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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 10 Dec 2009 08:17:38 -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/t1260458507diq0w2fr69wiehk.htm/, Retrieved Thu, 25 Apr 2024 03:48:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65463, Retrieved Thu, 25 Apr 2024 03:48:25 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

148

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] [acf1] [2009-11-26 15:49:58] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D            [(Partial) Autocorrelation Function] [acf1] [2009-12-10 15:17:38] [87085ce7f5378f281469a8b1f0969170] [Current]
-   PD              [(Partial) Autocorrelation Function] [auto] [2009-12-10 15:57:09] [ed603017d2bee8fbd82b6d5ec04e12c3] 
-                     [(Partial) Autocorrelation Function] [acf2] [2009-12-10 16:01:08] [ed603017d2bee8fbd82b6d5ec04e12c3] 

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Dataseries X:

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Histogram

Boxplots

3,9
3,6
3,3
3,2
3,4
3,4
3,5
3,2
3,3
3,3
3,4
3,7
3,9
4
3,7
3,9
4,2
4,4
4,3
4,2
4,3
4,3
4,3
4,5
5
5,2
5,2
5,4
5,5
5,4
5,5
5,4
5,7
5,7
6,1
6,5
6,9
6,8
6,7
6,6
6,5
6,4
6,1
6,2
6,3
6,4
6,5
6,7
7
7
6,8
6,7
6,7
6,5
6,4
6,1
6,2
6
6,1
6,1
6,2

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	8 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 & 8 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65463&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]8 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=65463&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65463&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	8 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.974126	7.6082	0
2	0.937422	7.3215	0
3	0.892493	6.9706	0
4	0.848814	6.6294	0
5	0.802841	6.2704	0
6	0.758878	5.927	0
7	0.717337	5.6026	0
8	0.670587	5.2375	1e-06
9	0.621092	4.8509	4e-06
10	0.570573	4.4563	1.8e-05
11	0.52147	4.0728	6.8e-05
12	0.467348	3.6501	0.000273
13	0.40634	3.1736	0.00118
14	0.344018	2.6869	0.004641
15	0.280768	2.1929	0.01607
16	0.221968	1.7336	0.044018
17	0.168276	1.3143	0.096837
18	0.119648	0.9345	0.17687
19	0.07309	0.5708	0.285099
20	0.020874	0.163	0.435515
21	-0.032692	-0.2553	0.399662
22	-0.085909	-0.671	0.252385
23	-0.138572	-1.0823	0.141694
24	-0.18957	-1.4806	0.071931
25	-0.240317	-1.8769	0.032656
26	-0.282331	-2.2051	0.015614
27	-0.319183	-2.4929	0.0077
28	-0.345867	-2.7013	0.004465
29	-0.371895	-2.9046	0.002558
30	-0.392657	-3.0667	0.001612
31	-0.411284	-3.2122	0.001052
32	-0.428971	-3.3504	0.000694
33	-0.444029	-3.468	0.000484
34	-0.454926	-3.5531	0.000371
35	-0.454975	-3.5535	0.00037
36	-0.450243	-3.5165	0.000416

