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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 18 Dec 2009 08:28:28 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/18/t1261150190t11y80dxcv8yz09.htm/, Retrieved Sun, 28 Apr 2024 00:00:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69393, Retrieved Sun, 28 Apr 2024 00:00:20 +0000

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User-defined keywords

Estimated Impact

162

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]
-    D        [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 09:42:54] [976efdaed7598845c859b86bc2e467ce]
-    D            [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-18 15:28:28] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]
-   P               [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-18 15:30:44] [976efdaed7598845c859b86bc2e467ce] 
-   P               [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-20 18:20:39] [976efdaed7598845c859b86bc2e467ce] 
-   P                 [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-20 18:23:24] [976efdaed7598845c859b86bc2e467ce] 
-    D                [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-21 13:19:59] [976efdaed7598845c859b86bc2e467ce] 

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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=69393&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=69393&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69393&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	0.928084	7.4825	0
2	0.822936	6.6347	0
3	0.698335	5.6302	0
4	0.55313	4.4595	1.7e-05
5	0.362245	2.9205	0.0024
6	0.185626	1.4966	0.069673
7	0.022096	0.1781	0.429583
8	-0.139309	-1.1231	0.132753
9	-0.293582	-2.3669	0.010462
10	-0.406336	-3.276	0.000846
11	-0.497539	-4.0113	7.9e-05
12	-0.580673	-4.6815	7e-06
13	-0.600353	-4.8402	4e-06
14	-0.565557	-4.5597	1.2e-05
15	-0.509195	-4.1053	5.8e-05
16	-0.452602	-3.649	0.000263
17	-0.366709	-2.9565	0.002166
18	-0.276053	-2.2256	0.014758
19	-0.201224	-1.6223	0.054788
20	-0.136641	-1.1016	0.137342
21	-0.058726	-0.4735	0.318734
22	0.007509	0.0605	0.475954
23	0.056047	0.4519	0.326435
24	0.100858	0.8131	0.209552
25	0.145618	1.174	0.122338
26	0.162857	1.313	0.0969
27	0.15825	1.2758	0.103275
28	0.157778	1.2721	0.103944
29	0.153363	1.2365	0.11037
30	0.139573	1.1253	0.132305
31	0.122877	0.9907	0.162762
32	0.121714	0.9813	0.165044
33	0.112419	0.9064	0.184048
34	0.090255	0.7277	0.234719
35	0.068628	0.5533	0.29098
36	0.060857	0.4906	0.312665

