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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 25 Dec 2009 05:53:18 -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/t1261745952xj31u278jw6r4ls.htm/, Retrieved Sat, 04 May 2024 06:30:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70705, Retrieved Sat, 04 May 2024 06:30:26 +0000

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User-defined keywords

Estimated Impact

181

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(7) met d=2 ...] [2009-12-25 12:53:18] [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=70705&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=70705&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70705&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	-0.457518	-3.4844	0.000473
2	-0.038696	-0.2947	0.384638
3	-0.029226	-0.2226	0.412324
4	0.311011	2.3686	0.010604
5	-0.30646	-2.3339	0.011543
6	0.046954	0.3576	0.360973
7	0.111461	0.8489	0.199725
8	0.014162	0.1079	0.457243
9	-0.124649	-0.9493	0.173204
10	-0.070223	-0.5348	0.297415
11	0.383514	2.9208	0.002484
12	-0.404219	-3.0784	0.001588
13	0.004854	0.037	0.48532
14	0.036762	0.28	0.390247
15	0.154452	1.1763	0.122146
16	-0.278949	-2.1244	0.018955
17	0.192537	1.4663	0.073982
18	-0.07106	-0.5412	0.29523
19	0.123355	0.9394	0.175699
20	-0.175235	-1.3345	0.09362
21	0.029868	0.2275	0.41043
22	0.104368	0.7948	0.214973
23	-0.032323	-0.2462	0.403213
24	-0.143312	-1.0914	0.139799
25	0.176205	1.3419	0.092423
26	-0.007884	-0.06	0.476164
27	-0.088309	-0.6725	0.251955
28	0.062806	0.4783	0.317111
29	0.004709	0.0359	0.485757
30	0.001924	0.0147	0.49418
31	-0.113463	-0.8641	0.195544
32	0.087242	0.6644	0.25453
33	0.049889	0.3799	0.352689
34	-0.00132	-0.0101	0.496007
35	-0.143393	-1.0921	0.139663
36	0.188923	1.4388	0.077792

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.457518 & -3.4844 & 0.000473 \tabularnewline
2 & -0.038696 & -0.2947 & 0.384638 \tabularnewline
3 & -0.029226 & -0.2226 & 0.412324 \tabularnewline
4 & 0.311011 & 2.3686 & 0.010604 \tabularnewline
5 & -0.30646 & -2.3339 & 0.011543 \tabularnewline
6 & 0.046954 & 0.3576 & 0.360973 \tabularnewline
7 & 0.111461 & 0.8489 & 0.199725 \tabularnewline
8 & 0.014162 & 0.1079 & 0.457243 \tabularnewline
9 & -0.124649 & -0.9493 & 0.173204 \tabularnewline
10 & -0.070223 & -0.5348 & 0.297415 \tabularnewline
11 & 0.383514 & 2.9208 & 0.002484 \tabularnewline
12 & -0.404219 & -3.0784 & 0.001588 \tabularnewline
13 & 0.004854 & 0.037 & 0.48532 \tabularnewline
14 & 0.036762 & 0.28 & 0.390247 \tabularnewline
15 & 0.154452 & 1.1763 & 0.122146 \tabularnewline
16 & -0.278949 & -2.1244 & 0.018955 \tabularnewline
17 & 0.192537 & 1.4663 & 0.073982 \tabularnewline
18 & -0.07106 & -0.5412 & 0.29523 \tabularnewline
19 & 0.123355 & 0.9394 & 0.175699 \tabularnewline
