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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 25 Dec 2009 06:18:28 -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/t126174725353yibatgpygcw05.htm/, Retrieved Sat, 04 May 2024 09:57:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70709, Retrieved Sat, 04 May 2024 09:57:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

171

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)AC...] [2009-12-25 13:18:28] [a53416c107f5e7e1e12bb9940270d09d] [Current]
-               [(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=70709&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=70709&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70709&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	0.942978	6.5331	0
2	0.84333	5.8428	0
3	0.71672	4.9656	5e-06
4	0.57384	3.9757	0.000118
5	0.40285	2.791	0.003759
6	0.247441	1.7143	0.04646
7	0.101955	0.7064	0.241688
8	-0.03524	-0.2442	0.404077
9	-0.166267	-1.1519	0.127527
10	-0.269622	-1.868	0.033937
11	-0.355011	-2.4596	0.008782
12	-0.42642	-2.9543	0.002421
13	-0.451156	-3.1257	0.001504
14	-0.437878	-3.0337	0.001946
15	-0.407891	-2.826	0.003425
16	-0.376222	-2.6065	0.006074
17	-0.332135	-2.3011	0.012886
18	-0.293428	-2.0329	0.023805
19	-0.26179	-1.8137	0.037986
20	-0.238807	-1.6545	0.052276
21	-0.201935	-1.399	0.084114
22	-0.165208	-1.1446	0.129026
23	-0.130785	-0.9061	0.184703
24	-0.097146	-0.673	0.252073
25	-0.058616	-0.4061	0.343236
26	-0.033444	-0.2317	0.408877
27	-0.012448	-0.0862	0.465817
28	0.008621	0.0597	0.476311
29	0.031483	0.2181	0.41413
30	0.045535	0.3155	0.376884
31	0.060657	0.4202	0.338091
32	0.080654	0.5588	0.289451
33	0.089244	0.6183	0.26965
34	0.082807	0.5737	0.284424
35	0.070813	0.4906	0.31297
36	0.061615	0.4269	0.335686

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.942978 & 6.5331 & 0 \tabularnewline
2 & 0.84333 & 5.8428 & 0 \tabularnewline
3 & 0.71672 & 4.9656 & 5e-06 \tabularnewline
4 & 0.57384 & 3.9757 & 0.000118 \tabularnewline
5 & 0.40285 & 2.791 & 0.003759 \tabularnewline
6 & 0.247441 & 1.7143 & 0.04646 \tabularnewline
7 & 0.101955 & 0.7064 & 0.241688 \tabularnewline
8 & -0.03524 & -0.2442 & 0.404077 \tabularnewline
9 & -0.166267 & -1.1519 & 0.127527 \tabularnewline
10 & -0.269622 & -1.868 & 0.033937 \tabularnewline
11 & -0.355011 & -2.4596 & 0.008782 \tabularnewline
12 & -0.42642 & -2.9543 & 0.002421 \tabularnewline
13 & -0.451156 & -3.1257 & 0.001504 \tabularnewline
14 & -0.437878 & -3.0337 & 0.001946 \tabularnewline
15 & -0.407891 & -2.826 & 0.003425 \tabularnewline
16 & -0.376222 & -2.6065 & 0.006074 \tabularnewline
17 & -0.332135 & -2.3011 & 0.012886 \tabularnewline
18 & -0.293428 & -2.0329 & 0.023805 \tabularnewline
19 & -0.26179 & -1.8137 & 0.037986 \tabularnewline
