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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 03:16:23 -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/t1260613063qjcyfqiphkggx0x.htm/, Retrieved Mon, 29 Apr 2024 11:54:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66863, Retrieved Mon, 29 Apr 2024 11:54:42 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

142

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] [acf3] [2009-11-26 16:09:59] [ed603017d2bee8fbd82b6d5ec04e12c3]
-    D          [(Partial) Autocorrelation Function] [Workshop8] [2009-11-27 11:09:32] [34b80aeb109c116fd63bf2eb7493a276]
-    D              [(Partial) Autocorrelation Function] [acf] [2009-12-12 10:16:23] [307139c5e328127f586f26d5bcc435d8] [Current]
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-14 08:57:26] [34b80aeb109c116fd63bf2eb7493a276] 

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Dataseries X:

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Boxplots

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=66863&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=66863&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66863&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	0.489316	3.3901	0.000703
2	-0.16293	-1.1288	0.132293
3	-0.691373	-4.79	8e-06
4	-0.577075	-3.9981	0.00011
5	-0.178634	-1.2376	0.11094
6	0.191457	1.3265	0.095483
7	0.386318	2.6765	0.005075
8	0.309339	2.1432	0.018599
9	0.186436	1.2917	0.101329
10	-0.091995	-0.6374	0.263459
11	-0.227338	-1.575	0.060908
12	-0.308896	-2.1401	0.018729
13	-0.111445	-0.7721	0.221917
14	0.060385	0.4184	0.338775
15	0.193275	1.339	0.093431
16	0.150103	1.0399	0.151789
17	0.051803	0.3589	0.36062
18	0.014134	0.0979	0.4612
19	-0.080558	-0.5581	0.289679
20	-0.056256	-0.3898	0.349222
21	-0.139709	-0.9679	0.168964
22	-0.033643	-0.2331	0.408344
23	0.042733	0.2961	0.384229
24	0.163691	1.1341	0.131195
25	0.1226	0.8494	0.199938
26	0.005848	0.0405	0.483924
27	-0.101191	-0.7011	0.243321
28	-0.126929	-0.8794	0.191786
29	-0.069329	-0.4803	0.316589
30	-0.039709	-0.2751	0.392206
31	0.004757	0.033	0.486923
32	0.081826	0.5669	0.286708
33	0.174065	1.206	0.116872
34	0.104948	0.7271	0.235348
35	-0.053981	-0.374	0.355029
36	-0.182849	-1.2668	0.105667

