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

Fri, 18 Dec 2009 07:03:07 -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/18/t1261145015wr4kxgyyrxbfvtu.htm/, Retrieved Sat, 27 Apr 2024 14:36:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69345, Retrieved Sat, 27 Apr 2024 14:36:33 +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

110

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:47:30] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [] [2009-12-04 15:11:40] [ac45432a6622e5ac7affd14a540160b0]
-    D        [(Partial) Autocorrelation Function] [] [2009-12-18 14:03:07] [612b7913d2a3b4fa79d126829bd148db] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1

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=69345&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=69345&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69345&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	0.40189	3.113	0.001418
2	-0.171515	-1.3285	0.094514
3	-0.519309	-4.0225	8.2e-05
4	-0.401893	-3.113	0.001418
5	0.061797	0.4787	0.316953
6	0.423527	3.2806	0.000864
7	0.306213	2.3719	0.010461
8	-0.053766	-0.4165	0.339277
9	-0.283963	-2.1996	0.015851
10	-0.268687	-2.0812	0.020844
11	0.003241	0.0251	0.490027
12	0.2999	2.323	0.011793
13	0.133022	1.0304	0.153483
14	0.043684	0.3384	0.368131
15	-0.021156	-0.1639	0.435191
16	-0.107738	-0.8345	0.203646
17	-0.092307	-0.715	0.238688
18	-0.022832	-0.1769	0.43011
19	0.012718	0.0985	0.460928
20	0.034433	0.2667	0.3953
21	0.083893	0.6498	0.25914
22	0.000248	0.0019	0.499236
23	-0.069435	-0.5378	0.296339
24	-0.052562	-0.4071	0.342676
25	-0.149937	-1.1614	0.125038
26	0.010937	0.0847	0.466384
27	0.119054	0.9222	0.180062
28	0.109754	0.8501	0.199311
29	0.034069	0.2639	0.396382
30	-0.068021	-0.5269	0.300107
31	-0.114468	-0.8867	0.189401
32	-0.14842	-1.1497	0.127423
33	-0.057254	-0.4435	0.329504
34	0.036952	0.2862	0.387845
35	0.098906	0.7661	0.223304
36	0.083449	0.6464	0.260245

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40189 & 3.113 & 0.001418 \tabularnewline
2 & -0.171515 & -1.3285 & 0.094514 \tabularnewline
3 & -0.519309 & -4.0225 & 8.2e-05 \tabularnewline
4 & -0.401893 & -3.113 & 0.001418 \tabularnewline
5 & 0.061797 & 0.4787 & 0.316953 \tabularnewline
6 & 0.423527 & 3.2806 & 0.000864 \tabularnewline
7 & 0.306213 & 2.3719 & 0.010461 \tabularnewline
8 & -0.053766 & -0.4165 & 0.339277 \tabularnewline
9 & -0.283963 & -2.1996 & 0.015851 \tabularnewline
10 & -0.268687 & -2.0812 & 0.020844 \tabularnewline
11 & 0.003241 & 0.0251 & 0.490027 \tabularnewline
12 & 0.2999 & 2.323 & 0.011793 \tabularnewline
13 & 0.133022 & 1.0304 & 0.153483 \tabularnewline
14 & 0.043684 & 0.3384 & 0.368131 \tabularnewline
15 & -0.021156 & -0.1639 & 0.435191 \tabularnewline
16 & -0.107738 & -0.8345 & 0.203646 \tabularnewline
