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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 03:11:28 -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/t12606127512ln8tm3ws6k7u60.htm/, Retrieved Mon, 29 Apr 2024 10:26:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66862, Retrieved Mon, 29 Apr 2024 10:26:49 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

150

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]
-   PD        [(Partial) Autocorrelation Function] [acf2] [2009-11-26 16:03:04] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D          [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 11:03:04] [34b80aeb109c116fd63bf2eb7493a276]
-    D              [(Partial) Autocorrelation Function] [acf] [2009-12-12 10:11:28] [307139c5e328127f586f26d5bcc435d8] [Current]
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-14 08:54:34] [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=66862&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=66862&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66862&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	0.361565	2.8007	0.003426
2	-0.144946	-1.1227	0.133009
3	-0.494403	-3.8296	0.000155
4	-0.418675	-3.243	0.000967
5	-0.01799	-0.1393	0.444821
6	0.256196	1.9845	0.02589
7	0.105483	0.8171	0.208562
8	-0.193432	-1.4983	0.069647
9	-0.23735	-1.8385	0.035469
10	-0.1008	-0.7808	0.218998
11	0.178812	1.3851	0.085579
12	0.563221	4.3627	2.6e-05
13	0.184637	1.4302	0.078924
14	-0.079726	-0.6176	0.269603
15	-0.252427	-1.9553	0.027605
16	-0.235808	-1.8266	0.036371
17	-0.072416	-0.5609	0.288467
18	0.106967	0.8286	0.205317
19	0.006796	0.0526	0.479096
20	-0.082524	-0.6392	0.262553
21	-0.04763	-0.3689	0.356736
22	0.020959	0.1624	0.435787
23	0.09269	0.718	0.23778
24	0.275214	2.1318	0.018564
25	0.034837	0.2698	0.394102
26	-0.056768	-0.4397	0.33086
27	-0.086122	-0.6671	0.253633
28	-0.112336	-0.8701	0.193843
29	-0.086865	-0.6729	0.251813
30	-0.061108	-0.4733	0.318844
31	-0.062479	-0.484	0.315089
32	-0.021302	-0.165	0.434747
33	0.128098	0.9922	0.162532
34	0.135865	1.0524	0.148416
35	0.04426	0.3428	0.366459
36	0.043746	0.3389	0.36795

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.361565 & 2.8007 & 0.003426 \tabularnewline
2 & -0.144946 & -1.1227 & 0.133009 \tabularnewline
3 & -0.494403 & -3.8296 & 0.000155 \tabularnewline
4 & -0.418675 & -3.243 & 0.000967 \tabularnewline
5 & -0.01799 & -0.1393 & 0.444821 \tabularnewline
6 & 0.256196 & 1.9845 & 0.02589 \tabularnewline
7 & 0.105483 & 0.8171 & 0.208562 \tabularnewline
8 & -0.193432 & -1.4983 & 0.069647 \tabularnewline
9 & -0.23735 & -1.8385 & 0.035469 \tabularnewline
10 & -0.1008 & -0.7808 & 0.218998 \tabularnewline
11 & 0.178812 & 1.3851 & 0.085579 \tabularnewline
12 & 0.563221 & 4.3627 & 2.6e-05 \tabularnewline
13 & 0.184637 & 1.4302 & 0.078924 \tabularnewline
