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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 17:42:44 -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/16/t1260924214mdgx7dtecb83p0x.htm/, Retrieved Tue, 30 Apr 2024 09:44:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68204, Retrieved Tue, 30 Apr 2024 09:44:21 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

154

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] [Shwws8_v1] [2009-11-27 19:01:50] [5f89c040fdf1f8599c99d7f78a662321]
-   PD          [(Partial) Autocorrelation Function] [Paper] [2009-12-16 00:35:46] [5f89c040fdf1f8599c99d7f78a662321]
-    D              [(Partial) Autocorrelation Function] [Paper] [2009-12-16 00:42:44] [93b66894f6318f3da4fcda772f2ffa6f] [Current]
-   PD                [(Partial) Autocorrelation Function] [] [2009-12-16 13:33:00] [5f89c040fdf1f8599c99d7f78a662321] 

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Dataseries X:

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Histogram

Boxplots

2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2
2,9
3,1
3,5
3,6
4,4
4,1
5,1
5,8
5,9
5,4
5,5
4,8
3,2
2,7
2,1
1,9
0,6
0,7
-0,2
-1
-1,7
-0,7
-1
-0,9
0

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=68204&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=68204&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68204&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	0.935652	6.4145	0
2	0.834562	5.7215	0
3	0.707887	4.853	7e-06
4	0.556402	3.8145	0.000199
5	0.359639	2.4656	0.008693
6	0.187992	1.2888	0.101886
7	0.026414	0.1811	0.428539
8	-0.139628	-0.9572	0.171671
9	-0.295783	-2.0278	0.024136
10	-0.41121	-2.8191	0.003513
11	-0.501451	-3.4378	0.000619
12	-0.577451	-3.9588	0.000127
13	-0.596728	-4.091	8.4e-05
14	-0.565343	-3.8758	0.000164
15	-0.507917	-3.4821	0.000543
16	-0.446975	-3.0643	0.001804
17	-0.355783	-2.4391	0.009277
18	-0.266159	-1.8247	0.037203
19	-0.19019	-1.3039	0.099313
20	-0.122612	-0.8406	0.202418
21	-0.043539	-0.2985	0.383324
22	0.023083	0.1582	0.43747
23	0.072192	0.4949	0.311481
24	0.114773	0.7868	0.217662
25	0.151495	1.0386	0.152153
26	0.163157	1.1186	0.134508
27	0.150437	1.0313	0.153828
28	0.141673	0.9713	0.168195
29	0.127153	0.8717	0.193898
30	0.101644	0.6968	0.24467
31	0.078029	0.5349	0.297606
32	0.067388	0.462	0.32311
33	0.047494	0.3256	0.373085
34	0.022029	0.151	0.440301
35	0.002622	0.018	0.492867
36	-0.007923	-0.0543	0.478456

