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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 30 Dec 2009 10:11:34 -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/30/t1262193181j921rekjamjesax.htm/, Retrieved Sun, 28 Apr 2024 20:20:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71331, Retrieved Sun, 28 Apr 2024 20:20:48 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

137

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [WS 8: ACF 1] [2009-11-27 12:58:19] [b97b96148b0223bc16666763988dc147]
-    D            [(Partial) Autocorrelation Function] [ACF1 Werkloosheid] [2009-12-30 17:11:34] [d17577076e7e93abbeb88e2adc301f5b] [Current]

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Dataseries X:

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Histogram

Boxplots

9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3

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=71331&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=71331&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71331&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	0.840294	6.5089	0
2	0.635226	4.9204	4e-06
3	0.536556	4.1561	5.2e-05
4	0.557069	4.315	3e-05
5	0.642844	4.9794	3e-06
6	0.684123	5.2992	1e-06
7	0.604613	4.6833	8e-06
8	0.462369	3.5815	0.000342
9	0.351167	2.7201	0.004262
10	0.333776	2.5854	0.006087
11	0.34907	2.7039	0.004452
12	0.351778	2.7249	0.004208
13	0.261956	2.0291	0.023446
14	0.165706	1.2836	0.102117
15	0.108515	0.8406	0.201967
16	0.069617	0.5393	0.295854
17	0.034782	0.2694	0.394264
18	-0.006987	-0.0541	0.47851
19	-0.071545	-0.5542	0.290756
20	-0.140997	-1.0922	0.139565
21	-0.186739	-1.4465	0.076624
22	-0.200067	-1.5497	0.063235
23	-0.211264	-1.6364	0.053491
24	-0.228402	-1.7692	0.040972
25	-0.289475	-2.2423	0.014326
26	-0.324021	-2.5099	0.007397
27	-0.315516	-2.444	0.008742
28	-0.298615	-2.3131	0.012082
29	-0.288648	-2.2359	0.014546
30	-0.296901	-2.2998	0.012478
31	-0.332242	-2.5735	0.006278
32	-0.382227	-2.9607	0.002195
33	-0.386996	-2.9977	0.001977
34	-0.326123	-2.5261	0.007095
35	-0.283741	-2.1979	0.015915
36	-0.272582	-2.1114	0.019455

