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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 07:28:47 -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/t12614062337lhjfft4eosrji6.htm/, Retrieved Sun, 05 May 2024 14:17:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70205, Retrieved Sun, 05 May 2024 14:17:49 +0000

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User-defined keywords

Estimated Impact

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]
-   PD          [(Partial) Autocorrelation Function] [] [2009-12-21 14:28:47] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

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Dataseries X:

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Boxplots

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	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=70205&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=70205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70205&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	0.253045	1.9437	0.028355
2	0.259284	1.9916	0.025526
3	0.327753	2.5175	0.007277
4	0.359753	2.7633	0.00381
5	0.095421	0.7329	0.233247
6	0.065936	0.5065	0.307209
7	0.024352	0.187	0.426132
8	-0.062209	-0.4778	0.317266
9	-0.16776	-1.2886	0.101285
10	-0.172787	-1.3272	0.094777
11	-0.052901	-0.4063	0.342981
12	-0.447857	-3.4401	0.000537
13	-0.224773	-1.7265	0.044744
14	-0.072947	-0.5603	0.288694
15	-0.083094	-0.6383	0.262887
16	-0.236347	-1.8154	0.037271
17	-0.033556	-0.2577	0.398749
18	-0.04261	-0.3273	0.372302
19	0.01015	0.078	0.46906
20	-0.048376	-0.3716	0.355766
21	-0.03903	-0.2998	0.382693
22	0.097746	0.7508	0.227878
23	-0.006	-0.0461	0.481699
24	-0.040693	-0.3126	0.377855
25	0.091119	0.6999	0.243371
26	-0.102476	-0.7871	0.217178
27	-0.067404	-0.5177	0.303288
28	-0.006728	-0.0517	0.479478
29	-0.039686	-0.3048	0.380784
30	-0.013154	-0.101	0.45993
31	-0.049184	-0.3778	0.353471
32	0.023782	0.1827	0.427841
33	0.043491	0.3341	0.369759
34	0.013763	0.1057	0.458085
35	-0.029558	-0.227	0.41059
36	0.124195	0.954	0.171997

