Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 06:59:34 -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/t1260972076tqwpzx2ol8iklqg.htm/, Retrieved Tue, 30 Apr 2024 10:37:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68350, Retrieved Tue, 30 Apr 2024 10:37:28 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

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

-       [(Partial) Autocorrelation Function] [ACF (d=1; D=0)] [2009-12-16 13:59:34] [6df9bd2792d60592b4a24994398a86db] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68350&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]2 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=68350&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68350&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.310508	-3.5539	0.000264
2	-0.374244	-4.2834	1.8e-05
3	0.403681	4.6203	5e-06
4	-0.18447	-2.1114	0.018321
5	-0.179347	-2.0527	0.021046
6	0.428182	4.9008	1e-06
7	-0.280711	-3.2129	0.000827
8	-0.059788	-0.6843	0.247497
9	0.34064	3.8988	7.7e-05
10	-0.467411	-5.3498	0
11	-0.090329	-1.0339	0.151552
12	0.668108	7.6468	0
13	-0.253251	-2.8986	0.002198
14	-0.262518	-3.0047	0.001593
15	0.277947	3.1813	0.000916
16	-0.181834	-2.0812	0.019682
17	-0.0766	-0.8767	0.191121
18	0.282529	3.2337	0.000773
19	-0.19454	-2.2266	0.013841
20	-0.00587	-0.0672	0.473266
21	0.182017	2.0833	0.019585
22	-0.352452	-4.034	4.6e-05
23	0.020224	0.2315	0.408652
24	0.408866	4.6797	4e-06
25	-0.079941	-0.915	0.180944
26	-0.221629	-2.5367	0.006183
27	0.142842	1.6349	0.052235
28	-0.068028	-0.7786	0.218806
29	-0.078376	-0.8971	0.185668
30	0.150274	1.72	0.0439
31	-0.008575	-0.0981	0.460985
32	-0.08772	-1.004	0.158614
33	0.109983	1.2588	0.105169
34	-0.187609	-2.1473	0.016806
35	-0.066604	-0.7623	0.223621
36	0.339321	3.8837	8.1e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.310508 & -3.5539 & 0.000264 \tabularnewline
2 & -0.374244 & -4.2834 & 1.8e-05 \tabularnewline
3 & 0.403681 & 4.6203 & 5e-06 \tabularnewline
4 & -0.18447 & -2.1114 & 0.018321 \tabularnewline
5 & -0.179347 & -2.0527 & 0.021046 \tabularnewline
6 & 0.428182 & 4.9008 & 1e-06 \tabularnewline
7 & -0.280711 & -3.2129 & 0.000827 \tabularnewline
8 & -0.059788 & -0.6843 & 0.247497 \tabularnewline
9 & 0.34064 & 3.8988 & 7.7e-05 \tabularnewline
10 & -0.467411 & -5.3498 & 0 \tabularnewline
11 & -0.090329 & -1.0339 & 0.151552 \tabularnewline
12 & 0.668108 & 7.6468 & 0 \tabularnewline
13 & -0.253251 & -2.8986 & 0.002198 \tabularnewline
14 & -0.262518 & -3.0047 & 0.001593 \tabularnewline
15 & 0.277947 & 3.1813 & 0.000916 \tabularnewline
16 & -0.181834 & -2.0812 & 0.019682 \tabularnewline
17 & -0.0766 & -0.8767 & 0.191121 \tabularnewline
18 & 0.282529 & 3.2337 & 0.000773 \tabularnewline
19 & -0.19454 & -2.2266 & 0.013841 \tabularnewline
