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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 06:52:50 -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/t126140366009u28zijq8jdc7a.htm/, Retrieved Sun, 05 May 2024 10:13:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70160, Retrieved Sun, 05 May 2024 10:13:48 +0000

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User-defined keywords

Estimated Impact

150

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] [] [2009-12-21 13:52:50] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

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Dataseries X:

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2.6
2.4
2.5
2.7
3.2
2.8
2.8
3
3.1
3.1
3
2.4
2.7
3
2.7
2.7
2
2.4
2.6
2.4
2.3
2.4
2.5
2.6
2.6
2.6
2.7
2.8
2.6
2.6
2
2
2.1
1.9
2
2.5
2.9
3.3
3.5
3.8
4.6
4.4
5.3
5.8
5.9
5.6
5.8
5.5
4.6
4.2
4
3.5
2.3
2.2
1.4
0.6
0
0.5
0.1
0.1

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=70160&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=70160&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70160&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	0.915686	7.0929	0
2	0.806255	6.2452	0
3	0.682608	5.2875	1e-06
4	0.514439	3.9848	9.3e-05
5	0.328724	2.5463	0.006736
6	0.153616	1.1899	0.119386
7	-0.00679	-0.0526	0.479115
8	-0.166707	-1.2913	0.100775
9	-0.288707	-2.2363	0.01453
10	-0.38156	-2.9555	0.002228
11	-0.452902	-3.5082	0.000431
12	-0.509542	-3.9469	0.000105
13	-0.498753	-3.8633	0.000138
14	-0.457312	-3.5423	0.000387
15	-0.414197	-3.2084	0.001072
16	-0.35432	-2.7446	0.003991
17	-0.275547	-2.1344	0.018454
18	-0.204978	-1.5878	0.0588
19	-0.153352	-1.1879	0.119784
20	-0.097324	-0.7539	0.226939
21	-0.05798	-0.4491	0.327486
22	-0.022599	-0.175	0.430815
23	-0.001452	-0.0112	0.495531
24	0.009634	0.0746	0.470382
25	0.013464	0.1043	0.458644
26	-0.005154	-0.0399	0.484144
27	-0.017358	-0.1345	0.446747
28	-0.018448	-0.1429	0.443425
29	-0.022803	-0.1766	0.430198
30	-0.02419	-0.1874	0.426
31	-0.010261	-0.0795	0.468458
32	0.007976	0.0618	0.475472
33	0.029285	0.2268	0.410659
34	0.043118	0.334	0.369775
35	0.052931	0.41	0.341632
36	0.066238	0.5131	0.304891

