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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 30 Dec 2009 10:38:54 -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/t1262194848iy9o0rwln7ylvjd.htm/, Retrieved Mon, 29 Apr 2024 06:24:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71339, Retrieved Mon, 29 Apr 2024 06:24:57 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

129

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]
-   PD            [(Partial) Autocorrelation Function] [ACF2 Werkloosheid] [2009-12-30 17:38:54] [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	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=71339&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=71339&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71339&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	0.33977	2.6098	0.005732
2	-0.294344	-2.2609	0.013734
3	-0.52557	-4.037	7.9e-05
4	-0.352866	-2.7104	0.004393
5	0.144301	1.1084	0.136095
6	0.535103	4.1102	6.2e-05
7	0.353605	2.7161	0.004327
8	-0.057302	-0.4401	0.33072
9	-0.337475	-2.5922	0.006002
10	-0.321647	-2.4706	0.008198
11	-0.014378	-0.1104	0.456219
12	0.363367	2.7911	0.003533
13	0.083454	0.641	0.261995
14	-0.065542	-0.5034	0.308265
15	-0.079192	-0.6083	0.272667
16	-0.089739	-0.6893	0.246668
17	-0.004165	-0.032	0.487292
18	0.093711	0.7198	0.237243
19	0.02525	0.1939	0.423441
20	-0.052958	-0.4068	0.342821
21	-0.06043	-0.4642	0.322115
22	-0.05792	-0.4449	0.329012
23	0.043787	0.3363	0.368906
24	0.162931	1.2515	0.107847
25	-0.106974	-0.8217	0.207283
26	-0.142907	-1.0977	0.138399
27	-0.07245	-0.5565	0.289987
28	-0.015077	-0.1158	0.4541
29	0.083034	0.6378	0.263037
30	0.129643	0.9958	0.161705
31	0.038612	0.2966	0.383913
32	-0.119298	-0.9163	0.181608
33	-0.167247	-1.2846	0.101968
34	0.004414	0.0339	0.486533
35	0.171228	1.3152	0.096761
36	0.235013	1.8052	0.038076

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.33977 & 2.6098 & 0.005732 \tabularnewline
2 & -0.294344 & -2.2609 & 0.013734 \tabularnewline
3 & -0.52557 & -4.037 & 7.9e-05 \tabularnewline
4 & -0.352866 & -2.7104 & 0.004393 \tabularnewline
5 & 0.144301 & 1.1084 & 0.136095 \tabularnewline
6 & 0.535103 & 4.1102 & 6.2e-05 \tabularnewline
7 & 0.353605 & 2.7161 & 0.004327 \tabularnewline
8 & -0.057302 & -0.4401 & 0.33072 \tabularnewline
9 & -0.337475 & -2.5922 & 0.006002 \tabularnewline
10 & -0.321647 & -2.4706 & 0.008198 \tabularnewline
11 & -0.014378 & -0.1104 & 0.456219 \tabularnewline
12 & 0.363367 & 2.7911 & 0.003533 \tabularnewline
13 & 0.083454 & 0.641 & 0.261995 \tabularnewline
14 & -0.065542 & -0.5034 & 0.308265 \tabularnewline
15 & -0.079192 & -0.6083 & 0.272667 \tabularnewline
16 & -0.089739 & -0.6893 & 0.246668 \tabularnewline
17 & -0.004165 & -0.032 & 0.487292 \tabularnewline
18 & 0.093711 & 0.7198 & 0.237243 \tabularnewline
