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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 25 Dec 2009 05:47:18 -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/25/t1261745384x7ykvcniiozasts.htm/, Retrieved Sat, 04 May 2024 18:01:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70704, Retrieved Sat, 04 May 2024 18:01:46 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

159

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] [aba88da643e3763d32ff92bd8f92a385]
-   P         [(Partial) Autocorrelation Function] [Paper(5) - (P)ACF...] [2009-12-25 12:47:18] [a53416c107f5e7e1e12bb9940270d09d] [Current]

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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	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=70704&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=70704&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70704&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	0.287595	1.9716	0.027276
2	0.224038	1.5359	0.06563
3	0.234069	1.6047	0.05763
4	0.173815	1.1916	0.119697
5	-0.15078	-1.0337	0.153285
6	-0.008753	-0.06	0.476201
7	0.052972	0.3632	0.359058
8	-0.084886	-0.582	0.28169
9	-0.142268	-0.9753	0.167193
10	-0.182622	-1.252	0.108384
11	-0.110164	-0.7552	0.226935
12	-0.443827	-3.0427	0.001915
13	-0.262493	-1.7996	0.039176
14	-0.082355	-0.5646	0.287516
15	-0.014587	-0.1	0.460385
16	-0.102497	-0.7027	0.242859
17	0.08815	0.6043	0.274266
18	0.032745	0.2245	0.411675
19	-0.016524	-0.1133	0.455144
20	-0.122139	-0.8373	0.203319
21	-0.076874	-0.527	0.300328
22	2.2e-05	2e-04	0.499939
23	-0.02777	-0.1904	0.424916
24	-0.066071	-0.453	0.326331
25	0.100632	0.6899	0.246826
26	-0.008756	-0.06	0.476195
27	-0.089733	-0.6152	0.270703
28	-0.003162	-0.0217	0.491397
29	0.005301	0.0363	0.485581
30	-0.066526	-0.4561	0.325217
31	-0.021108	-0.1447	0.442779
32	0.133458	0.9149	0.182445
33	0.108855	0.7463	0.22961
34	0.074997	0.5142	0.304776
35	0.008979	0.0616	0.475589
36	0.116137	0.7962	0.214962

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.287595 & 1.9716 & 0.027276 \tabularnewline
2 & 0.224038 & 1.5359 & 0.06563 \tabularnewline
3 & 0.234069 & 1.6047 & 0.05763 \tabularnewline
4 & 0.173815 & 1.1916 & 0.119697 \tabularnewline
5 & -0.15078 & -1.0337 & 0.153285 \tabularnewline
6 & -0.008753 & -0.06 & 0.476201 \tabularnewline
7 & 0.052972 & 0.3632 & 0.359058 \tabularnewline
8 & -0.084886 & -0.582 & 0.28169 \tabularnewline
9 & -0.142268 & -0.9753 & 0.167193 \tabularnewline
10 & -0.182622 & -1.252 & 0.108384 \tabularnewline
11 & -0.110164 & -0.7552 & 0.226935 \tabularnewline
12 & -0.443827 & -3.0427 & 0.001915 \tabularnewline
13 & -0.262493 & -1.7996 & 0.039176 \tabularnewline
14 & -0.082355 & -0.5646 & 0.287516 \tabularnewline
15 & -0.014587 & -0.1 & 0.460385 \tabularnewline
