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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 17:46:55 -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/t126092446394fydws3th03uxo.htm/, Retrieved Tue, 30 Apr 2024 13:15:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68205, Retrieved Tue, 30 Apr 2024 13:15:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

130

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Shwws8_v1] [2009-11-27 19:16:28] [5f89c040fdf1f8599c99d7f78a662321]
-   PD          [(Partial) Autocorrelation Function] [Paper] [2009-12-16 00:38:03] [5f89c040fdf1f8599c99d7f78a662321]
-    D              [(Partial) Autocorrelation Function] [Paper] [2009-12-16 00:46:55] [93b66894f6318f3da4fcda772f2ffa6f] [Current]

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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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68205&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]3 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=68205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68205&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.945819	5.5955	1e-06
2	0.849027	5.0229	7e-06
3	0.71956	4.257	7.4e-05
4	0.568679	3.3643	0.000936
5	0.386603	2.2872	0.014173
6	0.226284	1.3387	0.094648
7	0.078106	0.4621	0.323441
8	-0.071544	-0.4233	0.337348
9	-0.212396	-1.2565	0.10862
10	-0.324892	-1.9221	0.031382
11	-0.410088	-2.4261	0.010277
12	-0.477361	-2.8241	0.003887
13	-0.496643	-2.9382	0.002904
14	-0.474933	-2.8097	0.004031
15	-0.428767	-2.5366	0.007904
16	-0.380451	-2.2508	0.015392
17	-0.316996	-1.8754	0.034552
18	-0.255696	-1.5127	0.069665
19	-0.205246	-1.2143	0.116391
20	-0.161832	-0.9574	0.172463
21	-0.111602	-0.6602	0.256709
22	-0.064922	-0.3841	0.351619
23	-0.030023	-0.1776	0.430023
24	-0.002396	-0.0142	0.494386
25	0.021357	0.1263	0.45009
26	0.030305	0.1793	0.429373
27	0.026012	0.1539	0.439289
28	0.023057	0.1364	0.446141
29	0.019491	0.1153	0.454429
30	0.010921	0.0646	0.474425
31	0.005209	0.0308	0.487796
32	0.006712	0.0397	0.484275
33	0.006336	0.0375	0.485156
34	0.002311	0.0137	0.494584
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945819 & 5.5955 & 1e-06 \tabularnewline
2 & 0.849027 & 5.0229 & 7e-06 \tabularnewline
3 & 0.71956 & 4.257 & 7.4e-05 \tabularnewline
4 & 0.568679 & 3.3643 & 0.000936 \tabularnewline
5 & 0.386603 & 2.2872 & 0.014173 \tabularnewline
6 & 0.226284 & 1.3387 & 0.094648 \tabularnewline
7 & 0.078106 & 0.4621 & 0.323441 \tabularnewline
8 & -0.071544 & -0.4233 & 0.337348 \tabularnewline
9 & -0.212396 & -1.2565 & 0.10862 \tabularnewline
10 & -0.324892 & -1.9221 & 0.031382 \tabularnewline
11 & -0.410088 & -2.4261 & 0.010277 \tabularnewline