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935652 & 6.4145 & 0 \tabularnewline
2 & 0.834562 & 5.7215 & 0 \tabularnewline
3 & 0.707887 & 4.853 & 7e-06 \tabularnewline
4 & 0.556402 & 3.8145 & 0.000199 \tabularnewline
5 & 0.359639 & 2.4656 & 0.008693 \tabularnewline
6 & 0.187992 & 1.2888 & 0.101886 \tabularnewline
7 & 0.026414 & 0.1811 & 0.428539 \tabularnewline
8 & -0.139628 & -0.9572 & 0.171671 \tabularnewline
9 & -0.295783 & -2.0278 & 0.024136 \tabularnewline
10 & -0.41121 & -2.8191 & 0.003513 \tabularnewline
11 & -0.501451 & -3.4378 & 0.000619 \tabularnewline
12 & -0.577451 & -3.9588 & 0.000127 \tabularnewline
13 & -0.596728 & -4.091 & 8.4e-05 \tabularnewline
14 & -0.565343 & -3.8758 & 0.000164 \tabularnewline
15 & -0.507917 & -3.4821 & 0.000543 \tabularnewline
16 & -0.446975 & -3.0643 & 0.001804 \tabularnewline
17 & -0.355783 & -2.4391 & 0.009277 \tabularnewline
18 & -0.266159 & -1.8247 & 0.037203 \tabularnewline
19 & -0.19019 & -1.3039 & 0.099313 \tabularnewline
20 & -0.122612 & -0.8406 & 0.202418 \tabularnewline
21 & -0.043539 & -0.2985 & 0.383324 \tabularnewline
22 & 0.023083 & 0.1582 & 0.43747 \tabularnewline
23 & 0.072192 & 0.4949 & 0.311481 \tabularnewline
24 & 0.114773 & 0.7868 & 0.217662 \tabularnewline
25 & 0.151495 & 1.0386 & 0.152153 \tabularnewline
26 & 0.163157 & 1.1186 & 0.134508 \tabularnewline
27 & 0.150437 & 1.0313 & 0.153828 \tabularnewline
28 & 0.141673 & 0.9713 & 0.168195 \tabularnewline
29 & 0.127153 & 0.8717 & 0.193898 \tabularnewline
30 & 0.101644 & 0.6968 & 0.24467 \tabularnewline
31 & 0.078029 & 0.5349 & 0.297606 \tabularnewline
32 & 0.067388 & 0.462 & 0.32311 \tabularnewline
33 & 0.047494 & 0.3256 & 0.373085 \tabularnewline
34 & 0.022029 & 0.151 & 0.440301 \tabularnewline
35 & 0.002622 & 0.018 & 0.492867 \tabularnewline
36 & -0.007923 & -0.0543 & 0.478456 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68204&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]0.935652[/C][C]6.4145[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.834562[/C][C]5.7215[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.707887[/C][C]4.853[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]0.556402[/C][C]3.8145[/C][C]0.000199[/C][/ROW]
[ROW][C]5[/C][C]0.359639[/C][C]2.4656[/C][C]0.008693[/C][/ROW]
[ROW][C]6[/C][C]0.187992[/C][C]1.2888[/C][C]0.101886[/C][/ROW]
[ROW][C]7[/C][C]0.026414[/C][C]0.1811[/C][C]0.428539[/C][/ROW]
[ROW][C]8[/C][C]-0.139628[/C][C]-0.9572[/C][C]0.171671[/C][/ROW]
[ROW][C]9[/C][C]-0.295783[/C][C]-2.0278[/C][C]0.024136[/C][/ROW]
[ROW][C]10[/C][C]-0.41121[/C][C]-2.8191[/C][C]0.003513[/C][/ROW]
[ROW][C]11[/C][C]-0.501451[/C][C]-3.4378[/C][C]0.000619[/C][/ROW]
[ROW][C]12[/C][C]-0.577451[/C][C]-3.9588[/C][C]0.000127[/C][/ROW]
[ROW][C]13[/C][C]-0.596728[/C][C]-4.091[/C][C]8.4e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.565343[/C][C]-3.8758[/C][C]0.000164[/C][/ROW]
[ROW][C]15[/C][C]-0.507917[/C][C]-3.4821[/C][C]0.000543[/C][/ROW]
[ROW][C]16[/C][C]-0.446975[/C][C]-3.0643[/C][C]0.001804[/C][/ROW]
[ROW][C]17[/C][C]-0.355783[/C][C]-2.4391[/C][C]0.009277[/C][/ROW]
[ROW][C]18[/C][C]-0.266159[/C][C]-1.8247[/C][C]0.037203[/C][/ROW]
[ROW][C]19[/C][C]-0.19019[/C][C]-1.3039[/C][C]0.099313[/C][/ROW]
[ROW][C]20[/C][C]-0.122612[/C][C]-0.8406[/C][C]0.202418[/C][/ROW]
[ROW][C]21[/C][C]-0.043539[/C][C]-0.2985[/C][C]0.383324[/C][/ROW]
[ROW][C]22[/C][C]0.023083[/C][C]0.1582[/C][C]0.43747[/C][/ROW]
[ROW][C]23[/C][C]0.072192[/C][C]0.4949[/C][C]0.311481[/C][/ROW]
[ROW][C]24[/C][C]0.114773[/C][C]0.7868[/C][C]0.217662[/C][/ROW]
[ROW][C]25[/C][C]0.151495[/C][C]1.0386[/C][C]0.152153[/C][/ROW]
[ROW][C]26[/C][C]0.163157[/C][C]1.1186[/C][C]0.134508[/C][/ROW]
[ROW][C]27[/C][C]0.150437[/C][C]1.0313[/C][C]0.153828[/C][/ROW]
[ROW][C]28[/C][C]0.141673[/C][C]0.9713[/C][C]0.168195[/C][/ROW]
[ROW][C]29[/C][C]0.127153[/C][C]0.8717[/C][C]0.193898[/C][/ROW]
[ROW][C]30[/C][C]0.101644[/C][C]0.6968[/C][C]0.24467[/C][/ROW]
[ROW][C]31[/C][C]0.078029[/C][C]0.5349[/C][C]0.297606[/C][/ROW]
[ROW][C]32[/C][C]0.067388[/C][C]0.462[/C][C]0.32311[/C][/ROW]
[ROW][C]33[/C][C]0.047494[/C][C]0.3256[/C][C]0.373085[/C][/ROW]
[ROW][C]34[/C][C]0.022029[/C][C]0.151[/C][C]0.440301[/C][/ROW]
[ROW][C]35[/C][C]0.002622[/C][C]0.018[/C][C]0.492867[/C][/ROW]
[ROW][C]36[/C][C]-0.007923[/C][C]-0.0543[/C][C]0.478456[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68204&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68204&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	0.935652	6.4145	0
2	0.834562	5.7215	0
3	0.707887	4.853	7e-06
4	0.556402	3.8145	0.000199
5	0.359639	2.4656	0.008693
6	0.187992	1.2888	0.101886
7	0.026414	0.1811	0.428539
8	-0.139628	-0.9572	0.171671
9	-0.295783	-2.0278	0.024136
10	-0.41121	-2.8191	0.003513
11	-0.501451	-3.4378	0.000619
12	-0.577451	-3.9588	0.000127
13	-0.596728	-4.091	8.4e-05
14	-0.565343	-3.8758	0.000164
15	-0.507917	-3.4821	0.000543
16	-0.446975	-3.0643	0.001804
17	-0.355783	-2.4391	0.009277
18	-0.266159	-1.8247	0.037203
19	-0.19019	-1.3039	0.099313
20	-0.122612	-0.8406	0.202418
21	-0.043539	-0.2985	0.383324
22	0.023083	0.1582	0.43747
23	0.072192	0.4949	0.311481
24	0.114773	0.7868	0.217662
25	0.151495	1.0386	0.152153
26	0.163157	1.1186	0.134508
27	0.150437	1.0313	0.153828
28	0.141673	0.9713	0.168195
29	0.127153	0.8717	0.193898
30	0.101644	0.6968	0.24467
31	0.078029	0.5349	0.297606
32	0.067388	0.462	0.32311
33	0.047494	0.3256	0.373085
34	0.022029	0.151	0.440301
35	0.002622	0.018	0.492867
36	-0.007923	-0.0543	0.478456

