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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 11:04:56 -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/Nov/24/t12590859315zxwvh6kdua8v0n.htm/, Retrieved Fri, 19 Apr 2024 09:26:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59194, Retrieved Fri, 19 Apr 2024 09:26:18 +0000

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Estimated Impact

166

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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D          [(Partial) Autocorrelation Function] [] [2009-11-24 18:04:56] [508aab72d879399b4187e5fcd8f7c773] [Current]

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Dataseries X:

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Boxplots

8.9
8.8
8.3
7.5
7.2
7.4
8.8
9.3
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

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=59194&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=59194&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59194&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	0.83794	5.8054	0
2	0.499942	3.4637	0.000566
3	0.204141	1.4143	0.081859
4	0.081275	0.5631	0.287998
5	0.129563	0.8976	0.186929
6	0.220132	1.5251	0.066896
7	0.250395	1.7348	0.044598
8	0.211256	1.4636	0.074907
9	0.144079	0.9982	0.161593
10	0.109696	0.76	0.225486
11	0.105189	0.7288	0.234842
12	0.09128	0.6324	0.265062
13	0.05534	0.3834	0.351557
14	-0.005552	-0.0385	0.484739
15	-0.072757	-0.5041	0.308257
16	-0.119629	-0.8288	0.205656
17	-0.155207	-1.0753	0.143806
18	-0.180772	-1.2524	0.108242
19	-0.198158	-1.3729	0.088085
20	-0.210872	-1.461	0.075271
21	-0.234628	-1.6256	0.055297
22	-0.274045	-1.8986	0.031816
23	-0.300778	-2.0838	0.021261
24	-0.292434	-2.026	0.024169
25	-0.247373	-1.7138	0.046504
26	-0.195329	-1.3533	0.091153
27	-0.175998	-1.2193	0.114335
28	-0.180394	-1.2498	0.108715
29	-0.167071	-1.1575	0.126397
30	-0.109687	-0.7599	0.225505
31	-0.026434	-0.1831	0.427731
32	0.016764	0.1161	0.454011
33	-0.033446	-0.2317	0.408871
34	-0.152056	-1.0535	0.148699
35	-0.260347	-1.8037	0.038775
36	-0.26491	-1.8353	0.036327

