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, 10 Dec 2009 01:34:53 -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/t12604342948xfbyrducb4ne14.htm/, Retrieved Thu, 25 Apr 2024 11:29:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65236, Retrieved Thu, 25 Apr 2024 11:29:43 +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

152

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]
-    D      [(Partial) Autocorrelation Function] [(partial) autocor...] [2009-12-10 08:34:53] [9a3898f49d4e2f0208d1968305d88f0a] [Current]
-   P         [(Partial) Autocorrelation Function] [parti�le autocorr...] [2009-12-11 08:25:33] [b5ed7ca2d893a9c0b68720eb2614783c] 

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	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=65236&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=65236&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65236&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	0.16946	1.3235	0.0953
2	-0.153497	-1.1989	0.117611
3	0.032077	0.2505	0.40151
4	0.036821	0.2876	0.38732
5	0.001438	0.0112	0.495538
6	0.065377	0.5106	0.305734
7	0.151389	1.1824	0.12082
8	-0.075428	-0.5891	0.278982
9	-0.092576	-0.723	0.23621
10	-0.052592	-0.4108	0.341345
11	0.003906	0.0305	0.487883
12	0.22143	1.7294	0.044396
13	0.097321	0.7601	0.22506
14	-0.149533	-1.1679	0.123698
15	-0.119957	-0.9369	0.176253
16	-0.09165	-0.7158	0.23842
17	-0.036746	-0.287	0.387543
18	0.098631	0.7703	0.222037
19	0.164286	1.2831	0.102153
20	0.047499	0.371	0.355969
21	-0.120618	-0.9421	0.174939
22	-0.111554	-0.8713	0.193512
23	0.230898	1.8034	0.038134
24	0.082796	0.6467	0.260141
25	-0.053914	-0.4211	0.337589
26	0.001513	0.0118	0.495306
27	0.046728	0.365	0.358204
28	-0.120151	-0.9384	0.175867
29	-0.141015	-1.1014	0.137533
30	0.067053	0.5237	0.301193
31	0.04972	0.3883	0.349563
32	-0.046005	-0.3593	0.360302
33	-0.126206	-0.9857	0.164088
34	-0.098652	-0.7705	0.22199
35	0.052128	0.4071	0.342667
36	0.135774	1.0604	0.146565

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.16946 & 1.3235 & 0.0953 \tabularnewline
2 & -0.153497 & -1.1989 & 0.117611 \tabularnewline
3 & 0.032077 & 0.2505 & 0.40151 \tabularnewline
4 & 0.036821 & 0.2876 & 0.38732 \tabularnewline
5 & 0.001438 & 0.0112 & 0.495538 \tabularnewline
6 & 0.065377 & 0.5106 & 0.305734 \tabularnewline
7 & 0.151389 & 1.1824 & 0.12082 \tabularnewline
8 & -0.075428 & -0.5891 & 0.278982 \tabularnewline
9 & -0.092576 & -0.723 & 0.23621 \tabularnewline
10 & -0.052592 & -0.4108 & 0.341345 \tabularnewline
11 & 0.003906 & 0.0305 & 0.487883 \tabularnewline
12 & 0.22143 & 1.7294 & 0.044396 \tabularnewline
13 & 0.097321 & 0.7601 & 0.22506 \tabularnewline
14 & -0.149533 & -1.1679 & 0.123698 \tabularnewline
15 & -0.119957 & -0.9369 & 0.176253 \tabularnewline
16 & -0.09165 & -0.7158 & 0.23842 \tabularnewline