20 & -0.175235 & -1.3345 & 0.09362 \tabularnewline
21 & 0.029868 & 0.2275 & 0.41043 \tabularnewline
22 & 0.104368 & 0.7948 & 0.214973 \tabularnewline
23 & -0.032323 & -0.2462 & 0.403213 \tabularnewline
24 & -0.143312 & -1.0914 & 0.139799 \tabularnewline
25 & 0.176205 & 1.3419 & 0.092423 \tabularnewline
26 & -0.007884 & -0.06 & 0.476164 \tabularnewline
27 & -0.088309 & -0.6725 & 0.251955 \tabularnewline
28 & 0.062806 & 0.4783 & 0.317111 \tabularnewline
29 & 0.004709 & 0.0359 & 0.485757 \tabularnewline
30 & 0.001924 & 0.0147 & 0.49418 \tabularnewline
31 & -0.113463 & -0.8641 & 0.195544 \tabularnewline
32 & 0.087242 & 0.6644 & 0.25453 \tabularnewline
33 & 0.049889 & 0.3799 & 0.352689 \tabularnewline
34 & -0.00132 & -0.0101 & 0.496007 \tabularnewline
35 & -0.143393 & -1.0921 & 0.139663 \tabularnewline
36 & 0.188923 & 1.4388 & 0.077792 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70705&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]-0.457518[/C][C]-3.4844[/C][C]0.000473[/C][/ROW]
[ROW][C]2[/C][C]-0.038696[/C][C]-0.2947[/C][C]0.384638[/C][/ROW]
[ROW][C]3[/C][C]-0.029226[/C][C]-0.2226[/C][C]0.412324[/C][/ROW]
[ROW][C]4[/C][C]0.311011[/C][C]2.3686[/C][C]0.010604[/C][/ROW]
[ROW][C]5[/C][C]-0.30646[/C][C]-2.3339[/C][C]0.011543[/C][/ROW]
[ROW][C]6[/C][C]0.046954[/C][C]0.3576[/C][C]0.360973[/C][/ROW]
[ROW][C]7[/C][C]0.111461[/C][C]0.8489[/C][C]0.199725[/C][/ROW]
[ROW][C]8[/C][C]0.014162[/C][C]0.1079[/C][C]0.457243[/C][/ROW]
[ROW][C]9[/C][C]-0.124649[/C][C]-0.9493[/C][C]0.173204[/C][/ROW]
[ROW][C]10[/C][C]-0.070223[/C][C]-0.5348[/C][C]0.297415[/C][/ROW]
[ROW][C]11[/C][C]0.383514[/C][C]2.9208[/C][C]0.002484[/C][/ROW]
[ROW][C]12[/C][C]-0.404219[/C][C]-3.0784[/C][C]0.001588[/C][/ROW]
[ROW][C]13[/C][C]0.004854[/C][C]0.037[/C][C]0.48532[/C][/ROW]
[ROW][C]14[/C][C]0.036762[/C][C]0.28[/C][C]0.390247[/C][/ROW]
[ROW][C]15[/C][C]0.154452[/C][C]1.1763[/C][C]0.122146[/C][/ROW]
[ROW][C]16[/C][C]-0.278949[/C][C]-2.1244[/C][C]0.018955[/C][/ROW]
[ROW][C]17[/C][C]0.192537[/C][C]1.4663[/C][C]0.073982[/C][/ROW]
[ROW][C]18[/C][C]-0.07106[/C][C]-0.5412[/C][C]0.29523[/C][/ROW]
[ROW][C]19[/C][C]0.123355[/C][C]0.9394[/C][C]0.175699[/C][/ROW]
[ROW][C]20[/C][C]-0.175235[/C][C]-1.3345[/C][C]0.09362[/C][/ROW]
[ROW][C]21[/C][C]0.029868[/C][C]0.2275[/C][C]0.41043[/C][/ROW]
[ROW][C]22[/C][C]0.104368[/C][C]0.7948[/C][C]0.214973[/C][/ROW]
[ROW][C]23[/C][C]-0.032323[/C][C]-0.2462[/C][C]0.403213[/C][/ROW]
[ROW][C]24[/C][C]-0.143312[/C][C]-1.0914[/C][C]0.139799[/C][/ROW]
[ROW][C]25[/C][C]0.176205[/C][C]1.3419[/C][C]0.092423[/C][/ROW]
[ROW][C]26[/C][C]-0.007884[/C][C]-0.06[/C][C]0.476164[/C][/ROW]
[ROW][C]27[/C][C]-0.088309[/C][C]-0.6725[/C][C]0.251955[/C][/ROW]
[ROW][C]28[/C][C]0.062806[/C][C]0.4783[/C][C]0.317111[/C][/ROW]