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.83794 & 5.8054 & 0 \tabularnewline
2 & 0.499942 & 3.4637 & 0.000566 \tabularnewline
3 & 0.204141 & 1.4143 & 0.081859 \tabularnewline
4 & 0.081275 & 0.5631 & 0.287998 \tabularnewline
5 & 0.129563 & 0.8976 & 0.186929 \tabularnewline
6 & 0.220132 & 1.5251 & 0.066896 \tabularnewline
7 & 0.250395 & 1.7348 & 0.044598 \tabularnewline
8 & 0.211256 & 1.4636 & 0.074907 \tabularnewline
9 & 0.144079 & 0.9982 & 0.161593 \tabularnewline
10 & 0.109696 & 0.76 & 0.225486 \tabularnewline
11 & 0.105189 & 0.7288 & 0.234842 \tabularnewline
12 & 0.09128 & 0.6324 & 0.265062 \tabularnewline
13 & 0.05534 & 0.3834 & 0.351557 \tabularnewline
14 & -0.005552 & -0.0385 & 0.484739 \tabularnewline
15 & -0.072757 & -0.5041 & 0.308257 \tabularnewline
16 & -0.119629 & -0.8288 & 0.205656 \tabularnewline
17 & -0.155207 & -1.0753 & 0.143806 \tabularnewline
18 & -0.180772 & -1.2524 & 0.108242 \tabularnewline
19 & -0.198158 & -1.3729 & 0.088085 \tabularnewline
20 & -0.210872 & -1.461 & 0.075271 \tabularnewline
21 & -0.234628 & -1.6256 & 0.055297 \tabularnewline
22 & -0.274045 & -1.8986 & 0.031816 \tabularnewline
23 & -0.300778 & -2.0838 & 0.021261 \tabularnewline
24 & -0.292434 & -2.026 & 0.024169 \tabularnewline
25 & -0.247373 & -1.7138 & 0.046504 \tabularnewline
26 & -0.195329 & -1.3533 & 0.091153 \tabularnewline
27 & -0.175998 & -1.2193 & 0.114335 \tabularnewline
28 & -0.180394 & -1.2498 & 0.108715 \tabularnewline
29 & -0.167071 & -1.1575 & 0.126397 \tabularnewline
30 & -0.109687 & -0.7599 & 0.225505 \tabularnewline
31 & -0.026434 & -0.1831 & 0.427731 \tabularnewline
32 & 0.016764 & 0.1161 & 0.454011 \tabularnewline
33 & -0.033446 & -0.2317 & 0.408871 \tabularnewline
34 & -0.152056 & -1.0535 & 0.148699 \tabularnewline
35 & -0.260347 & -1.8037 & 0.038775 \tabularnewline
36 & -0.26491 & -1.8353 & 0.036327 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59194&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]0.83794[/C][C]5.8054[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.499942[/C][C]3.4637[/C][C]0.000566[/C][/ROW]
[ROW][C]3[/C][C]0.204141[/C][C]1.4143[/C][C]0.081859[/C][/ROW]
[ROW][C]4[/C][C]0.081275[/C][C]0.5631[/C][C]0.287998[/C][/ROW]
[ROW][C]5[/C][C]0.129563[/C][C]0.8976[/C][C]0.186929[/C][/ROW]
[ROW][C]6[/C][C]0.220132[/C][C]1.5251[/C][C]0.066896[/C][/ROW]
[ROW][C]7[/C][C]0.250395[/C][C]1.7348[/C][C]0.044598[/C][/ROW]
[ROW][C]8[/C][C]0.211256[/C][C]1.4636[/C][C]0.074907[/C][/ROW]
[ROW][C]9[/C][C]0.144079[/C][C]0.9982[/C][C]0.161593[/C][/ROW]
[ROW][C]10[/C][C]0.109696[/C][C]0.76[/C][C]0.225486[/C][/ROW]
[ROW][C]11[/C][C]0.105189[/C][C]0.7288[/C][C]0.234842[/C][/ROW]
[ROW][C]12[/C][C]0.09128[/C][C]0.6324[/C][C]0.265062[/C][/ROW]
