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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 05:06:02 -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/t12613973368sak7ij0alnqho5.htm/, Retrieved Sun, 05 May 2024 10:13:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70120, Retrieved Sun, 05 May 2024 10:13:33 +0000

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Estimated Impact

110

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] [8f79fe502d085bc4aad43092067387d5]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-21 12:06:02] [d1856923bab8a0db5ebd860815c7444f] [Current]
-   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	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=70120&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=70120&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70120&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	0.733598	5.6349	0
2	0.595397	4.5733	1.3e-05
3	0.355191	2.7283	0.004187
4	0.250661	1.9254	0.029504
5	0.181216	1.3919	0.084582
6	0.171216	1.3151	0.096777
7	0.222307	1.7076	0.046487
8	0.135083	1.0376	0.151847
9	0.07908	0.6074	0.272949
10	-0.112788	-0.8663	0.194906
11	-0.216337	-1.6617	0.050937
12	-0.365876	-2.8103	0.003352
13	-0.287415	-2.2077	0.015584
14	-0.2414	-1.8542	0.034353
15	-0.065539	-0.5034	0.308274
16	-0.032035	-0.2461	0.403242
17	-0.024537	-0.1885	0.425578
18	-0.029498	-0.2266	0.410766
19	-0.131109	-1.0071	0.159008
20	-0.167062	-1.2832	0.102215
21	-0.209826	-1.6117	0.056181
22	-0.161873	-1.2434	0.109325
23	-0.135409	-1.0401	0.151269
24	-0.08581	-0.6591	0.256191
25	-0.079766	-0.6127	0.271217
26	-0.104764	-0.8047	0.21211
27	-0.189207	-1.4533	0.075715
28	-0.203059	-1.5597	0.062087
29	-0.22909	-1.7597	0.041824
30	-0.175027	-1.3444	0.091981
31	-0.110761	-0.8508	0.199167
32	-0.039583	-0.304	0.381082
33	0.027973	0.2149	0.415306
34	0.026302	0.202	0.420295
35	0.025574	0.1964	0.422471
36	0.011965	0.0919	0.463542

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.733598 & 5.6349 & 0 \tabularnewline
2 & 0.595397 & 4.5733 & 1.3e-05 \tabularnewline
3 & 0.355191 & 2.7283 & 0.004187 \tabularnewline
4 & 0.250661 & 1.9254 & 0.029504 \tabularnewline
5 & 0.181216 & 1.3919 & 0.084582 \tabularnewline
6 & 0.171216 & 1.3151 & 0.096777 \tabularnewline
7 & 0.222307 & 1.7076 & 0.046487 \tabularnewline
8 & 0.135083 & 1.0376 & 0.151847 \tabularnewline
9 & 0.07908 & 0.6074 & 0.272949 \tabularnewline
10 & -0.112788 & -0.8663 & 0.194906 \tabularnewline
11 & -0.216337 & -1.6617 & 0.050937 \tabularnewline
12 & -0.365876 & -2.8103 & 0.003352 \tabularnewline
13 & -0.287415 & -2.2077 & 0.015584 \tabularnewline
14 & -0.2414 & -1.8542 & 0.034353 \tabularnewline
15 & -0.065539 & -0.5034 & 0.308274 \tabularnewline
16 & -0.032035 & -0.2461 & 0.403242 \tabularnewline