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.915686 & 7.0929 & 0 \tabularnewline
2 & 0.806255 & 6.2452 & 0 \tabularnewline
3 & 0.682608 & 5.2875 & 1e-06 \tabularnewline
4 & 0.514439 & 3.9848 & 9.3e-05 \tabularnewline
5 & 0.328724 & 2.5463 & 0.006736 \tabularnewline
6 & 0.153616 & 1.1899 & 0.119386 \tabularnewline
7 & -0.00679 & -0.0526 & 0.479115 \tabularnewline
8 & -0.166707 & -1.2913 & 0.100775 \tabularnewline
9 & -0.288707 & -2.2363 & 0.01453 \tabularnewline
10 & -0.38156 & -2.9555 & 0.002228 \tabularnewline
11 & -0.452902 & -3.5082 & 0.000431 \tabularnewline
12 & -0.509542 & -3.9469 & 0.000105 \tabularnewline
13 & -0.498753 & -3.8633 & 0.000138 \tabularnewline
14 & -0.457312 & -3.5423 & 0.000387 \tabularnewline
15 & -0.414197 & -3.2084 & 0.001072 \tabularnewline
16 & -0.35432 & -2.7446 & 0.003991 \tabularnewline
17 & -0.275547 & -2.1344 & 0.018454 \tabularnewline
18 & -0.204978 & -1.5878 & 0.0588 \tabularnewline
19 & -0.153352 & -1.1879 & 0.119784 \tabularnewline
20 & -0.097324 & -0.7539 & 0.226939 \tabularnewline
21 & -0.05798 & -0.4491 & 0.327486 \tabularnewline
22 & -0.022599 & -0.175 & 0.430815 \tabularnewline
23 & -0.001452 & -0.0112 & 0.495531 \tabularnewline
24 & 0.009634 & 0.0746 & 0.470382 \tabularnewline
25 & 0.013464 & 0.1043 & 0.458644 \tabularnewline
26 & -0.005154 & -0.0399 & 0.484144 \tabularnewline
27 & -0.017358 & -0.1345 & 0.446747 \tabularnewline
28 & -0.018448 & -0.1429 & 0.443425 \tabularnewline
29 & -0.022803 & -0.1766 & 0.430198 \tabularnewline
30 & -0.02419 & -0.1874 & 0.426 \tabularnewline
31 & -0.010261 & -0.0795 & 0.468458 \tabularnewline
32 & 0.007976 & 0.0618 & 0.475472 \tabularnewline
33 & 0.029285 & 0.2268 & 0.410659 \tabularnewline
34 & 0.043118 & 0.334 & 0.369775 \tabularnewline
35 & 0.052931 & 0.41 & 0.341632 \tabularnewline
36 & 0.066238 & 0.5131 & 0.304891 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70160&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]0.915686[/C][C]7.0929[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.806255[/C][C]6.2452[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.682608[/C][C]5.2875[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.514439[/C][C]3.9848[/C][C]9.3e-05[/C][/ROW]
[ROW][C]5[/C][C]0.328724[/C][C]2.5463[/C][C]0.006736[/C][/ROW]
[ROW][C]6[/C][C]0.153616[/C][C]1.1899[/C][C]0.119386[/C][/ROW]
[ROW][C]7[/C][C]-0.00679[/C][C]-0.0526[/C][C]0.479115[/C][/ROW]
[ROW][C]8[/C][C]-0.166707[/C][C]-1.2913[/C][C]0.100775[/C][/ROW]
[ROW][C]9[/C][C]-0.288707[/C][C]-2.2363[/C][C]0.01453[/C][/ROW]
[ROW][C]10[/C][C]-0.38156[/C][C]-2.9555[/C][C]0.002228[/C][/ROW]
[ROW][C]11[/C][C]-0.452902[/C][C]-3.5082[/C][C]0.000431[/C][/ROW]
[ROW][C]12[/C][C]-0.509542[/C][C]-3.9469[/C][C]0.000105[/C][/ROW]
[ROW][C]13[/C][C]-0.498753[/C][C]-3.8633[/C][C]0.000138[/C][/ROW]
[ROW][C]14[/C][C]-0.457312[/C][C]-3.5423[/C][C]0.000387[/C][/ROW]
[ROW][C]15[/C][C]-0.414197[/C][C]-3.2084[/C][C]0.001072[/C][/ROW]
[ROW][C]16[/C][C]-0.35432[/C][C]-2.7446[/C][C]0.003991[/C][/ROW]
[ROW][C]17[/C][C]-0.275547[/C][C]-2.1344[/C][C]0.018454[/C][/ROW]
[ROW][C]18[/C][C]-0.204978[/C][C]-1.5878[/C][C]0.0588[/C][/ROW]
[ROW][C]19[/C][C]-0.153352[/C][C]-1.1879[/C][C]0.119784[/C][/ROW]
[ROW][C]20[/C][C]-0.097324[/C][C]-0.7539[/C][C]0.226939[/C][/ROW]
[ROW][C]21[/C][C]-0.05798[/C][C]-0.4491[/C][C]0.327486[/C][/ROW]
[ROW][C]22[/C][C]-0.022599[/C][C]-0.175[/C][C]0.430815[/C][/ROW]
[ROW][C]23[/C][C]-0.001452[/C][C]-0.0112[/C][C]0.495531[/C][/ROW]
[ROW][C]24[/C][C]0.009634[/C][C]0.0746[/C][C]0.470382[/C][/ROW]
[ROW][C]25[/C][C]0.013464[/C][C]0.1043[/C][C]0.458644[/C][/ROW]
[ROW][C]26[/C][C]-0.005154[/C][C]-0.0399[/C][C]0.484144[/C][/ROW]
[ROW][C]27[/C][C]-0.017358[/C][C]-0.1345[/C][C]0.446747[/C][/ROW]
[ROW][C]28[/C][C]-0.018448[/C][C]-0.1429[/C][C]0.443425[/C][/ROW]
[ROW][C]29[/C][C]-0.022803[/C][C]-0.1766[/C][C]0.430198[/C][/ROW]
[ROW][C]30[/C][C]-0.02419[/C][C]-0.1874[/C][C]0.426[/C][/ROW]
[ROW][C]31[/C][C]-0.010261[/C][C]-0.0795[/C][C]0.468458[/C][/ROW]
[ROW][C]32[/C][C]0.007976[/C][C]0.0618[/C][C]0.475472[/C][/ROW]
[ROW][C]33[/C][C]0.029285[/C][C]0.2268[/C][C]0.410659[/C][/ROW]
[ROW][C]34[/C][C]0.043118[/C][C]0.334[/C][C]0.369775[/C][/ROW]
[ROW][C]35[/C][C]0.052931[/C][C]0.41[/C][C]0.341632[/C][/ROW]
[ROW][C]36[/C][C]0.066238[/C][C]0.5131[/C][C]0.304891[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70160&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70160&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	0.915686	7.0929	0
2	0.806255	6.2452	0
3	0.682608	5.2875	1e-06
4	0.514439	3.9848	9.3e-05
5	0.328724	2.5463	0.006736
6	0.153616	1.1899	0.119386
7	-0.00679	-0.0526	0.479115
8	-0.166707	-1.2913	0.100775
9	-0.288707	-2.2363	0.01453
10	-0.38156	-2.9555	0.002228
11	-0.452902	-3.5082	0.000431
12	-0.509542	-3.9469	0.000105
13	-0.498753	-3.8633	0.000138
14	-0.457312	-3.5423	0.000387
15	-0.414197	-3.2084	0.001072
16	-0.35432	-2.7446	0.003991
17	-0.275547	-2.1344	0.018454
18	-0.204978	-1.5878	0.0588
19	-0.153352	-1.1879	0.119784
20	-0.097324	-0.7539	0.226939
21	-0.05798	-0.4491	0.327486
22	-0.022599	-0.175	0.430815
23	-0.001452	-0.0112	0.495531
24	0.009634	0.0746	0.470382
25	0.013464	0.1043	0.458644
26	-0.005154	-0.0399	0.484144
27	-0.017358	-0.1345	0.446747
28	-0.018448	-0.1429	0.443425
29	-0.022803	-0.1766	0.430198
30	-0.02419	-0.1874	0.426
31	-0.010261	-0.0795	0.468458
32	0.007976	0.0618	0.475472
33	0.029285	0.2268	0.410659
34	0.043118	0.334	0.369775
35	0.052931	0.41	0.341632
36	0.066238	0.5131	0.304891