20 & -0.00587 & -0.0672 & 0.473266 \tabularnewline
21 & 0.182017 & 2.0833 & 0.019585 \tabularnewline
22 & -0.352452 & -4.034 & 4.6e-05 \tabularnewline
23 & 0.020224 & 0.2315 & 0.408652 \tabularnewline
24 & 0.408866 & 4.6797 & 4e-06 \tabularnewline
25 & -0.079941 & -0.915 & 0.180944 \tabularnewline
26 & -0.221629 & -2.5367 & 0.006183 \tabularnewline
27 & 0.142842 & 1.6349 & 0.052235 \tabularnewline
28 & -0.068028 & -0.7786 & 0.218806 \tabularnewline
29 & -0.078376 & -0.8971 & 0.185668 \tabularnewline
30 & 0.150274 & 1.72 & 0.0439 \tabularnewline
31 & -0.008575 & -0.0981 & 0.460985 \tabularnewline
32 & -0.08772 & -1.004 & 0.158614 \tabularnewline
33 & 0.109983 & 1.2588 & 0.105169 \tabularnewline
34 & -0.187609 & -2.1473 & 0.016806 \tabularnewline
35 & -0.066604 & -0.7623 & 0.223621 \tabularnewline
36 & 0.339321 & 3.8837 & 8.1e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68350&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]-0.310508[/C][C]-3.5539[/C][C]0.000264[/C][/ROW]
[ROW][C]2[/C][C]-0.374244[/C][C]-4.2834[/C][C]1.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.403681[/C][C]4.6203[/C][C]5e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.18447[/C][C]-2.1114[/C][C]0.018321[/C][/ROW]
[ROW][C]5[/C][C]-0.179347[/C][C]-2.0527[/C][C]0.021046[/C][/ROW]
[ROW][C]6[/C][C]0.428182[/C][C]4.9008[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.280711[/C][C]-3.2129[/C][C]0.000827[/C][/ROW]
[ROW][C]8[/C][C]-0.059788[/C][C]-0.6843[/C][C]0.247497[/C][/ROW]
[ROW][C]9[/C][C]0.34064[/C][C]3.8988[/C][C]7.7e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.467411[/C][C]-5.3498[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]-0.090329[/C][C]-1.0339[/C][C]0.151552[/C][/ROW]
[ROW][C]12[/C][C]0.668108[/C][C]7.6468[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.253251[/C][C]-2.8986[/C][C]0.002198[/C][/ROW]
[ROW][C]14[/C][C]-0.262518[/C][C]-3.0047[/C][C]0.001593[/C][/ROW]
[ROW][C]15[/C][C]0.277947[/C][C]3.1813[/C][C]0.000916[/C][/ROW]
[ROW][C]16[/C][C]-0.181834[/C][C]-2.0812[/C][C]0.019682[/C][/ROW]
[ROW][C]17[/C][C]-0.0766[/C][C]-0.8767[/C][C]0.191121[/C][/ROW]
[ROW][C]18[/C][C]0.282529[/C][C]3.2337[/C][C]0.000773[/C][/ROW]
[ROW][C]19[/C][C]-0.19454[/C][C]-2.2266[/C][C]0.013841[/C][/ROW]
[ROW][C]20[/C][C]-0.00587[/C][C]-0.0672[/C][C]0.473266[/C][/ROW]
[ROW][C]21[/C][C]0.182017[/C][C]2.0833[/C][C]0.019585[/C][/ROW]
[ROW][C]22[/C][C]-0.352452[/C][C]-4.034[/C][C]4.6e-05[/C][/ROW]
[ROW][C]23[/C][C]0.020224[/C][C]0.2315[/C][C]0.408652[/C][/ROW]
[ROW][C]24[/C][C]0.408866[/C][C]4.6797[/C][C]4e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.079941[/C][C]-0.915[/C][C]0.180944[/C][/ROW]
[ROW][C]26[/C][C]-0.221629[/C][C]-2.5367[/C][C]0.006183[/C][/ROW]
[ROW][C]27[/C][C]0.142842[/C][C]1.6349[/C][C]0.052235[/C][/ROW]
