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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 23 Dec 2009 04:57:09 -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/t1261569508z5fedzxn15i33wz.htm/, Retrieved Mon, 29 Apr 2024 13:11:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70509, Retrieved Mon, 29 Apr 2024 13:11:06 +0000

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User-defined keywords

paper, TRA,diensten1

Estimated Impact

155

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]
- RMPD  [Standard Deviation-Mean Plot] [] [2009-12-23 11:52:37] [0750c128064677e728c9436fc3f45ae7]
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-23 11:57:09] [30f5b608e5a1bbbae86b1702c0071566] [Current]

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Dataseries X:

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Histogram

Boxplots

1,5
1,7
1,6
1,8
2,1
2,1
2,3
2,8
2,5
2,5
2,3
2,3
2,2
2,1
2,2
2
1,6
1,6
1,3
1,3
1,5
1,4
2
2,1
2,1
1,7
2,3
2,5
2,2
2,3
2,9
3,1
2,4
2
1,6
1,9
1,6
1,7
1,2
1,6
1,6
1,9
2,1
1,8
2,1
2,7
3,2
3
3,1
3,7
3,7
2,5
2,8
2,8
2,5
2,8
2,5
1,6
1,5
1,7
1,3

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=70509&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=70509&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70509&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	0.778242	6.0783	0
2	0.587062	4.5851	1.2e-05
3	0.454774	3.5519	0.000372
4	0.286532	2.2379	0.014445
5	0.089648	0.7002	0.243241
6	-0.062666	-0.4894	0.313145
7	-0.222515	-1.7379	0.043637
8	-0.337202	-2.6336	0.005345
9	-0.410079	-3.2028	0.001082
10	-0.502148	-3.9219	0.000113
11	-0.524221	-4.0943	6.3e-05
12	-0.485778	-3.7941	0.000171
13	-0.329768	-2.5756	0.006223
14	-0.197127	-1.5396	0.064413
15	-0.013083	-0.1022	0.459474
16	0.107957	0.8432	0.201213
17	0.218053	1.703	0.046825
18	0.312371	2.4397	0.008811
19	0.3818	2.982	0.002056
20	0.339038	2.648	0.005146
21	0.270194	2.1103	0.019472
22	0.272386	2.1274	0.018719
23	0.225719	1.7629	0.041461
24	0.12813	1.0007	0.160457
25	0.000554	0.0043	0.498281
26	-0.114061	-0.8908	0.188256
27	-0.256334	-2.002	0.024867
28	-0.330938	-2.5847	0.006077
29	-0.389222	-3.0399	0.001742
30	-0.380869	-2.9747	0.002099
31	-0.331145	-2.5863	0.006051
32	-0.227626	-1.7778	0.040209
33	-0.165854	-1.2954	0.100039
34	-0.11113	-0.868	0.194412
35	-0.032324	-0.2525	0.400767
36	0.015087	0.1178	0.453293