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.253045 & 1.9437 & 0.028355 \tabularnewline
2 & 0.259284 & 1.9916 & 0.025526 \tabularnewline
3 & 0.327753 & 2.5175 & 0.007277 \tabularnewline
4 & 0.359753 & 2.7633 & 0.00381 \tabularnewline
5 & 0.095421 & 0.7329 & 0.233247 \tabularnewline
6 & 0.065936 & 0.5065 & 0.307209 \tabularnewline
7 & 0.024352 & 0.187 & 0.426132 \tabularnewline
8 & -0.062209 & -0.4778 & 0.317266 \tabularnewline
9 & -0.16776 & -1.2886 & 0.101285 \tabularnewline
10 & -0.172787 & -1.3272 & 0.094777 \tabularnewline
11 & -0.052901 & -0.4063 & 0.342981 \tabularnewline
12 & -0.447857 & -3.4401 & 0.000537 \tabularnewline
13 & -0.224773 & -1.7265 & 0.044744 \tabularnewline
14 & -0.072947 & -0.5603 & 0.288694 \tabularnewline
15 & -0.083094 & -0.6383 & 0.262887 \tabularnewline
16 & -0.236347 & -1.8154 & 0.037271 \tabularnewline
17 & -0.033556 & -0.2577 & 0.398749 \tabularnewline
18 & -0.04261 & -0.3273 & 0.372302 \tabularnewline
19 & 0.01015 & 0.078 & 0.46906 \tabularnewline
20 & -0.048376 & -0.3716 & 0.355766 \tabularnewline
21 & -0.03903 & -0.2998 & 0.382693 \tabularnewline
22 & 0.097746 & 0.7508 & 0.227878 \tabularnewline
23 & -0.006 & -0.0461 & 0.481699 \tabularnewline
24 & -0.040693 & -0.3126 & 0.377855 \tabularnewline
25 & 0.091119 & 0.6999 & 0.243371 \tabularnewline
26 & -0.102476 & -0.7871 & 0.217178 \tabularnewline
27 & -0.067404 & -0.5177 & 0.303288 \tabularnewline
28 & -0.006728 & -0.0517 & 0.479478 \tabularnewline
29 & -0.039686 & -0.3048 & 0.380784 \tabularnewline
30 & -0.013154 & -0.101 & 0.45993 \tabularnewline
31 & -0.049184 & -0.3778 & 0.353471 \tabularnewline
32 & 0.023782 & 0.1827 & 0.427841 \tabularnewline
33 & 0.043491 & 0.3341 & 0.369759 \tabularnewline
34 & 0.013763 & 0.1057 & 0.458085 \tabularnewline
35 & -0.029558 & -0.227 & 0.41059 \tabularnewline
36 & 0.124195 & 0.954 & 0.171997 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70205&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]0.253045[/C][C]1.9437[/C][C]0.028355[/C][/ROW]
[ROW][C]2[/C][C]0.259284[/C][C]1.9916[/C][C]0.025526[/C][/ROW]
[ROW][C]3[/C][C]0.327753[/C][C]2.5175[/C][C]0.007277[/C][/ROW]
[ROW][C]4[/C][C]0.359753[/C][C]2.7633[/C][C]0.00381[/C][/ROW]
[ROW][C]5[/C][C]0.095421[/C][C]0.7329[/C][C]0.233247[/C][/ROW]
[ROW][C]6[/C][C]0.065936[/C][C]0.5065[/C][C]0.307209[/C][/ROW]
[ROW][C]7[/C][C]0.024352[/C][C]0.187[/C][C]0.426132[/C][/ROW]
[ROW][C]8[/C][C]-0.062209[/C][C]-0.4778[/C][C]0.317266[/C][/ROW]
[ROW][C]9[/C][C]-0.16776[/C][C]-1.2886[/C][C]0.101285[/C][/ROW]
[ROW][C]10[/C][C]-0.172787[/C][C]-1.3272[/C][C]0.094777[/C][/ROW]
[ROW][C]11[/C][C]-0.052901[/C][C]-0.4063[/C][C]0.342981[/C][/ROW]
[ROW][C]12[/C][C]-0.447857[/C][C]-3.4401[/C][C]0.000537[/C][/ROW]
