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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 06:33:00 -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/t1260970556vcqddztot3tp9mr.htm/, Retrieved Tue, 30 Apr 2024 08:58:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68318, Retrieved Tue, 30 Apr 2024 08:58:47 +0000

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User-defined keywords

Estimated Impact

141

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] [5f89c040fdf1f8599c99d7f78a662321]
-   PD                [(Partial) Autocorrelation Function] [] [2009-12-16 13:33:00] [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=68318&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=68318&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68318&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	0.23841	1.617	0.056361
2	0.268845	1.8234	0.037373
3	0.28001	1.8991	0.031915
4	0.30184	2.0472	0.023189
5	-0.164574	-1.1162	0.135067
6	0.006935	0.047	0.481345
7	0.181655	1.232	0.112096
8	-0.112113	-0.7604	0.225452
9	-0.22866	-1.5508	0.063896
10	-0.253037	-1.7162	0.046429
11	-0.064409	-0.4368	0.332136
12	-0.509643	-3.4566	0.000594
13	-0.290292	-1.9689	0.027506
14	-0.158657	-1.0761	0.143756
15	-0.041565	-0.2819	0.389638
16	-0.210409	-1.4271	0.080157
17	0.016093	0.1091	0.45678
18	0.0498	0.3378	0.36854
19	-0.052536	-0.3563	0.361615
20	-0.077458	-0.5253	0.300932
21	-0.022481	-0.1525	0.439741
22	0.139726	0.9477	0.174125
23	-0.005939	-0.0403	0.484023
24	0.006589	0.0447	0.482273
25	0.143709	0.9747	0.167409
26	0.085094	0.5771	0.283331
27	-0.079902	-0.5419	0.295244
28	0.012192	0.0827	0.467228
29	0.061928	0.42	0.338215
30	-0.05165	-0.3503	0.363854
31	-0.064391	-0.4367	0.332177
32	0.070819	0.4803	0.316639
33	0.067258	0.4562	0.325209
34	-0.029079	-0.1972	0.42226
35	-0.024126	-0.1636	0.435369
36	0.0753	0.5107	0.305997

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.23841 & 1.617 & 0.056361 \tabularnewline
2 & 0.268845 & 1.8234 & 0.037373 \tabularnewline
3 & 0.28001 & 1.8991 & 0.031915 \tabularnewline
4 & 0.30184 & 2.0472 & 0.023189 \tabularnewline
5 & -0.164574 & -1.1162 & 0.135067 \tabularnewline
6 & 0.006935 & 0.047 & 0.481345 \tabularnewline
7 & 0.181655 & 1.232 & 0.112096 \tabularnewline
8 & -0.112113 & -0.7604 & 0.225452 \tabularnewline
9 & -0.22866 & -1.5508 & 0.063896 \tabularnewline
10 & -0.253037 & -1.7162 & 0.046429 \tabularnewline
11 & -0.064409 & -0.4368 & 0.332136 \tabularnewline
12 & -0.509643 & -3.4566 & 0.000594 \tabularnewline
13 & -0.290292 & -1.9689 & 0.027506 \tabularnewline
14 & -0.158657 & -1.0761 & 0.143756 \tabularnewline
15 & -0.041565 & -0.2819 & 0.389638 \tabularnewline
16 & -0.210409 & -1.4271 & 0.080157 \tabularnewline
17 & 0.016093 & 0.1091 & 0.45678 \tabularnewline
18 & 0.0498 & 0.3378 & 0.36854 \tabularnewline
