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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 10 Dec 2009 01:03:12 -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/10/t126043236049kpd8lsawb7ov0.htm/, Retrieved Tue, 23 Apr 2024 19:05:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65227, Retrieved Tue, 23 Apr 2024 19:05:48 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

155

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 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Partial Correlation ] [2009-11-25 13:28:43] [4395c69e961f9a13a0559fd2f0a72538]
-   P             [(Partial) Autocorrelation Function] [Review WS 8 ACF] [2009-12-10 08:03:12] [2694a35f9be9144abd040893a0238ab5] [Current]

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Dataseries X:

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Boxplots

7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
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

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=65227&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=65227&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65227&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	0.135089	1.0376	0.151835
2	-0.084619	-0.65	0.259117
3	-0.517055	-3.9716	9.8e-05
4	-0.29581	-2.2722	0.013368
5	-0.048704	-0.3741	0.354835
6	0.251325	1.9305	0.02918
7	0.150393	1.1552	0.126335
8	0.118094	0.9071	0.184024
9	-0.1169	-0.8979	0.186437
10	-0.139496	-1.0715	0.144156
11	0.1094	0.8403	0.202062
12	-0.069892	-0.5369	0.296695
13	0.168358	1.2932	0.100494
14	-0.03882	-0.2982	0.383306
15	-0.011696	-0.0898	0.46436
16	-0.132742	-1.0196	0.156038
17	-0.082325	-0.6323	0.264801
18	-0.06547	-0.5029	0.30846
19	0.086295	0.6628	0.255006
20	0.146016	1.1216	0.133295
21	0.248179	1.9063	0.030743
22	0.053154	0.4083	0.342273
23	-0.226732	-1.7416	0.043399
24	-0.246007	-1.8896	0.031863
25	-0.155597	-1.1952	0.118403
26	0.143891	1.1052	0.13677
27	0.248621	1.9097	0.030519
28	0.095731	0.7353	0.232527
29	0.026854	0.2063	0.418644
30	-0.24832	-1.9074	0.030671
31	-0.076795	-0.5899	0.278764
32	0.000991	0.0076	0.496977
33	0.104331	0.8014	0.213063
34	-0.006116	-0.047	0.481344
35	0.052333	0.402	0.344577
36	-0.168435	-1.2938	0.100392