[ROW][C]13[/C][C]0.05534[/C][C]0.3834[/C][C]0.351557[/C][/ROW]
[ROW][C]14[/C][C]-0.005552[/C][C]-0.0385[/C][C]0.484739[/C][/ROW]
[ROW][C]15[/C][C]-0.072757[/C][C]-0.5041[/C][C]0.308257[/C][/ROW]
[ROW][C]16[/C][C]-0.119629[/C][C]-0.8288[/C][C]0.205656[/C][/ROW]
[ROW][C]17[/C][C]-0.155207[/C][C]-1.0753[/C][C]0.143806[/C][/ROW]
[ROW][C]18[/C][C]-0.180772[/C][C]-1.2524[/C][C]0.108242[/C][/ROW]
[ROW][C]19[/C][C]-0.198158[/C][C]-1.3729[/C][C]0.088085[/C][/ROW]
[ROW][C]20[/C][C]-0.210872[/C][C]-1.461[/C][C]0.075271[/C][/ROW]
[ROW][C]21[/C][C]-0.234628[/C][C]-1.6256[/C][C]0.055297[/C][/ROW]
[ROW][C]22[/C][C]-0.274045[/C][C]-1.8986[/C][C]0.031816[/C][/ROW]
[ROW][C]23[/C][C]-0.300778[/C][C]-2.0838[/C][C]0.021261[/C][/ROW]
[ROW][C]24[/C][C]-0.292434[/C][C]-2.026[/C][C]0.024169[/C][/ROW]
[ROW][C]25[/C][C]-0.247373[/C][C]-1.7138[/C][C]0.046504[/C][/ROW]
[ROW][C]26[/C][C]-0.195329[/C][C]-1.3533[/C][C]0.091153[/C][/ROW]
[ROW][C]27[/C][C]-0.175998[/C][C]-1.2193[/C][C]0.114335[/C][/ROW]
[ROW][C]28[/C][C]-0.180394[/C][C]-1.2498[/C][C]0.108715[/C][/ROW]
[ROW][C]29[/C][C]-0.167071[/C][C]-1.1575[/C][C]0.126397[/C][/ROW]
[ROW][C]30[/C][C]-0.109687[/C][C]-0.7599[/C][C]0.225505[/C][/ROW]
[ROW][C]31[/C][C]-0.026434[/C][C]-0.1831[/C][C]0.427731[/C][/ROW]
[ROW][C]32[/C][C]0.016764[/C][C]0.1161[/C][C]0.454011[/C][/ROW]
[ROW][C]33[/C][C]-0.033446[/C][C]-0.2317[/C][C]0.408871[/C][/ROW]
[ROW][C]34[/C][C]-0.152056[/C][C]-1.0535[/C][C]0.148699[/C][/ROW]
[ROW][C]35[/C][C]-0.260347[/C][C]-1.8037[/C][C]0.038775[/C][/ROW]
[ROW][C]36[/C][C]-0.26491[/C][C]-1.8353[/C][C]0.036327[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59194&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59194&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	0.83794	5.8054	0
2	0.499942	3.4637	0.000566
3	0.204141	1.4143	0.081859
4	0.081275	0.5631	0.287998
5	0.129563	0.8976	0.186929
6	0.220132	1.5251	0.066896
7	0.250395	1.7348	0.044598
8	0.211256	1.4636	0.074907
9	0.144079	0.9982	0.161593
10	0.109696	0.76	0.225486
11	0.105189	0.7288	0.234842
12	0.09128	0.6324	0.265062
13	0.05534	0.3834	0.351557
14	-0.005552	-0.0385	0.484739
15	-0.072757	-0.5041	0.308257
16	-0.119629	-0.8288	0.205656
17	-0.155207	-1.0753	0.143806
18	-0.180772	-1.2524	0.108242
19	-0.198158	-1.3729	0.088085
20	-0.210872	-1.461	0.075271
21	-0.234628	-1.6256	0.055297
22	-0.274045	-1.8986	0.031816
23	-0.300778	-2.0838	0.021261
24	-0.292434	-2.026	0.024169
25	-0.247373	-1.7138	0.046504
26	-0.195329	-1.3533	0.091153
27	-0.175998	-1.2193	0.114335
28	-0.180394	-1.2498	0.108715
29	-0.167071	-1.1575	0.126397
30	-0.109687	-0.7599	0.225505
31	-0.026434	-0.1831	0.427731
32	0.016764	0.1161	0.454011
33	-0.033446	-0.2317	0.408871
34	-0.152056	-1.0535	0.148699
35	-0.260347	-1.8037	0.038775
36	-0.26491	-1.8353	0.036327

