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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 07:24:33 -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/t12614056162j92hru9j1dmjkl.htm/, Retrieved Sun, 05 May 2024 09:51:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70195, Retrieved Sun, 05 May 2024 09:51:52 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Shw; Paper; toepassing ACF d = 0 & D = 1

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]
-    D        [(Partial) Autocorrelation Function] [Ws8.1 ACF1] [2009-11-25 19:12:20] [e0fc65a5811681d807296d590d5b45de]
-    D          [(Partial) Autocorrelation Function] [Paper stationair ...] [2009-12-19 17:48:37] [e0fc65a5811681d807296d590d5b45de]
-   PD              [(Partial) Autocorrelation Function] [Paper; toepassing...] [2009-12-21 14:24:33] [51108381f3361ca8af49c4f74052c840] [Current]

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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	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=70195&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=70195&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70195&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	0.906257	7.0198	0
2	0.823652	6.38	0
3	0.743507	5.7592	0
4	0.696286	5.3934	1e-06
5	0.638264	4.944	3e-06
6	0.570856	4.4218	2.1e-05
7	0.498869	3.8642	0.000138
8	0.415279	3.2167	0.001045
9	0.328016	2.5408	0.006832
10	0.239455	1.8548	0.034269
11	0.14647	1.1346	0.130538
12	0.058676	0.4545	0.325553
13	0.061874	0.4793	0.316742
14	0.056353	0.4365	0.332017
15	0.048222	0.3735	0.355035
16	0.021667	0.1678	0.43364
17	0.001054	0.0082	0.496758
18	-0.021868	-0.1694	0.433031
19	-0.036159	-0.2801	0.390188
20	-0.034882	-0.2702	0.393968
21	-0.023721	-0.1837	0.427418
22	-0.021471	-0.1663	0.434234
23	-0.024734	-0.1916	0.424355
24	-0.035239	-0.273	0.39291
25	-0.090676	-0.7024	0.242582
26	-0.148556	-1.1507	0.127208
27	-0.187514	-1.4525	0.075789
28	-0.21589	-1.6723	0.049838
29	-0.244317	-1.8925	0.031628
30	-0.280254	-2.1708	0.016955
31	-0.32391	-2.509	0.007413
32	-0.371602	-2.8784	0.002765
33	-0.406549	-3.1491	0.001276
34	-0.429364	-3.3258	0.000754
35	-0.446669	-3.4599	5e-04
36	-0.47174	-3.6541	0.000272

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.906257 & 7.0198 & 0 \tabularnewline
2 & 0.823652 & 6.38 & 0 \tabularnewline
3 & 0.743507 & 5.7592 & 0 \tabularnewline
4 & 0.696286 & 5.3934 & 1e-06 \tabularnewline
5 & 0.638264 & 4.944 & 3e-06 \tabularnewline
6 & 0.570856 & 4.4218 & 2.1e-05 \tabularnewline
7 & 0.498869 & 3.8642 & 0.000138 \tabularnewline
8 & 0.415279 & 3.2167 & 0.001045 \tabularnewline
9 & 0.328016 & 2.5408 & 0.006832 \tabularnewline
10 & 0.239455 & 1.8548 & 0.034269 \tabularnewline
11 & 0.14647 & 1.1346 & 0.130538 \tabularnewline
12 & 0.058676 & 0.4545 & 0.325553 \tabularnewline
13 & 0.061874 & 0.4793 & 0.316742 \tabularnewline
