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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Dec 2009 09:18:16 -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/t1261412415la5qmv3c5o3aw2j.htm/, Retrieved Sun, 05 May 2024 09:53:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70322, Retrieved Sun, 05 May 2024 09:53:44 +0000

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Estimated Impact

108

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] [] [2009-11-26 19:41:34] [58e1a7a2c10f1de09acf218271f55dfd]
- R PD            [(Partial) Autocorrelation Function] [] [2009-12-21 16:18:16] [d1856923bab8a0db5ebd860815c7444f] [Current]

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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=70322&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=70322&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70322&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	-0.240916	-1.8348	0.035836
2	0.183809	1.3998	0.083443
3	-0.243655	-1.8556	0.034296
4	-0.075378	-0.5741	0.284073
5	-0.10928	-0.8322	0.204341
6	-0.113482	-0.8643	0.195504
7	0.256094	1.9504	0.027986
8	-0.051108	-0.3892	0.349268
9	0.235819	1.7959	0.038856
10	-0.160626	-1.2233	0.113083
11	0.084438	0.6431	0.261359
12	-0.420985	-3.2061	0.001095
13	0.062161	0.4734	0.318852
14	-0.233562	-1.7788	0.04026
15	0.272298	2.0738	0.021276
16	0.044082	0.3357	0.369147
17	0.012574	0.0958	0.462021
18	0.175233	1.3345	0.093622
19	-0.113358	-0.8633	0.195763
20	0.014279	0.1087	0.456891
21	-0.159619	-1.2156	0.114527
22	0.029857	0.2274	0.410461
23	-0.030666	-0.2335	0.40808
24	0.06942	0.5287	0.299519
25	0.059503	0.4532	0.326063
26	0.111914	0.8523	0.198773
27	-0.140481	-1.0699	0.144554
28	0.018026	0.1373	0.445641
29	-0.141706	-1.0792	0.142483
30	-0.008208	-0.0625	0.475186
31	-0.016856	-0.1284	0.449151
32	-0.000103	-8e-04	0.499689
33	0.13022	0.9917	0.162725
34	-0.002939	-0.0224	0.491109
35	0.007903	0.0602	0.476106
36	-0.015789	-0.1202	0.452351

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.240916 & -1.8348 & 0.035836 \tabularnewline
2 & 0.183809 & 1.3998 & 0.083443 \tabularnewline
3 & -0.243655 & -1.8556 & 0.034296 \tabularnewline
4 & -0.075378 & -0.5741 & 0.284073 \tabularnewline
5 & -0.10928 & -0.8322 & 0.204341 \tabularnewline
6 & -0.113482 & -0.8643 & 0.195504 \tabularnewline
7 & 0.256094 & 1.9504 & 0.027986 \tabularnewline
8 & -0.051108 & -0.3892 & 0.349268 \tabularnewline
9 & 0.235819 & 1.7959 & 0.038856 \tabularnewline
10 & -0.160626 & -1.2233 & 0.113083 \tabularnewline
11 & 0.084438 & 0.6431 & 0.261359 \tabularnewline
12 & -0.420985 & -3.2061 & 0.001095 \tabularnewline
13 & 0.062161 & 0.4734 & 0.318852 \tabularnewline
14 & -0.233562 & -1.7788 & 0.04026 \tabularnewline
15 & 0.272298 & 2.0738 & 0.021276 \tabularnewline
16 & 0.044082 & 0.3357 & 0.369147 \tabularnewline
