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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 04:59:58 -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/t126156964999xcjgborz0dmb0.htm/, Retrieved Mon, 29 Apr 2024 16:19:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70511, Retrieved Mon, 29 Apr 2024 16:19:07 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

paper, TRA,diensten1b

Estimated Impact

149

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 11:59:58] [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	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=70511&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=70511&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70511&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	-0.020104	-0.1557	0.438388
2	-0.180964	-1.4017	0.083072
3	0.119269	0.9239	0.179632
4	0.193645	1.5	0.069433
5	-0.082635	-0.6401	0.262275
6	0.003845	0.0298	0.488171
7	-0.043983	-0.3407	0.367262
8	-0.131806	-1.021	0.155685
9	0.017577	0.1361	0.446079
10	-0.068529	-0.5308	0.298751
11	-0.155221	-1.2023	0.116978
12	-0.374043	-2.8973	0.002623
13	0.04182	0.3239	0.373558
14	-0.102624	-0.7949	0.214895
15	0.093245	0.7223	0.236467
16	-0.067658	-0.5241	0.301078
17	0.008855	0.0686	0.472773
18	0.071924	0.5571	0.289759
19	0.267835	2.0746	0.021159
20	0.051526	0.3991	0.345612
21	-0.190916	-1.4788	0.072208
22	0.131555	1.019	0.156143
23	0.192028	1.4874	0.071068
24	0.066346	0.5139	0.304601
25	-0.033874	-0.2624	0.396962
26	0.087618	0.6787	0.249974
27	-0.115835	-0.8973	0.186585
28	-0.023827	-0.1846	0.427098
29	-0.088909	-0.6887	0.246838
30	-0.079194	-0.6134	0.270953
31	-0.186324	-1.4433	0.077075
32	0.040076	0.3104	0.378656
33	0.017753	0.1375	0.445543
34	-0.115342	-0.8934	0.187597
35	0.041328	0.3201	0.374992
36	-0.002354	-0.0182	0.492757

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.020104 & -0.1557 & 0.438388 \tabularnewline
2 & -0.180964 & -1.4017 & 0.083072 \tabularnewline
3 & 0.119269 & 0.9239 & 0.179632 \tabularnewline
4 & 0.193645 & 1.5 & 0.069433 \tabularnewline
5 & -0.082635 & -0.6401 & 0.262275 \tabularnewline
6 & 0.003845 & 0.0298 & 0.488171 \tabularnewline
7 & -0.043983 & -0.3407 & 0.367262 \tabularnewline
8 & -0.131806 & -1.021 & 0.155685 \tabularnewline
9 & 0.017577 & 0.1361 & 0.446079 \tabularnewline
10 & -0.068529 & -0.5308 & 0.298751 \tabularnewline
11 & -0.155221 & -1.2023 & 0.116978 \tabularnewline
12 & -0.374043 & -2.8973 & 0.002623 \tabularnewline
13 & 0.04182 & 0.3239 & 0.373558 \tabularnewline
14 & -0.102624 & -0.7949 & 0.214895 \tabularnewline
15 & 0.093245 & 0.7223 & 0.236467 \tabularnewline
16 & -0.067658 & -0.5241 & 0.301078 \tabularnewline
17 & 0.008855 & 0.0686 & 0.472773 \tabularnewline
18 & 0.071924 & 0.5571 & 0.289759 \tabularnewline
