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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 12 Dec 2009 09:35:29 -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/t12606357625e4eqyzdgr1tfcl.htm/, Retrieved Mon, 29 Apr 2024 12:03:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67050, Retrieved Mon, 29 Apr 2024 12:03:04 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

125

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] [acf] [2009-12-12 16:35:29] [87085ce7f5378f281469a8b1f0969170] [Current]

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Dataseries X:

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Histogram

Boxplots

4,2
4,5
4,6
4,9
4,9
4,5
4,6
4,7
4,7
4,3
4,2
4,4
4
3,8
3,6
3,6
3,3
3,4
3,4
3,3
3,3
3,2
3,1
3,1
2,4
2,4
2,4
2,1
2
2
2,1
2,1
2
2
2
1,7
1,3
1,2
1,1
1,4
1,5
1,4
1,1
1,1
1
1,4
1,3
1,2
1,5
1,6
1,8
1,5
1,3
1,6
1,6
1,8
1,8
1,6
1,8
2
1,3

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=67050&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=67050&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67050&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	0.95977	7.496	0
2	0.923444	7.2123	0
3	0.88618	6.9213	0
4	0.837298	6.5395	0
5	0.789003	6.1623	0
6	0.74243	5.7986	0
7	0.691915	5.404	1e-06
8	0.642444	5.0177	2e-06
9	0.583078	4.554	1.3e-05
10	0.529348	4.1343	5.5e-05
11	0.47846	3.7369	0.000206
12	0.418127	3.2657	0.000897
13	0.365555	2.8551	0.002936
14	0.314519	2.4565	0.008446
15	0.263082	2.0547	0.022097
16	0.211724	1.6536	0.051672
17	0.157987	1.2339	0.110983
18	0.105697	0.8255	0.206148
19	0.052655	0.4112	0.341166
20	-0.000443	-0.0035	0.498625
21	-0.053462	-0.4176	0.33887
22	-0.09698	-0.7574	0.225851
23	-0.146074	-1.1409	0.12919
24	-0.193801	-1.5136	0.067642
25	-0.229124	-1.7895	0.039248
26	-0.259838	-2.0294	0.023394
27	-0.283982	-2.218	0.015145
28	-0.304822	-2.3807	0.010208
29	-0.327673	-2.5592	0.006493
30	-0.346367	-2.7052	0.004418
31	-0.367664	-2.8715	0.002805
32	-0.38786	-3.0293	0.001796
33	-0.405774	-3.1692	0.001195
34	-0.425005	-3.3194	0.000763
35	-0.43509	-3.3982	6e-04
36	-0.436183	-3.4067	0.000584

