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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 03:06:08 -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/12/t1260612474412wyydioeexsuj.htm/, Retrieved Mon, 29 Apr 2024 14:56:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66860, Retrieved Mon, 29 Apr 2024 14:56:14 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

172

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] [Workshop8] [2009-11-27 10:49:13] [34b80aeb109c116fd63bf2eb7493a276]
-    D              [(Partial) Autocorrelation Function] [ACF] [2009-12-12 10:06:08] [307139c5e328127f586f26d5bcc435d8] [Current]
-    D                [(Partial) Autocorrelation Function] [methode1] [2009-12-14 08:48:39] [34b80aeb109c116fd63bf2eb7493a276] 

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Dataseries X:

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6.3
6.1
6.1
6.3
6.3
6
6.2
6.4
6.8
7.5
7.5
7.6
7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7

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=66860&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=66860&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66860&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	0.882782	6.8947	0
2	0.702063	5.4833	0
3	0.544452	4.2523	3.7e-05
4	0.469318	3.6655	0.00026
5	0.455216	3.5553	0.000368
6	0.430749	3.3643	0.000666
7	0.371691	2.903	0.002569
8	0.314956	2.4599	0.008374
9	0.298011	2.3275	0.011635
10	0.341011	2.6634	0.00494
11	0.392997	3.0694	0.0016
12	0.41645	3.2526	0.000933
13	0.35002	2.7337	0.004092
14	0.249485	1.9485	0.027977
15	0.158881	1.2409	0.109697
16	0.089895	0.7021	0.242644
17	0.037101	0.2898	0.386488
18	-0.010497	-0.082	0.467464
19	-0.042535	-0.3322	0.370437
20	-0.044924	-0.3509	0.363448
21	-0.0232	-0.1812	0.428408
22	0.006996	0.0546	0.478302
23	0.020517	0.1602	0.43661
24	0.011362	0.0887	0.46479
25	-0.041944	-0.3276	0.372172
26	-0.099729	-0.7789	0.219522
27	-0.152809	-1.1935	0.118652
28	-0.197018	-1.5388	0.064517
29	-0.235517	-1.8394	0.035359
30	-0.261843	-2.0451	0.022585
31	-0.252742	-1.974	0.026459
32	-0.216602	-1.6917	0.047902
33	-0.177476	-1.3861	0.085376
34	-0.16565	-1.2938	0.100312
35	-0.178539	-1.3944	0.084122
36	-0.196365	-1.5337	0.065142