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.83794	5.8054	0
2	-0.678859	-4.7033	1.1e-05
3	0.433866	3.0059	0.002101
4	0.114642	0.7943	0.215476
5	0.100121	0.6937	0.24562
6	-0.222019	-1.5382	0.065284
7	0.156455	1.084	0.1419
8	0.062144	0.4305	0.334362
9	-0.028255	-0.1958	0.422814
10	0.074683	0.5174	0.30362
11	-0.159082	-1.1022	0.137946
12	0.021847	0.1514	0.440164
13	0.01158	0.0802	0.468196
14	-0.120648	-0.8359	0.203683
15	-0.078176	-0.5416	0.295293
16	-0.018856	-0.1306	0.448305
17	-0.135217	-0.9368	0.176773
18	0.011785	0.0816	0.467633
19	-0.081135	-0.5621	0.288324
20	-0.026166	-0.1813	0.428454
21	-0.259961	-1.8011	0.038988
22	0.0901	0.6242	0.267716
23	0.041411	0.2869	0.387711
24	-0.08507	-0.5894	0.279184
25	0.038808	0.2689	0.394592
26	-0.116676	-0.8084	0.211438
27	0.044517	0.3084	0.379547
28	0.138585	0.9601	0.170896
29	0.100399	0.6956	0.245023
30	-0.014964	-0.1037	0.45893
31	-0.016061	-0.1113	0.455931
32	-0.065225	-0.4519	0.326692
33	-0.167961	-1.1637	0.125155
34	-0.007904	-0.0548	0.478277
35	-0.025538	-0.1769	0.430152
36	0.051256	0.3551	0.362032