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95977 & 7.496 & 0 \tabularnewline
2 & 0.923444 & 7.2123 & 0 \tabularnewline
3 & 0.88618 & 6.9213 & 0 \tabularnewline
4 & 0.837298 & 6.5395 & 0 \tabularnewline
5 & 0.789003 & 6.1623 & 0 \tabularnewline
6 & 0.74243 & 5.7986 & 0 \tabularnewline
7 & 0.691915 & 5.404 & 1e-06 \tabularnewline
8 & 0.642444 & 5.0177 & 2e-06 \tabularnewline
9 & 0.583078 & 4.554 & 1.3e-05 \tabularnewline
10 & 0.529348 & 4.1343 & 5.5e-05 \tabularnewline
11 & 0.47846 & 3.7369 & 0.000206 \tabularnewline
12 & 0.418127 & 3.2657 & 0.000897 \tabularnewline
13 & 0.365555 & 2.8551 & 0.002936 \tabularnewline
14 & 0.314519 & 2.4565 & 0.008446 \tabularnewline
15 & 0.263082 & 2.0547 & 0.022097 \tabularnewline
16 & 0.211724 & 1.6536 & 0.051672 \tabularnewline
17 & 0.157987 & 1.2339 & 0.110983 \tabularnewline
18 & 0.105697 & 0.8255 & 0.206148 \tabularnewline
19 & 0.052655 & 0.4112 & 0.341166 \tabularnewline
20 & -0.000443 & -0.0035 & 0.498625 \tabularnewline
21 & -0.053462 & -0.4176 & 0.33887 \tabularnewline
22 & -0.09698 & -0.7574 & 0.225851 \tabularnewline
23 & -0.146074 & -1.1409 & 0.12919 \tabularnewline
24 & -0.193801 & -1.5136 & 0.067642 \tabularnewline
25 & -0.229124 & -1.7895 & 0.039248 \tabularnewline
26 & -0.259838 & -2.0294 & 0.023394 \tabularnewline
27 & -0.283982 & -2.218 & 0.015145 \tabularnewline
28 & -0.304822 & -2.3807 & 0.010208 \tabularnewline
29 & -0.327673 & -2.5592 & 0.006493 \tabularnewline
30 & -0.346367 & -2.7052 & 0.004418 \tabularnewline
31 & -0.367664 & -2.8715 & 0.002805 \tabularnewline
32 & -0.38786 & -3.0293 & 0.001796 \tabularnewline
33 & -0.405774 & -3.1692 & 0.001195 \tabularnewline
34 & -0.425005 & -3.3194 & 0.000763 \tabularnewline
35 & -0.43509 & -3.3982 & 6e-04 \tabularnewline
36 & -0.436183 & -3.4067 & 0.000584 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67050&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]0.95977[/C][C]7.496[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.923444[/C][C]7.2123[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.88618[/C][C]6.9213[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.837298[/C][C]6.5395[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.789003[/C][C]6.1623[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.74243[/C][C]5.7986[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.691915[/C][C]5.404[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.642444[/C][C]5.0177[/C][C]2e-06[/C][/ROW]
[ROW][C]9[/C][C]0.583078[/C][C]4.554[/C][C]1.3e-05[/C][/ROW]
[ROW][C]10[/C][C]0.529348[/C][C]4.1343[/C][C]5.5e-05[/C][/ROW]
[ROW][C]11[/C][C]0.47846[/C][C]3.7369[/C][C]0.000206[/C][/ROW]
[ROW][C]12[/C][C]0.418127[/C][C]3.2657[/C][C]0.000897[/C][/ROW]
[ROW][C]13[/C][C]0.365555[/C][C]2.8551[/C][C]0.002936[/C][/ROW]
[ROW][C]14[/C][C]0.314519[/C][C]2.4565[/C][C]0.008446[/C][/ROW]
[ROW][C]15[/C][C]0.263082[/C][C]2.0547[/C][C]0.022097[/C][/ROW]
[ROW][C]16[/C][C]0.211724[/C][C]1.6536[/C][C]0.051672[/C][/ROW]
[ROW][C]17[/C][C]0.157987[/C][C]1.2339[/C][C]0.110983[/C][/ROW]
[ROW][C]18[/C][C]0.105697[/C][C]0.8255[/C][C]0.206148[/C][/ROW]
[ROW][C]19[/C][C]0.052655[/C][C]0.4112[/C][C]0.341166[/C][/ROW]
[ROW][C]20[/C][C]-0.000443[/C][C]-0.0035[/C][C]0.498625[/C][/ROW]
[ROW][C]21[/C][C]-0.053462[/C][C]-0.4176[/C][C]0.33887[/C][/ROW]
[ROW][C]22[/C][C]-0.09698[/C][C]-0.7574[/C][C]0.225851[/C][/ROW]
[ROW][C]23[/C][C]-0.146074[/C][C]-1.1409[/C][C]0.12919[/C][/ROW]
[ROW][C]24[/C][C]-0.193801[/C][C]-1.5136[/C][C]0.067642[/C][/ROW]
[ROW][C]25[/C][C]-0.229124[/C][C]-1.7895[/C][C]0.039248[/C][/ROW]
[ROW][C]26[/C][C]-0.259838[/C][C]-2.0294[/C][C]0.023394[/C][/ROW]
[ROW][C]27[/C][C]-0.283982[/C][C]-2.218[/C][C]0.015145[/C][/ROW]
[ROW][C]28[/C][C]-0.304822[/C][C]-2.3807[/C][C]0.010208[/C][/ROW]
[ROW][C]29[/C][C]-0.327673[/C][C]-2.5592[/C][C]0.006493[/C][/ROW]
[ROW][C]30[/C][C]-0.346367[/C][C]-2.7052[/C][C]0.004418[/C][/ROW]
[ROW][C]31[/C][C]-0.367664[/C][C]-2.8715[/C][C]0.002805[/C][/ROW]
[ROW][C]32[/C][C]-0.38786[/C][C]-3.0293[/C][C]0.001796[/C][/ROW]
[ROW][C]33[/C][C]-0.405774[/C][C]-3.1692[/C][C]0.001195[/C][/ROW]
[ROW][C]34[/C][C]-0.425005[/C][C]-3.3194[/C][C]0.000763[/C][/ROW]
[ROW][C]35[/C][C]-0.43509[/C][C]-3.3982[/C][C]6e-04[/C][/ROW]
[ROW][C]36[/C][C]-0.436183[/C][C]-3.4067[/C][C]0.000584[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67050&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67050&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	0.95977	7.496	0
2	0.923444	7.2123	0
3	0.88618	6.9213	0
4	0.837298	6.5395	0
5	0.789003	6.1623	0
6	0.74243	5.7986	0
7	0.691915	5.404	1e-06
8	0.642444	5.0177	2e-06
9	0.583078	4.554	1.3e-05
10	0.529348	4.1343	5.5e-05
11	0.47846	3.7369	0.000206
12	0.418127	3.2657	0.000897
13	0.365555	2.8551	0.002936
14	0.314519	2.4565	0.008446
15	0.263082	2.0547	0.022097
16	0.211724	1.6536	0.051672
17	0.157987	1.2339	0.110983
18	0.105697	0.8255	0.206148
19	0.052655	0.4112	0.341166
20	-0.000443	-0.0035	0.498625
21	-0.053462	-0.4176	0.33887
22	-0.09698	-0.7574	0.225851
23	-0.146074	-1.1409	0.12919
24	-0.193801	-1.5136	0.067642
25	-0.229124	-1.7895	0.039248
26	-0.259838	-2.0294	0.023394
27	-0.283982	-2.218	0.015145
28	-0.304822	-2.3807	0.010208
29	-0.327673	-2.5592	0.006493
30	-0.346367	-2.7052	0.004418
31	-0.367664	-2.8715	0.002805
32	-0.38786	-3.0293	0.001796
33	-0.405774	-3.1692	0.001195
34	-0.425005	-3.3194	0.000763
35	-0.43509	-3.3982	6e-04
36	-0.436183	-3.4067	0.000584