19 & 0.02525 & 0.1939 & 0.423441 \tabularnewline
20 & -0.052958 & -0.4068 & 0.342821 \tabularnewline
21 & -0.06043 & -0.4642 & 0.322115 \tabularnewline
22 & -0.05792 & -0.4449 & 0.329012 \tabularnewline
23 & 0.043787 & 0.3363 & 0.368906 \tabularnewline
24 & 0.162931 & 1.2515 & 0.107847 \tabularnewline
25 & -0.106974 & -0.8217 & 0.207283 \tabularnewline
26 & -0.142907 & -1.0977 & 0.138399 \tabularnewline
27 & -0.07245 & -0.5565 & 0.289987 \tabularnewline
28 & -0.015077 & -0.1158 & 0.4541 \tabularnewline
29 & 0.083034 & 0.6378 & 0.263037 \tabularnewline
30 & 0.129643 & 0.9958 & 0.161705 \tabularnewline
31 & 0.038612 & 0.2966 & 0.383913 \tabularnewline
32 & -0.119298 & -0.9163 & 0.181608 \tabularnewline
33 & -0.167247 & -1.2846 & 0.101968 \tabularnewline
34 & 0.004414 & 0.0339 & 0.486533 \tabularnewline
35 & 0.171228 & 1.3152 & 0.096761 \tabularnewline
36 & 0.235013 & 1.8052 & 0.038076 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71339&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]0.33977[/C][C]2.6098[/C][C]0.005732[/C][/ROW]
[ROW][C]2[/C][C]-0.294344[/C][C]-2.2609[/C][C]0.013734[/C][/ROW]
[ROW][C]3[/C][C]-0.52557[/C][C]-4.037[/C][C]7.9e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.352866[/C][C]-2.7104[/C][C]0.004393[/C][/ROW]
[ROW][C]5[/C][C]0.144301[/C][C]1.1084[/C][C]0.136095[/C][/ROW]
[ROW][C]6[/C][C]0.535103[/C][C]4.1102[/C][C]6.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.353605[/C][C]2.7161[/C][C]0.004327[/C][/ROW]
[ROW][C]8[/C][C]-0.057302[/C][C]-0.4401[/C][C]0.33072[/C][/ROW]
[ROW][C]9[/C][C]-0.337475[/C][C]-2.5922[/C][C]0.006002[/C][/ROW]
[ROW][C]10[/C][C]-0.321647[/C][C]-2.4706[/C][C]0.008198[/C][/ROW]
[ROW][C]11[/C][C]-0.014378[/C][C]-0.1104[/C][C]0.456219[/C][/ROW]
[ROW][C]12[/C][C]0.363367[/C][C]2.7911[/C][C]0.003533[/C][/ROW]
[ROW][C]13[/C][C]0.083454[/C][C]0.641[/C][C]0.261995[/C][/ROW]
[ROW][C]14[/C][C]-0.065542[/C][C]-0.5034[/C][C]0.308265[/C][/ROW]
[ROW][C]15[/C][C]-0.079192[/C][C]-0.6083[/C][C]0.272667[/C][/ROW]
[ROW][C]16[/C][C]-0.089739[/C][C]-0.6893[/C][C]0.246668[/C][/ROW]
[ROW][C]17[/C][C]-0.004165[/C][C]-0.032[/C][C]0.487292[/C][/ROW]
[ROW][C]18[/C][C]0.093711[/C][C]0.7198[/C][C]0.237243[/C][/ROW]
[ROW][C]19[/C][C]0.02525[/C][C]0.1939[/C][C]0.423441[/C][/ROW]
[ROW][C]20[/C][C]-0.052958[/C][C]-0.4068[/C][C]0.342821[/C][/ROW]
[ROW][C]21[/C][C]-0.06043[/C][C]-0.4642[/C][C]0.322115[/C][/ROW]
[ROW][C]22[/C][C]-0.05792[/C][C]-0.4449[/C][C]0.329012[/C][/ROW]
[ROW][C]23[/C][C]0.043787[/C][C]0.3363[/C][C]0.368906[/C][/ROW]
[ROW][C]24[/C][C]0.162931[/C][C]1.2515[/C][C]0.107847[/C][/ROW]
[ROW][C]25[/C][C]-0.106974[/C][C]-0.8217[/C][C]0.207283[/C][/ROW]
[ROW][C]26[/C][C]-0.142907[/C][C]-1.0977[/C][C]0.138399[/C][/ROW]
[ROW][C]27[/C][C]-0.07245[/C][C]-0.5565[/C][C]0.289987[/C][/ROW]