14 & -0.079726 & -0.6176 & 0.269603 \tabularnewline
15 & -0.252427 & -1.9553 & 0.027605 \tabularnewline
16 & -0.235808 & -1.8266 & 0.036371 \tabularnewline
17 & -0.072416 & -0.5609 & 0.288467 \tabularnewline
18 & 0.106967 & 0.8286 & 0.205317 \tabularnewline
19 & 0.006796 & 0.0526 & 0.479096 \tabularnewline
20 & -0.082524 & -0.6392 & 0.262553 \tabularnewline
21 & -0.04763 & -0.3689 & 0.356736 \tabularnewline
22 & 0.020959 & 0.1624 & 0.435787 \tabularnewline
23 & 0.09269 & 0.718 & 0.23778 \tabularnewline
24 & 0.275214 & 2.1318 & 0.018564 \tabularnewline
25 & 0.034837 & 0.2698 & 0.394102 \tabularnewline
26 & -0.056768 & -0.4397 & 0.33086 \tabularnewline
27 & -0.086122 & -0.6671 & 0.253633 \tabularnewline
28 & -0.112336 & -0.8701 & 0.193843 \tabularnewline
29 & -0.086865 & -0.6729 & 0.251813 \tabularnewline
30 & -0.061108 & -0.4733 & 0.318844 \tabularnewline
31 & -0.062479 & -0.484 & 0.315089 \tabularnewline
32 & -0.021302 & -0.165 & 0.434747 \tabularnewline
33 & 0.128098 & 0.9922 & 0.162532 \tabularnewline
34 & 0.135865 & 1.0524 & 0.148416 \tabularnewline
35 & 0.04426 & 0.3428 & 0.366459 \tabularnewline
36 & 0.043746 & 0.3389 & 0.36795 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66862&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]0.361565[/C][C]2.8007[/C][C]0.003426[/C][/ROW]
[ROW][C]2[/C][C]-0.144946[/C][C]-1.1227[/C][C]0.133009[/C][/ROW]
[ROW][C]3[/C][C]-0.494403[/C][C]-3.8296[/C][C]0.000155[/C][/ROW]
[ROW][C]4[/C][C]-0.418675[/C][C]-3.243[/C][C]0.000967[/C][/ROW]
[ROW][C]5[/C][C]-0.01799[/C][C]-0.1393[/C][C]0.444821[/C][/ROW]
[ROW][C]6[/C][C]0.256196[/C][C]1.9845[/C][C]0.02589[/C][/ROW]
[ROW][C]7[/C][C]0.105483[/C][C]0.8171[/C][C]0.208562[/C][/ROW]
[ROW][C]8[/C][C]-0.193432[/C][C]-1.4983[/C][C]0.069647[/C][/ROW]
[ROW][C]9[/C][C]-0.23735[/C][C]-1.8385[/C][C]0.035469[/C][/ROW]
[ROW][C]10[/C][C]-0.1008[/C][C]-0.7808[/C][C]0.218998[/C][/ROW]
[ROW][C]11[/C][C]0.178812[/C][C]1.3851[/C][C]0.085579[/C][/ROW]
[ROW][C]12[/C][C]0.563221[/C][C]4.3627[/C][C]2.6e-05[/C][/ROW]
[ROW][C]13[/C][C]0.184637[/C][C]1.4302[/C][C]0.078924[/C][/ROW]
[ROW][C]14[/C][C]-0.079726[/C][C]-0.6176[/C][C]0.269603[/C][/ROW]
[ROW][C]15[/C][C]-0.252427[/C][C]-1.9553[/C][C]0.027605[/C][/ROW]
[ROW][C]16[/C][C]-0.235808[/C][C]-1.8266[/C][C]0.036371[/C][/ROW]
[ROW][C]17[/C][C]-0.072416[/C][C]-0.5609[/C][C]0.288467[/C][/ROW]
[ROW][C]18[/C][C]0.106967[/C][C]0.8286[/C][C]0.205317[/C][/ROW]
[ROW][C]19[/C][C]0.006796[/C][C]0.0526[/C][C]0.479096[/C][/ROW]
[ROW][C]20[/C][C]-0.082524[/C][C]-0.6392[/C][C]0.262553[/C][/ROW]
[ROW][C]21[/C][C]-0.04763[/C][C]-0.3689[/C][C]0.356736[/C][/ROW]
[ROW][C]22[/C][C]0.020959[/C][C]0.1624[/C][C]0.435787[/C][/ROW]
[ROW][C]23[/C][C]0.09269[/C][C]0.718[/C][C]0.23778[/C][/ROW]
[ROW][C]24[/C][C]0.275214[/C][C]2.1318[/C][C]0.018564[/C][/ROW]
[ROW][C]25[/C][C]0.034837[/C][C]0.2698[/C][C]0.394102[/C][/ROW]