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.135089 & 1.0376 & 0.151835 \tabularnewline
2 & -0.084619 & -0.65 & 0.259117 \tabularnewline
3 & -0.517055 & -3.9716 & 9.8e-05 \tabularnewline
4 & -0.29581 & -2.2722 & 0.013368 \tabularnewline
5 & -0.048704 & -0.3741 & 0.354835 \tabularnewline
6 & 0.251325 & 1.9305 & 0.02918 \tabularnewline
7 & 0.150393 & 1.1552 & 0.126335 \tabularnewline
8 & 0.118094 & 0.9071 & 0.184024 \tabularnewline
9 & -0.1169 & -0.8979 & 0.186437 \tabularnewline
10 & -0.139496 & -1.0715 & 0.144156 \tabularnewline
11 & 0.1094 & 0.8403 & 0.202062 \tabularnewline
12 & -0.069892 & -0.5369 & 0.296695 \tabularnewline
13 & 0.168358 & 1.2932 & 0.100494 \tabularnewline
14 & -0.03882 & -0.2982 & 0.383306 \tabularnewline
15 & -0.011696 & -0.0898 & 0.46436 \tabularnewline
16 & -0.132742 & -1.0196 & 0.156038 \tabularnewline
17 & -0.082325 & -0.6323 & 0.264801 \tabularnewline
18 & -0.06547 & -0.5029 & 0.30846 \tabularnewline
19 & 0.086295 & 0.6628 & 0.255006 \tabularnewline
20 & 0.146016 & 1.1216 & 0.133295 \tabularnewline
21 & 0.248179 & 1.9063 & 0.030743 \tabularnewline
22 & 0.053154 & 0.4083 & 0.342273 \tabularnewline
23 & -0.226732 & -1.7416 & 0.043399 \tabularnewline
24 & -0.246007 & -1.8896 & 0.031863 \tabularnewline
25 & -0.155597 & -1.1952 & 0.118403 \tabularnewline
26 & 0.143891 & 1.1052 & 0.13677 \tabularnewline
27 & 0.248621 & 1.9097 & 0.030519 \tabularnewline
28 & 0.095731 & 0.7353 & 0.232527 \tabularnewline
29 & 0.026854 & 0.2063 & 0.418644 \tabularnewline
30 & -0.24832 & -1.9074 & 0.030671 \tabularnewline
31 & -0.076795 & -0.5899 & 0.278764 \tabularnewline
32 & 0.000991 & 0.0076 & 0.496977 \tabularnewline
33 & 0.104331 & 0.8014 & 0.213063 \tabularnewline
34 & -0.006116 & -0.047 & 0.481344 \tabularnewline
35 & 0.052333 & 0.402 & 0.344577 \tabularnewline
36 & -0.168435 & -1.2938 & 0.100392 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65227&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]0.135089[/C][C]1.0376[/C][C]0.151835[/C][/ROW]
[ROW][C]2[/C][C]-0.084619[/C][C]-0.65[/C][C]0.259117[/C][/ROW]
[ROW][C]3[/C][C]-0.517055[/C][C]-3.9716[/C][C]9.8e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.29581[/C][C]-2.2722[/C][C]0.013368[/C][/ROW]
[ROW][C]5[/C][C]-0.048704[/C][C]-0.3741[/C][C]0.354835[/C][/ROW]
[ROW][C]6[/C][C]0.251325[/C][C]1.9305[/C][C]0.02918[/C][/ROW]
[ROW][C]7[/C][C]0.150393[/C][C]1.1552[/C][C]0.126335[/C][/ROW]
[ROW][C]8[/C][C]0.118094[/C][C]0.9071[/C][C]0.184024[/C][/ROW]
[ROW][C]9[/C][C]-0.1169[/C][C]-0.8979[/C][C]0.186437[/C][/ROW]
[ROW][C]10[/C][C]-0.139496[/C][C]-1.0715[/C][C]0.144156[/C][/ROW]
[ROW][C]11[/C][C]0.1094[/C][C]0.8403[/C][C]0.202062[/C][/ROW]
[ROW][C]12[/C][C]-0.069892[/C][C]-0.5369[/C][C]0.296695[/C][/ROW]
[ROW][C]13[/C][C]0.168358[/C][C]1.2932[/C][C]0.100494[/C][/ROW]
[ROW][C]14[/C][C]-0.03882[/C][C]-0.2982[/C][C]0.383306[/C][/ROW]
[ROW][C]15[/C][C]-0.011696[/C][C]-0.0898[/C][C]0.46436[/C][/ROW]
[ROW][C]16[/C][C]-0.132742[/C][C]-1.0196[/C][C]0.156038[/C][/ROW]
[ROW][C]17[/C][C]-0.082325[/C][C]-0.6323[/C][C]0.264801[/C][/ROW]
[ROW][C]18[/C][C]-0.06547[/C][C]-0.5029[/C][C]0.30846[/C][/ROW]
[ROW][C]19[/C][C]0.086295[/C][C]0.6628[/C][C]0.255006[/C][/ROW]
[ROW][C]20[/C][C]0.146016[/C][C]1.1216[/C][C]0.133295[/C][/ROW]
[ROW][C]21[/C][C]0.248179[/C][C]1.9063[/C][C]0.030743[/C][/ROW]
[ROW][C]22[/C][C]0.053154[/C][C]0.4083[/C][C]0.342273[/C][/ROW]
[ROW][C]23[/C][C]-0.226732[/C][C]-1.7416[/C][C]0.043399[/C][/ROW]
[ROW][C]24[/C][C]-0.246007[/C][C]-1.8896[/C][C]0.031863[/C][/ROW]
[ROW][C]25[/C][C]-0.155597[/C][C]-1.1952[/C][C]0.118403[/C][/ROW]
[ROW][C]26[/C][C]0.143891[/C][C]1.1052[/C][C]0.13677[/C][/ROW]
[ROW][C]27[/C][C]0.248621[/C][C]1.9097[/C][C]0.030519[/C][/ROW]
[ROW][C]28[/C][C]0.095731[/C][C]0.7353[/C][C]0.232527[/C][/ROW]
[ROW][C]29[/C][C]0.026854[/C][C]0.2063[/C][C]0.418644[/C][/ROW]
[ROW][C]30[/C][C]-0.24832[/C][C]-1.9074[/C][C]0.030671[/C][/ROW]
[ROW][C]31[/C][C]-0.076795[/C][C]-0.5899[/C][C]0.278764[/C][/ROW]
[ROW][C]32[/C][C]0.000991[/C][C]0.0076[/C][C]0.496977[/C][/ROW]
[ROW][C]33[/C][C]0.104331[/C][C]0.8014[/C][C]0.213063[/C][/ROW]
[ROW][C]34[/C][C]-0.006116[/C][C]-0.047[/C][C]0.481344[/C][/ROW]
[ROW][C]35[/C][C]0.052333[/C][C]0.402[/C][C]0.344577[/C][/ROW]
[ROW][C]36[/C][C]-0.168435[/C][C]-1.2938[/C][C]0.100392[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65227&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65227&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	0.135089	1.0376	0.151835
2	-0.084619	-0.65	0.259117
3	-0.517055	-3.9716	9.8e-05
4	-0.29581	-2.2722	0.013368
5	-0.048704	-0.3741	0.354835
6	0.251325	1.9305	0.02918
7	0.150393	1.1552	0.126335
8	0.118094	0.9071	0.184024
9	-0.1169	-0.8979	0.186437
10	-0.139496	-1.0715	0.144156
11	0.1094	0.8403	0.202062
12	-0.069892	-0.5369	0.296695
13	0.168358	1.2932	0.100494
14	-0.03882	-0.2982	0.383306
15	-0.011696	-0.0898	0.46436
16	-0.132742	-1.0196	0.156038
17	-0.082325	-0.6323	0.264801
18	-0.06547	-0.5029	0.30846
19	0.086295	0.6628	0.255006
20	0.146016	1.1216	0.133295
21	0.248179	1.9063	0.030743
22	0.053154	0.4083	0.342273
23	-0.226732	-1.7416	0.043399
24	-0.246007	-1.8896	0.031863
25	-0.155597	-1.1952	0.118403
26	0.143891	1.1052	0.13677
27	0.248621	1.9097	0.030519
28	0.095731	0.7353	0.232527
29	0.026854	0.2063	0.418644
30	-0.24832	-1.9074	0.030671
31	-0.076795	-0.5899	0.278764
32	0.000991	0.0076	0.496977
33	0.104331	0.8014	0.213063
34	-0.006116	-0.047	0.481344
35	0.052333	0.402	0.344577
36	-0.168435	-1.2938	0.100392