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.840294 & 6.5089 & 0 \tabularnewline
2 & 0.635226 & 4.9204 & 4e-06 \tabularnewline
3 & 0.536556 & 4.1561 & 5.2e-05 \tabularnewline
4 & 0.557069 & 4.315 & 3e-05 \tabularnewline
5 & 0.642844 & 4.9794 & 3e-06 \tabularnewline
6 & 0.684123 & 5.2992 & 1e-06 \tabularnewline
7 & 0.604613 & 4.6833 & 8e-06 \tabularnewline
8 & 0.462369 & 3.5815 & 0.000342 \tabularnewline
9 & 0.351167 & 2.7201 & 0.004262 \tabularnewline
10 & 0.333776 & 2.5854 & 0.006087 \tabularnewline
11 & 0.34907 & 2.7039 & 0.004452 \tabularnewline
12 & 0.351778 & 2.7249 & 0.004208 \tabularnewline
13 & 0.261956 & 2.0291 & 0.023446 \tabularnewline
14 & 0.165706 & 1.2836 & 0.102117 \tabularnewline
15 & 0.108515 & 0.8406 & 0.201967 \tabularnewline
16 & 0.069617 & 0.5393 & 0.295854 \tabularnewline
17 & 0.034782 & 0.2694 & 0.394264 \tabularnewline
18 & -0.006987 & -0.0541 & 0.47851 \tabularnewline
19 & -0.071545 & -0.5542 & 0.290756 \tabularnewline
20 & -0.140997 & -1.0922 & 0.139565 \tabularnewline
21 & -0.186739 & -1.4465 & 0.076624 \tabularnewline
22 & -0.200067 & -1.5497 & 0.063235 \tabularnewline
23 & -0.211264 & -1.6364 & 0.053491 \tabularnewline
24 & -0.228402 & -1.7692 & 0.040972 \tabularnewline
25 & -0.289475 & -2.2423 & 0.014326 \tabularnewline
26 & -0.324021 & -2.5099 & 0.007397 \tabularnewline
27 & -0.315516 & -2.444 & 0.008742 \tabularnewline
28 & -0.298615 & -2.3131 & 0.012082 \tabularnewline
29 & -0.288648 & -2.2359 & 0.014546 \tabularnewline
30 & -0.296901 & -2.2998 & 0.012478 \tabularnewline
31 & -0.332242 & -2.5735 & 0.006278 \tabularnewline
32 & -0.382227 & -2.9607 & 0.002195 \tabularnewline
33 & -0.386996 & -2.9977 & 0.001977 \tabularnewline
34 & -0.326123 & -2.5261 & 0.007095 \tabularnewline
35 & -0.283741 & -2.1979 & 0.015915 \tabularnewline
36 & -0.272582 & -2.1114 & 0.019455 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71331&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]0.840294[/C][C]6.5089[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.635226[/C][C]4.9204[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.536556[/C][C]4.1561[/C][C]5.2e-05[/C][/ROW]
[ROW][C]4[/C][C]0.557069[/C][C]4.315[/C][C]3e-05[/C][/ROW]
[ROW][C]5[/C][C]0.642844[/C][C]4.9794[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.684123[/C][C]5.2992[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.604613[/C][C]4.6833[/C][C]8e-06[/C][/ROW]
[ROW][C]8[/C][C]0.462369[/C][C]3.5815[/C][C]0.000342[/C][/ROW]
[ROW][C]9[/C][C]0.351167[/C][C]2.7201[/C][C]0.004262[/C][/ROW]
[ROW][C]10[/C][C]0.333776[/C][C]2.5854[/C][C]0.006087[/C][/ROW]
[ROW][C]11[/C][C]0.34907[/C][C]2.7039[/C][C]0.004452[/C][/ROW]
[ROW][C]12[/C][C]0.351778[/C][C]2.7249[/C][C]0.004208[/C][/ROW]
[ROW][C]13[/C][C]0.261956[/C][C]2.0291[/C][C]0.023446[/C][/ROW]
[ROW][C]14[/C][C]0.165706[/C][C]1.2836[/C][C]0.102117[/C][/ROW]
[ROW][C]15[/C][C]0.108515[/C][C]0.8406[/C][C]0.201967[/C][/ROW]
[ROW][C]16[/C][C]0.069617[/C][C]0.5393[/C][C]0.295854[/C][/ROW]
[ROW][C]17[/C][C]0.034782[/C][C]0.2694[/C][C]0.394264[/C][/ROW]
[ROW][C]18[/C][C]-0.006987[/C][C]-0.0541[/C][C]0.47851[/C][/ROW]
[ROW][C]19[/C][C]-0.071545[/C][C]-0.5542[/C][C]0.290756[/C][/ROW]
[ROW][C]20[/C][C]-0.140997[/C][C]-1.0922[/C][C]0.139565[/C][/ROW]
[ROW][C]21[/C][C]-0.186739[/C][C]-1.4465[/C][C]0.076624[/C][/ROW]
[ROW][C]22[/C][C]-0.200067[/C][C]-1.5497[/C][C]0.063235[/C][/ROW]
[ROW][C]23[/C][C]-0.211264[/C][C]-1.6364[/C][C]0.053491[/C][/ROW]
[ROW][C]24[/C][C]-0.228402[/C][C]-1.7692[/C][C]0.040972[/C][/ROW]
[ROW][C]25[/C][C]-0.289475[/C][C]-2.2423[/C][C]0.014326[/C][/ROW]
[ROW][C]26[/C][C]-0.324021[/C][C]-2.5099[/C][C]0.007397[/C][/ROW]
[ROW][C]27[/C][C]-0.315516[/C][C]-2.444[/C][C]0.008742[/C][/ROW]
[ROW][C]28[/C][C]-0.298615[/C][C]-2.3131[/C][C]0.012082[/C][/ROW]
[ROW][C]29[/C][C]-0.288648[/C][C]-2.2359[/C][C]0.014546[/C][/ROW]
[ROW][C]30[/C][C]-0.296901[/C][C]-2.2998[/C][C]0.012478[/C][/ROW]
[ROW][C]31[/C][C]-0.332242[/C][C]-2.5735[/C][C]0.006278[/C][/ROW]
[ROW][C]32[/C][C]-0.382227[/C][C]-2.9607[/C][C]0.002195[/C][/ROW]
[ROW][C]33[/C][C]-0.386996[/C][C]-2.9977[/C][C]0.001977[/C][/ROW]
[ROW][C]34[/C][C]-0.326123[/C][C]-2.5261[/C][C]0.007095[/C][/ROW]
[ROW][C]35[/C][C]-0.283741[/C][C]-2.1979[/C][C]0.015915[/C][/ROW]
[ROW][C]36[/C][C]-0.272582[/C][C]-2.1114[/C][C]0.019455[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71331&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71331&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	0.840294	6.5089	0
2	0.635226	4.9204	4e-06
3	0.536556	4.1561	5.2e-05
4	0.557069	4.315	3e-05
5	0.642844	4.9794	3e-06
6	0.684123	5.2992	1e-06
7	0.604613	4.6833	8e-06
8	0.462369	3.5815	0.000342
9	0.351167	2.7201	0.004262
10	0.333776	2.5854	0.006087
11	0.34907	2.7039	0.004452
12	0.351778	2.7249	0.004208
13	0.261956	2.0291	0.023446
14	0.165706	1.2836	0.102117
15	0.108515	0.8406	0.201967
16	0.069617	0.5393	0.295854
17	0.034782	0.2694	0.394264
18	-0.006987	-0.0541	0.47851
19	-0.071545	-0.5542	0.290756
20	-0.140997	-1.0922	0.139565
21	-0.186739	-1.4465	0.076624
22	-0.200067	-1.5497	0.063235
23	-0.211264	-1.6364	0.053491
24	-0.228402	-1.7692	0.040972
25	-0.289475	-2.2423	0.014326
26	-0.324021	-2.5099	0.007397
27	-0.315516	-2.444	0.008742
28	-0.298615	-2.3131	0.012082
29	-0.288648	-2.2359	0.014546
30	-0.296901	-2.2998	0.012478
31	-0.332242	-2.5735	0.006278
32	-0.382227	-2.9607	0.002195
33	-0.386996	-2.9977	0.001977
34	-0.326123	-2.5261	0.007095
35	-0.283741	-2.1979	0.015915
36	-0.272582	-2.1114	0.019455