19 & -0.052536 & -0.3563 & 0.361615 \tabularnewline
20 & -0.077458 & -0.5253 & 0.300932 \tabularnewline
21 & -0.022481 & -0.1525 & 0.439741 \tabularnewline
22 & 0.139726 & 0.9477 & 0.174125 \tabularnewline
23 & -0.005939 & -0.0403 & 0.484023 \tabularnewline
24 & 0.006589 & 0.0447 & 0.482273 \tabularnewline
25 & 0.143709 & 0.9747 & 0.167409 \tabularnewline
26 & 0.085094 & 0.5771 & 0.283331 \tabularnewline
27 & -0.079902 & -0.5419 & 0.295244 \tabularnewline
28 & 0.012192 & 0.0827 & 0.467228 \tabularnewline
29 & 0.061928 & 0.42 & 0.338215 \tabularnewline
30 & -0.05165 & -0.3503 & 0.363854 \tabularnewline
31 & -0.064391 & -0.4367 & 0.332177 \tabularnewline
32 & 0.070819 & 0.4803 & 0.316639 \tabularnewline
33 & 0.067258 & 0.4562 & 0.325209 \tabularnewline
34 & -0.029079 & -0.1972 & 0.42226 \tabularnewline
35 & -0.024126 & -0.1636 & 0.435369 \tabularnewline
36 & 0.0753 & 0.5107 & 0.305997 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68318&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]0.23841[/C][C]1.617[/C][C]0.056361[/C][/ROW]
[ROW][C]2[/C][C]0.268845[/C][C]1.8234[/C][C]0.037373[/C][/ROW]
[ROW][C]3[/C][C]0.28001[/C][C]1.8991[/C][C]0.031915[/C][/ROW]
[ROW][C]4[/C][C]0.30184[/C][C]2.0472[/C][C]0.023189[/C][/ROW]
[ROW][C]5[/C][C]-0.164574[/C][C]-1.1162[/C][C]0.135067[/C][/ROW]
[ROW][C]6[/C][C]0.006935[/C][C]0.047[/C][C]0.481345[/C][/ROW]
[ROW][C]7[/C][C]0.181655[/C][C]1.232[/C][C]0.112096[/C][/ROW]
[ROW][C]8[/C][C]-0.112113[/C][C]-0.7604[/C][C]0.225452[/C][/ROW]
[ROW][C]9[/C][C]-0.22866[/C][C]-1.5508[/C][C]0.063896[/C][/ROW]
[ROW][C]10[/C][C]-0.253037[/C][C]-1.7162[/C][C]0.046429[/C][/ROW]
[ROW][C]11[/C][C]-0.064409[/C][C]-0.4368[/C][C]0.332136[/C][/ROW]
[ROW][C]12[/C][C]-0.509643[/C][C]-3.4566[/C][C]0.000594[/C][/ROW]
[ROW][C]13[/C][C]-0.290292[/C][C]-1.9689[/C][C]0.027506[/C][/ROW]
[ROW][C]14[/C][C]-0.158657[/C][C]-1.0761[/C][C]0.143756[/C][/ROW]
[ROW][C]15[/C][C]-0.041565[/C][C]-0.2819[/C][C]0.389638[/C][/ROW]
[ROW][C]16[/C][C]-0.210409[/C][C]-1.4271[/C][C]0.080157[/C][/ROW]
[ROW][C]17[/C][C]0.016093[/C][C]0.1091[/C][C]0.45678[/C][/ROW]
[ROW][C]18[/C][C]0.0498[/C][C]0.3378[/C][C]0.36854[/C][/ROW]
[ROW][C]19[/C][C]-0.052536[/C][C]-0.3563[/C][C]0.361615[/C][/ROW]
[ROW][C]20[/C][C]-0.077458[/C][C]-0.5253[/C][C]0.300932[/C][/ROW]
[ROW][C]21[/C][C]-0.022481[/C][C]-0.1525[/C][C]0.439741[/C][/ROW]
[ROW][C]22[/C][C]0.139726[/C][C]0.9477[/C][C]0.174125[/C][/ROW]
[ROW][C]23[/C][C]-0.005939[/C][C]-0.0403[/C][C]0.484023[/C][/ROW]
[ROW][C]24[/C][C]0.006589[/C][C]0.0447[/C][C]0.482273[/C][/ROW]
[ROW][C]25[/C][C]0.143709[/C][C]0.9747[/C][C]0.167409[/C][/ROW]
[ROW][C]26[/C][C]0.085094[/C][C]0.5771[/C][C]0.283331[/C][/ROW]
[ROW][C]27[/C][C]-0.079902[/C][C]-0.5419[/C][C]0.295244[/C][/ROW]
[ROW][C]28[/C][C]0.012192[/C][C]0.0827[/C][C]0.467228[/C][/ROW]