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.935652	6.4145	0
2	-0.328226	-2.2502	0.014578
3	-0.199445	-1.3673	0.089014
4	-0.218421	-1.4974	0.070485
5	-0.449156	-3.0793	0.00173
6	0.28909	1.9819	0.026678
7	-0.112359	-0.7703	0.22249
8	-0.263432	-1.806	0.038662
9	0.032516	0.2229	0.412283
10	-0.112831	-0.7735	0.221541
11	0.023664	0.1622	0.435909
12	-0.069748	-0.4782	0.317373
13	0.24136	1.6547	0.052327
14	0.070016	0.48	0.316726
15	-0.04861	-0.3333	0.370212
16	-0.178167	-1.2214	0.114004
17	-0.118762	-0.8142	0.209821
18	-0.096127	-0.659	0.256551
19	-0.070629	-0.4842	0.315243
20	0.041233	0.2827	0.389333
21	-0.002484	-0.017	0.493243
22	0.047686	0.3269	0.37259
23	-0.057982	-0.3975	0.346396
24	-0.079995	-0.5484	0.293
25	0.048322	0.3313	0.370952
26	-0.02545	-0.1745	0.431121
27	-0.045778	-0.3138	0.377518
28	0.074585	0.5113	0.305758
29	-0.073771	-0.5057	0.307699
30	-0.075301	-0.5162	0.304055
31	0.030505	0.2091	0.417624
32	-0.111259	-0.7628	0.22471
33	-0.008637	-0.0592	0.476518
34	0.048605	0.3332	0.370225
35	-0.041617	-0.2853	0.38833
36	0.060045	0.4116	0.341235