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.840294	6.5089	0
2	-0.241124	-1.8677	0.033342
3	0.277034	2.1459	0.017968
4	0.256509	1.9869	0.025752
5	0.272197	2.1084	0.019589
6	0.064009	0.4958	0.31092
7	-0.154442	-1.1963	0.118142
8	-0.120579	-0.934	0.177023
9	-0.110113	-0.8529	0.198545
10	0.004472	0.0346	0.48624
11	-0.142133	-1.101	0.137656
12	0.007105	0.055	0.478146
13	-0.239707	-1.8568	0.034128
14	0.129846	1.0058	0.15928
15	-0.037801	-0.2928	0.38534
16	-0.107851	-0.8354	0.203401
17	-0.090083	-0.6978	0.244006
18	-0.050322	-0.3898	0.349035
19	-0.032017	-0.248	0.40249
20	-0.10205	-0.7905	0.216182
21	-0.000643	-0.005	0.498021
22	-0.020878	-0.1617	0.436035
23	0.073278	0.5676	0.286209
24	0.01916	0.1484	0.441257
25	-0.09986	-0.7735	0.221129
26	0.125714	0.9738	0.167038
27	0.034967	0.2708	0.393718
28	0.043621	0.3379	0.368315
29	-0.006746	-0.0523	0.479249
30	-0.003314	-0.0257	0.489804
31	-0.049558	-0.3839	0.351216
32	-0.149997	-1.1619	0.124945
33	0.019964	0.1546	0.438811
34	0.037193	0.2881	0.387133
35	-0.053882	-0.4174	0.338951
36	-0.002638	-0.0204	0.491881