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.95977	7.496	0
2	0.02899	0.2264	0.410818
3	-0.028481	-0.2224	0.412356
4	-0.168369	-1.315	0.096716
5	-0.034236	-0.2674	0.395035
6	-0.001482	-0.0116	0.495402
7	-0.054571	-0.4262	0.335726
8	-0.021264	-0.1661	0.434322
9	-0.164964	-1.2884	0.101235
10	0.033028	0.258	0.398656
11	0.010562	0.0825	0.467261
12	-0.1246	-0.9732	0.167159
13	0.031577	0.2466	0.403014
14	-0.027804	-0.2172	0.414404
15	-0.000537	-0.0042	0.498333
16	-0.066672	-0.5207	0.302221
17	-0.077011	-0.6015	0.274877
18	-0.034129	-0.2666	0.395356
19	-0.064736	-0.5056	0.307479
20	-0.012462	-0.0973	0.46139
21	-0.091756	-0.7166	0.238167
22	0.076339	0.5962	0.276615
23	-0.100699	-0.7865	0.217315
24	-0.055259	-0.4316	0.33378
25	0.100926	0.7883	0.2168
26	0.029295	0.2288	0.409894
27	0.076363	0.5964	0.276553
28	-0.05105	-0.3987	0.345748
29	-0.081635	-0.6376	0.263064
30	-0.024143	-0.1886	0.425531
31	-0.070205	-0.5483	0.292738
32	-0.010166	-0.0794	0.468488
33	-0.105325	-0.8226	0.206965
34	-0.020794	-0.1624	0.43576
35	0.071737	0.5603	0.28867
36	0.078084	0.6099	0.272111