17 & -0.036746 & -0.287 & 0.387543 \tabularnewline
18 & 0.098631 & 0.7703 & 0.222037 \tabularnewline
19 & 0.164286 & 1.2831 & 0.102153 \tabularnewline
20 & 0.047499 & 0.371 & 0.355969 \tabularnewline
21 & -0.120618 & -0.9421 & 0.174939 \tabularnewline
22 & -0.111554 & -0.8713 & 0.193512 \tabularnewline
23 & 0.230898 & 1.8034 & 0.038134 \tabularnewline
24 & 0.082796 & 0.6467 & 0.260141 \tabularnewline
25 & -0.053914 & -0.4211 & 0.337589 \tabularnewline
26 & 0.001513 & 0.0118 & 0.495306 \tabularnewline
27 & 0.046728 & 0.365 & 0.358204 \tabularnewline
28 & -0.120151 & -0.9384 & 0.175867 \tabularnewline
29 & -0.141015 & -1.1014 & 0.137533 \tabularnewline
30 & 0.067053 & 0.5237 & 0.301193 \tabularnewline
31 & 0.04972 & 0.3883 & 0.349563 \tabularnewline
32 & -0.046005 & -0.3593 & 0.360302 \tabularnewline
33 & -0.126206 & -0.9857 & 0.164088 \tabularnewline
34 & -0.098652 & -0.7705 & 0.22199 \tabularnewline
35 & 0.052128 & 0.4071 & 0.342667 \tabularnewline
36 & 0.135774 & 1.0604 & 0.146565 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65236&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]0.16946[/C][C]1.3235[/C][C]0.0953[/C][/ROW]
[ROW][C]2[/C][C]-0.153497[/C][C]-1.1989[/C][C]0.117611[/C][/ROW]
[ROW][C]3[/C][C]0.032077[/C][C]0.2505[/C][C]0.40151[/C][/ROW]
[ROW][C]4[/C][C]0.036821[/C][C]0.2876[/C][C]0.38732[/C][/ROW]
[ROW][C]5[/C][C]0.001438[/C][C]0.0112[/C][C]0.495538[/C][/ROW]
[ROW][C]6[/C][C]0.065377[/C][C]0.5106[/C][C]0.305734[/C][/ROW]
[ROW][C]7[/C][C]0.151389[/C][C]1.1824[/C][C]0.12082[/C][/ROW]
[ROW][C]8[/C][C]-0.075428[/C][C]-0.5891[/C][C]0.278982[/C][/ROW]
[ROW][C]9[/C][C]-0.092576[/C][C]-0.723[/C][C]0.23621[/C][/ROW]
[ROW][C]10[/C][C]-0.052592[/C][C]-0.4108[/C][C]0.341345[/C][/ROW]
[ROW][C]11[/C][C]0.003906[/C][C]0.0305[/C][C]0.487883[/C][/ROW]
[ROW][C]12[/C][C]0.22143[/C][C]1.7294[/C][C]0.044396[/C][/ROW]
[ROW][C]13[/C][C]0.097321[/C][C]0.7601[/C][C]0.22506[/C][/ROW]
[ROW][C]14[/C][C]-0.149533[/C][C]-1.1679[/C][C]0.123698[/C][/ROW]
[ROW][C]15[/C][C]-0.119957[/C][C]-0.9369[/C][C]0.176253[/C][/ROW]
[ROW][C]16[/C][C]-0.09165[/C][C]-0.7158[/C][C]0.23842[/C][/ROW]
[ROW][C]17[/C][C]-0.036746[/C][C]-0.287[/C][C]0.387543[/C][/ROW]
[ROW][C]18[/C][C]0.098631[/C][C]0.7703[/C][C]0.222037[/C][/ROW]
[ROW][C]19[/C][C]0.164286[/C][C]1.2831[/C][C]0.102153[/C][/ROW]
[ROW][C]20[/C][C]0.047499[/C][C]0.371[/C][C]0.355969[/C][/ROW]
[ROW][C]21[/C][C]-0.120618[/C][C]-0.9421[/C][C]0.174939[/C][/ROW]
[ROW][C]22[/C][C]-0.111554[/C][C]-0.8713[/C][C]0.193512[/C][/ROW]
[ROW][C]23[/C][C]0.230898[/C][C]1.8034[/C][C]0.038134[/C][/ROW]
[ROW][C]24[/C][C]0.082796[/C][C]0.6467[/C][C]0.260141[/C][/ROW]
[ROW][C]25[/C][C]-0.053914[/C][C]-0.4211[/C][C]0.337589[/C][/ROW]
[ROW][C]26[/C][C]0.001513[/C][C]0.0118[/C][C]0.495306[/C][/ROW]
