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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 10:46:09 -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/04/t1259948908moi3b9ccjmirbqz.htm/, Retrieved Sat, 04 May 2024 04:48:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63972, Retrieved Sat, 04 May 2024 04:48:57 +0000

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User-defined keywords

Estimated Impact

120

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] [WS9: ACF] [2009-12-04 17:46:09] [b8ce264f75295a954feffaf60221d1b0] [Current]
-   PD        [(Partial) Autocorrelation Function] [ws9-3] [2009-12-11 12:33:45] [74be16979710d4c4e7c6647856088456] 
-   PD        [(Partial) Autocorrelation Function] [ws9-3] [2009-12-11 12:35:58] [74be16979710d4c4e7c6647856088456] 
-   PD        [(Partial) Autocorrelation Function] [ws9-4] [2009-12-11 12:38:12] [74be16979710d4c4e7c6647856088456] 
-   PD        [(Partial) Autocorrelation Function] [d=0,D=0 en lambda...] [2009-12-19 12:07:23] [4d62210f0915d3a20cbf115865da7cd4] 
-   PD        [(Partial) Autocorrelation Function] [d=1 D=0 en lambda...] [2009-12-19 12:16:42] [4d62210f0915d3a20cbf115865da7cd4] 
-   P           [(Partial) Autocorrelation Function] [d=0, D=1 en lambd...] [2009-12-19 12:25:49] [4d62210f0915d3a20cbf115865da7cd4] 
-   P           [(Partial) Autocorrelation Function] [D=1, d=1 en lambd...] [2009-12-19 12:36:40] [4d62210f0915d3a20cbf115865da7cd4] 

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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=63972&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=63972&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63972&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	0.500944	3.8803	0.000131
2	0.324231	2.5115	0.007366
3	0.460025	3.5633	0.000363
4	0.456362	3.535	0.000396
5	0.438331	3.3953	0.00061
6	0.596428	4.6199	1e-05
7	0.362347	2.8067	0.00337
8	0.374252	2.8989	0.002612
9	0.322165	2.4955	0.007673
10	0.124994	0.9682	0.168416
11	0.301684	2.3368	0.011402
12	0.561821	4.3518	2.7e-05
13	0.177422	1.3743	0.087229
14	0.087908	0.6809	0.249267
15	0.118641	0.919	0.18089
16	0.079465	0.6155	0.270266
17	0.154311	1.1953	0.11834
18	0.213361	1.6527	0.051809
19	0.031587	0.2447	0.403774
20	0.055507	0.43	0.334385
21	-0.020653	-0.16	0.436718
22	-0.199475	-1.5451	0.063787
23	-0.009557	-0.074	0.470617
24	0.13017	1.0083	0.158682
25	-0.147063	-1.1391	0.129586
26	-0.188303	-1.4586	0.074946
27	-0.204615	-1.5849	0.059118
28	-0.213975	-1.6574	0.051325
29	-0.155835	-1.2071	0.116067
30	-0.122995	-0.9527	0.172278
31	-0.235394	-1.8234	0.036616
32	-0.17895	-1.3861	0.085416
33	-0.291117	-2.255	0.013898
34	-0.355282	-2.752	0.003911
35	-0.218844	-1.6952	0.047615
36	-0.125165	-0.9695	0.168088