[ROW][C]13[/C][C]-0.224773[/C][C]-1.7265[/C][C]0.044744[/C][/ROW]
[ROW][C]14[/C][C]-0.072947[/C][C]-0.5603[/C][C]0.288694[/C][/ROW]
[ROW][C]15[/C][C]-0.083094[/C][C]-0.6383[/C][C]0.262887[/C][/ROW]
[ROW][C]16[/C][C]-0.236347[/C][C]-1.8154[/C][C]0.037271[/C][/ROW]
[ROW][C]17[/C][C]-0.033556[/C][C]-0.2577[/C][C]0.398749[/C][/ROW]
[ROW][C]18[/C][C]-0.04261[/C][C]-0.3273[/C][C]0.372302[/C][/ROW]
[ROW][C]19[/C][C]0.01015[/C][C]0.078[/C][C]0.46906[/C][/ROW]
[ROW][C]20[/C][C]-0.048376[/C][C]-0.3716[/C][C]0.355766[/C][/ROW]
[ROW][C]21[/C][C]-0.03903[/C][C]-0.2998[/C][C]0.382693[/C][/ROW]
[ROW][C]22[/C][C]0.097746[/C][C]0.7508[/C][C]0.227878[/C][/ROW]
[ROW][C]23[/C][C]-0.006[/C][C]-0.0461[/C][C]0.481699[/C][/ROW]
[ROW][C]24[/C][C]-0.040693[/C][C]-0.3126[/C][C]0.377855[/C][/ROW]
[ROW][C]25[/C][C]0.091119[/C][C]0.6999[/C][C]0.243371[/C][/ROW]
[ROW][C]26[/C][C]-0.102476[/C][C]-0.7871[/C][C]0.217178[/C][/ROW]
[ROW][C]27[/C][C]-0.067404[/C][C]-0.5177[/C][C]0.303288[/C][/ROW]
[ROW][C]28[/C][C]-0.006728[/C][C]-0.0517[/C][C]0.479478[/C][/ROW]
[ROW][C]29[/C][C]-0.039686[/C][C]-0.3048[/C][C]0.380784[/C][/ROW]
[ROW][C]30[/C][C]-0.013154[/C][C]-0.101[/C][C]0.45993[/C][/ROW]
[ROW][C]31[/C][C]-0.049184[/C][C]-0.3778[/C][C]0.353471[/C][/ROW]
[ROW][C]32[/C][C]0.023782[/C][C]0.1827[/C][C]0.427841[/C][/ROW]
[ROW][C]33[/C][C]0.043491[/C][C]0.3341[/C][C]0.369759[/C][/ROW]
[ROW][C]34[/C][C]0.013763[/C][C]0.1057[/C][C]0.458085[/C][/ROW]
[ROW][C]35[/C][C]-0.029558[/C][C]-0.227[/C][C]0.41059[/C][/ROW]
[ROW][C]36[/C][C]0.124195[/C][C]0.954[/C][C]0.171997[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70205&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	0.253045	1.9437	0.028355
2	0.259284	1.9916	0.025526
3	0.327753	2.5175	0.007277
4	0.359753	2.7633	0.00381
5	0.095421	0.7329	0.233247
6	0.065936	0.5065	0.307209
7	0.024352	0.187	0.426132
8	-0.062209	-0.4778	0.317266
9	-0.16776	-1.2886	0.101285
10	-0.172787	-1.3272	0.094777
11	-0.052901	-0.4063	0.342981
12	-0.447857	-3.4401	0.000537
13	-0.224773	-1.7265	0.044744
14	-0.072947	-0.5603	0.288694
15	-0.083094	-0.6383	0.262887
16	-0.236347	-1.8154	0.037271
17	-0.033556	-0.2577	0.398749
18	-0.04261	-0.3273	0.372302
19	0.01015	0.078	0.46906
20	-0.048376	-0.3716	0.355766
21	-0.03903	-0.2998	0.382693
22	0.097746	0.7508	0.227878
23	-0.006	-0.0461	0.481699
24	-0.040693	-0.3126	0.377855
25	0.091119	0.6999	0.243371
26	-0.102476	-0.7871	0.217178
27	-0.067404	-0.5177	0.303288
28	-0.006728	-0.0517	0.479478
29	-0.039686	-0.3048	0.380784
30	-0.013154	-0.101	0.45993
31	-0.049184	-0.3778	0.353471
32	0.023782	0.1827	0.427841
33	0.043491	0.3341	0.369759
34	0.013763	0.1057	0.458085
35	-0.029558	-0.227	0.41059
36	0.124195	0.954	0.171997

