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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 23 Dec 2009 04:43:23 -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/23/t1261568690o5p90ybwaf6v3z0.htm/, Retrieved Mon, 29 Apr 2024 09:28:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70503, Retrieved Mon, 29 Apr 2024 09:28:35 +0000

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No (this computation is public)

User-defined keywords

paper,TRA,levensm1b

Estimated Impact

157

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 11:43:23] [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	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=70503&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=70503&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70503&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	0.054177	0.5959	0.276161
2	0.105886	1.1647	0.123206
3	0.016813	0.1849	0.426793
4	-0.023258	-0.2558	0.399257
5	-0.049938	-0.5493	0.2919
6	0.005715	0.0629	0.474987
7	-0.175703	-1.9327	0.027803
8	-0.061358	-0.6749	0.250501
9	-0.059967	-0.6596	0.255369
10	-0.03107	-0.3418	0.366557
11	-0.102406	-1.1265	0.131098
12	-0.130724	-1.438	0.076512
13	0.029591	0.3255	0.372684
14	0.117582	1.2934	0.099167
15	0.056015	0.6162	0.269472
16	0.105844	1.1643	0.1233
17	0.068403	0.7524	0.226625
18	-0.02067	-0.2274	0.410258
19	0.071831	0.7901	0.215496
20	-0.078967	-0.8686	0.193382
21	-0.06075	-0.6682	0.252624
22	-0.022834	-0.2512	0.401052
23	-0.088346	-0.9718	0.166543
24	-0.053544	-0.589	0.278484
25	-0.172004	-1.892	0.030437
26	-0.019981	-0.2198	0.413201
27	0.026146	0.2876	0.38707
28	-0.033703	-0.3707	0.355741
29	-0.114485	-1.2593	0.105167
30	0.126607	1.3927	0.083135
31	-0.158827	-1.7471	0.041579
32	0.076764	0.8444	0.200055
33	-0.040381	-0.4442	0.328849
34	-0.084961	-0.9346	0.175936
35	-0.059685	-0.6565	0.256363
36	0.045053	0.4956	0.310545

