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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 04:36:45 -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/21/t1261395535q6p0pwnczz93n9w.htm/, Retrieved Sun, 05 May 2024 12:22:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70111, Retrieved Sun, 05 May 2024 12:22:58 +0000

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Estimated Impact

127

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]
- R  D          [(Partial) Autocorrelation Function] [] [2009-12-21 11:36:45] [d1856923bab8a0db5ebd860815c7444f] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-21 12:06:02] [8f79fe502d085bc4aad43092067387d5] 
-   P               [(Partial) Autocorrelation Function] [] [2009-12-21 15:46:30] [8f79fe502d085bc4aad43092067387d5] 

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Dataseries X:

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Histogram

Boxplots

0.9
1
1.2
1.5
1.8
2.3
2.7
3.1
3.7
4.5
5.8
7
7.9
8.5
8.7
8.7
8.5
8.3
8.3
8.7
8.5
7.6
6.5
5.6
4.5
4.2
4.1
4
4.1
4.3
4
3.5
3.2
3.2
3.2
3
3
2.4
2.3
1.7
1.5
1.1
0.8
1
1.5
1.9
1.8
1.9
1.7
1.8
1.6
2.2
2.2
2.3
2.3
2.2
2.5
2.1
2.1
2

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=70111&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=70111&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70111&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	0.966999	7.4903	0
2	0.908493	7.0372	0
3	0.829821	6.4278	0
4	0.742351	5.7502	0
5	0.646643	5.0089	3e-06
6	0.54865	4.2498	3.8e-05
7	0.447518	3.4665	0.00049
8	0.340947	2.641	0.005262
9	0.234143	1.8137	0.037366
10	0.127945	0.9911	0.162818
11	0.036972	0.2864	0.387785
12	-0.037116	-0.2875	0.387361
13	-0.089748	-0.6952	0.244811
14	-0.127453	-0.9872	0.163744
15	-0.154038	-1.1932	0.118749
16	-0.179757	-1.3924	0.084472
17	-0.207818	-1.6097	0.056351
18	-0.237092	-1.8365	0.035619
19	-0.263541	-2.0414	0.022809
20	-0.279926	-2.1683	0.017056
21	-0.29051	-2.2503	0.014055
22	-0.297323	-2.3031	0.012379
23	-0.306047	-2.3706	0.010494
24	-0.313848	-2.4311	0.00903
25	-0.326928	-2.5324	0.006982
26	-0.338451	-2.6216	0.005537
27	-0.346911	-2.6872	0.004655
28	-0.349242	-2.7052	0.004436
29	-0.342012	-2.6492	0.005149
30	-0.322586	-2.4987	0.00761
31	-0.297742	-2.3063	0.012282
32	-0.273707	-2.1201	0.01907
33	-0.251077	-1.9448	0.028243
34	-0.229074	-1.7744	0.040535
35	-0.207643	-1.6084	0.056499
36	-0.187388	-1.4515	0.075925