[ROW][C]28[/C][C]-0.015077[/C][C]-0.1158[/C][C]0.4541[/C][/ROW]
[ROW][C]29[/C][C]0.083034[/C][C]0.6378[/C][C]0.263037[/C][/ROW]
[ROW][C]30[/C][C]0.129643[/C][C]0.9958[/C][C]0.161705[/C][/ROW]
[ROW][C]31[/C][C]0.038612[/C][C]0.2966[/C][C]0.383913[/C][/ROW]
[ROW][C]32[/C][C]-0.119298[/C][C]-0.9163[/C][C]0.181608[/C][/ROW]
[ROW][C]33[/C][C]-0.167247[/C][C]-1.2846[/C][C]0.101968[/C][/ROW]
[ROW][C]34[/C][C]0.004414[/C][C]0.0339[/C][C]0.486533[/C][/ROW]
[ROW][C]35[/C][C]0.171228[/C][C]1.3152[/C][C]0.096761[/C][/ROW]
[ROW][C]36[/C][C]0.235013[/C][C]1.8052[/C][C]0.038076[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71339&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71339&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	0.33977	2.6098	0.005732
2	-0.294344	-2.2609	0.013734
3	-0.52557	-4.037	7.9e-05
4	-0.352866	-2.7104	0.004393
5	0.144301	1.1084	0.136095
6	0.535103	4.1102	6.2e-05
7	0.353605	2.7161	0.004327
8	-0.057302	-0.4401	0.33072
9	-0.337475	-2.5922	0.006002
10	-0.321647	-2.4706	0.008198
11	-0.014378	-0.1104	0.456219
12	0.363367	2.7911	0.003533
13	0.083454	0.641	0.261995
14	-0.065542	-0.5034	0.308265
15	-0.079192	-0.6083	0.272667
16	-0.089739	-0.6893	0.246668
17	-0.004165	-0.032	0.487292
18	0.093711	0.7198	0.237243
19	0.02525	0.1939	0.423441
20	-0.052958	-0.4068	0.342821
21	-0.06043	-0.4642	0.322115
22	-0.05792	-0.4449	0.329012
23	0.043787	0.3363	0.368906
24	0.162931	1.2515	0.107847
25	-0.106974	-0.8217	0.207283
26	-0.142907	-1.0977	0.138399
27	-0.07245	-0.5565	0.289987
28	-0.015077	-0.1158	0.4541
29	0.083034	0.6378	0.263037
30	0.129643	0.9958	0.161705
31	0.038612	0.2966	0.383913
32	-0.119298	-0.9163	0.181608
33	-0.167247	-1.2846	0.101968
34	0.004414	0.0339	0.486533
35	0.171228	1.3152	0.096761
36	0.235013	1.8052	0.038076

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.33977	2.6098	0.005732
2	-0.463269	-3.5584	0.000372
3	-0.319304	-2.4526	0.008579
4	-0.241156	-1.8524	0.03449
5	0.092698	0.712	0.239628
6	0.260695	2.0024	0.02492
7	0.042311	0.325	0.373165
8	0.073296	0.563	0.287786
9	0.039924	0.3067	0.380091
10	-0.001978	-0.0152	0.493965
11	0.007925	0.0609	0.475832
12	0.150498	1.156	0.126171
13	-0.463832	-3.5628	0.000367
14	0.120988	0.9293	0.178253
15	0.079394	0.6098	0.272155
16	0.006259	0.0481	0.48091
17	-0.053793	-0.4132	0.340483
18	-0.009162	-0.0704	0.472068
19	0.096169	0.7387	0.231511
20	-0.018247	-0.1402	0.444506
21	-0.044412	-0.3411	0.367108
22	-0.146389	-1.1244	0.13269
23	0.066129	0.5079	0.306692
24	0.052707	0.4048	0.343527
25	-0.162891	-1.2512	0.107902
26	-0.081698	-0.6275	0.266364
27	-0.092738	-0.7123	0.239532
28	0.064697	0.4969	0.310537
29	-0.009264	-0.0712	0.471757
30	-0.028552	-0.2193	0.413583
31	0.062837	0.4827	0.315562
32	-0.030017	-0.2306	0.409226
33	0.000754	0.0058	0.497699
34	0.245822	1.8882	0.03196
35	-0.002138	-0.0164	0.493476