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.489316 & 3.3901 & 0.000703 \tabularnewline
2 & -0.16293 & -1.1288 & 0.132293 \tabularnewline
3 & -0.691373 & -4.79 & 8e-06 \tabularnewline
4 & -0.577075 & -3.9981 & 0.00011 \tabularnewline
5 & -0.178634 & -1.2376 & 0.11094 \tabularnewline
6 & 0.191457 & 1.3265 & 0.095483 \tabularnewline
7 & 0.386318 & 2.6765 & 0.005075 \tabularnewline
8 & 0.309339 & 2.1432 & 0.018599 \tabularnewline
9 & 0.186436 & 1.2917 & 0.101329 \tabularnewline
10 & -0.091995 & -0.6374 & 0.263459 \tabularnewline
11 & -0.227338 & -1.575 & 0.060908 \tabularnewline
12 & -0.308896 & -2.1401 & 0.018729 \tabularnewline
13 & -0.111445 & -0.7721 & 0.221917 \tabularnewline
14 & 0.060385 & 0.4184 & 0.338775 \tabularnewline
15 & 0.193275 & 1.339 & 0.093431 \tabularnewline
16 & 0.150103 & 1.0399 & 0.151789 \tabularnewline
17 & 0.051803 & 0.3589 & 0.36062 \tabularnewline
18 & 0.014134 & 0.0979 & 0.4612 \tabularnewline
19 & -0.080558 & -0.5581 & 0.289679 \tabularnewline
20 & -0.056256 & -0.3898 & 0.349222 \tabularnewline
21 & -0.139709 & -0.9679 & 0.168964 \tabularnewline
22 & -0.033643 & -0.2331 & 0.408344 \tabularnewline
23 & 0.042733 & 0.2961 & 0.384229 \tabularnewline
24 & 0.163691 & 1.1341 & 0.131195 \tabularnewline
25 & 0.1226 & 0.8494 & 0.199938 \tabularnewline
26 & 0.005848 & 0.0405 & 0.483924 \tabularnewline
27 & -0.101191 & -0.7011 & 0.243321 \tabularnewline
28 & -0.126929 & -0.8794 & 0.191786 \tabularnewline
29 & -0.069329 & -0.4803 & 0.316589 \tabularnewline
30 & -0.039709 & -0.2751 & 0.392206 \tabularnewline
31 & 0.004757 & 0.033 & 0.486923 \tabularnewline
32 & 0.081826 & 0.5669 & 0.286708 \tabularnewline
33 & 0.174065 & 1.206 & 0.116872 \tabularnewline
34 & 0.104948 & 0.7271 & 0.235348 \tabularnewline
35 & -0.053981 & -0.374 & 0.355029 \tabularnewline
36 & -0.182849 & -1.2668 & 0.105667 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66863&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]0.489316[/C][C]3.3901[/C][C]0.000703[/C][/ROW]
[ROW][C]2[/C][C]-0.16293[/C][C]-1.1288[/C][C]0.132293[/C][/ROW]
[ROW][C]3[/C][C]-0.691373[/C][C]-4.79[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.577075[/C][C]-3.9981[/C][C]0.00011[/C][/ROW]
[ROW][C]5[/C][C]-0.178634[/C][C]-1.2376[/C][C]0.11094[/C][/ROW]
[ROW][C]6[/C][C]0.191457[/C][C]1.3265[/C][C]0.095483[/C][/ROW]
[ROW][C]7[/C][C]0.386318[/C][C]2.6765[/C][C]0.005075[/C][/ROW]
[ROW][C]8[/C][C]0.309339[/C][C]2.1432[/C][C]0.018599[/C][/ROW]
[ROW][C]9[/C][C]0.186436[/C][C]1.2917[/C][C]0.101329[/C][/ROW]
[ROW][C]10[/C][C]-0.091995[/C][C]-0.6374[/C][C]0.263459[/C][/ROW]
[ROW][C]11[/C][C]-0.227338[/C][C]-1.575[/C][C]0.060908[/C][/ROW]
[ROW][C]12[/C][C]-0.308896[/C][C]-2.1401[/C][C]0.018729[/C][/ROW]
[ROW][C]13[/C][C]-0.111445[/C][C]-0.7721[/C][C]0.221917[/C][/ROW]
[ROW][C]14[/C][C]0.060385[/C][C]0.4184[/C][C]0.338775[/C][/ROW]
[ROW][C]15[/C][C]0.193275[/C][C]1.339[/C][C]0.093431[/C][/ROW]
[ROW][C]16[/C][C]0.150103[/C][C]1.0399[/C][C]0.151789[/C][/ROW]
[ROW][C]17[/C][C]0.051803[/C][C]0.3589[/C][C]0.36062[/C][/ROW]
[ROW][C]18[/C][C]0.014134[/C][C]0.0979[/C][C]0.4612[/C][/ROW]
[ROW][C]19[/C][C]-0.080558[/C][C]-0.5581[/C][C]0.289679[/C][/ROW]
[ROW][C]20[/C][C]-0.056256[/C][C]-0.3898[/C][C]0.349222[/C][/ROW]
[ROW][C]21[/C][C]-0.139709[/C][C]-0.9679[/C][C]0.168964[/C][/ROW]
[ROW][C]22[/C][C]-0.033643[/C][C]-0.2331[/C][C]0.408344[/C][/ROW]
[ROW][C]23[/C][C]0.042733[/C][C]0.2961[/C][C]0.384229[/C][/ROW]
[ROW][C]24[/C][C]0.163691[/C][C]1.1341[/C][C]0.131195[/C][/ROW]
[ROW][C]25[/C][C]0.1226[/C][C]0.8494[/C][C]0.199938[/C][/ROW]
[ROW][C]26[/C][C]0.005848[/C][C]0.0405[/C][C]0.483924[/C][/ROW]
[ROW][C]27[/C][C]-0.101191[/C][C]-0.7011[/C][C]0.243321[/C][/ROW]
[ROW][C]28[/C][C]-0.126929[/C][C]-0.8794[/C][C]0.191786[/C][/ROW]
[ROW][C]29[/C][C]-0.069329[/C][C]-0.4803[/C][C]0.316589[/C][/ROW]
[ROW][C]30[/C][C]-0.039709[/C][C]-0.2751[/C][C]0.392206[/C][/ROW]
[ROW][C]31[/C][C]0.004757[/C][C]0.033[/C][C]0.486923[/C][/ROW]
[ROW][C]32[/C][C]0.081826[/C][C]0.5669[/C][C]0.286708[/C][/ROW]
[ROW][C]33[/C][C]0.174065[/C][C]1.206[/C][C]0.116872[/C][/ROW]
[ROW][C]34[/C][C]0.104948[/C][C]0.7271[/C][C]0.235348[/C][/ROW]
[ROW][C]35[/C][C]-0.053981[/C][C]-0.374[/C][C]0.355029[/C][/ROW]
[ROW][C]36[/C][C]-0.182849[/C][C]-1.2668[/C][C]0.105667[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66863&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66863&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	0.489316	3.3901	0.000703
2	-0.16293	-1.1288	0.132293
3	-0.691373	-4.79	8e-06
4	-0.577075	-3.9981	0.00011
5	-0.178634	-1.2376	0.11094
6	0.191457	1.3265	0.095483
7	0.386318	2.6765	0.005075
8	0.309339	2.1432	0.018599
9	0.186436	1.2917	0.101329
10	-0.091995	-0.6374	0.263459
11	-0.227338	-1.575	0.060908
12	-0.308896	-2.1401	0.018729
13	-0.111445	-0.7721	0.221917
14	0.060385	0.4184	0.338775
15	0.193275	1.339	0.093431
16	0.150103	1.0399	0.151789
17	0.051803	0.3589	0.36062
18	0.014134	0.0979	0.4612
19	-0.080558	-0.5581	0.289679
20	-0.056256	-0.3898	0.349222
21	-0.139709	-0.9679	0.168964
22	-0.033643	-0.2331	0.408344
23	0.042733	0.2961	0.384229
24	0.163691	1.1341	0.131195
25	0.1226	0.8494	0.199938
26	0.005848	0.0405	0.483924
27	-0.101191	-0.7011	0.243321
28	-0.126929	-0.8794	0.191786
29	-0.069329	-0.4803	0.316589
30	-0.039709	-0.2751	0.392206
31	0.004757	0.033	0.486923
32	0.081826	0.5669	0.286708
33	0.174065	1.206	0.116872
34	0.104948	0.7271	0.235348
35	-0.053981	-0.374	0.355029
36	-0.182849	-1.2668	0.105667

