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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 25 Dec 2009 04:56:43 -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/25/t12617423166m1x6qibdaaznb7.htm/, Retrieved Sat, 04 May 2024 08:51:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70698, Retrieved Sat, 04 May 2024 08:51:19 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

P4 - (P)ACF

Estimated Impact

183

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

-     [(Partial) Autocorrelation Function] [Paper] [2009-12-21 20:45:48] [0df1a6455bedfaf424729b1e006090d0]
-    D  [(Partial) Autocorrelation Function] [Paper(3) - (Parti...] [2009-12-25 11:16:54] [aba88da643e3763d32ff92bd8f92a385]
-   PD      [(Partial) Autocorrelation Function] [Paper (4) - (P)AC...] [2009-12-25 11:56:43] [a53416c107f5e7e1e12bb9940270d09d] [Current]
-   P         [(Partial) Autocorrelation Function] [Paper(5) - (P)ACF...] [2009-12-25 12:47:18] [aba88da643e3763d32ff92bd8f92a385] 
-   P         [(Partial) Autocorrelation Function] [Paper(7) met d=2 ...] [2009-12-25 12:53:18] [aba88da643e3763d32ff92bd8f92a385] 
-   P         [(Partial) Autocorrelation Function] [Paper (6) - P(ACF...] [2009-12-25 12:55:06] [aba88da643e3763d32ff92bd8f92a385] 
-   P         [(Partial) Autocorrelation Function] [Paper (5) - (P)AC...] [2009-12-25 13:18:28] [aba88da643e3763d32ff92bd8f92a385] 
-               [(Partial) Autocorrelation Function] [Paper (4bis) - (P...] [2009-12-25 13:21:24] [aba88da643e3763d32ff92bd8f92a385] 

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Dataseries X:

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Histogram

Boxplots

2.3
2.3
2.6
3.1
2.8
2.5
2.9
3.1
3.1
3.2
2.5
2.6
2.9
2.6
2.4
1.7
2
2.2
1.9
1.6
1.6
1.2
1.2
1.5
1.6
1.7
1.8
1.8
1.8
1.3
1.3
1.4
1.1
1.5
2.2
2.9
3.1
3.5
3.6
4.4
4.2
5.2
5.8
5.9
5.4
5.5
4.7
3.1
2.6
2.3
1.9
0.6
0.6
-0.4
-1.1
-1.7
-0.8
-1.2
-1
-0.1

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=70698&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=70698&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70698&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	0.265386	2.0385	0.022997
2	0.218168	1.6758	0.049537
3	0.262308	2.0148	0.024244
4	0.269657	2.0713	0.021358
5	-0.070616	-0.5424	0.294789
6	0.026824	0.206	0.418735
7	0.077841	0.5979	0.276094
8	-0.088692	-0.6813	0.249188
9	-0.19531	-1.5002	0.069447
10	-0.178984	-1.3748	0.087195
11	-0.071486	-0.5491	0.292507
12	-0.492939	-3.7863	0.00018
13	-0.274544	-2.1088	0.019608
14	-0.111406	-0.8557	0.197805
15	-0.054463	-0.4183	0.338608
16	-0.181123	-1.3912	0.08469
17	0.049561	0.3807	0.352402
18	-0.021645	-0.1663	0.434261
19	-0.018428	-0.1415	0.44396
20	-0.117349	-0.9014	0.185526
21	-0.030132	-0.2315	0.408883
22	0.055937	0.4297	0.334504
23	-0.024704	-0.1898	0.425076
24	-0.04753	-0.3651	0.358176
25	0.100563	0.7724	0.221468
26	-0.000982	-0.0075	0.497003
27	-0.07374	-0.5664	0.286631
28	0.020474	0.1573	0.437787
29	0.002065	0.0159	0.493699
30	-0.018684	-0.1435	0.443188
31	-0.011935	-0.0917	0.463633
32	0.124853	0.959	0.170732
33	0.136598	1.0492	0.149175
34	0.071176	0.5467	0.293318
35	0.007689	0.0591	0.476551
36	0.147419	1.1323	0.131035

