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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 06 Dec 2009 07:30:05 -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/06/t1260109892x8i2pxwccpkzmxi.htm/, Retrieved Sun, 05 May 2024 20:46:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64414, Retrieved Sun, 05 May 2024 20:46:49 +0000

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Estimated Impact

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]
-   PD      [(Partial) Autocorrelation Function] [W9] [2009-12-06 14:30:05] [30a48cc4afddc7f052994dfe2358176d] [Current]

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Dataseries X:

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Histogram

Boxplots

8
8,1
7,7
7,5
7,6
7,8
7,8
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,2
7,9
7,3
6,9
6,6
6,7
6,9
7
7,1
7,2
7,1
6,9
7
6,8
6,4
6,7
6,6
6,4
6,3
6,2
6,5
6,8
6,8
6,4
6,1
5,8
6,1
7,2
7,3
6,9
6,1
5,8
6,2
7,1
7,7
7,9
7,7
7,4
7,5
8
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=64414&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=64414&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64414&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	0.494062	2.9644	0.002676
2	-0.002898	-0.0174	0.493111
3	-0.355439	-2.1326	0.019923
4	-0.385634	-2.3138	0.01325
5	-0.177236	-1.0634	0.147337
6	0.034785	0.2087	0.417926
7	0.094114	0.5647	0.287895
8	0.014764	0.0886	0.464952
9	-0.115216	-0.6913	0.246906
10	-0.111134	-0.6668	0.254574
11	0.018737	0.1124	0.455556
12	-0.012644	-0.0759	0.469973
13	0.057267	0.3436	0.366573
14	0.109862	0.6592	0.256989
15	0.017815	0.1069	0.457736
16	-0.103252	-0.6195	0.269741
17	-0.162465	-0.9748	0.168084
18	-0.028105	-0.1686	0.433517
19	0.10741	0.6445	0.261681
20	0.279062	1.6744	0.051362
21	0.245725	1.4743	0.07454
22	0.074028	0.4442	0.329789
23	-0.245069	-1.4704	0.075068
24	-0.322912	-1.9375	0.030282
25	-0.196151	-1.1769	0.123478
26	-0.091675	-0.55	0.292842
27	-0.005635	-0.0338	0.486607
28	0.02599	0.1559	0.438475
29	0.021671	0.13	0.448634
30	0.023284	0.1397	0.444836
31	0.044842	0.269	0.394714
32	0.067393	0.4044	0.344171
33	0.071827	0.431	0.334532
34	0.012486	0.0749	0.470349
35	0.000343	0.0021	0.499185
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.494062 & 2.9644 & 0.002676 \tabularnewline
2 & -0.002898 & -0.0174 & 0.493111 \tabularnewline
3 & -0.355439 & -2.1326 & 0.019923 \tabularnewline
4 & -0.385634 & -2.3138 & 0.01325 \tabularnewline
5 & -0.177236 & -1.0634 & 0.147337 \tabularnewline
6 & 0.034785 & 0.2087 & 0.417926 \tabularnewline
7 & 0.094114 & 0.5647 & 0.287895 \tabularnewline
8 & 0.014764 & 0.0886 & 0.464952 \tabularnewline
9 & -0.115216 & -0.6913 & 0.246906 \tabularnewline
10 & -0.111134 & -0.6668 & 0.254574 \tabularnewline
11 & 0.018737 & 0.1124 & 0.455556 \tabularnewline
