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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 07:12:51 -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/12/t1260627215c397cah465q3dub.htm/, Retrieved Mon, 29 Apr 2024 13:03:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66974, Retrieved Mon, 29 Apr 2024 13:03:45 +0000

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Estimated Impact

162

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-       [(Partial) Autocorrelation Function] [] [2009-12-12 14:12:51] [a93df6747c5c78315f2ee9914aea3ec6] [Current]

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Dataseries X:

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Boxplots

2.02
2.03
2.01
2.08
2.02
2.03
2.07
2.04
2.05
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35
0.36
0.36
0.36

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=66974&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=66974&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66974&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	0.9567	8.0613	0
2	0.892709	7.5221	0
3	0.8114	6.837	0
4	0.718277	6.0523	0
5	0.617543	5.2035	1e-06
6	0.520658	4.3871	2e-05
7	0.420872	3.5463	0.000348
8	0.31841	2.683	0.004536
9	0.217702	1.8344	0.035393
10	0.120371	1.0143	0.156949
11	0.036197	0.305	0.380628
12	-0.031127	-0.2623	0.396934
13	-0.081939	-0.6904	0.246088
14	-0.117631	-0.9912	0.162482
15	-0.143069	-1.2055	0.116002
16	-0.169171	-1.4255	0.079203
17	-0.197533	-1.6644	0.050216
18	-0.229434	-1.9332	0.028597
19	-0.258933	-2.1818	0.016218
20	-0.287092	-2.4191	0.009062
21	-0.309697	-2.6096	0.005525
22	-0.332103	-2.7984	0.003304
23	-0.35147	-2.9615	0.00208
24	-0.370675	-3.1234	0.001294
25	-0.382118	-3.2198	0.000968
26	-0.390533	-3.2907	0.000779
27	-0.391261	-3.2968	0.000765
28	-0.385584	-3.249	0.000885
29	-0.374716	-3.1574	0.001169
30	-0.361856	-3.0491	0.001612
31	-0.348891	-2.9398	0.002215
32	-0.330113	-2.7816	0.003461
33	-0.310956	-2.6202	0.005371
34	-0.289558	-2.4399	0.008596
35	-0.264036	-2.2248	0.014637
36	-0.234975	-1.9799	0.025794