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.253045	1.9437	0.028355
2	0.20861	1.6024	0.057208
3	0.249143	1.9137	0.030256
4	0.246473	1.8932	0.03162
5	-0.117316	-0.9011	0.185594
6	-0.139176	-1.069	0.144706
7	-0.15935	-1.224	0.112911
8	-0.164219	-1.2614	0.106066
9	-0.142627	-1.0955	0.138867
10	-0.079569	-0.6112	0.271714
11	0.168679	1.2957	0.100071
12	-0.341662	-2.6244	0.005518
13	0.004858	0.0373	0.485179
14	0.184482	1.417	0.080866
15	0.164802	1.2659	0.105269
16	0.03299	0.2534	0.40042
17	0.006248	0.048	0.480944
18	-0.143415	-1.1016	0.137557
19	-0.066651	-0.512	0.305295
20	-0.096226	-0.7391	0.231381
21	-0.187082	-1.437	0.078
22	0.062314	0.4786	0.316981
23	0.099072	0.761	0.224848
24	-0.183238	-1.4075	0.082266
25	0.088276	0.6781	0.250192
26	-0.144625	-1.1109	0.135562
27	0.08591	0.6599	0.255948
28	0.011673	0.0897	0.464428
29	0.007789	0.0598	0.476248
30	0.096074	0.738	0.231733
31	-0.020709	-0.1591	0.437079
32	0.051935	0.3989	0.345697
33	-0.118491	-0.9101	0.183224
34	0.019299	0.1482	0.44133
35	-0.020876	-0.1604	0.436575
36	-0.067302	-0.517	0.303559