20 & -0.238807 & -1.6545 & 0.052276 \tabularnewline
21 & -0.201935 & -1.399 & 0.084114 \tabularnewline
22 & -0.165208 & -1.1446 & 0.129026 \tabularnewline
23 & -0.130785 & -0.9061 & 0.184703 \tabularnewline
24 & -0.097146 & -0.673 & 0.252073 \tabularnewline
25 & -0.058616 & -0.4061 & 0.343236 \tabularnewline
26 & -0.033444 & -0.2317 & 0.408877 \tabularnewline
27 & -0.012448 & -0.0862 & 0.465817 \tabularnewline
28 & 0.008621 & 0.0597 & 0.476311 \tabularnewline
29 & 0.031483 & 0.2181 & 0.41413 \tabularnewline
30 & 0.045535 & 0.3155 & 0.376884 \tabularnewline
31 & 0.060657 & 0.4202 & 0.338091 \tabularnewline
32 & 0.080654 & 0.5588 & 0.289451 \tabularnewline
33 & 0.089244 & 0.6183 & 0.26965 \tabularnewline
34 & 0.082807 & 0.5737 & 0.284424 \tabularnewline
35 & 0.070813 & 0.4906 & 0.31297 \tabularnewline
36 & 0.061615 & 0.4269 & 0.335686 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70709&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]0.942978[/C][C]6.5331[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.84333[/C][C]5.8428[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.71672[/C][C]4.9656[/C][C]5e-06[/C][/ROW]
[ROW][C]4[/C][C]0.57384[/C][C]3.9757[/C][C]0.000118[/C][/ROW]
[ROW][C]5[/C][C]0.40285[/C][C]2.791[/C][C]0.003759[/C][/ROW]
[ROW][C]6[/C][C]0.247441[/C][C]1.7143[/C][C]0.04646[/C][/ROW]
[ROW][C]7[/C][C]0.101955[/C][C]0.7064[/C][C]0.241688[/C][/ROW]
[ROW][C]8[/C][C]-0.03524[/C][C]-0.2442[/C][C]0.404077[/C][/ROW]
[ROW][C]9[/C][C]-0.166267[/C][C]-1.1519[/C][C]0.127527[/C][/ROW]
[ROW][C]10[/C][C]-0.269622[/C][C]-1.868[/C][C]0.033937[/C][/ROW]
[ROW][C]11[/C][C]-0.355011[/C][C]-2.4596[/C][C]0.008782[/C][/ROW]
[ROW][C]12[/C][C]-0.42642[/C][C]-2.9543[/C][C]0.002421[/C][/ROW]
[ROW][C]13[/C][C]-0.451156[/C][C]-3.1257[/C][C]0.001504[/C][/ROW]
[ROW][C]14[/C][C]-0.437878[/C][C]-3.0337[/C][C]0.001946[/C][/ROW]
[ROW][C]15[/C][C]-0.407891[/C][C]-2.826[/C][C]0.003425[/C][/ROW]
[ROW][C]16[/C][C]-0.376222[/C][C]-2.6065[/C][C]0.006074[/C][/ROW]
[ROW][C]17[/C][C]-0.332135[/C][C]-2.3011[/C][C]0.012886[/C][/ROW]
[ROW][C]18[/C][C]-0.293428[/C][C]-2.0329[/C][C]0.023805[/C][/ROW]
[ROW][C]19[/C][C]-0.26179[/C][C]-1.8137[/C][C]0.037986[/C][/ROW]
[ROW][C]20[/C][C]-0.238807[/C][C]-1.6545[/C][C]0.052276[/C][/ROW]
[ROW][C]21[/C][C]-0.201935[/C][C]-1.399[/C][C]0.084114[/C][/ROW]
[ROW][C]22[/C][C]-0.165208[/C][C]-1.1446[/C][C]0.129026[/C][/ROW]
[ROW][C]23[/C][C]-0.130785[/C][C]-0.9061[/C][C]0.184703[/C][/ROW]
[ROW][C]24[/C][C]-0.097146[/C][C]-0.673[/C][C]0.252073[/C][/ROW]
[ROW][C]25[/C][C]-0.058616[/C][C]-0.4061[/C][C]0.343236[/C][/ROW]
[ROW][C]26[/C][C]-0.033444[/C][C]-0.2317[/C][C]0.408877[/C][/ROW]
[ROW][C]27[/C][C]-0.012448[/C][C]-0.0862[/C][C]0.465817[/C][/ROW]
[ROW][C]28[/C][C]0.008621[/C][C]0.0597[/C][C]0.476311[/C][/ROW]