12 & -0.012644 & -0.0759 & 0.469973 \tabularnewline
13 & 0.057267 & 0.3436 & 0.366573 \tabularnewline
14 & 0.109862 & 0.6592 & 0.256989 \tabularnewline
15 & 0.017815 & 0.1069 & 0.457736 \tabularnewline
16 & -0.103252 & -0.6195 & 0.269741 \tabularnewline
17 & -0.162465 & -0.9748 & 0.168084 \tabularnewline
18 & -0.028105 & -0.1686 & 0.433517 \tabularnewline
19 & 0.10741 & 0.6445 & 0.261681 \tabularnewline
20 & 0.279062 & 1.6744 & 0.051362 \tabularnewline
21 & 0.245725 & 1.4743 & 0.07454 \tabularnewline
22 & 0.074028 & 0.4442 & 0.329789 \tabularnewline
23 & -0.245069 & -1.4704 & 0.075068 \tabularnewline
24 & -0.322912 & -1.9375 & 0.030282 \tabularnewline
25 & -0.196151 & -1.1769 & 0.123478 \tabularnewline
26 & -0.091675 & -0.55 & 0.292842 \tabularnewline
27 & -0.005635 & -0.0338 & 0.486607 \tabularnewline
28 & 0.02599 & 0.1559 & 0.438475 \tabularnewline
29 & 0.021671 & 0.13 & 0.448634 \tabularnewline
30 & 0.023284 & 0.1397 & 0.444836 \tabularnewline
31 & 0.044842 & 0.269 & 0.394714 \tabularnewline
32 & 0.067393 & 0.4044 & 0.344171 \tabularnewline
33 & 0.071827 & 0.431 & 0.334532 \tabularnewline
34 & 0.012486 & 0.0749 & 0.470349 \tabularnewline
35 & 0.000343 & 0.0021 & 0.499185 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64414&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]0.494062[/C][C]2.9644[/C][C]0.002676[/C][/ROW]
[ROW][C]2[/C][C]-0.002898[/C][C]-0.0174[/C][C]0.493111[/C][/ROW]
[ROW][C]3[/C][C]-0.355439[/C][C]-2.1326[/C][C]0.019923[/C][/ROW]
[ROW][C]4[/C][C]-0.385634[/C][C]-2.3138[/C][C]0.01325[/C][/ROW]
[ROW][C]5[/C][C]-0.177236[/C][C]-1.0634[/C][C]0.147337[/C][/ROW]
[ROW][C]6[/C][C]0.034785[/C][C]0.2087[/C][C]0.417926[/C][/ROW]
[ROW][C]7[/C][C]0.094114[/C][C]0.5647[/C][C]0.287895[/C][/ROW]
[ROW][C]8[/C][C]0.014764[/C][C]0.0886[/C][C]0.464952[/C][/ROW]
[ROW][C]9[/C][C]-0.115216[/C][C]-0.6913[/C][C]0.246906[/C][/ROW]
[ROW][C]10[/C][C]-0.111134[/C][C]-0.6668[/C][C]0.254574[/C][/ROW]
[ROW][C]11[/C][C]0.018737[/C][C]0.1124[/C][C]0.455556[/C][/ROW]
[ROW][C]12[/C][C]-0.012644[/C][C]-0.0759[/C][C]0.469973[/C][/ROW]
[ROW][C]13[/C][C]0.057267[/C][C]0.3436[/C][C]0.366573[/C][/ROW]
[ROW][C]14[/C][C]0.109862[/C][C]0.6592[/C][C]0.256989[/C][/ROW]
[ROW][C]15[/C][C]0.017815[/C][C]0.1069[/C][C]0.457736[/C][/ROW]
[ROW][C]16[/C][C]-0.103252[/C][C]-0.6195[/C][C]0.269741[/C][/ROW]
[ROW][C]17[/C][C]-0.162465[/C][C]-0.9748[/C][C]0.168084[/C][/ROW]
[ROW][C]18[/C][C]-0.028105[/C][C]-0.1686[/C][C]0.433517[/C][/ROW]
[ROW][C]19[/C][C]0.10741[/C][C]0.6445[/C][C]0.261681[/C][/ROW]
[ROW][C]20[/C][C]0.279062[/C][C]1.6744[/C][C]0.051362[/C][/ROW]
[ROW][C]21[/C][C]0.245725[/C][C]1.4743[/C][C]0.07454[/C][/ROW]
[ROW][C]22[/C][C]0.074028[/C][C]0.4442[/C][C]0.329789[/C][/ROW]
[ROW][C]23[/C][C]-0.245069[/C][C]-1.4704[/C][C]0.075068[/C][/ROW]
[ROW][C]24[/C][C]-0.322912[/C][C]-1.9375[/C][C]0.030282[/C][/ROW]