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935652 & 6.4145 & 0 \tabularnewline
2 & -0.328226 & -2.2502 & 0.014578 \tabularnewline
3 & -0.199445 & -1.3673 & 0.089014 \tabularnewline
4 & -0.218421 & -1.4974 & 0.070485 \tabularnewline
5 & -0.449156 & -3.0793 & 0.00173 \tabularnewline
6 & 0.28909 & 1.9819 & 0.026678 \tabularnewline
7 & -0.112359 & -0.7703 & 0.22249 \tabularnewline
8 & -0.263432 & -1.806 & 0.038662 \tabularnewline
9 & 0.032516 & 0.2229 & 0.412283 \tabularnewline
10 & -0.112831 & -0.7735 & 0.221541 \tabularnewline
11 & 0.023664 & 0.1622 & 0.435909 \tabularnewline
12 & -0.069748 & -0.4782 & 0.317373 \tabularnewline
13 & 0.24136 & 1.6547 & 0.052327 \tabularnewline
14 & 0.070016 & 0.48 & 0.316726 \tabularnewline
15 & -0.04861 & -0.3333 & 0.370212 \tabularnewline
16 & -0.178167 & -1.2214 & 0.114004 \tabularnewline
17 & -0.118762 & -0.8142 & 0.209821 \tabularnewline
18 & -0.096127 & -0.659 & 0.256551 \tabularnewline
19 & -0.070629 & -0.4842 & 0.315243 \tabularnewline
20 & 0.041233 & 0.2827 & 0.389333 \tabularnewline
21 & -0.002484 & -0.017 & 0.493243 \tabularnewline
22 & 0.047686 & 0.3269 & 0.37259 \tabularnewline
23 & -0.057982 & -0.3975 & 0.346396 \tabularnewline
24 & -0.079995 & -0.5484 & 0.293 \tabularnewline
25 & 0.048322 & 0.3313 & 0.370952 \tabularnewline
26 & -0.02545 & -0.1745 & 0.431121 \tabularnewline
27 & -0.045778 & -0.3138 & 0.377518 \tabularnewline
28 & 0.074585 & 0.5113 & 0.305758 \tabularnewline
29 & -0.073771 & -0.5057 & 0.307699 \tabularnewline
30 & -0.075301 & -0.5162 & 0.304055 \tabularnewline
31 & 0.030505 & 0.2091 & 0.417624 \tabularnewline
32 & -0.111259 & -0.7628 & 0.22471 \tabularnewline
33 & -0.008637 & -0.0592 & 0.476518 \tabularnewline
34 & 0.048605 & 0.3332 & 0.370225 \tabularnewline
35 & -0.041617 & -0.2853 & 0.38833 \tabularnewline
36 & 0.060045 & 0.4116 & 0.341235 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68204&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]0.935652[/C][C]6.4145[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.328226[/C][C]-2.2502[/C][C]0.014578[/C][/ROW]
[ROW][C]3[/C][C]-0.199445[/C][C]-1.3673[/C][C]0.089014[/C][/ROW]
[ROW][C]4[/C][C]-0.218421[/C][C]-1.4974[/C][C]0.070485[/C][/ROW]
[ROW][C]5[/C][C]-0.449156[/C][C]-3.0793[/C][C]0.00173[/C][/ROW]
[ROW][C]6[/C][C]0.28909[/C][C]1.9819[/C][C]0.026678[/C][/ROW]
[ROW][C]7[/C][C]-0.112359[/C][C]-0.7703[/C][C]0.22249[/C][/ROW]
[ROW][C]8[/C][C]-0.263432[/C][C]-1.806[/C][C]0.038662[/C][/ROW]
[ROW][C]9[/C][C]0.032516[/C][C]0.2229[/C][C]0.412283[/C][/ROW]
[ROW][C]10[/C][C]-0.112831[/C][C]-0.7735[/C][C]0.221541[/C][/ROW]
[ROW][C]11[/C][C]0.023664[/C][C]0.1622[/C][C]0.435909[/C][/ROW]
[ROW][C]12[/C][C]-0.069748[/C][C]-0.4782[/C][C]0.317373[/C][/ROW]
[ROW][C]13[/C][C]0.24136[/C][C]1.6547[/C][C]0.052327[/C][/ROW]