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882782 & 6.8947 & 0 \tabularnewline
2 & 0.702063 & 5.4833 & 0 \tabularnewline
3 & 0.544452 & 4.2523 & 3.7e-05 \tabularnewline
4 & 0.469318 & 3.6655 & 0.00026 \tabularnewline
5 & 0.455216 & 3.5553 & 0.000368 \tabularnewline
6 & 0.430749 & 3.3643 & 0.000666 \tabularnewline
7 & 0.371691 & 2.903 & 0.002569 \tabularnewline
8 & 0.314956 & 2.4599 & 0.008374 \tabularnewline
9 & 0.298011 & 2.3275 & 0.011635 \tabularnewline
10 & 0.341011 & 2.6634 & 0.00494 \tabularnewline
11 & 0.392997 & 3.0694 & 0.0016 \tabularnewline
12 & 0.41645 & 3.2526 & 0.000933 \tabularnewline
13 & 0.35002 & 2.7337 & 0.004092 \tabularnewline
14 & 0.249485 & 1.9485 & 0.027977 \tabularnewline
15 & 0.158881 & 1.2409 & 0.109697 \tabularnewline
16 & 0.089895 & 0.7021 & 0.242644 \tabularnewline
17 & 0.037101 & 0.2898 & 0.386488 \tabularnewline
18 & -0.010497 & -0.082 & 0.467464 \tabularnewline
19 & -0.042535 & -0.3322 & 0.370437 \tabularnewline
20 & -0.044924 & -0.3509 & 0.363448 \tabularnewline
21 & -0.0232 & -0.1812 & 0.428408 \tabularnewline
22 & 0.006996 & 0.0546 & 0.478302 \tabularnewline
23 & 0.020517 & 0.1602 & 0.43661 \tabularnewline
24 & 0.011362 & 0.0887 & 0.46479 \tabularnewline
25 & -0.041944 & -0.3276 & 0.372172 \tabularnewline
26 & -0.099729 & -0.7789 & 0.219522 \tabularnewline
27 & -0.152809 & -1.1935 & 0.118652 \tabularnewline
28 & -0.197018 & -1.5388 & 0.064517 \tabularnewline
29 & -0.235517 & -1.8394 & 0.035359 \tabularnewline
30 & -0.261843 & -2.0451 & 0.022585 \tabularnewline
31 & -0.252742 & -1.974 & 0.026459 \tabularnewline
32 & -0.216602 & -1.6917 & 0.047902 \tabularnewline
33 & -0.177476 & -1.3861 & 0.085376 \tabularnewline
34 & -0.16565 & -1.2938 & 0.100312 \tabularnewline
35 & -0.178539 & -1.3944 & 0.084122 \tabularnewline
36 & -0.196365 & -1.5337 & 0.065142 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66860&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]0.882782[/C][C]6.8947[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.702063[/C][C]5.4833[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.544452[/C][C]4.2523[/C][C]3.7e-05[/C][/ROW]
[ROW][C]4[/C][C]0.469318[/C][C]3.6655[/C][C]0.00026[/C][/ROW]
[ROW][C]5[/C][C]0.455216[/C][C]3.5553[/C][C]0.000368[/C][/ROW]
[ROW][C]6[/C][C]0.430749[/C][C]3.3643[/C][C]0.000666[/C][/ROW]
[ROW][C]7[/C][C]0.371691[/C][C]2.903[/C][C]0.002569[/C][/ROW]
[ROW][C]8[/C][C]0.314956[/C][C]2.4599[/C][C]0.008374[/C][/ROW]
[ROW][C]9[/C][C]0.298011[/C][C]2.3275[/C][C]0.011635[/C][/ROW]
[ROW][C]10[/C][C]0.341011[/C][C]2.6634[/C][C]0.00494[/C][/ROW]
[ROW][C]11[/C][C]0.392997[/C][C]3.0694[/C][C]0.0016[/C][/ROW]
[ROW][C]12[/C][C]0.41645[/C][C]3.2526[/C][C]0.000933[/C][/ROW]
[ROW][C]13[/C][C]0.35002[/C][C]2.7337[/C][C]0.004092[/C][/ROW]
[ROW][C]14[/C][C]0.249485[/C][C]1.9485[/C][C]0.027977[/C][/ROW]
[ROW][C]15[/C][C]0.158881[/C][C]1.2409[/C][C]0.109697[/C][/ROW]
[ROW][C]16[/C][C]0.089895[/C][C]0.7021[/C][C]0.242644[/C][/ROW]
[ROW][C]17[/C][C]0.037101[/C][C]0.2898[/C][C]0.386488[/C][/ROW]
[ROW][C]18[/C][C]-0.010497[/C][C]-0.082[/C][C]0.467464[/C][/ROW]
[ROW][C]19[/C][C]-0.042535[/C][C]-0.3322[/C][C]0.370437[/C][/ROW]
[ROW][C]20[/C][C]-0.044924[/C][C]-0.3509[/C][C]0.363448[/C][/ROW]
[ROW][C]21[/C][C]-0.0232[/C][C]-0.1812[/C][C]0.428408[/C][/ROW]
[ROW][C]22[/C][C]0.006996[/C][C]0.0546[/C][C]0.478302[/C][/ROW]
[ROW][C]23[/C][C]0.020517[/C][C]0.1602[/C][C]0.43661[/C][/ROW]
[ROW][C]24[/C][C]0.011362[/C][C]0.0887[/C][C]0.46479[/C][/ROW]
[ROW][C]25[/C][C]-0.041944[/C][C]-0.3276[/C][C]0.372172[/C][/ROW]
[ROW][C]26[/C][C]-0.099729[/C][C]-0.7789[/C][C]0.219522[/C][/ROW]
[ROW][C]27[/C][C]-0.152809[/C][C]-1.1935[/C][C]0.118652[/C][/ROW]
[ROW][C]28[/C][C]-0.197018[/C][C]-1.5388[/C][C]0.064517[/C][/ROW]
[ROW][C]29[/C][C]-0.235517[/C][C]-1.8394[/C][C]0.035359[/C][/ROW]
[ROW][C]30[/C][C]-0.261843[/C][C]-2.0451[/C][C]0.022585[/C][/ROW]
[ROW][C]31[/C][C]-0.252742[/C][C]-1.974[/C][C]0.026459[/C][/ROW]
[ROW][C]32[/C][C]-0.216602[/C][C]-1.6917[/C][C]0.047902[/C][/ROW]
[ROW][C]33[/C][C]-0.177476[/C][C]-1.3861[/C][C]0.085376[/C][/ROW]
[ROW][C]34[/C][C]-0.16565[/C][C]-1.2938[/C][C]0.100312[/C][/ROW]
[ROW][C]35[/C][C]-0.178539[/C][C]-1.3944[/C][C]0.084122[/C][/ROW]
[ROW][C]36[/C][C]-0.196365[/C][C]-1.5337[/C][C]0.065142[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66860&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66860&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	0.882782	6.8947	0
2	0.702063	5.4833	0
3	0.544452	4.2523	3.7e-05
4	0.469318	3.6655	0.00026
5	0.455216	3.5553	0.000368
6	0.430749	3.3643	0.000666
7	0.371691	2.903	0.002569
8	0.314956	2.4599	0.008374
9	0.298011	2.3275	0.011635
10	0.341011	2.6634	0.00494
11	0.392997	3.0694	0.0016
12	0.41645	3.2526	0.000933
13	0.35002	2.7337	0.004092
14	0.249485	1.9485	0.027977
15	0.158881	1.2409	0.109697
16	0.089895	0.7021	0.242644
17	0.037101	0.2898	0.386488
18	-0.010497	-0.082	0.467464
19	-0.042535	-0.3322	0.370437
20	-0.044924	-0.3509	0.363448
21	-0.0232	-0.1812	0.428408
22	0.006996	0.0546	0.478302
23	0.020517	0.1602	0.43661
24	0.011362	0.0887	0.46479
25	-0.041944	-0.3276	0.372172
26	-0.099729	-0.7789	0.219522
27	-0.152809	-1.1935	0.118652
28	-0.197018	-1.5388	0.064517
29	-0.235517	-1.8394	0.035359
30	-0.261843	-2.0451	0.022585
31	-0.252742	-1.974	0.026459
32	-0.216602	-1.6917	0.047902
33	-0.177476	-1.3861	0.085376
34	-0.16565	-1.2938	0.100312
35	-0.178539	-1.3944	0.084122
36	-0.196365	-1.5337	0.065142