[ROW][C]25[/C][C]-0.196151[/C][C]-1.1769[/C][C]0.123478[/C][/ROW]
[ROW][C]26[/C][C]-0.091675[/C][C]-0.55[/C][C]0.292842[/C][/ROW]
[ROW][C]27[/C][C]-0.005635[/C][C]-0.0338[/C][C]0.486607[/C][/ROW]
[ROW][C]28[/C][C]0.02599[/C][C]0.1559[/C][C]0.438475[/C][/ROW]
[ROW][C]29[/C][C]0.021671[/C][C]0.13[/C][C]0.448634[/C][/ROW]
[ROW][C]30[/C][C]0.023284[/C][C]0.1397[/C][C]0.444836[/C][/ROW]
[ROW][C]31[/C][C]0.044842[/C][C]0.269[/C][C]0.394714[/C][/ROW]
[ROW][C]32[/C][C]0.067393[/C][C]0.4044[/C][C]0.344171[/C][/ROW]
[ROW][C]33[/C][C]0.071827[/C][C]0.431[/C][C]0.334532[/C][/ROW]
[ROW][C]34[/C][C]0.012486[/C][C]0.0749[/C][C]0.470349[/C][/ROW]
[ROW][C]35[/C][C]0.000343[/C][C]0.0021[/C][C]0.499185[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64414&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64414&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	0.494062	2.9644	0.002676
2	-0.002898	-0.0174	0.493111
3	-0.355439	-2.1326	0.019923
4	-0.385634	-2.3138	0.01325
5	-0.177236	-1.0634	0.147337
6	0.034785	0.2087	0.417926
7	0.094114	0.5647	0.287895
8	0.014764	0.0886	0.464952
9	-0.115216	-0.6913	0.246906
10	-0.111134	-0.6668	0.254574
11	0.018737	0.1124	0.455556
12	-0.012644	-0.0759	0.469973
13	0.057267	0.3436	0.366573
14	0.109862	0.6592	0.256989
15	0.017815	0.1069	0.457736
16	-0.103252	-0.6195	0.269741
17	-0.162465	-0.9748	0.168084
18	-0.028105	-0.1686	0.433517
19	0.10741	0.6445	0.261681
20	0.279062	1.6744	0.051362
21	0.245725	1.4743	0.07454
22	0.074028	0.4442	0.329789
23	-0.245069	-1.4704	0.075068
24	-0.322912	-1.9375	0.030282
25	-0.196151	-1.1769	0.123478
26	-0.091675	-0.55	0.292842
27	-0.005635	-0.0338	0.486607
28	0.02599	0.1559	0.438475
29	0.021671	0.13	0.448634
30	0.023284	0.1397	0.444836
31	0.044842	0.269	0.394714
32	0.067393	0.4044	0.344171
33	0.071827	0.431	0.334532
34	0.012486	0.0749	0.470349
35	0.000343	0.0021	0.499185
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.494062	2.9644	0.002676
2	-0.326755	-1.9605	0.028854
3	-0.284513	-1.7071	0.04821
4	-0.073368	-0.4402	0.33121
5	0.022162	0.133	0.447478
6	-0.034643	-0.2079	0.418255
7	-0.100104	-0.6006	0.275927
8	-0.102186	-0.6131	0.271827
9	-0.117993	-0.708	0.241765
10	0.005146	0.0309	0.487769
11	0.052773	0.3166	0.376674
12	-0.25043	-1.5026	0.070835
13	0.093063	0.5584	0.290022
14	0.099889	0.5993	0.276352
15	-0.174161	-1.045	0.151502
16	-0.144169	-0.865	0.196379
17	-0.037457	-0.2247	0.411727
18	0.140294	0.8418	0.202739
19	-0.016593	-0.0996	0.460624
20	0.193093	1.1586	0.127133
21	-0.013203	-0.0792	0.468649
22	-0.011762	-0.0706	0.472064
23	-0.119504	-0.717	0.238993
24	-0.017023	-0.1021	0.459606
25	-0.034304	-0.2058	0.419044
26	-0.191698	-1.1502	0.128825
27	-0.076832	-0.461	0.32379
28	-0.054419	-0.3265	0.372963
29	-0.073156	-0.4389	0.331667
30	0.016982	0.1019	0.459704
31	-0.090286	-0.5417	0.295675