12 & -0.477361 & -2.8241 & 0.003887 \tabularnewline
13 & -0.496643 & -2.9382 & 0.002904 \tabularnewline
14 & -0.474933 & -2.8097 & 0.004031 \tabularnewline
15 & -0.428767 & -2.5366 & 0.007904 \tabularnewline
16 & -0.380451 & -2.2508 & 0.015392 \tabularnewline
17 & -0.316996 & -1.8754 & 0.034552 \tabularnewline
18 & -0.255696 & -1.5127 & 0.069665 \tabularnewline
19 & -0.205246 & -1.2143 & 0.116391 \tabularnewline
20 & -0.161832 & -0.9574 & 0.172463 \tabularnewline
21 & -0.111602 & -0.6602 & 0.256709 \tabularnewline
22 & -0.064922 & -0.3841 & 0.351619 \tabularnewline
23 & -0.030023 & -0.1776 & 0.430023 \tabularnewline
24 & -0.002396 & -0.0142 & 0.494386 \tabularnewline
25 & 0.021357 & 0.1263 & 0.45009 \tabularnewline
26 & 0.030305 & 0.1793 & 0.429373 \tabularnewline
27 & 0.026012 & 0.1539 & 0.439289 \tabularnewline
28 & 0.023057 & 0.1364 & 0.446141 \tabularnewline
29 & 0.019491 & 0.1153 & 0.454429 \tabularnewline
30 & 0.010921 & 0.0646 & 0.474425 \tabularnewline
31 & 0.005209 & 0.0308 & 0.487796 \tabularnewline
32 & 0.006712 & 0.0397 & 0.484275 \tabularnewline
33 & 0.006336 & 0.0375 & 0.485156 \tabularnewline
34 & 0.002311 & 0.0137 & 0.494584 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68205&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]0.945819[/C][C]5.5955[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.849027[/C][C]5.0229[/C][C]7e-06[/C][/ROW]
[ROW][C]3[/C][C]0.71956[/C][C]4.257[/C][C]7.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.568679[/C][C]3.3643[/C][C]0.000936[/C][/ROW]
[ROW][C]5[/C][C]0.386603[/C][C]2.2872[/C][C]0.014173[/C][/ROW]
[ROW][C]6[/C][C]0.226284[/C][C]1.3387[/C][C]0.094648[/C][/ROW]
[ROW][C]7[/C][C]0.078106[/C][C]0.4621[/C][C]0.323441[/C][/ROW]
[ROW][C]8[/C][C]-0.071544[/C][C]-0.4233[/C][C]0.337348[/C][/ROW]
[ROW][C]9[/C][C]-0.212396[/C][C]-1.2565[/C][C]0.10862[/C][/ROW]
[ROW][C]10[/C][C]-0.324892[/C][C]-1.9221[/C][C]0.031382[/C][/ROW]
[ROW][C]11[/C][C]-0.410088[/C][C]-2.4261[/C][C]0.010277[/C][/ROW]
[ROW][C]12[/C][C]-0.477361[/C][C]-2.8241[/C][C]0.003887[/C][/ROW]
[ROW][C]13[/C][C]-0.496643[/C][C]-2.9382[/C][C]0.002904[/C][/ROW]
[ROW][C]14[/C][C]-0.474933[/C][C]-2.8097[/C][C]0.004031[/C][/ROW]
[ROW][C]15[/C][C]-0.428767[/C][C]-2.5366[/C][C]0.007904[/C][/ROW]
[ROW][C]16[/C][C]-0.380451[/C][C]-2.2508[/C][C]0.015392[/C][/ROW]
[ROW][C]17[/C][C]-0.316996[/C][C]-1.8754[/C][C]0.034552[/C][/ROW]
[ROW][C]18[/C][C]-0.255696[/C][C]-1.5127[/C][C]0.069665[/C][/ROW]
[ROW][C]19[/C][C]-0.205246[/C][C]-1.2143[/C][C]0.116391[/C][/ROW]
[ROW][C]20[/C][C]-0.161832[/C][C]-0.9574[/C][C]0.172463[/C][/ROW]
[ROW][C]21[/C][C]-0.111602[/C][C]-0.6602[/C][C]0.256709[/C][/ROW]
[ROW][C]22[/C][C]-0.064922[/C][C]-0.3841[/C][C]0.351619[/C][/ROW]
