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

Fri, 11 Dec 2009 11:49:43 -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/11/t1260557592kxnnjfc0dfnadat.htm/, Retrieved Mon, 29 Apr 2024 04:16:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66661, Retrieved Mon, 29 Apr 2024 04:16:24 +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

161

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] [WS8.2] [2009-11-25 18:11:35] [626f1d98f4a7f05bcb9f17666b672c60]
-   PD            [(Partial) Autocorrelation Function] [Paper ACF d=1] [2009-12-11 18:49:43] [dd4f17965cad1d38de7a1c062d32d75d] [Current]

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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66661&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]2 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=66661&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66661&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.3094	5.8541	0
2	-0.160046	-3.0282	0.001319
3	-0.258087	-4.8832	1e-06
4	-0.226093	-4.2779	1.2e-05
5	-0.011057	-0.2092	0.417204
6	0.11054	2.0915	0.018593
7	-0.01297	-0.2454	0.403145
8	-0.222354	-4.2071	1.6e-05
9	-0.255836	-4.8406	1e-06
10	-0.167461	-3.1685	0.000832
11	0.29878	5.6532	0
12	0.906583	17.1534	0
13	0.28203	5.3363	0
14	-0.163436	-3.0924	0.001071
15	-0.272299	-5.1521	0
16	-0.238293	-4.5087	4e-06
17	-0.020507	-0.388	0.34912
18	0.089319	1.69	0.04595
19	-0.025047	-0.4739	0.317925
20	-0.227589	-4.3062	1.1e-05
21	-0.25833	-4.8878	1e-06
22	-0.167668	-3.1724	0.000821
23	0.288954	5.4673	0
24	0.845886	16.0049	0
25	0.255973	4.8432	1e-06
26	-0.166569	-3.1516	0.00088
27	-0.282015	-5.336	0
28	-0.246359	-4.6613	2e-06
29	-0.031808	-0.6018	0.273833
30	0.06791	1.2849	0.099828
31	-0.039742	-0.752	0.226286
32	-0.231514	-4.3804	8e-06
33	-0.262025	-4.9577	1e-06
34	-0.160417	-3.0352	0.00129
35	0.26079	4.9344	1e-06
36	0.797673	15.0927	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.3094 & 5.8541 & 0 \tabularnewline
2 & -0.160046 & -3.0282 & 0.001319 \tabularnewline
3 & -0.258087 & -4.8832 & 1e-06 \tabularnewline
4 & -0.226093 & -4.2779 & 1.2e-05 \tabularnewline
5 & -0.011057 & -0.2092 & 0.417204 \tabularnewline
6 & 0.11054 & 2.0915 & 0.018593 \tabularnewline
7 & -0.01297 & -0.2454 & 0.403145 \tabularnewline
8 & -0.222354 & -4.2071 & 1.6e-05 \tabularnewline
9 & -0.255836 & -4.8406 & 1e-06 \tabularnewline
10 & -0.167461 & -3.1685 & 0.000832 \tabularnewline
11 & 0.29878 & 5.6532 & 0 \tabularnewline
12 & 0.906583 & 17.1534 & 0 \tabularnewline
13 & 0.28203 & 5.3363 & 0 \tabularnewline
14 & -0.163436 & -3.0924 & 0.001071 \tabularnewline
15 & -0.272299 & -5.1521 & 0 \tabularnewline
16 & -0.238293 & -4.5087 & 4e-06 \tabularnewline
17 & -0.020507 & -0.388 & 0.34912 \tabularnewline
18 & 0.089319 & 1.69 & 0.04595 \tabularnewline
