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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 02:12:40 -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/14/t12607820528plac9q3qmzrzt8.htm/, Retrieved Tue, 07 May 2024 18:35:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67454, Retrieved Tue, 07 May 2024 18:35:42 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

153

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] [WS 8: ACF 1] [2009-11-27 12:58:19] [b97b96148b0223bc16666763988dc147]
-   PD            [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:12:40] [17b3de9cda9f51722106e41c76160a49] [Current]
-                   [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:23:40] [b97b96148b0223bc16666763988dc147] 
-                   [(Partial) Autocorrelation Function] [Paper: AutoCorrel...] [2009-12-14 09:34:01] [b97b96148b0223bc16666763988dc147] 

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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=67454&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=67454&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67454&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	0.945338	7.3226	0
2	0.870555	6.7433	0
3	0.819839	6.3504	0
4	0.789012	6.1117	0
5	0.770654	5.9695	0
6	0.733202	5.6794	0
7	0.659606	5.1093	2e-06
8	0.573016	4.4386	2e-05
9	0.504201	3.9055	0.000121
10	0.460625	3.568	0.000357
11	0.436596	3.3819	0.000636
12	0.387657	3.0028	0.001948
13	0.282802	2.1906	0.016189
14	0.179245	1.3884	0.08507
15	0.105537	0.8175	0.208442
16	0.055918	0.4331	0.333234
17	0.020102	0.1557	0.438391
18	-0.03262	-0.2527	0.400694
19	-0.105021	-0.8135	0.209577
20	-0.185765	-1.4389	0.077684
21	-0.240125	-1.86	0.033894
22	-0.272188	-2.1084	0.019592
23	-0.296834	-2.2993	0.012493
24	-0.330595	-2.5608	0.006489
25	-0.387777	-3.0037	0.001943
26	-0.44256	-3.4281	0.000552
27	-0.464409	-3.5973	0.000326
28	-0.458644	-3.5526	0.000375
29	-0.438967	-3.4002	0.000601
30	-0.427925	-3.3147	0.00078
31	-0.427286	-3.3097	0.000792
32	-0.428072	-3.3158	0.000777
33	-0.407572	-3.157	0.001247
34	-0.380073	-2.944	0.002301
35	-0.354323	-2.7446	0.00399
36	-0.331756	-2.5698	0.006339

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945338 & 7.3226 & 0 \tabularnewline
2 & 0.870555 & 6.7433 & 0 \tabularnewline
3 & 0.819839 & 6.3504 & 0 \tabularnewline
4 & 0.789012 & 6.1117 & 0 \tabularnewline
5 & 0.770654 & 5.9695 & 0 \tabularnewline
6 & 0.733202 & 5.6794 & 0 \tabularnewline
7 & 0.659606 & 5.1093 & 2e-06 \tabularnewline
8 & 0.573016 & 4.4386 & 2e-05 \tabularnewline
9 & 0.504201 & 3.9055 & 0.000121 \tabularnewline
10 & 0.460625 & 3.568 & 0.000357 \tabularnewline
11 & 0.436596 & 3.3819 & 0.000636 \tabularnewline
12 & 0.387657 & 3.0028 & 0.001948 \tabularnewline
13 & 0.282802 & 2.1906 & 0.016189 \tabularnewline
14 & 0.179245 & 1.3884 & 0.08507 \tabularnewline