19 & 0.267835 & 2.0746 & 0.021159 \tabularnewline
20 & 0.051526 & 0.3991 & 0.345612 \tabularnewline
21 & -0.190916 & -1.4788 & 0.072208 \tabularnewline
22 & 0.131555 & 1.019 & 0.156143 \tabularnewline
23 & 0.192028 & 1.4874 & 0.071068 \tabularnewline
24 & 0.066346 & 0.5139 & 0.304601 \tabularnewline
25 & -0.033874 & -0.2624 & 0.396962 \tabularnewline
26 & 0.087618 & 0.6787 & 0.249974 \tabularnewline
27 & -0.115835 & -0.8973 & 0.186585 \tabularnewline
28 & -0.023827 & -0.1846 & 0.427098 \tabularnewline
29 & -0.088909 & -0.6887 & 0.246838 \tabularnewline
30 & -0.079194 & -0.6134 & 0.270953 \tabularnewline
31 & -0.186324 & -1.4433 & 0.077075 \tabularnewline
32 & 0.040076 & 0.3104 & 0.378656 \tabularnewline
33 & 0.017753 & 0.1375 & 0.445543 \tabularnewline
34 & -0.115342 & -0.8934 & 0.187597 \tabularnewline
35 & 0.041328 & 0.3201 & 0.374992 \tabularnewline
36 & -0.002354 & -0.0182 & 0.492757 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70511&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]-0.020104[/C][C]-0.1557[/C][C]0.438388[/C][/ROW]
[ROW][C]2[/C][C]-0.180964[/C][C]-1.4017[/C][C]0.083072[/C][/ROW]
[ROW][C]3[/C][C]0.119269[/C][C]0.9239[/C][C]0.179632[/C][/ROW]
[ROW][C]4[/C][C]0.193645[/C][C]1.5[/C][C]0.069433[/C][/ROW]
[ROW][C]5[/C][C]-0.082635[/C][C]-0.6401[/C][C]0.262275[/C][/ROW]
[ROW][C]6[/C][C]0.003845[/C][C]0.0298[/C][C]0.488171[/C][/ROW]
[ROW][C]7[/C][C]-0.043983[/C][C]-0.3407[/C][C]0.367262[/C][/ROW]
[ROW][C]8[/C][C]-0.131806[/C][C]-1.021[/C][C]0.155685[/C][/ROW]
[ROW][C]9[/C][C]0.017577[/C][C]0.1361[/C][C]0.446079[/C][/ROW]
[ROW][C]10[/C][C]-0.068529[/C][C]-0.5308[/C][C]0.298751[/C][/ROW]
[ROW][C]11[/C][C]-0.155221[/C][C]-1.2023[/C][C]0.116978[/C][/ROW]
[ROW][C]12[/C][C]-0.374043[/C][C]-2.8973[/C][C]0.002623[/C][/ROW]
[ROW][C]13[/C][C]0.04182[/C][C]0.3239[/C][C]0.373558[/C][/ROW]
[ROW][C]14[/C][C]-0.102624[/C][C]-0.7949[/C][C]0.214895[/C][/ROW]
[ROW][C]15[/C][C]0.093245[/C][C]0.7223[/C][C]0.236467[/C][/ROW]
[ROW][C]16[/C][C]-0.067658[/C][C]-0.5241[/C][C]0.301078[/C][/ROW]
[ROW][C]17[/C][C]0.008855[/C][C]0.0686[/C][C]0.472773[/C][/ROW]
[ROW][C]18[/C][C]0.071924[/C][C]0.5571[/C][C]0.289759[/C][/ROW]
[ROW][C]19[/C][C]0.267835[/C][C]2.0746[/C][C]0.021159[/C][/ROW]
[ROW][C]20[/C][C]0.051526[/C][C]0.3991[/C][C]0.345612[/C][/ROW]
[ROW][C]21[/C][C]-0.190916[/C][C]-1.4788[/C][C]0.072208[/C][/ROW]
[ROW][C]22[/C][C]0.131555[/C][C]1.019[/C][C]0.156143[/C][/ROW]
[ROW][C]23[/C][C]0.192028[/C][C]1.4874[/C][C]0.071068[/C][/ROW]
[ROW][C]24[/C][C]0.066346[/C][C]0.5139[/C][C]0.304601[/C][/ROW]
[ROW][C]25[/C][C]-0.033874[/C][C]-0.2624[/C][C]0.396962[/C][/ROW]
[ROW][C]26[/C][C]0.087618[/C][C]0.6787[/C][C]0.249974[/C][/ROW]
[ROW][C]27[/C][C]-0.115835[/C][C]-0.8973[/C][C]0.186585[/C][/ROW]
