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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 07:57:34 -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/t1261407497au9ln3172mbjrxb.htm/, Retrieved Sun, 05 May 2024 11:17:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70226, Retrieved Sun, 05 May 2024 11:17:29 +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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2009-12-21 14:57:34] [830aa0f7fb5acd5849dbc0c6ad889830] [Current]

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Dataseries X:

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Histogram

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=70226&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=70226&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70226&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	0.228554	1.5669	0.061925
2	0.274962	1.885	0.032808
3	0.255474	1.7514	0.043197
4	0.3376	2.3145	0.01253
5	0.063412	0.4347	0.332874
6	0.089543	0.6139	0.271129
7	-0.040186	-0.2755	0.39207
8	-0.040017	-0.2743	0.392511
9	-0.12408	-0.8507	0.199638
10	-0.182028	-1.2479	0.109121
11	-0.057266	-0.3926	0.348197
12	-0.391243	-2.6822	0.00503
13	-0.169607	-1.1628	0.125397
14	-0.007578	-0.052	0.479393
15	-0.036487	-0.2501	0.401784
16	-0.144372	-0.9898	0.163679
17	0.012574	0.0862	0.465837
18	-0.023158	-0.1588	0.437268
19	0.040899	0.2804	0.390205
20	-0.055844	-0.3829	0.351778
21	-0.042012	-0.288	0.3873
22	0.062837	0.4308	0.334295
23	-0.01339	-0.0918	0.463624
24	-0.084228	-0.5774	0.283199
25	0.071733	0.4918	0.312584
26	-0.148123	-1.0155	0.157538
27	-0.074559	-0.5112	0.305819
28	-0.091361	-0.6263	0.267061
29	-0.032245	-0.2211	0.413002
30	-0.056299	-0.386	0.35063
31	-0.04756	-0.3261	0.372916
32	-0.032389	-0.222	0.412619
33	0.006517	0.0447	0.482275
34	-0.025019	-0.1715	0.432275
35	-0.053536	-0.367	0.357624
36	0.099769	0.684	0.248674

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.228554 & 1.5669 & 0.061925 \tabularnewline
2 & 0.274962 & 1.885 & 0.032808 \tabularnewline
3 & 0.255474 & 1.7514 & 0.043197 \tabularnewline
4 & 0.3376 & 2.3145 & 0.01253 \tabularnewline
5 & 0.063412 & 0.4347 & 0.332874 \tabularnewline
6 & 0.089543 & 0.6139 & 0.271129 \tabularnewline
7 & -0.040186 & -0.2755 & 0.39207 \tabularnewline
8 & -0.040017 & -0.2743 & 0.392511 \tabularnewline
9 & -0.12408 & -0.8507 & 0.199638 \tabularnewline
10 & -0.182028 & -1.2479 & 0.109121 \tabularnewline
11 & -0.057266 & -0.3926 & 0.348197 \tabularnewline
12 & -0.391243 & -2.6822 & 0.00503 \tabularnewline
13 & -0.169607 & -1.1628 & 0.125397 \tabularnewline
14 & -0.007578 & -0.052 & 0.479393 \tabularnewline
15 & -0.036487 & -0.2501 & 0.401784 \tabularnewline
16 & -0.144372 & -0.9898 & 0.163679 \tabularnewline
17 & 0.012574 & 0.0862 & 0.465837 \tabularnewline