17 & -0.024537 & -0.1885 & 0.425578 \tabularnewline
18 & -0.029498 & -0.2266 & 0.410766 \tabularnewline
19 & -0.131109 & -1.0071 & 0.159008 \tabularnewline
20 & -0.167062 & -1.2832 & 0.102215 \tabularnewline
21 & -0.209826 & -1.6117 & 0.056181 \tabularnewline
22 & -0.161873 & -1.2434 & 0.109325 \tabularnewline
23 & -0.135409 & -1.0401 & 0.151269 \tabularnewline
24 & -0.08581 & -0.6591 & 0.256191 \tabularnewline
25 & -0.079766 & -0.6127 & 0.271217 \tabularnewline
26 & -0.104764 & -0.8047 & 0.21211 \tabularnewline
27 & -0.189207 & -1.4533 & 0.075715 \tabularnewline
28 & -0.203059 & -1.5597 & 0.062087 \tabularnewline
29 & -0.22909 & -1.7597 & 0.041824 \tabularnewline
30 & -0.175027 & -1.3444 & 0.091981 \tabularnewline
31 & -0.110761 & -0.8508 & 0.199167 \tabularnewline
32 & -0.039583 & -0.304 & 0.381082 \tabularnewline
33 & 0.027973 & 0.2149 & 0.415306 \tabularnewline
34 & 0.026302 & 0.202 & 0.420295 \tabularnewline
35 & 0.025574 & 0.1964 & 0.422471 \tabularnewline
36 & 0.011965 & 0.0919 & 0.463542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70120&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]0.733598[/C][C]5.6349[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.595397[/C][C]4.5733[/C][C]1.3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.355191[/C][C]2.7283[/C][C]0.004187[/C][/ROW]
[ROW][C]4[/C][C]0.250661[/C][C]1.9254[/C][C]0.029504[/C][/ROW]
[ROW][C]5[/C][C]0.181216[/C][C]1.3919[/C][C]0.084582[/C][/ROW]
[ROW][C]6[/C][C]0.171216[/C][C]1.3151[/C][C]0.096777[/C][/ROW]
[ROW][C]7[/C][C]0.222307[/C][C]1.7076[/C][C]0.046487[/C][/ROW]
[ROW][C]8[/C][C]0.135083[/C][C]1.0376[/C][C]0.151847[/C][/ROW]
[ROW][C]9[/C][C]0.07908[/C][C]0.6074[/C][C]0.272949[/C][/ROW]
[ROW][C]10[/C][C]-0.112788[/C][C]-0.8663[/C][C]0.194906[/C][/ROW]
[ROW][C]11[/C][C]-0.216337[/C][C]-1.6617[/C][C]0.050937[/C][/ROW]
[ROW][C]12[/C][C]-0.365876[/C][C]-2.8103[/C][C]0.003352[/C][/ROW]
[ROW][C]13[/C][C]-0.287415[/C][C]-2.2077[/C][C]0.015584[/C][/ROW]
[ROW][C]14[/C][C]-0.2414[/C][C]-1.8542[/C][C]0.034353[/C][/ROW]
[ROW][C]15[/C][C]-0.065539[/C][C]-0.5034[/C][C]0.308274[/C][/ROW]
[ROW][C]16[/C][C]-0.032035[/C][C]-0.2461[/C][C]0.403242[/C][/ROW]
[ROW][C]17[/C][C]-0.024537[/C][C]-0.1885[/C][C]0.425578[/C][/ROW]
[ROW][C]18[/C][C]-0.029498[/C][C]-0.2266[/C][C]0.410766[/C][/ROW]
[ROW][C]19[/C][C]-0.131109[/C][C]-1.0071[/C][C]0.159008[/C][/ROW]
[ROW][C]20[/C][C]-0.167062[/C][C]-1.2832[/C][C]0.102215[/C][/ROW]
[ROW][C]21[/C][C]-0.209826[/C][C]-1.6117[/C][C]0.056181[/C][/ROW]
[ROW][C]22[/C][C]-0.161873[/C][C]-1.2434[/C][C]0.109325[/C][/ROW]
[ROW][C]23[/C][C]-0.135409[/C][C]-1.0401[/C][C]0.151269[/C][/ROW]
[ROW][C]24[/C][C]-0.08581[/C][C]-0.6591[/C][C]0.256191[/C][/ROW]
[ROW][C]25[/C][C]-0.079766[/C][C]-0.6127[/C][C]0.271217[/C][/ROW]
[ROW][C]26[/C][C]-0.104764[/C][C]-0.8047[/C][C]0.21211[/C][/ROW]