15 & 0.105537 & 0.8175 & 0.208442 \tabularnewline
16 & 0.055918 & 0.4331 & 0.333234 \tabularnewline
17 & 0.020102 & 0.1557 & 0.438391 \tabularnewline
18 & -0.03262 & -0.2527 & 0.400694 \tabularnewline
19 & -0.105021 & -0.8135 & 0.209577 \tabularnewline
20 & -0.185765 & -1.4389 & 0.077684 \tabularnewline
21 & -0.240125 & -1.86 & 0.033894 \tabularnewline
22 & -0.272188 & -2.1084 & 0.019592 \tabularnewline
23 & -0.296834 & -2.2993 & 0.012493 \tabularnewline
24 & -0.330595 & -2.5608 & 0.006489 \tabularnewline
25 & -0.387777 & -3.0037 & 0.001943 \tabularnewline
26 & -0.44256 & -3.4281 & 0.000552 \tabularnewline
27 & -0.464409 & -3.5973 & 0.000326 \tabularnewline
28 & -0.458644 & -3.5526 & 0.000375 \tabularnewline
29 & -0.438967 & -3.4002 & 0.000601 \tabularnewline
30 & -0.427925 & -3.3147 & 0.00078 \tabularnewline
31 & -0.427286 & -3.3097 & 0.000792 \tabularnewline
32 & -0.428072 & -3.3158 & 0.000777 \tabularnewline
33 & -0.407572 & -3.157 & 0.001247 \tabularnewline
34 & -0.380073 & -2.944 & 0.002301 \tabularnewline
35 & -0.354323 & -2.7446 & 0.00399 \tabularnewline
36 & -0.331756 & -2.5698 & 0.006339 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67454&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]0.945338[/C][C]7.3226[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.870555[/C][C]6.7433[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.819839[/C][C]6.3504[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.789012[/C][C]6.1117[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.770654[/C][C]5.9695[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.733202[/C][C]5.6794[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.659606[/C][C]5.1093[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.573016[/C][C]4.4386[/C][C]2e-05[/C][/ROW]
[ROW][C]9[/C][C]0.504201[/C][C]3.9055[/C][C]0.000121[/C][/ROW]
[ROW][C]10[/C][C]0.460625[/C][C]3.568[/C][C]0.000357[/C][/ROW]
[ROW][C]11[/C][C]0.436596[/C][C]3.3819[/C][C]0.000636[/C][/ROW]
[ROW][C]12[/C][C]0.387657[/C][C]3.0028[/C][C]0.001948[/C][/ROW]
[ROW][C]13[/C][C]0.282802[/C][C]2.1906[/C][C]0.016189[/C][/ROW]
[ROW][C]14[/C][C]0.179245[/C][C]1.3884[/C][C]0.08507[/C][/ROW]
[ROW][C]15[/C][C]0.105537[/C][C]0.8175[/C][C]0.208442[/C][/ROW]
[ROW][C]16[/C][C]0.055918[/C][C]0.4331[/C][C]0.333234[/C][/ROW]
[ROW][C]17[/C][C]0.020102[/C][C]0.1557[/C][C]0.438391[/C][/ROW]
[ROW][C]18[/C][C]-0.03262[/C][C]-0.2527[/C][C]0.400694[/C][/ROW]
[ROW][C]19[/C][C]-0.105021[/C][C]-0.8135[/C][C]0.209577[/C][/ROW]
[ROW][C]20[/C][C]-0.185765[/C][C]-1.4389[/C][C]0.077684[/C][/ROW]
[ROW][C]21[/C][C]-0.240125[/C][C]-1.86[/C][C]0.033894[/C][/ROW]
[ROW][C]22[/C][C]-0.272188[/C][C]-2.1084[/C][C]0.019592[/C][/ROW]
[ROW][C]23[/C][C]-0.296834[/C][C]-2.2993[/C][C]0.012493[/C][/ROW]
[ROW][C]24[/C][C]-0.330595[/C][C]-2.5608[/C][C]0.006489[/C][/ROW]