17 & -0.092307 & -0.715 & 0.238688 \tabularnewline
18 & -0.022832 & -0.1769 & 0.43011 \tabularnewline
19 & 0.012718 & 0.0985 & 0.460928 \tabularnewline
20 & 0.034433 & 0.2667 & 0.3953 \tabularnewline
21 & 0.083893 & 0.6498 & 0.25914 \tabularnewline
22 & 0.000248 & 0.0019 & 0.499236 \tabularnewline
23 & -0.069435 & -0.5378 & 0.296339 \tabularnewline
24 & -0.052562 & -0.4071 & 0.342676 \tabularnewline
25 & -0.149937 & -1.1614 & 0.125038 \tabularnewline
26 & 0.010937 & 0.0847 & 0.466384 \tabularnewline
27 & 0.119054 & 0.9222 & 0.180062 \tabularnewline
28 & 0.109754 & 0.8501 & 0.199311 \tabularnewline
29 & 0.034069 & 0.2639 & 0.396382 \tabularnewline
30 & -0.068021 & -0.5269 & 0.300107 \tabularnewline
31 & -0.114468 & -0.8867 & 0.189401 \tabularnewline
32 & -0.14842 & -1.1497 & 0.127423 \tabularnewline
33 & -0.057254 & -0.4435 & 0.329504 \tabularnewline
34 & 0.036952 & 0.2862 & 0.387845 \tabularnewline
35 & 0.098906 & 0.7661 & 0.223304 \tabularnewline
36 & 0.083449 & 0.6464 & 0.260245 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69345&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]0.40189[/C][C]3.113[/C][C]0.001418[/C][/ROW]
[ROW][C]2[/C][C]-0.171515[/C][C]-1.3285[/C][C]0.094514[/C][/ROW]
[ROW][C]3[/C][C]-0.519309[/C][C]-4.0225[/C][C]8.2e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.401893[/C][C]-3.113[/C][C]0.001418[/C][/ROW]
[ROW][C]5[/C][C]0.061797[/C][C]0.4787[/C][C]0.316953[/C][/ROW]
[ROW][C]6[/C][C]0.423527[/C][C]3.2806[/C][C]0.000864[/C][/ROW]
[ROW][C]7[/C][C]0.306213[/C][C]2.3719[/C][C]0.010461[/C][/ROW]
[ROW][C]8[/C][C]-0.053766[/C][C]-0.4165[/C][C]0.339277[/C][/ROW]
[ROW][C]9[/C][C]-0.283963[/C][C]-2.1996[/C][C]0.015851[/C][/ROW]
[ROW][C]10[/C][C]-0.268687[/C][C]-2.0812[/C][C]0.020844[/C][/ROW]
[ROW][C]11[/C][C]0.003241[/C][C]0.0251[/C][C]0.490027[/C][/ROW]
[ROW][C]12[/C][C]0.2999[/C][C]2.323[/C][C]0.011793[/C][/ROW]
[ROW][C]13[/C][C]0.133022[/C][C]1.0304[/C][C]0.153483[/C][/ROW]
[ROW][C]14[/C][C]0.043684[/C][C]0.3384[/C][C]0.368131[/C][/ROW]
[ROW][C]15[/C][C]-0.021156[/C][C]-0.1639[/C][C]0.435191[/C][/ROW]
[ROW][C]16[/C][C]-0.107738[/C][C]-0.8345[/C][C]0.203646[/C][/ROW]
[ROW][C]17[/C][C]-0.092307[/C][C]-0.715[/C][C]0.238688[/C][/ROW]
[ROW][C]18[/C][C]-0.022832[/C][C]-0.1769[/C][C]0.43011[/C][/ROW]
[ROW][C]19[/C][C]0.012718[/C][C]0.0985[/C][C]0.460928[/C][/ROW]
[ROW][C]20[/C][C]0.034433[/C][C]0.2667[/C][C]0.3953[/C][/ROW]
[ROW][C]21[/C][C]0.083893[/C][C]0.6498[/C][C]0.25914[/C][/ROW]
[ROW][C]22[/C][C]0.000248[/C][C]0.0019[/C][C]0.499236[/C][/ROW]
[ROW][C]23[/C][C]-0.069435[/C][C]-0.5378[/C][C]0.296339[/C][/ROW]
[ROW][C]24[/C][C]-0.052562[/C][C]-0.4071[/C][C]0.342676[/C][/ROW]
[ROW][C]25[/C][C]-0.149937[/C][C]-1.1614[/C][C]0.125038[/C][/ROW]
[ROW][C]26[/C][C]0.010937[/C][C]0.0847[/C][C]0.466384[/C][/ROW]
