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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 23 Dec 2009 04:39:04 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/23/t1261568490b2q3qgkhzd2ckyj.htm/, Retrieved Mon, 29 Apr 2024 09:26:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70502, Retrieved Mon, 29 Apr 2024 09:26:26 +0000

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No (this computation is public)

User-defined keywords

paper, TRA, levensm1

Estimated Impact

141

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [] [2009-12-22 10:45:15] [0750c128064677e728c9436fc3f45ae7]
-   PD    [(Partial) Autocorrelation Function] [] [2009-12-23 11:39:04] [30f5b608e5a1bbbae86b1702c0071566] [Current]

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Dataseries X:

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Boxplots

1.1
1.2
1.1
1.2
1.4
1.5
1.5
1.8
1.6
1.5
1.4
1.4
1.4
1.4
1.5
1.4
1.1
1.1
0.9
0.9
0.9
0.9
1.1
1.3
1
1.1
1.4
1.4
1.3
1.4
1
1.8
1.5
1.5
1.4
1.6
1.6
1.6
1.4
1.7
1.8
1.9
2.2
2.1
2.4
2.6
2.8
2.7
2.6
2.9
2.8
2.2
2.2
2.2
2
2
1.7
1.4
1.3
1.4
1.3
2.5
2.4
2.4
2.1
1.7
1.4
1.2
1.1
0.8
0.5
0.6
0.4
0.4
0.3
0.6
0.7
0.8
0.9
0.7
0.6
0.6
0.6
0.5
0.8
0.9
1
1
1.2
1.3
1.3
1.3
1.3
1.4
1.7
1.8
1.4
1.5
1.7
1.6
1.7
1.8
1.7
2.2
2.7
3
2.8
2.7
2.7
2.5
2
1.8
1.4
1.5
1.6
1.3
1.1
0.8
1.1
1.3
1.5
1.8