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.974126 & 7.6082 & 0 \tabularnewline
2 & 0.937422 & 7.3215 & 0 \tabularnewline
3 & 0.892493 & 6.9706 & 0 \tabularnewline
4 & 0.848814 & 6.6294 & 0 \tabularnewline
5 & 0.802841 & 6.2704 & 0 \tabularnewline
6 & 0.758878 & 5.927 & 0 \tabularnewline
7 & 0.717337 & 5.6026 & 0 \tabularnewline
8 & 0.670587 & 5.2375 & 1e-06 \tabularnewline
9 & 0.621092 & 4.8509 & 4e-06 \tabularnewline
10 & 0.570573 & 4.4563 & 1.8e-05 \tabularnewline
11 & 0.52147 & 4.0728 & 6.8e-05 \tabularnewline
12 & 0.467348 & 3.6501 & 0.000273 \tabularnewline
13 & 0.40634 & 3.1736 & 0.00118 \tabularnewline
14 & 0.344018 & 2.6869 & 0.004641 \tabularnewline
15 & 0.280768 & 2.1929 & 0.01607 \tabularnewline
16 & 0.221968 & 1.7336 & 0.044018 \tabularnewline
17 & 0.168276 & 1.3143 & 0.096837 \tabularnewline
18 & 0.119648 & 0.9345 & 0.17687 \tabularnewline
19 & 0.07309 & 0.5708 & 0.285099 \tabularnewline
20 & 0.020874 & 0.163 & 0.435515 \tabularnewline
21 & -0.032692 & -0.2553 & 0.399662 \tabularnewline
22 & -0.085909 & -0.671 & 0.252385 \tabularnewline
23 & -0.138572 & -1.0823 & 0.141694 \tabularnewline
24 & -0.18957 & -1.4806 & 0.071931 \tabularnewline
25 & -0.240317 & -1.8769 & 0.032656 \tabularnewline
26 & -0.282331 & -2.2051 & 0.015614 \tabularnewline
27 & -0.319183 & -2.4929 & 0.0077 \tabularnewline
28 & -0.345867 & -2.7013 & 0.004465 \tabularnewline
29 & -0.371895 & -2.9046 & 0.002558 \tabularnewline
30 & -0.392657 & -3.0667 & 0.001612 \tabularnewline
31 & -0.411284 & -3.2122 & 0.001052 \tabularnewline
32 & -0.428971 & -3.3504 & 0.000694 \tabularnewline
33 & -0.444029 & -3.468 & 0.000484 \tabularnewline
34 & -0.454926 & -3.5531 & 0.000371 \tabularnewline
35 & -0.454975 & -3.5535 & 0.00037 \tabularnewline
36 & -0.450243 & -3.5165 & 0.000416 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65463&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]0.974126[/C][C]7.6082[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.937422[/C][C]7.3215[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.892493[/C][C]6.9706[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.848814[/C][C]6.6294[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.802841[/C][C]6.2704[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.758878[/C][C]5.927[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.717337[/C][C]5.6026[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.670587[/C][C]5.2375[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.621092[/C][C]4.8509[/C][C]4e-06[/C][/ROW]
[ROW][C]10[/C][C]0.570573[/C][C]4.4563[/C][C]1.8e-05[/C][/ROW]
[ROW][C]11[/C][C]0.52147[/C][C]4.0728[/C][C]6.8e-05[/C][/ROW]
[ROW][C]12[/C][C]0.467348[/C][C]3.6501[/C][C]0.000273[/C][/ROW]
[ROW][C]13[/C][C]0.40634[/C][C]3.1736[/C][C]0.00118[/C][/ROW]
[ROW][C]14[/C][C]0.344018[/C][C]2.6869[/C][C]0.004641[/C][/ROW]
[ROW][C]15[/C][C]0.280768[/C][C]2.1929[/C][C]0.01607[/C][/ROW]
[ROW][C]16[/C][C]0.221968[/C][C]1.7336[/C][C]0.044018[/C][/ROW]
[ROW][C]17[/C][C]0.168276[/C][C]1.3143[/C][C]0.096837[/C][/ROW]
[ROW][C]18[/C][C]0.119648[/C][C]0.9345[/C][C]0.17687[/C][/ROW]
[ROW][C]19[/C][C]0.07309[/C][C]0.5708[/C][C]0.285099[/C][/ROW]
[ROW][C]20[/C][C]0.020874[/C][C]0.163[/C][C]0.435515[/C][/ROW]
[ROW][C]21[/C][C]-0.032692[/C][C]-0.2553[/C][C]0.399662[/C][/ROW]
[ROW][C]22[/C][C]-0.085909[/C][C]-0.671[/C][C]0.252385[/C][/ROW]
[ROW][C]23[/C][C]-0.138572[/C][C]-1.0823[/C][C]0.141694[/C][/ROW]
[ROW][C]24[/C][C]-0.18957[/C][C]-1.4806[/C][C]0.071931[/C][/ROW]
[ROW][C]25[/C][C]-0.240317[/C][C]-1.8769[/C][C]0.032656[/C][/ROW]
[ROW][C]26[/C][C]-0.282331[/C][C]-2.2051[/C][C]0.015614[/C][/ROW]
[ROW][C]27[/C][C]-0.319183[/C][C]-2.4929[/C][C]0.0077[/C][/ROW]
[ROW][C]28[/C][C]-0.345867[/C][C]-2.7013[/C][C]0.004465[/C][/ROW]
[ROW][C]29[/C][C]-0.371895[/C][C]-2.9046[/C][C]0.002558[/C][/ROW]
[ROW][C]30[/C][C]-0.392657[/C][C]-3.0667[/C][C]0.001612[/C][/ROW]
[ROW][C]31[/C][C]-0.411284[/C][C]-3.2122[/C][C]0.001052[/C][/ROW]
[ROW][C]32[/C][C]-0.428971[/C][C]-3.3504[/C][C]0.000694[/C][/ROW]
[ROW][C]33[/C][C]-0.444029[/C][C]-3.468[/C][C]0.000484[/C][/ROW]
[ROW][C]34[/C][C]-0.454926[/C][C]-3.5531[/C][C]0.000371[/C][/ROW]
[ROW][C]35[/C][C]-0.454975[/C][C]-3.5535[/C][C]0.00037[/C][/ROW]
[ROW][C]36[/C][C]-0.450243[/C][C]-3.5165[/C][C]0.000416[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65463&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65463&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	0.974126	7.6082	0
2	0.937422	7.3215	0
3	0.892493	6.9706	0
4	0.848814	6.6294	0
5	0.802841	6.2704	0
6	0.758878	5.927	0
7	0.717337	5.6026	0
8	0.670587	5.2375	1e-06
9	0.621092	4.8509	4e-06
10	0.570573	4.4563	1.8e-05
11	0.52147	4.0728	6.8e-05
12	0.467348	3.6501	0.000273
13	0.40634	3.1736	0.00118
14	0.344018	2.6869	0.004641
15	0.280768	2.1929	0.01607
16	0.221968	1.7336	0.044018
17	0.168276	1.3143	0.096837
18	0.119648	0.9345	0.17687
19	0.07309	0.5708	0.285099
20	0.020874	0.163	0.435515
21	-0.032692	-0.2553	0.399662
22	-0.085909	-0.671	0.252385
23	-0.138572	-1.0823	0.141694
24	-0.18957	-1.4806	0.071931
25	-0.240317	-1.8769	0.032656
26	-0.282331	-2.2051	0.015614
27	-0.319183	-2.4929	0.0077
28	-0.345867	-2.7013	0.004465
29	-0.371895	-2.9046	0.002558
30	-0.392657	-3.0667	0.001612
31	-0.411284	-3.2122	0.001052
32	-0.428971	-3.3504	0.000694
33	-0.444029	-3.468	0.000484
34	-0.454926	-3.5531	0.000371
35	-0.454975	-3.5535	0.00037
36	-0.450243	-3.5165	0.000416