[ROW][C]27[/C][C]0.119054[/C][C]0.9222[/C][C]0.180062[/C][/ROW]
[ROW][C]28[/C][C]0.109754[/C][C]0.8501[/C][C]0.199311[/C][/ROW]
[ROW][C]29[/C][C]0.034069[/C][C]0.2639[/C][C]0.396382[/C][/ROW]
[ROW][C]30[/C][C]-0.068021[/C][C]-0.5269[/C][C]0.300107[/C][/ROW]
[ROW][C]31[/C][C]-0.114468[/C][C]-0.8867[/C][C]0.189401[/C][/ROW]
[ROW][C]32[/C][C]-0.14842[/C][C]-1.1497[/C][C]0.127423[/C][/ROW]
[ROW][C]33[/C][C]-0.057254[/C][C]-0.4435[/C][C]0.329504[/C][/ROW]
[ROW][C]34[/C][C]0.036952[/C][C]0.2862[/C][C]0.387845[/C][/ROW]
[ROW][C]35[/C][C]0.098906[/C][C]0.7661[/C][C]0.223304[/C][/ROW]
[ROW][C]36[/C][C]0.083449[/C][C]0.6464[/C][C]0.260245[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69345&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69345&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	0.40189	3.113	0.001418
2	-0.171515	-1.3285	0.094514
3	-0.519309	-4.0225	8.2e-05
4	-0.401893	-3.113	0.001418
5	0.061797	0.4787	0.316953
6	0.423527	3.2806	0.000864
7	0.306213	2.3719	0.010461
8	-0.053766	-0.4165	0.339277
9	-0.283963	-2.1996	0.015851
10	-0.268687	-2.0812	0.020844
11	0.003241	0.0251	0.490027
12	0.2999	2.323	0.011793
13	0.133022	1.0304	0.153483
14	0.043684	0.3384	0.368131
15	-0.021156	-0.1639	0.435191
16	-0.107738	-0.8345	0.203646
17	-0.092307	-0.715	0.238688
18	-0.022832	-0.1769	0.43011
19	0.012718	0.0985	0.460928
20	0.034433	0.2667	0.3953
21	0.083893	0.6498	0.25914
22	0.000248	0.0019	0.499236
23	-0.069435	-0.5378	0.296339
24	-0.052562	-0.4071	0.342676
25	-0.149937	-1.1614	0.125038
26	0.010937	0.0847	0.466384
27	0.119054	0.9222	0.180062
28	0.109754	0.8501	0.199311
29	0.034069	0.2639	0.396382
30	-0.068021	-0.5269	0.300107
31	-0.114468	-0.8867	0.189401
32	-0.14842	-1.1497	0.127423
33	-0.057254	-0.4435	0.329504
34	0.036952	0.2862	0.387845
35	0.098906	0.7661	0.223304
36	0.083449	0.6464	0.260245

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.40189	3.113	0.001418
2	-0.397182	-3.0766	0.001576
3	-0.372945	-2.8888	0.002686
4	-0.114376	-0.886	0.189589
5	0.153725	1.1907	0.119221
6	0.156982	1.216	0.114378
7	-0.109351	-0.847	0.200172
8	-0.095414	-0.7391	0.231372
9	0.055636	0.431	0.334023
10	-0.008819	-0.0683	0.472881
11	0.010213	0.0791	0.468604
12	0.119286	0.924	0.179597
13	-0.240355	-1.8618	0.033767
14	0.227536	1.7625	0.04154
15	0.222555	1.7239	0.044937
16	-0.138585	-1.0735	0.143678
17	-0.15302	-1.1853	0.120288
18	0.023155	0.1794	0.429131
19	0.117202	0.9078	0.183797
20	-0.053919	-0.4177	0.338845
21	-0.057447	-0.445	0.328968
22	-0.060679	-0.47	0.320025
23	0.002346	0.0182	0.49278
24	0.094953	0.7355	0.23245
25	-0.187471	-1.4521	0.075835
26	-0.054158	-0.4195	0.338173
27	0.010689	0.0828	0.467145
28	0.140728	1.0901	0.140019
29	0.012826	0.0993	0.460597
30	-0.168327	-1.3039	0.098631
31	0.022993	0.1781	0.429621
32	-0.078244	-0.6061	0.273375
33	-0.081851	-0.634	0.264241
34	0.019661	0.1523	0.439732