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.489316	3.3901	0.000703
2	-0.529025	-3.6652	0.000308
3	-0.56711	-3.9291	0.000136
4	-0.018289	-0.1267	0.449851
5	-0.220338	-1.5265	0.066718
6	-0.412496	-2.8579	0.003145
7	-0.019578	-0.1356	0.446337
8	-0.121973	-0.8451	0.201137
9	0.045836	0.3176	0.376096
10	-0.11799	-0.8175	0.208853
11	0.044294	0.3069	0.380132
12	-0.053997	-0.3741	0.354989
13	0.122444	0.8483	0.200236
14	-0.07394	-0.5123	0.305406
15	-0.038405	-0.2661	0.395659
16	-0.038408	-0.2661	0.395651
17	-0.012963	-0.0898	0.464407
18	0.082468	0.5714	0.285211
19	-0.121802	-0.8439	0.201465
20	0.113411	0.7857	0.217942
21	-0.096812	-0.6707	0.252804
22	0.051016	0.3534	0.36265
23	0.108707	0.7531	0.227521
24	0.043081	0.2985	0.383314
25	0.062794	0.435	0.332739
26	0.085411	0.5917	0.2784
27	0.038296	0.2653	0.395948
28	0.105073	0.728	0.235086
29	-0.072375	-0.5014	0.309181
30	-0.053405	-0.37	0.356506
31	-0.192475	-1.3335	0.09433
32	0.105427	0.7304	0.234342
33	-0.068353	-0.4736	0.318979
34	-0.153776	-1.0654	0.146015
35	-0.081549	-0.565	0.287357
36	0.069493	0.4815	0.316187