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.265386 & 2.0385 & 0.022997 \tabularnewline
2 & 0.218168 & 1.6758 & 0.049537 \tabularnewline
3 & 0.262308 & 2.0148 & 0.024244 \tabularnewline
4 & 0.269657 & 2.0713 & 0.021358 \tabularnewline
5 & -0.070616 & -0.5424 & 0.294789 \tabularnewline
6 & 0.026824 & 0.206 & 0.418735 \tabularnewline
7 & 0.077841 & 0.5979 & 0.276094 \tabularnewline
8 & -0.088692 & -0.6813 & 0.249188 \tabularnewline
9 & -0.19531 & -1.5002 & 0.069447 \tabularnewline
10 & -0.178984 & -1.3748 & 0.087195 \tabularnewline
11 & -0.071486 & -0.5491 & 0.292507 \tabularnewline
12 & -0.492939 & -3.7863 & 0.00018 \tabularnewline
13 & -0.274544 & -2.1088 & 0.019608 \tabularnewline
14 & -0.111406 & -0.8557 & 0.197805 \tabularnewline
15 & -0.054463 & -0.4183 & 0.338608 \tabularnewline
16 & -0.181123 & -1.3912 & 0.08469 \tabularnewline
17 & 0.049561 & 0.3807 & 0.352402 \tabularnewline
18 & -0.021645 & -0.1663 & 0.434261 \tabularnewline
19 & -0.018428 & -0.1415 & 0.44396 \tabularnewline
20 & -0.117349 & -0.9014 & 0.185526 \tabularnewline
21 & -0.030132 & -0.2315 & 0.408883 \tabularnewline
22 & 0.055937 & 0.4297 & 0.334504 \tabularnewline
23 & -0.024704 & -0.1898 & 0.425076 \tabularnewline
24 & -0.04753 & -0.3651 & 0.358176 \tabularnewline
25 & 0.100563 & 0.7724 & 0.221468 \tabularnewline
26 & -0.000982 & -0.0075 & 0.497003 \tabularnewline
27 & -0.07374 & -0.5664 & 0.286631 \tabularnewline
28 & 0.020474 & 0.1573 & 0.437787 \tabularnewline
29 & 0.002065 & 0.0159 & 0.493699 \tabularnewline
30 & -0.018684 & -0.1435 & 0.443188 \tabularnewline
31 & -0.011935 & -0.0917 & 0.463633 \tabularnewline
32 & 0.124853 & 0.959 & 0.170732 \tabularnewline
33 & 0.136598 & 1.0492 & 0.149175 \tabularnewline
34 & 0.071176 & 0.5467 & 0.293318 \tabularnewline
35 & 0.007689 & 0.0591 & 0.476551 \tabularnewline
36 & 0.147419 & 1.1323 & 0.131035 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70698&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]0.265386[/C][C]2.0385[/C][C]0.022997[/C][/ROW]
[ROW][C]2[/C][C]0.218168[/C][C]1.6758[/C][C]0.049537[/C][/ROW]
[ROW][C]3[/C][C]0.262308[/C][C]2.0148[/C][C]0.024244[/C][/ROW]
[ROW][C]4[/C][C]0.269657[/C][C]2.0713[/C][C]0.021358[/C][/ROW]
[ROW][C]5[/C][C]-0.070616[/C][C]-0.5424[/C][C]0.294789[/C][/ROW]
[ROW][C]6[/C][C]0.026824[/C][C]0.206[/C][C]0.418735[/C][/ROW]
[ROW][C]7[/C][C]0.077841[/C][C]0.5979[/C][C]0.276094[/C][/ROW]
[ROW][C]8[/C][C]-0.088692[/C][C]-0.6813[/C][C]0.249188[/C][/ROW]
[ROW][C]9[/C][C]-0.19531[/C][C]-1.5002[/C][C]0.069447[/C][/ROW]
[ROW][C]10[/C][C]-0.178984[/C][C]-1.3748[/C][C]0.087195[/C][/ROW]
[ROW][C]11[/C][C]-0.071486[/C][C]-0.5491[/C][C]0.292507[/C][/ROW]
[ROW][C]12[/C][C]-0.492939[/C][C]-3.7863[/C][C]0.00018[/C][/ROW]
