29[/C][C]-0.250717[/C][C]-1.9582[/C][C]0.027394[/C][/ROW]
[ROW][C]30[/C][C]-0.212917[/C][C]-1.6629[/C][C]0.050728[/C][/ROW]
[ROW][C]31[/C][C]-0.212918[/C][C]-1.6629[/C][C]0.050727[/C][/ROW]
[ROW][C]32[/C][C]-0.153136[/C][C]-1.196[/C][C]0.118156[/C][/ROW]
[ROW][C]33[/C][C]-0.077089[/C][C]-0.6021[/C][C]0.274675[/C][/ROW]
[ROW][C]34[/C][C]-0.106338[/C][C]-0.8305[/C][C]0.204739[/C][/ROW]
[ROW][C]35[/C][C]-0.179588[/C][C]-1.4026[/C][C]0.082898[/C][/ROW]
[ROW][C]36[/C][C]0.009902[/C][C]0.0773[/C][C]0.469304[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62995&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62995&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	0.370633	2.8947	0.002629
2	0.32213	2.5159	0.00726
3	0.361248	2.8214	0.003222
4	0.217383	1.6978	0.04732
5	0.09705	0.758	0.22569
6	0.080089	0.6255	0.266984
7	0.12731	0.9943	0.161997
8	0.124704	0.974	0.166959
9	0.248024	1.9371	0.028682
10	0.098509	0.7694	0.222319
11	0.058407	0.4562	0.324943
12	0.173804	1.3575	0.089819
13	-0.011147	-0.0871	0.465453
14	-0.065298	-0.51	0.305948
15	0.023512	0.1836	0.427453
16	-0.174715	-1.3646	0.088701
17	-0.112445	-0.8782	0.191634
18	-0.194235	-1.517	0.067213
19	-0.071436	-0.5579	0.289467
20	-0.206652	-1.614	0.055844
21	-0.059078	-0.4614	0.323072
22	-0.097937	-0.7649	0.223635
23	-0.140319	-1.0959	0.13871
24	-0.031811	-0.2485	0.40231
25	-0.181389	-1.4167	0.08083
26	-0.229544	-1.7928	0.038982
27	-0.259708	-2.0284	0.023447
28	-0.251368	-1.9632	0.027091
29	-0.250717	-1.9582	0.027394
30	-0.212917	-1.6629	0.050728
31	-0.212918	-1.6629	0.050727
32	-0.153136	-1.196	0.118156
33	-0.077089	-0.6021	0.274675
34	-0.106338	-0.8305	0.204739
35	-0.179588	-1.4026	0.082898
36	0.009902	0.0773	0.469304

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.370633	2.8947	0.002629
2	0.214183	1.6728	0.049742
3	0.228471	1.7844	0.039665
4	-0.003065	-0.0239	0.490489
5	-0.105087	-0.8208	0.207492
6	-0.04875	-0.3808	0.352356
7	0.094357	0.737	0.231988
8	0.10588	0.8269	0.205745
9	0.230778	1.8024	0.038209
10	-0.110874	-0.866	0.194955
11	-0.141845	-1.1078	0.136139
12	0.064068	0.5004	0.3093
13	-0.098134	-0.7665	0.223181
14	-0.040501	-0.3163	0.376418
15	0.069541	0.5431	0.294509
16	-0.257959	-2.0147	0.024174
17	-0.01398	-0.1092	0.456705
18	-0.192336	-1.5022	0.069103
19	0.168022	1.3123	0.097169
20	-0.106111	-0.8288	0.205237
21	0.100163	0.7823	0.218532
22	-0.077398	-0.6045	0.273877
23	-0.031062	-0.2426	0.404564
24	0.006858	0.0536	0.47873
25	-0.024067	-0.188	0.425763
26	-0.157554	-1.2305	0.11161
27	-0.12408	-0.9691	0.168163
28	-0.078404	-0.6124	0.271289
29	0.052361	0.409	0.342003
30	0.012123	0.0947	0.462439
31	-0.088949	-0.6947	0.244937
32	-0.041142	-0.3213	0.374528
33	0.023087	0.1803	0.42875
34	-0.061308	-0.4788	0.316886
35	0.063499	0.4959	0.310857
36	0.069179	0.5403	0.295477