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.915686	7.0929	0
2	-0.199525	-1.5455	0.06374
3	-0.130706	-1.0124	0.157696
4	-0.345875	-2.6791	0.004756
5	-0.187625	-1.4533	0.07567
6	-0.047343	-0.3667	0.357561
7	0.005613	0.0435	0.482733
8	-0.141735	-1.0979	0.138323
9	0.052655	0.4079	0.342412
10	-0.058954	-0.4567	0.324783
11	-0.040162	-0.3111	0.378404
12	-0.171544	-1.3288	0.094477
13	0.262034	2.0297	0.023414
14	0.017352	0.1344	0.446764
15	-0.065437	-0.5069	0.307051
16	-0.162779	-1.2609	0.106117
17	0.011438	0.0886	0.464849
18	-0.094053	-0.7285	0.234562
19	-0.07246	-0.5613	0.288351
20	-0.062205	-0.4818	0.315838
21	-0.018139	-0.1405	0.444365
22	0.073178	0.5668	0.286471
23	-0.096629	-0.7485	0.228546
24	-0.131372	-1.0176	0.156476
25	0.04189	0.3245	0.373353
26	-0.10243	-0.7934	0.215331
27	0.013434	0.1041	0.458736
28	0.033955	0.263	0.396719
29	0.022512	0.1744	0.431079
30	-0.018398	-0.1425	0.443577
31	-0.060106	-0.4656	0.3216
32	-0.035279	-0.2733	0.392791
33	0.025582	0.1982	0.421797
34	-0.082266	-0.6372	0.263199
35	-0.075237	-0.5828	0.281112
36	-0.001242	-0.0096	0.496179