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.9567 & 8.0613 & 0 \tabularnewline
2 & 0.892709 & 7.5221 & 0 \tabularnewline
3 & 0.8114 & 6.837 & 0 \tabularnewline
4 & 0.718277 & 6.0523 & 0 \tabularnewline
5 & 0.617543 & 5.2035 & 1e-06 \tabularnewline
6 & 0.520658 & 4.3871 & 2e-05 \tabularnewline
7 & 0.420872 & 3.5463 & 0.000348 \tabularnewline
8 & 0.31841 & 2.683 & 0.004536 \tabularnewline
9 & 0.217702 & 1.8344 & 0.035393 \tabularnewline
10 & 0.120371 & 1.0143 & 0.156949 \tabularnewline
11 & 0.036197 & 0.305 & 0.380628 \tabularnewline
12 & -0.031127 & -0.2623 & 0.396934 \tabularnewline
13 & -0.081939 & -0.6904 & 0.246088 \tabularnewline
14 & -0.117631 & -0.9912 & 0.162482 \tabularnewline
15 & -0.143069 & -1.2055 & 0.116002 \tabularnewline
16 & -0.169171 & -1.4255 & 0.079203 \tabularnewline
17 & -0.197533 & -1.6644 & 0.050216 \tabularnewline
18 & -0.229434 & -1.9332 & 0.028597 \tabularnewline
19 & -0.258933 & -2.1818 & 0.016218 \tabularnewline
20 & -0.287092 & -2.4191 & 0.009062 \tabularnewline
21 & -0.309697 & -2.6096 & 0.005525 \tabularnewline
22 & -0.332103 & -2.7984 & 0.003304 \tabularnewline
23 & -0.35147 & -2.9615 & 0.00208 \tabularnewline
24 & -0.370675 & -3.1234 & 0.001294 \tabularnewline
25 & -0.382118 & -3.2198 & 0.000968 \tabularnewline
26 & -0.390533 & -3.2907 & 0.000779 \tabularnewline
27 & -0.391261 & -3.2968 & 0.000765 \tabularnewline
28 & -0.385584 & -3.249 & 0.000885 \tabularnewline
29 & -0.374716 & -3.1574 & 0.001169 \tabularnewline
30 & -0.361856 & -3.0491 & 0.001612 \tabularnewline
31 & -0.348891 & -2.9398 & 0.002215 \tabularnewline
32 & -0.330113 & -2.7816 & 0.003461 \tabularnewline
33 & -0.310956 & -2.6202 & 0.005371 \tabularnewline
34 & -0.289558 & -2.4399 & 0.008596 \tabularnewline
35 & -0.264036 & -2.2248 & 0.014637 \tabularnewline
36 & -0.234975 & -1.9799 & 0.025794 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66974&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]0.9567[/C][C]8.0613[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.892709[/C][C]7.5221[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.8114[/C][C]6.837[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.718277[/C][C]6.0523[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.617543[/C][C]5.2035[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.520658[/C][C]4.3871[/C][C]2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.420872[/C][C]3.5463[/C][C]0.000348[/C][/ROW]
[ROW][C]8[/C][C]0.31841[/C][C]2.683[/C][C]0.004536[/C][/ROW]
[ROW][C]9[/C][C]0.217702[/C][C]1.8344[/C][C]0.035393[/C][/ROW]
[ROW][C]10[/C][C]0.120371[/C][C]1.0143[/C][C]0.156949[/C][/ROW]
[ROW][C]11[/C][C]0.036197[/C][C]0.305[/C][C]0.380628[/C][/ROW]
[ROW][C]12[/C][C]-0.031127[/C][C]-0.2623[/C][C]0.396934[/C][/ROW]
[ROW][C]13[/C][C]-0.081939[/C][C]-0.6904[/C][C]0.246088[/C][/ROW]
[ROW][C]14[/C][C]-0.117631[/C][C]-0.9912[/C][C]0.162482[/C][/ROW]
[ROW][C]15[/C][C]-0.143069[/C][C]-1.2055[/C][C]0.116002[/C][/ROW]
[ROW][C]16[/C][C]-0.169171[/C][C]-1.4255[/C][C]0.079203[/C][/ROW]
[ROW][C]17[/C][C]-0.197533[/C][C]-1.6644[/C][C]0.050216[/C][/ROW]
[ROW][C]18[/C][C]-0.229434[/C][C]-1.9332[/C][C]0.028597[/C][/ROW]
[ROW][C]19[/C][C]-0.258933[/C][C]-2.1818[/C][C]0.016218[/C][/ROW]
[ROW][C]20[/C][C]-0.287092[/C][C]-2.4191[/C][C]0.009062[/C][/ROW]
[ROW][C]21[/C][C]-0.309697[/C][C]-2.6096[/C][C]0.005525[/C][/ROW]
[ROW][C]22[/C][C]-0.332103[/C][C]-2.7984[/C][C]0.003304[/C][/ROW]
[ROW][C]23[/C][C]-0.35147[/C][C]-2.9615[/C][C]0.00208[/C][/ROW]
[ROW][C]24[/C][C]-0.370675[/C][C]-3.1234[/C][C]0.001294[/C][/ROW]
[ROW][C]25[/C][C]-0.382118[/C][C]-3.2198[/C][C]0.000968[/C][/ROW]
[ROW][C]26[/C][C]-0.390533[/C][C]-3.2907[/C][C]0.000779[/C][/ROW]
[ROW][C]27[/C][C]-0.391261[/C][C]-3.2968[/C][C]0.000765[/C][/ROW]
[ROW][C]28[/C][C]-0.385584[/C][C]-3.249[/C][C]0.000885[/C][/ROW]
[ROW][C]29[/C][C]-0.374716[/C][C]-3.1574[/C][C]0.001169[/C][/ROW]
[ROW][C]30[/C][C]-0.361856[/C][C]-3.0491[/C][C]0.001612[/C][/ROW]
[ROW][C]31[/C][C]-0.348891[/C][C]-2.9398[/C][C]0.002215[/C][/ROW]
[ROW][C]32[/C][C]-0.330113[/C][C]-2.7816[/C][C]0.003461[/C][/ROW]
[ROW][C]33[/C][C]-0.310956[/C][C]-2.6202[/C][C]0.005371[/C][/ROW]
[ROW][C]34[/C][C]-0.289558[/C][C]-2.4399[/C][C]0.008596[/C][/ROW]
[ROW][C]35[/C][C]-0.264036[/C][C]-2.2248[/C][C]0.014637[/C][/ROW]
[ROW][C]36[/C][C]-0.234975[/C][C]-1.9799[/C][C]0.025794[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66974&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66974&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	0.9567	8.0613	0
2	0.892709	7.5221	0
3	0.8114	6.837	0
4	0.718277	6.0523	0
5	0.617543	5.2035	1e-06
6	0.520658	4.3871	2e-05
7	0.420872	3.5463	0.000348
8	0.31841	2.683	0.004536
9	0.217702	1.8344	0.035393
10	0.120371	1.0143	0.156949
11	0.036197	0.305	0.380628
12	-0.031127	-0.2623	0.396934
13	-0.081939	-0.6904	0.246088
14	-0.117631	-0.9912	0.162482
15	-0.143069	-1.2055	0.116002
16	-0.169171	-1.4255	0.079203
17	-0.197533	-1.6644	0.050216
18	-0.229434	-1.9332	0.028597
19	-0.258933	-2.1818	0.016218
20	-0.287092	-2.4191	0.009062
21	-0.309697	-2.6096	0.005525
22	-0.332103	-2.7984	0.003304
23	-0.35147	-2.9615	0.00208
24	-0.370675	-3.1234	0.001294
25	-0.382118	-3.2198	0.000968
26	-0.390533	-3.2907	0.000779
27	-0.391261	-3.2968	0.000765
28	-0.385584	-3.249	0.000885
29	-0.374716	-3.1574	0.001169
30	-0.361856	-3.0491	0.001612
31	-0.348891	-2.9398	0.002215
32	-0.330113	-2.7816	0.003461
33	-0.310956	-2.6202	0.005371
34	-0.289558	-2.4399	0.008596
35	-0.264036	-2.2248	0.014637
36	-0.234975	-1.9799	0.025794