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966999 & 7.4903 & 0 \tabularnewline
2 & 0.908493 & 7.0372 & 0 \tabularnewline
3 & 0.829821 & 6.4278 & 0 \tabularnewline
4 & 0.742351 & 5.7502 & 0 \tabularnewline
5 & 0.646643 & 5.0089 & 3e-06 \tabularnewline
6 & 0.54865 & 4.2498 & 3.8e-05 \tabularnewline
7 & 0.447518 & 3.4665 & 0.00049 \tabularnewline
8 & 0.340947 & 2.641 & 0.005262 \tabularnewline
9 & 0.234143 & 1.8137 & 0.037366 \tabularnewline
10 & 0.127945 & 0.9911 & 0.162818 \tabularnewline
11 & 0.036972 & 0.2864 & 0.387785 \tabularnewline
12 & -0.037116 & -0.2875 & 0.387361 \tabularnewline
13 & -0.089748 & -0.6952 & 0.244811 \tabularnewline
14 & -0.127453 & -0.9872 & 0.163744 \tabularnewline
15 & -0.154038 & -1.1932 & 0.118749 \tabularnewline
16 & -0.179757 & -1.3924 & 0.084472 \tabularnewline
17 & -0.207818 & -1.6097 & 0.056351 \tabularnewline
18 & -0.237092 & -1.8365 & 0.035619 \tabularnewline
19 & -0.263541 & -2.0414 & 0.022809 \tabularnewline
20 & -0.279926 & -2.1683 & 0.017056 \tabularnewline
21 & -0.29051 & -2.2503 & 0.014055 \tabularnewline
22 & -0.297323 & -2.3031 & 0.012379 \tabularnewline
23 & -0.306047 & -2.3706 & 0.010494 \tabularnewline
24 & -0.313848 & -2.4311 & 0.00903 \tabularnewline
25 & -0.326928 & -2.5324 & 0.006982 \tabularnewline
26 & -0.338451 & -2.6216 & 0.005537 \tabularnewline
27 & -0.346911 & -2.6872 & 0.004655 \tabularnewline
28 & -0.349242 & -2.7052 & 0.004436 \tabularnewline
29 & -0.342012 & -2.6492 & 0.005149 \tabularnewline
30 & -0.322586 & -2.4987 & 0.00761 \tabularnewline
31 & -0.297742 & -2.3063 & 0.012282 \tabularnewline
32 & -0.273707 & -2.1201 & 0.01907 \tabularnewline
33 & -0.251077 & -1.9448 & 0.028243 \tabularnewline
34 & -0.229074 & -1.7744 & 0.040535 \tabularnewline
35 & -0.207643 & -1.6084 & 0.056499 \tabularnewline
36 & -0.187388 & -1.4515 & 0.075925 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70111&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]0.966999[/C][C]7.4903[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.908493[/C][C]7.0372[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.829821[/C][C]6.4278[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.742351[/C][C]5.7502[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.646643[/C][C]5.0089[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.54865[/C][C]4.2498[/C][C]3.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.447518[/C][C]3.4665[/C][C]0.00049[/C][/ROW]
[ROW][C]8[/C][C]0.340947[/C][C]2.641[/C][C]0.005262[/C][/ROW]
[ROW][C]9[/C][C]0.234143[/C][C]1.8137[/C][C]0.037366[/C][/ROW]
[ROW][C]10[/C][C]0.127945[/C][C]0.9911[/C][C]0.162818[/C][/ROW]
[ROW][C]11[/C][C]0.036972[/C][C]0.2864[/C][C]0.387785[/C][/ROW]
[ROW][C]12[/C][C]-0.037116[/C][C]-0.2875[/C][C]0.387361[/C][/ROW]
[ROW][C]13[/C][C]-0.089748[/C][C]-0.6952[/C][C]0.244811[/C][/ROW]
[ROW][C]14[/C][C]-0.127453[/C][C]-0.9872[/C][C]0.163744[/C][/ROW]
[ROW][C]15[/C][C]-0.154038[/C][C]-1.1932[/C][C]0.118749[/C][/ROW]
[ROW][C]16[/C][C]-0.179757[/C][C]-1.3924[/C][C]0.084472[/C][/ROW]
[ROW][C]17[/C][C]-0.207818[/C][C]-1.6097[/C][C]0.056351[/C][/ROW]
[ROW][C]18[/C][C]-0.237092[/C][C]-1.8365[/C][C]0.035619[/C][/ROW]
[ROW][C]19[/C][C]-0.263541[/C][C]-2.0414[/C][C]0.022809[/C][/ROW]
[ROW][C]20[/C][C]-0.279926[/C][C]-2.1683[/C][C]0.017056[/C][/ROW]
[ROW][C]21[/C][C]-0.29051[/C][C]-2.2503[/C][C]0.014055[/C][/ROW]
[ROW][C]22[/C][C]-0.297323[/C][C]-2.3031[/C][C]0.012379[/C][/ROW]
[ROW][C]23[/C][C]-0.306047[/C][C]-2.3706[/C][C]0.010494[/C][/ROW]
[ROW][C]24[/C][C]-0.313848[/C][C]-2.4311[/C][C]0.00903[/C][/ROW]
[ROW][C]25[/C][C]-0.326928[/C][C]-2.5324[/C][C]0.006982[/C][/ROW]
[ROW][C]26[/C][C]-0.338451[/C][C]-2.6216[/C][C]0.005537[/C][/ROW]
[ROW][C]27[/C][C]-0.346911[/C][C]-2.6872[/C][C]0.004655[/C][/ROW]
[ROW][C]28[/C][C]-0.349242[/C][C]-2.7052[/C][C]0.004436[/C][/ROW]
[ROW][C]29[/C][C]-0.342012[/C][C]-2.6492[/C][C]0.005149[/C][/ROW]
[ROW][C]30[/C][C]-0.322586[/C][C]-2.4987[/C][C]0.00761[/C][/ROW]
[ROW][C]31[/C][C]-0.297742[/C][C]-2.3063[/C][C]0.012282[/C][/ROW]
[ROW][C]32[/C][C]-0.273707[/C][C]-2.1201[/C][C]0.01907[/C][/ROW]
[ROW][C]33[/C][C]-0.251077[/C][C]-1.9448[/C][C]0.028243[/C][/ROW]
[ROW][C]34[/C][C]-0.229074[/C][C]-1.7744[/C][C]0.040535[/C][/ROW]
[ROW][C]35[/C][C]-0.207643[/C][C]-1.6084[/C][C]0.056499[/C][/ROW]
[ROW][C]36[/C][C]-0.187388[/C][C]-1.4515[/C][C]0.075925[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70111&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70111&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	0.966999	7.4903	0
2	0.908493	7.0372	0
3	0.829821	6.4278	0
4	0.742351	5.7502	0
5	0.646643	5.0089	3e-06
6	0.54865	4.2498	3.8e-05
7	0.447518	3.4665	0.00049
8	0.340947	2.641	0.005262
9	0.234143	1.8137	0.037366
10	0.127945	0.9911	0.162818
11	0.036972	0.2864	0.387785
12	-0.037116	-0.2875	0.387361
13	-0.089748	-0.6952	0.244811
14	-0.127453	-0.9872	0.163744
15	-0.154038	-1.1932	0.118749
16	-0.179757	-1.3924	0.084472
17	-0.207818	-1.6097	0.056351
18	-0.237092	-1.8365	0.035619
19	-0.263541	-2.0414	0.022809
20	-0.279926	-2.1683	0.017056
21	-0.29051	-2.2503	0.014055
22	-0.297323	-2.3031	0.012379
23	-0.306047	-2.3706	0.010494
24	-0.313848	-2.4311	0.00903
25	-0.326928	-2.5324	0.006982
26	-0.338451	-2.6216	0.005537
27	-0.346911	-2.6872	0.004655
28	-0.349242	-2.7052	0.004436
29	-0.342012	-2.6492	0.005149
30	-0.322586	-2.4987	0.00761
31	-0.297742	-2.3063	0.012282
32	-0.273707	-2.1201	0.01907
33	-0.251077	-1.9448	0.028243
34	-0.229074	-1.7744	0.040535
35	-0.207643	-1.6084	0.056499
36	-0.187388	-1.4515	0.075925