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=70502&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=70502&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70502&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	0.918651	10.1468	0
2	0.831574	9.185	0
3	0.728231	8.0436	0
4	0.624435	6.8971	0
5	0.528078	5.8328	0
6	0.438575	4.8442	2e-06
7	0.346908	3.8317	0.000101
8	0.283608	3.1326	0.001085
9	0.228815	2.5273	0.006386
10	0.1832	2.0235	0.022603
11	0.138944	1.5347	0.063725
12	0.109405	1.2084	0.114613
13	0.097037	1.0718	0.14296
14	0.07856	0.8677	0.193625
15	0.04234	0.4677	0.320431
16	-0.004403	-0.0486	0.480645
17	-0.071987	-0.7951	0.214042
18	-0.148603	-1.6414	0.051648
19	-0.220715	-2.4379	0.008108
20	-0.301011	-3.3248	0.000585
21	-0.369673	-4.0832	4e-05
22	-0.428265	-4.7303	3e-06
23	-0.480924	-5.312	0
24	-0.518632	-5.7285	0
25	-0.549396	-6.0683	0
26	-0.551662	-6.0933	0
27	-0.550757	-6.0833	0
28	-0.553374	-6.1122	0
29	-0.549691	-6.0715	0
30	-0.526497	-5.8154	0
31	-0.526818	-5.8189	0
32	-0.495017	-5.4676	0
33	-0.477947	-5.2791	0
34	-0.453876	-5.0132	1e-06
35	-0.416037	-4.5953	5e-06
36	-0.366988	-4.0535	4.5e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918651 & 10.1468 & 0 \tabularnewline
2 & 0.831574 & 9.185 & 0 \tabularnewline
3 & 0.728231 & 8.0436 & 0 \tabularnewline
4 & 0.624435 & 6.8971 & 0 \tabularnewline
5 & 0.528078 & 5.8328 & 0 \tabularnewline
6 & 0.438575 & 4.8442 & 2e-06 \tabularnewline
7 & 0.346908 & 3.8317 & 0.000101 \tabularnewline
8 & 0.283608 & 3.1326 & 0.001085 \tabularnewline
9 & 0.228815 & 2.5273 & 0.006386 \tabularnewline
10 & 0.1832 & 2.0235 & 0.022603 \tabularnewline
11 & 0.138944 & 1.5347 & 0.063725 \tabularnewline
12 & 0.109405 & 1.2084 & 0.114613 \tabularnewline
13 & 0.097037 & 1.0718 & 0.14296 \tabularnewline
14 & 0.07856 & 0.8677 & 0.193625 \tabularnewline
15 & 0.04234 & 0.4677 & 0.320431 \tabularnewline
16 & -0.004403 & -0.0486 & 0.480645 \tabularnewline
17 & -0.071987 & -0.7951 & 0.214042 \tabularnewline
18 & -0.148603 & -1.6414 & 0.051648 \tabularnewline
19 & -0.220715 & -2.4379 & 0.008108 \tabularnewline
20 & -0.301011 & -3.3248 & 0.000585 \tabularnewline
21 & -0.369673 & -4.0832 & 4e-05 \tabularnewline
22 & -0.428265 & -4.7303 & 3e-06 \tabularnewline
23 & -0.480924 & -5.312 & 0 \tabularnewline
24 & -0.518632 & -5.7285 & 0 \tabularnewline
25 & -0.549396 & -6.0683 & 0 \tabularnewline
26 & -0.551662 & -6.0933 & 0 \tabularnewline
27 & -0.550757 & -6.0833 & 0 \tabularnewline
28 & -0.553374 & -6.1122 & 0 \tabularnewline
29 & -0.549691 & -6.0715 & 0 \tabularnewline
30 & -0.526497 & -5.8154 & 0 \tabularnewline
31 & -0.526818 & -5.8189 & 0 \tabularnewline
32 & -0.495017 & -5.4676 & 0 \tabularnewline
33 & -0.477947 & -5.2791 & 0 \tabularnewline
34 & -0.453876 & -5.0132 & 1e-06 \tabularnewline
35 & -0.416037 & -4.5953 & 5e-06 \tabularnewline
36 & -0.366988 & -4.0535 & 4.5e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70502&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]0.918651[/C][C]10.1468[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.831574[/C][C]9.185[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.728231[/C][C]8.0436[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.624435[/C][C]6.8971[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.528078[/C][C]5.8328[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.438575[/C][C]4.8442[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.346908[/C][C]3.8317[/C][C]0.000101[/C][/ROW]
[ROW][C]8[/C][C]0.283608[/C][C]3.1326[/C][C]0.001085[/C][/ROW]
[ROW][C]9[/C][C]0.228815[/C][C]2.5273[/C][C]0.006386[/C][/ROW]
[ROW][C]10[/C][C]0.1832[/C][C]2.0235[/C][C]0.022603[/C][/ROW]
[ROW][C]11[/C][C]0.138944[/C][C]1.5347[/C][C]0.063725[/C][/ROW]
[ROW][C]12[/C][C]0.109405[/C][C]1.2084[/C][C]0.114613[/C][/ROW]