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.135089	1.0376	0.151835
2	-0.10478	-0.8048	0.212074
3	-0.504928	-3.8784	0.000134
4	-0.249201	-1.9141	0.030228
5	-0.123011	-0.9449	0.174291
6	-0.053504	-0.411	0.34129
7	-0.189522	-1.4557	0.075381
8	-0.039046	-0.2999	0.382646
9	-0.09364	-0.7193	0.237409
10	-0.146201	-1.123	0.132995
11	0.236756	1.8186	0.037028
12	-0.197256	-1.5151	0.067537
13	0.151484	1.1636	0.12464
14	0.07876	0.605	0.273761
15	0.004998	0.0384	0.484753
16	-0.014424	-0.1108	0.456078
17	-0.109776	-0.8432	0.201259
18	-0.053379	-0.41	0.341641
19	-0.177656	-1.3646	0.08878
20	0.099902	0.7674	0.222964
21	0.175294	1.3465	0.091652
22	-0.000457	-0.0035	0.498605
23	-0.002511	-0.0193	0.492338
24	-0.067682	-0.5199	0.302547
25	0.066139	0.508	0.306665
26	0.021508	0.1652	0.434673
27	0.102556	0.7877	0.217
28	-0.107457	-0.8254	0.206237
29	0.135592	1.0415	0.150946
30	-0.112149	-0.8614	0.196243
31	0.033332	0.256	0.399411
32	-0.013583	-0.1043	0.45863
33	-0.117207	-0.9003	0.185814
34	-0.121313	-0.9318	0.177613
35	-0.012831	-0.0986	0.460911
36	-0.148399	-1.1399	0.129472