[ROW][C]29[/C][C]0.061928[/C][C]0.42[/C][C]0.338215[/C][/ROW]
[ROW][C]30[/C][C]-0.05165[/C][C]-0.3503[/C][C]0.363854[/C][/ROW]
[ROW][C]31[/C][C]-0.064391[/C][C]-0.4367[/C][C]0.332177[/C][/ROW]
[ROW][C]32[/C][C]0.070819[/C][C]0.4803[/C][C]0.316639[/C][/ROW]
[ROW][C]33[/C][C]0.067258[/C][C]0.4562[/C][C]0.325209[/C][/ROW]
[ROW][C]34[/C][C]-0.029079[/C][C]-0.1972[/C][C]0.42226[/C][/ROW]
[ROW][C]35[/C][C]-0.024126[/C][C]-0.1636[/C][C]0.435369[/C][/ROW]
[ROW][C]36[/C][C]0.0753[/C][C]0.5107[/C][C]0.305997[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68318&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68318&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	0.23841	1.617	0.056361
2	0.268845	1.8234	0.037373
3	0.28001	1.8991	0.031915
4	0.30184	2.0472	0.023189
5	-0.164574	-1.1162	0.135067
6	0.006935	0.047	0.481345
7	0.181655	1.232	0.112096
8	-0.112113	-0.7604	0.225452
9	-0.22866	-1.5508	0.063896
10	-0.253037	-1.7162	0.046429
11	-0.064409	-0.4368	0.332136
12	-0.509643	-3.4566	0.000594
13	-0.290292	-1.9689	0.027506
14	-0.158657	-1.0761	0.143756
15	-0.041565	-0.2819	0.389638
16	-0.210409	-1.4271	0.080157
17	0.016093	0.1091	0.45678
18	0.0498	0.3378	0.36854
19	-0.052536	-0.3563	0.361615
20	-0.077458	-0.5253	0.300932
21	-0.022481	-0.1525	0.439741
22	0.139726	0.9477	0.174125
23	-0.005939	-0.0403	0.484023
24	0.006589	0.0447	0.482273
25	0.143709	0.9747	0.167409
26	0.085094	0.5771	0.283331
27	-0.079902	-0.5419	0.295244
28	0.012192	0.0827	0.467228
29	0.061928	0.42	0.338215
30	-0.05165	-0.3503	0.363854
31	-0.064391	-0.4367	0.332177
32	0.070819	0.4803	0.316639
33	0.067258	0.4562	0.325209
34	-0.029079	-0.1972	0.42226
35	-0.024126	-0.1636	0.435369
36	0.0753	0.5107	0.305997

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.23841	1.617	0.056361
2	0.224782	1.5245	0.067109
3	0.197354	1.3385	0.093653
4	0.191527	1.299	0.100209
5	-0.397653	-2.697	0.004873
6	-0.089388	-0.6063	0.273662
7	0.285519	1.9365	0.029483
8	-0.120973	-0.8205	0.208087
9	-0.213117	-1.4454	0.077558
10	-0.445796	-3.0235	0.002038
11	0.090647	0.6148	0.270859
12	-0.098823	-0.6703	0.253024
13	-0.056621	-0.384	0.351366
14	0.004769	0.0323	0.487167
15	0.105849	0.7179	0.238224
16	0.199692	1.3544	0.091116
17	-0.037374	-0.2535	0.400511
18	-0.22657	-1.5367	0.065612
19	-0.02809	-0.1905	0.424872
20	-0.015212	-0.1032	0.459138
21	-0.174513	-1.1836	0.121325
22	-0.122124	-0.8283	0.205892
23	0.032587	0.221	0.413028
24	-0.123661	-0.8387	0.202985
25	0.110031	0.7463	0.229652
26	-0.061071	-0.4142	0.340324
27	0.060225	0.4085	0.342412
28	0.142774	0.9683	0.168969
29	-0.107122	-0.7265	0.235596
30	-0.131013	-0.8886	0.189428
31	-0.12322	-0.8357	0.203817
32	0.074816	0.5074	0.30714
33	-0.013762	-0.0933	0.46302
34	-0.147844	-1.0027	0.16062
35	-0.027921	-0.1894	0.425319
36	0.022661	0.1537	0.439261