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.054177 & 0.5959 & 0.276161 \tabularnewline
2 & 0.105886 & 1.1647 & 0.123206 \tabularnewline
3 & 0.016813 & 0.1849 & 0.426793 \tabularnewline
4 & -0.023258 & -0.2558 & 0.399257 \tabularnewline
5 & -0.049938 & -0.5493 & 0.2919 \tabularnewline
6 & 0.005715 & 0.0629 & 0.474987 \tabularnewline
7 & -0.175703 & -1.9327 & 0.027803 \tabularnewline
8 & -0.061358 & -0.6749 & 0.250501 \tabularnewline
9 & -0.059967 & -0.6596 & 0.255369 \tabularnewline
10 & -0.03107 & -0.3418 & 0.366557 \tabularnewline
11 & -0.102406 & -1.1265 & 0.131098 \tabularnewline
12 & -0.130724 & -1.438 & 0.076512 \tabularnewline
13 & 0.029591 & 0.3255 & 0.372684 \tabularnewline
14 & 0.117582 & 1.2934 & 0.099167 \tabularnewline
15 & 0.056015 & 0.6162 & 0.269472 \tabularnewline
16 & 0.105844 & 1.1643 & 0.1233 \tabularnewline
17 & 0.068403 & 0.7524 & 0.226625 \tabularnewline
18 & -0.02067 & -0.2274 & 0.410258 \tabularnewline
19 & 0.071831 & 0.7901 & 0.215496 \tabularnewline
20 & -0.078967 & -0.8686 & 0.193382 \tabularnewline
21 & -0.06075 & -0.6682 & 0.252624 \tabularnewline
22 & -0.022834 & -0.2512 & 0.401052 \tabularnewline
23 & -0.088346 & -0.9718 & 0.166543 \tabularnewline
24 & -0.053544 & -0.589 & 0.278484 \tabularnewline
25 & -0.172004 & -1.892 & 0.030437 \tabularnewline
26 & -0.019981 & -0.2198 & 0.413201 \tabularnewline
27 & 0.026146 & 0.2876 & 0.38707 \tabularnewline
28 & -0.033703 & -0.3707 & 0.355741 \tabularnewline
29 & -0.114485 & -1.2593 & 0.105167 \tabularnewline
30 & 0.126607 & 1.3927 & 0.083135 \tabularnewline
31 & -0.158827 & -1.7471 & 0.041579 \tabularnewline
32 & 0.076764 & 0.8444 & 0.200055 \tabularnewline
33 & -0.040381 & -0.4442 & 0.328849 \tabularnewline
34 & -0.084961 & -0.9346 & 0.175936 \tabularnewline
35 & -0.059685 & -0.6565 & 0.256363 \tabularnewline
36 & 0.045053 & 0.4956 & 0.310545 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70503&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]0.054177[/C][C]0.5959[/C][C]0.276161[/C][/ROW]
[ROW][C]2[/C][C]0.105886[/C][C]1.1647[/C][C]0.123206[/C][/ROW]
[ROW][C]3[/C][C]0.016813[/C][C]0.1849[/C][C]0.426793[/C][/ROW]
[ROW][C]4[/C][C]-0.023258[/C][C]-0.2558[/C][C]0.399257[/C][/ROW]
[ROW][C]5[/C][C]-0.049938[/C][C]-0.5493[/C][C]0.2919[/C][/ROW]
[ROW][C]6[/C][C]0.005715[/C][C]0.0629[/C][C]0.474987[/C][/ROW]
[ROW][C]7[/C][C]-0.175703[/C][C]-1.9327[/C][C]0.027803[/C][/ROW]
[ROW][C]8[/C][C]-0.061358[/C][C]-0.6749[/C][C]0.250501[/C][/ROW]
[ROW][C]9[/C][C]-0.059967[/C][C]-0.6596[/C][C]0.255369[/C][/ROW]
[ROW][C]10[/C][C]-0.03107[/C][C]-0.3418[/C][C]0.366557[/C][/ROW]
[ROW][C]11[/C][C]-0.102406[/C][C]-1.1265[/C][C]0.131098[/C][/ROW]
[ROW][C]12[/C][C]-0.130724[/C][C]-1.438[/C][C]0.076512[/C][/ROW]