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.9567	8.0613	0
2	-0.266349	-2.2443	0.013966
3	-0.194563	-1.6394	0.052775
4	-0.121669	-1.0252	0.154375
5	-0.086143	-0.7259	0.235156
6	0.040845	0.3442	0.365868
7	-0.104897	-0.8839	0.189873
8	-0.110685	-0.9326	0.177081
9	-0.048279	-0.4068	0.342688
10	-0.042381	-0.3571	0.361036
11	0.088947	0.7495	0.228021
12	0.077327	0.6516	0.258392
13	0.032073	0.2703	0.393875
14	0.015583	0.1313	0.447953
15	-0.045737	-0.3854	0.350553
16	-0.142238	-1.1985	0.11735
17	-0.114063	-0.9611	0.169879
18	-0.113806	-0.9589	0.17042
19	-0.010018	-0.0844	0.466484
20	-0.042709	-0.3599	0.360005
21	-0.002734	-0.023	0.490842
22	-0.063941	-0.5388	0.295863
23	-0.000185	-0.0016	0.499382
24	-0.011165	-0.0941	0.462656
25	0.090343	0.7612	0.224515
26	-0.025362	-0.2137	0.415695
27	-0.011995	-0.1011	0.45989
28	-0.057507	-0.4846	0.314738
29	-0.077869	-0.6561	0.25693
30	-0.082182	-0.6925	0.245448
31	-0.084287	-0.7102	0.239949
32	0.040262	0.3393	0.367709
33	-0.02518	-0.2122	0.416292
34	-0.008867	-0.0747	0.470327
35	0.035674	0.3006	0.382302
36	0.015863	0.1337	0.447022