17 & 0.012574 & 0.0958 & 0.462021 \tabularnewline
18 & 0.175233 & 1.3345 & 0.093622 \tabularnewline
19 & -0.113358 & -0.8633 & 0.195763 \tabularnewline
20 & 0.014279 & 0.1087 & 0.456891 \tabularnewline
21 & -0.159619 & -1.2156 & 0.114527 \tabularnewline
22 & 0.029857 & 0.2274 & 0.410461 \tabularnewline
23 & -0.030666 & -0.2335 & 0.40808 \tabularnewline
24 & 0.06942 & 0.5287 & 0.299519 \tabularnewline
25 & 0.059503 & 0.4532 & 0.326063 \tabularnewline
26 & 0.111914 & 0.8523 & 0.198773 \tabularnewline
27 & -0.140481 & -1.0699 & 0.144554 \tabularnewline
28 & 0.018026 & 0.1373 & 0.445641 \tabularnewline
29 & -0.141706 & -1.0792 & 0.142483 \tabularnewline
30 & -0.008208 & -0.0625 & 0.475186 \tabularnewline
31 & -0.016856 & -0.1284 & 0.449151 \tabularnewline
32 & -0.000103 & -8e-04 & 0.499689 \tabularnewline
33 & 0.13022 & 0.9917 & 0.162725 \tabularnewline
34 & -0.002939 & -0.0224 & 0.491109 \tabularnewline
35 & 0.007903 & 0.0602 & 0.476106 \tabularnewline
36 & -0.015789 & -0.1202 & 0.452351 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70322&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]-0.240916[/C][C]-1.8348[/C][C]0.035836[/C][/ROW]
[ROW][C]2[/C][C]0.183809[/C][C]1.3998[/C][C]0.083443[/C][/ROW]
[ROW][C]3[/C][C]-0.243655[/C][C]-1.8556[/C][C]0.034296[/C][/ROW]
[ROW][C]4[/C][C]-0.075378[/C][C]-0.5741[/C][C]0.284073[/C][/ROW]
[ROW][C]5[/C][C]-0.10928[/C][C]-0.8322[/C][C]0.204341[/C][/ROW]
[ROW][C]6[/C][C]-0.113482[/C][C]-0.8643[/C][C]0.195504[/C][/ROW]
[ROW][C]7[/C][C]0.256094[/C][C]1.9504[/C][C]0.027986[/C][/ROW]
[ROW][C]8[/C][C]-0.051108[/C][C]-0.3892[/C][C]0.349268[/C][/ROW]
[ROW][C]9[/C][C]0.235819[/C][C]1.7959[/C][C]0.038856[/C][/ROW]
[ROW][C]10[/C][C]-0.160626[/C][C]-1.2233[/C][C]0.113083[/C][/ROW]
[ROW][C]11[/C][C]0.084438[/C][C]0.6431[/C][C]0.261359[/C][/ROW]
[ROW][C]12[/C][C]-0.420985[/C][C]-3.2061[/C][C]0.001095[/C][/ROW]
[ROW][C]13[/C][C]0.062161[/C][C]0.4734[/C][C]0.318852[/C][/ROW]
[ROW][C]14[/C][C]-0.233562[/C][C]-1.7788[/C][C]0.04026[/C][/ROW]
[ROW][C]15[/C][C]0.272298[/C][C]2.0738[/C][C]0.021276[/C][/ROW]
[ROW][C]16[/C][C]0.044082[/C][C]0.3357[/C][C]0.369147[/C][/ROW]
[ROW][C]17[/C][C]0.012574[/C][C]0.0958[/C][C]0.462021[/C][/ROW]
[ROW][C]18[/C][C]0.175233[/C][C]1.3345[/C][C]0.093622[/C][/ROW]
[ROW][C]19[/C][C]-0.113358[/C][C]-0.8633[/C][C]0.195763[/C][/ROW]
[ROW][C]20[/C][C]0.014279[/C][C]0.1087[/C][C]0.456891[/C][/ROW]
[ROW][C]21[/C][C]-0.159619[/C][C]-1.2156[/C][C]0.114527[/C][/ROW]
[ROW][C]22[/C][C]0.029857[/C][C]0.2274[/C][C]0.410461[/C][/ROW]
[ROW][C]23[/C][C]-0.030666[/C][C]-0.2335[/C][C]0.40808[/C][/ROW]
[ROW][C]24[/C][C]0.06942[/C][C]0.5287[/C][C]0.299519[/C][/ROW]
[ROW][C]25[/C][C]0.059503[/C][C]0.4532[/C][C]0.326063[/C][/ROW]
[ROW][C]26[/C][C]0.111914[/C][C]0.8523[/C][C]0.198773[/C][/ROW]
[ROW][C]27[/C][C]-0.140481[/C][C]-1.0699[/C][C]0.144554[/C][/ROW]
