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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 17:52:21 -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/t12609247954tod0m0v5ffxozs.htm/, Retrieved Tue, 30 Apr 2024 19:57:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68206, Retrieved Tue, 30 Apr 2024 19:57:24 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

159

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Shwws8_v1] [2009-11-27 19:33:40] [5f89c040fdf1f8599c99d7f78a662321]
-   PD          [(Partial) Autocorrelation Function] [Paper] [2009-12-16 00:39:56] [5f89c040fdf1f8599c99d7f78a662321]
-    D              [(Partial) Autocorrelation Function] [Paper] [2009-12-16 00:52:21] [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	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=68206&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=68206&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68206&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	0.285008	1.6619	0.052867
2	0.295469	1.7229	0.046999
3	0.246037	1.4346	0.080264
4	0.2184	1.2735	0.105743
5	-0.188565	-1.0995	0.139635
6	-0.036427	-0.2124	0.416531
7	0.140529	0.8194	0.209128
8	-0.122984	-0.7171	0.239102
9	-0.159233	-0.9285	0.179851
10	-0.276588	-1.6128	0.05802
11	-0.128881	-0.7515	0.228761
12	-0.468548	-2.7321	0.004955
13	-0.288157	-1.6802	0.05104
14	-0.154014	-0.898	0.187737
15	-0.017903	-0.1044	0.458737
16	-0.122082	-0.7119	0.240705
17	0.021905	0.1277	0.449559
18	0.067821	0.3955	0.347487
19	-0.034981	-0.204	0.419795
20	-0.059199	-0.3452	0.36604
21	-0.034697	-0.2023	0.420437
22	0.104647	0.6102	0.272896
23	0.01732	0.101	0.460075
24	0.02646	0.1543	0.439148
25	0.131418	0.7663	0.224395
26	0.057152	0.3333	0.370496
27	-0.050163	-0.2925	0.385841
28	-0.008468	-0.0494	0.480453
29	0.038712	0.2257	0.411383
30	-0.052277	-0.3048	0.381178
31	-0.009667	-0.0564	0.47769
32	0.050542	0.2947	0.385005
33	0.011416	0.0666	0.473659
34	NA	NA	NA
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 & 0.285008 & 1.6619 & 0.052867 \tabularnewline
2 & 0.295469 & 1.7229 & 0.046999 \tabularnewline
3 & 0.246037 & 1.4346 & 0.080264 \tabularnewline
4 & 0.2184 & 1.2735 & 0.105743 \tabularnewline
5 & -0.188565 & -1.0995 & 0.139635 \tabularnewline
6 & -0.036427 & -0.2124 & 0.416531 \tabularnewline
7 & 0.140529 & 0.8194 & 0.209128 \tabularnewline
8 & -0.122984 & -0.7171 & 0.239102 \tabularnewline
9 & -0.159233 & -0.9285 & 0.179851 \tabularnewline
10 & -0.276588 & -1.6128 & 0.05802 \tabularnewline
11 & -0.128881 & -0.7515 & 0.228761 \tabularnewline
12 & -0.468548 & -2.7321 & 0.004955 \tabularnewline
13 & -0.288157 & -1.6802 & 0.05104 \tabularnewline