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.370633 & 2.8947 & 0.002629 \tabularnewline
2 & 0.214183 & 1.6728 & 0.049742 \tabularnewline
3 & 0.228471 & 1.7844 & 0.039665 \tabularnewline
4 & -0.003065 & -0.0239 & 0.490489 \tabularnewline
5 & -0.105087 & -0.8208 & 0.207492 \tabularnewline
6 & -0.04875 & -0.3808 & 0.352356 \tabularnewline
7 & 0.094357 & 0.737 & 0.231988 \tabularnewline
8 & 0.10588 & 0.8269 & 0.205745 \tabularnewline
9 & 0.230778 & 1.8024 & 0.038209 \tabularnewline
10 & -0.110874 & -0.866 & 0.194955 \tabularnewline
11 & -0.141845 & -1.1078 & 0.136139 \tabularnewline
12 & 0.064068 & 0.5004 & 0.3093 \tabularnewline
13 & -0.098134 & -0.7665 & 0.223181 \tabularnewline
14 & -0.040501 & -0.3163 & 0.376418 \tabularnewline
15 & 0.069541 & 0.5431 & 0.294509 \tabularnewline
16 & -0.257959 & -2.0147 & 0.024174 \tabularnewline
17 & -0.01398 & -0.1092 & 0.456705 \tabularnewline
18 & -0.192336 & -1.5022 & 0.069103 \tabularnewline
19 & 0.168022 & 1.3123 & 0.097169 \tabularnewline
20 & -0.106111 & -0.8288 & 0.205237 \tabularnewline
21 & 0.100163 & 0.7823 & 0.218532 \tabularnewline
22 & -0.077398 & -0.6045 & 0.273877 \tabularnewline
23 & -0.031062 & -0.2426 & 0.404564 \tabularnewline
24 & 0.006858 & 0.0536 & 0.47873 \tabularnewline
25 & -0.024067 & -0.188 & 0.425763 \tabularnewline
26 & -0.157554 & -1.2305 & 0.11161 \tabularnewline
27 & -0.12408 & -0.9691 & 0.168163 \tabularnewline
28 & -0.078404 & -0.6124 & 0.271289 \tabularnewline
29 & 0.052361 & 0.409 & 0.342003 \tabularnewline
30 & 0.012123 & 0.0947 & 0.462439 \tabularnewline
31 & -0.088949 & -0.6947 & 0.244937 \tabularnewline
32 & -0.041142 & -0.3213 & 0.374528 \tabularnewline
33 & 0.023087 & 0.1803 & 0.42875 \tabularnewline
34 & -0.061308 & -0.4788 & 0.316886 \tabularnewline
35 & 0.063499 & 0.4959 & 0.310857 \tabularnewline
36 & 0.069179 & 0.5403 & 0.295477 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62995&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]0.370633[/C][C]2.8947[/C][C]0.002629[/C][/ROW]
[ROW][C]2[/C][C]0.214183[/C][C]1.6728[/C][C]0.049742[/C][/ROW]
[ROW][C]3[/C][C]0.228471[/C][C]1.7844[/C][C]0.039665[/C][/ROW]
[ROW][C]4[/C][C]-0.003065[/C][C]-0.0239[/C][C]0.490489[/C][/ROW]
[ROW][C]5[/C][C]-0.105087[/C][C]-0.8208[/C][C]0.207492[/C][/ROW]
[ROW][C]6[/C][C]-0.04875[/C][C]-0.3808[/C][C]0.352356[/C][/ROW]
[ROW][C]7[/C][C]0.094357[/C][C]0.737[/C][C]0.231988[/C][/ROW]
[ROW][C]8[/C][C]0.10588[/C][C]0.8269[/C][C]0.205745[/C][/ROW]
[ROW][C]9[/C][C]0.230778[/C][C]1.8024[/C][C]0.038209[/C][/ROW]
[ROW][C]10[/C][C]-0.110874[/C][C]-0.866[/C][C]0.194955[/C][/ROW]
[ROW][C]11[/C][C]-0.141845[/C][C]-1.1078[/C][C]0.136139[/C][/ROW]
[ROW][C]12[/C][C]0.064068[/C][C]0.5004[/C][C]0.3093[/C][/ROW]
[ROW][C]13[/C][C]-0.098134[/C][C]-0.7665[/C][C]0.223181[/C][/ROW]