[ROW][C]27[/C][C]-0.189207[/C][C]-1.4533[/C][C]0.075715[/C][/ROW]
[ROW][C]28[/C][C]-0.203059[/C][C]-1.5597[/C][C]0.062087[/C][/ROW]
[ROW][C]29[/C][C]-0.22909[/C][C]-1.7597[/C][C]0.041824[/C][/ROW]
[ROW][C]30[/C][C]-0.175027[/C][C]-1.3444[/C][C]0.091981[/C][/ROW]
[ROW][C]31[/C][C]-0.110761[/C][C]-0.8508[/C][C]0.199167[/C][/ROW]
[ROW][C]32[/C][C]-0.039583[/C][C]-0.304[/C][C]0.381082[/C][/ROW]
[ROW][C]33[/C][C]0.027973[/C][C]0.2149[/C][C]0.415306[/C][/ROW]
[ROW][C]34[/C][C]0.026302[/C][C]0.202[/C][C]0.420295[/C][/ROW]
[ROW][C]35[/C][C]0.025574[/C][C]0.1964[/C][C]0.422471[/C][/ROW]
[ROW][C]36[/C][C]0.011965[/C][C]0.0919[/C][C]0.463542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70120&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70120&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	0.733598	5.6349	0
2	0.595397	4.5733	1.3e-05
3	0.355191	2.7283	0.004187
4	0.250661	1.9254	0.029504
5	0.181216	1.3919	0.084582
6	0.171216	1.3151	0.096777
7	0.222307	1.7076	0.046487
8	0.135083	1.0376	0.151847
9	0.07908	0.6074	0.272949
10	-0.112788	-0.8663	0.194906
11	-0.216337	-1.6617	0.050937
12	-0.365876	-2.8103	0.003352
13	-0.287415	-2.2077	0.015584
14	-0.2414	-1.8542	0.034353
15	-0.065539	-0.5034	0.308274
16	-0.032035	-0.2461	0.403242
17	-0.024537	-0.1885	0.425578
18	-0.029498	-0.2266	0.410766
19	-0.131109	-1.0071	0.159008
20	-0.167062	-1.2832	0.102215
21	-0.209826	-1.6117	0.056181
22	-0.161873	-1.2434	0.109325
23	-0.135409	-1.0401	0.151269
24	-0.08581	-0.6591	0.256191
25	-0.079766	-0.6127	0.271217
26	-0.104764	-0.8047	0.21211
27	-0.189207	-1.4533	0.075715
28	-0.203059	-1.5597	0.062087
29	-0.22909	-1.7597	0.041824
30	-0.175027	-1.3444	0.091981
31	-0.110761	-0.8508	0.199167
32	-0.039583	-0.304	0.381082
33	0.027973	0.2149	0.415306
34	0.026302	0.202	0.420295
35	0.025574	0.1964	0.422471
36	0.011965	0.0919	0.463542

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.733598	5.6349	0
2	0.123921	0.9519	0.172526
3	-0.260307	-1.9995	0.025085
4	0.067218	0.5163	0.303784
5	0.103905	0.7981	0.214004
6	0.038661	0.297	0.383771
7	0.149885	1.1513	0.127129
8	-0.24251	-1.8628	0.033739
9	-0.085091	-0.6536	0.257957
10	-0.215918	-1.6585	0.051263
11	-0.087092	-0.669	0.253064
12	-0.1555	-1.1944	0.118547
13	0.251579	1.9324	0.029057
14	-0.002044	-0.0157	0.493764
15	0.233276	1.7918	0.039145
16	-0.134311	-1.0317	0.153221
17	-0.03241	-0.2489	0.402133
18	0.096781	0.7434	0.230098
19	-0.125033	-0.9604	0.170387
20	-0.208198	-1.5992	0.057559
21	0.017927	0.1377	0.445474
22	-0.236872	-1.8194	0.036959
23	0.049709	0.3818	0.351984
24	-0.083517	-0.6415	0.261839
25	0.07934	0.6094	0.272292
26	0.013801	0.106	0.457968
27	0.01951	0.1499	0.440694
28	0.006543	0.0503	0.480045
29	0.032498	0.2496	0.401874
30	-0.018699	-0.1436	0.443142
31	0.002997	0.023	0.490855
32	-0.059442	-0.4566	0.324824