[ROW][C]25[/C][C]-0.387777[/C][C]-3.0037[/C][C]0.001943[/C][/ROW]
[ROW][C]26[/C][C]-0.44256[/C][C]-3.4281[/C][C]0.000552[/C][/ROW]
[ROW][C]27[/C][C]-0.464409[/C][C]-3.5973[/C][C]0.000326[/C][/ROW]
[ROW][C]28[/C][C]-0.458644[/C][C]-3.5526[/C][C]0.000375[/C][/ROW]
[ROW][C]29[/C][C]-0.438967[/C][C]-3.4002[/C][C]0.000601[/C][/ROW]
[ROW][C]30[/C][C]-0.427925[/C][C]-3.3147[/C][C]0.00078[/C][/ROW]
[ROW][C]31[/C][C]-0.427286[/C][C]-3.3097[/C][C]0.000792[/C][/ROW]
[ROW][C]32[/C][C]-0.428072[/C][C]-3.3158[/C][C]0.000777[/C][/ROW]
[ROW][C]33[/C][C]-0.407572[/C][C]-3.157[/C][C]0.001247[/C][/ROW]
[ROW][C]34[/C][C]-0.380073[/C][C]-2.944[/C][C]0.002301[/C][/ROW]
[ROW][C]35[/C][C]-0.354323[/C][C]-2.7446[/C][C]0.00399[/C][/ROW]
[ROW][C]36[/C][C]-0.331756[/C][C]-2.5698[/C][C]0.006339[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67454&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67454&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	0.945338	7.3226	0
2	0.870555	6.7433	0
3	0.819839	6.3504	0
4	0.789012	6.1117	0
5	0.770654	5.9695	0
6	0.733202	5.6794	0
7	0.659606	5.1093	2e-06
8	0.573016	4.4386	2e-05
9	0.504201	3.9055	0.000121
10	0.460625	3.568	0.000357
11	0.436596	3.3819	0.000636
12	0.387657	3.0028	0.001948
13	0.282802	2.1906	0.016189
14	0.179245	1.3884	0.08507
15	0.105537	0.8175	0.208442
16	0.055918	0.4331	0.333234
17	0.020102	0.1557	0.438391
18	-0.03262	-0.2527	0.400694
19	-0.105021	-0.8135	0.209577
20	-0.185765	-1.4389	0.077684
21	-0.240125	-1.86	0.033894
22	-0.272188	-2.1084	0.019592
23	-0.296834	-2.2993	0.012493
24	-0.330595	-2.5608	0.006489
25	-0.387777	-3.0037	0.001943
26	-0.44256	-3.4281	0.000552
27	-0.464409	-3.5973	0.000326
28	-0.458644	-3.5526	0.000375
29	-0.438967	-3.4002	0.000601
30	-0.427925	-3.3147	0.00078
31	-0.427286	-3.3097	0.000792
32	-0.428072	-3.3158	0.000777
33	-0.407572	-3.157	0.001247
34	-0.380073	-2.944	0.002301
35	-0.354323	-2.7446	0.00399
36	-0.331756	-2.5698	0.006339

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.945338	7.3226	0
2	-0.217311	-1.6833	0.048759
3	0.231577	1.7938	0.038943
4	0.068491	0.5305	0.298853
5	0.107223	0.8305	0.204761
6	-0.198352	-1.5364	0.064845
7	-0.255828	-1.9816	0.026054
8	-0.125948	-0.9756	0.166593
9	0.023338	0.1808	0.428576
10	0.052158	0.404	0.343821
11	0.132511	1.0264	0.154405
12	-0.217195	-1.6824	0.048846
13	-0.413437	-3.2025	0.001091
14	0.063935	0.4952	0.31112
15	0.013199	0.1022	0.459454
16	0.000133	0.001	0.499591
17	0.021283	0.1649	0.434804
18	-0.037427	-0.2899	0.386442
19	0.070445	0.5457	0.293659
20	-0.169246	-1.311	0.097431
21	0.073737	0.5712	0.28501
22	-0.159844	-1.2381	0.110242
23	-0.052513	-0.4068	0.342816
24	0.128032	0.9917	0.162656
25	0.003909	0.0303	0.487972
26	-0.091504	-0.7088	0.240602
27	0.110088	0.8527	0.198599
28	0.052632	0.4077	0.342477
29	0.123257	0.9547	0.17177
30	-0.002336	-0.0181	0.492811
31	0.0912	0.7064	0.241328