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.882782	6.8947	0
2	-0.349993	-2.7335	0.004094
3	0.086421	0.675	0.251124
4	0.237925	1.8583	0.03398
5	0.070158	0.548	0.292862
6	-0.138644	-1.0828	0.14157
7	-0.036791	-0.2873	0.387412
8	0.138978	1.0855	0.140996
9	0.11343	0.8859	0.189571
10	0.143979	1.1245	0.1326
11	-0.016445	-0.1284	0.449113
12	0.02779	0.217	0.41445
13	-0.273684	-2.1375	0.018285
14	0.017469	0.1364	0.445961
15	-0.049578	-0.3872	0.349971
16	-0.160388	-1.2527	0.107553
17	-0.087893	-0.6865	0.247509
18	0.04315	0.337	0.368631
19	0.104238	0.8141	0.209371
20	0.006763	0.0528	0.479024
21	0.003326	0.026	0.489679
22	-0.030601	-0.239	0.405952
23	-0.012875	-0.1006	0.460116
24	-0.055878	-0.4364	0.332036
25	-0.153929	-1.2022	0.116961
26	0.030392	0.2374	0.406583
27	-0.052378	-0.4091	0.341954
28	-0.004764	-0.0372	0.485221
29	-0.015453	-0.1207	0.452166
30	0.053548	0.4182	0.338627
31	0.094714	0.7397	0.231147
32	-0.040951	-0.3198	0.375093
33	-0.053475	-0.4177	0.338834
34	-0.13431	-1.049	0.14916
35	-0.000124	-0.001	0.499614
36	-0.036259	-0.2832	0.388993