[ROW][C]26[/C][C]-0.056768[/C][C]-0.4397[/C][C]0.33086[/C][/ROW]
[ROW][C]27[/C][C]-0.086122[/C][C]-0.6671[/C][C]0.253633[/C][/ROW]
[ROW][C]28[/C][C]-0.112336[/C][C]-0.8701[/C][C]0.193843[/C][/ROW]
[ROW][C]29[/C][C]-0.086865[/C][C]-0.6729[/C][C]0.251813[/C][/ROW]
[ROW][C]30[/C][C]-0.061108[/C][C]-0.4733[/C][C]0.318844[/C][/ROW]
[ROW][C]31[/C][C]-0.062479[/C][C]-0.484[/C][C]0.315089[/C][/ROW]
[ROW][C]32[/C][C]-0.021302[/C][C]-0.165[/C][C]0.434747[/C][/ROW]
[ROW][C]33[/C][C]0.128098[/C][C]0.9922[/C][C]0.162532[/C][/ROW]
[ROW][C]34[/C][C]0.135865[/C][C]1.0524[/C][C]0.148416[/C][/ROW]
[ROW][C]35[/C][C]0.04426[/C][C]0.3428[/C][C]0.366459[/C][/ROW]
[ROW][C]36[/C][C]0.043746[/C][C]0.3389[/C][C]0.36795[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66862&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66862&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	0.361565	2.8007	0.003426
2	-0.144946	-1.1227	0.133009
3	-0.494403	-3.8296	0.000155
4	-0.418675	-3.243	0.000967
5	-0.01799	-0.1393	0.444821
6	0.256196	1.9845	0.02589
7	0.105483	0.8171	0.208562
8	-0.193432	-1.4983	0.069647
9	-0.23735	-1.8385	0.035469
10	-0.1008	-0.7808	0.218998
11	0.178812	1.3851	0.085579
12	0.563221	4.3627	2.6e-05
13	0.184637	1.4302	0.078924
14	-0.079726	-0.6176	0.269603
15	-0.252427	-1.9553	0.027605
16	-0.235808	-1.8266	0.036371
17	-0.072416	-0.5609	0.288467
18	0.106967	0.8286	0.205317
19	0.006796	0.0526	0.479096
20	-0.082524	-0.6392	0.262553
21	-0.04763	-0.3689	0.356736
22	0.020959	0.1624	0.435787
23	0.09269	0.718	0.23778
24	0.275214	2.1318	0.018564
25	0.034837	0.2698	0.394102
26	-0.056768	-0.4397	0.33086
27	-0.086122	-0.6671	0.253633
28	-0.112336	-0.8701	0.193843
29	-0.086865	-0.6729	0.251813
30	-0.061108	-0.4733	0.318844
31	-0.062479	-0.484	0.315089
32	-0.021302	-0.165	0.434747
33	0.128098	0.9922	0.162532
34	0.135865	1.0524	0.148416
35	0.04426	0.3428	0.366459
36	0.043746	0.3389	0.36795

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.361565	2.8007	0.003426
2	-0.317133	-2.4565	0.00847
3	-0.397408	-3.0783	0.001568
4	-0.18285	-1.4164	0.080921
5	0.064766	0.5017	0.308865
6	-0.008506	-0.0659	0.473844
7	-0.307429	-2.3813	0.01022
8	-0.336028	-2.6029	0.005816
9	-0.066826	-0.5176	0.303309
10	-0.120353	-0.9322	0.177473
11	-0.1498	-1.1603	0.125252
12	0.399449	3.0941	0.001498
13	-0.24911	-1.9296	0.029195
14	0.089858	0.696	0.244545
15	0.255	1.9752	0.026424
16	0.045805	0.3548	0.361991
17	-0.121011	-0.9373	0.176169
18	0.083776	0.6489	0.259431
19	0.001137	0.0088	0.496502
20	0.035474	0.2748	0.392215
21	-0.053384	-0.4135	0.340353
22	0.071915	0.5571	0.289783
23	-0.046098	-0.3571	0.361144
24	-0.025535	-0.1978	0.421937
25	0.000699	0.0054	0.497849
26	0.047695	0.3694	0.35655
27	-0.013535	-0.1048	0.458427
28	-0.053945	-0.4179	0.338771
29	-0.011754	-0.091	0.46388
30	-0.1986	-1.5384	0.06461