32	-0.004487	-0.0348	0.486194
33	-0.02131	-0.1651	0.434723
34	-0.142634	-1.1048	0.13682
35	-0.056315	-0.4362	0.332123
36	-0.058484	-0.453	0.326085

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945338 & 7.3226 & 0 \tabularnewline
2 & -0.217311 & -1.6833 & 0.048759 \tabularnewline
3 & 0.231577 & 1.7938 & 0.038943 \tabularnewline
4 & 0.068491 & 0.5305 & 0.298853 \tabularnewline
5 & 0.107223 & 0.8305 & 0.204761 \tabularnewline
6 & -0.198352 & -1.5364 & 0.064845 \tabularnewline
7 & -0.255828 & -1.9816 & 0.026054 \tabularnewline
8 & -0.125948 & -0.9756 & 0.166593 \tabularnewline
9 & 0.023338 & 0.1808 & 0.428576 \tabularnewline
10 & 0.052158 & 0.404 & 0.343821 \tabularnewline
11 & 0.132511 & 1.0264 & 0.154405 \tabularnewline
12 & -0.217195 & -1.6824 & 0.048846 \tabularnewline
13 & -0.413437 & -3.2025 & 0.001091 \tabularnewline
14 & 0.063935 & 0.4952 & 0.31112 \tabularnewline
15 & 0.013199 & 0.1022 & 0.459454 \tabularnewline
16 & 0.000133 & 0.001 & 0.499591 \tabularnewline
17 & 0.021283 & 0.1649 & 0.434804 \tabularnewline
18 & -0.037427 & -0.2899 & 0.386442 \tabularnewline
19 & 0.070445 & 0.5457 & 0.293659 \tabularnewline
20 & -0.169246 & -1.311 & 0.097431 \tabularnewline
21 & 0.073737 & 0.5712 & 0.28501 \tabularnewline
22 & -0.159844 & -1.2381 & 0.110242 \tabularnewline
23 & -0.052513 & -0.4068 & 0.342816 \tabularnewline
24 & 0.128032 & 0.9917 & 0.162656 \tabularnewline
25 & 0.003909 & 0.0303 & 0.487972 \tabularnewline
26 & -0.091504 & -0.7088 & 0.240602 \tabularnewline
27 & 0.110088 & 0.8527 & 0.198599 \tabularnewline
28 & 0.052632 & 0.4077 & 0.342477 \tabularnewline
29 & 0.123257 & 0.9547 & 0.17177 \tabularnewline
30 & -0.002336 & -0.0181 & 0.492811 \tabularnewline
31 & 0.0912 & 0.7064 & 0.241328 \tabularnewline
32 & -0.004487 & -0.0348 & 0.486194 \tabularnewline
33 & -0.02131 & -0.1651 & 0.434723 \tabularnewline
34 & -0.142634 & -1.1048 & 0.13682 \tabularnewline
35 & -0.056315 & -0.4362 & 0.332123 \tabularnewline
36 & -0.058484 & -0.453 & 0.326085 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67454&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]0.945338[/C][C]7.3226[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.217311[/C][C]-1.6833[/C][C]0.048759[/C][/ROW]
[ROW][C]3[/C][C]0.231577[/C][C]1.7938[/C][C]0.038943[/C][/ROW]
[ROW][C]4[/C][C]0.068491[/C][C]0.5305[/C][C]0.298853[/C][/ROW]
[ROW][C]5[/C][C]0.107223[/C][C]0.8305[/C][C]0.204761[/C][/ROW]
[ROW][C]6[/C][C]-0.198352[/C][C]-1.5364[/C][C]0.064845[/C][/ROW]
[ROW][C]7[/C][C]-0.255828[/C][C]-1.9816[/C][C]0.026054[/C][/ROW]
[ROW][C]8[/C][C]-0.125948[/C][C]-0.9756[/C][C]0.166593[/C][/ROW]
[ROW][C]9[/C][C]0.023338[/C][C]0.1808[/C][C]0.428576[/C][/ROW]
[ROW][C]10[/C][C]0.052158[/C][C]0.404[/C][C]0.343821[/C][/ROW]
[ROW][C]11[/C][C]0.132511[/C][C]1.0264[/C][C]0.154405[/C][/ROW]
[ROW][C]12[/C][C]-0.217195[/C][C]-1.6824[/C][C]0.048846[/C][/ROW]