36	0.026461	0.2032	0.41982

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.33977 & 2.6098 & 0.005732 \tabularnewline
2 & -0.463269 & -3.5584 & 0.000372 \tabularnewline
3 & -0.319304 & -2.4526 & 0.008579 \tabularnewline
4 & -0.241156 & -1.8524 & 0.03449 \tabularnewline
5 & 0.092698 & 0.712 & 0.239628 \tabularnewline
6 & 0.260695 & 2.0024 & 0.02492 \tabularnewline
7 & 0.042311 & 0.325 & 0.373165 \tabularnewline
8 & 0.073296 & 0.563 & 0.287786 \tabularnewline
9 & 0.039924 & 0.3067 & 0.380091 \tabularnewline
10 & -0.001978 & -0.0152 & 0.493965 \tabularnewline
11 & 0.007925 & 0.0609 & 0.475832 \tabularnewline
12 & 0.150498 & 1.156 & 0.126171 \tabularnewline
13 & -0.463832 & -3.5628 & 0.000367 \tabularnewline
14 & 0.120988 & 0.9293 & 0.178253 \tabularnewline
15 & 0.079394 & 0.6098 & 0.272155 \tabularnewline
16 & 0.006259 & 0.0481 & 0.48091 \tabularnewline
17 & -0.053793 & -0.4132 & 0.340483 \tabularnewline
18 & -0.009162 & -0.0704 & 0.472068 \tabularnewline
19 & 0.096169 & 0.7387 & 0.231511 \tabularnewline
20 & -0.018247 & -0.1402 & 0.444506 \tabularnewline
21 & -0.044412 & -0.3411 & 0.367108 \tabularnewline
22 & -0.146389 & -1.1244 & 0.13269 \tabularnewline
23 & 0.066129 & 0.5079 & 0.306692 \tabularnewline
24 & 0.052707 & 0.4048 & 0.343527 \tabularnewline
25 & -0.162891 & -1.2512 & 0.107902 \tabularnewline
26 & -0.081698 & -0.6275 & 0.266364 \tabularnewline
27 & -0.092738 & -0.7123 & 0.239532 \tabularnewline
28 & 0.064697 & 0.4969 & 0.310537 \tabularnewline
29 & -0.009264 & -0.0712 & 0.471757 \tabularnewline
30 & -0.028552 & -0.2193 & 0.413583 \tabularnewline
31 & 0.062837 & 0.4827 & 0.315562 \tabularnewline
32 & -0.030017 & -0.2306 & 0.409226 \tabularnewline
33 & 0.000754 & 0.0058 & 0.497699 \tabularnewline
34 & 0.245822 & 1.8882 & 0.03196 \tabularnewline
35 & -0.002138 & -0.0164 & 0.493476 \tabularnewline
36 & 0.026461 & 0.2032 & 0.41982 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71339&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]0.33977[/C][C]2.6098[/C][C]0.005732[/C][/ROW]
[ROW][C]2[/C][C]-0.463269[/C][C]-3.5584[/C][C]0.000372[/C][/ROW]
[ROW][C]3[/C][C]-0.319304[/C][C]-2.4526[/C][C]0.008579[/C][/ROW]
[ROW][C]4[/C][C]-0.241156[/C][C]-1.8524[/C][C]0.03449[/C][/ROW]
[ROW][C]5[/C][C]0.092698[/C][C]0.712[/C][C]0.239628[/C][/ROW]
[ROW][C]6[/C][C]0.260695[/C][C]2.0024[/C][C]0.02492[/C][/ROW]
[ROW][C]7[/C][C]0.042311[/C][C]0.325[/C][C]0.373165[/C][/ROW]
[ROW][C]8[/C][C]0.073296[/C][C]0.563[/C][C]0.287786[/C][/ROW]
[ROW][C]9[/C][C]0.039924[/C][C]0.3067[/C][C]0.380091[/C][/ROW]
[ROW][C]10[/C][C]-0.001978[/C][C]-0.0152[/C][C]0.493965[/C][/ROW]
[ROW][C]11[/C][C]0.007925[/C][C]0.0609[/C][C]0.475832[/C][/ROW]
[ROW][C]12[/C][C]0.150498[/C][C]1.156[/C][C]0.126171[/C][/ROW]
[ROW][C]13[/C][C]-0.463832[/C][C]-3.5628[/C][C]0.000367[/C][/ROW]