19 & -0.025047 & -0.4739 & 0.317925 \tabularnewline
20 & -0.227589 & -4.3062 & 1.1e-05 \tabularnewline
21 & -0.25833 & -4.8878 & 1e-06 \tabularnewline
22 & -0.167668 & -3.1724 & 0.000821 \tabularnewline
23 & 0.288954 & 5.4673 & 0 \tabularnewline
24 & 0.845886 & 16.0049 & 0 \tabularnewline
25 & 0.255973 & 4.8432 & 1e-06 \tabularnewline
26 & -0.166569 & -3.1516 & 0.00088 \tabularnewline
27 & -0.282015 & -5.336 & 0 \tabularnewline
28 & -0.246359 & -4.6613 & 2e-06 \tabularnewline
29 & -0.031808 & -0.6018 & 0.273833 \tabularnewline
30 & 0.06791 & 1.2849 & 0.099828 \tabularnewline
31 & -0.039742 & -0.752 & 0.226286 \tabularnewline
32 & -0.231514 & -4.3804 & 8e-06 \tabularnewline
33 & -0.262025 & -4.9577 & 1e-06 \tabularnewline
34 & -0.160417 & -3.0352 & 0.00129 \tabularnewline
35 & 0.26079 & 4.9344 & 1e-06 \tabularnewline
36 & 0.797673 & 15.0927 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66661&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]0.3094[/C][C]5.8541[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.160046[/C][C]-3.0282[/C][C]0.001319[/C][/ROW]
[ROW][C]3[/C][C]-0.258087[/C][C]-4.8832[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.226093[/C][C]-4.2779[/C][C]1.2e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.011057[/C][C]-0.2092[/C][C]0.417204[/C][/ROW]
[ROW][C]6[/C][C]0.11054[/C][C]2.0915[/C][C]0.018593[/C][/ROW]
[ROW][C]7[/C][C]-0.01297[/C][C]-0.2454[/C][C]0.403145[/C][/ROW]
[ROW][C]8[/C][C]-0.222354[/C][C]-4.2071[/C][C]1.6e-05[/C][/ROW]
[ROW][C]9[/C][C]-0.255836[/C][C]-4.8406[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]-0.167461[/C][C]-3.1685[/C][C]0.000832[/C][/ROW]
[ROW][C]11[/C][C]0.29878[/C][C]5.6532[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.906583[/C][C]17.1534[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.28203[/C][C]5.3363[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.163436[/C][C]-3.0924[/C][C]0.001071[/C][/ROW]
[ROW][C]15[/C][C]-0.272299[/C][C]-5.1521[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]-0.238293[/C][C]-4.5087[/C][C]4e-06[/C][/ROW]
[ROW][C]17[/C][C]-0.020507[/C][C]-0.388[/C][C]0.34912[/C][/ROW]
[ROW][C]18[/C][C]0.089319[/C][C]1.69[/C][C]0.04595[/C][/ROW]
[ROW][C]19[/C][C]-0.025047[/C][C]-0.4739[/C][C]0.317925[/C][/ROW]
[ROW][C]20[/C][C]-0.227589[/C][C]-4.3062[/C][C]1.1e-05[/C][/ROW]
[ROW][C]21[/C][C]-0.25833[/C][C]-4.8878[/C][C]1e-06[/C][/ROW]
[ROW][C]22[/C][C]-0.167668[/C][C]-3.1724[/C][C]0.000821[/C][/ROW]
[ROW][C]23[/C][C]0.288954[/C][C]5.4673[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.845886[/C][C]16.0049[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.255973[/C][C]4.8432[/C][C]1e-06[/C][/ROW]
[ROW][C]26[/C][C]-0.166569[/C][C]-3.1516[/C][C]0.00088[/C][/ROW]