[ROW][C]13[/C][C]-0.413437[/C][C]-3.2025[/C][C]0.001091[/C][/ROW]
[ROW][C]14[/C][C]0.063935[/C][C]0.4952[/C][C]0.31112[/C][/ROW]
[ROW][C]15[/C][C]0.013199[/C][C]0.1022[/C][C]0.459454[/C][/ROW]
[ROW][C]16[/C][C]0.000133[/C][C]0.001[/C][C]0.499591[/C][/ROW]
[ROW][C]17[/C][C]0.021283[/C][C]0.1649[/C][C]0.434804[/C][/ROW]
[ROW][C]18[/C][C]-0.037427[/C][C]-0.2899[/C][C]0.386442[/C][/ROW]
[ROW][C]19[/C][C]0.070445[/C][C]0.5457[/C][C]0.293659[/C][/ROW]
[ROW][C]20[/C][C]-0.169246[/C][C]-1.311[/C][C]0.097431[/C][/ROW]
[ROW][C]21[/C][C]0.073737[/C][C]0.5712[/C][C]0.28501[/C][/ROW]
[ROW][C]22[/C][C]-0.159844[/C][C]-1.2381[/C][C]0.110242[/C][/ROW]
[ROW][C]23[/C][C]-0.052513[/C][C]-0.4068[/C][C]0.342816[/C][/ROW]
[ROW][C]24[/C][C]0.128032[/C][C]0.9917[/C][C]0.162656[/C][/ROW]
[ROW][C]25[/C][C]0.003909[/C][C]0.0303[/C][C]0.487972[/C][/ROW]
[ROW][C]26[/C][C]-0.091504[/C][C]-0.7088[/C][C]0.240602[/C][/ROW]
[ROW][C]27[/C][C]0.110088[/C][C]0.8527[/C][C]0.198599[/C][/ROW]
[ROW][C]28[/C][C]0.052632[/C][C]0.4077[/C][C]0.342477[/C][/ROW]
[ROW][C]29[/C][C]0.123257[/C][C]0.9547[/C][C]0.17177[/C][/ROW]
[ROW][C]30[/C][C]-0.002336[/C][C]-0.0181[/C][C]0.492811[/C][/ROW]
[ROW][C]31[/C][C]0.0912[/C][C]0.7064[/C][C]0.241328[/C][/ROW]
[ROW][C]32[/C][C]-0.004487[/C][C]-0.0348[/C][C]0.486194[/C][/ROW]
[ROW][C]33[/C][C]-0.02131[/C][C]-0.1651[/C][C]0.434723[/C][/ROW]
[ROW][C]34[/C][C]-0.142634[/C][C]-1.1048[/C][C]0.13682[/C][/ROW]
[ROW][C]35[/C][C]-0.056315[/C][C]-0.4362[/C][C]0.332123[/C][/ROW]
[ROW][C]36[/C][C]-0.058484[/C][C]-0.453[/C][C]0.326085[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67454&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67454&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	0.945338	7.3226	0
2	-0.217311	-1.6833	0.048759
3	0.231577	1.7938	0.038943
4	0.068491	0.5305	0.298853
5	0.107223	0.8305	0.204761
6	-0.198352	-1.5364	0.064845
7	-0.255828	-1.9816	0.026054
8	-0.125948	-0.9756	0.166593
9	0.023338	0.1808	0.428576
10	0.052158	0.404	0.343821
11	0.132511	1.0264	0.154405
12	-0.217195	-1.6824	0.048846
13	-0.413437	-3.2025	0.001091
14	0.063935	0.4952	0.31112
15	0.013199	0.1022	0.459454
16	0.000133	0.001	0.499591
17	0.021283	0.1649	0.434804
18	-0.037427	-0.2899	0.386442
19	0.070445	0.5457	0.293659
20	-0.169246	-1.311	0.097431
21	0.073737	0.5712	0.28501
22	-0.159844	-1.2381	0.110242
23	-0.052513	-0.4068	0.342816
24	0.128032	0.9917	0.162656
25	0.003909	0.0303	0.487972
26	-0.091504	-0.7088	0.240602
27	0.110088	0.8527	0.198599
28	0.052632	0.4077	0.342477
29	0.123257	0.9547	0.17177
30	-0.002336	-0.0181	0.492811
31	0.0912	0.7064	0.241328
32	-0.004487	-0.0348	0.486194
33	-0.02131	-0.1651	0.434723
34	-0.142634	-1.1048	0.13682
35	-0.056315	-0.4362	0.332123
36	-0.058484	-0.453	0.326085

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

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