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.778242 & 6.0783 & 0 \tabularnewline
2 & 0.587062 & 4.5851 & 1.2e-05 \tabularnewline
3 & 0.454774 & 3.5519 & 0.000372 \tabularnewline
4 & 0.286532 & 2.2379 & 0.014445 \tabularnewline
5 & 0.089648 & 0.7002 & 0.243241 \tabularnewline
6 & -0.062666 & -0.4894 & 0.313145 \tabularnewline
7 & -0.222515 & -1.7379 & 0.043637 \tabularnewline
8 & -0.337202 & -2.6336 & 0.005345 \tabularnewline
9 & -0.410079 & -3.2028 & 0.001082 \tabularnewline
10 & -0.502148 & -3.9219 & 0.000113 \tabularnewline
11 & -0.524221 & -4.0943 & 6.3e-05 \tabularnewline
12 & -0.485778 & -3.7941 & 0.000171 \tabularnewline
13 & -0.329768 & -2.5756 & 0.006223 \tabularnewline
14 & -0.197127 & -1.5396 & 0.064413 \tabularnewline
15 & -0.013083 & -0.1022 & 0.459474 \tabularnewline
16 & 0.107957 & 0.8432 & 0.201213 \tabularnewline
17 & 0.218053 & 1.703 & 0.046825 \tabularnewline
18 & 0.312371 & 2.4397 & 0.008811 \tabularnewline
19 & 0.3818 & 2.982 & 0.002056 \tabularnewline
20 & 0.339038 & 2.648 & 0.005146 \tabularnewline
21 & 0.270194 & 2.1103 & 0.019472 \tabularnewline
22 & 0.272386 & 2.1274 & 0.018719 \tabularnewline
23 & 0.225719 & 1.7629 & 0.041461 \tabularnewline
24 & 0.12813 & 1.0007 & 0.160457 \tabularnewline
25 & 0.000554 & 0.0043 & 0.498281 \tabularnewline
26 & -0.114061 & -0.8908 & 0.188256 \tabularnewline
27 & -0.256334 & -2.002 & 0.024867 \tabularnewline
28 & -0.330938 & -2.5847 & 0.006077 \tabularnewline
29 & -0.389222 & -3.0399 & 0.001742 \tabularnewline
30 & -0.380869 & -2.9747 & 0.002099 \tabularnewline
31 & -0.331145 & -2.5863 & 0.006051 \tabularnewline
32 & -0.227626 & -1.7778 & 0.040209 \tabularnewline
33 & -0.165854 & -1.2954 & 0.100039 \tabularnewline
34 & -0.11113 & -0.868 & 0.194412 \tabularnewline
35 & -0.032324 & -0.2525 & 0.400767 \tabularnewline
36 & 0.015087 & 0.1178 & 0.453293 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70509&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]0.778242[/C][C]6.0783[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.587062[/C][C]4.5851[/C][C]1.2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.454774[/C][C]3.5519[/C][C]0.000372[/C][/ROW]
[ROW][C]4[/C][C]0.286532[/C][C]2.2379[/C][C]0.014445[/C][/ROW]
[ROW][C]5[/C][C]0.089648[/C][C]0.7002[/C][C]0.243241[/C][/ROW]
[ROW][C]6[/C][C]-0.062666[/C][C]-0.4894[/C][C]0.313145[/C][/ROW]
[ROW][C]7[/C][C]-0.222515[/C][C]-1.7379[/C][C]0.043637[/C][/ROW]
[ROW][C]8[/C][C]-0.337202[/C][C]-2.6336[/C][C]0.005345[/C][/ROW]
[ROW][C]9[/C][C]-0.410079[/C][C]-3.2028[/C][C]0.001082[/C][/ROW]
[ROW][C]10[/C][C]-0.502148[/C][C]-3.9219[/C][C]0.000113[/C][/ROW]
[ROW][C]11[/C][C]-0.524221[/C][C]-4.0943[/C][C]6.3e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.485778[/C][C]-3.7941[/C][C]0.000171[/C][/ROW]
[ROW][C]13[/C][C]-0.329768[/C][C]-2.5756[/C][C]0.006223[/C][/ROW]
[ROW][C]14[/C][C]-0.197127[/C][C]-1.5396[/C][C]0.064413[/C][/ROW]
[ROW][C]15[/C][C]-0.013083[/C][C]-0.1022[/C][C]0.459474[/C][/ROW]
[ROW][C]16[/C][C]0.107957[/C][C]0.8432[/C][C]0.201213[/C][/ROW]
[ROW][C]17[/C][C]0.218053[/C][C]1.703[/C][C]0.046825[/C][/ROW]
[ROW][C]18[/C][C]0.312371[/C][C]2.4397[/C][C]0.008811[/C][/ROW]
[ROW][C]19[/C][C]0.3818[/C][C]2.982[/C][C]0.002056[/C][/ROW]
[ROW][C]20[/C][C]0.339038[/C][C]2.648[/C][C]0.005146[/C][/ROW]
[ROW][C]21[/C][C]0.270194[/C][C]2.1103[/C][C]0.019472[/C][/ROW]
[ROW][C]22[/C][C]0.272386[/C][C]2.1274[/C][C]0.018719[/C][/ROW]
[ROW][C]23[/C][C]0.225719[/C][C]1.7629[/C][C]0.041461[/C][/ROW]
[ROW][C]24[/C][C]0.12813[/C][C]1.0007[/C][C]0.160457[/C][/ROW]
[ROW][C]25[/C][C]0.000554[/C][C]0.0043[/C][C]0.498281[/C][/ROW]
[ROW][C]26[/C][C]-0.114061[/C][C]-0.8908[/C][C]0.188256[/C][/ROW]
[ROW][C]27[/C][C]-0.256334[/C][C]-2.002[/C][C]0.024867[/C][/ROW]
[ROW][C]28[/C][C]-0.330938[/C][C]-2.5847[/C][C]0.006077[/C][/ROW]
[ROW][C]29[/C][C]-0.389222[/C][C]-3.0399[/C][C]0.001742[/C][/ROW]
[ROW][C]30[/C][C]-0.380869[/C][C]-2.9747[/C][C]0.002099[/C][/ROW]
[ROW][C]31[/C][C]-0.331145[/C][C]-2.5863[/C][C]0.006051[/C][/ROW]
[ROW][C]32[/C][C]-0.227626[/C][C]-1.7778[/C][C]0.040209[/C][/ROW]
[ROW][C]33[/C][C]-0.165854[/C][C]-1.2954[/C][C]0.100039[/C][/ROW]
[ROW][C]34[/C][C]-0.11113[/C][C]-0.868[/C][C]0.194412[/C][/ROW]
[ROW][C]35[/C][C]-0.032324[/C][C]-0.2525[/C][C]0.400767[/C][/ROW]
[ROW][C]36[/C][C]0.015087[/C][C]0.1178[/C][C]0.453293[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70509&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70509&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	0.778242	6.0783	0
2	0.587062	4.5851	1.2e-05
3	0.454774	3.5519	0.000372
4	0.286532	2.2379	0.014445
5	0.089648	0.7002	0.243241
6	-0.062666	-0.4894	0.313145
7	-0.222515	-1.7379	0.043637
8	-0.337202	-2.6336	0.005345
9	-0.410079	-3.2028	0.001082
10	-0.502148	-3.9219	0.000113
11	-0.524221	-4.0943	6.3e-05
12	-0.485778	-3.7941	0.000171
13	-0.329768	-2.5756	0.006223
14	-0.197127	-1.5396	0.064413
15	-0.013083	-0.1022	0.459474
16	0.107957	0.8432	0.201213
17	0.218053	1.703	0.046825
18	0.312371	2.4397	0.008811
19	0.3818	2.982	0.002056
20	0.339038	2.648	0.005146
21	0.270194	2.1103	0.019472
22	0.272386	2.1274	0.018719
23	0.225719	1.7629	0.041461
24	0.12813	1.0007	0.160457
25	0.000554	0.0043	0.498281
26	-0.114061	-0.8908	0.188256
27	-0.256334	-2.002	0.024867
28	-0.330938	-2.5847	0.006077
29	-0.389222	-3.0399	0.001742
30	-0.380869	-2.9747	0.002099
31	-0.331145	-2.5863	0.006051
32	-0.227626	-1.7778	0.040209
33	-0.165854	-1.2954	0.100039
34	-0.11113	-0.868	0.194412
35	-0.032324	-0.2525	0.400767
36	0.015087	0.1178	0.453293