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.9567 & 8.0613 & 0 \tabularnewline
2 & -0.266349 & -2.2443 & 0.013966 \tabularnewline
3 & -0.194563 & -1.6394 & 0.052775 \tabularnewline
4 & -0.121669 & -1.0252 & 0.154375 \tabularnewline
5 & -0.086143 & -0.7259 & 0.235156 \tabularnewline
6 & 0.040845 & 0.3442 & 0.365868 \tabularnewline
7 & -0.104897 & -0.8839 & 0.189873 \tabularnewline
8 & -0.110685 & -0.9326 & 0.177081 \tabularnewline
9 & -0.048279 & -0.4068 & 0.342688 \tabularnewline
10 & -0.042381 & -0.3571 & 0.361036 \tabularnewline
11 & 0.088947 & 0.7495 & 0.228021 \tabularnewline
12 & 0.077327 & 0.6516 & 0.258392 \tabularnewline
13 & 0.032073 & 0.2703 & 0.393875 \tabularnewline
14 & 0.015583 & 0.1313 & 0.447953 \tabularnewline
15 & -0.045737 & -0.3854 & 0.350553 \tabularnewline
16 & -0.142238 & -1.1985 & 0.11735 \tabularnewline
17 & -0.114063 & -0.9611 & 0.169879 \tabularnewline
18 & -0.113806 & -0.9589 & 0.17042 \tabularnewline
19 & -0.010018 & -0.0844 & 0.466484 \tabularnewline
20 & -0.042709 & -0.3599 & 0.360005 \tabularnewline
21 & -0.002734 & -0.023 & 0.490842 \tabularnewline
22 & -0.063941 & -0.5388 & 0.295863 \tabularnewline
23 & -0.000185 & -0.0016 & 0.499382 \tabularnewline
24 & -0.011165 & -0.0941 & 0.462656 \tabularnewline
25 & 0.090343 & 0.7612 & 0.224515 \tabularnewline
26 & -0.025362 & -0.2137 & 0.415695 \tabularnewline
27 & -0.011995 & -0.1011 & 0.45989 \tabularnewline
28 & -0.057507 & -0.4846 & 0.314738 \tabularnewline
29 & -0.077869 & -0.6561 & 0.25693 \tabularnewline
30 & -0.082182 & -0.6925 & 0.245448 \tabularnewline
31 & -0.084287 & -0.7102 & 0.239949 \tabularnewline
32 & 0.040262 & 0.3393 & 0.367709 \tabularnewline
33 & -0.02518 & -0.2122 & 0.416292 \tabularnewline
34 & -0.008867 & -0.0747 & 0.470327 \tabularnewline
35 & 0.035674 & 0.3006 & 0.382302 \tabularnewline
36 & 0.015863 & 0.1337 & 0.447022 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66974&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]0.9567[/C][C]8.0613[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.266349[/C][C]-2.2443[/C][C]0.013966[/C][/ROW]
[ROW][C]3[/C][C]-0.194563[/C][C]-1.6394[/C][C]0.052775[/C][/ROW]
[ROW][C]4[/C][C]-0.121669[/C][C]-1.0252[/C][C]0.154375[/C][/ROW]
[ROW][C]5[/C][C]-0.086143[/C][C]-0.7259[/C][C]0.235156[/C][/ROW]
[ROW][C]6[/C][C]0.040845[/C][C]0.3442[/C][C]0.365868[/C][/ROW]
[ROW][C]7[/C][C]-0.104897[/C][C]-0.8839[/C][C]0.189873[/C][/ROW]
[ROW][C]8[/C][C]-0.110685[/C][C]-0.9326[/C][C]0.177081[/C][/ROW]
[ROW][C]9[/C][C]-0.048279[/C][C]-0.4068[/C][C]0.342688[/C][/ROW]
[ROW][C]10[/C][C]-0.042381[/C][C]-0.3571[/C][C]0.361036[/C][/ROW]
[ROW][C]11[/C][C]0.088947[/C][C]0.7495[/C][C]0.228021[/C][/ROW]
[ROW][C]12[/C][C]0.077327[/C][C]0.6516[/C][C]0.258392[/C][/ROW]
[ROW][C]13[/C][C]0.032073[/C][C]0.2703[/C][C]0.393875[/C][/ROW]