14 & -0.154014 & -0.898 & 0.187737 \tabularnewline
15 & -0.017903 & -0.1044 & 0.458737 \tabularnewline
16 & -0.122082 & -0.7119 & 0.240705 \tabularnewline
17 & 0.021905 & 0.1277 & 0.449559 \tabularnewline
18 & 0.067821 & 0.3955 & 0.347487 \tabularnewline
19 & -0.034981 & -0.204 & 0.419795 \tabularnewline
20 & -0.059199 & -0.3452 & 0.36604 \tabularnewline
21 & -0.034697 & -0.2023 & 0.420437 \tabularnewline
22 & 0.104647 & 0.6102 & 0.272896 \tabularnewline
23 & 0.01732 & 0.101 & 0.460075 \tabularnewline
24 & 0.02646 & 0.1543 & 0.439148 \tabularnewline
25 & 0.131418 & 0.7663 & 0.224395 \tabularnewline
26 & 0.057152 & 0.3333 & 0.370496 \tabularnewline
27 & -0.050163 & -0.2925 & 0.385841 \tabularnewline
28 & -0.008468 & -0.0494 & 0.480453 \tabularnewline
29 & 0.038712 & 0.2257 & 0.411383 \tabularnewline
30 & -0.052277 & -0.3048 & 0.381178 \tabularnewline
31 & -0.009667 & -0.0564 & 0.47769 \tabularnewline
32 & 0.050542 & 0.2947 & 0.385005 \tabularnewline
33 & 0.011416 & 0.0666 & 0.473659 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68206&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]0.285008[/C][C]1.6619[/C][C]0.052867[/C][/ROW]
[ROW][C]2[/C][C]0.295469[/C][C]1.7229[/C][C]0.046999[/C][/ROW]
[ROW][C]3[/C][C]0.246037[/C][C]1.4346[/C][C]0.080264[/C][/ROW]
[ROW][C]4[/C][C]0.2184[/C][C]1.2735[/C][C]0.105743[/C][/ROW]
[ROW][C]5[/C][C]-0.188565[/C][C]-1.0995[/C][C]0.139635[/C][/ROW]
[ROW][C]6[/C][C]-0.036427[/C][C]-0.2124[/C][C]0.416531[/C][/ROW]
[ROW][C]7[/C][C]0.140529[/C][C]0.8194[/C][C]0.209128[/C][/ROW]
[ROW][C]8[/C][C]-0.122984[/C][C]-0.7171[/C][C]0.239102[/C][/ROW]
[ROW][C]9[/C][C]-0.159233[/C][C]-0.9285[/C][C]0.179851[/C][/ROW]
[ROW][C]10[/C][C]-0.276588[/C][C]-1.6128[/C][C]0.05802[/C][/ROW]
[ROW][C]11[/C][C]-0.128881[/C][C]-0.7515[/C][C]0.228761[/C][/ROW]
[ROW][C]12[/C][C]-0.468548[/C][C]-2.7321[/C][C]0.004955[/C][/ROW]
[ROW][C]13[/C][C]-0.288157[/C][C]-1.6802[/C][C]0.05104[/C][/ROW]
[ROW][C]14[/C][C]-0.154014[/C][C]-0.898[/C][C]0.187737[/C][/ROW]
[ROW][C]15[/C][C]-0.017903[/C][C]-0.1044[/C][C]0.458737[/C][/ROW]
[ROW][C]16[/C][C]-0.122082[/C][C]-0.7119[/C][C]0.240705[/C][/ROW]
[ROW][C]17[/C][C]0.021905[/C][C]0.1277[/C][C]0.449559[/C][/ROW]
[ROW][C]18[/C][C]0.067821[/C][C]0.3955[/C][C]0.347487[/C][/ROW]
[ROW][C]19[/C][C]-0.034981[/C][C]-0.204[/C][C]0.419795[/C][/ROW]
[ROW][C]20[/C][C]-0.059199[/C][C]-0.3452[/C][C]0.36604[/C][/ROW]
[ROW][C]21[/C][C]-0.034697[/C][C]-0.2023[/C][C]0.420437[/C][/ROW]
[ROW][C]22[/C][C]0.104647[/C][C]0.6102[/C][C]0.272896[/C][/ROW]
[ROW][C]23[/C][C]0.01732[/C][C]0.101[/C][C]0.460075[/C][/ROW]
[ROW][C]24[/C][C]0.02646[/C][C]0.1543[/C][C]0.439148[/C][/ROW]