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.928084 & 7.4825 & 0 \tabularnewline
2 & 0.822936 & 6.6347 & 0 \tabularnewline
3 & 0.698335 & 5.6302 & 0 \tabularnewline
4 & 0.55313 & 4.4595 & 1.7e-05 \tabularnewline
5 & 0.362245 & 2.9205 & 0.0024 \tabularnewline
6 & 0.185626 & 1.4966 & 0.069673 \tabularnewline
7 & 0.022096 & 0.1781 & 0.429583 \tabularnewline
8 & -0.139309 & -1.1231 & 0.132753 \tabularnewline
9 & -0.293582 & -2.3669 & 0.010462 \tabularnewline
10 & -0.406336 & -3.276 & 0.000846 \tabularnewline
11 & -0.497539 & -4.0113 & 7.9e-05 \tabularnewline
12 & -0.580673 & -4.6815 & 7e-06 \tabularnewline
13 & -0.600353 & -4.8402 & 4e-06 \tabularnewline
14 & -0.565557 & -4.5597 & 1.2e-05 \tabularnewline
15 & -0.509195 & -4.1053 & 5.8e-05 \tabularnewline
16 & -0.452602 & -3.649 & 0.000263 \tabularnewline
17 & -0.366709 & -2.9565 & 0.002166 \tabularnewline
18 & -0.276053 & -2.2256 & 0.014758 \tabularnewline
19 & -0.201224 & -1.6223 & 0.054788 \tabularnewline
20 & -0.136641 & -1.1016 & 0.137342 \tabularnewline
21 & -0.058726 & -0.4735 & 0.318734 \tabularnewline
22 & 0.007509 & 0.0605 & 0.475954 \tabularnewline
23 & 0.056047 & 0.4519 & 0.326435 \tabularnewline
24 & 0.100858 & 0.8131 & 0.209552 \tabularnewline
25 & 0.145618 & 1.174 & 0.122338 \tabularnewline
26 & 0.162857 & 1.313 & 0.0969 \tabularnewline
27 & 0.15825 & 1.2758 & 0.103275 \tabularnewline
28 & 0.157778 & 1.2721 & 0.103944 \tabularnewline
29 & 0.153363 & 1.2365 & 0.11037 \tabularnewline
30 & 0.139573 & 1.1253 & 0.132305 \tabularnewline
31 & 0.122877 & 0.9907 & 0.162762 \tabularnewline
32 & 0.121714 & 0.9813 & 0.165044 \tabularnewline
33 & 0.112419 & 0.9064 & 0.184048 \tabularnewline
34 & 0.090255 & 0.7277 & 0.234719 \tabularnewline
35 & 0.068628 & 0.5533 & 0.29098 \tabularnewline
36 & 0.060857 & 0.4906 & 0.312665 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69393&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]0.928084[/C][C]7.4825[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.822936[/C][C]6.6347[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.698335[/C][C]5.6302[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.55313[/C][C]4.4595[/C][C]1.7e-05[/C][/ROW]
[ROW][C]5[/C][C]0.362245[/C][C]2.9205[/C][C]0.0024[/C][/ROW]
[ROW][C]6[/C][C]0.185626[/C][C]1.4966[/C][C]0.069673[/C][/ROW]
[ROW][C]7[/C][C]0.022096[/C][C]0.1781[/C][C]0.429583[/C][/ROW]
[ROW][C]8[/C][C]-0.139309[/C][C]-1.1231[/C][C]0.132753[/C][/ROW]
[ROW][C]9[/C][C]-0.293582[/C][C]-2.3669[/C][C]0.010462[/C][/ROW]
[ROW][C]10[/C][C]-0.406336[/C][C]-3.276[/C][C]0.000846[/C][/ROW]
[ROW][C]11[/C][C]-0.497539[/C][C]-4.0113[/C][C]7.9e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.580673[/C][C]-4.6815[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.600353[/C][C]-4.8402[/C][C]4e-06[/C][/ROW]
[ROW][C]14[/C][C]-0.565557[/C][C]-4.5597[/C][C]1.2e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.509195[/C][C]-4.1053[/C][C]5.8e-05[/C][/ROW]
[ROW][C]16[/C][C]-0.452602[/C][C]-3.649[/C][C]0.000263[/C][/ROW]
[ROW][C]17[/C][C]-0.366709[/C][C]-2.9565[/C][C]0.002166[/C][/ROW]
[ROW][C]18[/C][C]-0.276053[/C][C]-2.2256[/C][C]0.014758[/C][/ROW]
[ROW][C]19[/C][C]-0.201224[/C][C]-1.6223[/C][C]0.054788[/C][/ROW]
[ROW][C]20[/C][C]-0.136641[/C][C]-1.1016[/C][C]0.137342[/C][/ROW]
[ROW][C]21[/C][C]-0.058726[/C][C]-0.4735[/C][C]0.318734[/C][/ROW]
[ROW][C]22[/C][C]0.007509[/C][C]0.0605[/C][C]0.475954[/C][/ROW]
[ROW][C]23[/C][C]0.056047[/C][C]0.4519[/C][C]0.326435[/C][/ROW]
[ROW][C]24[/C][C]0.100858[/C][C]0.8131[/C][C]0.209552[/C][/ROW]
[ROW][C]25[/C][C]0.145618[/C][C]1.174[/C][C]0.122338[/C][/ROW]
[ROW][C]26[/C][C]0.162857[/C][C]1.313[/C][C]0.0969[/C][/ROW]
[ROW][C]27[/C][C]0.15825[/C][C]1.2758[/C][C]0.103275[/C][/ROW]
[ROW][C]28[/C][C]0.157778[/C][C]1.2721[/C][C]0.103944[/C][/ROW]
[ROW][C]29[/C][C]0.153363[/C][C]1.2365[/C][C]0.11037[/C][/ROW]
[ROW][C]30[/C][C]0.139573[/C][C]1.1253[/C][C]0.132305[/C][/ROW]
[ROW][C]31[/C][C]0.122877[/C][C]0.9907[/C][C]0.162762[/C][/ROW]
[ROW][C]32[/C][C]0.121714[/C][C]0.9813[/C][C]0.165044[/C][/ROW]
[ROW][C]33[/C][C]0.112419[/C][C]0.9064[/C][C]0.184048[/C][/ROW]
[ROW][C]34[/C][C]0.090255[/C][C]0.7277[/C][C]0.234719[/C][/ROW]
[ROW][C]35[/C][C]0.068628[/C][C]0.5533[/C][C]0.29098[/C][/ROW]
[ROW][C]36[/C][C]0.060857[/C][C]0.4906[/C][C]0.312665[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69393&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69393&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	0.928084	7.4825	0
2	0.822936	6.6347	0
3	0.698335	5.6302	0
4	0.55313	4.4595	1.7e-05
5	0.362245	2.9205	0.0024
6	0.185626	1.4966	0.069673
7	0.022096	0.1781	0.429583
8	-0.139309	-1.1231	0.132753
9	-0.293582	-2.3669	0.010462
10	-0.406336	-3.276	0.000846
11	-0.497539	-4.0113	7.9e-05
12	-0.580673	-4.6815	7e-06
13	-0.600353	-4.8402	4e-06
14	-0.565557	-4.5597	1.2e-05
15	-0.509195	-4.1053	5.8e-05
16	-0.452602	-3.649	0.000263
17	-0.366709	-2.9565	0.002166
18	-0.276053	-2.2256	0.014758
19	-0.201224	-1.6223	0.054788
20	-0.136641	-1.1016	0.137342
21	-0.058726	-0.4735	0.318734
22	0.007509	0.0605	0.475954
23	0.056047	0.4519	0.326435
24	0.100858	0.8131	0.209552
25	0.145618	1.174	0.122338
26	0.162857	1.313	0.0969
27	0.15825	1.2758	0.103275
28	0.157778	1.2721	0.103944
29	0.153363	1.2365	0.11037
30	0.139573	1.1253	0.132305
31	0.122877	0.9907	0.162762
32	0.121714	0.9813	0.165044
33	0.112419	0.9064	0.184048
34	0.090255	0.7277	0.234719
35	0.068628	0.5533	0.29098
36	0.060857	0.4906	0.312665