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.500944 & 3.8803 & 0.000131 \tabularnewline
2 & 0.324231 & 2.5115 & 0.007366 \tabularnewline
3 & 0.460025 & 3.5633 & 0.000363 \tabularnewline
4 & 0.456362 & 3.535 & 0.000396 \tabularnewline
5 & 0.438331 & 3.3953 & 0.00061 \tabularnewline
6 & 0.596428 & 4.6199 & 1e-05 \tabularnewline
7 & 0.362347 & 2.8067 & 0.00337 \tabularnewline
8 & 0.374252 & 2.8989 & 0.002612 \tabularnewline
9 & 0.322165 & 2.4955 & 0.007673 \tabularnewline
10 & 0.124994 & 0.9682 & 0.168416 \tabularnewline
11 & 0.301684 & 2.3368 & 0.011402 \tabularnewline
12 & 0.561821 & 4.3518 & 2.7e-05 \tabularnewline
13 & 0.177422 & 1.3743 & 0.087229 \tabularnewline
14 & 0.087908 & 0.6809 & 0.249267 \tabularnewline
15 & 0.118641 & 0.919 & 0.18089 \tabularnewline
16 & 0.079465 & 0.6155 & 0.270266 \tabularnewline
17 & 0.154311 & 1.1953 & 0.11834 \tabularnewline
18 & 0.213361 & 1.6527 & 0.051809 \tabularnewline
19 & 0.031587 & 0.2447 & 0.403774 \tabularnewline
20 & 0.055507 & 0.43 & 0.334385 \tabularnewline
21 & -0.020653 & -0.16 & 0.436718 \tabularnewline
22 & -0.199475 & -1.5451 & 0.063787 \tabularnewline
23 & -0.009557 & -0.074 & 0.470617 \tabularnewline
24 & 0.13017 & 1.0083 & 0.158682 \tabularnewline
25 & -0.147063 & -1.1391 & 0.129586 \tabularnewline
26 & -0.188303 & -1.4586 & 0.074946 \tabularnewline
27 & -0.204615 & -1.5849 & 0.059118 \tabularnewline
28 & -0.213975 & -1.6574 & 0.051325 \tabularnewline
29 & -0.155835 & -1.2071 & 0.116067 \tabularnewline
30 & -0.122995 & -0.9527 & 0.172278 \tabularnewline
31 & -0.235394 & -1.8234 & 0.036616 \tabularnewline
32 & -0.17895 & -1.3861 & 0.085416 \tabularnewline
33 & -0.291117 & -2.255 & 0.013898 \tabularnewline
34 & -0.355282 & -2.752 & 0.003911 \tabularnewline
35 & -0.218844 & -1.6952 & 0.047615 \tabularnewline
36 & -0.125165 & -0.9695 & 0.168088 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63972&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]0.500944[/C][C]3.8803[/C][C]0.000131[/C][/ROW]
[ROW][C]2[/C][C]0.324231[/C][C]2.5115[/C][C]0.007366[/C][/ROW]
[ROW][C]3[/C][C]0.460025[/C][C]3.5633[/C][C]0.000363[/C][/ROW]
[ROW][C]4[/C][C]0.456362[/C][C]3.535[/C][C]0.000396[/C][/ROW]
[ROW][C]5[/C][C]0.438331[/C][C]3.3953[/C][C]0.00061[/C][/ROW]
[ROW][C]6[/C][C]0.596428[/C][C]4.6199[/C][C]1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.362347[/C][C]2.8067[/C][C]0.00337[/C][/ROW]
[ROW][C]8[/C][C]0.374252[/C][C]2.8989[/C][C]0.002612[/C][/ROW]
[ROW][C]9[/C][C]0.322165[/C][C]2.4955[/C][C]0.007673[/C][/ROW]
[ROW][C]10[/C][C]0.124994[/C][C]0.9682[/C][C]0.168416[/C][/ROW]
[ROW][C]11[/C][C]0.301684[/C][C]2.3368[/C][C]0.011402[/C][/ROW]
[ROW][C]12[/C][C]0.561821[/C][C]4.3518[/C][C]2.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.177422[/C][C]1.3743[/C][C]0.087229[/C][/ROW]
[ROW][C]14[/C][C]0.087908[/C][C]0.6809[/C][C]0.249267[/C][/ROW]
[ROW][C]15[/C][C]0.118641[/C][C]0.919[/C][C]0.18089[/C][/ROW]
[ROW][C]16[/C][C]0.079465[/C][C]0.6155[/C][C]0.270266[/C][/ROW]
[ROW][C]17[/C][C]0.154311[/C][C]1.1953[/C][C]0.11834[/C][/ROW]
[ROW][C]18[/C][C]0.213361[/C][C]1.6527[/C][C]0.051809[/C][/ROW]
[ROW][C]19[/C][C]0.031587[/C][C]0.2447[/C][C]0.403774[/C][/ROW]
[ROW][C]20[/C][C]0.055507[/C][C]0.43[/C][C]0.334385[/C][/ROW]
[ROW][C]21[/C][C]-0.020653[/C][C]-0.16[/C][C]0.436718[/C][/ROW]
[ROW][C]22[/C][C]-0.199475[/C][C]-1.5451[/C][C]0.063787[/C][/ROW]
[ROW][C]23[/C][C]-0.009557[/C][C]-0.074[/C][C]0.470617[/C][/ROW]
[ROW][C]24[/C][C]0.13017[/C][C]1.0083[/C][C]0.158682[/C][/ROW]
[ROW][C]25[/C][C]-0.147063[/C][C]-1.1391[/C][C]0.129586[/C][/ROW]
[ROW][C]26[/C][C]-0.188303[/C][C]-1.4586[/C][C]0.074946[/C][/ROW]
[ROW][C]27[/C][C]-0.204615[/C][C]-1.5849[/C][C]0.059118[/C][/ROW]
[ROW][C]28[/C][C]-0.213975[/C][C]-1.6574[/C][C]0.051325[/C][/ROW]
[ROW][C]29[/C][C]-0.155835[/C][C]-1.2071[/C][C]0.116067[/C][/ROW]
[ROW][C]30[/C][C]-0.122995[/C][C]-0.9527[/C][C]0.172278[/C][/ROW]
[ROW][C]31[/C][C]-0.235394[/C][C]-1.8234[/C][C]0.036616[/C][/ROW]
[ROW][C]32[/C][C]-0.17895[/C][C]-1.3861[/C][C]0.085416[/C][/ROW]
[ROW][C]33[/C][C]-0.291117[/C][C]-2.255[/C][C]0.013898[/C][/ROW]
[ROW][C]34[/C][C]-0.355282[/C][C]-2.752[/C][C]0.003911[/C][/ROW]
[ROW][C]35[/C][C]-0.218844[/C][C]-1.6952[/C][C]0.047615[/C][/ROW]
[ROW][C]36[/C][C]-0.125165[/C][C]-0.9695[/C][C]0.168088[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63972&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63972&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	0.500944	3.8803	0.000131
2	0.324231	2.5115	0.007366
3	0.460025	3.5633	0.000363
4	0.456362	3.535	0.000396
5	0.438331	3.3953	0.00061
6	0.596428	4.6199	1e-05
7	0.362347	2.8067	0.00337
8	0.374252	2.8989	0.002612
9	0.322165	2.4955	0.007673
10	0.124994	0.9682	0.168416
11	0.301684	2.3368	0.011402
12	0.561821	4.3518	2.7e-05
13	0.177422	1.3743	0.087229
14	0.087908	0.6809	0.249267
15	0.118641	0.919	0.18089
16	0.079465	0.6155	0.270266
17	0.154311	1.1953	0.11834
18	0.213361	1.6527	0.051809
19	0.031587	0.2447	0.403774
20	0.055507	0.43	0.334385
21	-0.020653	-0.16	0.436718
22	-0.199475	-1.5451	0.063787
23	-0.009557	-0.074	0.470617
24	0.13017	1.0083	0.158682
25	-0.147063	-1.1391	0.129586
26	-0.188303	-1.4586	0.074946
27	-0.204615	-1.5849	0.059118
28	-0.213975	-1.6574	0.051325
29	-0.155835	-1.2071	0.116067
30	-0.122995	-0.9527	0.172278
31	-0.235394	-1.8234	0.036616
32	-0.17895	-1.3861	0.085416
33	-0.291117	-2.255	0.013898
34	-0.355282	-2.752	0.003911
35	-0.218844	-1.6952	0.047615
36	-0.125165	-0.9695	0.168088

