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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 25 Dec 2009 05:55:06 -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/t1261746297uz6g35gawszbm4c.htm/, Retrieved Sat, 04 May 2024 09:29:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70706, Retrieved Sat, 04 May 2024 09:29:41 +0000

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IsPrivate?

No (this computation is public)

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 (6) - P(ACF...] [2009-12-25 12:55:06] [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=70706&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=70706&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70706&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	0.33659	1.9913	0.02715
2	0.21631	1.2797	0.104533
3	0.168365	0.9961	0.163029
4	0.077792	0.4602	0.324101
5	-0.194891	-1.153	0.128364
6	-0.057395	-0.3396	0.368112
7	0.039068	0.2311	0.40928
8	-0.041884	-0.2478	0.402873
9	-0.074342	-0.4398	0.331388
10	-0.148062	-0.8759	0.193515
11	-0.122211	-0.723	0.237239
12	-0.357354	-2.1141	0.02085
13	-0.266255	-1.5752	0.062106
14	-0.067117	-0.3971	0.346863
15	0.024128	0.1427	0.443655
16	-0.050502	-0.2988	0.38344
17	0.073165	0.4329	0.333889
18	0.075923	0.4492	0.32804
19	-0.01985	-0.1174	0.453594
20	-0.154317	-0.9129	0.183758
21	-0.104706	-0.6195	0.269816
22	-0.038097	-0.2254	0.411494
23	-0.011726	-0.0694	0.472543
24	-0.056097	-0.3319	0.370982
25	0.088177	0.5217	0.302597
26	0.014798	0.0875	0.465369
27	-0.074426	-0.4403	0.33121
28	0.006614	0.0391	0.484504
29	0.039827	0.2356	0.407551
30	-0.081818	-0.484	0.315686
31	0.021356	0.1263	0.450091
32	0.130088	0.7696	0.223346
33	0.067923	0.4018	0.345123
34	0.040925	0.2421	0.405052
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.33659 & 1.9913 & 0.02715 \tabularnewline
2 & 0.21631 & 1.2797 & 0.104533 \tabularnewline
3 & 0.168365 & 0.9961 & 0.163029 \tabularnewline
4 & 0.077792 & 0.4602 & 0.324101 \tabularnewline
5 & -0.194891 & -1.153 & 0.128364 \tabularnewline
6 & -0.057395 & -0.3396 & 0.368112 \tabularnewline
7 & 0.039068 & 0.2311 & 0.40928 \tabularnewline
8 & -0.041884 & -0.2478 & 0.402873 \tabularnewline
9 & -0.074342 & -0.4398 & 0.331388 \tabularnewline
10 & -0.148062 & -0.8759 & 0.193515 \tabularnewline
11 & -0.122211 & -0.723 & 0.237239 \tabularnewline
12 & -0.357354 & -2.1141 & 0.02085 \tabularnewline
13 & -0.266255 & -1.5752 & 0.062106 \tabularnewline
14 & -0.067117 & -0.3971 & 0.346863 \tabularnewline
15 & 0.024128 & 0.1427 & 0.443655 \tabularnewline
16 & -0.050502 & -0.2988 & 0.38344 \tabularnewline
17 & 0.073165 & 0.4329 & 0.333889 \tabularnewline