[ROW][C]25[/C][C]0.131418[/C][C]0.7663[/C][C]0.224395[/C][/ROW]
[ROW][C]26[/C][C]0.057152[/C][C]0.3333[/C][C]0.370496[/C][/ROW]
[ROW][C]27[/C][C]-0.050163[/C][C]-0.2925[/C][C]0.385841[/C][/ROW]
[ROW][C]28[/C][C]-0.008468[/C][C]-0.0494[/C][C]0.480453[/C][/ROW]
[ROW][C]29[/C][C]0.038712[/C][C]0.2257[/C][C]0.411383[/C][/ROW]
[ROW][C]30[/C][C]-0.052277[/C][C]-0.3048[/C][C]0.381178[/C][/ROW]
[ROW][C]31[/C][C]-0.009667[/C][C]-0.0564[/C][C]0.47769[/C][/ROW]
[ROW][C]32[/C][C]0.050542[/C][C]0.2947[/C][C]0.385005[/C][/ROW]
[ROW][C]33[/C][C]0.011416[/C][C]0.0666[/C][C]0.473659[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/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=68206&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68206&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	0.285008	1.6619	0.052867
2	0.295469	1.7229	0.046999
3	0.246037	1.4346	0.080264
4	0.2184	1.2735	0.105743
5	-0.188565	-1.0995	0.139635
6	-0.036427	-0.2124	0.416531
7	0.140529	0.8194	0.209128
8	-0.122984	-0.7171	0.239102
9	-0.159233	-0.9285	0.179851
10	-0.276588	-1.6128	0.05802
11	-0.128881	-0.7515	0.228761
12	-0.468548	-2.7321	0.004955
13	-0.288157	-1.6802	0.05104
14	-0.154014	-0.898	0.187737
15	-0.017903	-0.1044	0.458737
16	-0.122082	-0.7119	0.240705
17	0.021905	0.1277	0.449559
18	0.067821	0.3955	0.347487
19	-0.034981	-0.204	0.419795
20	-0.059199	-0.3452	0.36604
21	-0.034697	-0.2023	0.420437
22	0.104647	0.6102	0.272896
23	0.01732	0.101	0.460075
24	0.02646	0.1543	0.439148
25	0.131418	0.7663	0.224395
26	0.057152	0.3333	0.370496
27	-0.050163	-0.2925	0.385841
28	-0.008468	-0.0494	0.480453
29	0.038712	0.2257	0.411383
30	-0.052277	-0.3048	0.381178
31	-0.009667	-0.0564	0.47769
32	0.050542	0.2947	0.385005
33	0.011416	0.0666	0.473659
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.285008	1.6619	0.052867
2	0.23318	1.3597	0.091443
3	0.132368	0.7718	0.222772
4	0.086864	0.5065	0.307887
5	-0.391882	-2.285	0.014335
6	-0.039562	-0.2307	0.409471
7	0.326253	1.9024	0.032811
8	-0.129876	-0.7573	0.227043
9	-0.174964	-1.0202	0.157418
10	-0.485547	-2.8312	0.003867
11	0.010059	0.0587	0.476786
12	0.008305	0.0484	0.480829
13	-0.000491	-0.0029	0.498867
14	0.061758	0.3601	0.360498
15	0.004825	0.0281	0.488861
16	0.005448	0.0318	0.487422
17	-0.027881	-0.1626	0.435908
18	-0.13913	-0.8113	0.211429
19	0.066244	0.3863	0.350853
20	-0.073129	-0.4264	0.336247
21	-0.179878	-1.0489	0.150821
22	-0.081995	-0.4781	0.317815
23	0.012389	0.0722	0.471417
24	-0.043282	-0.2524	0.401135
25	0.093598	0.5458	0.294395
26	-0.145515	-0.8485	0.20105
27	0.01865	0.1087	0.45702
28	0.077774	0.4535	0.326536
29	-0.055886	-0.3259	0.373261
30	-0.071666	-0.4179	0.339331
31	-0.091904	-0.5359	0.297762
32	-0.021069	-0.1229	0.451474