[ROW][C]13[/C][C]-0.274544[/C][C]-2.1088[/C][C]0.019608[/C][/ROW]
[ROW][C]14[/C][C]-0.111406[/C][C]-0.8557[/C][C]0.197805[/C][/ROW]
[ROW][C]15[/C][C]-0.054463[/C][C]-0.4183[/C][C]0.338608[/C][/ROW]
[ROW][C]16[/C][C]-0.181123[/C][C]-1.3912[/C][C]0.08469[/C][/ROW]
[ROW][C]17[/C][C]0.049561[/C][C]0.3807[/C][C]0.352402[/C][/ROW]
[ROW][C]18[/C][C]-0.021645[/C][C]-0.1663[/C][C]0.434261[/C][/ROW]
[ROW][C]19[/C][C]-0.018428[/C][C]-0.1415[/C][C]0.44396[/C][/ROW]
[ROW][C]20[/C][C]-0.117349[/C][C]-0.9014[/C][C]0.185526[/C][/ROW]
[ROW][C]21[/C][C]-0.030132[/C][C]-0.2315[/C][C]0.408883[/C][/ROW]
[ROW][C]22[/C][C]0.055937[/C][C]0.4297[/C][C]0.334504[/C][/ROW]
[ROW][C]23[/C][C]-0.024704[/C][C]-0.1898[/C][C]0.425076[/C][/ROW]
[ROW][C]24[/C][C]-0.04753[/C][C]-0.3651[/C][C]0.358176[/C][/ROW]
[ROW][C]25[/C][C]0.100563[/C][C]0.7724[/C][C]0.221468[/C][/ROW]
[ROW][C]26[/C][C]-0.000982[/C][C]-0.0075[/C][C]0.497003[/C][/ROW]
[ROW][C]27[/C][C]-0.07374[/C][C]-0.5664[/C][C]0.286631[/C][/ROW]
[ROW][C]28[/C][C]0.020474[/C][C]0.1573[/C][C]0.437787[/C][/ROW]
[ROW][C]29[/C][C]0.002065[/C][C]0.0159[/C][C]0.493699[/C][/ROW]
[ROW][C]30[/C][C]-0.018684[/C][C]-0.1435[/C][C]0.443188[/C][/ROW]
[ROW][C]31[/C][C]-0.011935[/C][C]-0.0917[/C][C]0.463633[/C][/ROW]
[ROW][C]32[/C][C]0.124853[/C][C]0.959[/C][C]0.170732[/C][/ROW]
[ROW][C]33[/C][C]0.136598[/C][C]1.0492[/C][C]0.149175[/C][/ROW]
[ROW][C]34[/C][C]0.071176[/C][C]0.5467[/C][C]0.293318[/C][/ROW]
[ROW][C]35[/C][C]0.007689[/C][C]0.0591[/C][C]0.476551[/C][/ROW]
[ROW][C]36[/C][C]0.147419[/C][C]1.1323[/C][C]0.131035[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70698&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70698&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	0.265386	2.0385	0.022997
2	0.218168	1.6758	0.049537
3	0.262308	2.0148	0.024244
4	0.269657	2.0713	0.021358
5	-0.070616	-0.5424	0.294789
6	0.026824	0.206	0.418735
7	0.077841	0.5979	0.276094
8	-0.088692	-0.6813	0.249188
9	-0.19531	-1.5002	0.069447
10	-0.178984	-1.3748	0.087195
11	-0.071486	-0.5491	0.292507
12	-0.492939	-3.7863	0.00018
13	-0.274544	-2.1088	0.019608
14	-0.111406	-0.8557	0.197805
15	-0.054463	-0.4183	0.338608
16	-0.181123	-1.3912	0.08469
17	0.049561	0.3807	0.352402
18	-0.021645	-0.1663	0.434261
19	-0.018428	-0.1415	0.44396
20	-0.117349	-0.9014	0.185526
21	-0.030132	-0.2315	0.408883
22	0.055937	0.4297	0.334504
23	-0.024704	-0.1898	0.425076
24	-0.04753	-0.3651	0.358176
25	0.100563	0.7724	0.221468
26	-0.000982	-0.0075	0.497003
27	-0.07374	-0.5664	0.286631
28	0.020474	0.1573	0.437787
29	0.002065	0.0159	0.493699
30	-0.018684	-0.1435	0.443188
31	-0.011935	-0.0917	0.463633
32	0.124853	0.959	0.170732
33	0.136598	1.0492	0.149175
34	0.071176	0.5467	0.293318
35	0.007689	0.0591	0.476551
36	0.147419	1.1323	0.131035