[ROW][C]14[/C][C]0.070016[/C][C]0.48[/C][C]0.316726[/C][/ROW]
[ROW][C]15[/C][C]-0.04861[/C][C]-0.3333[/C][C]0.370212[/C][/ROW]
[ROW][C]16[/C][C]-0.178167[/C][C]-1.2214[/C][C]0.114004[/C][/ROW]
[ROW][C]17[/C][C]-0.118762[/C][C]-0.8142[/C][C]0.209821[/C][/ROW]
[ROW][C]18[/C][C]-0.096127[/C][C]-0.659[/C][C]0.256551[/C][/ROW]
[ROW][C]19[/C][C]-0.070629[/C][C]-0.4842[/C][C]0.315243[/C][/ROW]
[ROW][C]20[/C][C]0.041233[/C][C]0.2827[/C][C]0.389333[/C][/ROW]
[ROW][C]21[/C][C]-0.002484[/C][C]-0.017[/C][C]0.493243[/C][/ROW]
[ROW][C]22[/C][C]0.047686[/C][C]0.3269[/C][C]0.37259[/C][/ROW]
[ROW][C]23[/C][C]-0.057982[/C][C]-0.3975[/C][C]0.346396[/C][/ROW]
[ROW][C]24[/C][C]-0.079995[/C][C]-0.5484[/C][C]0.293[/C][/ROW]
[ROW][C]25[/C][C]0.048322[/C][C]0.3313[/C][C]0.370952[/C][/ROW]
[ROW][C]26[/C][C]-0.02545[/C][C]-0.1745[/C][C]0.431121[/C][/ROW]
[ROW][C]27[/C][C]-0.045778[/C][C]-0.3138[/C][C]0.377518[/C][/ROW]
[ROW][C]28[/C][C]0.074585[/C][C]0.5113[/C][C]0.305758[/C][/ROW]
[ROW][C]29[/C][C]-0.073771[/C][C]-0.5057[/C][C]0.307699[/C][/ROW]
[ROW][C]30[/C][C]-0.075301[/C][C]-0.5162[/C][C]0.304055[/C][/ROW]
[ROW][C]31[/C][C]0.030505[/C][C]0.2091[/C][C]0.417624[/C][/ROW]
[ROW][C]32[/C][C]-0.111259[/C][C]-0.7628[/C][C]0.22471[/C][/ROW]
[ROW][C]33[/C][C]-0.008637[/C][C]-0.0592[/C][C]0.476518[/C][/ROW]
[ROW][C]34[/C][C]0.048605[/C][C]0.3332[/C][C]0.370225[/C][/ROW]
[ROW][C]35[/C][C]-0.041617[/C][C]-0.2853[/C][C]0.38833[/C][/ROW]
[ROW][C]36[/C][C]0.060045[/C][C]0.4116[/C][C]0.341235[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68204&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68204&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	0.935652	6.4145	0
2	-0.328226	-2.2502	0.014578
3	-0.199445	-1.3673	0.089014
4	-0.218421	-1.4974	0.070485
5	-0.449156	-3.0793	0.00173
6	0.28909	1.9819	0.026678
7	-0.112359	-0.7703	0.22249
8	-0.263432	-1.806	0.038662
9	0.032516	0.2229	0.412283
10	-0.112831	-0.7735	0.221541
11	0.023664	0.1622	0.435909
12	-0.069748	-0.4782	0.317373
13	0.24136	1.6547	0.052327
14	0.070016	0.48	0.316726
15	-0.04861	-0.3333	0.370212
16	-0.178167	-1.2214	0.114004
17	-0.118762	-0.8142	0.209821
18	-0.096127	-0.659	0.256551
19	-0.070629	-0.4842	0.315243
20	0.041233	0.2827	0.389333
21	-0.002484	-0.017	0.493243
22	0.047686	0.3269	0.37259
23	-0.057982	-0.3975	0.346396
24	-0.079995	-0.5484	0.293
25	0.048322	0.3313	0.370952
26	-0.02545	-0.1745	0.431121
27	-0.045778	-0.3138	0.377518
28	0.074585	0.5113	0.305758
29	-0.073771	-0.5057	0.307699
30	-0.075301	-0.5162	0.304055
31	0.030505	0.2091	0.417624
32	-0.111259	-0.7628	0.22471
33	-0.008637	-0.0592	0.476518
34	0.048605	0.3332	0.370225
35	-0.041617	-0.2853	0.38833
36	0.060045	0.4116	0.341235

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