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.500944	3.8803	0.000131
2	0.097839	0.7579	0.225752
3	0.356501	2.7614	0.003812
4	0.164357	1.2731	0.103947
5	0.195795	1.5166	0.067307
6	0.391825	3.0351	0.001777
7	-0.168757	-1.3072	0.098069
8	0.19663	1.5231	0.066495
9	-0.295335	-2.2877	0.012849
10	-0.383869	-2.9734	0.002118
11	0.160198	1.2409	0.109738
12	0.254526	1.9716	0.026639
13	-0.220252	-1.7061	0.046584
14	-0.037692	-0.292	0.385662
15	-0.214553	-1.6619	0.050872
16	-0.001794	-0.0139	0.494478
17	0.043685	0.3384	0.368127
18	-0.050373	-0.3902	0.34889
19	0.136211	1.0551	0.147807
20	-0.114718	-0.8886	0.188883
21	0.024812	0.1922	0.424121
22	-0.140735	-1.0901	0.140008
23	-0.09631	-0.746	0.229285
24	0.032917	0.255	0.399808
25	-0.183452	-1.421	0.080245
26	0.048481	0.3755	0.354295
27	-0.065017	-0.5036	0.308188
28	0.068421	0.53	0.299037
29	-0.092289	-0.7149	0.238732
30	0.004731	0.0366	0.485444
31	0.052675	0.408	0.342355
32	0.000809	0.0063	0.497511
33	-0.002577	-0.02	0.492072
34	0.10719	0.8303	0.204833
35	-0.162486	-1.2586	0.106523
36	0.045321	0.3511	0.363388