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.928084	7.4825	0
2	-0.276962	-2.2329	0.014501
3	-0.155476	-1.2535	0.107259
4	-0.190765	-1.538	0.064452
5	-0.417586	-3.3667	0.000641
6	0.091109	0.7345	0.232631
7	-0.053765	-0.4335	0.333056
8	-0.159521	-1.2861	0.101486
9	-0.053064	-0.4278	0.3351
10	0.016366	0.1319	0.447718
11	-0.133247	-1.0743	0.143337
12	-0.167641	-1.3516	0.090599
13	0.358371	2.8893	0.002621
14	0.059525	0.4799	0.316453
15	-0.051859	-0.4181	0.338625
16	-0.119399	-0.9626	0.169652
17	-0.147007	-1.1852	0.120125
18	-0.134696	-1.086	0.140755
19	-0.085123	-0.6863	0.247489
20	0.016615	0.134	0.446926
21	0.025326	0.2042	0.419425
22	0.036469	0.294	0.384837
23	-0.029653	-0.2391	0.405902
24	-0.100039	-0.8065	0.211436
25	0.072318	0.583	0.280941
26	-0.007349	-0.0592	0.476468
27	-0.016855	-0.1359	0.446163
28	0.038187	0.3079	0.379581
29	-0.057192	-0.4611	0.323135
30	0.000828	0.0067	0.497348
31	-0.088864	-0.7164	0.238141
32	0.02989	0.241	0.405163
33	-0.024097	-0.1943	0.423283
34	-0.048596	-0.3918	0.348247
35	0.024159	0.1948	0.423087
36	0.046693	0.3764	0.353905