16 & -0.102497 & -0.7027 & 0.242859 \tabularnewline
17 & 0.08815 & 0.6043 & 0.274266 \tabularnewline
18 & 0.032745 & 0.2245 & 0.411675 \tabularnewline
19 & -0.016524 & -0.1133 & 0.455144 \tabularnewline
20 & -0.122139 & -0.8373 & 0.203319 \tabularnewline
21 & -0.076874 & -0.527 & 0.300328 \tabularnewline
22 & 2.2e-05 & 2e-04 & 0.499939 \tabularnewline
23 & -0.02777 & -0.1904 & 0.424916 \tabularnewline
24 & -0.066071 & -0.453 & 0.326331 \tabularnewline
25 & 0.100632 & 0.6899 & 0.246826 \tabularnewline
26 & -0.008756 & -0.06 & 0.476195 \tabularnewline
27 & -0.089733 & -0.6152 & 0.270703 \tabularnewline
28 & -0.003162 & -0.0217 & 0.491397 \tabularnewline
29 & 0.005301 & 0.0363 & 0.485581 \tabularnewline
30 & -0.066526 & -0.4561 & 0.325217 \tabularnewline
31 & -0.021108 & -0.1447 & 0.442779 \tabularnewline
32 & 0.133458 & 0.9149 & 0.182445 \tabularnewline
33 & 0.108855 & 0.7463 & 0.22961 \tabularnewline
34 & 0.074997 & 0.5142 & 0.304776 \tabularnewline
35 & 0.008979 & 0.0616 & 0.475589 \tabularnewline
36 & 0.116137 & 0.7962 & 0.214962 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70704&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]0.287595[/C][C]1.9716[/C][C]0.027276[/C][/ROW]
[ROW][C]2[/C][C]0.224038[/C][C]1.5359[/C][C]0.06563[/C][/ROW]
[ROW][C]3[/C][C]0.234069[/C][C]1.6047[/C][C]0.05763[/C][/ROW]
[ROW][C]4[/C][C]0.173815[/C][C]1.1916[/C][C]0.119697[/C][/ROW]
[ROW][C]5[/C][C]-0.15078[/C][C]-1.0337[/C][C]0.153285[/C][/ROW]
[ROW][C]6[/C][C]-0.008753[/C][C]-0.06[/C][C]0.476201[/C][/ROW]
[ROW][C]7[/C][C]0.052972[/C][C]0.3632[/C][C]0.359058[/C][/ROW]
[ROW][C]8[/C][C]-0.084886[/C][C]-0.582[/C][C]0.28169[/C][/ROW]
[ROW][C]9[/C][C]-0.142268[/C][C]-0.9753[/C][C]0.167193[/C][/ROW]
[ROW][C]10[/C][C]-0.182622[/C][C]-1.252[/C][C]0.108384[/C][/ROW]
[ROW][C]11[/C][C]-0.110164[/C][C]-0.7552[/C][C]0.226935[/C][/ROW]
[ROW][C]12[/C][C]-0.443827[/C][C]-3.0427[/C][C]0.001915[/C][/ROW]
[ROW][C]13[/C][C]-0.262493[/C][C]-1.7996[/C][C]0.039176[/C][/ROW]
[ROW][C]14[/C][C]-0.082355[/C][C]-0.5646[/C][C]0.287516[/C][/ROW]
[ROW][C]15[/C][C]-0.014587[/C][C]-0.1[/C][C]0.460385[/C][/ROW]
[ROW][C]16[/C][C]-0.102497[/C][C]-0.7027[/C][C]0.242859[/C][/ROW]
[ROW][C]17[/C][C]0.08815[/C][C]0.6043[/C][C]0.274266[/C][/ROW]
[ROW][C]18[/C][C]0.032745[/C][C]0.2245[/C][C]0.411675[/C][/ROW]
[ROW][C]19[/C][C]-0.016524[/C][C]-0.1133[/C][C]0.455144[/C][/ROW]
[ROW][C]20[/C][C]-0.122139[/C][C]-0.8373[/C][C]0.203319[/C][/ROW]
[ROW][C]21[/C][C]-0.076874[/C][C]-0.527[/C][C]0.300328[/C][/ROW]
[ROW][C]22[/C][C]2.2e-05[/C][C]2e-04[/C][C]0.499939[/C][/ROW]
[ROW][C]23[/C][C]-0.02777[/C][C]-0.1904[/C][C]0.424916[/C][/ROW]
[ROW][C]24[/C][C]-0.066071[/C][C]-0.453[/C][C]0.326331[/C][/ROW]
[ROW][C]25[/C][C]0.100632[/C][C]0.6899[/C][C]0.246826[/C][/ROW]
[ROW][C]26[/C][C]-0.008756[/C][C]-0.06[/C][C]0.476195[/C][/ROW]