18 & -0.023158 & -0.1588 & 0.437268 \tabularnewline
19 & 0.040899 & 0.2804 & 0.390205 \tabularnewline
20 & -0.055844 & -0.3829 & 0.351778 \tabularnewline
21 & -0.042012 & -0.288 & 0.3873 \tabularnewline
22 & 0.062837 & 0.4308 & 0.334295 \tabularnewline
23 & -0.01339 & -0.0918 & 0.463624 \tabularnewline
24 & -0.084228 & -0.5774 & 0.283199 \tabularnewline
25 & 0.071733 & 0.4918 & 0.312584 \tabularnewline
26 & -0.148123 & -1.0155 & 0.157538 \tabularnewline
27 & -0.074559 & -0.5112 & 0.305819 \tabularnewline
28 & -0.091361 & -0.6263 & 0.267061 \tabularnewline
29 & -0.032245 & -0.2211 & 0.413002 \tabularnewline
30 & -0.056299 & -0.386 & 0.35063 \tabularnewline
31 & -0.04756 & -0.3261 & 0.372916 \tabularnewline
32 & -0.032389 & -0.222 & 0.412619 \tabularnewline
33 & 0.006517 & 0.0447 & 0.482275 \tabularnewline
34 & -0.025019 & -0.1715 & 0.432275 \tabularnewline
35 & -0.053536 & -0.367 & 0.357624 \tabularnewline
36 & 0.099769 & 0.684 & 0.248674 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70226&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]0.228554[/C][C]1.5669[/C][C]0.061925[/C][/ROW]
[ROW][C]2[/C][C]0.274962[/C][C]1.885[/C][C]0.032808[/C][/ROW]
[ROW][C]3[/C][C]0.255474[/C][C]1.7514[/C][C]0.043197[/C][/ROW]
[ROW][C]4[/C][C]0.3376[/C][C]2.3145[/C][C]0.01253[/C][/ROW]
[ROW][C]5[/C][C]0.063412[/C][C]0.4347[/C][C]0.332874[/C][/ROW]
[ROW][C]6[/C][C]0.089543[/C][C]0.6139[/C][C]0.271129[/C][/ROW]
[ROW][C]7[/C][C]-0.040186[/C][C]-0.2755[/C][C]0.39207[/C][/ROW]
[ROW][C]8[/C][C]-0.040017[/C][C]-0.2743[/C][C]0.392511[/C][/ROW]
[ROW][C]9[/C][C]-0.12408[/C][C]-0.8507[/C][C]0.199638[/C][/ROW]
[ROW][C]10[/C][C]-0.182028[/C][C]-1.2479[/C][C]0.109121[/C][/ROW]
[ROW][C]11[/C][C]-0.057266[/C][C]-0.3926[/C][C]0.348197[/C][/ROW]
[ROW][C]12[/C][C]-0.391243[/C][C]-2.6822[/C][C]0.00503[/C][/ROW]
[ROW][C]13[/C][C]-0.169607[/C][C]-1.1628[/C][C]0.125397[/C][/ROW]
[ROW][C]14[/C][C]-0.007578[/C][C]-0.052[/C][C]0.479393[/C][/ROW]
[ROW][C]15[/C][C]-0.036487[/C][C]-0.2501[/C][C]0.401784[/C][/ROW]
[ROW][C]16[/C][C]-0.144372[/C][C]-0.9898[/C][C]0.163679[/C][/ROW]
[ROW][C]17[/C][C]0.012574[/C][C]0.0862[/C][C]0.465837[/C][/ROW]
[ROW][C]18[/C][C]-0.023158[/C][C]-0.1588[/C][C]0.437268[/C][/ROW]
[ROW][C]19[/C][C]0.040899[/C][C]0.2804[/C][C]0.390205[/C][/ROW]
[ROW][C]20[/C][C]-0.055844[/C][C]-0.3829[/C][C]0.351778[/C][/ROW]
[ROW][C]21[/C][C]-0.042012[/C][C]-0.288[/C][C]0.3873[/C][/ROW]
[ROW][C]22[/C][C]0.062837[/C][C]0.4308[/C][C]0.334295[/C][/ROW]
[ROW][C]23[/C][C]-0.01339[/C][C]-0.0918[/C][C]0.463624[/C][/ROW]
[ROW][C]24[/C][C]-0.084228[/C][C]-0.5774[/C][C]0.283199[/C][/ROW]
[ROW][C]25[/C][C]0.071733[/C][C]0.4918[/C][C]0.312584[/C][/ROW]
[ROW][C]26[/C][C]-0.148123[/C][C]-1.0155[/C][C]0.157538[/C][/ROW]
[ROW][C]27[/C][C]-0.074559[/C][C]-0.5112[/C][C]0.305819[/C][/ROW]