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.500944 & 3.8803 & 0.000131 \tabularnewline
2 & 0.097839 & 0.7579 & 0.225752 \tabularnewline
3 & 0.356501 & 2.7614 & 0.003812 \tabularnewline
4 & 0.164357 & 1.2731 & 0.103947 \tabularnewline
5 & 0.195795 & 1.5166 & 0.067307 \tabularnewline
6 & 0.391825 & 3.0351 & 0.001777 \tabularnewline
7 & -0.168757 & -1.3072 & 0.098069 \tabularnewline
8 & 0.19663 & 1.5231 & 0.066495 \tabularnewline
9 & -0.295335 & -2.2877 & 0.012849 \tabularnewline
10 & -0.383869 & -2.9734 & 0.002118 \tabularnewline
11 & 0.160198 & 1.2409 & 0.109738 \tabularnewline
12 & 0.254526 & 1.9716 & 0.026639 \tabularnewline
13 & -0.220252 & -1.7061 & 0.046584 \tabularnewline
14 & -0.037692 & -0.292 & 0.385662 \tabularnewline
15 & -0.214553 & -1.6619 & 0.050872 \tabularnewline
16 & -0.001794 & -0.0139 & 0.494478 \tabularnewline
17 & 0.043685 & 0.3384 & 0.368127 \tabularnewline
18 & -0.050373 & -0.3902 & 0.34889 \tabularnewline
19 & 0.136211 & 1.0551 & 0.147807 \tabularnewline
20 & -0.114718 & -0.8886 & 0.188883 \tabularnewline
21 & 0.024812 & 0.1922 & 0.424121 \tabularnewline
22 & -0.140735 & -1.0901 & 0.140008 \tabularnewline
23 & -0.09631 & -0.746 & 0.229285 \tabularnewline
24 & 0.032917 & 0.255 & 0.399808 \tabularnewline
25 & -0.183452 & -1.421 & 0.080245 \tabularnewline
26 & 0.048481 & 0.3755 & 0.354295 \tabularnewline
27 & -0.065017 & -0.5036 & 0.308188 \tabularnewline
28 & 0.068421 & 0.53 & 0.299037 \tabularnewline
29 & -0.092289 & -0.7149 & 0.238732 \tabularnewline
30 & 0.004731 & 0.0366 & 0.485444 \tabularnewline
31 & 0.052675 & 0.408 & 0.342355 \tabularnewline
32 & 0.000809 & 0.0063 & 0.497511 \tabularnewline
33 & -0.002577 & -0.02 & 0.492072 \tabularnewline
34 & 0.10719 & 0.8303 & 0.204833 \tabularnewline
35 & -0.162486 & -1.2586 & 0.106523 \tabularnewline
36 & 0.045321 & 0.3511 & 0.363388 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63972&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]0.500944[/C][C]3.8803[/C][C]0.000131[/C][/ROW]
[ROW][C]2[/C][C]0.097839[/C][C]0.7579[/C][C]0.225752[/C][/ROW]
[ROW][C]3[/C][C]0.356501[/C][C]2.7614[/C][C]0.003812[/C][/ROW]
[ROW][C]4[/C][C]0.164357[/C][C]1.2731[/C][C]0.103947[/C][/ROW]
[ROW][C]5[/C][C]0.195795[/C][C]1.5166[/C][C]0.067307[/C][/ROW]
[ROW][C]6[/C][C]0.391825[/C][C]3.0351[/C][C]0.001777[/C][/ROW]
[ROW][C]7[/C][C]-0.168757[/C][C]-1.3072[/C][C]0.098069[/C][/ROW]
[ROW][C]8[/C][C]0.19663[/C][C]1.5231[/C][C]0.066495[/C][/ROW]
[ROW][C]9[/C][C]-0.295335[/C][C]-2.2877[/C][C]0.012849[/C][/ROW]
[ROW][C]10[/C][C]-0.383869[/C][C]-2.9734[/C][C]0.002118[/C][/ROW]
[ROW][C]11[/C][C]0.160198[/C][C]1.2409[/C][C]0.109738[/C][/ROW]
[ROW][C]12[/C][C]0.254526[/C][C]1.9716[/C][C]0.026639[/C][/ROW]
[ROW][C]13[/C][C]-0.220252[/C][C]-1.7061[/C][C]0.046584[/C][/ROW]
