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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 10:17:03 -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/15/t126089754619lzdlc35ztsjf3.htm/, Retrieved Wed, 08 May 2024 21:44:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68047, Retrieved Wed, 08 May 2024 21:44:11 +0000

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User-defined keywords

Estimated Impact

139

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-02 16:08:46] [6ba840d2473f9a55d7b3e13093db69b8]
-   PD        [(Partial) Autocorrelation Function] [] [2009-12-15 17:17:03] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

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Dataseries X:

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Histogram

Boxplots

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
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

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=68047&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=68047&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68047&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	0.317137	2.436	0.008945
2	-0.314192	-2.4134	0.009465
3	-0.54088	-4.1546	5.3e-05
4	-0.364776	-2.8019	0.003431
5	0.145297	1.116	0.134463
6	0.541746	4.1612	5.2e-05
7	0.364072	2.7965	0.003482
8	-0.082582	-0.6343	0.264161
9	-0.291941	-2.2424	0.014352
10	-0.325404	-2.4995	0.00762
11	-0.004174	-0.0321	0.487265
12	0.365595	2.8082	0.003372
13	0.077985	0.599	0.275727
14	-0.07164	-0.5503	0.292103
15	-0.068936	-0.5295	0.299219
16	-0.088145	-0.6771	0.250508
17	-0.001958	-0.015	0.494026
18	0.092722	0.7122	0.239571
19	0.007433	0.0571	0.477333
20	-0.079311	-0.6092	0.272365
21	-0.044105	-0.3388	0.367991
22	-0.066424	-0.5102	0.305902
23	0.049425	0.3796	0.352789
24	0.162749	1.2501	0.108099
25	-0.116417	-0.8942	0.187421
26	-0.146897	-1.1283	0.131872
27	-0.056065	-0.4306	0.334149
28	-0.011118	-0.0854	0.466117
29	0.076996	0.5914	0.27825
30	0.14133	1.0856	0.14104
31	0.01036	0.0796	0.468423
32	-0.1671	-1.2835	0.102164
33	-0.141512	-1.087	0.140734
34	-0.01314	-0.1009	0.459975
35	0.150785	1.1582	0.125724
36	0.237533	1.8245	0.036569