[ROW][C]28[/C][C]-0.023827[/C][C]-0.1846[/C][C]0.427098[/C][/ROW]
[ROW][C]29[/C][C]-0.088909[/C][C]-0.6887[/C][C]0.246838[/C][/ROW]
[ROW][C]30[/C][C]-0.079194[/C][C]-0.6134[/C][C]0.270953[/C][/ROW]
[ROW][C]31[/C][C]-0.186324[/C][C]-1.4433[/C][C]0.077075[/C][/ROW]
[ROW][C]32[/C][C]0.040076[/C][C]0.3104[/C][C]0.378656[/C][/ROW]
[ROW][C]33[/C][C]0.017753[/C][C]0.1375[/C][C]0.445543[/C][/ROW]
[ROW][C]34[/C][C]-0.115342[/C][C]-0.8934[/C][C]0.187597[/C][/ROW]
[ROW][C]35[/C][C]0.041328[/C][C]0.3201[/C][C]0.374992[/C][/ROW]
[ROW][C]36[/C][C]-0.002354[/C][C]-0.0182[/C][C]0.492757[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70511&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70511&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	-0.020104	-0.1557	0.438388
2	-0.180964	-1.4017	0.083072
3	0.119269	0.9239	0.179632
4	0.193645	1.5	0.069433
5	-0.082635	-0.6401	0.262275
6	0.003845	0.0298	0.488171
7	-0.043983	-0.3407	0.367262
8	-0.131806	-1.021	0.155685
9	0.017577	0.1361	0.446079
10	-0.068529	-0.5308	0.298751
11	-0.155221	-1.2023	0.116978
12	-0.374043	-2.8973	0.002623
13	0.04182	0.3239	0.373558
14	-0.102624	-0.7949	0.214895
15	0.093245	0.7223	0.236467
16	-0.067658	-0.5241	0.301078
17	0.008855	0.0686	0.472773
18	0.071924	0.5571	0.289759
19	0.267835	2.0746	0.021159
20	0.051526	0.3991	0.345612
21	-0.190916	-1.4788	0.072208
22	0.131555	1.019	0.156143
23	0.192028	1.4874	0.071068
24	0.066346	0.5139	0.304601
25	-0.033874	-0.2624	0.396962
26	0.087618	0.6787	0.249974
27	-0.115835	-0.8973	0.186585
28	-0.023827	-0.1846	0.427098
29	-0.088909	-0.6887	0.246838
30	-0.079194	-0.6134	0.270953
31	-0.186324	-1.4433	0.077075
32	0.040076	0.3104	0.378656
33	0.017753	0.1375	0.445543
34	-0.115342	-0.8934	0.187597
35	0.041328	0.3201	0.374992
36	-0.002354	-0.0182	0.492757

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.020104	-0.1557	0.438388
2	-0.181442	-1.4054	0.082523
3	0.115159	0.892	0.187973
4	0.171891	1.3315	0.094036
5	-0.039122	-0.303	0.381455
6	0.051247	0.397	0.346403
7	-0.112674	-0.8728	0.193135
8	-0.159055	-1.232	0.111371
9	0.006199	0.048	0.480931
10	-0.119751	-0.9276	0.178668
11	-0.10056	-0.7789	0.21954
12	-0.419255	-3.2475	0.000954
13	-0.05797	-0.449	0.327513
14	-0.253224	-1.9615	0.027235
15	0.220374	1.707	0.046496
16	-0.018432	-0.1428	0.443473
17	0.08541	0.6616	0.255385
18	0.067261	0.521	0.302141
19	0.241182	1.8682	0.033311
20	0.100515	0.7786	0.219642
21	-0.205414	-1.5911	0.058418
22	-0.094818	-0.7345	0.232767
23	-0.131312	-1.0171	0.156586
24	-0.132737	-1.0282	0.153996
25	0.038821	0.3007	0.38234
26	-0.049193	-0.381	0.352257
27	0.105315	0.8158	0.208931
28	-0.077656	-0.6015	0.274881
29	0.055664	0.4312	0.333945
30	0.015826	0.1226	0.451423
31	0.004779	0.037	0.485297
32	0.079752	0.6178	0.269536
33	-0.143007	-1.1077	0.1362
34	-0.08447	-0.6543	0.25771