[ROW][C]14[/C][C]-0.037692[/C][C]-0.292[/C][C]0.385662[/C][/ROW]
[ROW][C]15[/C][C]-0.214553[/C][C]-1.6619[/C][C]0.050872[/C][/ROW]
[ROW][C]16[/C][C]-0.001794[/C][C]-0.0139[/C][C]0.494478[/C][/ROW]
[ROW][C]17[/C][C]0.043685[/C][C]0.3384[/C][C]0.368127[/C][/ROW]
[ROW][C]18[/C][C]-0.050373[/C][C]-0.3902[/C][C]0.34889[/C][/ROW]
[ROW][C]19[/C][C]0.136211[/C][C]1.0551[/C][C]0.147807[/C][/ROW]
[ROW][C]20[/C][C]-0.114718[/C][C]-0.8886[/C][C]0.188883[/C][/ROW]
[ROW][C]21[/C][C]0.024812[/C][C]0.1922[/C][C]0.424121[/C][/ROW]
[ROW][C]22[/C][C]-0.140735[/C][C]-1.0901[/C][C]0.140008[/C][/ROW]
[ROW][C]23[/C][C]-0.09631[/C][C]-0.746[/C][C]0.229285[/C][/ROW]
[ROW][C]24[/C][C]0.032917[/C][C]0.255[/C][C]0.399808[/C][/ROW]
[ROW][C]25[/C][C]-0.183452[/C][C]-1.421[/C][C]0.080245[/C][/ROW]
[ROW][C]26[/C][C]0.048481[/C][C]0.3755[/C][C]0.354295[/C][/ROW]
[ROW][C]27[/C][C]-0.065017[/C][C]-0.5036[/C][C]0.308188[/C][/ROW]
[ROW][C]28[/C][C]0.068421[/C][C]0.53[/C][C]0.299037[/C][/ROW]
[ROW][C]29[/C][C]-0.092289[/C][C]-0.7149[/C][C]0.238732[/C][/ROW]
[ROW][C]30[/C][C]0.004731[/C][C]0.0366[/C][C]0.485444[/C][/ROW]
[ROW][C]31[/C][C]0.052675[/C][C]0.408[/C][C]0.342355[/C][/ROW]
[ROW][C]32[/C][C]0.000809[/C][C]0.0063[/C][C]0.497511[/C][/ROW]
[ROW][C]33[/C][C]-0.002577[/C][C]-0.02[/C][C]0.492072[/C][/ROW]
[ROW][C]34[/C][C]0.10719[/C][C]0.8303[/C][C]0.204833[/C][/ROW]
[ROW][C]35[/C][C]-0.162486[/C][C]-1.2586[/C][C]0.106523[/C][/ROW]
[ROW][C]36[/C][C]0.045321[/C][C]0.3511[/C][C]0.363388[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63972&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63972&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	0.500944	3.8803	0.000131
2	0.097839	0.7579	0.225752
3	0.356501	2.7614	0.003812
4	0.164357	1.2731	0.103947
5	0.195795	1.5166	0.067307
6	0.391825	3.0351	0.001777
7	-0.168757	-1.3072	0.098069
8	0.19663	1.5231	0.066495
9	-0.295335	-2.2877	0.012849
10	-0.383869	-2.9734	0.002118
11	0.160198	1.2409	0.109738
12	0.254526	1.9716	0.026639
13	-0.220252	-1.7061	0.046584
14	-0.037692	-0.292	0.385662
15	-0.214553	-1.6619	0.050872
16	-0.001794	-0.0139	0.494478
17	0.043685	0.3384	0.368127
18	-0.050373	-0.3902	0.34889
19	0.136211	1.0551	0.147807
20	-0.114718	-0.8886	0.188883
21	0.024812	0.1922	0.424121
22	-0.140735	-1.0901	0.140008
23	-0.09631	-0.746	0.229285
24	0.032917	0.255	0.399808
25	-0.183452	-1.421	0.080245
26	0.048481	0.3755	0.354295
27	-0.065017	-0.5036	0.308188
28	0.068421	0.53	0.299037
29	-0.092289	-0.7149	0.238732
30	0.004731	0.0366	0.485444
31	0.052675	0.408	0.342355
32	0.000809	0.0063	0.497511
33	-0.002577	-0.02	0.492072
34	0.10719	0.8303	0.204833
35	-0.162486	-1.2586	0.106523
36	0.045321	0.3511	0.363388

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.2 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.2 ; 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