[ROW][C]13[/C][C]0.097037[/C][C]1.0718[/C][C]0.14296[/C][/ROW]
[ROW][C]14[/C][C]0.07856[/C][C]0.8677[/C][C]0.193625[/C][/ROW]
[ROW][C]15[/C][C]0.04234[/C][C]0.4677[/C][C]0.320431[/C][/ROW]
[ROW][C]16[/C][C]-0.004403[/C][C]-0.0486[/C][C]0.480645[/C][/ROW]
[ROW][C]17[/C][C]-0.071987[/C][C]-0.7951[/C][C]0.214042[/C][/ROW]
[ROW][C]18[/C][C]-0.148603[/C][C]-1.6414[/C][C]0.051648[/C][/ROW]
[ROW][C]19[/C][C]-0.220715[/C][C]-2.4379[/C][C]0.008108[/C][/ROW]
[ROW][C]20[/C][C]-0.301011[/C][C]-3.3248[/C][C]0.000585[/C][/ROW]
[ROW][C]21[/C][C]-0.369673[/C][C]-4.0832[/C][C]4e-05[/C][/ROW]
[ROW][C]22[/C][C]-0.428265[/C][C]-4.7303[/C][C]3e-06[/C][/ROW]
[ROW][C]23[/C][C]-0.480924[/C][C]-5.312[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]-0.518632[/C][C]-5.7285[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.549396[/C][C]-6.0683[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]-0.551662[/C][C]-6.0933[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]-0.550757[/C][C]-6.0833[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]-0.553374[/C][C]-6.1122[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]-0.549691[/C][C]-6.0715[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]-0.526497[/C][C]-5.8154[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]-0.526818[/C][C]-5.8189[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]-0.495017[/C][C]-5.4676[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]-0.477947[/C][C]-5.2791[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]-0.453876[/C][C]-5.0132[/C][C]1e-06[/C][/ROW]
[ROW][C]35[/C][C]-0.416037[/C][C]-4.5953[/C][C]5e-06[/C][/ROW]
[ROW][C]36[/C][C]-0.366988[/C][C]-4.0535[/C][C]4.5e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70502&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70502&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	0.918651	10.1468	0
2	0.831574	9.185	0
3	0.728231	8.0436	0
4	0.624435	6.8971	0
5	0.528078	5.8328	0
6	0.438575	4.8442	2e-06
7	0.346908	3.8317	0.000101
8	0.283608	3.1326	0.001085
9	0.228815	2.5273	0.006386
10	0.1832	2.0235	0.022603
11	0.138944	1.5347	0.063725
12	0.109405	1.2084	0.114613
13	0.097037	1.0718	0.14296
14	0.07856	0.8677	0.193625
15	0.04234	0.4677	0.320431
16	-0.004403	-0.0486	0.480645
17	-0.071987	-0.7951	0.214042
18	-0.148603	-1.6414	0.051648
19	-0.220715	-2.4379	0.008108
20	-0.301011	-3.3248	0.000585
21	-0.369673	-4.0832	4e-05
22	-0.428265	-4.7303	3e-06
23	-0.480924	-5.312	0
24	-0.518632	-5.7285	0
25	-0.549396	-6.0683	0
26	-0.551662	-6.0933	0
27	-0.550757	-6.0833	0
28	-0.553374	-6.1122	0
29	-0.549691	-6.0715	0
30	-0.526497	-5.8154	0
31	-0.526818	-5.8189	0
32	-0.495017	-5.4676	0
33	-0.477947	-5.2791	0
34	-0.453876	-5.0132	1e-06
35	-0.416037	-4.5953	5e-06
36	-0.366988	-4.0535	4.5e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.918651	10.1468	0
2	-0.079102	-0.8737	0.191995
3	-0.151233	-1.6704	0.048699
4	-0.057551	-0.6357	0.263089
5	-0.005361	-0.0592	0.476439
6	-0.020127	-0.2223	0.41222
7	-0.0889	-0.9819	0.164037
8	0.112993	1.248	0.107202
9	0.001323	0.0146	0.494184
10	-0.023684	-0.2616	0.397035
11	-0.053266	-0.5883	0.278694
12	0.058082	0.6415	0.261189
13	0.086875	0.9596	0.169586
14	-0.102852	-1.136	0.129083
15	-0.152602	-1.6855	0.04722
16	-0.078602	-0.8682	0.193498
17	-0.138759	-1.5326	0.063977
18	-0.13004	-1.4363	0.076733
19	-0.023059	-0.2547	0.399694
20	-0.09074	-1.0023	0.159102
21	-0.029208	-0.3226	0.373771
22	-0.064979	-0.7177	0.237153
23	-0.082887	-0.9155	0.180863
24	-0.022536	-0.2489	0.401923
25	-0.076692	-0.8471	0.199302
26	0.074737	0.8255	0.205351
27	-0.108521	-1.1987	0.116492
28	-0.150844	-1.6661	0.049127
29	-0.056189	-0.6206	0.268
30	0.101521	1.1213	0.132173
31	-0.207532	-2.2923	0.011802
32	0.132274	1.461	0.073292
33	-0.054526	-0.6023	0.274061
34	0.003644	0.0402	0.483982
35	0.025467	0.2813	0.389483
36	0.051422	0.568	0.285548