33	-0.033767	-0.1969	0.422542
34	NA	NA	NA
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 & 0.285008 & 1.6619 & 0.052867 \tabularnewline
2 & 0.23318 & 1.3597 & 0.091443 \tabularnewline
3 & 0.132368 & 0.7718 & 0.222772 \tabularnewline
4 & 0.086864 & 0.5065 & 0.307887 \tabularnewline
5 & -0.391882 & -2.285 & 0.014335 \tabularnewline
6 & -0.039562 & -0.2307 & 0.409471 \tabularnewline
7 & 0.326253 & 1.9024 & 0.032811 \tabularnewline
8 & -0.129876 & -0.7573 & 0.227043 \tabularnewline
9 & -0.174964 & -1.0202 & 0.157418 \tabularnewline
10 & -0.485547 & -2.8312 & 0.003867 \tabularnewline
11 & 0.010059 & 0.0587 & 0.476786 \tabularnewline
12 & 0.008305 & 0.0484 & 0.480829 \tabularnewline
13 & -0.000491 & -0.0029 & 0.498867 \tabularnewline
14 & 0.061758 & 0.3601 & 0.360498 \tabularnewline
15 & 0.004825 & 0.0281 & 0.488861 \tabularnewline
16 & 0.005448 & 0.0318 & 0.487422 \tabularnewline
17 & -0.027881 & -0.1626 & 0.435908 \tabularnewline
18 & -0.13913 & -0.8113 & 0.211429 \tabularnewline
19 & 0.066244 & 0.3863 & 0.350853 \tabularnewline
20 & -0.073129 & -0.4264 & 0.336247 \tabularnewline
21 & -0.179878 & -1.0489 & 0.150821 \tabularnewline
22 & -0.081995 & -0.4781 & 0.317815 \tabularnewline
23 & 0.012389 & 0.0722 & 0.471417 \tabularnewline
24 & -0.043282 & -0.2524 & 0.401135 \tabularnewline
25 & 0.093598 & 0.5458 & 0.294395 \tabularnewline
26 & -0.145515 & -0.8485 & 0.20105 \tabularnewline
27 & 0.01865 & 0.1087 & 0.45702 \tabularnewline
28 & 0.077774 & 0.4535 & 0.326536 \tabularnewline
29 & -0.055886 & -0.3259 & 0.373261 \tabularnewline
30 & -0.071666 & -0.4179 & 0.339331 \tabularnewline
31 & -0.091904 & -0.5359 & 0.297762 \tabularnewline
32 & -0.021069 & -0.1229 & 0.451474 \tabularnewline
33 & -0.033767 & -0.1969 & 0.422542 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68206&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]0.285008[/C][C]1.6619[/C][C]0.052867[/C][/ROW]
[ROW][C]2[/C][C]0.23318[/C][C]1.3597[/C][C]0.091443[/C][/ROW]
[ROW][C]3[/C][C]0.132368[/C][C]0.7718[/C][C]0.222772[/C][/ROW]
[ROW][C]4[/C][C]0.086864[/C][C]0.5065[/C][C]0.307887[/C][/ROW]
[ROW][C]5[/C][C]-0.391882[/C][C]-2.285[/C][C]0.014335[/C][/ROW]
[ROW][C]6[/C][C]-0.039562[/C][C]-0.2307[/C][C]0.409471[/C][/ROW]
[ROW][C]7[/C][C]0.326253[/C][C]1.9024[/C][C]0.032811[/C][/ROW]
[ROW][C]8[/C][C]-0.129876[/C][C]-0.7573[/C][C]0.227043[/C][/ROW]
[ROW][C]9[/C][C]-0.174964[/C][C]-1.0202[/C][C]0.157418[/C][/ROW]
[ROW][C]10[/C][C]-0.485547[/C][C]-2.8312[/C][C]0.003867[/C][/ROW]
[ROW][C]11[/C][C]0.010059[/C][C]0.0587[/C][C]0.476786[/C][/ROW]
[ROW][C]12[/C][C]0.008305[/C][C]0.0484[/C][C]0.480829[/C][/ROW]
[ROW][C]13[/C][C]-0.000491[/C][C]-0.0029[/C][C]0.498867[/C][/ROW]