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.23841 & 1.617 & 0.056361 \tabularnewline
2 & 0.224782 & 1.5245 & 0.067109 \tabularnewline
3 & 0.197354 & 1.3385 & 0.093653 \tabularnewline
4 & 0.191527 & 1.299 & 0.100209 \tabularnewline
5 & -0.397653 & -2.697 & 0.004873 \tabularnewline
6 & -0.089388 & -0.6063 & 0.273662 \tabularnewline
7 & 0.285519 & 1.9365 & 0.029483 \tabularnewline
8 & -0.120973 & -0.8205 & 0.208087 \tabularnewline
9 & -0.213117 & -1.4454 & 0.077558 \tabularnewline
10 & -0.445796 & -3.0235 & 0.002038 \tabularnewline
11 & 0.090647 & 0.6148 & 0.270859 \tabularnewline
12 & -0.098823 & -0.6703 & 0.253024 \tabularnewline
13 & -0.056621 & -0.384 & 0.351366 \tabularnewline
14 & 0.004769 & 0.0323 & 0.487167 \tabularnewline
15 & 0.105849 & 0.7179 & 0.238224 \tabularnewline
16 & 0.199692 & 1.3544 & 0.091116 \tabularnewline
17 & -0.037374 & -0.2535 & 0.400511 \tabularnewline
18 & -0.22657 & -1.5367 & 0.065612 \tabularnewline
19 & -0.02809 & -0.1905 & 0.424872 \tabularnewline
20 & -0.015212 & -0.1032 & 0.459138 \tabularnewline
21 & -0.174513 & -1.1836 & 0.121325 \tabularnewline
22 & -0.122124 & -0.8283 & 0.205892 \tabularnewline
23 & 0.032587 & 0.221 & 0.413028 \tabularnewline
24 & -0.123661 & -0.8387 & 0.202985 \tabularnewline
25 & 0.110031 & 0.7463 & 0.229652 \tabularnewline
26 & -0.061071 & -0.4142 & 0.340324 \tabularnewline
27 & 0.060225 & 0.4085 & 0.342412 \tabularnewline
28 & 0.142774 & 0.9683 & 0.168969 \tabularnewline
29 & -0.107122 & -0.7265 & 0.235596 \tabularnewline
30 & -0.131013 & -0.8886 & 0.189428 \tabularnewline
31 & -0.12322 & -0.8357 & 0.203817 \tabularnewline
32 & 0.074816 & 0.5074 & 0.30714 \tabularnewline
33 & -0.013762 & -0.0933 & 0.46302 \tabularnewline
34 & -0.147844 & -1.0027 & 0.16062 \tabularnewline
35 & -0.027921 & -0.1894 & 0.425319 \tabularnewline
36 & 0.022661 & 0.1537 & 0.439261 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68318&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]0.23841[/C][C]1.617[/C][C]0.056361[/C][/ROW]
[ROW][C]2[/C][C]0.224782[/C][C]1.5245[/C][C]0.067109[/C][/ROW]
[ROW][C]3[/C][C]0.197354[/C][C]1.3385[/C][C]0.093653[/C][/ROW]
[ROW][C]4[/C][C]0.191527[/C][C]1.299[/C][C]0.100209[/C][/ROW]
[ROW][C]5[/C][C]-0.397653[/C][C]-2.697[/C][C]0.004873[/C][/ROW]
[ROW][C]6[/C][C]-0.089388[/C][C]-0.6063[/C][C]0.273662[/C][/ROW]
[ROW][C]7[/C][C]0.285519[/C][C]1.9365[/C][C]0.029483[/C][/ROW]
[ROW][C]8[/C][C]-0.120973[/C][C]-0.8205[/C][C]0.208087[/C][/ROW]
[ROW][C]9[/C][C]-0.213117[/C][C]-1.4454[/C][C]0.077558[/C][/ROW]
[ROW][C]10[/C][C]-0.445796[/C][C]-3.0235[/C][C]0.002038[/C][/ROW]
[ROW][C]11[/C][C]0.090647[/C][C]0.6148[/C][C]0.270859[/C][/ROW]
[ROW][C]12[/C][C]-0.098823[/C][C]-0.6703[/C][C]0.253024[/C][/ROW]
[ROW][C]13[/C][C]-0.056621[/C][C]-0.384[/C][C]0.351366[/C][/ROW]