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.265386	2.0385	0.022997
2	0.158931	1.2208	0.113514
3	0.189201	1.4533	0.075722
4	0.164052	1.2601	0.106296
5	-0.256214	-1.968	0.026886
6	-0.026035	-0.2	0.421092
7	0.04906	0.3768	0.353822
8	-0.110286	-0.8471	0.200176
9	-0.12064	-0.9267	0.17894
10	-0.170664	-1.3109	0.097487
11	0.059643	0.4581	0.324274
12	-0.417747	-3.2088	0.001078
13	-0.028861	-0.2217	0.412662
14	0.119706	0.9195	0.180794
15	0.150101	1.1529	0.126791
16	0.085843	0.6594	0.25611
17	-0.014285	-0.1097	0.456499
18	-0.136311	-1.047	0.149679
19	0.011137	0.0855	0.466059
20	-0.210634	-1.6179	0.055508
21	-0.171869	-1.3202	0.095941
22	0.016381	0.1258	0.450149
23	0.038621	0.2967	0.383886
24	-0.225534	-1.7324	0.044217
25	0.031109	0.239	0.405985
26	-0.042271	-0.3247	0.373283
27	0.122637	0.942	0.175018
28	0.063205	0.4855	0.314564
29	-0.01107	-0.085	0.466262
30	-0.068033	-0.5226	0.301616
31	-0.01459	-0.1121	0.455576
32	-0.032434	-0.2491	0.402061
33	-0.011043	-0.0848	0.466345
34	0.009672	0.0743	0.470515
35	-0.018433	-0.1416	0.443945
36	-0.085176	-0.6543	0.257747