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95977 & 7.496 & 0 \tabularnewline
2 & 0.02899 & 0.2264 & 0.410818 \tabularnewline
3 & -0.028481 & -0.2224 & 0.412356 \tabularnewline
4 & -0.168369 & -1.315 & 0.096716 \tabularnewline
5 & -0.034236 & -0.2674 & 0.395035 \tabularnewline
6 & -0.001482 & -0.0116 & 0.495402 \tabularnewline
7 & -0.054571 & -0.4262 & 0.335726 \tabularnewline
8 & -0.021264 & -0.1661 & 0.434322 \tabularnewline
9 & -0.164964 & -1.2884 & 0.101235 \tabularnewline
10 & 0.033028 & 0.258 & 0.398656 \tabularnewline
11 & 0.010562 & 0.0825 & 0.467261 \tabularnewline
12 & -0.1246 & -0.9732 & 0.167159 \tabularnewline
13 & 0.031577 & 0.2466 & 0.403014 \tabularnewline
14 & -0.027804 & -0.2172 & 0.414404 \tabularnewline
15 & -0.000537 & -0.0042 & 0.498333 \tabularnewline
16 & -0.066672 & -0.5207 & 0.302221 \tabularnewline
17 & -0.077011 & -0.6015 & 0.274877 \tabularnewline
18 & -0.034129 & -0.2666 & 0.395356 \tabularnewline
19 & -0.064736 & -0.5056 & 0.307479 \tabularnewline
20 & -0.012462 & -0.0973 & 0.46139 \tabularnewline
21 & -0.091756 & -0.7166 & 0.238167 \tabularnewline
22 & 0.076339 & 0.5962 & 0.276615 \tabularnewline
23 & -0.100699 & -0.7865 & 0.217315 \tabularnewline
24 & -0.055259 & -0.4316 & 0.33378 \tabularnewline
25 & 0.100926 & 0.7883 & 0.2168 \tabularnewline
26 & 0.029295 & 0.2288 & 0.409894 \tabularnewline
27 & 0.076363 & 0.5964 & 0.276553 \tabularnewline
28 & -0.05105 & -0.3987 & 0.345748 \tabularnewline
29 & -0.081635 & -0.6376 & 0.263064 \tabularnewline
30 & -0.024143 & -0.1886 & 0.425531 \tabularnewline
31 & -0.070205 & -0.5483 & 0.292738 \tabularnewline
32 & -0.010166 & -0.0794 & 0.468488 \tabularnewline
33 & -0.105325 & -0.8226 & 0.206965 \tabularnewline
34 & -0.020794 & -0.1624 & 0.43576 \tabularnewline
35 & 0.071737 & 0.5603 & 0.28867 \tabularnewline
36 & 0.078084 & 0.6099 & 0.272111 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67050&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]0.95977[/C][C]7.496[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.02899[/C][C]0.2264[/C][C]0.410818[/C][/ROW]
[ROW][C]3[/C][C]-0.028481[/C][C]-0.2224[/C][C]0.412356[/C][/ROW]
[ROW][C]4[/C][C]-0.168369[/C][C]-1.315[/C][C]0.096716[/C][/ROW]
[ROW][C]5[/C][C]-0.034236[/C][C]-0.2674[/C][C]0.395035[/C][/ROW]
[ROW][C]6[/C][C]-0.001482[/C][C]-0.0116[/C][C]0.495402[/C][/ROW]
[ROW][C]7[/C][C]-0.054571[/C][C]-0.4262[/C][C]0.335726[/C][/ROW]
[ROW][C]8[/C][C]-0.021264[/C][C]-0.1661[/C][C]0.434322[/C][/ROW]
[ROW][C]9[/C][C]-0.164964[/C][C]-1.2884[/C][C]0.101235[/C][/ROW]
[ROW][C]10[/C][C]0.033028[/C][C]0.258[/C][C]0.398656[/C][/ROW]
[ROW][C]11[/C][C]0.010562[/C][C]0.0825[/C][C]0.467261[/C][/ROW]
[ROW][C]12[/C][C]-0.1246[/C][C]-0.9732[/C][C]0.167159[/C][/ROW]
[ROW][C]13[/C][C]0.031577[/C][C]0.2466[/C][C]0.403014[/C][/ROW]