31	0.030739	0.2381	0.406306
32	-0.05785	-0.4481	0.327847
33	-0.003636	-0.0282	0.488812
34	-0.071242	-0.5518	0.291554
35	-0.036669	-0.284	0.388681
36	-0.109235	-0.8461	0.20042

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.361565 & 2.8007 & 0.003426 \tabularnewline
2 & -0.317133 & -2.4565 & 0.00847 \tabularnewline
3 & -0.397408 & -3.0783 & 0.001568 \tabularnewline
4 & -0.18285 & -1.4164 & 0.080921 \tabularnewline
5 & 0.064766 & 0.5017 & 0.308865 \tabularnewline
6 & -0.008506 & -0.0659 & 0.473844 \tabularnewline
7 & -0.307429 & -2.3813 & 0.01022 \tabularnewline
8 & -0.336028 & -2.6029 & 0.005816 \tabularnewline
9 & -0.066826 & -0.5176 & 0.303309 \tabularnewline
10 & -0.120353 & -0.9322 & 0.177473 \tabularnewline
11 & -0.1498 & -1.1603 & 0.125252 \tabularnewline
12 & 0.399449 & 3.0941 & 0.001498 \tabularnewline
13 & -0.24911 & -1.9296 & 0.029195 \tabularnewline
14 & 0.089858 & 0.696 & 0.244545 \tabularnewline
15 & 0.255 & 1.9752 & 0.026424 \tabularnewline
16 & 0.045805 & 0.3548 & 0.361991 \tabularnewline
17 & -0.121011 & -0.9373 & 0.176169 \tabularnewline
18 & 0.083776 & 0.6489 & 0.259431 \tabularnewline
19 & 0.001137 & 0.0088 & 0.496502 \tabularnewline
20 & 0.035474 & 0.2748 & 0.392215 \tabularnewline
21 & -0.053384 & -0.4135 & 0.340353 \tabularnewline
22 & 0.071915 & 0.5571 & 0.289783 \tabularnewline
23 & -0.046098 & -0.3571 & 0.361144 \tabularnewline
24 & -0.025535 & -0.1978 & 0.421937 \tabularnewline
25 & 0.000699 & 0.0054 & 0.497849 \tabularnewline
26 & 0.047695 & 0.3694 & 0.35655 \tabularnewline
27 & -0.013535 & -0.1048 & 0.458427 \tabularnewline
28 & -0.053945 & -0.4179 & 0.338771 \tabularnewline
29 & -0.011754 & -0.091 & 0.46388 \tabularnewline
30 & -0.1986 & -1.5384 & 0.06461 \tabularnewline
31 & 0.030739 & 0.2381 & 0.406306 \tabularnewline
32 & -0.05785 & -0.4481 & 0.327847 \tabularnewline
33 & -0.003636 & -0.0282 & 0.488812 \tabularnewline
34 & -0.071242 & -0.5518 & 0.291554 \tabularnewline
35 & -0.036669 & -0.284 & 0.388681 \tabularnewline
36 & -0.109235 & -0.8461 & 0.20042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66862&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]0.361565[/C][C]2.8007[/C][C]0.003426[/C][/ROW]
[ROW][C]2[/C][C]-0.317133[/C][C]-2.4565[/C][C]0.00847[/C][/ROW]
[ROW][C]3[/C][C]-0.397408[/C][C]-3.0783[/C][C]0.001568[/C][/ROW]
[ROW][C]4[/C][C]-0.18285[/C][C]-1.4164[/C][C]0.080921[/C][/ROW]
[ROW][C]5[/C][C]0.064766[/C][C]0.5017[/C][C]0.308865[/C][/ROW]
[ROW][C]6[/C][C]-0.008506[/C][C]-0.0659[/C][C]0.473844[/C][/ROW]
[ROW][C]7[/C][C]-0.307429[/C][C]-2.3813[/C][C]0.01022[/C][/ROW]
[ROW][C]8[/C][C]-0.336028[/C][C]-2.6029[/C][C]0.005816[/C][/ROW]
[ROW][C]9[/C][C]-0.066826[/C][C]-0.5176[/C][C]0.303309[/C][/ROW]
[ROW][C]10[/C][C]-0.120353[/C][C]-0.9322[/C][C]0.177473[/C][/ROW]
[ROW][C]11[/C][C]-0.1498[/C][C]-1.1603[/C][C]0.125252[/C][/ROW]