33	-0.0462	-0.3549	0.361977
34	-0.084743	-0.6509	0.25881
35	0.016424	0.1262	0.450019
36	0.004623	0.0355	0.485896

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.733598 & 5.6349 & 0 \tabularnewline
2 & 0.123921 & 0.9519 & 0.172526 \tabularnewline
3 & -0.260307 & -1.9995 & 0.025085 \tabularnewline
4 & 0.067218 & 0.5163 & 0.303784 \tabularnewline
5 & 0.103905 & 0.7981 & 0.214004 \tabularnewline
6 & 0.038661 & 0.297 & 0.383771 \tabularnewline
7 & 0.149885 & 1.1513 & 0.127129 \tabularnewline
8 & -0.24251 & -1.8628 & 0.033739 \tabularnewline
9 & -0.085091 & -0.6536 & 0.257957 \tabularnewline
10 & -0.215918 & -1.6585 & 0.051263 \tabularnewline
11 & -0.087092 & -0.669 & 0.253064 \tabularnewline
12 & -0.1555 & -1.1944 & 0.118547 \tabularnewline
13 & 0.251579 & 1.9324 & 0.029057 \tabularnewline
14 & -0.002044 & -0.0157 & 0.493764 \tabularnewline
15 & 0.233276 & 1.7918 & 0.039145 \tabularnewline
16 & -0.134311 & -1.0317 & 0.153221 \tabularnewline
17 & -0.03241 & -0.2489 & 0.402133 \tabularnewline
18 & 0.096781 & 0.7434 & 0.230098 \tabularnewline
19 & -0.125033 & -0.9604 & 0.170387 \tabularnewline
20 & -0.208198 & -1.5992 & 0.057559 \tabularnewline
21 & 0.017927 & 0.1377 & 0.445474 \tabularnewline
22 & -0.236872 & -1.8194 & 0.036959 \tabularnewline
23 & 0.049709 & 0.3818 & 0.351984 \tabularnewline
24 & -0.083517 & -0.6415 & 0.261839 \tabularnewline
25 & 0.07934 & 0.6094 & 0.272292 \tabularnewline
26 & 0.013801 & 0.106 & 0.457968 \tabularnewline
27 & 0.01951 & 0.1499 & 0.440694 \tabularnewline
28 & 0.006543 & 0.0503 & 0.480045 \tabularnewline
29 & 0.032498 & 0.2496 & 0.401874 \tabularnewline
30 & -0.018699 & -0.1436 & 0.443142 \tabularnewline
31 & 0.002997 & 0.023 & 0.490855 \tabularnewline
32 & -0.059442 & -0.4566 & 0.324824 \tabularnewline
33 & -0.0462 & -0.3549 & 0.361977 \tabularnewline
34 & -0.084743 & -0.6509 & 0.25881 \tabularnewline
35 & 0.016424 & 0.1262 & 0.450019 \tabularnewline
36 & 0.004623 & 0.0355 & 0.485896 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70120&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]0.733598[/C][C]5.6349[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.123921[/C][C]0.9519[/C][C]0.172526[/C][/ROW]
[ROW][C]3[/C][C]-0.260307[/C][C]-1.9995[/C][C]0.025085[/C][/ROW]
[ROW][C]4[/C][C]0.067218[/C][C]0.5163[/C][C]0.303784[/C][/ROW]
[ROW][C]5[/C][C]0.103905[/C][C]0.7981[/C][C]0.214004[/C][/ROW]
[ROW][C]6[/C][C]0.038661[/C][C]0.297[/C][C]0.383771[/C][/ROW]
[ROW][C]7[/C][C]0.149885[/C][C]1.1513[/C][C]0.127129[/C][/ROW]
[ROW][C]8[/C][C]-0.24251[/C][C]-1.8628[/C][C]0.033739[/C][/ROW]
[ROW][C]9[/C][C]-0.085091[/C][C]-0.6536[/C][C]0.257957[/C][/ROW]
[ROW][C]10[/C][C]-0.215918[/C][C]-1.6585[/C][C]0.051263[/C][/ROW]
[ROW][C]11[/C][C]-0.087092[/C][C]-0.669[/C][C]0.253064[/C][/ROW]
[ROW][C]12[/C][C]-0.1555[/C][C]-1.1944[/C][C]0.118547[/C][/ROW]