[ROW][C]29[/C][C]0.004709[/C][C]0.0359[/C][C]0.485757[/C][/ROW]
[ROW][C]30[/C][C]0.001924[/C][C]0.0147[/C][C]0.49418[/C][/ROW]
[ROW][C]31[/C][C]-0.113463[/C][C]-0.8641[/C][C]0.195544[/C][/ROW]
[ROW][C]32[/C][C]0.087242[/C][C]0.6644[/C][C]0.25453[/C][/ROW]
[ROW][C]33[/C][C]0.049889[/C][C]0.3799[/C][C]0.352689[/C][/ROW]
[ROW][C]34[/C][C]-0.00132[/C][C]-0.0101[/C][C]0.496007[/C][/ROW]
[ROW][C]35[/C][C]-0.143393[/C][C]-1.0921[/C][C]0.139663[/C][/ROW]
[ROW][C]36[/C][C]0.188923[/C][C]1.4388[/C][C]0.077792[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70705&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70705&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	-0.457518	-3.4844	0.000473
2	-0.038696	-0.2947	0.384638
3	-0.029226	-0.2226	0.412324
4	0.311011	2.3686	0.010604
5	-0.30646	-2.3339	0.011543
6	0.046954	0.3576	0.360973
7	0.111461	0.8489	0.199725
8	0.014162	0.1079	0.457243
9	-0.124649	-0.9493	0.173204
10	-0.070223	-0.5348	0.297415
11	0.383514	2.9208	0.002484
12	-0.404219	-3.0784	0.001588
13	0.004854	0.037	0.48532
14	0.036762	0.28	0.390247
15	0.154452	1.1763	0.122146
16	-0.278949	-2.1244	0.018955
17	0.192537	1.4663	0.073982
18	-0.07106	-0.5412	0.29523
19	0.123355	0.9394	0.175699
20	-0.175235	-1.3345	0.09362
21	0.029868	0.2275	0.41043
22	0.104368	0.7948	0.214973
23	-0.032323	-0.2462	0.403213
24	-0.143312	-1.0914	0.139799
25	0.176205	1.3419	0.092423
26	-0.007884	-0.06	0.476164
27	-0.088309	-0.6725	0.251955
28	0.062806	0.4783	0.317111
29	0.004709	0.0359	0.485757
30	0.001924	0.0147	0.49418
31	-0.113463	-0.8641	0.195544
32	0.087242	0.6644	0.25453
33	0.049889	0.3799	0.352689
34	-0.00132	-0.0101	0.496007
35	-0.143393	-1.0921	0.139663
36	0.188923	1.4388	0.077792

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.457518	-3.4844	0.000473
2	-0.31368	-2.3889	0.010086
3	-0.274938	-2.0939	0.020326
4	0.222466	1.6943	0.047791
5	-0.0408	-0.3107	0.378563
6	-0.063704	-0.4852	0.314698
7	0.075404	0.5743	0.284006
8	0.041854	0.3187	0.375531
9	0.036666	0.2792	0.390527
10	-0.207065	-1.577	0.060122
11	0.288511	2.1972	0.016006
12	-0.177649	-1.3529	0.090663
13	-0.235833	-1.7961	0.038848
14	-0.186352	-1.4192	0.080594
15	-0.185481	-1.4126	0.081561
16	-0.056165	-0.4277	0.335211
17	0.048209	0.3671	0.357424
18	-0.069447	-0.5289	0.29945
19	0.165106	1.2574	0.106823
20	0.084911	0.6467	0.2602
21	-0.078398	-0.5971	0.276395
22	-0.055847	-0.4253	0.336089
23	0.110659	0.8428	0.201414
24	-0.140798	-1.0723	0.144016
25	-0.029254	-0.2228	0.412239
26	-0.147317	-1.1219	0.133258
27	-0.093492	-0.712	0.239656
28	-0.005612	-0.0427	0.483028
29	0.009323	0.071	0.47182
30	-0.02655	-0.2022	0.420234
31	-0.030794	-0.2345	0.407705
32	0.049875	0.3798	0.352726
33	0.030524	0.2325	0.408497
34	0.046315	0.3527	0.362786
35	0.077723	0.5919	0.278102
36	-0.030162	-0.2297	0.409563