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966999	7.4903	0
2	-0.409671	-3.1733	0.001189
3	-0.230297	-1.7839	0.039751
4	-0.016639	-0.1289	0.448938
5	-0.107675	-0.834	0.203782
6	-0.028106	-0.2177	0.414197
7	-0.090232	-0.6989	0.243647
8	-0.162589	-1.2594	0.106379
9	-0.019457	-0.1507	0.440353
10	-0.06395	-0.4954	0.31108
11	0.187766	1.4544	0.07552
12	0.093222	0.7221	0.23652
13	0.089476	0.6931	0.245466
14	-0.023233	-0.18	0.428893
15	-0.072544	-0.5619	0.288131
16	-0.179647	-1.3915	0.0846
17	-0.156853	-1.215	0.114568
18	-0.099732	-0.7725	0.221419
19	-0.0191	-0.148	0.441439
20	0.087659	0.679	0.249873
21	-0.013641	-0.1057	0.458103
22	-0.023265	-0.1802	0.428799
23	-0.022753	-0.1762	0.430347
24	0.066141	0.5123	0.305153
25	-0.067619	-0.5238	0.301183
26	0.008438	0.0654	0.474052
27	-0.061267	-0.4746	0.318407
28	-0.091605	-0.7096	0.240361
29	0.012787	0.0991	0.460714
30	0.120203	0.9311	0.17777
31	-0.016786	-0.13	0.448491
32	-0.044895	-0.3478	0.364619
33	-0.050581	-0.3918	0.348297
34	0.00229	0.0177	0.492952
35	-0.091219	-0.7066	0.241282
36	-0.093505	-0.7243	0.235852