14 & 0.056353 & 0.4365 & 0.332017 \tabularnewline
15 & 0.048222 & 0.3735 & 0.355035 \tabularnewline
16 & 0.021667 & 0.1678 & 0.43364 \tabularnewline
17 & 0.001054 & 0.0082 & 0.496758 \tabularnewline
18 & -0.021868 & -0.1694 & 0.433031 \tabularnewline
19 & -0.036159 & -0.2801 & 0.390188 \tabularnewline
20 & -0.034882 & -0.2702 & 0.393968 \tabularnewline
21 & -0.023721 & -0.1837 & 0.427418 \tabularnewline
22 & -0.021471 & -0.1663 & 0.434234 \tabularnewline
23 & -0.024734 & -0.1916 & 0.424355 \tabularnewline
24 & -0.035239 & -0.273 & 0.39291 \tabularnewline
25 & -0.090676 & -0.7024 & 0.242582 \tabularnewline
26 & -0.148556 & -1.1507 & 0.127208 \tabularnewline
27 & -0.187514 & -1.4525 & 0.075789 \tabularnewline
28 & -0.21589 & -1.6723 & 0.049838 \tabularnewline
29 & -0.244317 & -1.8925 & 0.031628 \tabularnewline
30 & -0.280254 & -2.1708 & 0.016955 \tabularnewline
31 & -0.32391 & -2.509 & 0.007413 \tabularnewline
32 & -0.371602 & -2.8784 & 0.002765 \tabularnewline
33 & -0.406549 & -3.1491 & 0.001276 \tabularnewline
34 & -0.429364 & -3.3258 & 0.000754 \tabularnewline
35 & -0.446669 & -3.4599 & 5e-04 \tabularnewline
36 & -0.47174 & -3.6541 & 0.000272 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70195&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]0.906257[/C][C]7.0198[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.823652[/C][C]6.38[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.743507[/C][C]5.7592[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.696286[/C][C]5.3934[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.638264[/C][C]4.944[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.570856[/C][C]4.4218[/C][C]2.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.498869[/C][C]3.8642[/C][C]0.000138[/C][/ROW]
[ROW][C]8[/C][C]0.415279[/C][C]3.2167[/C][C]0.001045[/C][/ROW]
[ROW][C]9[/C][C]0.328016[/C][C]2.5408[/C][C]0.006832[/C][/ROW]
[ROW][C]10[/C][C]0.239455[/C][C]1.8548[/C][C]0.034269[/C][/ROW]
[ROW][C]11[/C][C]0.14647[/C][C]1.1346[/C][C]0.130538[/C][/ROW]
[ROW][C]12[/C][C]0.058676[/C][C]0.4545[/C][C]0.325553[/C][/ROW]
[ROW][C]13[/C][C]0.061874[/C][C]0.4793[/C][C]0.316742[/C][/ROW]
[ROW][C]14[/C][C]0.056353[/C][C]0.4365[/C][C]0.332017[/C][/ROW]
[ROW][C]15[/C][C]0.048222[/C][C]0.3735[/C][C]0.355035[/C][/ROW]
[ROW][C]16[/C][C]0.021667[/C][C]0.1678[/C][C]0.43364[/C][/ROW]
[ROW][C]17[/C][C]0.001054[/C][C]0.0082[/C][C]0.496758[/C][/ROW]
[ROW][C]18[/C][C]-0.021868[/C][C]-0.1694[/C][C]0.433031[/C][/ROW]
[ROW][C]19[/C][C]-0.036159[/C][C]-0.2801[/C][C]0.390188[/C][/ROW]
[ROW][C]20[/C][C]-0.034882[/C][C]-0.2702[/C][C]0.393968[/C][/ROW]
[ROW][C]21[/C][C]-0.023721[/C][C]-0.1837[/C][C]0.427418[/C][/ROW]
[ROW][C]22[/C][C]-0.021471[/C][C]-0.1663[/C][C]0.434234[/C][/ROW]
[ROW][C]23[/C][C]-0.024734[/C][C]-0.1916[/C][C]0.424355[/C][/ROW]
[ROW][C]24[/C][C]-0.035239[/C][C]-0.273[/C][C]0.39291[/C][/ROW]