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.974126	7.6082	0
2	-0.225121	-1.7583	0.04186
3	-0.143331	-1.1195	0.133668
4	0.058872	0.4598	0.323646
5	-0.0722	-0.5639	0.287446
6	0.017548	0.1371	0.445721
7	0.026803	0.2093	0.417442
8	-0.172573	-1.3478	0.091348
9	-0.045146	-0.3526	0.362801
10	0.00242	0.0189	0.492492
11	-0.014659	-0.1145	0.454613
12	-0.140077	-1.094	0.13912
13	-0.161267	-1.2595	0.106317
14	-0.010419	-0.0814	0.467704
15	-0.038921	-0.304	0.381087
16	0.053697	0.4194	0.338203
17	0.039419	0.3079	0.379615
18	-0.04121	-0.3219	0.37433
19	-0.033852	-0.2644	0.396184
20	-0.157996	-1.234	0.11097
21	-0.030472	-0.238	0.406341
22	0.003669	0.0287	0.488615
23	-0.083639	-0.6532	0.258029
24	-0.012721	-0.0994	0.460591
25	-0.083899	-0.6553	0.257378
26	0.112156	0.876	0.192242
27	0.039305	0.307	0.379951
28	0.072082	0.563	0.287756
29	-0.13494	-1.0539	0.148038
30	-0.018442	-0.144	0.442973
31	0.032795	0.2561	0.399353
32	-0.000786	-0.0061	0.497561
33	0.019344	0.1511	0.440206
34	0.025937	0.2026	0.420072
35	0.106702	0.8334	0.203945
36	0.006781	0.053	0.478967