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.778242	6.0783	0
2	-0.047164	-0.3684	0.356939
3	0.033178	0.2591	0.398203
4	-0.170614	-1.3325	0.093821
5	-0.196311	-1.5332	0.065194
6	-0.083636	-0.6532	0.258036
7	-0.191442	-1.4952	0.070008
8	-0.053563	-0.4183	0.338585
9	-0.075303	-0.5881	0.279307
10	-0.203772	-1.5915	0.058332
11	-0.015972	-0.1247	0.450569
12	-0.036466	-0.2848	0.388378
13	0.279115	2.18	0.016565
14	0.015449	0.1207	0.452178
15	0.230034	1.7966	0.038673
16	-0.102335	-0.7993	0.21362
17	0.01676	0.1309	0.448143
18	0.000869	0.0068	0.497305
19	0.005165	0.0403	0.483978
20	-0.190206	-1.4856	0.071273
21	-0.147812	-1.1544	0.12641
22	0.125331	0.9789	0.165756
23	0.041877	0.3271	0.372368
24	0.024229	0.1892	0.425269
25	0.001644	0.0128	0.4949
26	-0.071778	-0.5606	0.28856
27	-0.096147	-0.7509	0.227791
28	-0.072862	-0.5691	0.285698
29	0.009513	0.0743	0.470509
30	0.035481	0.2771	0.391316
31	0.00053	0.0041	0.498355
32	0.068538	0.5353	0.297194
33	-0.103305	-0.8068	0.211446
34	-0.010802	-0.0844	0.46652
35	-0.019548	-0.1527	0.439579
36	-0.079956	-0.6245	0.267322