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.457518 & -3.4844 & 0.000473 \tabularnewline
2 & -0.31368 & -2.3889 & 0.010086 \tabularnewline
3 & -0.274938 & -2.0939 & 0.020326 \tabularnewline
4 & 0.222466 & 1.6943 & 0.047791 \tabularnewline
5 & -0.0408 & -0.3107 & 0.378563 \tabularnewline
6 & -0.063704 & -0.4852 & 0.314698 \tabularnewline
7 & 0.075404 & 0.5743 & 0.284006 \tabularnewline
8 & 0.041854 & 0.3187 & 0.375531 \tabularnewline
9 & 0.036666 & 0.2792 & 0.390527 \tabularnewline
10 & -0.207065 & -1.577 & 0.060122 \tabularnewline
11 & 0.288511 & 2.1972 & 0.016006 \tabularnewline
12 & -0.177649 & -1.3529 & 0.090663 \tabularnewline
13 & -0.235833 & -1.7961 & 0.038848 \tabularnewline
14 & -0.186352 & -1.4192 & 0.080594 \tabularnewline
15 & -0.185481 & -1.4126 & 0.081561 \tabularnewline
16 & -0.056165 & -0.4277 & 0.335211 \tabularnewline
17 & 0.048209 & 0.3671 & 0.357424 \tabularnewline
18 & -0.069447 & -0.5289 & 0.29945 \tabularnewline
19 & 0.165106 & 1.2574 & 0.106823 \tabularnewline
20 & 0.084911 & 0.6467 & 0.2602 \tabularnewline
21 & -0.078398 & -0.5971 & 0.276395 \tabularnewline
22 & -0.055847 & -0.4253 & 0.336089 \tabularnewline
23 & 0.110659 & 0.8428 & 0.201414 \tabularnewline
24 & -0.140798 & -1.0723 & 0.144016 \tabularnewline
25 & -0.029254 & -0.2228 & 0.412239 \tabularnewline
26 & -0.147317 & -1.1219 & 0.133258 \tabularnewline
27 & -0.093492 & -0.712 & 0.239656 \tabularnewline
28 & -0.005612 & -0.0427 & 0.483028 \tabularnewline
29 & 0.009323 & 0.071 & 0.47182 \tabularnewline
30 & -0.02655 & -0.2022 & 0.420234 \tabularnewline
31 & -0.030794 & -0.2345 & 0.407705 \tabularnewline
32 & 0.049875 & 0.3798 & 0.352726 \tabularnewline
33 & 0.030524 & 0.2325 & 0.408497 \tabularnewline
34 & 0.046315 & 0.3527 & 0.362786 \tabularnewline
35 & 0.077723 & 0.5919 & 0.278102 \tabularnewline
36 & -0.030162 & -0.2297 & 0.409563 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70705&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]-0.457518[/C][C]-3.4844[/C][C]0.000473[/C][/ROW]
[ROW][C]2[/C][C]-0.31368[/C][C]-2.3889[/C][C]0.010086[/C][/ROW]
[ROW][C]3[/C][C]-0.274938[/C][C]-2.0939[/C][C]0.020326[/C][/ROW]
[ROW][C]4[/C][C]0.222466[/C][C]1.6943[/C][C]0.047791[/C][/ROW]
[ROW][C]5[/C][C]-0.0408[/C][C]-0.3107[/C][C]0.378563[/C][/ROW]
[ROW][C]6[/C][C]-0.063704[/C][C]-0.4852[/C][C]0.314698[/C][/ROW]
[ROW][C]7[/C][C]0.075404[/C][C]0.5743[/C][C]0.284006[/C][/ROW]
[ROW][C]8[/C][C]0.041854[/C][C]0.3187[/C][C]0.375531[/C][/ROW]
[ROW][C]9[/C][C]0.036666[/C][C]0.2792[/C][C]0.390527[/C][/ROW]
[ROW][C]10[/C][C]-0.207065[/C][C]-1.577[/C][C]0.060122[/C][/ROW]
[ROW][C]11[/C][C]0.288511[/C][C]2.1972[/C][C]0.016006[/C][/ROW]
[ROW][C]12[/C][C]-0.177649[/C][C]-1.3529[/C][C]0.090663[/C][/ROW]
[ROW][C]13[/C][C]-0.235833[/C][C]-1.7961[/C][C]0.038848[/C][/ROW]