[ROW][C]27[/C][C]-0.089733[/C][C]-0.6152[/C][C]0.270703[/C][/ROW]
[ROW][C]28[/C][C]-0.003162[/C][C]-0.0217[/C][C]0.491397[/C][/ROW]
[ROW][C]29[/C][C]0.005301[/C][C]0.0363[/C][C]0.485581[/C][/ROW]
[ROW][C]30[/C][C]-0.066526[/C][C]-0.4561[/C][C]0.325217[/C][/ROW]
[ROW][C]31[/C][C]-0.021108[/C][C]-0.1447[/C][C]0.442779[/C][/ROW]
[ROW][C]32[/C][C]0.133458[/C][C]0.9149[/C][C]0.182445[/C][/ROW]
[ROW][C]33[/C][C]0.108855[/C][C]0.7463[/C][C]0.22961[/C][/ROW]
[ROW][C]34[/C][C]0.074997[/C][C]0.5142[/C][C]0.304776[/C][/ROW]
[ROW][C]35[/C][C]0.008979[/C][C]0.0616[/C][C]0.475589[/C][/ROW]
[ROW][C]36[/C][C]0.116137[/C][C]0.7962[/C][C]0.214962[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70704&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70704&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	0.287595	1.9716	0.027276
2	0.224038	1.5359	0.06563
3	0.234069	1.6047	0.05763
4	0.173815	1.1916	0.119697
5	-0.15078	-1.0337	0.153285
6	-0.008753	-0.06	0.476201
7	0.052972	0.3632	0.359058
8	-0.084886	-0.582	0.28169
9	-0.142268	-0.9753	0.167193
10	-0.182622	-1.252	0.108384
11	-0.110164	-0.7552	0.226935
12	-0.443827	-3.0427	0.001915
13	-0.262493	-1.7996	0.039176
14	-0.082355	-0.5646	0.287516
15	-0.014587	-0.1	0.460385
16	-0.102497	-0.7027	0.242859
17	0.08815	0.6043	0.274266
18	0.032745	0.2245	0.411675
19	-0.016524	-0.1133	0.455144
20	-0.122139	-0.8373	0.203319
21	-0.076874	-0.527	0.300328
22	2.2e-05	2e-04	0.499939
23	-0.02777	-0.1904	0.424916
24	-0.066071	-0.453	0.326331
25	0.100632	0.6899	0.246826
26	-0.008756	-0.06	0.476195
27	-0.089733	-0.6152	0.270703
28	-0.003162	-0.0217	0.491397
29	0.005301	0.0363	0.485581
30	-0.066526	-0.4561	0.325217
31	-0.021108	-0.1447	0.442779
32	0.133458	0.9149	0.182445
33	0.108855	0.7463	0.22961
34	0.074997	0.5142	0.304776
35	0.008979	0.0616	0.475589
36	0.116137	0.7962	0.214962

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.287595	1.9716	0.027276
2	0.154071	1.0563	0.148125
3	0.151034	1.0354	0.152881
4	0.060102	0.412	0.341092
5	-0.299814	-2.0554	0.022709
6	0.022701	0.1556	0.438494
7	0.103619	0.7104	0.240491
8	-0.056854	-0.3898	0.349233
9	-0.091585	-0.6279	0.266563
10	-0.239672	-1.6431	0.053518
11	0.017289	0.1185	0.453077
12	-0.346515	-2.3756	0.010825
13	-0.030087	-0.2063	0.418737
14	0.164262	1.1261	0.132915
15	0.126731	0.8688	0.19468
16	0.017599	0.1207	0.45224
17	-0.090956	-0.6236	0.267964
18	-0.120263	-0.8245	0.206916
19	0.03526	0.2417	0.405021
20	-0.18362	-1.2588	0.107153
21	-0.13723	-0.9408	0.175809
22	-0.021224	-0.1455	0.442468
23	0.025605	0.1755	0.430705
24	-0.195024	-1.337	0.093826
25	0.020469	0.1403	0.4445
26	-0.049307	-0.338	0.368422
27	0.074239	0.509	0.306582
28	0.018947	0.1299	0.448603
29	-0.062275	-0.4269	0.335687
30	-0.094898	-0.6506	0.25924
31	-0.067108	-0.4601	0.323793
32	0.004995	0.0342	0.486413
33	-0.014202	-0.0974	0.461425
34	-0.022442	-0.1539	0.439192