[ROW][C]28[/C][C]0.018026[/C][C]0.1373[/C][C]0.445641[/C][/ROW]
[ROW][C]29[/C][C]-0.141706[/C][C]-1.0792[/C][C]0.142483[/C][/ROW]
[ROW][C]30[/C][C]-0.008208[/C][C]-0.0625[/C][C]0.475186[/C][/ROW]
[ROW][C]31[/C][C]-0.016856[/C][C]-0.1284[/C][C]0.449151[/C][/ROW]
[ROW][C]32[/C][C]-0.000103[/C][C]-8e-04[/C][C]0.499689[/C][/ROW]
[ROW][C]33[/C][C]0.13022[/C][C]0.9917[/C][C]0.162725[/C][/ROW]
[ROW][C]34[/C][C]-0.002939[/C][C]-0.0224[/C][C]0.491109[/C][/ROW]
[ROW][C]35[/C][C]0.007903[/C][C]0.0602[/C][C]0.476106[/C][/ROW]
[ROW][C]36[/C][C]-0.015789[/C][C]-0.1202[/C][C]0.452351[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70322&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70322&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	-0.240916	-1.8348	0.035836
2	0.183809	1.3998	0.083443
3	-0.243655	-1.8556	0.034296
4	-0.075378	-0.5741	0.284073
5	-0.10928	-0.8322	0.204341
6	-0.113482	-0.8643	0.195504
7	0.256094	1.9504	0.027986
8	-0.051108	-0.3892	0.349268
9	0.235819	1.7959	0.038856
10	-0.160626	-1.2233	0.113083
11	0.084438	0.6431	0.261359
12	-0.420985	-3.2061	0.001095
13	0.062161	0.4734	0.318852
14	-0.233562	-1.7788	0.04026
15	0.272298	2.0738	0.021276
16	0.044082	0.3357	0.369147
17	0.012574	0.0958	0.462021
18	0.175233	1.3345	0.093622
19	-0.113358	-0.8633	0.195763
20	0.014279	0.1087	0.456891
21	-0.159619	-1.2156	0.114527
22	0.029857	0.2274	0.410461
23	-0.030666	-0.2335	0.40808
24	0.06942	0.5287	0.299519
25	0.059503	0.4532	0.326063
26	0.111914	0.8523	0.198773
27	-0.140481	-1.0699	0.144554
28	0.018026	0.1373	0.445641
29	-0.141706	-1.0792	0.142483
30	-0.008208	-0.0625	0.475186
31	-0.016856	-0.1284	0.449151
32	-0.000103	-8e-04	0.499689
33	0.13022	0.9917	0.162725
34	-0.002939	-0.0224	0.491109
35	0.007903	0.0602	0.476106
36	-0.015789	-0.1202	0.452351

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.240916	-1.8348	0.035836
2	0.133518	1.0168	0.156726
3	-0.187121	-1.4251	0.079748
4	-0.204526	-1.5576	0.062381
5	-0.124225	-0.9461	0.174019
6	-0.204959	-1.5609	0.061991
7	0.174375	1.328	0.094691
8	0.009773	0.0744	0.470463
9	0.103121	0.7853	0.217723
10	-0.046276	-0.3524	0.362898
11	0.029076	0.2214	0.412765
12	-0.352388	-2.6837	0.004737
13	-0.07702	-0.5866	0.279886
14	-0.279132	-2.1258	0.018894
15	0.093718	0.7137	0.239127
16	-0.025691	-0.1957	0.422782
17	-0.155435	-1.1838	0.120668
18	0.057399	0.4371	0.331818
19	0.155824	1.1867	0.120089
20	-0.072346	-0.551	0.291886
21	0.134599	1.0251	0.154791
22	-0.153837	-1.1716	0.123077
23	0.009925	0.0756	0.470004
24	-0.16063	-1.2233	0.113077
25	-0.05763	-0.4389	0.331183
26	-0.074511	-0.5675	0.286297
27	-0.062457	-0.4757	0.318053
28	-0.09576	-0.7293	0.234381
29	-0.034001	-0.2589	0.398296
30	-0.057228	-0.4358	0.332286
31	0.012812	0.0976	0.461303
32	-0.032298	-0.246	0.403287
33	0.031401	0.2391	0.405919
34	-0.092209	-0.7022	0.242668