18 & 0.075923 & 0.4492 & 0.32804 \tabularnewline
19 & -0.01985 & -0.1174 & 0.453594 \tabularnewline
20 & -0.154317 & -0.9129 & 0.183758 \tabularnewline
21 & -0.104706 & -0.6195 & 0.269816 \tabularnewline
22 & -0.038097 & -0.2254 & 0.411494 \tabularnewline
23 & -0.011726 & -0.0694 & 0.472543 \tabularnewline
24 & -0.056097 & -0.3319 & 0.370982 \tabularnewline
25 & 0.088177 & 0.5217 & 0.302597 \tabularnewline
26 & 0.014798 & 0.0875 & 0.465369 \tabularnewline
27 & -0.074426 & -0.4403 & 0.33121 \tabularnewline
28 & 0.006614 & 0.0391 & 0.484504 \tabularnewline
29 & 0.039827 & 0.2356 & 0.407551 \tabularnewline
30 & -0.081818 & -0.484 & 0.315686 \tabularnewline
31 & 0.021356 & 0.1263 & 0.450091 \tabularnewline
32 & 0.130088 & 0.7696 & 0.223346 \tabularnewline
33 & 0.067923 & 0.4018 & 0.345123 \tabularnewline
34 & 0.040925 & 0.2421 & 0.405052 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70706&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]0.33659[/C][C]1.9913[/C][C]0.02715[/C][/ROW]
[ROW][C]2[/C][C]0.21631[/C][C]1.2797[/C][C]0.104533[/C][/ROW]
[ROW][C]3[/C][C]0.168365[/C][C]0.9961[/C][C]0.163029[/C][/ROW]
[ROW][C]4[/C][C]0.077792[/C][C]0.4602[/C][C]0.324101[/C][/ROW]
[ROW][C]5[/C][C]-0.194891[/C][C]-1.153[/C][C]0.128364[/C][/ROW]
[ROW][C]6[/C][C]-0.057395[/C][C]-0.3396[/C][C]0.368112[/C][/ROW]
[ROW][C]7[/C][C]0.039068[/C][C]0.2311[/C][C]0.40928[/C][/ROW]
[ROW][C]8[/C][C]-0.041884[/C][C]-0.2478[/C][C]0.402873[/C][/ROW]
[ROW][C]9[/C][C]-0.074342[/C][C]-0.4398[/C][C]0.331388[/C][/ROW]
[ROW][C]10[/C][C]-0.148062[/C][C]-0.8759[/C][C]0.193515[/C][/ROW]
[ROW][C]11[/C][C]-0.122211[/C][C]-0.723[/C][C]0.237239[/C][/ROW]
[ROW][C]12[/C][C]-0.357354[/C][C]-2.1141[/C][C]0.02085[/C][/ROW]
[ROW][C]13[/C][C]-0.266255[/C][C]-1.5752[/C][C]0.062106[/C][/ROW]
[ROW][C]14[/C][C]-0.067117[/C][C]-0.3971[/C][C]0.346863[/C][/ROW]
[ROW][C]15[/C][C]0.024128[/C][C]0.1427[/C][C]0.443655[/C][/ROW]
[ROW][C]16[/C][C]-0.050502[/C][C]-0.2988[/C][C]0.38344[/C][/ROW]
[ROW][C]17[/C][C]0.073165[/C][C]0.4329[/C][C]0.333889[/C][/ROW]
[ROW][C]18[/C][C]0.075923[/C][C]0.4492[/C][C]0.32804[/C][/ROW]
[ROW][C]19[/C][C]-0.01985[/C][C]-0.1174[/C][C]0.453594[/C][/ROW]
[ROW][C]20[/C][C]-0.154317[/C][C]-0.9129[/C][C]0.183758[/C][/ROW]
[ROW][C]21[/C][C]-0.104706[/C][C]-0.6195[/C][C]0.269816[/C][/ROW]
[ROW][C]22[/C][C]-0.038097[/C][C]-0.2254[/C][C]0.411494[/C][/ROW]
[ROW][C]23[/C][C]-0.011726[/C][C]-0.0694[/C][C]0.472543[/C][/ROW]
[ROW][C]24[/C][C]-0.056097[/C][C]-0.3319[/C][C]0.370982[/C][/ROW]
[ROW][C]25[/C][C]0.088177[/C][C]0.5217[/C][C]0.302597[/C][/ROW]
[ROW][C]26[/C][C]0.014798[/C][C]0.0875[/C][C]0.465369[/C][/ROW]
[ROW][C]27[/C][C]-0.074426[/C][C]-0.4403[/C][C]0.33121[/C][/ROW]