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.265386 & 2.0385 & 0.022997 \tabularnewline
2 & 0.158931 & 1.2208 & 0.113514 \tabularnewline
3 & 0.189201 & 1.4533 & 0.075722 \tabularnewline
4 & 0.164052 & 1.2601 & 0.106296 \tabularnewline
5 & -0.256214 & -1.968 & 0.026886 \tabularnewline
6 & -0.026035 & -0.2 & 0.421092 \tabularnewline
7 & 0.04906 & 0.3768 & 0.353822 \tabularnewline
8 & -0.110286 & -0.8471 & 0.200176 \tabularnewline
9 & -0.12064 & -0.9267 & 0.17894 \tabularnewline
10 & -0.170664 & -1.3109 & 0.097487 \tabularnewline
11 & 0.059643 & 0.4581 & 0.324274 \tabularnewline
12 & -0.417747 & -3.2088 & 0.001078 \tabularnewline
13 & -0.028861 & -0.2217 & 0.412662 \tabularnewline
14 & 0.119706 & 0.9195 & 0.180794 \tabularnewline
15 & 0.150101 & 1.1529 & 0.126791 \tabularnewline
16 & 0.085843 & 0.6594 & 0.25611 \tabularnewline
17 & -0.014285 & -0.1097 & 0.456499 \tabularnewline
18 & -0.136311 & -1.047 & 0.149679 \tabularnewline
19 & 0.011137 & 0.0855 & 0.466059 \tabularnewline
20 & -0.210634 & -1.6179 & 0.055508 \tabularnewline
21 & -0.171869 & -1.3202 & 0.095941 \tabularnewline
22 & 0.016381 & 0.1258 & 0.450149 \tabularnewline
23 & 0.038621 & 0.2967 & 0.383886 \tabularnewline
24 & -0.225534 & -1.7324 & 0.044217 \tabularnewline
25 & 0.031109 & 0.239 & 0.405985 \tabularnewline
26 & -0.042271 & -0.3247 & 0.373283 \tabularnewline
27 & 0.122637 & 0.942 & 0.175018 \tabularnewline
28 & 0.063205 & 0.4855 & 0.314564 \tabularnewline
29 & -0.01107 & -0.085 & 0.466262 \tabularnewline
30 & -0.068033 & -0.5226 & 0.301616 \tabularnewline
31 & -0.01459 & -0.1121 & 0.455576 \tabularnewline
32 & -0.032434 & -0.2491 & 0.402061 \tabularnewline
33 & -0.011043 & -0.0848 & 0.466345 \tabularnewline
34 & 0.009672 & 0.0743 & 0.470515 \tabularnewline
35 & -0.018433 & -0.1416 & 0.443945 \tabularnewline
36 & -0.085176 & -0.6543 & 0.257747 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70698&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]0.265386[/C][C]2.0385[/C][C]0.022997[/C][/ROW]
[ROW][C]2[/C][C]0.158931[/C][C]1.2208[/C][C]0.113514[/C][/ROW]
[ROW][C]3[/C][C]0.189201[/C][C]1.4533[/C][C]0.075722[/C][/ROW]
[ROW][C]4[/C][C]0.164052[/C][C]1.2601[/C][C]0.106296[/C][/ROW]
[ROW][C]5[/C][C]-0.256214[/C][C]-1.968[/C][C]0.026886[/C][/ROW]
[ROW][C]6[/C][C]-0.026035[/C][C]-0.2[/C][C]0.421092[/C][/ROW]
[ROW][C]7[/C][C]0.04906[/C][C]0.3768[/C][C]0.353822[/C][/ROW]
[ROW][C]8[/C][C]-0.110286[/C][C]-0.8471[/C][C]0.200176[/C][/ROW]
[ROW][C]9[/C][C]-0.12064[/C][C]-0.9267[/C][C]0.17894[/C][/ROW]
[ROW][C]10[/C][C]-0.170664[/C][C]-1.3109[/C][C]0.097487[/C][/ROW]
[ROW][C]11[/C][C]0.059643[/C][C]0.4581[/C][C]0.324274[/C][/ROW]
[ROW][C]12[/C][C]-0.417747[/C][C]-3.2088[/C][C]0.001078[/C][/ROW]
[ROW][C]13[/C][C]-0.028861[/C][C]-0.2217[/C][C]0.412662[/C][/ROW]