32	-0.049728	-0.2984	0.383569
33	-0.02537	-0.1522	0.439932
34	-0.031399	-0.1884	0.425813
35	-0.06013	-0.3608	0.360187
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.494062 & 2.9644 & 0.002676 \tabularnewline
2 & -0.326755 & -1.9605 & 0.028854 \tabularnewline
3 & -0.284513 & -1.7071 & 0.04821 \tabularnewline
4 & -0.073368 & -0.4402 & 0.33121 \tabularnewline
5 & 0.022162 & 0.133 & 0.447478 \tabularnewline
6 & -0.034643 & -0.2079 & 0.418255 \tabularnewline
7 & -0.100104 & -0.6006 & 0.275927 \tabularnewline
8 & -0.102186 & -0.6131 & 0.271827 \tabularnewline
9 & -0.117993 & -0.708 & 0.241765 \tabularnewline
10 & 0.005146 & 0.0309 & 0.487769 \tabularnewline
11 & 0.052773 & 0.3166 & 0.376674 \tabularnewline
12 & -0.25043 & -1.5026 & 0.070835 \tabularnewline
13 & 0.093063 & 0.5584 & 0.290022 \tabularnewline
14 & 0.099889 & 0.5993 & 0.276352 \tabularnewline
15 & -0.174161 & -1.045 & 0.151502 \tabularnewline
16 & -0.144169 & -0.865 & 0.196379 \tabularnewline
17 & -0.037457 & -0.2247 & 0.411727 \tabularnewline
18 & 0.140294 & 0.8418 & 0.202739 \tabularnewline
19 & -0.016593 & -0.0996 & 0.460624 \tabularnewline
20 & 0.193093 & 1.1586 & 0.127133 \tabularnewline
21 & -0.013203 & -0.0792 & 0.468649 \tabularnewline
22 & -0.011762 & -0.0706 & 0.472064 \tabularnewline
23 & -0.119504 & -0.717 & 0.238993 \tabularnewline
24 & -0.017023 & -0.1021 & 0.459606 \tabularnewline
25 & -0.034304 & -0.2058 & 0.419044 \tabularnewline
26 & -0.191698 & -1.1502 & 0.128825 \tabularnewline
27 & -0.076832 & -0.461 & 0.32379 \tabularnewline
28 & -0.054419 & -0.3265 & 0.372963 \tabularnewline
29 & -0.073156 & -0.4389 & 0.331667 \tabularnewline
30 & 0.016982 & 0.1019 & 0.459704 \tabularnewline
31 & -0.090286 & -0.5417 & 0.295675 \tabularnewline
32 & -0.049728 & -0.2984 & 0.383569 \tabularnewline
33 & -0.02537 & -0.1522 & 0.439932 \tabularnewline
34 & -0.031399 & -0.1884 & 0.425813 \tabularnewline
35 & -0.06013 & -0.3608 & 0.360187 \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64414&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]0.494062[/C][C]2.9644[/C][C]0.002676[/C][/ROW]
[ROW][C]2[/C][C]-0.326755[/C][C]-1.9605[/C][C]0.028854[/C][/ROW]
[ROW][C]3[/C][C]-0.284513[/C][C]-1.7071[/C][C]0.04821[/C][/ROW]
[ROW][C]4[/C][C]-0.073368[/C][C]-0.4402[/C][C]0.33121[/C][/ROW]
[ROW][C]5[/C][C]0.022162[/C][C]0.133[/C][C]0.447478[/C][/ROW]
[ROW][C]6[/C][C]-0.034643[/C][C]-0.2079[/C][C]0.418255[/C][/ROW]
[ROW][C]7[/C][C]-0.100104[/C][C]-0.6006[/C][C]0.275927[/C][/ROW]
[ROW][C]8[/C][C]-0.102186[/C][C]-0.6131[/C][C]0.271827[/C][/ROW]
[ROW][C]9[/C][C]-0.117993[/C][C]-0.708[/C][C]0.241765[/C][/ROW]
[ROW][C]10[/C][C]0.005146[/C][C]0.0309[/C][C]0.487769[/C][/ROW]
[ROW][C]11[/C][C]0.052773[/C][C]0.3166[/C][C]0.376674[/C][/ROW]
[ROW][C]12[/C][C]-0.25043[/C][C]-1.5026[/C][C]0.070835[/C][/ROW]