35	-0.05429	-0.3722	0.35571
36	-0.069961	-0.4796	0.316858

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.287595 & 1.9716 & 0.027276 \tabularnewline
2 & 0.154071 & 1.0563 & 0.148125 \tabularnewline
3 & 0.151034 & 1.0354 & 0.152881 \tabularnewline
4 & 0.060102 & 0.412 & 0.341092 \tabularnewline
5 & -0.299814 & -2.0554 & 0.022709 \tabularnewline
6 & 0.022701 & 0.1556 & 0.438494 \tabularnewline
7 & 0.103619 & 0.7104 & 0.240491 \tabularnewline
8 & -0.056854 & -0.3898 & 0.349233 \tabularnewline
9 & -0.091585 & -0.6279 & 0.266563 \tabularnewline
10 & -0.239672 & -1.6431 & 0.053518 \tabularnewline
11 & 0.017289 & 0.1185 & 0.453077 \tabularnewline
12 & -0.346515 & -2.3756 & 0.010825 \tabularnewline
13 & -0.030087 & -0.2063 & 0.418737 \tabularnewline
14 & 0.164262 & 1.1261 & 0.132915 \tabularnewline
15 & 0.126731 & 0.8688 & 0.19468 \tabularnewline
16 & 0.017599 & 0.1207 & 0.45224 \tabularnewline
17 & -0.090956 & -0.6236 & 0.267964 \tabularnewline
18 & -0.120263 & -0.8245 & 0.206916 \tabularnewline
19 & 0.03526 & 0.2417 & 0.405021 \tabularnewline
20 & -0.18362 & -1.2588 & 0.107153 \tabularnewline
21 & -0.13723 & -0.9408 & 0.175809 \tabularnewline
22 & -0.021224 & -0.1455 & 0.442468 \tabularnewline
23 & 0.025605 & 0.1755 & 0.430705 \tabularnewline
24 & -0.195024 & -1.337 & 0.093826 \tabularnewline
25 & 0.020469 & 0.1403 & 0.4445 \tabularnewline
26 & -0.049307 & -0.338 & 0.368422 \tabularnewline
27 & 0.074239 & 0.509 & 0.306582 \tabularnewline
28 & 0.018947 & 0.1299 & 0.448603 \tabularnewline
29 & -0.062275 & -0.4269 & 0.335687 \tabularnewline
30 & -0.094898 & -0.6506 & 0.25924 \tabularnewline
31 & -0.067108 & -0.4601 & 0.323793 \tabularnewline
32 & 0.004995 & 0.0342 & 0.486413 \tabularnewline
33 & -0.014202 & -0.0974 & 0.461425 \tabularnewline
34 & -0.022442 & -0.1539 & 0.439192 \tabularnewline
35 & -0.05429 & -0.3722 & 0.35571 \tabularnewline
36 & -0.069961 & -0.4796 & 0.316858 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70704&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]0.287595[/C][C]1.9716[/C][C]0.027276[/C][/ROW]
[ROW][C]2[/C][C]0.154071[/C][C]1.0563[/C][C]0.148125[/C][/ROW]
[ROW][C]3[/C][C]0.151034[/C][C]1.0354[/C][C]0.152881[/C][/ROW]
[ROW][C]4[/C][C]0.060102[/C][C]0.412[/C][C]0.341092[/C][/ROW]
[ROW][C]5[/C][C]-0.299814[/C][C]-2.0554[/C][C]0.022709[/C][/ROW]
[ROW][C]6[/C][C]0.022701[/C][C]0.1556[/C][C]0.438494[/C][/ROW]
[ROW][C]7[/C][C]0.103619[/C][C]0.7104[/C][C]0.240491[/C][/ROW]
[ROW][C]8[/C][C]-0.056854[/C][C]-0.3898[/C][C]0.349233[/C][/ROW]
[ROW][C]9[/C][C]-0.091585[/C][C]-0.6279[/C][C]0.266563[/C][/ROW]
[ROW][C]10[/C][C]-0.239672[/C][C]-1.6431[/C][C]0.053518[/C][/ROW]
[ROW][C]11[/C][C]0.017289[/C][C]0.1185[/C][C]0.453077[/C][/ROW]
[ROW][C]12[/C][C]-0.346515[/C][C]-2.3756[/C][C]0.010825[/C][/ROW]