[ROW][C]25[/C][C]-0.090676[/C][C]-0.7024[/C][C]0.242582[/C][/ROW]
[ROW][C]26[/C][C]-0.148556[/C][C]-1.1507[/C][C]0.127208[/C][/ROW]
[ROW][C]27[/C][C]-0.187514[/C][C]-1.4525[/C][C]0.075789[/C][/ROW]
[ROW][C]28[/C][C]-0.21589[/C][C]-1.6723[/C][C]0.049838[/C][/ROW]
[ROW][C]29[/C][C]-0.244317[/C][C]-1.8925[/C][C]0.031628[/C][/ROW]
[ROW][C]30[/C][C]-0.280254[/C][C]-2.1708[/C][C]0.016955[/C][/ROW]
[ROW][C]31[/C][C]-0.32391[/C][C]-2.509[/C][C]0.007413[/C][/ROW]
[ROW][C]32[/C][C]-0.371602[/C][C]-2.8784[/C][C]0.002765[/C][/ROW]
[ROW][C]33[/C][C]-0.406549[/C][C]-3.1491[/C][C]0.001276[/C][/ROW]
[ROW][C]34[/C][C]-0.429364[/C][C]-3.3258[/C][C]0.000754[/C][/ROW]
[ROW][C]35[/C][C]-0.446669[/C][C]-3.4599[/C][C]5e-04[/C][/ROW]
[ROW][C]36[/C][C]-0.47174[/C][C]-3.6541[/C][C]0.000272[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70195&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70195&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	0.906257	7.0198	0
2	0.823652	6.38	0
3	0.743507	5.7592	0
4	0.696286	5.3934	1e-06
5	0.638264	4.944	3e-06
6	0.570856	4.4218	2.1e-05
7	0.498869	3.8642	0.000138
8	0.415279	3.2167	0.001045
9	0.328016	2.5408	0.006832
10	0.239455	1.8548	0.034269
11	0.14647	1.1346	0.130538
12	0.058676	0.4545	0.325553
13	0.061874	0.4793	0.316742
14	0.056353	0.4365	0.332017
15	0.048222	0.3735	0.355035
16	0.021667	0.1678	0.43364
17	0.001054	0.0082	0.496758
18	-0.021868	-0.1694	0.433031
19	-0.036159	-0.2801	0.390188
20	-0.034882	-0.2702	0.393968
21	-0.023721	-0.1837	0.427418
22	-0.021471	-0.1663	0.434234
23	-0.024734	-0.1916	0.424355
24	-0.035239	-0.273	0.39291
25	-0.090676	-0.7024	0.242582
26	-0.148556	-1.1507	0.127208
27	-0.187514	-1.4525	0.075789
28	-0.21589	-1.6723	0.049838
29	-0.244317	-1.8925	0.031628
30	-0.280254	-2.1708	0.016955
31	-0.32391	-2.509	0.007413
32	-0.371602	-2.8784	0.002765
33	-0.406549	-3.1491	0.001276
34	-0.429364	-3.3258	0.000754
35	-0.446669	-3.4599	5e-04
36	-0.47174	-3.6541	0.000272

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.906257	7.0198	0
2	0.01315	0.1019	0.459605
3	-0.028185	-0.2183	0.413961
4	0.140105	1.0853	0.141076
5	-0.071374	-0.5529	0.291207
6	-0.089486	-0.6932	0.245442
7	-0.044266	-0.3429	0.366443
8	-0.13407	-1.0385	0.151601
9	-0.104835	-0.8121	0.209986
10	-0.080389	-0.6227	0.267925
11	-0.126393	-0.979	0.165746
12	-0.062876	-0.487	0.314003
13	0.478478	3.7063	0.00023
14	-0.004581	-0.0355	0.485905
15	-0.005039	-0.039	0.484498
16	0.095271	0.738	0.231707
17	-0.092401	-0.7157	0.238467
18	-0.158651	-1.2289	0.111953
19	-0.010365	-0.0803	0.468137
20	-0.068703	-0.5322	0.298286
21	-0.042986	-0.333	0.370158
22	-0.006604	-0.0512	0.479687
23	-0.096469	-0.7472	0.228917
24	-0.039041	-0.3024	0.381692
25	-0.042025	-0.3255	0.372959
26	-0.168051	-1.3017	0.098994
27	0.056953	0.4412	0.330343
28	-0.017717	-0.1372	0.445651
29	-0.075548	-0.5852	0.280305
30	-0.039315	-0.3045	0.380886
31	-0.053024	-0.4107	0.341369