[ROW][C]29[/C][C]0.031483[/C][C]0.2181[/C][C]0.41413[/C][/ROW]
[ROW][C]30[/C][C]0.045535[/C][C]0.3155[/C][C]0.376884[/C][/ROW]
[ROW][C]31[/C][C]0.060657[/C][C]0.4202[/C][C]0.338091[/C][/ROW]
[ROW][C]32[/C][C]0.080654[/C][C]0.5588[/C][C]0.289451[/C][/ROW]
[ROW][C]33[/C][C]0.089244[/C][C]0.6183[/C][C]0.26965[/C][/ROW]
[ROW][C]34[/C][C]0.082807[/C][C]0.5737[/C][C]0.284424[/C][/ROW]
[ROW][C]35[/C][C]0.070813[/C][C]0.4906[/C][C]0.31297[/C][/ROW]
[ROW][C]36[/C][C]0.061615[/C][C]0.4269[/C][C]0.335686[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70709&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70709&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	0.942978	6.5331	0
2	0.84333	5.8428	0
3	0.71672	4.9656	5e-06
4	0.57384	3.9757	0.000118
5	0.40285	2.791	0.003759
6	0.247441	1.7143	0.04646
7	0.101955	0.7064	0.241688
8	-0.03524	-0.2442	0.404077
9	-0.166267	-1.1519	0.127527
10	-0.269622	-1.868	0.033937
11	-0.355011	-2.4596	0.008782
12	-0.42642	-2.9543	0.002421
13	-0.451156	-3.1257	0.001504
14	-0.437878	-3.0337	0.001946
15	-0.407891	-2.826	0.003425
16	-0.376222	-2.6065	0.006074
17	-0.332135	-2.3011	0.012886
18	-0.293428	-2.0329	0.023805
19	-0.26179	-1.8137	0.037986
20	-0.238807	-1.6545	0.052276
21	-0.201935	-1.399	0.084114
22	-0.165208	-1.1446	0.129026
23	-0.130785	-0.9061	0.184703
24	-0.097146	-0.673	0.252073
25	-0.058616	-0.4061	0.343236
26	-0.033444	-0.2317	0.408877
27	-0.012448	-0.0862	0.465817
28	0.008621	0.0597	0.476311
29	0.031483	0.2181	0.41413
30	0.045535	0.3155	0.376884
31	0.060657	0.4202	0.338091
32	0.080654	0.5588	0.289451
33	0.089244	0.6183	0.26965
34	0.082807	0.5737	0.284424
35	0.070813	0.4906	0.31297
36	0.061615	0.4269	0.335686

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.942978	6.5331	0
2	-0.414088	-2.8689	0.003053
3	-0.188963	-1.3092	0.098353
4	-0.122997	-0.8522	0.199181
5	-0.326636	-2.263	0.014098
6	0.231897	1.6066	0.057348
7	-0.119061	-0.8249	0.20676
8	-0.131816	-0.9133	0.182838
9	-0.054143	-0.3751	0.354615
10	-0.024768	-0.1716	0.432238
11	-0.050633	-0.3508	0.363639
12	-0.095593	-0.6623	0.255478
13	0.386776	2.6797	0.005033
14	-0.114758	-0.7951	0.215244
15	-0.107915	-0.7477	0.229157
16	-0.113748	-0.7881	0.217265
17	-0.187645	-1.3	0.099898
18	-0.028918	-0.2003	0.421028
19	0.000772	0.0053	0.497877
20	-0.016986	-0.1177	0.453406
21	0.092007	0.6374	0.263434
22	0.001072	0.0074	0.497052
23	-0.102988	-0.7135	0.23949
24	-0.063899	-0.4427	0.329983
25	0.111407	0.7719	0.221993
26	-0.06152	-0.4262	0.335925
27	0.066668	0.4619	0.323123
28	-0.023105	-0.1601	0.436747
29	-0.115687	-0.8015	0.213394
30	-0.095739	-0.6633	0.255156
31	0.019015	0.1317	0.44787
32	0.035236	0.2441	0.404088
33	-0.103679	-0.7183	0.238025
34	0.084976	0.5887	0.279401
35	-0.105876	-0.7335	0.233402
36	0.00809	0.056	0.477768