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.253045 & 1.9437 & 0.028355 \tabularnewline
2 & 0.20861 & 1.6024 & 0.057208 \tabularnewline
3 & 0.249143 & 1.9137 & 0.030256 \tabularnewline
4 & 0.246473 & 1.8932 & 0.03162 \tabularnewline
5 & -0.117316 & -0.9011 & 0.185594 \tabularnewline
6 & -0.139176 & -1.069 & 0.144706 \tabularnewline
7 & -0.15935 & -1.224 & 0.112911 \tabularnewline
8 & -0.164219 & -1.2614 & 0.106066 \tabularnewline
9 & -0.142627 & -1.0955 & 0.138867 \tabularnewline
10 & -0.079569 & -0.6112 & 0.271714 \tabularnewline
11 & 0.168679 & 1.2957 & 0.100071 \tabularnewline
12 & -0.341662 & -2.6244 & 0.005518 \tabularnewline
13 & 0.004858 & 0.0373 & 0.485179 \tabularnewline
14 & 0.184482 & 1.417 & 0.080866 \tabularnewline
15 & 0.164802 & 1.2659 & 0.105269 \tabularnewline
16 & 0.03299 & 0.2534 & 0.40042 \tabularnewline
17 & 0.006248 & 0.048 & 0.480944 \tabularnewline
18 & -0.143415 & -1.1016 & 0.137557 \tabularnewline
19 & -0.066651 & -0.512 & 0.305295 \tabularnewline
20 & -0.096226 & -0.7391 & 0.231381 \tabularnewline
21 & -0.187082 & -1.437 & 0.078 \tabularnewline
22 & 0.062314 & 0.4786 & 0.316981 \tabularnewline
23 & 0.099072 & 0.761 & 0.224848 \tabularnewline
24 & -0.183238 & -1.4075 & 0.082266 \tabularnewline
25 & 0.088276 & 0.6781 & 0.250192 \tabularnewline
26 & -0.144625 & -1.1109 & 0.135562 \tabularnewline
27 & 0.08591 & 0.6599 & 0.255948 \tabularnewline
28 & 0.011673 & 0.0897 & 0.464428 \tabularnewline
29 & 0.007789 & 0.0598 & 0.476248 \tabularnewline
30 & 0.096074 & 0.738 & 0.231733 \tabularnewline
31 & -0.020709 & -0.1591 & 0.437079 \tabularnewline
32 & 0.051935 & 0.3989 & 0.345697 \tabularnewline
33 & -0.118491 & -0.9101 & 0.183224 \tabularnewline
34 & 0.019299 & 0.1482 & 0.44133 \tabularnewline
35 & -0.020876 & -0.1604 & 0.436575 \tabularnewline
36 & -0.067302 & -0.517 & 0.303559 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70205&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]0.253045[/C][C]1.9437[/C][C]0.028355[/C][/ROW]
[ROW][C]2[/C][C]0.20861[/C][C]1.6024[/C][C]0.057208[/C][/ROW]
[ROW][C]3[/C][C]0.249143[/C][C]1.9137[/C][C]0.030256[/C][/ROW]
[ROW][C]4[/C][C]0.246473[/C][C]1.8932[/C][C]0.03162[/C][/ROW]
[ROW][C]5[/C][C]-0.117316[/C][C]-0.9011[/C][C]0.185594[/C][/ROW]
[ROW][C]6[/C][C]-0.139176[/C][C]-1.069[/C][C]0.144706[/C][/ROW]
[ROW][C]7[/C][C]-0.15935[/C][C]-1.224[/C][C]0.112911[/C][/ROW]
[ROW][C]8[/C][C]-0.164219[/C][C]-1.2614[/C][C]0.106066[/C][/ROW]
[ROW][C]9[/C][C]-0.142627[/C][C]-1.0955[/C][C]0.138867[/C][/ROW]
[ROW][C]10[/C][C]-0.079569[/C][C]-0.6112[/C][C]0.271714[/C][/ROW]
[ROW][C]11[/C][C]0.168679[/C][C]1.2957[/C][C]0.100071[/C][/ROW]
[ROW][C]12[/C][C]-0.341662[/C][C]-2.6244[/C][C]0.005518[/C][/ROW]
[ROW][C]13[/C][C]0.004858[/C][C]0.0373[/C][C]0.485179[/C][/ROW]
[ROW][C]14[/C][C]0.184482[/C][C]1.417[/C][C]0.080866[/C][/ROW]
[ROW][C]15[/C][C]0.164802[/C][C]1.2659[/C][C]0.105269[/C][/ROW]
[ROW][C]16[/C][C]0.03299[/C][C]0.2534[/C][C]0.40042[/C][/ROW]
[ROW][C]17[/C][C]0.006248[/C][C]0.048[/C][C]0.480944[/C][/ROW]
[ROW][C]18[/C][C]-0.143415[/C][C]-1.1016[/C][C]0.137557[/C][/ROW]
[ROW][C]19[/C][C]-0.066651[/C][C]-0.512[/C][C]0.305295[/C][/ROW]
[ROW][C]20[/C][C]-0.096226[/C][C]-0.7391[/C][C]0.231381[/C][/ROW]
[ROW][C]21[/C][C]-0.187082[/C][C]-1.437[/C][C]0.078[/C][/ROW]
[ROW][C]22[/C][C]0.062314[/C][C]0.4786[/C][C]0.316981[/C][/ROW]
[ROW][C]23[/C][C]0.099072[/C][C]0.761[/C][C]0.224848[/C][/ROW]
[ROW][C]24[/C][C]-0.183238[/C][C]-1.4075[/C][C]0.082266[/C][/ROW]
[ROW][C]25[/C][C]0.088276[/C][C]0.6781[/C][C]0.250192[/C][/ROW]
[ROW][C]26[/C][C]-0.144625[/C][C]-1.1109[/C][C]0.135562[/C][/ROW]
[ROW][C]27[/C][C]0.08591[/C][C]0.6599[/C][C]0.255948[/C][/ROW]
[ROW][C]28[/C][C]0.011673[/C][C]0.0897[/C][C]0.464428[/C][/ROW]
[ROW][C]29[/C][C]0.007789[/C][C]0.0598[/C][C]0.476248[/C][/ROW]
[ROW][C]30[/C][C]0.096074[/C][C]0.738[/C][C]0.231733[/C][/ROW]
[ROW][C]31[/C][C]-0.020709[/C][C]-0.1591[/C][C]0.437079[/C][/ROW]
[ROW][C]32[/C][C]0.051935[/C][C]0.3989[/C][C]0.345697[/C][/ROW]
[ROW][C]33[/C][C]-0.118491[/C][C]-0.9101[/C][C]0.183224[/C][/ROW]
[ROW][C]34[/C][C]0.019299[/C][C]0.1482[/C][C]0.44133[/C][/ROW]
[ROW][C]35[/C][C]-0.020876[/C][C]-0.1604[/C][C]0.436575[/C][/ROW]
[ROW][C]36[/C][C]-0.067302[/C][C]-0.517[/C][C]0.303559[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70205&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70205&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	0.253045	1.9437	0.028355
2	0.20861	1.6024	0.057208
3	0.249143	1.9137	0.030256
4	0.246473	1.8932	0.03162
5	-0.117316	-0.9011	0.185594
6	-0.139176	-1.069	0.144706
7	-0.15935	-1.224	0.112911
8	-0.164219	-1.2614	0.106066
9	-0.142627	-1.0955	0.138867
10	-0.079569	-0.6112	0.271714
11	0.168679	1.2957	0.100071
12	-0.341662	-2.6244	0.005518
13	0.004858	0.0373	0.485179
14	0.184482	1.417	0.080866
15	0.164802	1.2659	0.105269
16	0.03299	0.2534	0.40042
17	0.006248	0.048	0.480944
18	-0.143415	-1.1016	0.137557
19	-0.066651	-0.512	0.305295
20	-0.096226	-0.7391	0.231381
21	-0.187082	-1.437	0.078
22	0.062314	0.4786	0.316981
23	0.099072	0.761	0.224848
24	-0.183238	-1.4075	0.082266
25	0.088276	0.6781	0.250192
26	-0.144625	-1.1109	0.135562
27	0.08591	0.6599	0.255948
28	0.011673	0.0897	0.464428
29	0.007789	0.0598	0.476248
30	0.096074	0.738	0.231733
31	-0.020709	-0.1591	0.437079
32	0.051935	0.3989	0.345697
33	-0.118491	-0.9101	0.183224
34	0.019299	0.1482	0.44133
35	-0.020876	-0.1604	0.436575
36	-0.067302	-0.517	0.303559

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 = 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