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.974126 & 7.6082 & 0 \tabularnewline
2 & -0.225121 & -1.7583 & 0.04186 \tabularnewline
3 & -0.143331 & -1.1195 & 0.133668 \tabularnewline
4 & 0.058872 & 0.4598 & 0.323646 \tabularnewline
5 & -0.0722 & -0.5639 & 0.287446 \tabularnewline
6 & 0.017548 & 0.1371 & 0.445721 \tabularnewline
7 & 0.026803 & 0.2093 & 0.417442 \tabularnewline
8 & -0.172573 & -1.3478 & 0.091348 \tabularnewline
9 & -0.045146 & -0.3526 & 0.362801 \tabularnewline
10 & 0.00242 & 0.0189 & 0.492492 \tabularnewline
11 & -0.014659 & -0.1145 & 0.454613 \tabularnewline
12 & -0.140077 & -1.094 & 0.13912 \tabularnewline
13 & -0.161267 & -1.2595 & 0.106317 \tabularnewline
14 & -0.010419 & -0.0814 & 0.467704 \tabularnewline
15 & -0.038921 & -0.304 & 0.381087 \tabularnewline
16 & 0.053697 & 0.4194 & 0.338203 \tabularnewline
17 & 0.039419 & 0.3079 & 0.379615 \tabularnewline
18 & -0.04121 & -0.3219 & 0.37433 \tabularnewline
19 & -0.033852 & -0.2644 & 0.396184 \tabularnewline
20 & -0.157996 & -1.234 & 0.11097 \tabularnewline
21 & -0.030472 & -0.238 & 0.406341 \tabularnewline
22 & 0.003669 & 0.0287 & 0.488615 \tabularnewline
23 & -0.083639 & -0.6532 & 0.258029 \tabularnewline
24 & -0.012721 & -0.0994 & 0.460591 \tabularnewline
25 & -0.083899 & -0.6553 & 0.257378 \tabularnewline
26 & 0.112156 & 0.876 & 0.192242 \tabularnewline
27 & 0.039305 & 0.307 & 0.379951 \tabularnewline
28 & 0.072082 & 0.563 & 0.287756 \tabularnewline
29 & -0.13494 & -1.0539 & 0.148038 \tabularnewline
30 & -0.018442 & -0.144 & 0.442973 \tabularnewline
31 & 0.032795 & 0.2561 & 0.399353 \tabularnewline
32 & -0.000786 & -0.0061 & 0.497561 \tabularnewline
33 & 0.019344 & 0.1511 & 0.440206 \tabularnewline
34 & 0.025937 & 0.2026 & 0.420072 \tabularnewline
35 & 0.106702 & 0.8334 & 0.203945 \tabularnewline
36 & 0.006781 & 0.053 & 0.478967 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65463&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]0.974126[/C][C]7.6082[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.225121[/C][C]-1.7583[/C][C]0.04186[/C][/ROW]
[ROW][C]3[/C][C]-0.143331[/C][C]-1.1195[/C][C]0.133668[/C][/ROW]
[ROW][C]4[/C][C]0.058872[/C][C]0.4598[/C][C]0.323646[/C][/ROW]
[ROW][C]5[/C][C]-0.0722[/C][C]-0.5639[/C][C]0.287446[/C][/ROW]
[ROW][C]6[/C][C]0.017548[/C][C]0.1371[/C][C]0.445721[/C][/ROW]
[ROW][C]7[/C][C]0.026803[/C][C]0.2093[/C][C]0.417442[/C][/ROW]
[ROW][C]8[/C][C]-0.172573[/C][C]-1.3478[/C][C]0.091348[/C][/ROW]
[ROW][C]9[/C][C]-0.045146[/C][C]-0.3526[/C][C]0.362801[/C][/ROW]
[ROW][C]10[/C][C]0.00242[/C][C]0.0189[/C][C]0.492492[/C][/ROW]
[ROW][C]11[/C][C]-0.014659[/C][C]-0.1145[/C][C]0.454613[/C][/ROW]
[ROW][C]12[/C][C]-0.140077[/C][C]-1.094[/C][C]0.13912[/C][/ROW]