[ROW][C]14[/C][C]0.119706[/C][C]0.9195[/C][C]0.180794[/C][/ROW]
[ROW][C]15[/C][C]0.150101[/C][C]1.1529[/C][C]0.126791[/C][/ROW]
[ROW][C]16[/C][C]0.085843[/C][C]0.6594[/C][C]0.25611[/C][/ROW]
[ROW][C]17[/C][C]-0.014285[/C][C]-0.1097[/C][C]0.456499[/C][/ROW]
[ROW][C]18[/C][C]-0.136311[/C][C]-1.047[/C][C]0.149679[/C][/ROW]
[ROW][C]19[/C][C]0.011137[/C][C]0.0855[/C][C]0.466059[/C][/ROW]
[ROW][C]20[/C][C]-0.210634[/C][C]-1.6179[/C][C]0.055508[/C][/ROW]
[ROW][C]21[/C][C]-0.171869[/C][C]-1.3202[/C][C]0.095941[/C][/ROW]
[ROW][C]22[/C][C]0.016381[/C][C]0.1258[/C][C]0.450149[/C][/ROW]
[ROW][C]23[/C][C]0.038621[/C][C]0.2967[/C][C]0.383886[/C][/ROW]
[ROW][C]24[/C][C]-0.225534[/C][C]-1.7324[/C][C]0.044217[/C][/ROW]
[ROW][C]25[/C][C]0.031109[/C][C]0.239[/C][C]0.405985[/C][/ROW]
[ROW][C]26[/C][C]-0.042271[/C][C]-0.3247[/C][C]0.373283[/C][/ROW]
[ROW][C]27[/C][C]0.122637[/C][C]0.942[/C][C]0.175018[/C][/ROW]
[ROW][C]28[/C][C]0.063205[/C][C]0.4855[/C][C]0.314564[/C][/ROW]
[ROW][C]29[/C][C]-0.01107[/C][C]-0.085[/C][C]0.466262[/C][/ROW]
[ROW][C]30[/C][C]-0.068033[/C][C]-0.5226[/C][C]0.301616[/C][/ROW]
[ROW][C]31[/C][C]-0.01459[/C][C]-0.1121[/C][C]0.455576[/C][/ROW]
[ROW][C]32[/C][C]-0.032434[/C][C]-0.2491[/C][C]0.402061[/C][/ROW]
[ROW][C]33[/C][C]-0.011043[/C][C]-0.0848[/C][C]0.466345[/C][/ROW]
[ROW][C]34[/C][C]0.009672[/C][C]0.0743[/C][C]0.470515[/C][/ROW]
[ROW][C]35[/C][C]-0.018433[/C][C]-0.1416[/C][C]0.443945[/C][/ROW]
[ROW][C]36[/C][C]-0.085176[/C][C]-0.6543[/C][C]0.257747[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70698&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70698&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	0.265386	2.0385	0.022997
2	0.158931	1.2208	0.113514
3	0.189201	1.4533	0.075722
4	0.164052	1.2601	0.106296
5	-0.256214	-1.968	0.026886
6	-0.026035	-0.2	0.421092
7	0.04906	0.3768	0.353822
8	-0.110286	-0.8471	0.200176
9	-0.12064	-0.9267	0.17894
10	-0.170664	-1.3109	0.097487
11	0.059643	0.4581	0.324274
12	-0.417747	-3.2088	0.001078
13	-0.028861	-0.2217	0.412662
14	0.119706	0.9195	0.180794
15	0.150101	1.1529	0.126791
16	0.085843	0.6594	0.25611
17	-0.014285	-0.1097	0.456499
18	-0.136311	-1.047	0.149679
19	0.011137	0.0855	0.466059
20	-0.210634	-1.6179	0.055508
21	-0.171869	-1.3202	0.095941
22	0.016381	0.1258	0.450149
23	0.038621	0.2967	0.383886
24	-0.225534	-1.7324	0.044217
25	0.031109	0.239	0.405985
26	-0.042271	-0.3247	0.373283
27	0.122637	0.942	0.175018
28	0.063205	0.4855	0.314564
29	-0.01107	-0.085	0.466262
30	-0.068033	-0.5226	0.301616
31	-0.01459	-0.1121	0.455576
32	-0.032434	-0.2491	0.402061
33	-0.011043	-0.0848	0.466345
34	0.009672	0.0743	0.470515
35	-0.018433	-0.1416	0.443945
36	-0.085176	-0.6543	0.257747

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