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.942978 & 6.5331 & 0 \tabularnewline
2 & -0.414088 & -2.8689 & 0.003053 \tabularnewline
3 & -0.188963 & -1.3092 & 0.098353 \tabularnewline
4 & -0.122997 & -0.8522 & 0.199181 \tabularnewline
5 & -0.326636 & -2.263 & 0.014098 \tabularnewline
6 & 0.231897 & 1.6066 & 0.057348 \tabularnewline
7 & -0.119061 & -0.8249 & 0.20676 \tabularnewline
8 & -0.131816 & -0.9133 & 0.182838 \tabularnewline
9 & -0.054143 & -0.3751 & 0.354615 \tabularnewline
10 & -0.024768 & -0.1716 & 0.432238 \tabularnewline
11 & -0.050633 & -0.3508 & 0.363639 \tabularnewline
12 & -0.095593 & -0.6623 & 0.255478 \tabularnewline
13 & 0.386776 & 2.6797 & 0.005033 \tabularnewline
14 & -0.114758 & -0.7951 & 0.215244 \tabularnewline
15 & -0.107915 & -0.7477 & 0.229157 \tabularnewline
16 & -0.113748 & -0.7881 & 0.217265 \tabularnewline
17 & -0.187645 & -1.3 & 0.099898 \tabularnewline
18 & -0.028918 & -0.2003 & 0.421028 \tabularnewline
19 & 0.000772 & 0.0053 & 0.497877 \tabularnewline
20 & -0.016986 & -0.1177 & 0.453406 \tabularnewline
21 & 0.092007 & 0.6374 & 0.263434 \tabularnewline
22 & 0.001072 & 0.0074 & 0.497052 \tabularnewline
23 & -0.102988 & -0.7135 & 0.23949 \tabularnewline
24 & -0.063899 & -0.4427 & 0.329983 \tabularnewline
25 & 0.111407 & 0.7719 & 0.221993 \tabularnewline
26 & -0.06152 & -0.4262 & 0.335925 \tabularnewline
27 & 0.066668 & 0.4619 & 0.323123 \tabularnewline
28 & -0.023105 & -0.1601 & 0.436747 \tabularnewline
29 & -0.115687 & -0.8015 & 0.213394 \tabularnewline
30 & -0.095739 & -0.6633 & 0.255156 \tabularnewline
31 & 0.019015 & 0.1317 & 0.44787 \tabularnewline
32 & 0.035236 & 0.2441 & 0.404088 \tabularnewline
33 & -0.103679 & -0.7183 & 0.238025 \tabularnewline
34 & 0.084976 & 0.5887 & 0.279401 \tabularnewline
35 & -0.105876 & -0.7335 & 0.233402 \tabularnewline
36 & 0.00809 & 0.056 & 0.477768 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70709&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]0.942978[/C][C]6.5331[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.414088[/C][C]-2.8689[/C][C]0.003053[/C][/ROW]
[ROW][C]3[/C][C]-0.188963[/C][C]-1.3092[/C][C]0.098353[/C][/ROW]
[ROW][C]4[/C][C]-0.122997[/C][C]-0.8522[/C][C]0.199181[/C][/ROW]
[ROW][C]5[/C][C]-0.326636[/C][C]-2.263[/C][C]0.014098[/C][/ROW]
[ROW][C]6[/C][C]0.231897[/C][C]1.6066[/C][C]0.057348[/C][/ROW]
[ROW][C]7[/C][C]-0.119061[/C][C]-0.8249[/C][C]0.20676[/C][/ROW]
[ROW][C]8[/C][C]-0.131816[/C][C]-0.9133[/C][C]0.182838[/C][/ROW]
[ROW][C]9[/C][C]-0.054143[/C][C]-0.3751[/C][C]0.354615[/C][/ROW]
[ROW][C]10[/C][C]-0.024768[/C][C]-0.1716[/C][C]0.432238[/C][/ROW]
[ROW][C]11[/C][C]-0.050633[/C][C]-0.3508[/C][C]0.363639[/C][/ROW]
[ROW][C]12[/C][C]-0.095593[/C][C]-0.6623[/C][C]0.255478[/C][/ROW]
[ROW][C]13[/C][C]0.386776[/C][C]2.6797[/C][C]0.005033[/C][/ROW]