[ROW][C]28[/C][C]-0.091361[/C][C]-0.6263[/C][C]0.267061[/C][/ROW]
[ROW][C]29[/C][C]-0.032245[/C][C]-0.2211[/C][C]0.413002[/C][/ROW]
[ROW][C]30[/C][C]-0.056299[/C][C]-0.386[/C][C]0.35063[/C][/ROW]
[ROW][C]31[/C][C]-0.04756[/C][C]-0.3261[/C][C]0.372916[/C][/ROW]
[ROW][C]32[/C][C]-0.032389[/C][C]-0.222[/C][C]0.412619[/C][/ROW]
[ROW][C]33[/C][C]0.006517[/C][C]0.0447[/C][C]0.482275[/C][/ROW]
[ROW][C]34[/C][C]-0.025019[/C][C]-0.1715[/C][C]0.432275[/C][/ROW]
[ROW][C]35[/C][C]-0.053536[/C][C]-0.367[/C][C]0.357624[/C][/ROW]
[ROW][C]36[/C][C]0.099769[/C][C]0.684[/C][C]0.248674[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70226&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70226&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	0.228554	1.5669	0.061925
2	0.274962	1.885	0.032808
3	0.255474	1.7514	0.043197
4	0.3376	2.3145	0.01253
5	0.063412	0.4347	0.332874
6	0.089543	0.6139	0.271129
7	-0.040186	-0.2755	0.39207
8	-0.040017	-0.2743	0.392511
9	-0.12408	-0.8507	0.199638
10	-0.182028	-1.2479	0.109121
11	-0.057266	-0.3926	0.348197
12	-0.391243	-2.6822	0.00503
13	-0.169607	-1.1628	0.125397
14	-0.007578	-0.052	0.479393
15	-0.036487	-0.2501	0.401784
16	-0.144372	-0.9898	0.163679
17	0.012574	0.0862	0.465837
18	-0.023158	-0.1588	0.437268
19	0.040899	0.2804	0.390205
20	-0.055844	-0.3829	0.351778
21	-0.042012	-0.288	0.3873
22	0.062837	0.4308	0.334295
23	-0.01339	-0.0918	0.463624
24	-0.084228	-0.5774	0.283199
25	0.071733	0.4918	0.312584
26	-0.148123	-1.0155	0.157538
27	-0.074559	-0.5112	0.305819
28	-0.091361	-0.6263	0.267061
29	-0.032245	-0.2211	0.413002
30	-0.056299	-0.386	0.35063
31	-0.04756	-0.3261	0.372916
32	-0.032389	-0.222	0.412619
33	0.006517	0.0447	0.482275
34	-0.025019	-0.1715	0.432275
35	-0.053536	-0.367	0.357624
36	0.099769	0.684	0.248674

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.228554	1.5669	0.061925
2	0.235	1.6111	0.056929
3	0.171638	1.1767	0.122622
4	0.238934	1.638	0.054045
5	-0.123227	-0.8448	0.20125
6	-0.071844	-0.4925	0.312315
7	-0.173451	-1.1891	0.120183
8	-0.114252	-0.7833	0.218698
9	-0.071949	-0.4933	0.312064
10	-0.123938	-0.8497	0.199907
11	0.13896	0.9527	0.172818
12	-0.33872	-2.3221	0.012304
13	0.040573	0.2782	0.391057
14	0.270709	1.8559	0.034873
15	0.087992	0.6032	0.274624
16	0.079977	0.5483	0.293042
17	-0.070619	-0.4841	0.315268
18	-0.125644	-0.8614	0.196703
19	-0.072947	-0.5001	0.30967
20	-0.162387	-1.1133	0.135628
21	-0.083886	-0.5751	0.283985
22	0.031561	0.2164	0.414817
23	0.073708	0.5053	0.30785
24	-0.134533	-0.9223	0.180539
25	0.132446	0.908	0.184253
26	-0.07091	-0.4861	0.314566
27	0.059891	0.4106	0.34162
28	-0.083029	-0.5692	0.285959
29	-0.0378	-0.2591	0.398327
30	0.053829	0.369	0.356879
31	-0.108859	-0.7463	0.229602
32	0.047233	0.3238	0.373757
33	-0.142196	-0.9748	0.167313
34	0.040332	0.2765	0.391688
35	0.033096	0.2269	0.410745