[ROW][C]14[/C][C]0.004769[/C][C]0.0323[/C][C]0.487167[/C][/ROW]
[ROW][C]15[/C][C]0.105849[/C][C]0.7179[/C][C]0.238224[/C][/ROW]
[ROW][C]16[/C][C]0.199692[/C][C]1.3544[/C][C]0.091116[/C][/ROW]
[ROW][C]17[/C][C]-0.037374[/C][C]-0.2535[/C][C]0.400511[/C][/ROW]
[ROW][C]18[/C][C]-0.22657[/C][C]-1.5367[/C][C]0.065612[/C][/ROW]
[ROW][C]19[/C][C]-0.02809[/C][C]-0.1905[/C][C]0.424872[/C][/ROW]
[ROW][C]20[/C][C]-0.015212[/C][C]-0.1032[/C][C]0.459138[/C][/ROW]
[ROW][C]21[/C][C]-0.174513[/C][C]-1.1836[/C][C]0.121325[/C][/ROW]
[ROW][C]22[/C][C]-0.122124[/C][C]-0.8283[/C][C]0.205892[/C][/ROW]
[ROW][C]23[/C][C]0.032587[/C][C]0.221[/C][C]0.413028[/C][/ROW]
[ROW][C]24[/C][C]-0.123661[/C][C]-0.8387[/C][C]0.202985[/C][/ROW]
[ROW][C]25[/C][C]0.110031[/C][C]0.7463[/C][C]0.229652[/C][/ROW]
[ROW][C]26[/C][C]-0.061071[/C][C]-0.4142[/C][C]0.340324[/C][/ROW]
[ROW][C]27[/C][C]0.060225[/C][C]0.4085[/C][C]0.342412[/C][/ROW]
[ROW][C]28[/C][C]0.142774[/C][C]0.9683[/C][C]0.168969[/C][/ROW]
[ROW][C]29[/C][C]-0.107122[/C][C]-0.7265[/C][C]0.235596[/C][/ROW]
[ROW][C]30[/C][C]-0.131013[/C][C]-0.8886[/C][C]0.189428[/C][/ROW]
[ROW][C]31[/C][C]-0.12322[/C][C]-0.8357[/C][C]0.203817[/C][/ROW]
[ROW][C]32[/C][C]0.074816[/C][C]0.5074[/C][C]0.30714[/C][/ROW]
[ROW][C]33[/C][C]-0.013762[/C][C]-0.0933[/C][C]0.46302[/C][/ROW]
[ROW][C]34[/C][C]-0.147844[/C][C]-1.0027[/C][C]0.16062[/C][/ROW]
[ROW][C]35[/C][C]-0.027921[/C][C]-0.1894[/C][C]0.425319[/C][/ROW]
[ROW][C]36[/C][C]0.022661[/C][C]0.1537[/C][C]0.439261[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68318&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68318&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	0.23841	1.617	0.056361
2	0.224782	1.5245	0.067109
3	0.197354	1.3385	0.093653
4	0.191527	1.299	0.100209
5	-0.397653	-2.697	0.004873
6	-0.089388	-0.6063	0.273662
7	0.285519	1.9365	0.029483
8	-0.120973	-0.8205	0.208087
9	-0.213117	-1.4454	0.077558
10	-0.445796	-3.0235	0.002038
11	0.090647	0.6148	0.270859
12	-0.098823	-0.6703	0.253024
13	-0.056621	-0.384	0.351366
14	0.004769	0.0323	0.487167
15	0.105849	0.7179	0.238224
16	0.199692	1.3544	0.091116
17	-0.037374	-0.2535	0.400511
18	-0.22657	-1.5367	0.065612
19	-0.02809	-0.1905	0.424872
20	-0.015212	-0.1032	0.459138
21	-0.174513	-1.1836	0.121325
22	-0.122124	-0.8283	0.205892
23	0.032587	0.221	0.413028
24	-0.123661	-0.8387	0.202985
25	0.110031	0.7463	0.229652
26	-0.061071	-0.4142	0.340324
27	0.060225	0.4085	0.342412
28	0.142774	0.9683	0.168969
29	-0.107122	-0.7265	0.235596
30	-0.131013	-0.8886	0.189428
31	-0.12322	-0.8357	0.203817
32	0.074816	0.5074	0.30714
33	-0.013762	-0.0933	0.46302
34	-0.147844	-1.0027	0.16062
35	-0.027921	-0.1894	0.425319
36	0.022661	0.1537	0.439261

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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