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.317137 & 2.436 & 0.008945 \tabularnewline
2 & -0.314192 & -2.4134 & 0.009465 \tabularnewline
3 & -0.54088 & -4.1546 & 5.3e-05 \tabularnewline
4 & -0.364776 & -2.8019 & 0.003431 \tabularnewline
5 & 0.145297 & 1.116 & 0.134463 \tabularnewline
6 & 0.541746 & 4.1612 & 5.2e-05 \tabularnewline
7 & 0.364072 & 2.7965 & 0.003482 \tabularnewline
8 & -0.082582 & -0.6343 & 0.264161 \tabularnewline
9 & -0.291941 & -2.2424 & 0.014352 \tabularnewline
10 & -0.325404 & -2.4995 & 0.00762 \tabularnewline
11 & -0.004174 & -0.0321 & 0.487265 \tabularnewline
12 & 0.365595 & 2.8082 & 0.003372 \tabularnewline
13 & 0.077985 & 0.599 & 0.275727 \tabularnewline
14 & -0.07164 & -0.5503 & 0.292103 \tabularnewline
15 & -0.068936 & -0.5295 & 0.299219 \tabularnewline
16 & -0.088145 & -0.6771 & 0.250508 \tabularnewline
17 & -0.001958 & -0.015 & 0.494026 \tabularnewline
18 & 0.092722 & 0.7122 & 0.239571 \tabularnewline
19 & 0.007433 & 0.0571 & 0.477333 \tabularnewline
20 & -0.079311 & -0.6092 & 0.272365 \tabularnewline
21 & -0.044105 & -0.3388 & 0.367991 \tabularnewline
22 & -0.066424 & -0.5102 & 0.305902 \tabularnewline
23 & 0.049425 & 0.3796 & 0.352789 \tabularnewline
24 & 0.162749 & 1.2501 & 0.108099 \tabularnewline
25 & -0.116417 & -0.8942 & 0.187421 \tabularnewline
26 & -0.146897 & -1.1283 & 0.131872 \tabularnewline
27 & -0.056065 & -0.4306 & 0.334149 \tabularnewline
28 & -0.011118 & -0.0854 & 0.466117 \tabularnewline
29 & 0.076996 & 0.5914 & 0.27825 \tabularnewline
30 & 0.14133 & 1.0856 & 0.14104 \tabularnewline
31 & 0.01036 & 0.0796 & 0.468423 \tabularnewline
32 & -0.1671 & -1.2835 & 0.102164 \tabularnewline
33 & -0.141512 & -1.087 & 0.140734 \tabularnewline
34 & -0.01314 & -0.1009 & 0.459975 \tabularnewline
35 & 0.150785 & 1.1582 & 0.125724 \tabularnewline
36 & 0.237533 & 1.8245 & 0.036569 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68047&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]0.317137[/C][C]2.436[/C][C]0.008945[/C][/ROW]
[ROW][C]2[/C][C]-0.314192[/C][C]-2.4134[/C][C]0.009465[/C][/ROW]
[ROW][C]3[/C][C]-0.54088[/C][C]-4.1546[/C][C]5.3e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.364776[/C][C]-2.8019[/C][C]0.003431[/C][/ROW]
[ROW][C]5[/C][C]0.145297[/C][C]1.116[/C][C]0.134463[/C][/ROW]
[ROW][C]6[/C][C]0.541746[/C][C]4.1612[/C][C]5.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.364072[/C][C]2.7965[/C][C]0.003482[/C][/ROW]
[ROW][C]8[/C][C]-0.082582[/C][C]-0.6343[/C][C]0.264161[/C][/ROW]
[ROW][C]9[/C][C]-0.291941[/C][C]-2.2424[/C][C]0.014352[/C][/ROW]
[ROW][C]10[/C][C]-0.325404[/C][C]-2.4995[/C][C]0.00762[/C][/ROW]
[ROW][C]11[/C][C]-0.004174[/C][C]-0.0321[/C][C]0.487265[/C][/ROW]
[ROW][C]12[/C][C]0.365595[/C][C]2.8082[/C][C]0.003372[/C][/ROW]
[ROW][C]13[/C][C]0.077985[/C][C]0.599[/C][C]0.275727[/C][/ROW]
[ROW][C]14[/C][C]-0.07164[/C][C]-0.5503[/C][C]0.292103[/C][/ROW]
[ROW][C]15[/C][C]-0.068936[/C][C]-0.5295[/C][C]0.299219[/C][/ROW]
[ROW][C]16[/C][C]-0.088145[/C][C]-0.6771[/C][C]0.250508[/C][/ROW]
[ROW][C]17[/C][C]-0.001958[/C][C]-0.015[/C][C]0.494026[/C][/ROW]
[ROW][C]18[/C][C]0.092722[/C][C]0.7122[/C][C]0.239571[/C][/ROW]
[ROW][C]19[/C][C]0.007433[/C][C]0.0571[/C][C]0.477333[/C][/ROW]
[ROW][C]20[/C][C]-0.079311[/C][C]-0.6092[/C][C]0.272365[/C][/ROW]
[ROW][C]21[/C][C]-0.044105[/C][C]-0.3388[/C][C]0.367991[/C][/ROW]
[ROW][C]22[/C][C]-0.066424[/C][C]-0.5102[/C][C]0.305902[/C][/ROW]
[ROW][C]23[/C][C]0.049425[/C][C]0.3796[/C][C]0.352789[/C][/ROW]
[ROW][C]24[/C][C]0.162749[/C][C]1.2501[/C][C]0.108099[/C][/ROW]
[ROW][C]25[/C][C]-0.116417[/C][C]-0.8942[/C][C]0.187421[/C][/ROW]
[ROW][C]26[/C][C]-0.146897[/C][C]-1.1283[/C][C]0.131872[/C][/ROW]
[ROW][C]27[/C][C]-0.056065[/C][C]-0.4306[/C][C]0.334149[/C][/ROW]
[ROW][C]28[/C][C]-0.011118[/C][C]-0.0854[/C][C]0.466117[/C][/ROW]
[ROW][C]29[/C][C]0.076996[/C][C]0.5914[/C][C]0.27825[/C][/ROW]
[ROW][C]30[/C][C]0.14133[/C][C]1.0856[/C][C]0.14104[/C][/ROW]
[ROW][C]31[/C][C]0.01036[/C][C]0.0796[/C][C]0.468423[/C][/ROW]
[ROW][C]32[/C][C]-0.1671[/C][C]-1.2835[/C][C]0.102164[/C][/ROW]
[ROW][C]33[/C][C]-0.141512[/C][C]-1.087[/C][C]0.140734[/C][/ROW]
[ROW][C]34[/C][C]-0.01314[/C][C]-0.1009[/C][C]0.459975[/C][/ROW]
[ROW][C]35[/C][C]0.150785[/C][C]1.1582[/C][C]0.125724[/C][/ROW]
[ROW][C]36[/C][C]0.237533[/C][C]1.8245[/C][C]0.036569[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68047&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68047&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	0.317137	2.436	0.008945
2	-0.314192	-2.4134	0.009465
3	-0.54088	-4.1546	5.3e-05
4	-0.364776	-2.8019	0.003431
5	0.145297	1.116	0.134463
6	0.541746	4.1612	5.2e-05
7	0.364072	2.7965	0.003482
8	-0.082582	-0.6343	0.264161
9	-0.291941	-2.2424	0.014352
10	-0.325404	-2.4995	0.00762
11	-0.004174	-0.0321	0.487265
12	0.365595	2.8082	0.003372
13	0.077985	0.599	0.275727
14	-0.07164	-0.5503	0.292103
15	-0.068936	-0.5295	0.299219
16	-0.088145	-0.6771	0.250508
17	-0.001958	-0.015	0.494026
18	0.092722	0.7122	0.239571
19	0.007433	0.0571	0.477333
20	-0.079311	-0.6092	0.272365
21	-0.044105	-0.3388	0.367991
22	-0.066424	-0.5102	0.305902
23	0.049425	0.3796	0.352789
24	0.162749	1.2501	0.108099
25	-0.116417	-0.8942	0.187421
26	-0.146897	-1.1283	0.131872
27	-0.056065	-0.4306	0.334149
28	-0.011118	-0.0854	0.466117
29	0.076996	0.5914	0.27825
30	0.14133	1.0856	0.14104
31	0.01036	0.0796	0.468423
32	-0.1671	-1.2835	0.102164
33	-0.141512	-1.087	0.140734
34	-0.01314	-0.1009	0.459975
35	0.150785	1.1582	0.125724
36	0.237533	1.8245	0.036569