[ROW][C]27[/C][C]0.046728[/C][C]0.365[/C][C]0.358204[/C][/ROW]
[ROW][C]28[/C][C]-0.120151[/C][C]-0.9384[/C][C]0.175867[/C][/ROW]
[ROW][C]29[/C][C]-0.141015[/C][C]-1.1014[/C][C]0.137533[/C][/ROW]
[ROW][C]30[/C][C]0.067053[/C][C]0.5237[/C][C]0.301193[/C][/ROW]
[ROW][C]31[/C][C]0.04972[/C][C]0.3883[/C][C]0.349563[/C][/ROW]
[ROW][C]32[/C][C]-0.046005[/C][C]-0.3593[/C][C]0.360302[/C][/ROW]
[ROW][C]33[/C][C]-0.126206[/C][C]-0.9857[/C][C]0.164088[/C][/ROW]
[ROW][C]34[/C][C]-0.098652[/C][C]-0.7705[/C][C]0.22199[/C][/ROW]
[ROW][C]35[/C][C]0.052128[/C][C]0.4071[/C][C]0.342667[/C][/ROW]
[ROW][C]36[/C][C]0.135774[/C][C]1.0604[/C][C]0.146565[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65236&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65236&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	0.16946	1.3235	0.0953
2	-0.153497	-1.1989	0.117611
3	0.032077	0.2505	0.40151
4	0.036821	0.2876	0.38732
5	0.001438	0.0112	0.495538
6	0.065377	0.5106	0.305734
7	0.151389	1.1824	0.12082
8	-0.075428	-0.5891	0.278982
9	-0.092576	-0.723	0.23621
10	-0.052592	-0.4108	0.341345
11	0.003906	0.0305	0.487883
12	0.22143	1.7294	0.044396
13	0.097321	0.7601	0.22506
14	-0.149533	-1.1679	0.123698
15	-0.119957	-0.9369	0.176253
16	-0.09165	-0.7158	0.23842
17	-0.036746	-0.287	0.387543
18	0.098631	0.7703	0.222037
19	0.164286	1.2831	0.102153
20	0.047499	0.371	0.355969
21	-0.120618	-0.9421	0.174939
22	-0.111554	-0.8713	0.193512
23	0.230898	1.8034	0.038134
24	0.082796	0.6467	0.260141
25	-0.053914	-0.4211	0.337589
26	0.001513	0.0118	0.495306
27	0.046728	0.365	0.358204
28	-0.120151	-0.9384	0.175867
29	-0.141015	-1.1014	0.137533
30	0.067053	0.5237	0.301193
31	0.04972	0.3883	0.349563
32	-0.046005	-0.3593	0.360302
33	-0.126206	-0.9857	0.164088
34	-0.098652	-0.7705	0.22199
35	0.052128	0.4071	0.342667
36	0.135774	1.0604	0.146565

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.16946	1.3235	0.0953
2	-0.187601	-1.4652	0.073999
3	0.10112	0.7898	0.21636
4	-0.020807	-0.1625	0.435723
5	0.021369	0.1669	0.434001
6	0.06677	0.5215	0.301955
7	0.133843	1.0453	0.149993
8	-0.122449	-0.9564	0.171333
9	-0.008451	-0.066	0.473795
10	-0.094669	-0.7394	0.231254
11	0.024689	0.1928	0.423867
12	0.220565	1.7227	0.045008
13	0.006886	0.0538	0.478644
14	-0.125879	-0.9831	0.16471
15	-0.050453	-0.3941	0.347458
16	-0.132259	-1.033	0.152848
17	0.003943	0.0308	0.487766
18	0.091027	0.7109	0.239914
19	0.087394	0.6826	0.248732
20	0.08157	0.6371	0.263228
21	-0.055582	-0.4341	0.332869
22	-0.094699	-0.7396	0.231182
23	0.291663	2.278	0.013123
24	-0.145952	-1.1399	0.129387
25	-0.033763	-0.2637	0.39645
26	0.022998	0.1796	0.429024
27	0.073781	0.5763	0.283283
28	-0.078693	-0.6146	0.270549
29	-0.058494	-0.4569	0.3247
30	-0.130181	-1.0167	0.156645
31	0.029989	0.2342	0.407798
32	-0.051746	-0.4042	0.343757
33	-0.06692	-0.5227	0.30155
34	0.042108	0.3289	0.37169