[ROW][C]13[/C][C]-0.161267[/C][C]-1.2595[/C][C]0.106317[/C][/ROW]
[ROW][C]14[/C][C]-0.010419[/C][C]-0.0814[/C][C]0.467704[/C][/ROW]
[ROW][C]15[/C][C]-0.038921[/C][C]-0.304[/C][C]0.381087[/C][/ROW]
[ROW][C]16[/C][C]0.053697[/C][C]0.4194[/C][C]0.338203[/C][/ROW]
[ROW][C]17[/C][C]0.039419[/C][C]0.3079[/C][C]0.379615[/C][/ROW]
[ROW][C]18[/C][C]-0.04121[/C][C]-0.3219[/C][C]0.37433[/C][/ROW]
[ROW][C]19[/C][C]-0.033852[/C][C]-0.2644[/C][C]0.396184[/C][/ROW]
[ROW][C]20[/C][C]-0.157996[/C][C]-1.234[/C][C]0.11097[/C][/ROW]
[ROW][C]21[/C][C]-0.030472[/C][C]-0.238[/C][C]0.406341[/C][/ROW]
[ROW][C]22[/C][C]0.003669[/C][C]0.0287[/C][C]0.488615[/C][/ROW]
[ROW][C]23[/C][C]-0.083639[/C][C]-0.6532[/C][C]0.258029[/C][/ROW]
[ROW][C]24[/C][C]-0.012721[/C][C]-0.0994[/C][C]0.460591[/C][/ROW]
[ROW][C]25[/C][C]-0.083899[/C][C]-0.6553[/C][C]0.257378[/C][/ROW]
[ROW][C]26[/C][C]0.112156[/C][C]0.876[/C][C]0.192242[/C][/ROW]
[ROW][C]27[/C][C]0.039305[/C][C]0.307[/C][C]0.379951[/C][/ROW]
[ROW][C]28[/C][C]0.072082[/C][C]0.563[/C][C]0.287756[/C][/ROW]
[ROW][C]29[/C][C]-0.13494[/C][C]-1.0539[/C][C]0.148038[/C][/ROW]
[ROW][C]30[/C][C]-0.018442[/C][C]-0.144[/C][C]0.442973[/C][/ROW]
[ROW][C]31[/C][C]0.032795[/C][C]0.2561[/C][C]0.399353[/C][/ROW]
[ROW][C]32[/C][C]-0.000786[/C][C]-0.0061[/C][C]0.497561[/C][/ROW]
[ROW][C]33[/C][C]0.019344[/C][C]0.1511[/C][C]0.440206[/C][/ROW]
[ROW][C]34[/C][C]0.025937[/C][C]0.2026[/C][C]0.420072[/C][/ROW]
[ROW][C]35[/C][C]0.106702[/C][C]0.8334[/C][C]0.203945[/C][/ROW]
[ROW][C]36[/C][C]0.006781[/C][C]0.053[/C][C]0.478967[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65463&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65463&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	0.974126	7.6082	0
2	-0.225121	-1.7583	0.04186
3	-0.143331	-1.1195	0.133668
4	0.058872	0.4598	0.323646
5	-0.0722	-0.5639	0.287446
6	0.017548	0.1371	0.445721
7	0.026803	0.2093	0.417442
8	-0.172573	-1.3478	0.091348
9	-0.045146	-0.3526	0.362801
10	0.00242	0.0189	0.492492
11	-0.014659	-0.1145	0.454613
12	-0.140077	-1.094	0.13912
13	-0.161267	-1.2595	0.106317
14	-0.010419	-0.0814	0.467704
15	-0.038921	-0.304	0.381087
16	0.053697	0.4194	0.338203
17	0.039419	0.3079	0.379615
18	-0.04121	-0.3219	0.37433
19	-0.033852	-0.2644	0.396184
20	-0.157996	-1.234	0.11097
21	-0.030472	-0.238	0.406341
22	0.003669	0.0287	0.488615
23	-0.083639	-0.6532	0.258029
24	-0.012721	-0.0994	0.460591
25	-0.083899	-0.6553	0.257378
26	0.112156	0.876	0.192242
27	0.039305	0.307	0.379951
28	0.072082	0.563	0.287756
29	-0.13494	-1.0539	0.148038
30	-0.018442	-0.144	0.442973
31	0.032795	0.2561	0.399353
32	-0.000786	-0.0061	0.497561
33	0.019344	0.1511	0.440206
34	0.025937	0.2026	0.420072
35	0.106702	0.8334	0.203945
36	0.006781	0.053	0.478967

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