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966999 & 7.4903 & 0 \tabularnewline
2 & -0.409671 & -3.1733 & 0.001189 \tabularnewline
3 & -0.230297 & -1.7839 & 0.039751 \tabularnewline
4 & -0.016639 & -0.1289 & 0.448938 \tabularnewline
5 & -0.107675 & -0.834 & 0.203782 \tabularnewline
6 & -0.028106 & -0.2177 & 0.414197 \tabularnewline
7 & -0.090232 & -0.6989 & 0.243647 \tabularnewline
8 & -0.162589 & -1.2594 & 0.106379 \tabularnewline
9 & -0.019457 & -0.1507 & 0.440353 \tabularnewline
10 & -0.06395 & -0.4954 & 0.31108 \tabularnewline
11 & 0.187766 & 1.4544 & 0.07552 \tabularnewline
12 & 0.093222 & 0.7221 & 0.23652 \tabularnewline
13 & 0.089476 & 0.6931 & 0.245466 \tabularnewline
14 & -0.023233 & -0.18 & 0.428893 \tabularnewline
15 & -0.072544 & -0.5619 & 0.288131 \tabularnewline
16 & -0.179647 & -1.3915 & 0.0846 \tabularnewline
17 & -0.156853 & -1.215 & 0.114568 \tabularnewline
18 & -0.099732 & -0.7725 & 0.221419 \tabularnewline
19 & -0.0191 & -0.148 & 0.441439 \tabularnewline
20 & 0.087659 & 0.679 & 0.249873 \tabularnewline
21 & -0.013641 & -0.1057 & 0.458103 \tabularnewline
22 & -0.023265 & -0.1802 & 0.428799 \tabularnewline
23 & -0.022753 & -0.1762 & 0.430347 \tabularnewline
24 & 0.066141 & 0.5123 & 0.305153 \tabularnewline
25 & -0.067619 & -0.5238 & 0.301183 \tabularnewline
26 & 0.008438 & 0.0654 & 0.474052 \tabularnewline
27 & -0.061267 & -0.4746 & 0.318407 \tabularnewline
28 & -0.091605 & -0.7096 & 0.240361 \tabularnewline
29 & 0.012787 & 0.0991 & 0.460714 \tabularnewline
30 & 0.120203 & 0.9311 & 0.17777 \tabularnewline
31 & -0.016786 & -0.13 & 0.448491 \tabularnewline
32 & -0.044895 & -0.3478 & 0.364619 \tabularnewline
33 & -0.050581 & -0.3918 & 0.348297 \tabularnewline
34 & 0.00229 & 0.0177 & 0.492952 \tabularnewline
35 & -0.091219 & -0.7066 & 0.241282 \tabularnewline
36 & -0.093505 & -0.7243 & 0.235852 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70111&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]0.966999[/C][C]7.4903[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.409671[/C][C]-3.1733[/C][C]0.001189[/C][/ROW]
[ROW][C]3[/C][C]-0.230297[/C][C]-1.7839[/C][C]0.039751[/C][/ROW]
[ROW][C]4[/C][C]-0.016639[/C][C]-0.1289[/C][C]0.448938[/C][/ROW]
[ROW][C]5[/C][C]-0.107675[/C][C]-0.834[/C][C]0.203782[/C][/ROW]
[ROW][C]6[/C][C]-0.028106[/C][C]-0.2177[/C][C]0.414197[/C][/ROW]
[ROW][C]7[/C][C]-0.090232[/C][C]-0.6989[/C][C]0.243647[/C][/ROW]
[ROW][C]8[/C][C]-0.162589[/C][C]-1.2594[/C][C]0.106379[/C][/ROW]
[ROW][C]9[/C][C]-0.019457[/C][C]-0.1507[/C][C]0.440353[/C][/ROW]
[ROW][C]10[/C][C]-0.06395[/C][C]-0.4954[/C][C]0.31108[/C][/ROW]
[ROW][C]11[/C][C]0.187766[/C][C]1.4544[/C][C]0.07552[/C][/ROW]
[ROW][C]12[/C][C]0.093222[/C][C]0.7221[/C][C]0.23652[/C][/ROW]
[ROW][C]13[/C][C]0.089476[/C][C]0.6931[/C][C]0.245466[/C][/ROW]