[ROW][C]14[/C][C]0.061758[/C][C]0.3601[/C][C]0.360498[/C][/ROW]
[ROW][C]15[/C][C]0.004825[/C][C]0.0281[/C][C]0.488861[/C][/ROW]
[ROW][C]16[/C][C]0.005448[/C][C]0.0318[/C][C]0.487422[/C][/ROW]
[ROW][C]17[/C][C]-0.027881[/C][C]-0.1626[/C][C]0.435908[/C][/ROW]
[ROW][C]18[/C][C]-0.13913[/C][C]-0.8113[/C][C]0.211429[/C][/ROW]
[ROW][C]19[/C][C]0.066244[/C][C]0.3863[/C][C]0.350853[/C][/ROW]
[ROW][C]20[/C][C]-0.073129[/C][C]-0.4264[/C][C]0.336247[/C][/ROW]
[ROW][C]21[/C][C]-0.179878[/C][C]-1.0489[/C][C]0.150821[/C][/ROW]
[ROW][C]22[/C][C]-0.081995[/C][C]-0.4781[/C][C]0.317815[/C][/ROW]
[ROW][C]23[/C][C]0.012389[/C][C]0.0722[/C][C]0.471417[/C][/ROW]
[ROW][C]24[/C][C]-0.043282[/C][C]-0.2524[/C][C]0.401135[/C][/ROW]
[ROW][C]25[/C][C]0.093598[/C][C]0.5458[/C][C]0.294395[/C][/ROW]
[ROW][C]26[/C][C]-0.145515[/C][C]-0.8485[/C][C]0.20105[/C][/ROW]
[ROW][C]27[/C][C]0.01865[/C][C]0.1087[/C][C]0.45702[/C][/ROW]
[ROW][C]28[/C][C]0.077774[/C][C]0.4535[/C][C]0.326536[/C][/ROW]
[ROW][C]29[/C][C]-0.055886[/C][C]-0.3259[/C][C]0.373261[/C][/ROW]
[ROW][C]30[/C][C]-0.071666[/C][C]-0.4179[/C][C]0.339331[/C][/ROW]
[ROW][C]31[/C][C]-0.091904[/C][C]-0.5359[/C][C]0.297762[/C][/ROW]
[ROW][C]32[/C][C]-0.021069[/C][C]-0.1229[/C][C]0.451474[/C][/ROW]
[ROW][C]33[/C][C]-0.033767[/C][C]-0.1969[/C][C]0.422542[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/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=68206&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68206&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	0.285008	1.6619	0.052867
2	0.23318	1.3597	0.091443
3	0.132368	0.7718	0.222772
4	0.086864	0.5065	0.307887
5	-0.391882	-2.285	0.014335
6	-0.039562	-0.2307	0.409471
7	0.326253	1.9024	0.032811
8	-0.129876	-0.7573	0.227043
9	-0.174964	-1.0202	0.157418
10	-0.485547	-2.8312	0.003867
11	0.010059	0.0587	0.476786
12	0.008305	0.0484	0.480829
13	-0.000491	-0.0029	0.498867
14	0.061758	0.3601	0.360498
15	0.004825	0.0281	0.488861
16	0.005448	0.0318	0.487422
17	-0.027881	-0.1626	0.435908
18	-0.13913	-0.8113	0.211429
19	0.066244	0.3863	0.350853
20	-0.073129	-0.4264	0.336247
21	-0.179878	-1.0489	0.150821
22	-0.081995	-0.4781	0.317815
23	0.012389	0.0722	0.471417
24	-0.043282	-0.2524	0.401135
25	0.093598	0.5458	0.294395
26	-0.145515	-0.8485	0.20105
27	0.01865	0.1087	0.45702
28	0.077774	0.4535	0.326536
29	-0.055886	-0.3259	0.373261
30	-0.071666	-0.4179	0.339331
31	-0.091904	-0.5359	0.297762
32	-0.021069	-0.1229	0.451474
33	-0.033767	-0.1969	0.422542
34	NA	NA	NA
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 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; 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