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.489316 & 3.3901 & 0.000703 \tabularnewline
2 & -0.529025 & -3.6652 & 0.000308 \tabularnewline
3 & -0.56711 & -3.9291 & 0.000136 \tabularnewline
4 & -0.018289 & -0.1267 & 0.449851 \tabularnewline
5 & -0.220338 & -1.5265 & 0.066718 \tabularnewline
6 & -0.412496 & -2.8579 & 0.003145 \tabularnewline
7 & -0.019578 & -0.1356 & 0.446337 \tabularnewline
8 & -0.121973 & -0.8451 & 0.201137 \tabularnewline
9 & 0.045836 & 0.3176 & 0.376096 \tabularnewline
10 & -0.11799 & -0.8175 & 0.208853 \tabularnewline
11 & 0.044294 & 0.3069 & 0.380132 \tabularnewline
12 & -0.053997 & -0.3741 & 0.354989 \tabularnewline
13 & 0.122444 & 0.8483 & 0.200236 \tabularnewline
14 & -0.07394 & -0.5123 & 0.305406 \tabularnewline
15 & -0.038405 & -0.2661 & 0.395659 \tabularnewline
16 & -0.038408 & -0.2661 & 0.395651 \tabularnewline
17 & -0.012963 & -0.0898 & 0.464407 \tabularnewline
18 & 0.082468 & 0.5714 & 0.285211 \tabularnewline
19 & -0.121802 & -0.8439 & 0.201465 \tabularnewline
20 & 0.113411 & 0.7857 & 0.217942 \tabularnewline
21 & -0.096812 & -0.6707 & 0.252804 \tabularnewline
22 & 0.051016 & 0.3534 & 0.36265 \tabularnewline
23 & 0.108707 & 0.7531 & 0.227521 \tabularnewline
24 & 0.043081 & 0.2985 & 0.383314 \tabularnewline
25 & 0.062794 & 0.435 & 0.332739 \tabularnewline
26 & 0.085411 & 0.5917 & 0.2784 \tabularnewline
27 & 0.038296 & 0.2653 & 0.395948 \tabularnewline
28 & 0.105073 & 0.728 & 0.235086 \tabularnewline
29 & -0.072375 & -0.5014 & 0.309181 \tabularnewline
30 & -0.053405 & -0.37 & 0.356506 \tabularnewline
31 & -0.192475 & -1.3335 & 0.09433 \tabularnewline
32 & 0.105427 & 0.7304 & 0.234342 \tabularnewline
33 & -0.068353 & -0.4736 & 0.318979 \tabularnewline
34 & -0.153776 & -1.0654 & 0.146015 \tabularnewline
35 & -0.081549 & -0.565 & 0.287357 \tabularnewline
36 & 0.069493 & 0.4815 & 0.316187 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66863&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]0.489316[/C][C]3.3901[/C][C]0.000703[/C][/ROW]
[ROW][C]2[/C][C]-0.529025[/C][C]-3.6652[/C][C]0.000308[/C][/ROW]
[ROW][C]3[/C][C]-0.56711[/C][C]-3.9291[/C][C]0.000136[/C][/ROW]
[ROW][C]4[/C][C]-0.018289[/C][C]-0.1267[/C][C]0.449851[/C][/ROW]
[ROW][C]5[/C][C]-0.220338[/C][C]-1.5265[/C][C]0.066718[/C][/ROW]
[ROW][C]6[/C][C]-0.412496[/C][C]-2.8579[/C][C]0.003145[/C][/ROW]
[ROW][C]7[/C][C]-0.019578[/C][C]-0.1356[/C][C]0.446337[/C][/ROW]
[ROW][C]8[/C][C]-0.121973[/C][C]-0.8451[/C][C]0.201137[/C][/ROW]
[ROW][C]9[/C][C]0.045836[/C][C]0.3176[/C][C]0.376096[/C][/ROW]
[ROW][C]10[/C][C]-0.11799[/C][C]-0.8175[/C][C]0.208853[/C][/ROW]
[ROW][C]11[/C][C]0.044294[/C][C]0.3069[/C][C]0.380132[/C][/ROW]
[ROW][C]12[/C][C]-0.053997[/C][C]-0.3741[/C][C]0.354989[/C][/ROW]
[ROW][C]13[/C][C]0.122444[/C][C]0.8483[/C][C]0.200236[/C][/ROW]