35	-0.071391	-0.5437	0.294366
36	-0.079404	-0.6047	0.273862

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.240916 & -1.8348 & 0.035836 \tabularnewline
2 & 0.133518 & 1.0168 & 0.156726 \tabularnewline
3 & -0.187121 & -1.4251 & 0.079748 \tabularnewline
4 & -0.204526 & -1.5576 & 0.062381 \tabularnewline
5 & -0.124225 & -0.9461 & 0.174019 \tabularnewline
6 & -0.204959 & -1.5609 & 0.061991 \tabularnewline
7 & 0.174375 & 1.328 & 0.094691 \tabularnewline
8 & 0.009773 & 0.0744 & 0.470463 \tabularnewline
9 & 0.103121 & 0.7853 & 0.217723 \tabularnewline
10 & -0.046276 & -0.3524 & 0.362898 \tabularnewline
11 & 0.029076 & 0.2214 & 0.412765 \tabularnewline
12 & -0.352388 & -2.6837 & 0.004737 \tabularnewline
13 & -0.07702 & -0.5866 & 0.279886 \tabularnewline
14 & -0.279132 & -2.1258 & 0.018894 \tabularnewline
15 & 0.093718 & 0.7137 & 0.239127 \tabularnewline
16 & -0.025691 & -0.1957 & 0.422782 \tabularnewline
17 & -0.155435 & -1.1838 & 0.120668 \tabularnewline
18 & 0.057399 & 0.4371 & 0.331818 \tabularnewline
19 & 0.155824 & 1.1867 & 0.120089 \tabularnewline
20 & -0.072346 & -0.551 & 0.291886 \tabularnewline
21 & 0.134599 & 1.0251 & 0.154791 \tabularnewline
22 & -0.153837 & -1.1716 & 0.123077 \tabularnewline
23 & 0.009925 & 0.0756 & 0.470004 \tabularnewline
24 & -0.16063 & -1.2233 & 0.113077 \tabularnewline
25 & -0.05763 & -0.4389 & 0.331183 \tabularnewline
26 & -0.074511 & -0.5675 & 0.286297 \tabularnewline
27 & -0.062457 & -0.4757 & 0.318053 \tabularnewline
28 & -0.09576 & -0.7293 & 0.234381 \tabularnewline
29 & -0.034001 & -0.2589 & 0.398296 \tabularnewline
30 & -0.057228 & -0.4358 & 0.332286 \tabularnewline
31 & 0.012812 & 0.0976 & 0.461303 \tabularnewline
32 & -0.032298 & -0.246 & 0.403287 \tabularnewline
33 & 0.031401 & 0.2391 & 0.405919 \tabularnewline
34 & -0.092209 & -0.7022 & 0.242668 \tabularnewline
35 & -0.071391 & -0.5437 & 0.294366 \tabularnewline
36 & -0.079404 & -0.6047 & 0.273862 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70322&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]-0.240916[/C][C]-1.8348[/C][C]0.035836[/C][/ROW]
[ROW][C]2[/C][C]0.133518[/C][C]1.0168[/C][C]0.156726[/C][/ROW]
[ROW][C]3[/C][C]-0.187121[/C][C]-1.4251[/C][C]0.079748[/C][/ROW]
[ROW][C]4[/C][C]-0.204526[/C][C]-1.5576[/C][C]0.062381[/C][/ROW]
[ROW][C]5[/C][C]-0.124225[/C][C]-0.9461[/C][C]0.174019[/C][/ROW]
[ROW][C]6[/C][C]-0.204959[/C][C]-1.5609[/C][C]0.061991[/C][/ROW]
[ROW][C]7[/C][C]0.174375[/C][C]1.328[/C][C]0.094691[/C][/ROW]
[ROW][C]8[/C][C]0.009773[/C][C]0.0744[/C][C]0.470463[/C][/ROW]
[ROW][C]9[/C][C]0.103121[/C][C]0.7853[/C][C]0.217723[/C][/ROW]
[ROW][C]10[/C][C]-0.046276[/C][C]-0.3524[/C][C]0.362898[/C][/ROW]
[ROW][C]11[/C][C]0.029076[/C][C]0.2214[/C][C]0.412765[/C][/ROW]
[ROW][C]12[/C][C]-0.352388[/C][C]-2.6837[/C][C]0.004737[/C][/ROW]
[ROW][C]13[/C][C]-0.07702[/C][C]-0.5866[/C][C]0.279886[/C][/ROW]