[ROW][C]13[/C][C]-0.030087[/C][C]-0.2063[/C][C]0.418737[/C][/ROW]
[ROW][C]14[/C][C]0.164262[/C][C]1.1261[/C][C]0.132915[/C][/ROW]
[ROW][C]15[/C][C]0.126731[/C][C]0.8688[/C][C]0.19468[/C][/ROW]
[ROW][C]16[/C][C]0.017599[/C][C]0.1207[/C][C]0.45224[/C][/ROW]
[ROW][C]17[/C][C]-0.090956[/C][C]-0.6236[/C][C]0.267964[/C][/ROW]
[ROW][C]18[/C][C]-0.120263[/C][C]-0.8245[/C][C]0.206916[/C][/ROW]
[ROW][C]19[/C][C]0.03526[/C][C]0.2417[/C][C]0.405021[/C][/ROW]
[ROW][C]20[/C][C]-0.18362[/C][C]-1.2588[/C][C]0.107153[/C][/ROW]
[ROW][C]21[/C][C]-0.13723[/C][C]-0.9408[/C][C]0.175809[/C][/ROW]
[ROW][C]22[/C][C]-0.021224[/C][C]-0.1455[/C][C]0.442468[/C][/ROW]
[ROW][C]23[/C][C]0.025605[/C][C]0.1755[/C][C]0.430705[/C][/ROW]
[ROW][C]24[/C][C]-0.195024[/C][C]-1.337[/C][C]0.093826[/C][/ROW]
[ROW][C]25[/C][C]0.020469[/C][C]0.1403[/C][C]0.4445[/C][/ROW]
[ROW][C]26[/C][C]-0.049307[/C][C]-0.338[/C][C]0.368422[/C][/ROW]
[ROW][C]27[/C][C]0.074239[/C][C]0.509[/C][C]0.306582[/C][/ROW]
[ROW][C]28[/C][C]0.018947[/C][C]0.1299[/C][C]0.448603[/C][/ROW]
[ROW][C]29[/C][C]-0.062275[/C][C]-0.4269[/C][C]0.335687[/C][/ROW]
[ROW][C]30[/C][C]-0.094898[/C][C]-0.6506[/C][C]0.25924[/C][/ROW]
[ROW][C]31[/C][C]-0.067108[/C][C]-0.4601[/C][C]0.323793[/C][/ROW]
[ROW][C]32[/C][C]0.004995[/C][C]0.0342[/C][C]0.486413[/C][/ROW]
[ROW][C]33[/C][C]-0.014202[/C][C]-0.0974[/C][C]0.461425[/C][/ROW]
[ROW][C]34[/C][C]-0.022442[/C][C]-0.1539[/C][C]0.439192[/C][/ROW]
[ROW][C]35[/C][C]-0.05429[/C][C]-0.3722[/C][C]0.35571[/C][/ROW]
[ROW][C]36[/C][C]-0.069961[/C][C]-0.4796[/C][C]0.316858[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70704&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70704&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	0.287595	1.9716	0.027276
2	0.154071	1.0563	0.148125
3	0.151034	1.0354	0.152881
4	0.060102	0.412	0.341092
5	-0.299814	-2.0554	0.022709
6	0.022701	0.1556	0.438494
7	0.103619	0.7104	0.240491
8	-0.056854	-0.3898	0.349233
9	-0.091585	-0.6279	0.266563
10	-0.239672	-1.6431	0.053518
11	0.017289	0.1185	0.453077
12	-0.346515	-2.3756	0.010825
13	-0.030087	-0.2063	0.418737
14	0.164262	1.1261	0.132915
15	0.126731	0.8688	0.19468
16	0.017599	0.1207	0.45224
17	-0.090956	-0.6236	0.267964
18	-0.120263	-0.8245	0.206916
19	0.03526	0.2417	0.405021
20	-0.18362	-1.2588	0.107153
21	-0.13723	-0.9408	0.175809
22	-0.021224	-0.1455	0.442468
23	0.025605	0.1755	0.430705
24	-0.195024	-1.337	0.093826
25	0.020469	0.1403	0.4445
26	-0.049307	-0.338	0.368422
27	0.074239	0.509	0.306582
28	0.018947	0.1299	0.448603
29	-0.062275	-0.4269	0.335687
30	-0.094898	-0.6506	0.25924
31	-0.067108	-0.4601	0.323793
32	0.004995	0.0342	0.486413
33	-0.014202	-0.0974	0.461425
34	-0.022442	-0.1539	0.439192
35	-0.05429	-0.3722	0.35571
36	-0.069961	-0.4796	0.316858

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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