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.317137	2.436	0.008945
2	-0.461149	-3.5422	0.000391
3	-0.351675	-2.7013	0.004502
4	-0.296526	-2.2777	0.013193
5	0.034685	0.2664	0.395423
6	0.235207	1.8067	0.037958
7	0.067793	0.5207	0.302254
8	0.037382	0.2871	0.387506
9	0.186376	1.4316	0.07877
10	-0.03641	-0.2797	0.390354
11	0.103524	0.7952	0.214848
12	0.172758	1.327	0.094815
13	-0.429356	-3.2979	0.000827
14	0.060363	0.4637	0.322301
15	0.079245	0.6087	0.272532
16	-0.08086	-0.6211	0.268464
17	-0.025057	-0.1925	0.424018
18	-0.062655	-0.4813	0.316056
19	0.044845	0.3445	0.365861
20	0.026982	0.2073	0.418262
21	-0.142974	-1.0982	0.138288
22	-0.068124	-0.5233	0.301374
23	-0.005212	-0.04	0.484101
24	0.044991	0.3456	0.365443
25	-0.157777	-1.2119	0.115189
26	-0.083896	-0.6444	0.2609
27	-0.06043	-0.4642	0.322117
28	-0.0033	-0.0253	0.489931
29	-0.003811	-0.0293	0.488373
30	0.012702	0.0976	0.461304
31	0.028614	0.2198	0.413398
32	-0.086065	-0.6611	0.255568
33	0.000387	0.003	0.498819
34	0.184209	1.4149	0.081172
35	-0.048849	-0.3752	0.354422
36	0.07623	0.5855	0.28021