[ROW][C]13[/C][C]0.029591[/C][C]0.3255[/C][C]0.372684[/C][/ROW]
[ROW][C]14[/C][C]0.117582[/C][C]1.2934[/C][C]0.099167[/C][/ROW]
[ROW][C]15[/C][C]0.056015[/C][C]0.6162[/C][C]0.269472[/C][/ROW]
[ROW][C]16[/C][C]0.105844[/C][C]1.1643[/C][C]0.1233[/C][/ROW]
[ROW][C]17[/C][C]0.068403[/C][C]0.7524[/C][C]0.226625[/C][/ROW]
[ROW][C]18[/C][C]-0.02067[/C][C]-0.2274[/C][C]0.410258[/C][/ROW]
[ROW][C]19[/C][C]0.071831[/C][C]0.7901[/C][C]0.215496[/C][/ROW]
[ROW][C]20[/C][C]-0.078967[/C][C]-0.8686[/C][C]0.193382[/C][/ROW]
[ROW][C]21[/C][C]-0.06075[/C][C]-0.6682[/C][C]0.252624[/C][/ROW]
[ROW][C]22[/C][C]-0.022834[/C][C]-0.2512[/C][C]0.401052[/C][/ROW]
[ROW][C]23[/C][C]-0.088346[/C][C]-0.9718[/C][C]0.166543[/C][/ROW]
[ROW][C]24[/C][C]-0.053544[/C][C]-0.589[/C][C]0.278484[/C][/ROW]
[ROW][C]25[/C][C]-0.172004[/C][C]-1.892[/C][C]0.030437[/C][/ROW]
[ROW][C]26[/C][C]-0.019981[/C][C]-0.2198[/C][C]0.413201[/C][/ROW]
[ROW][C]27[/C][C]0.026146[/C][C]0.2876[/C][C]0.38707[/C][/ROW]
[ROW][C]28[/C][C]-0.033703[/C][C]-0.3707[/C][C]0.355741[/C][/ROW]
[ROW][C]29[/C][C]-0.114485[/C][C]-1.2593[/C][C]0.105167[/C][/ROW]
[ROW][C]30[/C][C]0.126607[/C][C]1.3927[/C][C]0.083135[/C][/ROW]
[ROW][C]31[/C][C]-0.158827[/C][C]-1.7471[/C][C]0.041579[/C][/ROW]
[ROW][C]32[/C][C]0.076764[/C][C]0.8444[/C][C]0.200055[/C][/ROW]
[ROW][C]33[/C][C]-0.040381[/C][C]-0.4442[/C][C]0.328849[/C][/ROW]
[ROW][C]34[/C][C]-0.084961[/C][C]-0.9346[/C][C]0.175936[/C][/ROW]
[ROW][C]35[/C][C]-0.059685[/C][C]-0.6565[/C][C]0.256363[/C][/ROW]
[ROW][C]36[/C][C]0.045053[/C][C]0.4956[/C][C]0.310545[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70503&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70503&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	0.054177	0.5959	0.276161
2	0.105886	1.1647	0.123206
3	0.016813	0.1849	0.426793
4	-0.023258	-0.2558	0.399257
5	-0.049938	-0.5493	0.2919
6	0.005715	0.0629	0.474987
7	-0.175703	-1.9327	0.027803
8	-0.061358	-0.6749	0.250501
9	-0.059967	-0.6596	0.255369
10	-0.03107	-0.3418	0.366557
11	-0.102406	-1.1265	0.131098
12	-0.130724	-1.438	0.076512
13	0.029591	0.3255	0.372684
14	0.117582	1.2934	0.099167
15	0.056015	0.6162	0.269472
16	0.105844	1.1643	0.1233
17	0.068403	0.7524	0.226625
18	-0.02067	-0.2274	0.410258
19	0.071831	0.7901	0.215496
20	-0.078967	-0.8686	0.193382
21	-0.06075	-0.6682	0.252624
22	-0.022834	-0.2512	0.401052
23	-0.088346	-0.9718	0.166543
24	-0.053544	-0.589	0.278484
25	-0.172004	-1.892	0.030437
26	-0.019981	-0.2198	0.413201
27	0.026146	0.2876	0.38707
28	-0.033703	-0.3707	0.355741
29	-0.114485	-1.2593	0.105167
30	0.126607	1.3927	0.083135
31	-0.158827	-1.7471	0.041579
32	0.076764	0.8444	0.200055
33	-0.040381	-0.4442	0.328849
34	-0.084961	-0.9346	0.175936
35	-0.059685	-0.6565	0.256363
36	0.045053	0.4956	0.310545