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.915686 & 7.0929 & 0 \tabularnewline
2 & -0.199525 & -1.5455 & 0.06374 \tabularnewline
3 & -0.130706 & -1.0124 & 0.157696 \tabularnewline
4 & -0.345875 & -2.6791 & 0.004756 \tabularnewline
5 & -0.187625 & -1.4533 & 0.07567 \tabularnewline
6 & -0.047343 & -0.3667 & 0.357561 \tabularnewline
7 & 0.005613 & 0.0435 & 0.482733 \tabularnewline
8 & -0.141735 & -1.0979 & 0.138323 \tabularnewline
9 & 0.052655 & 0.4079 & 0.342412 \tabularnewline
10 & -0.058954 & -0.4567 & 0.324783 \tabularnewline
11 & -0.040162 & -0.3111 & 0.378404 \tabularnewline
12 & -0.171544 & -1.3288 & 0.094477 \tabularnewline
13 & 0.262034 & 2.0297 & 0.023414 \tabularnewline
14 & 0.017352 & 0.1344 & 0.446764 \tabularnewline
15 & -0.065437 & -0.5069 & 0.307051 \tabularnewline
16 & -0.162779 & -1.2609 & 0.106117 \tabularnewline
17 & 0.011438 & 0.0886 & 0.464849 \tabularnewline
18 & -0.094053 & -0.7285 & 0.234562 \tabularnewline
19 & -0.07246 & -0.5613 & 0.288351 \tabularnewline
20 & -0.062205 & -0.4818 & 0.315838 \tabularnewline
21 & -0.018139 & -0.1405 & 0.444365 \tabularnewline
22 & 0.073178 & 0.5668 & 0.286471 \tabularnewline
23 & -0.096629 & -0.7485 & 0.228546 \tabularnewline
24 & -0.131372 & -1.0176 & 0.156476 \tabularnewline
25 & 0.04189 & 0.3245 & 0.373353 \tabularnewline
26 & -0.10243 & -0.7934 & 0.215331 \tabularnewline
27 & 0.013434 & 0.1041 & 0.458736 \tabularnewline
28 & 0.033955 & 0.263 & 0.396719 \tabularnewline
29 & 0.022512 & 0.1744 & 0.431079 \tabularnewline
30 & -0.018398 & -0.1425 & 0.443577 \tabularnewline
31 & -0.060106 & -0.4656 & 0.3216 \tabularnewline
32 & -0.035279 & -0.2733 & 0.392791 \tabularnewline
33 & 0.025582 & 0.1982 & 0.421797 \tabularnewline
34 & -0.082266 & -0.6372 & 0.263199 \tabularnewline
35 & -0.075237 & -0.5828 & 0.281112 \tabularnewline
36 & -0.001242 & -0.0096 & 0.496179 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70160&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]0.915686[/C][C]7.0929[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.199525[/C][C]-1.5455[/C][C]0.06374[/C][/ROW]
[ROW][C]3[/C][C]-0.130706[/C][C]-1.0124[/C][C]0.157696[/C][/ROW]
[ROW][C]4[/C][C]-0.345875[/C][C]-2.6791[/C][C]0.004756[/C][/ROW]
[ROW][C]5[/C][C]-0.187625[/C][C]-1.4533[/C][C]0.07567[/C][/ROW]
[ROW][C]6[/C][C]-0.047343[/C][C]-0.3667[/C][C]0.357561[/C][/ROW]
[ROW][C]7[/C][C]0.005613[/C][C]0.0435[/C][C]0.482733[/C][/ROW]
[ROW][C]8[/C][C]-0.141735[/C][C]-1.0979[/C][C]0.138323[/C][/ROW]
[ROW][C]9[/C][C]0.052655[/C][C]0.4079[/C][C]0.342412[/C][/ROW]
[ROW][C]10[/C][C]-0.058954[/C][C]-0.4567[/C][C]0.324783[/C][/ROW]
[ROW][C]11[/C][C]-0.040162[/C][C]-0.3111[/C][C]0.378404[/C][/ROW]
[ROW][C]12[/C][C]-0.171544[/C][C]-1.3288[/C][C]0.094477[/C][/ROW]
[ROW][C]13[/C][C]0.262034[/C][C]2.0297[/C][C]0.023414[/C][/ROW]