[ROW][C]14[/C][C]0.015583[/C][C]0.1313[/C][C]0.447953[/C][/ROW]
[ROW][C]15[/C][C]-0.045737[/C][C]-0.3854[/C][C]0.350553[/C][/ROW]
[ROW][C]16[/C][C]-0.142238[/C][C]-1.1985[/C][C]0.11735[/C][/ROW]
[ROW][C]17[/C][C]-0.114063[/C][C]-0.9611[/C][C]0.169879[/C][/ROW]
[ROW][C]18[/C][C]-0.113806[/C][C]-0.9589[/C][C]0.17042[/C][/ROW]
[ROW][C]19[/C][C]-0.010018[/C][C]-0.0844[/C][C]0.466484[/C][/ROW]
[ROW][C]20[/C][C]-0.042709[/C][C]-0.3599[/C][C]0.360005[/C][/ROW]
[ROW][C]21[/C][C]-0.002734[/C][C]-0.023[/C][C]0.490842[/C][/ROW]
[ROW][C]22[/C][C]-0.063941[/C][C]-0.5388[/C][C]0.295863[/C][/ROW]
[ROW][C]23[/C][C]-0.000185[/C][C]-0.0016[/C][C]0.499382[/C][/ROW]
[ROW][C]24[/C][C]-0.011165[/C][C]-0.0941[/C][C]0.462656[/C][/ROW]
[ROW][C]25[/C][C]0.090343[/C][C]0.7612[/C][C]0.224515[/C][/ROW]
[ROW][C]26[/C][C]-0.025362[/C][C]-0.2137[/C][C]0.415695[/C][/ROW]
[ROW][C]27[/C][C]-0.011995[/C][C]-0.1011[/C][C]0.45989[/C][/ROW]
[ROW][C]28[/C][C]-0.057507[/C][C]-0.4846[/C][C]0.314738[/C][/ROW]
[ROW][C]29[/C][C]-0.077869[/C][C]-0.6561[/C][C]0.25693[/C][/ROW]
[ROW][C]30[/C][C]-0.082182[/C][C]-0.6925[/C][C]0.245448[/C][/ROW]
[ROW][C]31[/C][C]-0.084287[/C][C]-0.7102[/C][C]0.239949[/C][/ROW]
[ROW][C]32[/C][C]0.040262[/C][C]0.3393[/C][C]0.367709[/C][/ROW]
[ROW][C]33[/C][C]-0.02518[/C][C]-0.2122[/C][C]0.416292[/C][/ROW]
[ROW][C]34[/C][C]-0.008867[/C][C]-0.0747[/C][C]0.470327[/C][/ROW]
[ROW][C]35[/C][C]0.035674[/C][C]0.3006[/C][C]0.382302[/C][/ROW]
[ROW][C]36[/C][C]0.015863[/C][C]0.1337[/C][C]0.447022[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66974&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66974&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	0.9567	8.0613	0
2	-0.266349	-2.2443	0.013966
3	-0.194563	-1.6394	0.052775
4	-0.121669	-1.0252	0.154375
5	-0.086143	-0.7259	0.235156
6	0.040845	0.3442	0.365868
7	-0.104897	-0.8839	0.189873
8	-0.110685	-0.9326	0.177081
9	-0.048279	-0.4068	0.342688
10	-0.042381	-0.3571	0.361036
11	0.088947	0.7495	0.228021
12	0.077327	0.6516	0.258392
13	0.032073	0.2703	0.393875
14	0.015583	0.1313	0.447953
15	-0.045737	-0.3854	0.350553
16	-0.142238	-1.1985	0.11735
17	-0.114063	-0.9611	0.169879
18	-0.113806	-0.9589	0.17042
19	-0.010018	-0.0844	0.466484
20	-0.042709	-0.3599	0.360005
21	-0.002734	-0.023	0.490842
22	-0.063941	-0.5388	0.295863
23	-0.000185	-0.0016	0.499382
24	-0.011165	-0.0941	0.462656
25	0.090343	0.7612	0.224515
26	-0.025362	-0.2137	0.415695
27	-0.011995	-0.1011	0.45989
28	-0.057507	-0.4846	0.314738
29	-0.077869	-0.6561	0.25693
30	-0.082182	-0.6925	0.245448
31	-0.084287	-0.7102	0.239949
32	0.040262	0.3393	0.367709
33	-0.02518	-0.2122	0.416292
34	-0.008867	-0.0747	0.470327
35	0.035674	0.3006	0.382302
36	0.015863	0.1337	0.447022

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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