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.054177	0.5959	0.276161
2	0.103254	1.1358	0.129143
3	0.006158	0.0677	0.473054
4	-0.035786	-0.3936	0.347269
5	-0.050253	-0.5528	0.290717
6	0.016846	0.1853	0.426651
7	-0.16818	-1.85	0.033378
8	-0.048715	-0.5359	0.296519
9	-0.023748	-0.2612	0.397182
10	-0.013997	-0.154	0.438945
11	-0.104529	-1.1498	0.126242
12	-0.143584	-1.5794	0.058425
13	0.061305	0.6744	0.250686
14	0.119693	1.3166	0.095227
15	0.016901	0.1859	0.426414
16	0.047754	0.5253	0.300171
17	0.045497	0.5005	0.308829
18	-0.061134	-0.6725	0.251281
19	0.016452	0.181	0.428347
20	-0.08613	-0.9474	0.172655
21	-0.027795	-0.3058	0.38016
22	0.006021	0.0662	0.473652
23	-0.08278	-0.9106	0.182165
24	-0.033304	-0.3663	0.357375
25	-0.152759	-1.6804	0.047734
26	0.054824	0.6031	0.273799
27	0.056048	0.6165	0.269353
28	-0.057034	-0.6274	0.265798
29	-0.169454	-1.864	0.032373
30	0.096701	1.0637	0.144789
31	-0.187723	-2.065	0.020532
32	-0.029129	-0.3204	0.374602
33	-0.08344	-0.9178	0.180264
34	-0.093305	-1.0264	0.153385
35	-0.086172	-0.9479	0.172538
36	-0.048176	-0.5299	0.298562