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.135089 & 1.0376 & 0.151835 \tabularnewline
2 & -0.10478 & -0.8048 & 0.212074 \tabularnewline
3 & -0.504928 & -3.8784 & 0.000134 \tabularnewline
4 & -0.249201 & -1.9141 & 0.030228 \tabularnewline
5 & -0.123011 & -0.9449 & 0.174291 \tabularnewline
6 & -0.053504 & -0.411 & 0.34129 \tabularnewline
7 & -0.189522 & -1.4557 & 0.075381 \tabularnewline
8 & -0.039046 & -0.2999 & 0.382646 \tabularnewline
9 & -0.09364 & -0.7193 & 0.237409 \tabularnewline
10 & -0.146201 & -1.123 & 0.132995 \tabularnewline
11 & 0.236756 & 1.8186 & 0.037028 \tabularnewline
12 & -0.197256 & -1.5151 & 0.067537 \tabularnewline
13 & 0.151484 & 1.1636 & 0.12464 \tabularnewline
14 & 0.07876 & 0.605 & 0.273761 \tabularnewline
15 & 0.004998 & 0.0384 & 0.484753 \tabularnewline
16 & -0.014424 & -0.1108 & 0.456078 \tabularnewline
17 & -0.109776 & -0.8432 & 0.201259 \tabularnewline
18 & -0.053379 & -0.41 & 0.341641 \tabularnewline
19 & -0.177656 & -1.3646 & 0.08878 \tabularnewline
20 & 0.099902 & 0.7674 & 0.222964 \tabularnewline
21 & 0.175294 & 1.3465 & 0.091652 \tabularnewline
22 & -0.000457 & -0.0035 & 0.498605 \tabularnewline
23 & -0.002511 & -0.0193 & 0.492338 \tabularnewline
24 & -0.067682 & -0.5199 & 0.302547 \tabularnewline
25 & 0.066139 & 0.508 & 0.306665 \tabularnewline
26 & 0.021508 & 0.1652 & 0.434673 \tabularnewline
27 & 0.102556 & 0.7877 & 0.217 \tabularnewline
28 & -0.107457 & -0.8254 & 0.206237 \tabularnewline
29 & 0.135592 & 1.0415 & 0.150946 \tabularnewline
30 & -0.112149 & -0.8614 & 0.196243 \tabularnewline
31 & 0.033332 & 0.256 & 0.399411 \tabularnewline
32 & -0.013583 & -0.1043 & 0.45863 \tabularnewline
33 & -0.117207 & -0.9003 & 0.185814 \tabularnewline
34 & -0.121313 & -0.9318 & 0.177613 \tabularnewline
35 & -0.012831 & -0.0986 & 0.460911 \tabularnewline
36 & -0.148399 & -1.1399 & 0.129472 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65227&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]0.135089[/C][C]1.0376[/C][C]0.151835[/C][/ROW]
[ROW][C]2[/C][C]-0.10478[/C][C]-0.8048[/C][C]0.212074[/C][/ROW]
[ROW][C]3[/C][C]-0.504928[/C][C]-3.8784[/C][C]0.000134[/C][/ROW]
[ROW][C]4[/C][C]-0.249201[/C][C]-1.9141[/C][C]0.030228[/C][/ROW]
[ROW][C]5[/C][C]-0.123011[/C][C]-0.9449[/C][C]0.174291[/C][/ROW]
[ROW][C]6[/C][C]-0.053504[/C][C]-0.411[/C][C]0.34129[/C][/ROW]
[ROW][C]7[/C][C]-0.189522[/C][C]-1.4557[/C][C]0.075381[/C][/ROW]
[ROW][C]8[/C][C]-0.039046[/C][C]-0.2999[/C][C]0.382646[/C][/ROW]
[ROW][C]9[/C][C]-0.09364[/C][C]-0.7193[/C][C]0.237409[/C][/ROW]
[ROW][C]10[/C][C]-0.146201[/C][C]-1.123[/C][C]0.132995[/C][/ROW]
[ROW][C]11[/C][C]0.236756[/C][C]1.8186[/C][C]0.037028[/C][/ROW]
[ROW][C]12[/C][C]-0.197256[/C][C]-1.5151[/C][C]0.067537[/C][/ROW]
[ROW][C]13[/C][C]0.151484[/C][C]1.1636[/C][C]0.12464[/C][/ROW]