[ROW][C]14[/C][C]-0.07394[/C][C]-0.5123[/C][C]0.305406[/C][/ROW]
[ROW][C]15[/C][C]-0.038405[/C][C]-0.2661[/C][C]0.395659[/C][/ROW]
[ROW][C]16[/C][C]-0.038408[/C][C]-0.2661[/C][C]0.395651[/C][/ROW]
[ROW][C]17[/C][C]-0.012963[/C][C]-0.0898[/C][C]0.464407[/C][/ROW]
[ROW][C]18[/C][C]0.082468[/C][C]0.5714[/C][C]0.285211[/C][/ROW]
[ROW][C]19[/C][C]-0.121802[/C][C]-0.8439[/C][C]0.201465[/C][/ROW]
[ROW][C]20[/C][C]0.113411[/C][C]0.7857[/C][C]0.217942[/C][/ROW]
[ROW][C]21[/C][C]-0.096812[/C][C]-0.6707[/C][C]0.252804[/C][/ROW]
[ROW][C]22[/C][C]0.051016[/C][C]0.3534[/C][C]0.36265[/C][/ROW]
[ROW][C]23[/C][C]0.108707[/C][C]0.7531[/C][C]0.227521[/C][/ROW]
[ROW][C]24[/C][C]0.043081[/C][C]0.2985[/C][C]0.383314[/C][/ROW]
[ROW][C]25[/C][C]0.062794[/C][C]0.435[/C][C]0.332739[/C][/ROW]
[ROW][C]26[/C][C]0.085411[/C][C]0.5917[/C][C]0.2784[/C][/ROW]
[ROW][C]27[/C][C]0.038296[/C][C]0.2653[/C][C]0.395948[/C][/ROW]
[ROW][C]28[/C][C]0.105073[/C][C]0.728[/C][C]0.235086[/C][/ROW]
[ROW][C]29[/C][C]-0.072375[/C][C]-0.5014[/C][C]0.309181[/C][/ROW]
[ROW][C]30[/C][C]-0.053405[/C][C]-0.37[/C][C]0.356506[/C][/ROW]
[ROW][C]31[/C][C]-0.192475[/C][C]-1.3335[/C][C]0.09433[/C][/ROW]
[ROW][C]32[/C][C]0.105427[/C][C]0.7304[/C][C]0.234342[/C][/ROW]
[ROW][C]33[/C][C]-0.068353[/C][C]-0.4736[/C][C]0.318979[/C][/ROW]
[ROW][C]34[/C][C]-0.153776[/C][C]-1.0654[/C][C]0.146015[/C][/ROW]
[ROW][C]35[/C][C]-0.081549[/C][C]-0.565[/C][C]0.287357[/C][/ROW]
[ROW][C]36[/C][C]0.069493[/C][C]0.4815[/C][C]0.316187[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66863&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66863&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	0.489316	3.3901	0.000703
2	-0.529025	-3.6652	0.000308
3	-0.56711	-3.9291	0.000136
4	-0.018289	-0.1267	0.449851
5	-0.220338	-1.5265	0.066718
6	-0.412496	-2.8579	0.003145
7	-0.019578	-0.1356	0.446337
8	-0.121973	-0.8451	0.201137
9	0.045836	0.3176	0.376096
10	-0.11799	-0.8175	0.208853
11	0.044294	0.3069	0.380132
12	-0.053997	-0.3741	0.354989
13	0.122444	0.8483	0.200236
14	-0.07394	-0.5123	0.305406
15	-0.038405	-0.2661	0.395659
16	-0.038408	-0.2661	0.395651
17	-0.012963	-0.0898	0.464407
18	0.082468	0.5714	0.285211
19	-0.121802	-0.8439	0.201465
20	0.113411	0.7857	0.217942
21	-0.096812	-0.6707	0.252804
22	0.051016	0.3534	0.36265
23	0.108707	0.7531	0.227521
24	0.043081	0.2985	0.383314
25	0.062794	0.435	0.332739
26	0.085411	0.5917	0.2784
27	0.038296	0.2653	0.395948
28	0.105073	0.728	0.235086
29	-0.072375	-0.5014	0.309181
30	-0.053405	-0.37	0.356506
31	-0.192475	-1.3335	0.09433
32	0.105427	0.7304	0.234342
33	-0.068353	-0.4736	0.318979
34	-0.153776	-1.0654	0.146015
35	-0.081549	-0.565	0.287357
36	0.069493	0.4815	0.316187

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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