35	-0.061452	-0.476	0.317899
36	-0.067657	-0.5241	0.301081

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40189 & 3.113 & 0.001418 \tabularnewline
2 & -0.397182 & -3.0766 & 0.001576 \tabularnewline
3 & -0.372945 & -2.8888 & 0.002686 \tabularnewline
4 & -0.114376 & -0.886 & 0.189589 \tabularnewline
5 & 0.153725 & 1.1907 & 0.119221 \tabularnewline
6 & 0.156982 & 1.216 & 0.114378 \tabularnewline
7 & -0.109351 & -0.847 & 0.200172 \tabularnewline
8 & -0.095414 & -0.7391 & 0.231372 \tabularnewline
9 & 0.055636 & 0.431 & 0.334023 \tabularnewline
10 & -0.008819 & -0.0683 & 0.472881 \tabularnewline
11 & 0.010213 & 0.0791 & 0.468604 \tabularnewline
12 & 0.119286 & 0.924 & 0.179597 \tabularnewline
13 & -0.240355 & -1.8618 & 0.033767 \tabularnewline
14 & 0.227536 & 1.7625 & 0.04154 \tabularnewline
15 & 0.222555 & 1.7239 & 0.044937 \tabularnewline
16 & -0.138585 & -1.0735 & 0.143678 \tabularnewline
17 & -0.15302 & -1.1853 & 0.120288 \tabularnewline
18 & 0.023155 & 0.1794 & 0.429131 \tabularnewline
19 & 0.117202 & 0.9078 & 0.183797 \tabularnewline
20 & -0.053919 & -0.4177 & 0.338845 \tabularnewline
21 & -0.057447 & -0.445 & 0.328968 \tabularnewline
22 & -0.060679 & -0.47 & 0.320025 \tabularnewline
23 & 0.002346 & 0.0182 & 0.49278 \tabularnewline
24 & 0.094953 & 0.7355 & 0.23245 \tabularnewline
25 & -0.187471 & -1.4521 & 0.075835 \tabularnewline
26 & -0.054158 & -0.4195 & 0.338173 \tabularnewline
27 & 0.010689 & 0.0828 & 0.467145 \tabularnewline
28 & 0.140728 & 1.0901 & 0.140019 \tabularnewline
29 & 0.012826 & 0.0993 & 0.460597 \tabularnewline
30 & -0.168327 & -1.3039 & 0.098631 \tabularnewline
31 & 0.022993 & 0.1781 & 0.429621 \tabularnewline
32 & -0.078244 & -0.6061 & 0.273375 \tabularnewline
33 & -0.081851 & -0.634 & 0.264241 \tabularnewline
34 & 0.019661 & 0.1523 & 0.439732 \tabularnewline
35 & -0.061452 & -0.476 & 0.317899 \tabularnewline
36 & -0.067657 & -0.5241 & 0.301081 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69345&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]0.40189[/C][C]3.113[/C][C]0.001418[/C][/ROW]
[ROW][C]2[/C][C]-0.397182[/C][C]-3.0766[/C][C]0.001576[/C][/ROW]
[ROW][C]3[/C][C]-0.372945[/C][C]-2.8888[/C][C]0.002686[/C][/ROW]
[ROW][C]4[/C][C]-0.114376[/C][C]-0.886[/C][C]0.189589[/C][/ROW]
[ROW][C]5[/C][C]0.153725[/C][C]1.1907[/C][C]0.119221[/C][/ROW]
[ROW][C]6[/C][C]0.156982[/C][C]1.216[/C][C]0.114378[/C][/ROW]
[ROW][C]7[/C][C]-0.109351[/C][C]-0.847[/C][C]0.200172[/C][/ROW]
[ROW][C]8[/C][C]-0.095414[/C][C]-0.7391[/C][C]0.231372[/C][/ROW]
[ROW][C]9[/C][C]0.055636[/C][C]0.431[/C][C]0.334023[/C][/ROW]
[ROW][C]10[/C][C]-0.008819[/C][C]-0.0683[/C][C]0.472881[/C][/ROW]
[ROW][C]11[/C][C]0.010213[/C][C]0.0791[/C][C]0.468604[/C][/ROW]
[ROW][C]12[/C][C]0.119286[/C][C]0.924[/C][C]0.179597[/C][/ROW]
[ROW][C]13[/C][C]-0.240355[/C][C]-1.8618[/C][C]0.033767[/C][/ROW]