[ROW][C]12[/C][C]0.399449[/C][C]3.0941[/C][C]0.001498[/C][/ROW]
[ROW][C]13[/C][C]-0.24911[/C][C]-1.9296[/C][C]0.029195[/C][/ROW]
[ROW][C]14[/C][C]0.089858[/C][C]0.696[/C][C]0.244545[/C][/ROW]
[ROW][C]15[/C][C]0.255[/C][C]1.9752[/C][C]0.026424[/C][/ROW]
[ROW][C]16[/C][C]0.045805[/C][C]0.3548[/C][C]0.361991[/C][/ROW]
[ROW][C]17[/C][C]-0.121011[/C][C]-0.9373[/C][C]0.176169[/C][/ROW]
[ROW][C]18[/C][C]0.083776[/C][C]0.6489[/C][C]0.259431[/C][/ROW]
[ROW][C]19[/C][C]0.001137[/C][C]0.0088[/C][C]0.496502[/C][/ROW]
[ROW][C]20[/C][C]0.035474[/C][C]0.2748[/C][C]0.392215[/C][/ROW]
[ROW][C]21[/C][C]-0.053384[/C][C]-0.4135[/C][C]0.340353[/C][/ROW]
[ROW][C]22[/C][C]0.071915[/C][C]0.5571[/C][C]0.289783[/C][/ROW]
[ROW][C]23[/C][C]-0.046098[/C][C]-0.3571[/C][C]0.361144[/C][/ROW]
[ROW][C]24[/C][C]-0.025535[/C][C]-0.1978[/C][C]0.421937[/C][/ROW]
[ROW][C]25[/C][C]0.000699[/C][C]0.0054[/C][C]0.497849[/C][/ROW]
[ROW][C]26[/C][C]0.047695[/C][C]0.3694[/C][C]0.35655[/C][/ROW]
[ROW][C]27[/C][C]-0.013535[/C][C]-0.1048[/C][C]0.458427[/C][/ROW]
[ROW][C]28[/C][C]-0.053945[/C][C]-0.4179[/C][C]0.338771[/C][/ROW]
[ROW][C]29[/C][C]-0.011754[/C][C]-0.091[/C][C]0.46388[/C][/ROW]
[ROW][C]30[/C][C]-0.1986[/C][C]-1.5384[/C][C]0.06461[/C][/ROW]
[ROW][C]31[/C][C]0.030739[/C][C]0.2381[/C][C]0.406306[/C][/ROW]
[ROW][C]32[/C][C]-0.05785[/C][C]-0.4481[/C][C]0.327847[/C][/ROW]
[ROW][C]33[/C][C]-0.003636[/C][C]-0.0282[/C][C]0.488812[/C][/ROW]
[ROW][C]34[/C][C]-0.071242[/C][C]-0.5518[/C][C]0.291554[/C][/ROW]
[ROW][C]35[/C][C]-0.036669[/C][C]-0.284[/C][C]0.388681[/C][/ROW]
[ROW][C]36[/C][C]-0.109235[/C][C]-0.8461[/C][C]0.20042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66862&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66862&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	0.361565	2.8007	0.003426
2	-0.317133	-2.4565	0.00847
3	-0.397408	-3.0783	0.001568
4	-0.18285	-1.4164	0.080921
5	0.064766	0.5017	0.308865
6	-0.008506	-0.0659	0.473844
7	-0.307429	-2.3813	0.01022
8	-0.336028	-2.6029	0.005816
9	-0.066826	-0.5176	0.303309
10	-0.120353	-0.9322	0.177473
11	-0.1498	-1.1603	0.125252
12	0.399449	3.0941	0.001498
13	-0.24911	-1.9296	0.029195
14	0.089858	0.696	0.244545
15	0.255	1.9752	0.026424
16	0.045805	0.3548	0.361991
17	-0.121011	-0.9373	0.176169
18	0.083776	0.6489	0.259431
19	0.001137	0.0088	0.496502
20	0.035474	0.2748	0.392215
21	-0.053384	-0.4135	0.340353
22	0.071915	0.5571	0.289783
23	-0.046098	-0.3571	0.361144
24	-0.025535	-0.1978	0.421937
25	0.000699	0.0054	0.497849
26	0.047695	0.3694	0.35655
27	-0.013535	-0.1048	0.458427
28	-0.053945	-0.4179	0.338771
29	-0.011754	-0.091	0.46388
30	-0.1986	-1.5384	0.06461
31	0.030739	0.2381	0.406306
32	-0.05785	-0.4481	0.327847
33	-0.003636	-0.0282	0.488812
34	-0.071242	-0.5518	0.291554
35	-0.036669	-0.284	0.388681
36	-0.109235	-0.8461	0.20042

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