[ROW][C]14[/C][C]-0.023233[/C][C]-0.18[/C][C]0.428893[/C][/ROW]
[ROW][C]15[/C][C]-0.072544[/C][C]-0.5619[/C][C]0.288131[/C][/ROW]
[ROW][C]16[/C][C]-0.179647[/C][C]-1.3915[/C][C]0.0846[/C][/ROW]
[ROW][C]17[/C][C]-0.156853[/C][C]-1.215[/C][C]0.114568[/C][/ROW]
[ROW][C]18[/C][C]-0.099732[/C][C]-0.7725[/C][C]0.221419[/C][/ROW]
[ROW][C]19[/C][C]-0.0191[/C][C]-0.148[/C][C]0.441439[/C][/ROW]
[ROW][C]20[/C][C]0.087659[/C][C]0.679[/C][C]0.249873[/C][/ROW]
[ROW][C]21[/C][C]-0.013641[/C][C]-0.1057[/C][C]0.458103[/C][/ROW]
[ROW][C]22[/C][C]-0.023265[/C][C]-0.1802[/C][C]0.428799[/C][/ROW]
[ROW][C]23[/C][C]-0.022753[/C][C]-0.1762[/C][C]0.430347[/C][/ROW]
[ROW][C]24[/C][C]0.066141[/C][C]0.5123[/C][C]0.305153[/C][/ROW]
[ROW][C]25[/C][C]-0.067619[/C][C]-0.5238[/C][C]0.301183[/C][/ROW]
[ROW][C]26[/C][C]0.008438[/C][C]0.0654[/C][C]0.474052[/C][/ROW]
[ROW][C]27[/C][C]-0.061267[/C][C]-0.4746[/C][C]0.318407[/C][/ROW]
[ROW][C]28[/C][C]-0.091605[/C][C]-0.7096[/C][C]0.240361[/C][/ROW]
[ROW][C]29[/C][C]0.012787[/C][C]0.0991[/C][C]0.460714[/C][/ROW]
[ROW][C]30[/C][C]0.120203[/C][C]0.9311[/C][C]0.17777[/C][/ROW]
[ROW][C]31[/C][C]-0.016786[/C][C]-0.13[/C][C]0.448491[/C][/ROW]
[ROW][C]32[/C][C]-0.044895[/C][C]-0.3478[/C][C]0.364619[/C][/ROW]
[ROW][C]33[/C][C]-0.050581[/C][C]-0.3918[/C][C]0.348297[/C][/ROW]
[ROW][C]34[/C][C]0.00229[/C][C]0.0177[/C][C]0.492952[/C][/ROW]
[ROW][C]35[/C][C]-0.091219[/C][C]-0.7066[/C][C]0.241282[/C][/ROW]
[ROW][C]36[/C][C]-0.093505[/C][C]-0.7243[/C][C]0.235852[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70111&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70111&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	0.966999	7.4903	0
2	-0.409671	-3.1733	0.001189
3	-0.230297	-1.7839	0.039751
4	-0.016639	-0.1289	0.448938
5	-0.107675	-0.834	0.203782
6	-0.028106	-0.2177	0.414197
7	-0.090232	-0.6989	0.243647
8	-0.162589	-1.2594	0.106379
9	-0.019457	-0.1507	0.440353
10	-0.06395	-0.4954	0.31108
11	0.187766	1.4544	0.07552
12	0.093222	0.7221	0.23652
13	0.089476	0.6931	0.245466
14	-0.023233	-0.18	0.428893
15	-0.072544	-0.5619	0.288131
16	-0.179647	-1.3915	0.0846
17	-0.156853	-1.215	0.114568
18	-0.099732	-0.7725	0.221419
19	-0.0191	-0.148	0.441439
20	0.087659	0.679	0.249873
21	-0.013641	-0.1057	0.458103
22	-0.023265	-0.1802	0.428799
23	-0.022753	-0.1762	0.430347
24	0.066141	0.5123	0.305153
25	-0.067619	-0.5238	0.301183
26	0.008438	0.0654	0.474052
27	-0.061267	-0.4746	0.318407
28	-0.091605	-0.7096	0.240361
29	0.012787	0.0991	0.460714
30	0.120203	0.9311	0.17777
31	-0.016786	-0.13	0.448491
32	-0.044895	-0.3478	0.364619
33	-0.050581	-0.3918	0.348297
34	0.00229	0.0177	0.492952
35	-0.091219	-0.7066	0.241282
36	-0.093505	-0.7243	0.235852

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