[ROW][C]28[/C][C]0.006614[/C][C]0.0391[/C][C]0.484504[/C][/ROW]
[ROW][C]29[/C][C]0.039827[/C][C]0.2356[/C][C]0.407551[/C][/ROW]
[ROW][C]30[/C][C]-0.081818[/C][C]-0.484[/C][C]0.315686[/C][/ROW]
[ROW][C]31[/C][C]0.021356[/C][C]0.1263[/C][C]0.450091[/C][/ROW]
[ROW][C]32[/C][C]0.130088[/C][C]0.7696[/C][C]0.223346[/C][/ROW]
[ROW][C]33[/C][C]0.067923[/C][C]0.4018[/C][C]0.345123[/C][/ROW]
[ROW][C]34[/C][C]0.040925[/C][C]0.2421[/C][C]0.405052[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70706&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70706&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	0.33659	1.9913	0.02715
2	0.21631	1.2797	0.104533
3	0.168365	0.9961	0.163029
4	0.077792	0.4602	0.324101
5	-0.194891	-1.153	0.128364
6	-0.057395	-0.3396	0.368112
7	0.039068	0.2311	0.40928
8	-0.041884	-0.2478	0.402873
9	-0.074342	-0.4398	0.331388
10	-0.148062	-0.8759	0.193515
11	-0.122211	-0.723	0.237239
12	-0.357354	-2.1141	0.02085
13	-0.266255	-1.5752	0.062106
14	-0.067117	-0.3971	0.346863
15	0.024128	0.1427	0.443655
16	-0.050502	-0.2988	0.38344
17	0.073165	0.4329	0.333889
18	0.075923	0.4492	0.32804
19	-0.01985	-0.1174	0.453594
20	-0.154317	-0.9129	0.183758
21	-0.104706	-0.6195	0.269816
22	-0.038097	-0.2254	0.411494
23	-0.011726	-0.0694	0.472543
24	-0.056097	-0.3319	0.370982
25	0.088177	0.5217	0.302597
26	0.014798	0.0875	0.465369
27	-0.074426	-0.4403	0.33121
28	0.006614	0.0391	0.484504
29	0.039827	0.2356	0.407551
30	-0.081818	-0.484	0.315686
31	0.021356	0.1263	0.450091
32	0.130088	0.7696	0.223346
33	0.067923	0.4018	0.345123
34	0.040925	0.2421	0.405052
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.33659	1.9913	0.02715
2	0.11618	0.6873	0.248203
3	0.074206	0.439	0.331677
4	-0.018594	-0.11	0.456518
5	-0.281229	-1.6638	0.052544
6	0.064985	0.3845	0.351483
7	0.131189	0.7761	0.221445
8	-0.033814	-0.2	0.421301
9	-0.069821	-0.4131	0.341039
10	-0.235369	-1.3925	0.086284
11	-0.023378	-0.1383	0.445396
12	-0.251153	-1.4858	0.073137
13	-0.0533	-0.3153	0.377194
14	0.168252	0.9954	0.163188
15	0.081309	0.481	0.316744
16	-0.068837	-0.4072	0.343155
17	-0.082751	-0.4896	0.313749
18	-0.055778	-0.33	0.371688
19	0.040564	0.24	0.405873
20	-0.164022	-0.9704	0.169261
21	-0.108122	-0.6397	0.26328
22	-0.021572	-0.1276	0.449589
23	0.041492	0.2455	0.403764
24	-0.150832	-0.8923	0.189154
25	-0.017383	-0.1028	0.459339
26	-0.049772	-0.2945	0.385075
27	0.007867	0.0465	0.481571
28	0.063995	0.3786	0.353636
29	-0.029646	-0.1754	0.430893
30	-0.144118	-0.8526	0.199836
31	0.035666	0.211	0.417054
32	-0.018697	-0.1106	0.456279
33	-0.053325	-0.3155	0.377137
34	-0.035062	-0.2074	0.418439