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.778242 & 6.0783 & 0 \tabularnewline
2 & -0.047164 & -0.3684 & 0.356939 \tabularnewline
3 & 0.033178 & 0.2591 & 0.398203 \tabularnewline
4 & -0.170614 & -1.3325 & 0.093821 \tabularnewline
5 & -0.196311 & -1.5332 & 0.065194 \tabularnewline
6 & -0.083636 & -0.6532 & 0.258036 \tabularnewline
7 & -0.191442 & -1.4952 & 0.070008 \tabularnewline
8 & -0.053563 & -0.4183 & 0.338585 \tabularnewline
9 & -0.075303 & -0.5881 & 0.279307 \tabularnewline
10 & -0.203772 & -1.5915 & 0.058332 \tabularnewline
11 & -0.015972 & -0.1247 & 0.450569 \tabularnewline
12 & -0.036466 & -0.2848 & 0.388378 \tabularnewline
13 & 0.279115 & 2.18 & 0.016565 \tabularnewline
14 & 0.015449 & 0.1207 & 0.452178 \tabularnewline
15 & 0.230034 & 1.7966 & 0.038673 \tabularnewline
16 & -0.102335 & -0.7993 & 0.21362 \tabularnewline
17 & 0.01676 & 0.1309 & 0.448143 \tabularnewline
18 & 0.000869 & 0.0068 & 0.497305 \tabularnewline
19 & 0.005165 & 0.0403 & 0.483978 \tabularnewline
20 & -0.190206 & -1.4856 & 0.071273 \tabularnewline
21 & -0.147812 & -1.1544 & 0.12641 \tabularnewline
22 & 0.125331 & 0.9789 & 0.165756 \tabularnewline
23 & 0.041877 & 0.3271 & 0.372368 \tabularnewline
24 & 0.024229 & 0.1892 & 0.425269 \tabularnewline
25 & 0.001644 & 0.0128 & 0.4949 \tabularnewline
26 & -0.071778 & -0.5606 & 0.28856 \tabularnewline
27 & -0.096147 & -0.7509 & 0.227791 \tabularnewline
28 & -0.072862 & -0.5691 & 0.285698 \tabularnewline
29 & 0.009513 & 0.0743 & 0.470509 \tabularnewline
30 & 0.035481 & 0.2771 & 0.391316 \tabularnewline
31 & 0.00053 & 0.0041 & 0.498355 \tabularnewline
32 & 0.068538 & 0.5353 & 0.297194 \tabularnewline
33 & -0.103305 & -0.8068 & 0.211446 \tabularnewline
34 & -0.010802 & -0.0844 & 0.46652 \tabularnewline
35 & -0.019548 & -0.1527 & 0.439579 \tabularnewline
36 & -0.079956 & -0.6245 & 0.267322 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70509&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]0.778242[/C][C]6.0783[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.047164[/C][C]-0.3684[/C][C]0.356939[/C][/ROW]
[ROW][C]3[/C][C]0.033178[/C][C]0.2591[/C][C]0.398203[/C][/ROW]
[ROW][C]4[/C][C]-0.170614[/C][C]-1.3325[/C][C]0.093821[/C][/ROW]
[ROW][C]5[/C][C]-0.196311[/C][C]-1.5332[/C][C]0.065194[/C][/ROW]
[ROW][C]6[/C][C]-0.083636[/C][C]-0.6532[/C][C]0.258036[/C][/ROW]
[ROW][C]7[/C][C]-0.191442[/C][C]-1.4952[/C][C]0.070008[/C][/ROW]
[ROW][C]8[/C][C]-0.053563[/C][C]-0.4183[/C][C]0.338585[/C][/ROW]
[ROW][C]9[/C][C]-0.075303[/C][C]-0.5881[/C][C]0.279307[/C][/ROW]
[ROW][C]10[/C][C]-0.203772[/C][C]-1.5915[/C][C]0.058332[/C][/ROW]
[ROW][C]11[/C][C]-0.015972[/C][C]-0.1247[/C][C]0.450569[/C][/ROW]
[ROW][C]12[/C][C]-0.036466[/C][C]-0.2848[/C][C]0.388378[/C][/ROW]