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.840294 & 6.5089 & 0 \tabularnewline
2 & -0.241124 & -1.8677 & 0.033342 \tabularnewline
3 & 0.277034 & 2.1459 & 0.017968 \tabularnewline
4 & 0.256509 & 1.9869 & 0.025752 \tabularnewline
5 & 0.272197 & 2.1084 & 0.019589 \tabularnewline
6 & 0.064009 & 0.4958 & 0.31092 \tabularnewline
7 & -0.154442 & -1.1963 & 0.118142 \tabularnewline
8 & -0.120579 & -0.934 & 0.177023 \tabularnewline
9 & -0.110113 & -0.8529 & 0.198545 \tabularnewline
10 & 0.004472 & 0.0346 & 0.48624 \tabularnewline
11 & -0.142133 & -1.101 & 0.137656 \tabularnewline
12 & 0.007105 & 0.055 & 0.478146 \tabularnewline
13 & -0.239707 & -1.8568 & 0.034128 \tabularnewline
14 & 0.129846 & 1.0058 & 0.15928 \tabularnewline
15 & -0.037801 & -0.2928 & 0.38534 \tabularnewline
16 & -0.107851 & -0.8354 & 0.203401 \tabularnewline
17 & -0.090083 & -0.6978 & 0.244006 \tabularnewline
18 & -0.050322 & -0.3898 & 0.349035 \tabularnewline
19 & -0.032017 & -0.248 & 0.40249 \tabularnewline
20 & -0.10205 & -0.7905 & 0.216182 \tabularnewline
21 & -0.000643 & -0.005 & 0.498021 \tabularnewline
22 & -0.020878 & -0.1617 & 0.436035 \tabularnewline
23 & 0.073278 & 0.5676 & 0.286209 \tabularnewline
24 & 0.01916 & 0.1484 & 0.441257 \tabularnewline
25 & -0.09986 & -0.7735 & 0.221129 \tabularnewline
26 & 0.125714 & 0.9738 & 0.167038 \tabularnewline
27 & 0.034967 & 0.2708 & 0.393718 \tabularnewline
28 & 0.043621 & 0.3379 & 0.368315 \tabularnewline
29 & -0.006746 & -0.0523 & 0.479249 \tabularnewline
30 & -0.003314 & -0.0257 & 0.489804 \tabularnewline
31 & -0.049558 & -0.3839 & 0.351216 \tabularnewline
32 & -0.149997 & -1.1619 & 0.124945 \tabularnewline
33 & 0.019964 & 0.1546 & 0.438811 \tabularnewline
34 & 0.037193 & 0.2881 & 0.387133 \tabularnewline
35 & -0.053882 & -0.4174 & 0.338951 \tabularnewline
36 & -0.002638 & -0.0204 & 0.491881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71331&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]0.840294[/C][C]6.5089[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.241124[/C][C]-1.8677[/C][C]0.033342[/C][/ROW]
[ROW][C]3[/C][C]0.277034[/C][C]2.1459[/C][C]0.017968[/C][/ROW]
[ROW][C]4[/C][C]0.256509[/C][C]1.9869[/C][C]0.025752[/C][/ROW]
[ROW][C]5[/C][C]0.272197[/C][C]2.1084[/C][C]0.019589[/C][/ROW]
[ROW][C]6[/C][C]0.064009[/C][C]0.4958[/C][C]0.31092[/C][/ROW]
[ROW][C]7[/C][C]-0.154442[/C][C]-1.1963[/C][C]0.118142[/C][/ROW]
[ROW][C]8[/C][C]-0.120579[/C][C]-0.934[/C][C]0.177023[/C][/ROW]
[ROW][C]9[/C][C]-0.110113[/C][C]-0.8529[/C][C]0.198545[/C][/ROW]
[ROW][C]10[/C][C]0.004472[/C][C]0.0346[/C][C]0.48624[/C][/ROW]
[ROW][C]11[/C][C]-0.142133[/C][C]-1.101[/C][C]0.137656[/C][/ROW]
[ROW][C]12[/C][C]0.007105[/C][C]0.055[/C][C]0.478146[/C][/ROW]
[ROW][C]13[/C][C]-0.239707[/C][C]-1.8568[/C][C]0.034128[/C][/ROW]