[ROW][C]28[/C][C]-0.068028[/C][C]-0.7786[/C][C]0.218806[/C][/ROW]
[ROW][C]29[/C][C]-0.078376[/C][C]-0.8971[/C][C]0.185668[/C][/ROW]
[ROW][C]30[/C][C]0.150274[/C][C]1.72[/C][C]0.0439[/C][/ROW]
[ROW][C]31[/C][C]-0.008575[/C][C]-0.0981[/C][C]0.460985[/C][/ROW]
[ROW][C]32[/C][C]-0.08772[/C][C]-1.004[/C][C]0.158614[/C][/ROW]
[ROW][C]33[/C][C]0.109983[/C][C]1.2588[/C][C]0.105169[/C][/ROW]
[ROW][C]34[/C][C]-0.187609[/C][C]-2.1473[/C][C]0.016806[/C][/ROW]
[ROW][C]35[/C][C]-0.066604[/C][C]-0.7623[/C][C]0.223621[/C][/ROW]
[ROW][C]36[/C][C]0.339321[/C][C]3.8837[/C][C]8.1e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68350&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68350&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	-0.310508	-3.5539	0.000264
2	-0.374244	-4.2834	1.8e-05
3	0.403681	4.6203	5e-06
4	-0.18447	-2.1114	0.018321
5	-0.179347	-2.0527	0.021046
6	0.428182	4.9008	1e-06
7	-0.280711	-3.2129	0.000827
8	-0.059788	-0.6843	0.247497
9	0.34064	3.8988	7.7e-05
10	-0.467411	-5.3498	0
11	-0.090329	-1.0339	0.151552
12	0.668108	7.6468	0
13	-0.253251	-2.8986	0.002198
14	-0.262518	-3.0047	0.001593
15	0.277947	3.1813	0.000916
16	-0.181834	-2.0812	0.019682
17	-0.0766	-0.8767	0.191121
18	0.282529	3.2337	0.000773
19	-0.19454	-2.2266	0.013841
20	-0.00587	-0.0672	0.473266
21	0.182017	2.0833	0.019585
22	-0.352452	-4.034	4.6e-05
23	0.020224	0.2315	0.408652
24	0.408866	4.6797	4e-06
25	-0.079941	-0.915	0.180944
26	-0.221629	-2.5367	0.006183
27	0.142842	1.6349	0.052235
28	-0.068028	-0.7786	0.218806
29	-0.078376	-0.8971	0.185668
30	0.150274	1.72	0.0439
31	-0.008575	-0.0981	0.460985
32	-0.08772	-1.004	0.158614
33	0.109983	1.2588	0.105169
34	-0.187609	-2.1473	0.016806
35	-0.066604	-0.7623	0.223621
36	0.339321	3.8837	8.1e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.310508	-3.5539	0.000264
2	-0.52088	-5.9617	0
3	0.099037	1.1335	0.12953
4	-0.247465	-2.8324	0.002676
5	-0.150981	-1.7281	0.043167
6	0.196295	2.2467	0.013166
7	-0.18042	-2.065	0.020448
8	0.121464	1.3902	0.08341
9	0.096143	1.1004	0.136586
10	-0.375245	-4.2949	1.7e-05
11	-0.300951	-3.4445	0.000384
12	0.299235	3.4249	0.000411
13	0.294612	3.372	0.000491
14	0.02012	0.2303	0.409113
15	-0.183268	-2.0976	0.018931
16	-0.04925	-0.5637	0.286965
17	-0.069436	-0.7947	0.214104
18	-0.110963	-1.27	0.103162
19	0.032137	0.3678	0.356798
20	-0.007718	-0.0883	0.464871
21	-0.1391	-1.5921	0.056889
22	-0.056371	-0.6452	0.259966
23	0.094734	1.0843	0.140117
24	-0.048749	-0.558	0.288914
25	0.200086	2.2901	0.011807
26	0.02598	0.2974	0.383332
27	-0.023317	-0.2669	0.394993
28	-0.007587	-0.0868	0.465469
29	-0.078706	-0.9008	0.184667
30	-0.061323	-0.7019	0.242
31	0.03311	0.379	0.352665
32	-0.061447	-0.7033	0.241562
33	0.06674	0.7639	0.22316
34	-0.000974	-0.0111	0.495561
35	-0.016049	-0.1837	0.42727