[ROW][C]23[/C][C]-0.030023[/C][C]-0.1776[/C][C]0.430023[/C][/ROW]
[ROW][C]24[/C][C]-0.002396[/C][C]-0.0142[/C][C]0.494386[/C][/ROW]
[ROW][C]25[/C][C]0.021357[/C][C]0.1263[/C][C]0.45009[/C][/ROW]
[ROW][C]26[/C][C]0.030305[/C][C]0.1793[/C][C]0.429373[/C][/ROW]
[ROW][C]27[/C][C]0.026012[/C][C]0.1539[/C][C]0.439289[/C][/ROW]
[ROW][C]28[/C][C]0.023057[/C][C]0.1364[/C][C]0.446141[/C][/ROW]
[ROW][C]29[/C][C]0.019491[/C][C]0.1153[/C][C]0.454429[/C][/ROW]
[ROW][C]30[/C][C]0.010921[/C][C]0.0646[/C][C]0.474425[/C][/ROW]
[ROW][C]31[/C][C]0.005209[/C][C]0.0308[/C][C]0.487796[/C][/ROW]
[ROW][C]32[/C][C]0.006712[/C][C]0.0397[/C][C]0.484275[/C][/ROW]
[ROW][C]33[/C][C]0.006336[/C][C]0.0375[/C][C]0.485156[/C][/ROW]
[ROW][C]34[/C][C]0.002311[/C][C]0.0137[/C][C]0.494584[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68205&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	0.945819	5.5955	1e-06
2	0.849027	5.0229	7e-06
3	0.71956	4.257	7.4e-05
4	0.568679	3.3643	0.000936
5	0.386603	2.2872	0.014173
6	0.226284	1.3387	0.094648
7	0.078106	0.4621	0.323441
8	-0.071544	-0.4233	0.337348
9	-0.212396	-1.2565	0.10862
10	-0.324892	-1.9221	0.031382
11	-0.410088	-2.4261	0.010277
12	-0.477361	-2.8241	0.003887
13	-0.496643	-2.9382	0.002904
14	-0.474933	-2.8097	0.004031
15	-0.428767	-2.5366	0.007904
16	-0.380451	-2.2508	0.015392
17	-0.316996	-1.8754	0.034552
18	-0.255696	-1.5127	0.069665
19	-0.205246	-1.2143	0.116391
20	-0.161832	-0.9574	0.172463
21	-0.111602	-0.6602	0.256709
22	-0.064922	-0.3841	0.351619
23	-0.030023	-0.1776	0.430023
24	-0.002396	-0.0142	0.494386
25	0.021357	0.1263	0.45009
26	0.030305	0.1793	0.429373
27	0.026012	0.1539	0.439289
28	0.023057	0.1364	0.446141
29	0.019491	0.1153	0.454429
30	0.010921	0.0646	0.474425
31	0.005209	0.0308	0.487796
32	0.006712	0.0397	0.484275
33	0.006336	0.0375	0.485156
34	0.002311	0.0137	0.494584
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.945819	5.5955	1e-06
2	-0.432012	-2.5558	0.007547
3	-0.253965	-1.5025	0.070971
4	-0.149753	-0.8859	0.190846
5	-0.354118	-2.095	0.021738
6	0.366551	2.1685	0.018499
7	-0.119296	-0.7058	0.242502
8	-0.372003	-2.2008	0.01722
9	0.081873	0.4844	0.31557
10	-0.123282	-0.7293	0.235321
11	0.174966	1.0351	0.153858
12	0.016037	0.0949	0.462478
13	0.141823	0.839	0.203572
14	0.032141	0.1902	0.425145
15	-0.202329	-1.197	0.119676
16	-0.141267	-0.8357	0.204484
17	-0.102256	-0.605	0.274556
18	0.017858	0.1057	0.458231
19	0.025196	0.1491	0.441181
20	-0.018743	-0.1109	0.456171
21	-0.007815	-0.0462	0.481692
22	-0.061612	-0.3645	0.358839
23	-0.02813	-0.1664	0.434391
24	-0.066806	-0.3952	0.347537
25	0.124083	0.7341	0.233893
26	-0.026495	-0.1567	0.438174
27	-0.026343	-0.1558	0.438524
28	-0.00624	-0.0369	0.48538
29	-0.227679	-1.347	0.093324
30	0.0325	0.1923	0.424319