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.882782 & 6.8947 & 0 \tabularnewline
2 & -0.349993 & -2.7335 & 0.004094 \tabularnewline
3 & 0.086421 & 0.675 & 0.251124 \tabularnewline
4 & 0.237925 & 1.8583 & 0.03398 \tabularnewline
5 & 0.070158 & 0.548 & 0.292862 \tabularnewline
6 & -0.138644 & -1.0828 & 0.14157 \tabularnewline
7 & -0.036791 & -0.2873 & 0.387412 \tabularnewline
8 & 0.138978 & 1.0855 & 0.140996 \tabularnewline
9 & 0.11343 & 0.8859 & 0.189571 \tabularnewline
10 & 0.143979 & 1.1245 & 0.1326 \tabularnewline
11 & -0.016445 & -0.1284 & 0.449113 \tabularnewline
12 & 0.02779 & 0.217 & 0.41445 \tabularnewline
13 & -0.273684 & -2.1375 & 0.018285 \tabularnewline
14 & 0.017469 & 0.1364 & 0.445961 \tabularnewline
15 & -0.049578 & -0.3872 & 0.349971 \tabularnewline
16 & -0.160388 & -1.2527 & 0.107553 \tabularnewline
17 & -0.087893 & -0.6865 & 0.247509 \tabularnewline
18 & 0.04315 & 0.337 & 0.368631 \tabularnewline
19 & 0.104238 & 0.8141 & 0.209371 \tabularnewline
20 & 0.006763 & 0.0528 & 0.479024 \tabularnewline
21 & 0.003326 & 0.026 & 0.489679 \tabularnewline
22 & -0.030601 & -0.239 & 0.405952 \tabularnewline
23 & -0.012875 & -0.1006 & 0.460116 \tabularnewline
24 & -0.055878 & -0.4364 & 0.332036 \tabularnewline
25 & -0.153929 & -1.2022 & 0.116961 \tabularnewline
26 & 0.030392 & 0.2374 & 0.406583 \tabularnewline
27 & -0.052378 & -0.4091 & 0.341954 \tabularnewline
28 & -0.004764 & -0.0372 & 0.485221 \tabularnewline
29 & -0.015453 & -0.1207 & 0.452166 \tabularnewline
30 & 0.053548 & 0.4182 & 0.338627 \tabularnewline
31 & 0.094714 & 0.7397 & 0.231147 \tabularnewline
32 & -0.040951 & -0.3198 & 0.375093 \tabularnewline
33 & -0.053475 & -0.4177 & 0.338834 \tabularnewline
34 & -0.13431 & -1.049 & 0.14916 \tabularnewline
35 & -0.000124 & -0.001 & 0.499614 \tabularnewline
36 & -0.036259 & -0.2832 & 0.388993 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66860&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]0.882782[/C][C]6.8947[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.349993[/C][C]-2.7335[/C][C]0.004094[/C][/ROW]
[ROW][C]3[/C][C]0.086421[/C][C]0.675[/C][C]0.251124[/C][/ROW]
[ROW][C]4[/C][C]0.237925[/C][C]1.8583[/C][C]0.03398[/C][/ROW]
[ROW][C]5[/C][C]0.070158[/C][C]0.548[/C][C]0.292862[/C][/ROW]
[ROW][C]6[/C][C]-0.138644[/C][C]-1.0828[/C][C]0.14157[/C][/ROW]
[ROW][C]7[/C][C]-0.036791[/C][C]-0.2873[/C][C]0.387412[/C][/ROW]
[ROW][C]8[/C][C]0.138978[/C][C]1.0855[/C][C]0.140996[/C][/ROW]
[ROW][C]9[/C][C]0.11343[/C][C]0.8859[/C][C]0.189571[/C][/ROW]
[ROW][C]10[/C][C]0.143979[/C][C]1.1245[/C][C]0.1326[/C][/ROW]
[ROW][C]11[/C][C]-0.016445[/C][C]-0.1284[/C][C]0.449113[/C][/ROW]
[ROW][C]12[/C][C]0.02779[/C][C]0.217[/C][C]0.41445[/C][/ROW]
[ROW][C]13[/C][C]-0.273684[/C][C]-2.1375[/C][C]0.018285[/C][/ROW]