[ROW][C]14[/C][C]0.120988[/C][C]0.9293[/C][C]0.178253[/C][/ROW]
[ROW][C]15[/C][C]0.079394[/C][C]0.6098[/C][C]0.272155[/C][/ROW]
[ROW][C]16[/C][C]0.006259[/C][C]0.0481[/C][C]0.48091[/C][/ROW]
[ROW][C]17[/C][C]-0.053793[/C][C]-0.4132[/C][C]0.340483[/C][/ROW]
[ROW][C]18[/C][C]-0.009162[/C][C]-0.0704[/C][C]0.472068[/C][/ROW]
[ROW][C]19[/C][C]0.096169[/C][C]0.7387[/C][C]0.231511[/C][/ROW]
[ROW][C]20[/C][C]-0.018247[/C][C]-0.1402[/C][C]0.444506[/C][/ROW]
[ROW][C]21[/C][C]-0.044412[/C][C]-0.3411[/C][C]0.367108[/C][/ROW]
[ROW][C]22[/C][C]-0.146389[/C][C]-1.1244[/C][C]0.13269[/C][/ROW]
[ROW][C]23[/C][C]0.066129[/C][C]0.5079[/C][C]0.306692[/C][/ROW]
[ROW][C]24[/C][C]0.052707[/C][C]0.4048[/C][C]0.343527[/C][/ROW]
[ROW][C]25[/C][C]-0.162891[/C][C]-1.2512[/C][C]0.107902[/C][/ROW]
[ROW][C]26[/C][C]-0.081698[/C][C]-0.6275[/C][C]0.266364[/C][/ROW]
[ROW][C]27[/C][C]-0.092738[/C][C]-0.7123[/C][C]0.239532[/C][/ROW]
[ROW][C]28[/C][C]0.064697[/C][C]0.4969[/C][C]0.310537[/C][/ROW]
[ROW][C]29[/C][C]-0.009264[/C][C]-0.0712[/C][C]0.471757[/C][/ROW]
[ROW][C]30[/C][C]-0.028552[/C][C]-0.2193[/C][C]0.413583[/C][/ROW]
[ROW][C]31[/C][C]0.062837[/C][C]0.4827[/C][C]0.315562[/C][/ROW]
[ROW][C]32[/C][C]-0.030017[/C][C]-0.2306[/C][C]0.409226[/C][/ROW]
[ROW][C]33[/C][C]0.000754[/C][C]0.0058[/C][C]0.497699[/C][/ROW]
[ROW][C]34[/C][C]0.245822[/C][C]1.8882[/C][C]0.03196[/C][/ROW]
[ROW][C]35[/C][C]-0.002138[/C][C]-0.0164[/C][C]0.493476[/C][/ROW]
[ROW][C]36[/C][C]0.026461[/C][C]0.2032[/C][C]0.41982[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71339&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71339&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	0.33977	2.6098	0.005732
2	-0.463269	-3.5584	0.000372
3	-0.319304	-2.4526	0.008579
4	-0.241156	-1.8524	0.03449
5	0.092698	0.712	0.239628
6	0.260695	2.0024	0.02492
7	0.042311	0.325	0.373165
8	0.073296	0.563	0.287786
9	0.039924	0.3067	0.380091
10	-0.001978	-0.0152	0.493965
11	0.007925	0.0609	0.475832
12	0.150498	1.156	0.126171
13	-0.463832	-3.5628	0.000367
14	0.120988	0.9293	0.178253
15	0.079394	0.6098	0.272155
16	0.006259	0.0481	0.48091
17	-0.053793	-0.4132	0.340483
18	-0.009162	-0.0704	0.472068
19	0.096169	0.7387	0.231511
20	-0.018247	-0.1402	0.444506
21	-0.044412	-0.3411	0.367108
22	-0.146389	-1.1244	0.13269
23	0.066129	0.5079	0.306692
24	0.052707	0.4048	0.343527
25	-0.162891	-1.2512	0.107902
26	-0.081698	-0.6275	0.266364
27	-0.092738	-0.7123	0.239532
28	0.064697	0.4969	0.310537
29	-0.009264	-0.0712	0.471757
30	-0.028552	-0.2193	0.413583
31	0.062837	0.4827	0.315562
32	-0.030017	-0.2306	0.409226
33	0.000754	0.0058	0.497699
34	0.245822	1.8882	0.03196
35	-0.002138	-0.0164	0.493476
36	0.026461	0.2032	0.41982

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

Parameters (R input):

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