[ROW][C]27[/C][C]-0.282015[/C][C]-5.336[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]-0.246359[/C][C]-4.6613[/C][C]2e-06[/C][/ROW]
[ROW][C]29[/C][C]-0.031808[/C][C]-0.6018[/C][C]0.273833[/C][/ROW]
[ROW][C]30[/C][C]0.06791[/C][C]1.2849[/C][C]0.099828[/C][/ROW]
[ROW][C]31[/C][C]-0.039742[/C][C]-0.752[/C][C]0.226286[/C][/ROW]
[ROW][C]32[/C][C]-0.231514[/C][C]-4.3804[/C][C]8e-06[/C][/ROW]
[ROW][C]33[/C][C]-0.262025[/C][C]-4.9577[/C][C]1e-06[/C][/ROW]
[ROW][C]34[/C][C]-0.160417[/C][C]-3.0352[/C][C]0.00129[/C][/ROW]
[ROW][C]35[/C][C]0.26079[/C][C]4.9344[/C][C]1e-06[/C][/ROW]
[ROW][C]36[/C][C]0.797673[/C][C]15.0927[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66661&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66661&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	0.3094	5.8541	0
2	-0.160046	-3.0282	0.001319
3	-0.258087	-4.8832	1e-06
4	-0.226093	-4.2779	1.2e-05
5	-0.011057	-0.2092	0.417204
6	0.11054	2.0915	0.018593
7	-0.01297	-0.2454	0.403145
8	-0.222354	-4.2071	1.6e-05
9	-0.255836	-4.8406	1e-06
10	-0.167461	-3.1685	0.000832
11	0.29878	5.6532	0
12	0.906583	17.1534	0
13	0.28203	5.3363	0
14	-0.163436	-3.0924	0.001071
15	-0.272299	-5.1521	0
16	-0.238293	-4.5087	4e-06
17	-0.020507	-0.388	0.34912
18	0.089319	1.69	0.04595
19	-0.025047	-0.4739	0.317925
20	-0.227589	-4.3062	1.1e-05
21	-0.25833	-4.8878	1e-06
22	-0.167668	-3.1724	0.000821
23	0.288954	5.4673	0
24	0.845886	16.0049	0
25	0.255973	4.8432	1e-06
26	-0.166569	-3.1516	0.00088
27	-0.282015	-5.336	0
28	-0.246359	-4.6613	2e-06
29	-0.031808	-0.6018	0.273833
30	0.06791	1.2849	0.099828
31	-0.039742	-0.752	0.226286
32	-0.231514	-4.3804	8e-06
33	-0.262025	-4.9577	1e-06
34	-0.160417	-3.0352	0.00129
35	0.26079	4.9344	1e-06
36	0.797673	15.0927	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.3094	5.8541	0
2	-0.282852	-5.3518	0
3	-0.128675	-2.4346	0.007697
4	-0.1593	-3.0141	0.001381
5	0.043086	0.8152	0.207744
6	-0.00283	-0.0535	0.478664
7	-0.131873	-2.4952	0.00652
8	-0.231816	-4.3862	8e-06
9	-0.169846	-3.2136	0.000715
10	-0.19219	-3.6364	0.000159
11	0.291217	5.5101	0
12	0.852766	16.1351	0
13	-0.186858	-3.5355	0.00023
14	-0.030795	-0.5827	0.280245
15	-0.069671	-1.3182	0.094134
16	-0.045109	-0.8535	0.196978
17	-0.055775	-1.0553	0.145996
18	-0.111168	-2.1034	0.018064
19	-0.028844	-0.5458	0.292786
20	-0.054104	-1.0237	0.153334
21	-0.013255	-0.2508	0.401057
22	0.021186	0.4009	0.344381
23	-0.004329	-0.0819	0.467379
24	0.132722	2.5112	0.006236
25	-0.073887	-1.398	0.08149
26	-0.002928	-0.0554	0.477926
27	-0.019873	-0.376	0.353563
28	-0.026916	-0.5093	0.305438
29	-0.047452	-0.8978	0.184941
30	-0.066281	-1.2541	0.105314
31	-0.039226	-0.7422	0.229227
32	-0.024203	-0.4579	0.323635
33	-0.0392	-0.7417	0.229379
34	0.041259	0.7806	0.217762
35	-0.158135	-2.992	0.001482
36	0.119863	2.2679	0.011965