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.918651 & 10.1468 & 0 \tabularnewline
2 & -0.079102 & -0.8737 & 0.191995 \tabularnewline
3 & -0.151233 & -1.6704 & 0.048699 \tabularnewline
4 & -0.057551 & -0.6357 & 0.263089 \tabularnewline
5 & -0.005361 & -0.0592 & 0.476439 \tabularnewline
6 & -0.020127 & -0.2223 & 0.41222 \tabularnewline
7 & -0.0889 & -0.9819 & 0.164037 \tabularnewline
8 & 0.112993 & 1.248 & 0.107202 \tabularnewline
9 & 0.001323 & 0.0146 & 0.494184 \tabularnewline
10 & -0.023684 & -0.2616 & 0.397035 \tabularnewline
11 & -0.053266 & -0.5883 & 0.278694 \tabularnewline
12 & 0.058082 & 0.6415 & 0.261189 \tabularnewline
13 & 0.086875 & 0.9596 & 0.169586 \tabularnewline
14 & -0.102852 & -1.136 & 0.129083 \tabularnewline
15 & -0.152602 & -1.6855 & 0.04722 \tabularnewline
16 & -0.078602 & -0.8682 & 0.193498 \tabularnewline
17 & -0.138759 & -1.5326 & 0.063977 \tabularnewline
18 & -0.13004 & -1.4363 & 0.076733 \tabularnewline
19 & -0.023059 & -0.2547 & 0.399694 \tabularnewline
20 & -0.09074 & -1.0023 & 0.159102 \tabularnewline
21 & -0.029208 & -0.3226 & 0.373771 \tabularnewline
22 & -0.064979 & -0.7177 & 0.237153 \tabularnewline
23 & -0.082887 & -0.9155 & 0.180863 \tabularnewline
24 & -0.022536 & -0.2489 & 0.401923 \tabularnewline
25 & -0.076692 & -0.8471 & 0.199302 \tabularnewline
26 & 0.074737 & 0.8255 & 0.205351 \tabularnewline
27 & -0.108521 & -1.1987 & 0.116492 \tabularnewline
28 & -0.150844 & -1.6661 & 0.049127 \tabularnewline
29 & -0.056189 & -0.6206 & 0.268 \tabularnewline
30 & 0.101521 & 1.1213 & 0.132173 \tabularnewline
31 & -0.207532 & -2.2923 & 0.011802 \tabularnewline
32 & 0.132274 & 1.461 & 0.073292 \tabularnewline
33 & -0.054526 & -0.6023 & 0.274061 \tabularnewline
34 & 0.003644 & 0.0402 & 0.483982 \tabularnewline
35 & 0.025467 & 0.2813 & 0.389483 \tabularnewline
36 & 0.051422 & 0.568 & 0.285548 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70502&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]0.918651[/C][C]10.1468[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.079102[/C][C]-0.8737[/C][C]0.191995[/C][/ROW]
[ROW][C]3[/C][C]-0.151233[/C][C]-1.6704[/C][C]0.048699[/C][/ROW]
[ROW][C]4[/C][C]-0.057551[/C][C]-0.6357[/C][C]0.263089[/C][/ROW]
[ROW][C]5[/C][C]-0.005361[/C][C]-0.0592[/C][C]0.476439[/C][/ROW]
[ROW][C]6[/C][C]-0.020127[/C][C]-0.2223[/C][C]0.41222[/C][/ROW]
[ROW][C]7[/C][C]-0.0889[/C][C]-0.9819[/C][C]0.164037[/C][/ROW]
[ROW][C]8[/C][C]0.112993[/C][C]1.248[/C][C]0.107202[/C][/ROW]
[ROW][C]9[/C][C]0.001323[/C][C]0.0146[/C][C]0.494184[/C][/ROW]
[ROW][C]10[/C][C]-0.023684[/C][C]-0.2616[/C][C]0.397035[/C][/ROW]
[ROW][C]11[/C][C]-0.053266[/C][C]-0.5883[/C][C]0.278694[/C][/ROW]
[ROW][C]12[/C][C]0.058082[/C][C]0.6415[/C][C]0.261189[/C][/ROW]
[ROW][C]13[/C][C]0.086875[/C][C]0.9596[/C][C]0.169586[/C][/ROW]