[ROW][C]14[/C][C]-0.279132[/C][C]-2.1258[/C][C]0.018894[/C][/ROW]
[ROW][C]15[/C][C]0.093718[/C][C]0.7137[/C][C]0.239127[/C][/ROW]
[ROW][C]16[/C][C]-0.025691[/C][C]-0.1957[/C][C]0.422782[/C][/ROW]
[ROW][C]17[/C][C]-0.155435[/C][C]-1.1838[/C][C]0.120668[/C][/ROW]
[ROW][C]18[/C][C]0.057399[/C][C]0.4371[/C][C]0.331818[/C][/ROW]
[ROW][C]19[/C][C]0.155824[/C][C]1.1867[/C][C]0.120089[/C][/ROW]
[ROW][C]20[/C][C]-0.072346[/C][C]-0.551[/C][C]0.291886[/C][/ROW]
[ROW][C]21[/C][C]0.134599[/C][C]1.0251[/C][C]0.154791[/C][/ROW]
[ROW][C]22[/C][C]-0.153837[/C][C]-1.1716[/C][C]0.123077[/C][/ROW]
[ROW][C]23[/C][C]0.009925[/C][C]0.0756[/C][C]0.470004[/C][/ROW]
[ROW][C]24[/C][C]-0.16063[/C][C]-1.2233[/C][C]0.113077[/C][/ROW]
[ROW][C]25[/C][C]-0.05763[/C][C]-0.4389[/C][C]0.331183[/C][/ROW]
[ROW][C]26[/C][C]-0.074511[/C][C]-0.5675[/C][C]0.286297[/C][/ROW]
[ROW][C]27[/C][C]-0.062457[/C][C]-0.4757[/C][C]0.318053[/C][/ROW]
[ROW][C]28[/C][C]-0.09576[/C][C]-0.7293[/C][C]0.234381[/C][/ROW]
[ROW][C]29[/C][C]-0.034001[/C][C]-0.2589[/C][C]0.398296[/C][/ROW]
[ROW][C]30[/C][C]-0.057228[/C][C]-0.4358[/C][C]0.332286[/C][/ROW]
[ROW][C]31[/C][C]0.012812[/C][C]0.0976[/C][C]0.461303[/C][/ROW]
[ROW][C]32[/C][C]-0.032298[/C][C]-0.246[/C][C]0.403287[/C][/ROW]
[ROW][C]33[/C][C]0.031401[/C][C]0.2391[/C][C]0.405919[/C][/ROW]
[ROW][C]34[/C][C]-0.092209[/C][C]-0.7022[/C][C]0.242668[/C][/ROW]
[ROW][C]35[/C][C]-0.071391[/C][C]-0.5437[/C][C]0.294366[/C][/ROW]
[ROW][C]36[/C][C]-0.079404[/C][C]-0.6047[/C][C]0.273862[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70322&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70322&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	-0.240916	-1.8348	0.035836
2	0.133518	1.0168	0.156726
3	-0.187121	-1.4251	0.079748
4	-0.204526	-1.5576	0.062381
5	-0.124225	-0.9461	0.174019
6	-0.204959	-1.5609	0.061991
7	0.174375	1.328	0.094691
8	0.009773	0.0744	0.470463
9	0.103121	0.7853	0.217723
10	-0.046276	-0.3524	0.362898
11	0.029076	0.2214	0.412765
12	-0.352388	-2.6837	0.004737
13	-0.07702	-0.5866	0.279886
14	-0.279132	-2.1258	0.018894
15	0.093718	0.7137	0.239127
16	-0.025691	-0.1957	0.422782
17	-0.155435	-1.1838	0.120668
18	0.057399	0.4371	0.331818
19	0.155824	1.1867	0.120089
20	-0.072346	-0.551	0.291886
21	0.134599	1.0251	0.154791
22	-0.153837	-1.1716	0.123077
23	0.009925	0.0756	0.470004
24	-0.16063	-1.2233	0.113077
25	-0.05763	-0.4389	0.331183
26	-0.074511	-0.5675	0.286297
27	-0.062457	-0.4757	0.318053
28	-0.09576	-0.7293	0.234381
29	-0.034001	-0.2589	0.398296
30	-0.057228	-0.4358	0.332286
31	0.012812	0.0976	0.461303
32	-0.032298	-0.246	0.403287
33	0.031401	0.2391	0.405919
34	-0.092209	-0.7022	0.242668
35	-0.071391	-0.5437	0.294366
36	-0.079404	-0.6047	0.273862

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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