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.3094 & 5.8541 & 0 \tabularnewline
2 & -0.282852 & -5.3518 & 0 \tabularnewline
3 & -0.128675 & -2.4346 & 0.007697 \tabularnewline
4 & -0.1593 & -3.0141 & 0.001381 \tabularnewline
5 & 0.043086 & 0.8152 & 0.207744 \tabularnewline
6 & -0.00283 & -0.0535 & 0.478664 \tabularnewline
7 & -0.131873 & -2.4952 & 0.00652 \tabularnewline
8 & -0.231816 & -4.3862 & 8e-06 \tabularnewline
9 & -0.169846 & -3.2136 & 0.000715 \tabularnewline
10 & -0.19219 & -3.6364 & 0.000159 \tabularnewline
11 & 0.291217 & 5.5101 & 0 \tabularnewline
12 & 0.852766 & 16.1351 & 0 \tabularnewline
13 & -0.186858 & -3.5355 & 0.00023 \tabularnewline
14 & -0.030795 & -0.5827 & 0.280245 \tabularnewline
15 & -0.069671 & -1.3182 & 0.094134 \tabularnewline
16 & -0.045109 & -0.8535 & 0.196978 \tabularnewline
17 & -0.055775 & -1.0553 & 0.145996 \tabularnewline
18 & -0.111168 & -2.1034 & 0.018064 \tabularnewline
19 & -0.028844 & -0.5458 & 0.292786 \tabularnewline
20 & -0.054104 & -1.0237 & 0.153334 \tabularnewline
21 & -0.013255 & -0.2508 & 0.401057 \tabularnewline
22 & 0.021186 & 0.4009 & 0.344381 \tabularnewline
23 & -0.004329 & -0.0819 & 0.467379 \tabularnewline
24 & 0.132722 & 2.5112 & 0.006236 \tabularnewline
25 & -0.073887 & -1.398 & 0.08149 \tabularnewline
26 & -0.002928 & -0.0554 & 0.477926 \tabularnewline
27 & -0.019873 & -0.376 & 0.353563 \tabularnewline
28 & -0.026916 & -0.5093 & 0.305438 \tabularnewline
29 & -0.047452 & -0.8978 & 0.184941 \tabularnewline
30 & -0.066281 & -1.2541 & 0.105314 \tabularnewline
31 & -0.039226 & -0.7422 & 0.229227 \tabularnewline
32 & -0.024203 & -0.4579 & 0.323635 \tabularnewline
33 & -0.0392 & -0.7417 & 0.229379 \tabularnewline
34 & 0.041259 & 0.7806 & 0.217762 \tabularnewline
35 & -0.158135 & -2.992 & 0.001482 \tabularnewline
36 & 0.119863 & 2.2679 & 0.011965 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66661&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]0.3094[/C][C]5.8541[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.282852[/C][C]-5.3518[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.128675[/C][C]-2.4346[/C][C]0.007697[/C][/ROW]
[ROW][C]4[/C][C]-0.1593[/C][C]-3.0141[/C][C]0.001381[/C][/ROW]
[ROW][C]5[/C][C]0.043086[/C][C]0.8152[/C][C]0.207744[/C][/ROW]
[ROW][C]6[/C][C]-0.00283[/C][C]-0.0535[/C][C]0.478664[/C][/ROW]
[ROW][C]7[/C][C]-0.131873[/C][C]-2.4952[/C][C]0.00652[/C][/ROW]
[ROW][C]8[/C][C]-0.231816[/C][C]-4.3862[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]-0.169846[/C][C]-3.2136[/C][C]0.000715[/C][/ROW]
[ROW][C]10[/C][C]-0.19219[/C][C]-3.6364[/C][C]0.000159[/C][/ROW]
[ROW][C]11[/C][C]0.291217[/C][C]5.5101[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.852766[/C][C]16.1351[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.186858[/C][C]-3.5355[/C][C]0.00023[/C][/ROW]