[ROW][C]14[/C][C]-0.186352[/C][C]-1.4192[/C][C]0.080594[/C][/ROW]
[ROW][C]15[/C][C]-0.185481[/C][C]-1.4126[/C][C]0.081561[/C][/ROW]
[ROW][C]16[/C][C]-0.056165[/C][C]-0.4277[/C][C]0.335211[/C][/ROW]
[ROW][C]17[/C][C]0.048209[/C][C]0.3671[/C][C]0.357424[/C][/ROW]
[ROW][C]18[/C][C]-0.069447[/C][C]-0.5289[/C][C]0.29945[/C][/ROW]
[ROW][C]19[/C][C]0.165106[/C][C]1.2574[/C][C]0.106823[/C][/ROW]
[ROW][C]20[/C][C]0.084911[/C][C]0.6467[/C][C]0.2602[/C][/ROW]
[ROW][C]21[/C][C]-0.078398[/C][C]-0.5971[/C][C]0.276395[/C][/ROW]
[ROW][C]22[/C][C]-0.055847[/C][C]-0.4253[/C][C]0.336089[/C][/ROW]
[ROW][C]23[/C][C]0.110659[/C][C]0.8428[/C][C]0.201414[/C][/ROW]
[ROW][C]24[/C][C]-0.140798[/C][C]-1.0723[/C][C]0.144016[/C][/ROW]
[ROW][C]25[/C][C]-0.029254[/C][C]-0.2228[/C][C]0.412239[/C][/ROW]
[ROW][C]26[/C][C]-0.147317[/C][C]-1.1219[/C][C]0.133258[/C][/ROW]
[ROW][C]27[/C][C]-0.093492[/C][C]-0.712[/C][C]0.239656[/C][/ROW]
[ROW][C]28[/C][C]-0.005612[/C][C]-0.0427[/C][C]0.483028[/C][/ROW]
[ROW][C]29[/C][C]0.009323[/C][C]0.071[/C][C]0.47182[/C][/ROW]
[ROW][C]30[/C][C]-0.02655[/C][C]-0.2022[/C][C]0.420234[/C][/ROW]
[ROW][C]31[/C][C]-0.030794[/C][C]-0.2345[/C][C]0.407705[/C][/ROW]
[ROW][C]32[/C][C]0.049875[/C][C]0.3798[/C][C]0.352726[/C][/ROW]
[ROW][C]33[/C][C]0.030524[/C][C]0.2325[/C][C]0.408497[/C][/ROW]
[ROW][C]34[/C][C]0.046315[/C][C]0.3527[/C][C]0.362786[/C][/ROW]
[ROW][C]35[/C][C]0.077723[/C][C]0.5919[/C][C]0.278102[/C][/ROW]
[ROW][C]36[/C][C]-0.030162[/C][C]-0.2297[/C][C]0.409563[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70705&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70705&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	-0.457518	-3.4844	0.000473
2	-0.31368	-2.3889	0.010086
3	-0.274938	-2.0939	0.020326
4	0.222466	1.6943	0.047791
5	-0.0408	-0.3107	0.378563
6	-0.063704	-0.4852	0.314698
7	0.075404	0.5743	0.284006
8	0.041854	0.3187	0.375531
9	0.036666	0.2792	0.390527
10	-0.207065	-1.577	0.060122
11	0.288511	2.1972	0.016006
12	-0.177649	-1.3529	0.090663
13	-0.235833	-1.7961	0.038848
14	-0.186352	-1.4192	0.080594
15	-0.185481	-1.4126	0.081561
16	-0.056165	-0.4277	0.335211
17	0.048209	0.3671	0.357424
18	-0.069447	-0.5289	0.29945
19	0.165106	1.2574	0.106823
20	0.084911	0.6467	0.2602
21	-0.078398	-0.5971	0.276395
22	-0.055847	-0.4253	0.336089
23	0.110659	0.8428	0.201414
24	-0.140798	-1.0723	0.144016
25	-0.029254	-0.2228	0.412239
26	-0.147317	-1.1219	0.133258
27	-0.093492	-0.712	0.239656
28	-0.005612	-0.0427	0.483028
29	0.009323	0.071	0.47182
30	-0.02655	-0.2022	0.420234
31	-0.030794	-0.2345	0.407705
32	0.049875	0.3798	0.352726
33	0.030524	0.2325	0.408497
34	0.046315	0.3527	0.362786
35	0.077723	0.5919	0.278102
36	-0.030162	-0.2297	0.409563

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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