[ROW][C]14[/C][C]-0.114758[/C][C]-0.7951[/C][C]0.215244[/C][/ROW]
[ROW][C]15[/C][C]-0.107915[/C][C]-0.7477[/C][C]0.229157[/C][/ROW]
[ROW][C]16[/C][C]-0.113748[/C][C]-0.7881[/C][C]0.217265[/C][/ROW]
[ROW][C]17[/C][C]-0.187645[/C][C]-1.3[/C][C]0.099898[/C][/ROW]
[ROW][C]18[/C][C]-0.028918[/C][C]-0.2003[/C][C]0.421028[/C][/ROW]
[ROW][C]19[/C][C]0.000772[/C][C]0.0053[/C][C]0.497877[/C][/ROW]
[ROW][C]20[/C][C]-0.016986[/C][C]-0.1177[/C][C]0.453406[/C][/ROW]
[ROW][C]21[/C][C]0.092007[/C][C]0.6374[/C][C]0.263434[/C][/ROW]
[ROW][C]22[/C][C]0.001072[/C][C]0.0074[/C][C]0.497052[/C][/ROW]
[ROW][C]23[/C][C]-0.102988[/C][C]-0.7135[/C][C]0.23949[/C][/ROW]
[ROW][C]24[/C][C]-0.063899[/C][C]-0.4427[/C][C]0.329983[/C][/ROW]
[ROW][C]25[/C][C]0.111407[/C][C]0.7719[/C][C]0.221993[/C][/ROW]
[ROW][C]26[/C][C]-0.06152[/C][C]-0.4262[/C][C]0.335925[/C][/ROW]
[ROW][C]27[/C][C]0.066668[/C][C]0.4619[/C][C]0.323123[/C][/ROW]
[ROW][C]28[/C][C]-0.023105[/C][C]-0.1601[/C][C]0.436747[/C][/ROW]
[ROW][C]29[/C][C]-0.115687[/C][C]-0.8015[/C][C]0.213394[/C][/ROW]
[ROW][C]30[/C][C]-0.095739[/C][C]-0.6633[/C][C]0.255156[/C][/ROW]
[ROW][C]31[/C][C]0.019015[/C][C]0.1317[/C][C]0.44787[/C][/ROW]
[ROW][C]32[/C][C]0.035236[/C][C]0.2441[/C][C]0.404088[/C][/ROW]
[ROW][C]33[/C][C]-0.103679[/C][C]-0.7183[/C][C]0.238025[/C][/ROW]
[ROW][C]34[/C][C]0.084976[/C][C]0.5887[/C][C]0.279401[/C][/ROW]
[ROW][C]35[/C][C]-0.105876[/C][C]-0.7335[/C][C]0.233402[/C][/ROW]
[ROW][C]36[/C][C]0.00809[/C][C]0.056[/C][C]0.477768[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70709&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70709&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	0.942978	6.5331	0
2	-0.414088	-2.8689	0.003053
3	-0.188963	-1.3092	0.098353
4	-0.122997	-0.8522	0.199181
5	-0.326636	-2.263	0.014098
6	0.231897	1.6066	0.057348
7	-0.119061	-0.8249	0.20676
8	-0.131816	-0.9133	0.182838
9	-0.054143	-0.3751	0.354615
10	-0.024768	-0.1716	0.432238
11	-0.050633	-0.3508	0.363639
12	-0.095593	-0.6623	0.255478
13	0.386776	2.6797	0.005033
14	-0.114758	-0.7951	0.215244
15	-0.107915	-0.7477	0.229157
16	-0.113748	-0.7881	0.217265
17	-0.187645	-1.3	0.099898
18	-0.028918	-0.2003	0.421028
19	0.000772	0.0053	0.497877
20	-0.016986	-0.1177	0.453406
21	0.092007	0.6374	0.263434
22	0.001072	0.0074	0.497052
23	-0.102988	-0.7135	0.23949
24	-0.063899	-0.4427	0.329983
25	0.111407	0.7719	0.221993
26	-0.06152	-0.4262	0.335925
27	0.066668	0.4619	0.323123
28	-0.023105	-0.1601	0.436747
29	-0.115687	-0.8015	0.213394
30	-0.095739	-0.6633	0.255156
31	0.019015	0.1317	0.44787
32	0.035236	0.2441	0.404088
33	-0.103679	-0.7183	0.238025
34	0.084976	0.5887	0.279401
35	-0.105876	-0.7335	0.233402
36	0.00809	0.056	0.477768

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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