31	0.064497	0.3816	0.352544
32	-0.031097	-0.184	0.427548
33	0.100014	0.5917	0.278929
34	-0.090413	-0.5349	0.298053
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945819 & 5.5955 & 1e-06 \tabularnewline
2 & -0.432012 & -2.5558 & 0.007547 \tabularnewline
3 & -0.253965 & -1.5025 & 0.070971 \tabularnewline
4 & -0.149753 & -0.8859 & 0.190846 \tabularnewline
5 & -0.354118 & -2.095 & 0.021738 \tabularnewline
6 & 0.366551 & 2.1685 & 0.018499 \tabularnewline
7 & -0.119296 & -0.7058 & 0.242502 \tabularnewline
8 & -0.372003 & -2.2008 & 0.01722 \tabularnewline
9 & 0.081873 & 0.4844 & 0.31557 \tabularnewline
10 & -0.123282 & -0.7293 & 0.235321 \tabularnewline
11 & 0.174966 & 1.0351 & 0.153858 \tabularnewline
12 & 0.016037 & 0.0949 & 0.462478 \tabularnewline
13 & 0.141823 & 0.839 & 0.203572 \tabularnewline
14 & 0.032141 & 0.1902 & 0.425145 \tabularnewline
15 & -0.202329 & -1.197 & 0.119676 \tabularnewline
16 & -0.141267 & -0.8357 & 0.204484 \tabularnewline
17 & -0.102256 & -0.605 & 0.274556 \tabularnewline
18 & 0.017858 & 0.1057 & 0.458231 \tabularnewline
19 & 0.025196 & 0.1491 & 0.441181 \tabularnewline
20 & -0.018743 & -0.1109 & 0.456171 \tabularnewline
21 & -0.007815 & -0.0462 & 0.481692 \tabularnewline
22 & -0.061612 & -0.3645 & 0.358839 \tabularnewline
23 & -0.02813 & -0.1664 & 0.434391 \tabularnewline
24 & -0.066806 & -0.3952 & 0.347537 \tabularnewline
25 & 0.124083 & 0.7341 & 0.233893 \tabularnewline
26 & -0.026495 & -0.1567 & 0.438174 \tabularnewline
27 & -0.026343 & -0.1558 & 0.438524 \tabularnewline
28 & -0.00624 & -0.0369 & 0.48538 \tabularnewline
29 & -0.227679 & -1.347 & 0.093324 \tabularnewline
30 & 0.0325 & 0.1923 & 0.424319 \tabularnewline
31 & 0.064497 & 0.3816 & 0.352544 \tabularnewline
32 & -0.031097 & -0.184 & 0.427548 \tabularnewline
33 & 0.100014 & 0.5917 & 0.278929 \tabularnewline
34 & -0.090413 & -0.5349 & 0.298053 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68205&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]0.945819[/C][C]5.5955[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.432012[/C][C]-2.5558[/C][C]0.007547[/C][/ROW]
[ROW][C]3[/C][C]-0.253965[/C][C]-1.5025[/C][C]0.070971[/C][/ROW]
[ROW][C]4[/C][C]-0.149753[/C][C]-0.8859[/C][C]0.190846[/C][/ROW]
[ROW][C]5[/C][C]-0.354118[/C][C]-2.095[/C][C]0.021738[/C][/ROW]
[ROW][C]6[/C][C]0.366551[/C][C]2.1685[/C][C]0.018499[/C][/ROW]
[ROW][C]7[/C][C]-0.119296[/C][C]-0.7058[/C][C]0.242502[/C][/ROW]
[ROW][C]8[/C][C]-0.372003[/C][C]-2.2008[/C][C]0.01722[/C][/ROW]
[ROW][C]9[/C][C]0.081873[/C][C]0.4844[/C][C]0.31557[/C][/ROW]
[ROW][C]10[/C][C]-0.123282[/C][C]-0.7293[/C][C]0.235321[/C][/ROW]
[ROW][C]11[/C][C]0.174966[/C][C]1.0351[/C][C]0.153858[/C][/ROW]
[ROW][C]12[/C][C]0.016037[/C][C]0.0949[/C][C]0.462478[/C][/ROW]