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.054177 & 0.5959 & 0.276161 \tabularnewline
2 & 0.103254 & 1.1358 & 0.129143 \tabularnewline
3 & 0.006158 & 0.0677 & 0.473054 \tabularnewline
4 & -0.035786 & -0.3936 & 0.347269 \tabularnewline
5 & -0.050253 & -0.5528 & 0.290717 \tabularnewline
6 & 0.016846 & 0.1853 & 0.426651 \tabularnewline
7 & -0.16818 & -1.85 & 0.033378 \tabularnewline
8 & -0.048715 & -0.5359 & 0.296519 \tabularnewline
9 & -0.023748 & -0.2612 & 0.397182 \tabularnewline
10 & -0.013997 & -0.154 & 0.438945 \tabularnewline
11 & -0.104529 & -1.1498 & 0.126242 \tabularnewline
12 & -0.143584 & -1.5794 & 0.058425 \tabularnewline
13 & 0.061305 & 0.6744 & 0.250686 \tabularnewline
14 & 0.119693 & 1.3166 & 0.095227 \tabularnewline
15 & 0.016901 & 0.1859 & 0.426414 \tabularnewline
16 & 0.047754 & 0.5253 & 0.300171 \tabularnewline
17 & 0.045497 & 0.5005 & 0.308829 \tabularnewline
18 & -0.061134 & -0.6725 & 0.251281 \tabularnewline
19 & 0.016452 & 0.181 & 0.428347 \tabularnewline
20 & -0.08613 & -0.9474 & 0.172655 \tabularnewline
21 & -0.027795 & -0.3058 & 0.38016 \tabularnewline
22 & 0.006021 & 0.0662 & 0.473652 \tabularnewline
23 & -0.08278 & -0.9106 & 0.182165 \tabularnewline
24 & -0.033304 & -0.3663 & 0.357375 \tabularnewline
25 & -0.152759 & -1.6804 & 0.047734 \tabularnewline
26 & 0.054824 & 0.6031 & 0.273799 \tabularnewline
27 & 0.056048 & 0.6165 & 0.269353 \tabularnewline
28 & -0.057034 & -0.6274 & 0.265798 \tabularnewline
29 & -0.169454 & -1.864 & 0.032373 \tabularnewline
30 & 0.096701 & 1.0637 & 0.144789 \tabularnewline
31 & -0.187723 & -2.065 & 0.020532 \tabularnewline
32 & -0.029129 & -0.3204 & 0.374602 \tabularnewline
33 & -0.08344 & -0.9178 & 0.180264 \tabularnewline
34 & -0.093305 & -1.0264 & 0.153385 \tabularnewline
35 & -0.086172 & -0.9479 & 0.172538 \tabularnewline
36 & -0.048176 & -0.5299 & 0.298562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70503&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]0.054177[/C][C]0.5959[/C][C]0.276161[/C][/ROW]
[ROW][C]2[/C][C]0.103254[/C][C]1.1358[/C][C]0.129143[/C][/ROW]
[ROW][C]3[/C][C]0.006158[/C][C]0.0677[/C][C]0.473054[/C][/ROW]
[ROW][C]4[/C][C]-0.035786[/C][C]-0.3936[/C][C]0.347269[/C][/ROW]
[ROW][C]5[/C][C]-0.050253[/C][C]-0.5528[/C][C]0.290717[/C][/ROW]
[ROW][C]6[/C][C]0.016846[/C][C]0.1853[/C][C]0.426651[/C][/ROW]
[ROW][C]7[/C][C]-0.16818[/C][C]-1.85[/C][C]0.033378[/C][/ROW]
[ROW][C]8[/C][C]-0.048715[/C][C]-0.5359[/C][C]0.296519[/C][/ROW]
[ROW][C]9[/C][C]-0.023748[/C][C]-0.2612[/C][C]0.397182[/C][/ROW]
[ROW][C]10[/C][C]-0.013997[/C][C]-0.154[/C][C]0.438945[/C][/ROW]
[ROW][C]11[/C][C]-0.104529[/C][C]-1.1498[/C][C]0.126242[/C][/ROW]
[ROW][C]12[/C][C]-0.143584[/C][C]-1.5794[/C][C]0.058425[/C][/ROW]
[ROW][C]13[/C][C]0.061305[/C][C]0.6744[/C][C]0.250686[/C][/ROW]
[ROW][C]14[/C][C]0.119693[/C][C]1.3166[/C][C]0.095227[/C][/ROW]
[ROW][C]15[/C][C]0.016901[/C][C]0.1859[/C][C]0.426414[/C][/ROW]
[ROW][C]16[/C][C]0.047754[/C][C]0.5253[/C][C]0.300171[/C][/ROW]
[ROW][C]17[/C][C]0.045497[/C][C]0.5005[/C][C]0.308829[/C][/ROW]
[ROW][C]18[/C][C]-0.061134[/C][C]-0.6725[/C][C]0.251281[/C][/ROW]
[ROW][C]19[/C][C]0.016452[/C][C]0.181[/C][C]0.428347[/C][/ROW]
[ROW][C]20[/C][C]-0.08613[/C][C]-0.9474[/C][C]0.172655[/C][/ROW]
[ROW][C]21[/C][C]-0.027795[/C][C]-0.3058[/C][C]0.38016[/C][/ROW]
[ROW][C]22[/C][C]0.006021[/C][C]0.0662[/C][C]0.473652[/C][/ROW]
[ROW][C]23[/C][C]-0.08278[/C][C]-0.9106[/C][C]0.182165[/C][/ROW]
[ROW][C]24[/C][C]-0.033304[/C][C]-0.3663[/C][C]0.357375[/C][/ROW]
[ROW][C]25[/C][C]-0.152759[/C][C]-1.6804[/C][C]0.047734[/C][/ROW]
[ROW][C]26[/C][C]0.054824[/C][C]0.6031[/C][C]0.273799[/C][/ROW]
[ROW][C]27[/C][C]0.056048[/C][C]0.6165[/C][C]0.269353[/C][/ROW]
[ROW][C]28[/C][C]-0.057034[/C][C]-0.6274[/C][C]0.265798[/C][/ROW]
[ROW][C]29[/C][C]-0.169454[/C][C]-1.864[/C][C]0.032373[/C][/ROW]
[ROW][C]30[/C][C]0.096701[/C][C]1.0637[/C][C]0.144789[/C][/ROW]
[ROW][C]31[/C][C]-0.187723[/C][C]-2.065[/C][C]0.020532[/C][/ROW]
[ROW][C]32[/C][C]-0.029129[/C][C]-0.3204[/C][C]0.374602[/C][/ROW]
[ROW][C]33[/C][C]-0.08344[/C][C]-0.9178[/C][C]0.180264[/C][/ROW]
[ROW][C]34[/C][C]-0.093305[/C][C]-1.0264[/C][C]0.153385[/C][/ROW]
[ROW][C]35[/C][C]-0.086172[/C][C]-0.9479[/C][C]0.172538[/C][/ROW]
[ROW][C]36[/C][C]-0.048176[/C][C]-0.5299[/C][C]0.298562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70503&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70503&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	0.054177	0.5959	0.276161
2	0.103254	1.1358	0.129143
3	0.006158	0.0677	0.473054
4	-0.035786	-0.3936	0.347269
5	-0.050253	-0.5528	0.290717
6	0.016846	0.1853	0.426651
7	-0.16818	-1.85	0.033378
8	-0.048715	-0.5359	0.296519
9	-0.023748	-0.2612	0.397182
10	-0.013997	-0.154	0.438945
11	-0.104529	-1.1498	0.126242
12	-0.143584	-1.5794	0.058425
13	0.061305	0.6744	0.250686
14	0.119693	1.3166	0.095227
15	0.016901	0.1859	0.426414
16	0.047754	0.5253	0.300171
17	0.045497	0.5005	0.308829
18	-0.061134	-0.6725	0.251281
19	0.016452	0.181	0.428347
20	-0.08613	-0.9474	0.172655
21	-0.027795	-0.3058	0.38016
22	0.006021	0.0662	0.473652
23	-0.08278	-0.9106	0.182165
24	-0.033304	-0.3663	0.357375
25	-0.152759	-1.6804	0.047734
26	0.054824	0.6031	0.273799
27	0.056048	0.6165	0.269353
28	-0.057034	-0.6274	0.265798
29	-0.169454	-1.864	0.032373
30	0.096701	1.0637	0.144789
31	-0.187723	-2.065	0.020532
32	-0.029129	-0.3204	0.374602
33	-0.08344	-0.9178	0.180264
34	-0.093305	-1.0264	0.153385
35	-0.086172	-0.9479	0.172538
36	-0.048176	-0.5299	0.298562

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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