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.33659 & 1.9913 & 0.02715 \tabularnewline
2 & 0.11618 & 0.6873 & 0.248203 \tabularnewline
3 & 0.074206 & 0.439 & 0.331677 \tabularnewline
4 & -0.018594 & -0.11 & 0.456518 \tabularnewline
5 & -0.281229 & -1.6638 & 0.052544 \tabularnewline
6 & 0.064985 & 0.3845 & 0.351483 \tabularnewline
7 & 0.131189 & 0.7761 & 0.221445 \tabularnewline
8 & -0.033814 & -0.2 & 0.421301 \tabularnewline
9 & -0.069821 & -0.4131 & 0.341039 \tabularnewline
10 & -0.235369 & -1.3925 & 0.086284 \tabularnewline
11 & -0.023378 & -0.1383 & 0.445396 \tabularnewline
12 & -0.251153 & -1.4858 & 0.073137 \tabularnewline
13 & -0.0533 & -0.3153 & 0.377194 \tabularnewline
14 & 0.168252 & 0.9954 & 0.163188 \tabularnewline
15 & 0.081309 & 0.481 & 0.316744 \tabularnewline
16 & -0.068837 & -0.4072 & 0.343155 \tabularnewline
17 & -0.082751 & -0.4896 & 0.313749 \tabularnewline
18 & -0.055778 & -0.33 & 0.371688 \tabularnewline
19 & 0.040564 & 0.24 & 0.405873 \tabularnewline
20 & -0.164022 & -0.9704 & 0.169261 \tabularnewline
21 & -0.108122 & -0.6397 & 0.26328 \tabularnewline
22 & -0.021572 & -0.1276 & 0.449589 \tabularnewline
23 & 0.041492 & 0.2455 & 0.403764 \tabularnewline
24 & -0.150832 & -0.8923 & 0.189154 \tabularnewline
25 & -0.017383 & -0.1028 & 0.459339 \tabularnewline
26 & -0.049772 & -0.2945 & 0.385075 \tabularnewline
27 & 0.007867 & 0.0465 & 0.481571 \tabularnewline
28 & 0.063995 & 0.3786 & 0.353636 \tabularnewline
29 & -0.029646 & -0.1754 & 0.430893 \tabularnewline
30 & -0.144118 & -0.8526 & 0.199836 \tabularnewline
31 & 0.035666 & 0.211 & 0.417054 \tabularnewline
32 & -0.018697 & -0.1106 & 0.456279 \tabularnewline
33 & -0.053325 & -0.3155 & 0.377137 \tabularnewline
34 & -0.035062 & -0.2074 & 0.418439 \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70706&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]0.33659[/C][C]1.9913[/C][C]0.02715[/C][/ROW]
[ROW][C]2[/C][C]0.11618[/C][C]0.6873[/C][C]0.248203[/C][/ROW]
[ROW][C]3[/C][C]0.074206[/C][C]0.439[/C][C]0.331677[/C][/ROW]
[ROW][C]4[/C][C]-0.018594[/C][C]-0.11[/C][C]0.456518[/C][/ROW]
[ROW][C]5[/C][C]-0.281229[/C][C]-1.6638[/C][C]0.052544[/C][/ROW]
[ROW][C]6[/C][C]0.064985[/C][C]0.3845[/C][C]0.351483[/C][/ROW]
[ROW][C]7[/C][C]0.131189[/C][C]0.7761[/C][C]0.221445[/C][/ROW]
[ROW][C]8[/C][C]-0.033814[/C][C]-0.2[/C][C]0.421301[/C][/ROW]
[ROW][C]9[/C][C]-0.069821[/C][C]-0.4131[/C][C]0.341039[/C][/ROW]
[ROW][C]10[/C][C]-0.235369[/C][C]-1.3925[/C][C]0.086284[/C][/ROW]
[ROW][C]11[/C][C]-0.023378[/C][C]-0.1383[/C][C]0.445396[/C][/ROW]
[ROW][C]12[/C][C]-0.251153[/C][C]-1.4858[/C][C]0.073137[/C][/ROW]
[ROW][C]13[/C][C]-0.0533[/C][C]-0.3153[/C][C]0.377194[/C][/ROW]