[ROW][C]14[/C][C]0.07876[/C][C]0.605[/C][C]0.273761[/C][/ROW]
[ROW][C]15[/C][C]0.004998[/C][C]0.0384[/C][C]0.484753[/C][/ROW]
[ROW][C]16[/C][C]-0.014424[/C][C]-0.1108[/C][C]0.456078[/C][/ROW]
[ROW][C]17[/C][C]-0.109776[/C][C]-0.8432[/C][C]0.201259[/C][/ROW]
[ROW][C]18[/C][C]-0.053379[/C][C]-0.41[/C][C]0.341641[/C][/ROW]
[ROW][C]19[/C][C]-0.177656[/C][C]-1.3646[/C][C]0.08878[/C][/ROW]
[ROW][C]20[/C][C]0.099902[/C][C]0.7674[/C][C]0.222964[/C][/ROW]
[ROW][C]21[/C][C]0.175294[/C][C]1.3465[/C][C]0.091652[/C][/ROW]
[ROW][C]22[/C][C]-0.000457[/C][C]-0.0035[/C][C]0.498605[/C][/ROW]
[ROW][C]23[/C][C]-0.002511[/C][C]-0.0193[/C][C]0.492338[/C][/ROW]
[ROW][C]24[/C][C]-0.067682[/C][C]-0.5199[/C][C]0.302547[/C][/ROW]
[ROW][C]25[/C][C]0.066139[/C][C]0.508[/C][C]0.306665[/C][/ROW]
[ROW][C]26[/C][C]0.021508[/C][C]0.1652[/C][C]0.434673[/C][/ROW]
[ROW][C]27[/C][C]0.102556[/C][C]0.7877[/C][C]0.217[/C][/ROW]
[ROW][C]28[/C][C]-0.107457[/C][C]-0.8254[/C][C]0.206237[/C][/ROW]
[ROW][C]29[/C][C]0.135592[/C][C]1.0415[/C][C]0.150946[/C][/ROW]
[ROW][C]30[/C][C]-0.112149[/C][C]-0.8614[/C][C]0.196243[/C][/ROW]
[ROW][C]31[/C][C]0.033332[/C][C]0.256[/C][C]0.399411[/C][/ROW]
[ROW][C]32[/C][C]-0.013583[/C][C]-0.1043[/C][C]0.45863[/C][/ROW]
[ROW][C]33[/C][C]-0.117207[/C][C]-0.9003[/C][C]0.185814[/C][/ROW]
[ROW][C]34[/C][C]-0.121313[/C][C]-0.9318[/C][C]0.177613[/C][/ROW]
[ROW][C]35[/C][C]-0.012831[/C][C]-0.0986[/C][C]0.460911[/C][/ROW]
[ROW][C]36[/C][C]-0.148399[/C][C]-1.1399[/C][C]0.129472[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65227&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65227&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	0.135089	1.0376	0.151835
2	-0.10478	-0.8048	0.212074
3	-0.504928	-3.8784	0.000134
4	-0.249201	-1.9141	0.030228
5	-0.123011	-0.9449	0.174291
6	-0.053504	-0.411	0.34129
7	-0.189522	-1.4557	0.075381
8	-0.039046	-0.2999	0.382646
9	-0.09364	-0.7193	0.237409
10	-0.146201	-1.123	0.132995
11	0.236756	1.8186	0.037028
12	-0.197256	-1.5151	0.067537
13	0.151484	1.1636	0.12464
14	0.07876	0.605	0.273761
15	0.004998	0.0384	0.484753
16	-0.014424	-0.1108	0.456078
17	-0.109776	-0.8432	0.201259
18	-0.053379	-0.41	0.341641
19	-0.177656	-1.3646	0.08878
20	0.099902	0.7674	0.222964
21	0.175294	1.3465	0.091652
22	-0.000457	-0.0035	0.498605
23	-0.002511	-0.0193	0.492338
24	-0.067682	-0.5199	0.302547
25	0.066139	0.508	0.306665
26	0.021508	0.1652	0.434673
27	0.102556	0.7877	0.217
28	-0.107457	-0.8254	0.206237
29	0.135592	1.0415	0.150946
30	-0.112149	-0.8614	0.196243
31	0.033332	0.256	0.399411
32	-0.013583	-0.1043	0.45863
33	-0.117207	-0.9003	0.185814
34	-0.121313	-0.9318	0.177613
35	-0.012831	-0.0986	0.460911
36	-0.148399	-1.1399	0.129472

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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