[ROW][C]14[/C][C]-0.027804[/C][C]-0.2172[/C][C]0.414404[/C][/ROW]
[ROW][C]15[/C][C]-0.000537[/C][C]-0.0042[/C][C]0.498333[/C][/ROW]
[ROW][C]16[/C][C]-0.066672[/C][C]-0.5207[/C][C]0.302221[/C][/ROW]
[ROW][C]17[/C][C]-0.077011[/C][C]-0.6015[/C][C]0.274877[/C][/ROW]
[ROW][C]18[/C][C]-0.034129[/C][C]-0.2666[/C][C]0.395356[/C][/ROW]
[ROW][C]19[/C][C]-0.064736[/C][C]-0.5056[/C][C]0.307479[/C][/ROW]
[ROW][C]20[/C][C]-0.012462[/C][C]-0.0973[/C][C]0.46139[/C][/ROW]
[ROW][C]21[/C][C]-0.091756[/C][C]-0.7166[/C][C]0.238167[/C][/ROW]
[ROW][C]22[/C][C]0.076339[/C][C]0.5962[/C][C]0.276615[/C][/ROW]
[ROW][C]23[/C][C]-0.100699[/C][C]-0.7865[/C][C]0.217315[/C][/ROW]
[ROW][C]24[/C][C]-0.055259[/C][C]-0.4316[/C][C]0.33378[/C][/ROW]
[ROW][C]25[/C][C]0.100926[/C][C]0.7883[/C][C]0.2168[/C][/ROW]
[ROW][C]26[/C][C]0.029295[/C][C]0.2288[/C][C]0.409894[/C][/ROW]
[ROW][C]27[/C][C]0.076363[/C][C]0.5964[/C][C]0.276553[/C][/ROW]
[ROW][C]28[/C][C]-0.05105[/C][C]-0.3987[/C][C]0.345748[/C][/ROW]
[ROW][C]29[/C][C]-0.081635[/C][C]-0.6376[/C][C]0.263064[/C][/ROW]
[ROW][C]30[/C][C]-0.024143[/C][C]-0.1886[/C][C]0.425531[/C][/ROW]
[ROW][C]31[/C][C]-0.070205[/C][C]-0.5483[/C][C]0.292738[/C][/ROW]
[ROW][C]32[/C][C]-0.010166[/C][C]-0.0794[/C][C]0.468488[/C][/ROW]
[ROW][C]33[/C][C]-0.105325[/C][C]-0.8226[/C][C]0.206965[/C][/ROW]
[ROW][C]34[/C][C]-0.020794[/C][C]-0.1624[/C][C]0.43576[/C][/ROW]
[ROW][C]35[/C][C]0.071737[/C][C]0.5603[/C][C]0.28867[/C][/ROW]
[ROW][C]36[/C][C]0.078084[/C][C]0.6099[/C][C]0.272111[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67050&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67050&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	0.95977	7.496	0
2	0.02899	0.2264	0.410818
3	-0.028481	-0.2224	0.412356
4	-0.168369	-1.315	0.096716
5	-0.034236	-0.2674	0.395035
6	-0.001482	-0.0116	0.495402
7	-0.054571	-0.4262	0.335726
8	-0.021264	-0.1661	0.434322
9	-0.164964	-1.2884	0.101235
10	0.033028	0.258	0.398656
11	0.010562	0.0825	0.467261
12	-0.1246	-0.9732	0.167159
13	0.031577	0.2466	0.403014
14	-0.027804	-0.2172	0.414404
15	-0.000537	-0.0042	0.498333
16	-0.066672	-0.5207	0.302221
17	-0.077011	-0.6015	0.274877
18	-0.034129	-0.2666	0.395356
19	-0.064736	-0.5056	0.307479
20	-0.012462	-0.0973	0.46139
21	-0.091756	-0.7166	0.238167
22	0.076339	0.5962	0.276615
23	-0.100699	-0.7865	0.217315
24	-0.055259	-0.4316	0.33378
25	0.100926	0.7883	0.2168
26	0.029295	0.2288	0.409894
27	0.076363	0.5964	0.276553
28	-0.05105	-0.3987	0.345748
29	-0.081635	-0.6376	0.263064
30	-0.024143	-0.1886	0.425531
31	-0.070205	-0.5483	0.292738
32	-0.010166	-0.0794	0.468488
33	-0.105325	-0.8226	0.206965
34	-0.020794	-0.1624	0.43576
35	0.071737	0.5603	0.28867
36	0.078084	0.6099	0.272111

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