36	0.051882	0.5938	0.276828

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.310508 & -3.5539 & 0.000264 \tabularnewline
2 & -0.52088 & -5.9617 & 0 \tabularnewline
3 & 0.099037 & 1.1335 & 0.12953 \tabularnewline
4 & -0.247465 & -2.8324 & 0.002676 \tabularnewline
5 & -0.150981 & -1.7281 & 0.043167 \tabularnewline
6 & 0.196295 & 2.2467 & 0.013166 \tabularnewline
7 & -0.18042 & -2.065 & 0.020448 \tabularnewline
8 & 0.121464 & 1.3902 & 0.08341 \tabularnewline
9 & 0.096143 & 1.1004 & 0.136586 \tabularnewline
10 & -0.375245 & -4.2949 & 1.7e-05 \tabularnewline
11 & -0.300951 & -3.4445 & 0.000384 \tabularnewline
12 & 0.299235 & 3.4249 & 0.000411 \tabularnewline
13 & 0.294612 & 3.372 & 0.000491 \tabularnewline
14 & 0.02012 & 0.2303 & 0.409113 \tabularnewline
15 & -0.183268 & -2.0976 & 0.018931 \tabularnewline
16 & -0.04925 & -0.5637 & 0.286965 \tabularnewline
17 & -0.069436 & -0.7947 & 0.214104 \tabularnewline
18 & -0.110963 & -1.27 & 0.103162 \tabularnewline
19 & 0.032137 & 0.3678 & 0.356798 \tabularnewline
20 & -0.007718 & -0.0883 & 0.464871 \tabularnewline
21 & -0.1391 & -1.5921 & 0.056889 \tabularnewline
22 & -0.056371 & -0.6452 & 0.259966 \tabularnewline
23 & 0.094734 & 1.0843 & 0.140117 \tabularnewline
24 & -0.048749 & -0.558 & 0.288914 \tabularnewline
25 & 0.200086 & 2.2901 & 0.011807 \tabularnewline
26 & 0.02598 & 0.2974 & 0.383332 \tabularnewline
27 & -0.023317 & -0.2669 & 0.394993 \tabularnewline
28 & -0.007587 & -0.0868 & 0.465469 \tabularnewline
29 & -0.078706 & -0.9008 & 0.184667 \tabularnewline
30 & -0.061323 & -0.7019 & 0.242 \tabularnewline
31 & 0.03311 & 0.379 & 0.352665 \tabularnewline
32 & -0.061447 & -0.7033 & 0.241562 \tabularnewline
33 & 0.06674 & 0.7639 & 0.22316 \tabularnewline
34 & -0.000974 & -0.0111 & 0.495561 \tabularnewline
35 & -0.016049 & -0.1837 & 0.42727 \tabularnewline
36 & 0.051882 & 0.5938 & 0.276828 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68350&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]-0.310508[/C][C]-3.5539[/C][C]0.000264[/C][/ROW]
[ROW][C]2[/C][C]-0.52088[/C][C]-5.9617[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.099037[/C][C]1.1335[/C][C]0.12953[/C][/ROW]
[ROW][C]4[/C][C]-0.247465[/C][C]-2.8324[/C][C]0.002676[/C][/ROW]
[ROW][C]5[/C][C]-0.150981[/C][C]-1.7281[/C][C]0.043167[/C][/ROW]
[ROW][C]6[/C][C]0.196295[/C][C]2.2467[/C][C]0.013166[/C][/ROW]
[ROW][C]7[/C][C]-0.18042[/C][C]-2.065[/C][C]0.020448[/C][/ROW]
[ROW][C]8[/C][C]0.121464[/C][C]1.3902[/C][C]0.08341[/C][/ROW]
[ROW][C]9[/C][C]0.096143[/C][C]1.1004[/C][C]0.136586[/C][/ROW]
[ROW][C]10[/C][C]-0.375245[/C][C]-4.2949[/C][C]1.7e-05[/C][/ROW]
[ROW][C]11[/C][C]-0.300951[/C][C]-3.4445[/C][C]0.000384[/C][/ROW]
[ROW][C]12[/C][C]0.299235[/C][C]3.4249[/C][C]0.000411[/C][/ROW]
[ROW][C]13[/C][C]0.294612[/C][C]3.372[/C][C]0.000491[/C][/ROW]