[ROW][C]13[/C][C]0.251579[/C][C]1.9324[/C][C]0.029057[/C][/ROW]
[ROW][C]14[/C][C]-0.002044[/C][C]-0.0157[/C][C]0.493764[/C][/ROW]
[ROW][C]15[/C][C]0.233276[/C][C]1.7918[/C][C]0.039145[/C][/ROW]
[ROW][C]16[/C][C]-0.134311[/C][C]-1.0317[/C][C]0.153221[/C][/ROW]
[ROW][C]17[/C][C]-0.03241[/C][C]-0.2489[/C][C]0.402133[/C][/ROW]
[ROW][C]18[/C][C]0.096781[/C][C]0.7434[/C][C]0.230098[/C][/ROW]
[ROW][C]19[/C][C]-0.125033[/C][C]-0.9604[/C][C]0.170387[/C][/ROW]
[ROW][C]20[/C][C]-0.208198[/C][C]-1.5992[/C][C]0.057559[/C][/ROW]
[ROW][C]21[/C][C]0.017927[/C][C]0.1377[/C][C]0.445474[/C][/ROW]
[ROW][C]22[/C][C]-0.236872[/C][C]-1.8194[/C][C]0.036959[/C][/ROW]
[ROW][C]23[/C][C]0.049709[/C][C]0.3818[/C][C]0.351984[/C][/ROW]
[ROW][C]24[/C][C]-0.083517[/C][C]-0.6415[/C][C]0.261839[/C][/ROW]
[ROW][C]25[/C][C]0.07934[/C][C]0.6094[/C][C]0.272292[/C][/ROW]
[ROW][C]26[/C][C]0.013801[/C][C]0.106[/C][C]0.457968[/C][/ROW]
[ROW][C]27[/C][C]0.01951[/C][C]0.1499[/C][C]0.440694[/C][/ROW]
[ROW][C]28[/C][C]0.006543[/C][C]0.0503[/C][C]0.480045[/C][/ROW]
[ROW][C]29[/C][C]0.032498[/C][C]0.2496[/C][C]0.401874[/C][/ROW]
[ROW][C]30[/C][C]-0.018699[/C][C]-0.1436[/C][C]0.443142[/C][/ROW]
[ROW][C]31[/C][C]0.002997[/C][C]0.023[/C][C]0.490855[/C][/ROW]
[ROW][C]32[/C][C]-0.059442[/C][C]-0.4566[/C][C]0.324824[/C][/ROW]
[ROW][C]33[/C][C]-0.0462[/C][C]-0.3549[/C][C]0.361977[/C][/ROW]
[ROW][C]34[/C][C]-0.084743[/C][C]-0.6509[/C][C]0.25881[/C][/ROW]
[ROW][C]35[/C][C]0.016424[/C][C]0.1262[/C][C]0.450019[/C][/ROW]
[ROW][C]36[/C][C]0.004623[/C][C]0.0355[/C][C]0.485896[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70120&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70120&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	0.733598	5.6349	0
2	0.123921	0.9519	0.172526
3	-0.260307	-1.9995	0.025085
4	0.067218	0.5163	0.303784
5	0.103905	0.7981	0.214004
6	0.038661	0.297	0.383771
7	0.149885	1.1513	0.127129
8	-0.24251	-1.8628	0.033739
9	-0.085091	-0.6536	0.257957
10	-0.215918	-1.6585	0.051263
11	-0.087092	-0.669	0.253064
12	-0.1555	-1.1944	0.118547
13	0.251579	1.9324	0.029057
14	-0.002044	-0.0157	0.493764
15	0.233276	1.7918	0.039145
16	-0.134311	-1.0317	0.153221
17	-0.03241	-0.2489	0.402133
18	0.096781	0.7434	0.230098
19	-0.125033	-0.9604	0.170387
20	-0.208198	-1.5992	0.057559
21	0.017927	0.1377	0.445474
22	-0.236872	-1.8194	0.036959
23	0.049709	0.3818	0.351984
24	-0.083517	-0.6415	0.261839
25	0.07934	0.6094	0.272292
26	0.013801	0.106	0.457968
27	0.01951	0.1499	0.440694
28	0.006543	0.0503	0.480045
29	0.032498	0.2496	0.401874
30	-0.018699	-0.1436	0.443142
31	0.002997	0.023	0.490855
32	-0.059442	-0.4566	0.324824
33	-0.0462	-0.3549	0.361977
34	-0.084743	-0.6509	0.25881
35	0.016424	0.1262	0.450019
36	0.004623	0.0355	0.485896

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