[ROW][C]14[/C][C]-0.030795[/C][C]-0.5827[/C][C]0.280245[/C][/ROW]
[ROW][C]15[/C][C]-0.069671[/C][C]-1.3182[/C][C]0.094134[/C][/ROW]
[ROW][C]16[/C][C]-0.045109[/C][C]-0.8535[/C][C]0.196978[/C][/ROW]
[ROW][C]17[/C][C]-0.055775[/C][C]-1.0553[/C][C]0.145996[/C][/ROW]
[ROW][C]18[/C][C]-0.111168[/C][C]-2.1034[/C][C]0.018064[/C][/ROW]
[ROW][C]19[/C][C]-0.028844[/C][C]-0.5458[/C][C]0.292786[/C][/ROW]
[ROW][C]20[/C][C]-0.054104[/C][C]-1.0237[/C][C]0.153334[/C][/ROW]
[ROW][C]21[/C][C]-0.013255[/C][C]-0.2508[/C][C]0.401057[/C][/ROW]
[ROW][C]22[/C][C]0.021186[/C][C]0.4009[/C][C]0.344381[/C][/ROW]
[ROW][C]23[/C][C]-0.004329[/C][C]-0.0819[/C][C]0.467379[/C][/ROW]
[ROW][C]24[/C][C]0.132722[/C][C]2.5112[/C][C]0.006236[/C][/ROW]
[ROW][C]25[/C][C]-0.073887[/C][C]-1.398[/C][C]0.08149[/C][/ROW]
[ROW][C]26[/C][C]-0.002928[/C][C]-0.0554[/C][C]0.477926[/C][/ROW]
[ROW][C]27[/C][C]-0.019873[/C][C]-0.376[/C][C]0.353563[/C][/ROW]
[ROW][C]28[/C][C]-0.026916[/C][C]-0.5093[/C][C]0.305438[/C][/ROW]
[ROW][C]29[/C][C]-0.047452[/C][C]-0.8978[/C][C]0.184941[/C][/ROW]
[ROW][C]30[/C][C]-0.066281[/C][C]-1.2541[/C][C]0.105314[/C][/ROW]
[ROW][C]31[/C][C]-0.039226[/C][C]-0.7422[/C][C]0.229227[/C][/ROW]
[ROW][C]32[/C][C]-0.024203[/C][C]-0.4579[/C][C]0.323635[/C][/ROW]
[ROW][C]33[/C][C]-0.0392[/C][C]-0.7417[/C][C]0.229379[/C][/ROW]
[ROW][C]34[/C][C]0.041259[/C][C]0.7806[/C][C]0.217762[/C][/ROW]
[ROW][C]35[/C][C]-0.158135[/C][C]-2.992[/C][C]0.001482[/C][/ROW]
[ROW][C]36[/C][C]0.119863[/C][C]2.2679[/C][C]0.011965[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66661&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66661&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	0.3094	5.8541	0
2	-0.282852	-5.3518	0
3	-0.128675	-2.4346	0.007697
4	-0.1593	-3.0141	0.001381
5	0.043086	0.8152	0.207744
6	-0.00283	-0.0535	0.478664
7	-0.131873	-2.4952	0.00652
8	-0.231816	-4.3862	8e-06
9	-0.169846	-3.2136	0.000715
10	-0.19219	-3.6364	0.000159
11	0.291217	5.5101	0
12	0.852766	16.1351	0
13	-0.186858	-3.5355	0.00023
14	-0.030795	-0.5827	0.280245
15	-0.069671	-1.3182	0.094134
16	-0.045109	-0.8535	0.196978
17	-0.055775	-1.0553	0.145996
18	-0.111168	-2.1034	0.018064
19	-0.028844	-0.5458	0.292786
20	-0.054104	-1.0237	0.153334
21	-0.013255	-0.2508	0.401057
22	0.021186	0.4009	0.344381
23	-0.004329	-0.0819	0.467379
24	0.132722	2.5112	0.006236
25	-0.073887	-1.398	0.08149
26	-0.002928	-0.0554	0.477926
27	-0.019873	-0.376	0.353563
28	-0.026916	-0.5093	0.305438
29	-0.047452	-0.8978	0.184941
30	-0.066281	-1.2541	0.105314
31	-0.039226	-0.7422	0.229227
32	-0.024203	-0.4579	0.323635
33	-0.0392	-0.7417	0.229379
34	0.041259	0.7806	0.217762
35	-0.158135	-2.992	0.001482
36	0.119863	2.2679	0.011965

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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