[ROW][C]13[/C][C]0.093063[/C][C]0.5584[/C][C]0.290022[/C][/ROW]
[ROW][C]14[/C][C]0.099889[/C][C]0.5993[/C][C]0.276352[/C][/ROW]
[ROW][C]15[/C][C]-0.174161[/C][C]-1.045[/C][C]0.151502[/C][/ROW]
[ROW][C]16[/C][C]-0.144169[/C][C]-0.865[/C][C]0.196379[/C][/ROW]
[ROW][C]17[/C][C]-0.037457[/C][C]-0.2247[/C][C]0.411727[/C][/ROW]
[ROW][C]18[/C][C]0.140294[/C][C]0.8418[/C][C]0.202739[/C][/ROW]
[ROW][C]19[/C][C]-0.016593[/C][C]-0.0996[/C][C]0.460624[/C][/ROW]
[ROW][C]20[/C][C]0.193093[/C][C]1.1586[/C][C]0.127133[/C][/ROW]
[ROW][C]21[/C][C]-0.013203[/C][C]-0.0792[/C][C]0.468649[/C][/ROW]
[ROW][C]22[/C][C]-0.011762[/C][C]-0.0706[/C][C]0.472064[/C][/ROW]
[ROW][C]23[/C][C]-0.119504[/C][C]-0.717[/C][C]0.238993[/C][/ROW]
[ROW][C]24[/C][C]-0.017023[/C][C]-0.1021[/C][C]0.459606[/C][/ROW]
[ROW][C]25[/C][C]-0.034304[/C][C]-0.2058[/C][C]0.419044[/C][/ROW]
[ROW][C]26[/C][C]-0.191698[/C][C]-1.1502[/C][C]0.128825[/C][/ROW]
[ROW][C]27[/C][C]-0.076832[/C][C]-0.461[/C][C]0.32379[/C][/ROW]
[ROW][C]28[/C][C]-0.054419[/C][C]-0.3265[/C][C]0.372963[/C][/ROW]
[ROW][C]29[/C][C]-0.073156[/C][C]-0.4389[/C][C]0.331667[/C][/ROW]
[ROW][C]30[/C][C]0.016982[/C][C]0.1019[/C][C]0.459704[/C][/ROW]
[ROW][C]31[/C][C]-0.090286[/C][C]-0.5417[/C][C]0.295675[/C][/ROW]
[ROW][C]32[/C][C]-0.049728[/C][C]-0.2984[/C][C]0.383569[/C][/ROW]
[ROW][C]33[/C][C]-0.02537[/C][C]-0.1522[/C][C]0.439932[/C][/ROW]
[ROW][C]34[/C][C]-0.031399[/C][C]-0.1884[/C][C]0.425813[/C][/ROW]
[ROW][C]35[/C][C]-0.06013[/C][C]-0.3608[/C][C]0.360187[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64414&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64414&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	0.494062	2.9644	0.002676
2	-0.326755	-1.9605	0.028854
3	-0.284513	-1.7071	0.04821
4	-0.073368	-0.4402	0.33121
5	0.022162	0.133	0.447478
6	-0.034643	-0.2079	0.418255
7	-0.100104	-0.6006	0.275927
8	-0.102186	-0.6131	0.271827
9	-0.117993	-0.708	0.241765
10	0.005146	0.0309	0.487769
11	0.052773	0.3166	0.376674
12	-0.25043	-1.5026	0.070835
13	0.093063	0.5584	0.290022
14	0.099889	0.5993	0.276352
15	-0.174161	-1.045	0.151502
16	-0.144169	-0.865	0.196379
17	-0.037457	-0.2247	0.411727
18	0.140294	0.8418	0.202739
19	-0.016593	-0.0996	0.460624
20	0.193093	1.1586	0.127133
21	-0.013203	-0.0792	0.468649
22	-0.011762	-0.0706	0.472064
23	-0.119504	-0.717	0.238993
24	-0.017023	-0.1021	0.459606
25	-0.034304	-0.2058	0.419044
26	-0.191698	-1.1502	0.128825
27	-0.076832	-0.461	0.32379
28	-0.054419	-0.3265	0.372963
29	-0.073156	-0.4389	0.331667
30	0.016982	0.1019	0.459704
31	-0.090286	-0.5417	0.295675
32	-0.049728	-0.2984	0.383569
33	-0.02537	-0.1522	0.439932
34	-0.031399	-0.1884	0.425813
35	-0.06013	-0.3608	0.360187
36	NA	NA	NA

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 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; 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