35	0.028965	0.2262	0.410892
36	0.100184	0.7825	0.218485

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.16946 & 1.3235 & 0.0953 \tabularnewline
2 & -0.187601 & -1.4652 & 0.073999 \tabularnewline
3 & 0.10112 & 0.7898 & 0.21636 \tabularnewline
4 & -0.020807 & -0.1625 & 0.435723 \tabularnewline
5 & 0.021369 & 0.1669 & 0.434001 \tabularnewline
6 & 0.06677 & 0.5215 & 0.301955 \tabularnewline
7 & 0.133843 & 1.0453 & 0.149993 \tabularnewline
8 & -0.122449 & -0.9564 & 0.171333 \tabularnewline
9 & -0.008451 & -0.066 & 0.473795 \tabularnewline
10 & -0.094669 & -0.7394 & 0.231254 \tabularnewline
11 & 0.024689 & 0.1928 & 0.423867 \tabularnewline
12 & 0.220565 & 1.7227 & 0.045008 \tabularnewline
13 & 0.006886 & 0.0538 & 0.478644 \tabularnewline
14 & -0.125879 & -0.9831 & 0.16471 \tabularnewline
15 & -0.050453 & -0.3941 & 0.347458 \tabularnewline
16 & -0.132259 & -1.033 & 0.152848 \tabularnewline
17 & 0.003943 & 0.0308 & 0.487766 \tabularnewline
18 & 0.091027 & 0.7109 & 0.239914 \tabularnewline
19 & 0.087394 & 0.6826 & 0.248732 \tabularnewline
20 & 0.08157 & 0.6371 & 0.263228 \tabularnewline
21 & -0.055582 & -0.4341 & 0.332869 \tabularnewline
22 & -0.094699 & -0.7396 & 0.231182 \tabularnewline
23 & 0.291663 & 2.278 & 0.013123 \tabularnewline
24 & -0.145952 & -1.1399 & 0.129387 \tabularnewline
25 & -0.033763 & -0.2637 & 0.39645 \tabularnewline
26 & 0.022998 & 0.1796 & 0.429024 \tabularnewline
27 & 0.073781 & 0.5763 & 0.283283 \tabularnewline
28 & -0.078693 & -0.6146 & 0.270549 \tabularnewline
29 & -0.058494 & -0.4569 & 0.3247 \tabularnewline
30 & -0.130181 & -1.0167 & 0.156645 \tabularnewline
31 & 0.029989 & 0.2342 & 0.407798 \tabularnewline
32 & -0.051746 & -0.4042 & 0.343757 \tabularnewline
33 & -0.06692 & -0.5227 & 0.30155 \tabularnewline
34 & 0.042108 & 0.3289 & 0.37169 \tabularnewline
35 & 0.028965 & 0.2262 & 0.410892 \tabularnewline
36 & 0.100184 & 0.7825 & 0.218485 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65236&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]0.16946[/C][C]1.3235[/C][C]0.0953[/C][/ROW]
[ROW][C]2[/C][C]-0.187601[/C][C]-1.4652[/C][C]0.073999[/C][/ROW]
[ROW][C]3[/C][C]0.10112[/C][C]0.7898[/C][C]0.21636[/C][/ROW]
[ROW][C]4[/C][C]-0.020807[/C][C]-0.1625[/C][C]0.435723[/C][/ROW]
[ROW][C]5[/C][C]0.021369[/C][C]0.1669[/C][C]0.434001[/C][/ROW]
[ROW][C]6[/C][C]0.06677[/C][C]0.5215[/C][C]0.301955[/C][/ROW]
[ROW][C]7[/C][C]0.133843[/C][C]1.0453[/C][C]0.149993[/C][/ROW]
[ROW][C]8[/C][C]-0.122449[/C][C]-0.9564[/C][C]0.171333[/C][/ROW]
[ROW][C]9[/C][C]-0.008451[/C][C]-0.066[/C][C]0.473795[/C][/ROW]
[ROW][C]10[/C][C]-0.094669[/C][C]-0.7394[/C][C]0.231254[/C][/ROW]
[ROW][C]11[/C][C]0.024689[/C][C]0.1928[/C][C]0.423867[/C][/ROW]
[ROW][C]12[/C][C]0.220565[/C][C]1.7227[/C][C]0.045008[/C][/ROW]
[ROW][C]13[/C][C]0.006886[/C][C]0.0538[/C][C]0.478644[/C][/ROW]