36	-0.030717	-0.2106	0.417061

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.228554 & 1.5669 & 0.061925 \tabularnewline
2 & 0.235 & 1.6111 & 0.056929 \tabularnewline
3 & 0.171638 & 1.1767 & 0.122622 \tabularnewline
4 & 0.238934 & 1.638 & 0.054045 \tabularnewline
5 & -0.123227 & -0.8448 & 0.20125 \tabularnewline
6 & -0.071844 & -0.4925 & 0.312315 \tabularnewline
7 & -0.173451 & -1.1891 & 0.120183 \tabularnewline
8 & -0.114252 & -0.7833 & 0.218698 \tabularnewline
9 & -0.071949 & -0.4933 & 0.312064 \tabularnewline
10 & -0.123938 & -0.8497 & 0.199907 \tabularnewline
11 & 0.13896 & 0.9527 & 0.172818 \tabularnewline
12 & -0.33872 & -2.3221 & 0.012304 \tabularnewline
13 & 0.040573 & 0.2782 & 0.391057 \tabularnewline
14 & 0.270709 & 1.8559 & 0.034873 \tabularnewline
15 & 0.087992 & 0.6032 & 0.274624 \tabularnewline
16 & 0.079977 & 0.5483 & 0.293042 \tabularnewline
17 & -0.070619 & -0.4841 & 0.315268 \tabularnewline
18 & -0.125644 & -0.8614 & 0.196703 \tabularnewline
19 & -0.072947 & -0.5001 & 0.30967 \tabularnewline
20 & -0.162387 & -1.1133 & 0.135628 \tabularnewline
21 & -0.083886 & -0.5751 & 0.283985 \tabularnewline
22 & 0.031561 & 0.2164 & 0.414817 \tabularnewline
23 & 0.073708 & 0.5053 & 0.30785 \tabularnewline
24 & -0.134533 & -0.9223 & 0.180539 \tabularnewline
25 & 0.132446 & 0.908 & 0.184253 \tabularnewline
26 & -0.07091 & -0.4861 & 0.314566 \tabularnewline
27 & 0.059891 & 0.4106 & 0.34162 \tabularnewline
28 & -0.083029 & -0.5692 & 0.285959 \tabularnewline
29 & -0.0378 & -0.2591 & 0.398327 \tabularnewline
30 & 0.053829 & 0.369 & 0.356879 \tabularnewline
31 & -0.108859 & -0.7463 & 0.229602 \tabularnewline
32 & 0.047233 & 0.3238 & 0.373757 \tabularnewline
33 & -0.142196 & -0.9748 & 0.167313 \tabularnewline
34 & 0.040332 & 0.2765 & 0.391688 \tabularnewline
35 & 0.033096 & 0.2269 & 0.410745 \tabularnewline
36 & -0.030717 & -0.2106 & 0.417061 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70226&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]0.228554[/C][C]1.5669[/C][C]0.061925[/C][/ROW]
[ROW][C]2[/C][C]0.235[/C][C]1.6111[/C][C]0.056929[/C][/ROW]
[ROW][C]3[/C][C]0.171638[/C][C]1.1767[/C][C]0.122622[/C][/ROW]
[ROW][C]4[/C][C]0.238934[/C][C]1.638[/C][C]0.054045[/C][/ROW]
[ROW][C]5[/C][C]-0.123227[/C][C]-0.8448[/C][C]0.20125[/C][/ROW]
[ROW][C]6[/C][C]-0.071844[/C][C]-0.4925[/C][C]0.312315[/C][/ROW]
[ROW][C]7[/C][C]-0.173451[/C][C]-1.1891[/C][C]0.120183[/C][/ROW]
[ROW][C]8[/C][C]-0.114252[/C][C]-0.7833[/C][C]0.218698[/C][/ROW]
[ROW][C]9[/C][C]-0.071949[/C][C]-0.4933[/C][C]0.312064[/C][/ROW]
[ROW][C]10[/C][C]-0.123938[/C][C]-0.8497[/C][C]0.199907[/C][/ROW]
[ROW][C]11[/C][C]0.13896[/C][C]0.9527[/C][C]0.172818[/C][/ROW]
[ROW][C]12[/C][C]-0.33872[/C][C]-2.3221[/C][C]0.012304[/C][/ROW]
[ROW][C]13[/C][C]0.040573[/C][C]0.2782[/C][C]0.391057[/C][/ROW]