35	0.032722	0.2535	0.400388
36	0.035233	0.2729	0.392927

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.020104 & -0.1557 & 0.438388 \tabularnewline
2 & -0.181442 & -1.4054 & 0.082523 \tabularnewline
3 & 0.115159 & 0.892 & 0.187973 \tabularnewline
4 & 0.171891 & 1.3315 & 0.094036 \tabularnewline
5 & -0.039122 & -0.303 & 0.381455 \tabularnewline
6 & 0.051247 & 0.397 & 0.346403 \tabularnewline
7 & -0.112674 & -0.8728 & 0.193135 \tabularnewline
8 & -0.159055 & -1.232 & 0.111371 \tabularnewline
9 & 0.006199 & 0.048 & 0.480931 \tabularnewline
10 & -0.119751 & -0.9276 & 0.178668 \tabularnewline
11 & -0.10056 & -0.7789 & 0.21954 \tabularnewline
12 & -0.419255 & -3.2475 & 0.000954 \tabularnewline
13 & -0.05797 & -0.449 & 0.327513 \tabularnewline
14 & -0.253224 & -1.9615 & 0.027235 \tabularnewline
15 & 0.220374 & 1.707 & 0.046496 \tabularnewline
16 & -0.018432 & -0.1428 & 0.443473 \tabularnewline
17 & 0.08541 & 0.6616 & 0.255385 \tabularnewline
18 & 0.067261 & 0.521 & 0.302141 \tabularnewline
19 & 0.241182 & 1.8682 & 0.033311 \tabularnewline
20 & 0.100515 & 0.7786 & 0.219642 \tabularnewline
21 & -0.205414 & -1.5911 & 0.058418 \tabularnewline
22 & -0.094818 & -0.7345 & 0.232767 \tabularnewline
23 & -0.131312 & -1.0171 & 0.156586 \tabularnewline
24 & -0.132737 & -1.0282 & 0.153996 \tabularnewline
25 & 0.038821 & 0.3007 & 0.38234 \tabularnewline
26 & -0.049193 & -0.381 & 0.352257 \tabularnewline
27 & 0.105315 & 0.8158 & 0.208931 \tabularnewline
28 & -0.077656 & -0.6015 & 0.274881 \tabularnewline
29 & 0.055664 & 0.4312 & 0.333945 \tabularnewline
30 & 0.015826 & 0.1226 & 0.451423 \tabularnewline
31 & 0.004779 & 0.037 & 0.485297 \tabularnewline
32 & 0.079752 & 0.6178 & 0.269536 \tabularnewline
33 & -0.143007 & -1.1077 & 0.1362 \tabularnewline
34 & -0.08447 & -0.6543 & 0.25771 \tabularnewline
35 & 0.032722 & 0.2535 & 0.400388 \tabularnewline
36 & 0.035233 & 0.2729 & 0.392927 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70511&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]-0.020104[/C][C]-0.1557[/C][C]0.438388[/C][/ROW]
[ROW][C]2[/C][C]-0.181442[/C][C]-1.4054[/C][C]0.082523[/C][/ROW]
[ROW][C]3[/C][C]0.115159[/C][C]0.892[/C][C]0.187973[/C][/ROW]
[ROW][C]4[/C][C]0.171891[/C][C]1.3315[/C][C]0.094036[/C][/ROW]
[ROW][C]5[/C][C]-0.039122[/C][C]-0.303[/C][C]0.381455[/C][/ROW]
[ROW][C]6[/C][C]0.051247[/C][C]0.397[/C][C]0.346403[/C][/ROW]
[ROW][C]7[/C][C]-0.112674[/C][C]-0.8728[/C][C]0.193135[/C][/ROW]
[ROW][C]8[/C][C]-0.159055[/C][C]-1.232[/C][C]0.111371[/C][/ROW]
[ROW][C]9[/C][C]0.006199[/C][C]0.048[/C][C]0.480931[/C][/ROW]
[ROW][C]10[/C][C]-0.119751[/C][C]-0.9276[/C][C]0.178668[/C][/ROW]
[ROW][C]11[/C][C]-0.10056[/C][C]-0.7789[/C][C]0.21954[/C][/ROW]
[ROW][C]12[/C][C]-0.419255[/C][C]-3.2475[/C][C]0.000954[/C][/ROW]