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.928084 & 7.4825 & 0 \tabularnewline
2 & -0.276962 & -2.2329 & 0.014501 \tabularnewline
3 & -0.155476 & -1.2535 & 0.107259 \tabularnewline
4 & -0.190765 & -1.538 & 0.064452 \tabularnewline
5 & -0.417586 & -3.3667 & 0.000641 \tabularnewline
6 & 0.091109 & 0.7345 & 0.232631 \tabularnewline
7 & -0.053765 & -0.4335 & 0.333056 \tabularnewline
8 & -0.159521 & -1.2861 & 0.101486 \tabularnewline
9 & -0.053064 & -0.4278 & 0.3351 \tabularnewline
10 & 0.016366 & 0.1319 & 0.447718 \tabularnewline
11 & -0.133247 & -1.0743 & 0.143337 \tabularnewline
12 & -0.167641 & -1.3516 & 0.090599 \tabularnewline
13 & 0.358371 & 2.8893 & 0.002621 \tabularnewline
14 & 0.059525 & 0.4799 & 0.316453 \tabularnewline
15 & -0.051859 & -0.4181 & 0.338625 \tabularnewline
16 & -0.119399 & -0.9626 & 0.169652 \tabularnewline
17 & -0.147007 & -1.1852 & 0.120125 \tabularnewline
18 & -0.134696 & -1.086 & 0.140755 \tabularnewline
19 & -0.085123 & -0.6863 & 0.247489 \tabularnewline
20 & 0.016615 & 0.134 & 0.446926 \tabularnewline
21 & 0.025326 & 0.2042 & 0.419425 \tabularnewline
22 & 0.036469 & 0.294 & 0.384837 \tabularnewline
23 & -0.029653 & -0.2391 & 0.405902 \tabularnewline
24 & -0.100039 & -0.8065 & 0.211436 \tabularnewline
25 & 0.072318 & 0.583 & 0.280941 \tabularnewline
26 & -0.007349 & -0.0592 & 0.476468 \tabularnewline
27 & -0.016855 & -0.1359 & 0.446163 \tabularnewline
28 & 0.038187 & 0.3079 & 0.379581 \tabularnewline
29 & -0.057192 & -0.4611 & 0.323135 \tabularnewline
30 & 0.000828 & 0.0067 & 0.497348 \tabularnewline
31 & -0.088864 & -0.7164 & 0.238141 \tabularnewline
32 & 0.02989 & 0.241 & 0.405163 \tabularnewline
33 & -0.024097 & -0.1943 & 0.423283 \tabularnewline
34 & -0.048596 & -0.3918 & 0.348247 \tabularnewline
35 & 0.024159 & 0.1948 & 0.423087 \tabularnewline
36 & 0.046693 & 0.3764 & 0.353905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69393&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]0.928084[/C][C]7.4825[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.276962[/C][C]-2.2329[/C][C]0.014501[/C][/ROW]
[ROW][C]3[/C][C]-0.155476[/C][C]-1.2535[/C][C]0.107259[/C][/ROW]
[ROW][C]4[/C][C]-0.190765[/C][C]-1.538[/C][C]0.064452[/C][/ROW]
[ROW][C]5[/C][C]-0.417586[/C][C]-3.3667[/C][C]0.000641[/C][/ROW]
[ROW][C]6[/C][C]0.091109[/C][C]0.7345[/C][C]0.232631[/C][/ROW]
[ROW][C]7[/C][C]-0.053765[/C][C]-0.4335[/C][C]0.333056[/C][/ROW]
[ROW][C]8[/C][C]-0.159521[/C][C]-1.2861[/C][C]0.101486[/C][/ROW]
[ROW][C]9[/C][C]-0.053064[/C][C]-0.4278[/C][C]0.3351[/C][/ROW]
[ROW][C]10[/C][C]0.016366[/C][C]0.1319[/C][C]0.447718[/C][/ROW]
[ROW][C]11[/C][C]-0.133247[/C][C]-1.0743[/C][C]0.143337[/C][/ROW]
[ROW][C]12[/C][C]-0.167641[/C][C]-1.3516[/C][C]0.090599[/C][/ROW]
[ROW][C]13[/C][C]0.358371[/C][C]2.8893[/C][C]0.002621[/C][/ROW]