[ROW][C]14[/C][C]0.017352[/C][C]0.1344[/C][C]0.446764[/C][/ROW]
[ROW][C]15[/C][C]-0.065437[/C][C]-0.5069[/C][C]0.307051[/C][/ROW]
[ROW][C]16[/C][C]-0.162779[/C][C]-1.2609[/C][C]0.106117[/C][/ROW]
[ROW][C]17[/C][C]0.011438[/C][C]0.0886[/C][C]0.464849[/C][/ROW]
[ROW][C]18[/C][C]-0.094053[/C][C]-0.7285[/C][C]0.234562[/C][/ROW]
[ROW][C]19[/C][C]-0.07246[/C][C]-0.5613[/C][C]0.288351[/C][/ROW]
[ROW][C]20[/C][C]-0.062205[/C][C]-0.4818[/C][C]0.315838[/C][/ROW]
[ROW][C]21[/C][C]-0.018139[/C][C]-0.1405[/C][C]0.444365[/C][/ROW]
[ROW][C]22[/C][C]0.073178[/C][C]0.5668[/C][C]0.286471[/C][/ROW]
[ROW][C]23[/C][C]-0.096629[/C][C]-0.7485[/C][C]0.228546[/C][/ROW]
[ROW][C]24[/C][C]-0.131372[/C][C]-1.0176[/C][C]0.156476[/C][/ROW]
[ROW][C]25[/C][C]0.04189[/C][C]0.3245[/C][C]0.373353[/C][/ROW]
[ROW][C]26[/C][C]-0.10243[/C][C]-0.7934[/C][C]0.215331[/C][/ROW]
[ROW][C]27[/C][C]0.013434[/C][C]0.1041[/C][C]0.458736[/C][/ROW]
[ROW][C]28[/C][C]0.033955[/C][C]0.263[/C][C]0.396719[/C][/ROW]
[ROW][C]29[/C][C]0.022512[/C][C]0.1744[/C][C]0.431079[/C][/ROW]
[ROW][C]30[/C][C]-0.018398[/C][C]-0.1425[/C][C]0.443577[/C][/ROW]
[ROW][C]31[/C][C]-0.060106[/C][C]-0.4656[/C][C]0.3216[/C][/ROW]
[ROW][C]32[/C][C]-0.035279[/C][C]-0.2733[/C][C]0.392791[/C][/ROW]
[ROW][C]33[/C][C]0.025582[/C][C]0.1982[/C][C]0.421797[/C][/ROW]
[ROW][C]34[/C][C]-0.082266[/C][C]-0.6372[/C][C]0.263199[/C][/ROW]
[ROW][C]35[/C][C]-0.075237[/C][C]-0.5828[/C][C]0.281112[/C][/ROW]
[ROW][C]36[/C][C]-0.001242[/C][C]-0.0096[/C][C]0.496179[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70160&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70160&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	0.915686	7.0929	0
2	-0.199525	-1.5455	0.06374
3	-0.130706	-1.0124	0.157696
4	-0.345875	-2.6791	0.004756
5	-0.187625	-1.4533	0.07567
6	-0.047343	-0.3667	0.357561
7	0.005613	0.0435	0.482733
8	-0.141735	-1.0979	0.138323
9	0.052655	0.4079	0.342412
10	-0.058954	-0.4567	0.324783
11	-0.040162	-0.3111	0.378404
12	-0.171544	-1.3288	0.094477
13	0.262034	2.0297	0.023414
14	0.017352	0.1344	0.446764
15	-0.065437	-0.5069	0.307051
16	-0.162779	-1.2609	0.106117
17	0.011438	0.0886	0.464849
18	-0.094053	-0.7285	0.234562
19	-0.07246	-0.5613	0.288351
20	-0.062205	-0.4818	0.315838
21	-0.018139	-0.1405	0.444365
22	0.073178	0.5668	0.286471
23	-0.096629	-0.7485	0.228546
24	-0.131372	-1.0176	0.156476
25	0.04189	0.3245	0.373353
26	-0.10243	-0.7934	0.215331
27	0.013434	0.1041	0.458736
28	0.033955	0.263	0.396719
29	0.022512	0.1744	0.431079
30	-0.018398	-0.1425	0.443577
31	-0.060106	-0.4656	0.3216
32	-0.035279	-0.2733	0.392791
33	0.025582	0.1982	0.421797
34	-0.082266	-0.6372	0.263199
35	-0.075237	-0.5828	0.281112
36	-0.001242	-0.0096	0.496179

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