[ROW][C]13[/C][C]-0.05797[/C][C]-0.449[/C][C]0.327513[/C][/ROW]
[ROW][C]14[/C][C]-0.253224[/C][C]-1.9615[/C][C]0.027235[/C][/ROW]
[ROW][C]15[/C][C]0.220374[/C][C]1.707[/C][C]0.046496[/C][/ROW]
[ROW][C]16[/C][C]-0.018432[/C][C]-0.1428[/C][C]0.443473[/C][/ROW]
[ROW][C]17[/C][C]0.08541[/C][C]0.6616[/C][C]0.255385[/C][/ROW]
[ROW][C]18[/C][C]0.067261[/C][C]0.521[/C][C]0.302141[/C][/ROW]
[ROW][C]19[/C][C]0.241182[/C][C]1.8682[/C][C]0.033311[/C][/ROW]
[ROW][C]20[/C][C]0.100515[/C][C]0.7786[/C][C]0.219642[/C][/ROW]
[ROW][C]21[/C][C]-0.205414[/C][C]-1.5911[/C][C]0.058418[/C][/ROW]
[ROW][C]22[/C][C]-0.094818[/C][C]-0.7345[/C][C]0.232767[/C][/ROW]
[ROW][C]23[/C][C]-0.131312[/C][C]-1.0171[/C][C]0.156586[/C][/ROW]
[ROW][C]24[/C][C]-0.132737[/C][C]-1.0282[/C][C]0.153996[/C][/ROW]
[ROW][C]25[/C][C]0.038821[/C][C]0.3007[/C][C]0.38234[/C][/ROW]
[ROW][C]26[/C][C]-0.049193[/C][C]-0.381[/C][C]0.352257[/C][/ROW]
[ROW][C]27[/C][C]0.105315[/C][C]0.8158[/C][C]0.208931[/C][/ROW]
[ROW][C]28[/C][C]-0.077656[/C][C]-0.6015[/C][C]0.274881[/C][/ROW]
[ROW][C]29[/C][C]0.055664[/C][C]0.4312[/C][C]0.333945[/C][/ROW]
[ROW][C]30[/C][C]0.015826[/C][C]0.1226[/C][C]0.451423[/C][/ROW]
[ROW][C]31[/C][C]0.004779[/C][C]0.037[/C][C]0.485297[/C][/ROW]
[ROW][C]32[/C][C]0.079752[/C][C]0.6178[/C][C]0.269536[/C][/ROW]
[ROW][C]33[/C][C]-0.143007[/C][C]-1.1077[/C][C]0.1362[/C][/ROW]
[ROW][C]34[/C][C]-0.08447[/C][C]-0.6543[/C][C]0.25771[/C][/ROW]
[ROW][C]35[/C][C]0.032722[/C][C]0.2535[/C][C]0.400388[/C][/ROW]
[ROW][C]36[/C][C]0.035233[/C][C]0.2729[/C][C]0.392927[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70511&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70511&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	-0.020104	-0.1557	0.438388
2	-0.181442	-1.4054	0.082523
3	0.115159	0.892	0.187973
4	0.171891	1.3315	0.094036
5	-0.039122	-0.303	0.381455
6	0.051247	0.397	0.346403
7	-0.112674	-0.8728	0.193135
8	-0.159055	-1.232	0.111371
9	0.006199	0.048	0.480931
10	-0.119751	-0.9276	0.178668
11	-0.10056	-0.7789	0.21954
12	-0.419255	-3.2475	0.000954
13	-0.05797	-0.449	0.327513
14	-0.253224	-1.9615	0.027235
15	0.220374	1.707	0.046496
16	-0.018432	-0.1428	0.443473
17	0.08541	0.6616	0.255385
18	0.067261	0.521	0.302141
19	0.241182	1.8682	0.033311
20	0.100515	0.7786	0.219642
21	-0.205414	-1.5911	0.058418
22	-0.094818	-0.7345	0.232767
23	-0.131312	-1.0171	0.156586
24	-0.132737	-1.0282	0.153996
25	0.038821	0.3007	0.38234
26	-0.049193	-0.381	0.352257
27	0.105315	0.8158	0.208931
28	-0.077656	-0.6015	0.274881
29	0.055664	0.4312	0.333945
30	0.015826	0.1226	0.451423
31	0.004779	0.037	0.485297
32	0.079752	0.6178	0.269536
33	-0.143007	-1.1077	0.1362
34	-0.08447	-0.6543	0.25771
35	0.032722	0.2535	0.400388
36	0.035233	0.2729	0.392927

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