[ROW][C]14[/C][C]0.168252[/C][C]0.9954[/C][C]0.163188[/C][/ROW]
[ROW][C]15[/C][C]0.081309[/C][C]0.481[/C][C]0.316744[/C][/ROW]
[ROW][C]16[/C][C]-0.068837[/C][C]-0.4072[/C][C]0.343155[/C][/ROW]
[ROW][C]17[/C][C]-0.082751[/C][C]-0.4896[/C][C]0.313749[/C][/ROW]
[ROW][C]18[/C][C]-0.055778[/C][C]-0.33[/C][C]0.371688[/C][/ROW]
[ROW][C]19[/C][C]0.040564[/C][C]0.24[/C][C]0.405873[/C][/ROW]
[ROW][C]20[/C][C]-0.164022[/C][C]-0.9704[/C][C]0.169261[/C][/ROW]
[ROW][C]21[/C][C]-0.108122[/C][C]-0.6397[/C][C]0.26328[/C][/ROW]
[ROW][C]22[/C][C]-0.021572[/C][C]-0.1276[/C][C]0.449589[/C][/ROW]
[ROW][C]23[/C][C]0.041492[/C][C]0.2455[/C][C]0.403764[/C][/ROW]
[ROW][C]24[/C][C]-0.150832[/C][C]-0.8923[/C][C]0.189154[/C][/ROW]
[ROW][C]25[/C][C]-0.017383[/C][C]-0.1028[/C][C]0.459339[/C][/ROW]
[ROW][C]26[/C][C]-0.049772[/C][C]-0.2945[/C][C]0.385075[/C][/ROW]
[ROW][C]27[/C][C]0.007867[/C][C]0.0465[/C][C]0.481571[/C][/ROW]
[ROW][C]28[/C][C]0.063995[/C][C]0.3786[/C][C]0.353636[/C][/ROW]
[ROW][C]29[/C][C]-0.029646[/C][C]-0.1754[/C][C]0.430893[/C][/ROW]
[ROW][C]30[/C][C]-0.144118[/C][C]-0.8526[/C][C]0.199836[/C][/ROW]
[ROW][C]31[/C][C]0.035666[/C][C]0.211[/C][C]0.417054[/C][/ROW]
[ROW][C]32[/C][C]-0.018697[/C][C]-0.1106[/C][C]0.456279[/C][/ROW]
[ROW][C]33[/C][C]-0.053325[/C][C]-0.3155[/C][C]0.377137[/C][/ROW]
[ROW][C]34[/C][C]-0.035062[/C][C]-0.2074[/C][C]0.418439[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70706&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70706&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	0.33659	1.9913	0.02715
2	0.11618	0.6873	0.248203
3	0.074206	0.439	0.331677
4	-0.018594	-0.11	0.456518
5	-0.281229	-1.6638	0.052544
6	0.064985	0.3845	0.351483
7	0.131189	0.7761	0.221445
8	-0.033814	-0.2	0.421301
9	-0.069821	-0.4131	0.341039
10	-0.235369	-1.3925	0.086284
11	-0.023378	-0.1383	0.445396
12	-0.251153	-1.4858	0.073137
13	-0.0533	-0.3153	0.377194
14	0.168252	0.9954	0.163188
15	0.081309	0.481	0.316744
16	-0.068837	-0.4072	0.343155
17	-0.082751	-0.4896	0.313749
18	-0.055778	-0.33	0.371688
19	0.040564	0.24	0.405873
20	-0.164022	-0.9704	0.169261
21	-0.108122	-0.6397	0.26328
22	-0.021572	-0.1276	0.449589
23	0.041492	0.2455	0.403764
24	-0.150832	-0.8923	0.189154
25	-0.017383	-0.1028	0.459339
26	-0.049772	-0.2945	0.385075
27	0.007867	0.0465	0.481571
28	0.063995	0.3786	0.353636
29	-0.029646	-0.1754	0.430893
30	-0.144118	-0.8526	0.199836
31	0.035666	0.211	0.417054
32	-0.018697	-0.1106	0.456279
33	-0.053325	-0.3155	0.377137
34	-0.035062	-0.2074	0.418439
35	NA	NA	NA
36	NA	NA	NA

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 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; 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