[ROW][C]13[/C][C]0.141823[/C][C]0.839[/C][C]0.203572[/C][/ROW]
[ROW][C]14[/C][C]0.032141[/C][C]0.1902[/C][C]0.425145[/C][/ROW]
[ROW][C]15[/C][C]-0.202329[/C][C]-1.197[/C][C]0.119676[/C][/ROW]
[ROW][C]16[/C][C]-0.141267[/C][C]-0.8357[/C][C]0.204484[/C][/ROW]
[ROW][C]17[/C][C]-0.102256[/C][C]-0.605[/C][C]0.274556[/C][/ROW]
[ROW][C]18[/C][C]0.017858[/C][C]0.1057[/C][C]0.458231[/C][/ROW]
[ROW][C]19[/C][C]0.025196[/C][C]0.1491[/C][C]0.441181[/C][/ROW]
[ROW][C]20[/C][C]-0.018743[/C][C]-0.1109[/C][C]0.456171[/C][/ROW]
[ROW][C]21[/C][C]-0.007815[/C][C]-0.0462[/C][C]0.481692[/C][/ROW]
[ROW][C]22[/C][C]-0.061612[/C][C]-0.3645[/C][C]0.358839[/C][/ROW]
[ROW][C]23[/C][C]-0.02813[/C][C]-0.1664[/C][C]0.434391[/C][/ROW]
[ROW][C]24[/C][C]-0.066806[/C][C]-0.3952[/C][C]0.347537[/C][/ROW]
[ROW][C]25[/C][C]0.124083[/C][C]0.7341[/C][C]0.233893[/C][/ROW]
[ROW][C]26[/C][C]-0.026495[/C][C]-0.1567[/C][C]0.438174[/C][/ROW]
[ROW][C]27[/C][C]-0.026343[/C][C]-0.1558[/C][C]0.438524[/C][/ROW]
[ROW][C]28[/C][C]-0.00624[/C][C]-0.0369[/C][C]0.48538[/C][/ROW]
[ROW][C]29[/C][C]-0.227679[/C][C]-1.347[/C][C]0.093324[/C][/ROW]
[ROW][C]30[/C][C]0.0325[/C][C]0.1923[/C][C]0.424319[/C][/ROW]
[ROW][C]31[/C][C]0.064497[/C][C]0.3816[/C][C]0.352544[/C][/ROW]
[ROW][C]32[/C][C]-0.031097[/C][C]-0.184[/C][C]0.427548[/C][/ROW]
[ROW][C]33[/C][C]0.100014[/C][C]0.5917[/C][C]0.278929[/C][/ROW]
[ROW][C]34[/C][C]-0.090413[/C][C]-0.5349[/C][C]0.298053[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68205&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68205&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	0.945819	5.5955	1e-06
2	-0.432012	-2.5558	0.007547
3	-0.253965	-1.5025	0.070971
4	-0.149753	-0.8859	0.190846
5	-0.354118	-2.095	0.021738
6	0.366551	2.1685	0.018499
7	-0.119296	-0.7058	0.242502
8	-0.372003	-2.2008	0.01722
9	0.081873	0.4844	0.31557
10	-0.123282	-0.7293	0.235321
11	0.174966	1.0351	0.153858
12	0.016037	0.0949	0.462478
13	0.141823	0.839	0.203572
14	0.032141	0.1902	0.425145
15	-0.202329	-1.197	0.119676
16	-0.141267	-0.8357	0.204484
17	-0.102256	-0.605	0.274556
18	0.017858	0.1057	0.458231
19	0.025196	0.1491	0.441181
20	-0.018743	-0.1109	0.456171
21	-0.007815	-0.0462	0.481692
22	-0.061612	-0.3645	0.358839
23	-0.02813	-0.1664	0.434391
24	-0.066806	-0.3952	0.347537
25	0.124083	0.7341	0.233893
26	-0.026495	-0.1567	0.438174
27	-0.026343	-0.1558	0.438524
28	-0.00624	-0.0369	0.48538
29	-0.227679	-1.347	0.093324
30	0.0325	0.1923	0.424319
31	0.064497	0.3816	0.352544
32	-0.031097	-0.184	0.427548
33	0.100014	0.5917	0.278929
34	-0.090413	-0.5349	0.298053
35	NA	NA	NA
36	NA	NA	NA

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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