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.317137 & 2.436 & 0.008945 \tabularnewline
2 & -0.461149 & -3.5422 & 0.000391 \tabularnewline
3 & -0.351675 & -2.7013 & 0.004502 \tabularnewline
4 & -0.296526 & -2.2777 & 0.013193 \tabularnewline
5 & 0.034685 & 0.2664 & 0.395423 \tabularnewline
6 & 0.235207 & 1.8067 & 0.037958 \tabularnewline
7 & 0.067793 & 0.5207 & 0.302254 \tabularnewline
8 & 0.037382 & 0.2871 & 0.387506 \tabularnewline
9 & 0.186376 & 1.4316 & 0.07877 \tabularnewline
10 & -0.03641 & -0.2797 & 0.390354 \tabularnewline
11 & 0.103524 & 0.7952 & 0.214848 \tabularnewline
12 & 0.172758 & 1.327 & 0.094815 \tabularnewline
13 & -0.429356 & -3.2979 & 0.000827 \tabularnewline
14 & 0.060363 & 0.4637 & 0.322301 \tabularnewline
15 & 0.079245 & 0.6087 & 0.272532 \tabularnewline
16 & -0.08086 & -0.6211 & 0.268464 \tabularnewline
17 & -0.025057 & -0.1925 & 0.424018 \tabularnewline
18 & -0.062655 & -0.4813 & 0.316056 \tabularnewline
19 & 0.044845 & 0.3445 & 0.365861 \tabularnewline
20 & 0.026982 & 0.2073 & 0.418262 \tabularnewline
21 & -0.142974 & -1.0982 & 0.138288 \tabularnewline
22 & -0.068124 & -0.5233 & 0.301374 \tabularnewline
23 & -0.005212 & -0.04 & 0.484101 \tabularnewline
24 & 0.044991 & 0.3456 & 0.365443 \tabularnewline
25 & -0.157777 & -1.2119 & 0.115189 \tabularnewline
26 & -0.083896 & -0.6444 & 0.2609 \tabularnewline
27 & -0.06043 & -0.4642 & 0.322117 \tabularnewline
28 & -0.0033 & -0.0253 & 0.489931 \tabularnewline
29 & -0.003811 & -0.0293 & 0.488373 \tabularnewline
30 & 0.012702 & 0.0976 & 0.461304 \tabularnewline
31 & 0.028614 & 0.2198 & 0.413398 \tabularnewline
32 & -0.086065 & -0.6611 & 0.255568 \tabularnewline
33 & 0.000387 & 0.003 & 0.498819 \tabularnewline
34 & 0.184209 & 1.4149 & 0.081172 \tabularnewline
35 & -0.048849 & -0.3752 & 0.354422 \tabularnewline
36 & 0.07623 & 0.5855 & 0.28021 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68047&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]0.317137[/C][C]2.436[/C][C]0.008945[/C][/ROW]
[ROW][C]2[/C][C]-0.461149[/C][C]-3.5422[/C][C]0.000391[/C][/ROW]
[ROW][C]3[/C][C]-0.351675[/C][C]-2.7013[/C][C]0.004502[/C][/ROW]
[ROW][C]4[/C][C]-0.296526[/C][C]-2.2777[/C][C]0.013193[/C][/ROW]
[ROW][C]5[/C][C]0.034685[/C][C]0.2664[/C][C]0.395423[/C][/ROW]
[ROW][C]6[/C][C]0.235207[/C][C]1.8067[/C][C]0.037958[/C][/ROW]
[ROW][C]7[/C][C]0.067793[/C][C]0.5207[/C][C]0.302254[/C][/ROW]
[ROW][C]8[/C][C]0.037382[/C][C]0.2871[/C][C]0.387506[/C][/ROW]
[ROW][C]9[/C][C]0.186376[/C][C]1.4316[/C][C]0.07877[/C][/ROW]
[ROW][C]10[/C][C]-0.03641[/C][C]-0.2797[/C][C]0.390354[/C][/ROW]
[ROW][C]11[/C][C]0.103524[/C][C]0.7952[/C][C]0.214848[/C][/ROW]
[ROW][C]12[/C][C]0.172758[/C][C]1.327[/C][C]0.094815[/C][/ROW]
[ROW][C]13[/C][C]-0.429356[/C][C]-3.2979[/C][C]0.000827[/C][/ROW]