[ROW][C]14[/C][C]0.129846[/C][C]1.0058[/C][C]0.15928[/C][/ROW]
[ROW][C]15[/C][C]-0.037801[/C][C]-0.2928[/C][C]0.38534[/C][/ROW]
[ROW][C]16[/C][C]-0.107851[/C][C]-0.8354[/C][C]0.203401[/C][/ROW]
[ROW][C]17[/C][C]-0.090083[/C][C]-0.6978[/C][C]0.244006[/C][/ROW]
[ROW][C]18[/C][C]-0.050322[/C][C]-0.3898[/C][C]0.349035[/C][/ROW]
[ROW][C]19[/C][C]-0.032017[/C][C]-0.248[/C][C]0.40249[/C][/ROW]
[ROW][C]20[/C][C]-0.10205[/C][C]-0.7905[/C][C]0.216182[/C][/ROW]
[ROW][C]21[/C][C]-0.000643[/C][C]-0.005[/C][C]0.498021[/C][/ROW]
[ROW][C]22[/C][C]-0.020878[/C][C]-0.1617[/C][C]0.436035[/C][/ROW]
[ROW][C]23[/C][C]0.073278[/C][C]0.5676[/C][C]0.286209[/C][/ROW]
[ROW][C]24[/C][C]0.01916[/C][C]0.1484[/C][C]0.441257[/C][/ROW]
[ROW][C]25[/C][C]-0.09986[/C][C]-0.7735[/C][C]0.221129[/C][/ROW]
[ROW][C]26[/C][C]0.125714[/C][C]0.9738[/C][C]0.167038[/C][/ROW]
[ROW][C]27[/C][C]0.034967[/C][C]0.2708[/C][C]0.393718[/C][/ROW]
[ROW][C]28[/C][C]0.043621[/C][C]0.3379[/C][C]0.368315[/C][/ROW]
[ROW][C]29[/C][C]-0.006746[/C][C]-0.0523[/C][C]0.479249[/C][/ROW]
[ROW][C]30[/C][C]-0.003314[/C][C]-0.0257[/C][C]0.489804[/C][/ROW]
[ROW][C]31[/C][C]-0.049558[/C][C]-0.3839[/C][C]0.351216[/C][/ROW]
[ROW][C]32[/C][C]-0.149997[/C][C]-1.1619[/C][C]0.124945[/C][/ROW]
[ROW][C]33[/C][C]0.019964[/C][C]0.1546[/C][C]0.438811[/C][/ROW]
[ROW][C]34[/C][C]0.037193[/C][C]0.2881[/C][C]0.387133[/C][/ROW]
[ROW][C]35[/C][C]-0.053882[/C][C]-0.4174[/C][C]0.338951[/C][/ROW]
[ROW][C]36[/C][C]-0.002638[/C][C]-0.0204[/C][C]0.491881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71331&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71331&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	0.840294	6.5089	0
2	-0.241124	-1.8677	0.033342
3	0.277034	2.1459	0.017968
4	0.256509	1.9869	0.025752
5	0.272197	2.1084	0.019589
6	0.064009	0.4958	0.31092
7	-0.154442	-1.1963	0.118142
8	-0.120579	-0.934	0.177023
9	-0.110113	-0.8529	0.198545
10	0.004472	0.0346	0.48624
11	-0.142133	-1.101	0.137656
12	0.007105	0.055	0.478146
13	-0.239707	-1.8568	0.034128
14	0.129846	1.0058	0.15928
15	-0.037801	-0.2928	0.38534
16	-0.107851	-0.8354	0.203401
17	-0.090083	-0.6978	0.244006
18	-0.050322	-0.3898	0.349035
19	-0.032017	-0.248	0.40249
20	-0.10205	-0.7905	0.216182
21	-0.000643	-0.005	0.498021
22	-0.020878	-0.1617	0.436035
23	0.073278	0.5676	0.286209
24	0.01916	0.1484	0.441257
25	-0.09986	-0.7735	0.221129
26	0.125714	0.9738	0.167038
27	0.034967	0.2708	0.393718
28	0.043621	0.3379	0.368315
29	-0.006746	-0.0523	0.479249
30	-0.003314	-0.0257	0.489804
31	-0.049558	-0.3839	0.351216
32	-0.149997	-1.1619	0.124945
33	0.019964	0.1546	0.438811
34	0.037193	0.2881	0.387133
35	-0.053882	-0.4174	0.338951
36	-0.002638	-0.0204	0.491881

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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