32	-0.037674	-0.2918	0.385714
33	0.131834	1.0212	0.155633
34	-0.028505	-0.2208	0.412998
35	-0.054439	-0.4217	0.337382
36	-0.061151	-0.4737	0.318726

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.906257 & 7.0198 & 0 \tabularnewline
2 & 0.01315 & 0.1019 & 0.459605 \tabularnewline
3 & -0.028185 & -0.2183 & 0.413961 \tabularnewline
4 & 0.140105 & 1.0853 & 0.141076 \tabularnewline
5 & -0.071374 & -0.5529 & 0.291207 \tabularnewline
6 & -0.089486 & -0.6932 & 0.245442 \tabularnewline
7 & -0.044266 & -0.3429 & 0.366443 \tabularnewline
8 & -0.13407 & -1.0385 & 0.151601 \tabularnewline
9 & -0.104835 & -0.8121 & 0.209986 \tabularnewline
10 & -0.080389 & -0.6227 & 0.267925 \tabularnewline
11 & -0.126393 & -0.979 & 0.165746 \tabularnewline
12 & -0.062876 & -0.487 & 0.314003 \tabularnewline
13 & 0.478478 & 3.7063 & 0.00023 \tabularnewline
14 & -0.004581 & -0.0355 & 0.485905 \tabularnewline
15 & -0.005039 & -0.039 & 0.484498 \tabularnewline
16 & 0.095271 & 0.738 & 0.231707 \tabularnewline
17 & -0.092401 & -0.7157 & 0.238467 \tabularnewline
18 & -0.158651 & -1.2289 & 0.111953 \tabularnewline
19 & -0.010365 & -0.0803 & 0.468137 \tabularnewline
20 & -0.068703 & -0.5322 & 0.298286 \tabularnewline
21 & -0.042986 & -0.333 & 0.370158 \tabularnewline
22 & -0.006604 & -0.0512 & 0.479687 \tabularnewline
23 & -0.096469 & -0.7472 & 0.228917 \tabularnewline
24 & -0.039041 & -0.3024 & 0.381692 \tabularnewline
25 & -0.042025 & -0.3255 & 0.372959 \tabularnewline
26 & -0.168051 & -1.3017 & 0.098994 \tabularnewline
27 & 0.056953 & 0.4412 & 0.330343 \tabularnewline
28 & -0.017717 & -0.1372 & 0.445651 \tabularnewline
29 & -0.075548 & -0.5852 & 0.280305 \tabularnewline
30 & -0.039315 & -0.3045 & 0.380886 \tabularnewline
31 & -0.053024 & -0.4107 & 0.341369 \tabularnewline
32 & -0.037674 & -0.2918 & 0.385714 \tabularnewline
33 & 0.131834 & 1.0212 & 0.155633 \tabularnewline
34 & -0.028505 & -0.2208 & 0.412998 \tabularnewline
35 & -0.054439 & -0.4217 & 0.337382 \tabularnewline
36 & -0.061151 & -0.4737 & 0.318726 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70195&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]0.906257[/C][C]7.0198[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.01315[/C][C]0.1019[/C][C]0.459605[/C][/ROW]
[ROW][C]3[/C][C]-0.028185[/C][C]-0.2183[/C][C]0.413961[/C][/ROW]
[ROW][C]4[/C][C]0.140105[/C][C]1.0853[/C][C]0.141076[/C][/ROW]
[ROW][C]5[/C][C]-0.071374[/C][C]-0.5529[/C][C]0.291207[/C][/ROW]
[ROW][C]6[/C][C]-0.089486[/C][C]-0.6932[/C][C]0.245442[/C][/ROW]
[ROW][C]7[/C][C]-0.044266[/C][C]-0.3429[/C][C]0.366443[/C][/ROW]
[ROW][C]8[/C][C]-0.13407[/C][C]-1.0385[/C][C]0.151601[/C][/ROW]
[ROW][C]9[/C][C]-0.104835[/C][C]-0.8121[/C][C]0.209986[/C][/ROW]
[ROW][C]10[/C][C]-0.080389[/C][C]-0.6227[/C][C]0.267925[/C][/ROW]
[ROW][C]11[/C][C]-0.126393[/C][C]-0.979[/C][C]0.165746[/C][/ROW]
[ROW][C]12[/C][C]-0.062876[/C][C]-0.487[/C][C]0.314003[/C][/ROW]