[ROW][C]14[/C][C]-0.102852[/C][C]-1.136[/C][C]0.129083[/C][/ROW]
[ROW][C]15[/C][C]-0.152602[/C][C]-1.6855[/C][C]0.04722[/C][/ROW]
[ROW][C]16[/C][C]-0.078602[/C][C]-0.8682[/C][C]0.193498[/C][/ROW]
[ROW][C]17[/C][C]-0.138759[/C][C]-1.5326[/C][C]0.063977[/C][/ROW]
[ROW][C]18[/C][C]-0.13004[/C][C]-1.4363[/C][C]0.076733[/C][/ROW]
[ROW][C]19[/C][C]-0.023059[/C][C]-0.2547[/C][C]0.399694[/C][/ROW]
[ROW][C]20[/C][C]-0.09074[/C][C]-1.0023[/C][C]0.159102[/C][/ROW]
[ROW][C]21[/C][C]-0.029208[/C][C]-0.3226[/C][C]0.373771[/C][/ROW]
[ROW][C]22[/C][C]-0.064979[/C][C]-0.7177[/C][C]0.237153[/C][/ROW]
[ROW][C]23[/C][C]-0.082887[/C][C]-0.9155[/C][C]0.180863[/C][/ROW]
[ROW][C]24[/C][C]-0.022536[/C][C]-0.2489[/C][C]0.401923[/C][/ROW]
[ROW][C]25[/C][C]-0.076692[/C][C]-0.8471[/C][C]0.199302[/C][/ROW]
[ROW][C]26[/C][C]0.074737[/C][C]0.8255[/C][C]0.205351[/C][/ROW]
[ROW][C]27[/C][C]-0.108521[/C][C]-1.1987[/C][C]0.116492[/C][/ROW]
[ROW][C]28[/C][C]-0.150844[/C][C]-1.6661[/C][C]0.049127[/C][/ROW]
[ROW][C]29[/C][C]-0.056189[/C][C]-0.6206[/C][C]0.268[/C][/ROW]
[ROW][C]30[/C][C]0.101521[/C][C]1.1213[/C][C]0.132173[/C][/ROW]
[ROW][C]31[/C][C]-0.207532[/C][C]-2.2923[/C][C]0.011802[/C][/ROW]
[ROW][C]32[/C][C]0.132274[/C][C]1.461[/C][C]0.073292[/C][/ROW]
[ROW][C]33[/C][C]-0.054526[/C][C]-0.6023[/C][C]0.274061[/C][/ROW]
[ROW][C]34[/C][C]0.003644[/C][C]0.0402[/C][C]0.483982[/C][/ROW]
[ROW][C]35[/C][C]0.025467[/C][C]0.2813[/C][C]0.389483[/C][/ROW]
[ROW][C]36[/C][C]0.051422[/C][C]0.568[/C][C]0.285548[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70502&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70502&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	0.918651	10.1468	0
2	-0.079102	-0.8737	0.191995
3	-0.151233	-1.6704	0.048699
4	-0.057551	-0.6357	0.263089
5	-0.005361	-0.0592	0.476439
6	-0.020127	-0.2223	0.41222
7	-0.0889	-0.9819	0.164037
8	0.112993	1.248	0.107202
9	0.001323	0.0146	0.494184
10	-0.023684	-0.2616	0.397035
11	-0.053266	-0.5883	0.278694
12	0.058082	0.6415	0.261189
13	0.086875	0.9596	0.169586
14	-0.102852	-1.136	0.129083
15	-0.152602	-1.6855	0.04722
16	-0.078602	-0.8682	0.193498
17	-0.138759	-1.5326	0.063977
18	-0.13004	-1.4363	0.076733
19	-0.023059	-0.2547	0.399694
20	-0.09074	-1.0023	0.159102
21	-0.029208	-0.3226	0.373771
22	-0.064979	-0.7177	0.237153
23	-0.082887	-0.9155	0.180863
24	-0.022536	-0.2489	0.401923
25	-0.076692	-0.8471	0.199302
26	0.074737	0.8255	0.205351
27	-0.108521	-1.1987	0.116492
28	-0.150844	-1.6661	0.049127
29	-0.056189	-0.6206	0.268
30	0.101521	1.1213	0.132173
31	-0.207532	-2.2923	0.011802
32	0.132274	1.461	0.073292
33	-0.054526	-0.6023	0.274061
34	0.003644	0.0402	0.483982
35	0.025467	0.2813	0.389483
36	0.051422	0.568	0.285548

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