[ROW][C]14[/C][C]0.270709[/C][C]1.8559[/C][C]0.034873[/C][/ROW]
[ROW][C]15[/C][C]0.087992[/C][C]0.6032[/C][C]0.274624[/C][/ROW]
[ROW][C]16[/C][C]0.079977[/C][C]0.5483[/C][C]0.293042[/C][/ROW]
[ROW][C]17[/C][C]-0.070619[/C][C]-0.4841[/C][C]0.315268[/C][/ROW]
[ROW][C]18[/C][C]-0.125644[/C][C]-0.8614[/C][C]0.196703[/C][/ROW]
[ROW][C]19[/C][C]-0.072947[/C][C]-0.5001[/C][C]0.30967[/C][/ROW]
[ROW][C]20[/C][C]-0.162387[/C][C]-1.1133[/C][C]0.135628[/C][/ROW]
[ROW][C]21[/C][C]-0.083886[/C][C]-0.5751[/C][C]0.283985[/C][/ROW]
[ROW][C]22[/C][C]0.031561[/C][C]0.2164[/C][C]0.414817[/C][/ROW]
[ROW][C]23[/C][C]0.073708[/C][C]0.5053[/C][C]0.30785[/C][/ROW]
[ROW][C]24[/C][C]-0.134533[/C][C]-0.9223[/C][C]0.180539[/C][/ROW]
[ROW][C]25[/C][C]0.132446[/C][C]0.908[/C][C]0.184253[/C][/ROW]
[ROW][C]26[/C][C]-0.07091[/C][C]-0.4861[/C][C]0.314566[/C][/ROW]
[ROW][C]27[/C][C]0.059891[/C][C]0.4106[/C][C]0.34162[/C][/ROW]
[ROW][C]28[/C][C]-0.083029[/C][C]-0.5692[/C][C]0.285959[/C][/ROW]
[ROW][C]29[/C][C]-0.0378[/C][C]-0.2591[/C][C]0.398327[/C][/ROW]
[ROW][C]30[/C][C]0.053829[/C][C]0.369[/C][C]0.356879[/C][/ROW]
[ROW][C]31[/C][C]-0.108859[/C][C]-0.7463[/C][C]0.229602[/C][/ROW]
[ROW][C]32[/C][C]0.047233[/C][C]0.3238[/C][C]0.373757[/C][/ROW]
[ROW][C]33[/C][C]-0.142196[/C][C]-0.9748[/C][C]0.167313[/C][/ROW]
[ROW][C]34[/C][C]0.040332[/C][C]0.2765[/C][C]0.391688[/C][/ROW]
[ROW][C]35[/C][C]0.033096[/C][C]0.2269[/C][C]0.410745[/C][/ROW]
[ROW][C]36[/C][C]-0.030717[/C][C]-0.2106[/C][C]0.417061[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70226&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70226&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	0.228554	1.5669	0.061925
2	0.235	1.6111	0.056929
3	0.171638	1.1767	0.122622
4	0.238934	1.638	0.054045
5	-0.123227	-0.8448	0.20125
6	-0.071844	-0.4925	0.312315
7	-0.173451	-1.1891	0.120183
8	-0.114252	-0.7833	0.218698
9	-0.071949	-0.4933	0.312064
10	-0.123938	-0.8497	0.199907
11	0.13896	0.9527	0.172818
12	-0.33872	-2.3221	0.012304
13	0.040573	0.2782	0.391057
14	0.270709	1.8559	0.034873
15	0.087992	0.6032	0.274624
16	0.079977	0.5483	0.293042
17	-0.070619	-0.4841	0.315268
18	-0.125644	-0.8614	0.196703
19	-0.072947	-0.5001	0.30967
20	-0.162387	-1.1133	0.135628
21	-0.083886	-0.5751	0.283985
22	0.031561	0.2164	0.414817
23	0.073708	0.5053	0.30785
24	-0.134533	-0.9223	0.180539
25	0.132446	0.908	0.184253
26	-0.07091	-0.4861	0.314566
27	0.059891	0.4106	0.34162
28	-0.083029	-0.5692	0.285959
29	-0.0378	-0.2591	0.398327
30	0.053829	0.369	0.356879
31	-0.108859	-0.7463	0.229602
32	0.047233	0.3238	0.373757
33	-0.142196	-0.9748	0.167313
34	0.040332	0.2765	0.391688
35	0.033096	0.2269	0.410745
36	-0.030717	-0.2106	0.417061

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 = 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