[ROW][C]13[/C][C]0.279115[/C][C]2.18[/C][C]0.016565[/C][/ROW]
[ROW][C]14[/C][C]0.015449[/C][C]0.1207[/C][C]0.452178[/C][/ROW]
[ROW][C]15[/C][C]0.230034[/C][C]1.7966[/C][C]0.038673[/C][/ROW]
[ROW][C]16[/C][C]-0.102335[/C][C]-0.7993[/C][C]0.21362[/C][/ROW]
[ROW][C]17[/C][C]0.01676[/C][C]0.1309[/C][C]0.448143[/C][/ROW]
[ROW][C]18[/C][C]0.000869[/C][C]0.0068[/C][C]0.497305[/C][/ROW]
[ROW][C]19[/C][C]0.005165[/C][C]0.0403[/C][C]0.483978[/C][/ROW]
[ROW][C]20[/C][C]-0.190206[/C][C]-1.4856[/C][C]0.071273[/C][/ROW]
[ROW][C]21[/C][C]-0.147812[/C][C]-1.1544[/C][C]0.12641[/C][/ROW]
[ROW][C]22[/C][C]0.125331[/C][C]0.9789[/C][C]0.165756[/C][/ROW]
[ROW][C]23[/C][C]0.041877[/C][C]0.3271[/C][C]0.372368[/C][/ROW]
[ROW][C]24[/C][C]0.024229[/C][C]0.1892[/C][C]0.425269[/C][/ROW]
[ROW][C]25[/C][C]0.001644[/C][C]0.0128[/C][C]0.4949[/C][/ROW]
[ROW][C]26[/C][C]-0.071778[/C][C]-0.5606[/C][C]0.28856[/C][/ROW]
[ROW][C]27[/C][C]-0.096147[/C][C]-0.7509[/C][C]0.227791[/C][/ROW]
[ROW][C]28[/C][C]-0.072862[/C][C]-0.5691[/C][C]0.285698[/C][/ROW]
[ROW][C]29[/C][C]0.009513[/C][C]0.0743[/C][C]0.470509[/C][/ROW]
[ROW][C]30[/C][C]0.035481[/C][C]0.2771[/C][C]0.391316[/C][/ROW]
[ROW][C]31[/C][C]0.00053[/C][C]0.0041[/C][C]0.498355[/C][/ROW]
[ROW][C]32[/C][C]0.068538[/C][C]0.5353[/C][C]0.297194[/C][/ROW]
[ROW][C]33[/C][C]-0.103305[/C][C]-0.8068[/C][C]0.211446[/C][/ROW]
[ROW][C]34[/C][C]-0.010802[/C][C]-0.0844[/C][C]0.46652[/C][/ROW]
[ROW][C]35[/C][C]-0.019548[/C][C]-0.1527[/C][C]0.439579[/C][/ROW]
[ROW][C]36[/C][C]-0.079956[/C][C]-0.6245[/C][C]0.267322[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70509&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70509&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	0.778242	6.0783	0
2	-0.047164	-0.3684	0.356939
3	0.033178	0.2591	0.398203
4	-0.170614	-1.3325	0.093821
5	-0.196311	-1.5332	0.065194
6	-0.083636	-0.6532	0.258036
7	-0.191442	-1.4952	0.070008
8	-0.053563	-0.4183	0.338585
9	-0.075303	-0.5881	0.279307
10	-0.203772	-1.5915	0.058332
11	-0.015972	-0.1247	0.450569
12	-0.036466	-0.2848	0.388378
13	0.279115	2.18	0.016565
14	0.015449	0.1207	0.452178
15	0.230034	1.7966	0.038673
16	-0.102335	-0.7993	0.21362
17	0.01676	0.1309	0.448143
18	0.000869	0.0068	0.497305
19	0.005165	0.0403	0.483978
20	-0.190206	-1.4856	0.071273
21	-0.147812	-1.1544	0.12641
22	0.125331	0.9789	0.165756
23	0.041877	0.3271	0.372368
24	0.024229	0.1892	0.425269
25	0.001644	0.0128	0.4949
26	-0.071778	-0.5606	0.28856
27	-0.096147	-0.7509	0.227791
28	-0.072862	-0.5691	0.285698
29	0.009513	0.0743	0.470509
30	0.035481	0.2771	0.391316
31	0.00053	0.0041	0.498355
32	0.068538	0.5353	0.297194
33	-0.103305	-0.8068	0.211446
34	-0.010802	-0.0844	0.46652
35	-0.019548	-0.1527	0.439579
36	-0.079956	-0.6245	0.267322

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