[ROW][C]13[/C][C]0.478478[/C][C]3.7063[/C][C]0.00023[/C][/ROW]
[ROW][C]14[/C][C]-0.004581[/C][C]-0.0355[/C][C]0.485905[/C][/ROW]
[ROW][C]15[/C][C]-0.005039[/C][C]-0.039[/C][C]0.484498[/C][/ROW]
[ROW][C]16[/C][C]0.095271[/C][C]0.738[/C][C]0.231707[/C][/ROW]
[ROW][C]17[/C][C]-0.092401[/C][C]-0.7157[/C][C]0.238467[/C][/ROW]
[ROW][C]18[/C][C]-0.158651[/C][C]-1.2289[/C][C]0.111953[/C][/ROW]
[ROW][C]19[/C][C]-0.010365[/C][C]-0.0803[/C][C]0.468137[/C][/ROW]
[ROW][C]20[/C][C]-0.068703[/C][C]-0.5322[/C][C]0.298286[/C][/ROW]
[ROW][C]21[/C][C]-0.042986[/C][C]-0.333[/C][C]0.370158[/C][/ROW]
[ROW][C]22[/C][C]-0.006604[/C][C]-0.0512[/C][C]0.479687[/C][/ROW]
[ROW][C]23[/C][C]-0.096469[/C][C]-0.7472[/C][C]0.228917[/C][/ROW]
[ROW][C]24[/C][C]-0.039041[/C][C]-0.3024[/C][C]0.381692[/C][/ROW]
[ROW][C]25[/C][C]-0.042025[/C][C]-0.3255[/C][C]0.372959[/C][/ROW]
[ROW][C]26[/C][C]-0.168051[/C][C]-1.3017[/C][C]0.098994[/C][/ROW]
[ROW][C]27[/C][C]0.056953[/C][C]0.4412[/C][C]0.330343[/C][/ROW]
[ROW][C]28[/C][C]-0.017717[/C][C]-0.1372[/C][C]0.445651[/C][/ROW]
[ROW][C]29[/C][C]-0.075548[/C][C]-0.5852[/C][C]0.280305[/C][/ROW]
[ROW][C]30[/C][C]-0.039315[/C][C]-0.3045[/C][C]0.380886[/C][/ROW]
[ROW][C]31[/C][C]-0.053024[/C][C]-0.4107[/C][C]0.341369[/C][/ROW]
[ROW][C]32[/C][C]-0.037674[/C][C]-0.2918[/C][C]0.385714[/C][/ROW]
[ROW][C]33[/C][C]0.131834[/C][C]1.0212[/C][C]0.155633[/C][/ROW]
[ROW][C]34[/C][C]-0.028505[/C][C]-0.2208[/C][C]0.412998[/C][/ROW]
[ROW][C]35[/C][C]-0.054439[/C][C]-0.4217[/C][C]0.337382[/C][/ROW]
[ROW][C]36[/C][C]-0.061151[/C][C]-0.4737[/C][C]0.318726[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70195&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70195&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	0.906257	7.0198	0
2	0.01315	0.1019	0.459605
3	-0.028185	-0.2183	0.413961
4	0.140105	1.0853	0.141076
5	-0.071374	-0.5529	0.291207
6	-0.089486	-0.6932	0.245442
7	-0.044266	-0.3429	0.366443
8	-0.13407	-1.0385	0.151601
9	-0.104835	-0.8121	0.209986
10	-0.080389	-0.6227	0.267925
11	-0.126393	-0.979	0.165746
12	-0.062876	-0.487	0.314003
13	0.478478	3.7063	0.00023
14	-0.004581	-0.0355	0.485905
15	-0.005039	-0.039	0.484498
16	0.095271	0.738	0.231707
17	-0.092401	-0.7157	0.238467
18	-0.158651	-1.2289	0.111953
19	-0.010365	-0.0803	0.468137
20	-0.068703	-0.5322	0.298286
21	-0.042986	-0.333	0.370158
22	-0.006604	-0.0512	0.479687
23	-0.096469	-0.7472	0.228917
24	-0.039041	-0.3024	0.381692
25	-0.042025	-0.3255	0.372959
26	-0.168051	-1.3017	0.098994
27	0.056953	0.4412	0.330343
28	-0.017717	-0.1372	0.445651
29	-0.075548	-0.5852	0.280305
30	-0.039315	-0.3045	0.380886
31	-0.053024	-0.4107	0.341369
32	-0.037674	-0.2918	0.385714
33	0.131834	1.0212	0.155633
34	-0.028505	-0.2208	0.412998
35	-0.054439	-0.4217	0.337382
36	-0.061151	-0.4737	0.318726

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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