[ROW][C]14[/C][C]-0.040501[/C][C]-0.3163[/C][C]0.376418[/C][/ROW]
[ROW][C]15[/C][C]0.069541[/C][C]0.5431[/C][C]0.294509[/C][/ROW]
[ROW][C]16[/C][C]-0.257959[/C][C]-2.0147[/C][C]0.024174[/C][/ROW]
[ROW][C]17[/C][C]-0.01398[/C][C]-0.1092[/C][C]0.456705[/C][/ROW]
[ROW][C]18[/C][C]-0.192336[/C][C]-1.5022[/C][C]0.069103[/C][/ROW]
[ROW][C]19[/C][C]0.168022[/C][C]1.3123[/C][C]0.097169[/C][/ROW]
[ROW][C]20[/C][C]-0.106111[/C][C]-0.8288[/C][C]0.205237[/C][/ROW]
[ROW][C]21[/C][C]0.100163[/C][C]0.7823[/C][C]0.218532[/C][/ROW]
[ROW][C]22[/C][C]-0.077398[/C][C]-0.6045[/C][C]0.273877[/C][/ROW]
[ROW][C]23[/C][C]-0.031062[/C][C]-0.2426[/C][C]0.404564[/C][/ROW]
[ROW][C]24[/C][C]0.006858[/C][C]0.0536[/C][C]0.47873[/C][/ROW]
[ROW][C]25[/C][C]-0.024067[/C][C]-0.188[/C][C]0.425763[/C][/ROW]
[ROW][C]26[/C][C]-0.157554[/C][C]-1.2305[/C][C]0.11161[/C][/ROW]
[ROW][C]27[/C][C]-0.12408[/C][C]-0.9691[/C][C]0.168163[/C][/ROW]
[ROW][C]28[/C][C]-0.078404[/C][C]-0.6124[/C][C]0.271289[/C][/ROW]
[ROW][C]29[/C][C]0.052361[/C][C]0.409[/C][C]0.342003[/C][/ROW]
[ROW][C]30[/C][C]0.012123[/C][C]0.0947[/C][C]0.462439[/C][/ROW]
[ROW][C]31[/C][C]-0.088949[/C][C]-0.6947[/C][C]0.244937[/C][/ROW]
[ROW][C]32[/C][C]-0.041142[/C][C]-0.3213[/C][C]0.374528[/C][/ROW]
[ROW][C]33[/C][C]0.023087[/C][C]0.1803[/C][C]0.42875[/C][/ROW]
[ROW][C]34[/C][C]-0.061308[/C][C]-0.4788[/C][C]0.316886[/C][/ROW]
[ROW][C]35[/C][C]0.063499[/C][C]0.4959[/C][C]0.310857[/C][/ROW]
[ROW][C]36[/C][C]0.069179[/C][C]0.5403[/C][C]0.295477[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62995&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62995&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	0.370633	2.8947	0.002629
2	0.214183	1.6728	0.049742
3	0.228471	1.7844	0.039665
4	-0.003065	-0.0239	0.490489
5	-0.105087	-0.8208	0.207492
6	-0.04875	-0.3808	0.352356
7	0.094357	0.737	0.231988
8	0.10588	0.8269	0.205745
9	0.230778	1.8024	0.038209
10	-0.110874	-0.866	0.194955
11	-0.141845	-1.1078	0.136139
12	0.064068	0.5004	0.3093
13	-0.098134	-0.7665	0.223181
14	-0.040501	-0.3163	0.376418
15	0.069541	0.5431	0.294509
16	-0.257959	-2.0147	0.024174
17	-0.01398	-0.1092	0.456705
18	-0.192336	-1.5022	0.069103
19	0.168022	1.3123	0.097169
20	-0.106111	-0.8288	0.205237
21	0.100163	0.7823	0.218532
22	-0.077398	-0.6045	0.273877
23	-0.031062	-0.2426	0.404564
24	0.006858	0.0536	0.47873
25	-0.024067	-0.188	0.425763
26	-0.157554	-1.2305	0.11161
27	-0.12408	-0.9691	0.168163
28	-0.078404	-0.6124	0.271289
29	0.052361	0.409	0.342003
30	0.012123	0.0947	0.462439
31	-0.088949	-0.6947	0.244937
32	-0.041142	-0.3213	0.374528
33	0.023087	0.1803	0.42875
34	-0.061308	-0.4788	0.316886
35	0.063499	0.4959	0.310857
36	0.069179	0.5403	0.295477

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

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