[ROW][C]14[/C][C]0.060363[/C][C]0.4637[/C][C]0.322301[/C][/ROW]
[ROW][C]15[/C][C]0.079245[/C][C]0.6087[/C][C]0.272532[/C][/ROW]
[ROW][C]16[/C][C]-0.08086[/C][C]-0.6211[/C][C]0.268464[/C][/ROW]
[ROW][C]17[/C][C]-0.025057[/C][C]-0.1925[/C][C]0.424018[/C][/ROW]
[ROW][C]18[/C][C]-0.062655[/C][C]-0.4813[/C][C]0.316056[/C][/ROW]
[ROW][C]19[/C][C]0.044845[/C][C]0.3445[/C][C]0.365861[/C][/ROW]
[ROW][C]20[/C][C]0.026982[/C][C]0.2073[/C][C]0.418262[/C][/ROW]
[ROW][C]21[/C][C]-0.142974[/C][C]-1.0982[/C][C]0.138288[/C][/ROW]
[ROW][C]22[/C][C]-0.068124[/C][C]-0.5233[/C][C]0.301374[/C][/ROW]
[ROW][C]23[/C][C]-0.005212[/C][C]-0.04[/C][C]0.484101[/C][/ROW]
[ROW][C]24[/C][C]0.044991[/C][C]0.3456[/C][C]0.365443[/C][/ROW]
[ROW][C]25[/C][C]-0.157777[/C][C]-1.2119[/C][C]0.115189[/C][/ROW]
[ROW][C]26[/C][C]-0.083896[/C][C]-0.6444[/C][C]0.2609[/C][/ROW]
[ROW][C]27[/C][C]-0.06043[/C][C]-0.4642[/C][C]0.322117[/C][/ROW]
[ROW][C]28[/C][C]-0.0033[/C][C]-0.0253[/C][C]0.489931[/C][/ROW]
[ROW][C]29[/C][C]-0.003811[/C][C]-0.0293[/C][C]0.488373[/C][/ROW]
[ROW][C]30[/C][C]0.012702[/C][C]0.0976[/C][C]0.461304[/C][/ROW]
[ROW][C]31[/C][C]0.028614[/C][C]0.2198[/C][C]0.413398[/C][/ROW]
[ROW][C]32[/C][C]-0.086065[/C][C]-0.6611[/C][C]0.255568[/C][/ROW]
[ROW][C]33[/C][C]0.000387[/C][C]0.003[/C][C]0.498819[/C][/ROW]
[ROW][C]34[/C][C]0.184209[/C][C]1.4149[/C][C]0.081172[/C][/ROW]
[ROW][C]35[/C][C]-0.048849[/C][C]-0.3752[/C][C]0.354422[/C][/ROW]
[ROW][C]36[/C][C]0.07623[/C][C]0.5855[/C][C]0.28021[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68047&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68047&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	0.317137	2.436	0.008945
2	-0.461149	-3.5422	0.000391
3	-0.351675	-2.7013	0.004502
4	-0.296526	-2.2777	0.013193
5	0.034685	0.2664	0.395423
6	0.235207	1.8067	0.037958
7	0.067793	0.5207	0.302254
8	0.037382	0.2871	0.387506
9	0.186376	1.4316	0.07877
10	-0.03641	-0.2797	0.390354
11	0.103524	0.7952	0.214848
12	0.172758	1.327	0.094815
13	-0.429356	-3.2979	0.000827
14	0.060363	0.4637	0.322301
15	0.079245	0.6087	0.272532
16	-0.08086	-0.6211	0.268464
17	-0.025057	-0.1925	0.424018
18	-0.062655	-0.4813	0.316056
19	0.044845	0.3445	0.365861
20	0.026982	0.2073	0.418262
21	-0.142974	-1.0982	0.138288
22	-0.068124	-0.5233	0.301374
23	-0.005212	-0.04	0.484101
24	0.044991	0.3456	0.365443
25	-0.157777	-1.2119	0.115189
26	-0.083896	-0.6444	0.2609
27	-0.06043	-0.4642	0.322117
28	-0.0033	-0.0253	0.489931
29	-0.003811	-0.0293	0.488373
30	0.012702	0.0976	0.461304
31	0.028614	0.2198	0.413398
32	-0.086065	-0.6611	0.255568
33	0.000387	0.003	0.498819
34	0.184209	1.4149	0.081172
35	-0.048849	-0.3752	0.354422
36	0.07623	0.5855	0.28021

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.5 ; 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