[ROW][C]14[/C][C]0.017469[/C][C]0.1364[/C][C]0.445961[/C][/ROW]
[ROW][C]15[/C][C]-0.049578[/C][C]-0.3872[/C][C]0.349971[/C][/ROW]
[ROW][C]16[/C][C]-0.160388[/C][C]-1.2527[/C][C]0.107553[/C][/ROW]
[ROW][C]17[/C][C]-0.087893[/C][C]-0.6865[/C][C]0.247509[/C][/ROW]
[ROW][C]18[/C][C]0.04315[/C][C]0.337[/C][C]0.368631[/C][/ROW]
[ROW][C]19[/C][C]0.104238[/C][C]0.8141[/C][C]0.209371[/C][/ROW]
[ROW][C]20[/C][C]0.006763[/C][C]0.0528[/C][C]0.479024[/C][/ROW]
[ROW][C]21[/C][C]0.003326[/C][C]0.026[/C][C]0.489679[/C][/ROW]
[ROW][C]22[/C][C]-0.030601[/C][C]-0.239[/C][C]0.405952[/C][/ROW]
[ROW][C]23[/C][C]-0.012875[/C][C]-0.1006[/C][C]0.460116[/C][/ROW]
[ROW][C]24[/C][C]-0.055878[/C][C]-0.4364[/C][C]0.332036[/C][/ROW]
[ROW][C]25[/C][C]-0.153929[/C][C]-1.2022[/C][C]0.116961[/C][/ROW]
[ROW][C]26[/C][C]0.030392[/C][C]0.2374[/C][C]0.406583[/C][/ROW]
[ROW][C]27[/C][C]-0.052378[/C][C]-0.4091[/C][C]0.341954[/C][/ROW]
[ROW][C]28[/C][C]-0.004764[/C][C]-0.0372[/C][C]0.485221[/C][/ROW]
[ROW][C]29[/C][C]-0.015453[/C][C]-0.1207[/C][C]0.452166[/C][/ROW]
[ROW][C]30[/C][C]0.053548[/C][C]0.4182[/C][C]0.338627[/C][/ROW]
[ROW][C]31[/C][C]0.094714[/C][C]0.7397[/C][C]0.231147[/C][/ROW]
[ROW][C]32[/C][C]-0.040951[/C][C]-0.3198[/C][C]0.375093[/C][/ROW]
[ROW][C]33[/C][C]-0.053475[/C][C]-0.4177[/C][C]0.338834[/C][/ROW]
[ROW][C]34[/C][C]-0.13431[/C][C]-1.049[/C][C]0.14916[/C][/ROW]
[ROW][C]35[/C][C]-0.000124[/C][C]-0.001[/C][C]0.499614[/C][/ROW]
[ROW][C]36[/C][C]-0.036259[/C][C]-0.2832[/C][C]0.388993[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66860&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66860&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	0.882782	6.8947	0
2	-0.349993	-2.7335	0.004094
3	0.086421	0.675	0.251124
4	0.237925	1.8583	0.03398
5	0.070158	0.548	0.292862
6	-0.138644	-1.0828	0.14157
7	-0.036791	-0.2873	0.387412
8	0.138978	1.0855	0.140996
9	0.11343	0.8859	0.189571
10	0.143979	1.1245	0.1326
11	-0.016445	-0.1284	0.449113
12	0.02779	0.217	0.41445
13	-0.273684	-2.1375	0.018285
14	0.017469	0.1364	0.445961
15	-0.049578	-0.3872	0.349971
16	-0.160388	-1.2527	0.107553
17	-0.087893	-0.6865	0.247509
18	0.04315	0.337	0.368631
19	0.104238	0.8141	0.209371
20	0.006763	0.0528	0.479024
21	0.003326	0.026	0.489679
22	-0.030601	-0.239	0.405952
23	-0.012875	-0.1006	0.460116
24	-0.055878	-0.4364	0.332036
25	-0.153929	-1.2022	0.116961
26	0.030392	0.2374	0.406583
27	-0.052378	-0.4091	0.341954
28	-0.004764	-0.0372	0.485221
29	-0.015453	-0.1207	0.452166
30	0.053548	0.4182	0.338627
31	0.094714	0.7397	0.231147
32	-0.040951	-0.3198	0.375093
33	-0.053475	-0.4177	0.338834
34	-0.13431	-1.049	0.14916
35	-0.000124	-0.001	0.499614
36	-0.036259	-0.2832	0.388993

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