[ROW][C]14[/C][C]0.227536[/C][C]1.7625[/C][C]0.04154[/C][/ROW]
[ROW][C]15[/C][C]0.222555[/C][C]1.7239[/C][C]0.044937[/C][/ROW]
[ROW][C]16[/C][C]-0.138585[/C][C]-1.0735[/C][C]0.143678[/C][/ROW]
[ROW][C]17[/C][C]-0.15302[/C][C]-1.1853[/C][C]0.120288[/C][/ROW]
[ROW][C]18[/C][C]0.023155[/C][C]0.1794[/C][C]0.429131[/C][/ROW]
[ROW][C]19[/C][C]0.117202[/C][C]0.9078[/C][C]0.183797[/C][/ROW]
[ROW][C]20[/C][C]-0.053919[/C][C]-0.4177[/C][C]0.338845[/C][/ROW]
[ROW][C]21[/C][C]-0.057447[/C][C]-0.445[/C][C]0.328968[/C][/ROW]
[ROW][C]22[/C][C]-0.060679[/C][C]-0.47[/C][C]0.320025[/C][/ROW]
[ROW][C]23[/C][C]0.002346[/C][C]0.0182[/C][C]0.49278[/C][/ROW]
[ROW][C]24[/C][C]0.094953[/C][C]0.7355[/C][C]0.23245[/C][/ROW]
[ROW][C]25[/C][C]-0.187471[/C][C]-1.4521[/C][C]0.075835[/C][/ROW]
[ROW][C]26[/C][C]-0.054158[/C][C]-0.4195[/C][C]0.338173[/C][/ROW]
[ROW][C]27[/C][C]0.010689[/C][C]0.0828[/C][C]0.467145[/C][/ROW]
[ROW][C]28[/C][C]0.140728[/C][C]1.0901[/C][C]0.140019[/C][/ROW]
[ROW][C]29[/C][C]0.012826[/C][C]0.0993[/C][C]0.460597[/C][/ROW]
[ROW][C]30[/C][C]-0.168327[/C][C]-1.3039[/C][C]0.098631[/C][/ROW]
[ROW][C]31[/C][C]0.022993[/C][C]0.1781[/C][C]0.429621[/C][/ROW]
[ROW][C]32[/C][C]-0.078244[/C][C]-0.6061[/C][C]0.273375[/C][/ROW]
[ROW][C]33[/C][C]-0.081851[/C][C]-0.634[/C][C]0.264241[/C][/ROW]
[ROW][C]34[/C][C]0.019661[/C][C]0.1523[/C][C]0.439732[/C][/ROW]
[ROW][C]35[/C][C]-0.061452[/C][C]-0.476[/C][C]0.317899[/C][/ROW]
[ROW][C]36[/C][C]-0.067657[/C][C]-0.5241[/C][C]0.301081[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69345&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69345&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	0.40189	3.113	0.001418
2	-0.397182	-3.0766	0.001576
3	-0.372945	-2.8888	0.002686
4	-0.114376	-0.886	0.189589
5	0.153725	1.1907	0.119221
6	0.156982	1.216	0.114378
7	-0.109351	-0.847	0.200172
8	-0.095414	-0.7391	0.231372
9	0.055636	0.431	0.334023
10	-0.008819	-0.0683	0.472881
11	0.010213	0.0791	0.468604
12	0.119286	0.924	0.179597
13	-0.240355	-1.8618	0.033767
14	0.227536	1.7625	0.04154
15	0.222555	1.7239	0.044937
16	-0.138585	-1.0735	0.143678
17	-0.15302	-1.1853	0.120288
18	0.023155	0.1794	0.429131
19	0.117202	0.9078	0.183797
20	-0.053919	-0.4177	0.338845
21	-0.057447	-0.445	0.328968
22	-0.060679	-0.47	0.320025
23	0.002346	0.0182	0.49278
24	0.094953	0.7355	0.23245
25	-0.187471	-1.4521	0.075835
26	-0.054158	-0.4195	0.338173
27	0.010689	0.0828	0.467145
28	0.140728	1.0901	0.140019
29	0.012826	0.0993	0.460597
30	-0.168327	-1.3039	0.098631
31	0.022993	0.1781	0.429621
32	-0.078244	-0.6061	0.273375
33	-0.081851	-0.634	0.264241
34	0.019661	0.1523	0.439732
35	-0.061452	-0.476	0.317899
36	-0.067657	-0.5241	0.301081

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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