[ROW][C]14[/C][C]0.059525[/C][C]0.4799[/C][C]0.316453[/C][/ROW]
[ROW][C]15[/C][C]-0.051859[/C][C]-0.4181[/C][C]0.338625[/C][/ROW]
[ROW][C]16[/C][C]-0.119399[/C][C]-0.9626[/C][C]0.169652[/C][/ROW]
[ROW][C]17[/C][C]-0.147007[/C][C]-1.1852[/C][C]0.120125[/C][/ROW]
[ROW][C]18[/C][C]-0.134696[/C][C]-1.086[/C][C]0.140755[/C][/ROW]
[ROW][C]19[/C][C]-0.085123[/C][C]-0.6863[/C][C]0.247489[/C][/ROW]
[ROW][C]20[/C][C]0.016615[/C][C]0.134[/C][C]0.446926[/C][/ROW]
[ROW][C]21[/C][C]0.025326[/C][C]0.2042[/C][C]0.419425[/C][/ROW]
[ROW][C]22[/C][C]0.036469[/C][C]0.294[/C][C]0.384837[/C][/ROW]
[ROW][C]23[/C][C]-0.029653[/C][C]-0.2391[/C][C]0.405902[/C][/ROW]
[ROW][C]24[/C][C]-0.100039[/C][C]-0.8065[/C][C]0.211436[/C][/ROW]
[ROW][C]25[/C][C]0.072318[/C][C]0.583[/C][C]0.280941[/C][/ROW]
[ROW][C]26[/C][C]-0.007349[/C][C]-0.0592[/C][C]0.476468[/C][/ROW]
[ROW][C]27[/C][C]-0.016855[/C][C]-0.1359[/C][C]0.446163[/C][/ROW]
[ROW][C]28[/C][C]0.038187[/C][C]0.3079[/C][C]0.379581[/C][/ROW]
[ROW][C]29[/C][C]-0.057192[/C][C]-0.4611[/C][C]0.323135[/C][/ROW]
[ROW][C]30[/C][C]0.000828[/C][C]0.0067[/C][C]0.497348[/C][/ROW]
[ROW][C]31[/C][C]-0.088864[/C][C]-0.7164[/C][C]0.238141[/C][/ROW]
[ROW][C]32[/C][C]0.02989[/C][C]0.241[/C][C]0.405163[/C][/ROW]
[ROW][C]33[/C][C]-0.024097[/C][C]-0.1943[/C][C]0.423283[/C][/ROW]
[ROW][C]34[/C][C]-0.048596[/C][C]-0.3918[/C][C]0.348247[/C][/ROW]
[ROW][C]35[/C][C]0.024159[/C][C]0.1948[/C][C]0.423087[/C][/ROW]
[ROW][C]36[/C][C]0.046693[/C][C]0.3764[/C][C]0.353905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69393&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69393&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	0.928084	7.4825	0
2	-0.276962	-2.2329	0.014501
3	-0.155476	-1.2535	0.107259
4	-0.190765	-1.538	0.064452
5	-0.417586	-3.3667	0.000641
6	0.091109	0.7345	0.232631
7	-0.053765	-0.4335	0.333056
8	-0.159521	-1.2861	0.101486
9	-0.053064	-0.4278	0.3351
10	0.016366	0.1319	0.447718
11	-0.133247	-1.0743	0.143337
12	-0.167641	-1.3516	0.090599
13	0.358371	2.8893	0.002621
14	0.059525	0.4799	0.316453
15	-0.051859	-0.4181	0.338625
16	-0.119399	-0.9626	0.169652
17	-0.147007	-1.1852	0.120125
18	-0.134696	-1.086	0.140755
19	-0.085123	-0.6863	0.247489
20	0.016615	0.134	0.446926
21	0.025326	0.2042	0.419425
22	0.036469	0.294	0.384837
23	-0.029653	-0.2391	0.405902
24	-0.100039	-0.8065	0.211436
25	0.072318	0.583	0.280941
26	-0.007349	-0.0592	0.476468
27	-0.016855	-0.1359	0.446163
28	0.038187	0.3079	0.379581
29	-0.057192	-0.4611	0.323135
30	0.000828	0.0067	0.497348
31	-0.088864	-0.7164	0.238141
32	0.02989	0.241	0.405163
33	-0.024097	-0.1943	0.423283
34	-0.048596	-0.3918	0.348247
35	0.024159	0.1948	0.423087
36	0.046693	0.3764	0.353905

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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