[ROW][C]14[/C][C]-0.125879[/C][C]-0.9831[/C][C]0.16471[/C][/ROW]
[ROW][C]15[/C][C]-0.050453[/C][C]-0.3941[/C][C]0.347458[/C][/ROW]
[ROW][C]16[/C][C]-0.132259[/C][C]-1.033[/C][C]0.152848[/C][/ROW]
[ROW][C]17[/C][C]0.003943[/C][C]0.0308[/C][C]0.487766[/C][/ROW]
[ROW][C]18[/C][C]0.091027[/C][C]0.7109[/C][C]0.239914[/C][/ROW]
[ROW][C]19[/C][C]0.087394[/C][C]0.6826[/C][C]0.248732[/C][/ROW]
[ROW][C]20[/C][C]0.08157[/C][C]0.6371[/C][C]0.263228[/C][/ROW]
[ROW][C]21[/C][C]-0.055582[/C][C]-0.4341[/C][C]0.332869[/C][/ROW]
[ROW][C]22[/C][C]-0.094699[/C][C]-0.7396[/C][C]0.231182[/C][/ROW]
[ROW][C]23[/C][C]0.291663[/C][C]2.278[/C][C]0.013123[/C][/ROW]
[ROW][C]24[/C][C]-0.145952[/C][C]-1.1399[/C][C]0.129387[/C][/ROW]
[ROW][C]25[/C][C]-0.033763[/C][C]-0.2637[/C][C]0.39645[/C][/ROW]
[ROW][C]26[/C][C]0.022998[/C][C]0.1796[/C][C]0.429024[/C][/ROW]
[ROW][C]27[/C][C]0.073781[/C][C]0.5763[/C][C]0.283283[/C][/ROW]
[ROW][C]28[/C][C]-0.078693[/C][C]-0.6146[/C][C]0.270549[/C][/ROW]
[ROW][C]29[/C][C]-0.058494[/C][C]-0.4569[/C][C]0.3247[/C][/ROW]
[ROW][C]30[/C][C]-0.130181[/C][C]-1.0167[/C][C]0.156645[/C][/ROW]
[ROW][C]31[/C][C]0.029989[/C][C]0.2342[/C][C]0.407798[/C][/ROW]
[ROW][C]32[/C][C]-0.051746[/C][C]-0.4042[/C][C]0.343757[/C][/ROW]
[ROW][C]33[/C][C]-0.06692[/C][C]-0.5227[/C][C]0.30155[/C][/ROW]
[ROW][C]34[/C][C]0.042108[/C][C]0.3289[/C][C]0.37169[/C][/ROW]
[ROW][C]35[/C][C]0.028965[/C][C]0.2262[/C][C]0.410892[/C][/ROW]
[ROW][C]36[/C][C]0.100184[/C][C]0.7825[/C][C]0.218485[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65236&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65236&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	0.16946	1.3235	0.0953
2	-0.187601	-1.4652	0.073999
3	0.10112	0.7898	0.21636
4	-0.020807	-0.1625	0.435723
5	0.021369	0.1669	0.434001
6	0.06677	0.5215	0.301955
7	0.133843	1.0453	0.149993
8	-0.122449	-0.9564	0.171333
9	-0.008451	-0.066	0.473795
10	-0.094669	-0.7394	0.231254
11	0.024689	0.1928	0.423867
12	0.220565	1.7227	0.045008
13	0.006886	0.0538	0.478644
14	-0.125879	-0.9831	0.16471
15	-0.050453	-0.3941	0.347458
16	-0.132259	-1.033	0.152848
17	0.003943	0.0308	0.487766
18	0.091027	0.7109	0.239914
19	0.087394	0.6826	0.248732
20	0.08157	0.6371	0.263228
21	-0.055582	-0.4341	0.332869
22	-0.094699	-0.7396	0.231182
23	0.291663	2.278	0.013123
24	-0.145952	-1.1399	0.129387
25	-0.033763	-0.2637	0.39645
26	0.022998	0.1796	0.429024
27	0.073781	0.5763	0.283283
28	-0.078693	-0.6146	0.270549
29	-0.058494	-0.4569	0.3247
30	-0.130181	-1.0167	0.156645
31	0.029989	0.2342	0.407798
32	-0.051746	-0.4042	0.343757
33	-0.06692	-0.5227	0.30155
34	0.042108	0.3289	0.37169
35	0.028965	0.2262	0.410892
36	0.100184	0.7825	0.218485

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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