[ROW][C]14[/C][C]0.02012[/C][C]0.2303[/C][C]0.409113[/C][/ROW]
[ROW][C]15[/C][C]-0.183268[/C][C]-2.0976[/C][C]0.018931[/C][/ROW]
[ROW][C]16[/C][C]-0.04925[/C][C]-0.5637[/C][C]0.286965[/C][/ROW]
[ROW][C]17[/C][C]-0.069436[/C][C]-0.7947[/C][C]0.214104[/C][/ROW]
[ROW][C]18[/C][C]-0.110963[/C][C]-1.27[/C][C]0.103162[/C][/ROW]
[ROW][C]19[/C][C]0.032137[/C][C]0.3678[/C][C]0.356798[/C][/ROW]
[ROW][C]20[/C][C]-0.007718[/C][C]-0.0883[/C][C]0.464871[/C][/ROW]
[ROW][C]21[/C][C]-0.1391[/C][C]-1.5921[/C][C]0.056889[/C][/ROW]
[ROW][C]22[/C][C]-0.056371[/C][C]-0.6452[/C][C]0.259966[/C][/ROW]
[ROW][C]23[/C][C]0.094734[/C][C]1.0843[/C][C]0.140117[/C][/ROW]
[ROW][C]24[/C][C]-0.048749[/C][C]-0.558[/C][C]0.288914[/C][/ROW]
[ROW][C]25[/C][C]0.200086[/C][C]2.2901[/C][C]0.011807[/C][/ROW]
[ROW][C]26[/C][C]0.02598[/C][C]0.2974[/C][C]0.383332[/C][/ROW]
[ROW][C]27[/C][C]-0.023317[/C][C]-0.2669[/C][C]0.394993[/C][/ROW]
[ROW][C]28[/C][C]-0.007587[/C][C]-0.0868[/C][C]0.465469[/C][/ROW]
[ROW][C]29[/C][C]-0.078706[/C][C]-0.9008[/C][C]0.184667[/C][/ROW]
[ROW][C]30[/C][C]-0.061323[/C][C]-0.7019[/C][C]0.242[/C][/ROW]
[ROW][C]31[/C][C]0.03311[/C][C]0.379[/C][C]0.352665[/C][/ROW]
[ROW][C]32[/C][C]-0.061447[/C][C]-0.7033[/C][C]0.241562[/C][/ROW]
[ROW][C]33[/C][C]0.06674[/C][C]0.7639[/C][C]0.22316[/C][/ROW]
[ROW][C]34[/C][C]-0.000974[/C][C]-0.0111[/C][C]0.495561[/C][/ROW]
[ROW][C]35[/C][C]-0.016049[/C][C]-0.1837[/C][C]0.42727[/C][/ROW]
[ROW][C]36[/C][C]0.051882[/C][C]0.5938[/C][C]0.276828[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68350&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68350&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	-0.310508	-3.5539	0.000264
2	-0.52088	-5.9617	0
3	0.099037	1.1335	0.12953
4	-0.247465	-2.8324	0.002676
5	-0.150981	-1.7281	0.043167
6	0.196295	2.2467	0.013166
7	-0.18042	-2.065	0.020448
8	0.121464	1.3902	0.08341
9	0.096143	1.1004	0.136586
10	-0.375245	-4.2949	1.7e-05
11	-0.300951	-3.4445	0.000384
12	0.299235	3.4249	0.000411
13	0.294612	3.372	0.000491
14	0.02012	0.2303	0.409113
15	-0.183268	-2.0976	0.018931
16	-0.04925	-0.5637	0.286965
17	-0.069436	-0.7947	0.214104
18	-0.110963	-1.27	0.103162
19	0.032137	0.3678	0.356798
20	-0.007718	-0.0883	0.464871
21	-0.1391	-1.5921	0.056889
22	-0.056371	-0.6452	0.259966
23	0.094734	1.0843	0.140117
24	-0.048749	-0.558	0.288914
25	0.200086	2.2901	0.011807
26	0.02598	0.2974	0.383332
27	-0.023317	-0.2669	0.394993
28	-0.007587	-0.0868	0.465469
29	-0.078706	-0.9008	0.184667
30	-0.061323	-0.7019	0.242
31	0.03311	0.379	0.352665
32	-0.061447	-0.7033	0.241562
33	0.06674	0.7639	0.22316
34	-0.000974	-0.0111	0.495561
35	-0.016049	-0.1837	0.42727
36	0.051882	0.5938	0.276828

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; 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