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.83794 & 5.8054 & 0 \tabularnewline
2 & -0.678859 & -4.7033 & 1.1e-05 \tabularnewline
3 & 0.433866 & 3.0059 & 0.002101 \tabularnewline
4 & 0.114642 & 0.7943 & 0.215476 \tabularnewline
5 & 0.100121 & 0.6937 & 0.24562 \tabularnewline
6 & -0.222019 & -1.5382 & 0.065284 \tabularnewline
7 & 0.156455 & 1.084 & 0.1419 \tabularnewline
8 & 0.062144 & 0.4305 & 0.334362 \tabularnewline
9 & -0.028255 & -0.1958 & 0.422814 \tabularnewline
10 & 0.074683 & 0.5174 & 0.30362 \tabularnewline
11 & -0.159082 & -1.1022 & 0.137946 \tabularnewline
12 & 0.021847 & 0.1514 & 0.440164 \tabularnewline
13 & 0.01158 & 0.0802 & 0.468196 \tabularnewline
14 & -0.120648 & -0.8359 & 0.203683 \tabularnewline
15 & -0.078176 & -0.5416 & 0.295293 \tabularnewline
16 & -0.018856 & -0.1306 & 0.448305 \tabularnewline
17 & -0.135217 & -0.9368 & 0.176773 \tabularnewline
18 & 0.011785 & 0.0816 & 0.467633 \tabularnewline
19 & -0.081135 & -0.5621 & 0.288324 \tabularnewline
20 & -0.026166 & -0.1813 & 0.428454 \tabularnewline
21 & -0.259961 & -1.8011 & 0.038988 \tabularnewline
22 & 0.0901 & 0.6242 & 0.267716 \tabularnewline
23 & 0.041411 & 0.2869 & 0.387711 \tabularnewline
24 & -0.08507 & -0.5894 & 0.279184 \tabularnewline
25 & 0.038808 & 0.2689 & 0.394592 \tabularnewline
26 & -0.116676 & -0.8084 & 0.211438 \tabularnewline
27 & 0.044517 & 0.3084 & 0.379547 \tabularnewline
28 & 0.138585 & 0.9601 & 0.170896 \tabularnewline
29 & 0.100399 & 0.6956 & 0.245023 \tabularnewline
30 & -0.014964 & -0.1037 & 0.45893 \tabularnewline
31 & -0.016061 & -0.1113 & 0.455931 \tabularnewline
32 & -0.065225 & -0.4519 & 0.326692 \tabularnewline
33 & -0.167961 & -1.1637 & 0.125155 \tabularnewline
34 & -0.007904 & -0.0548 & 0.478277 \tabularnewline
35 & -0.025538 & -0.1769 & 0.430152 \tabularnewline
36 & 0.051256 & 0.3551 & 0.362032 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59194&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]0.83794[/C][C]5.8054[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.678859[/C][C]-4.7033[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.433866[/C][C]3.0059[/C][C]0.002101[/C][/ROW]
[ROW][C]4[/C][C]0.114642[/C][C]0.7943[/C][C]0.215476[/C][/ROW]
[ROW][C]5[/C][C]0.100121[/C][C]0.6937[/C][C]0.24562[/C][/ROW]
[ROW][C]6[/C][C]-0.222019[/C][C]-1.5382[/C][C]0.065284[/C][/ROW]
[ROW][C]7[/C][C]0.156455[/C][C]1.084[/C][C]0.1419[/C][/ROW]
[ROW][C]8[/C][C]0.062144[/C][C]0.4305[/C][C]0.334362[/C][/ROW]
[ROW][C]9[/C][C]-0.028255[/C][C]-0.1958[/C][C]0.422814[/C][/ROW]
[ROW][C]10[/C][C]0.074683[/C][C]0.5174[/C][C]0.30362[/C][/ROW]
[ROW][C]11[/C][C]-0.159082[/C][C]-1.1022[/C][C]0.137946[/C][/ROW]
[ROW][C]12[/C][C]0.021847[/C][C]0.1514[/C][C]0.440164[/C][/ROW]
[ROW][C]13[/C][C]0.01158[/C][C]0.0802[/C][C]0.468196[/C][/ROW]
[ROW][C]14[/C][C]-0.120648[/C][C]-0.8359[/C][C]0.203683[/C][/ROW]
[ROW][C]15[/C][C]-0.078176[/C][C]-0.5416[/C][C]0.295293[/C][/ROW]
[ROW][C]16[/C][C]-0.018856[/C][C]-0.1306[/C][C]0.448305[/C][/ROW]
[ROW][C]17[/C][C]-0.135217[/C][C]-0.9368[/C][C]0.176773[/C][/ROW]
[ROW][C]18[/C][C]0.011785[/C][C]0.0816[/C][C]0.467633[/C][/ROW]
[ROW][C]19[/C][C]-0.081135[/C][C]-0.5621[/C][C]0.288324[/C][/ROW]
[ROW][C]20[/C][C]-0.026166[/C][C]-0.1813[/C][C]0.428454[/C][/ROW]
[ROW][C]21[/C][C]-0.259961[/C][C]-1.8011[/C][C]0.038988[/C][/ROW]
[ROW][C]22[/C][C]0.0901[/C][C]0.6242[/C][C]0.267716[/C][/ROW]
[ROW][C]23[/C][C]0.041411[/C][C]0.2869[/C][C]0.387711[/C][/ROW]
[ROW][C]24[/C][C]-0.08507[/C][C]-0.5894[/C][C]0.279184[/C][/ROW]
[ROW][C]25[/C][C]0.038808[/C][C]0.2689[/C][C]0.394592[/C][/ROW]
[ROW][C]26[/C][C]-0.116676[/C][C]-0.8084[/C][C]0.211438[/C][/ROW]
[ROW][C]27[/C][C]0.044517[/C][C]0.3084[/C][C]0.379547[/C][/ROW]
[ROW][C]28[/C][C]0.138585[/C][C]0.9601[/C][C]0.170896[/C][/ROW]
[ROW][C]29[/C][C]0.100399[/C][C]0.6956[/C][C]0.245023[/C][/ROW]
[ROW][C]30[/C][C]-0.014964[/C][C]-0.1037[/C][C]0.45893[/C][/ROW]
[ROW][C]31[/C][C]-0.016061[/C][C]-0.1113[/C][C]0.455931[/C][/ROW]
[ROW][C]32[/C][C]-0.065225[/C][C]-0.4519[/C][C]0.326692[/C][/ROW]
[ROW][C]33[/C][C]-0.167961[/C][C]-1.1637[/C][C]0.125155[/C][/ROW]
[ROW][C]34[/C][C]-0.007904[/C][C]-0.0548[/C][C]0.478277[/C][/ROW]
[ROW][C]35[/C][C]-0.025538[/C][C]-0.1769[/C][C]0.430152[/C][/ROW]
[ROW][C]36[/C][C]0.051256[/C][C]0.3551[/C][C]0.362032[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59194&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59194&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	0.83794	5.8054	0
2	-0.678859	-4.7033	1.1e-05
3	0.433866	3.0059	0.002101
4	0.114642	0.7943	0.215476
5	0.100121	0.6937	0.24562
6	-0.222019	-1.5382	0.065284
7	0.156455	1.084	0.1419
8	0.062144	0.4305	0.334362
9	-0.028255	-0.1958	0.422814
10	0.074683	0.5174	0.30362
11	-0.159082	-1.1022	0.137946
12	0.021847	0.1514	0.440164
13	0.01158	0.0802	0.468196
14	-0.120648	-0.8359	0.203683
15	-0.078176	-0.5416	0.295293
16	-0.018856	-0.1306	0.448305
17	-0.135217	-0.9368	0.176773
18	0.011785	0.0816	0.467633
19	-0.081135	-0.5621	0.288324
20	-0.026166	-0.1813	0.428454
21	-0.259961	-1.8011	0.038988
22	0.0901	0.6242	0.267716
23	0.041411	0.2869	0.387711
24	-0.08507	-0.5894	0.279184
25	0.038808	0.2689	0.394592
26	-0.116676	-0.8084	0.211438
27	0.044517	0.3084	0.379547
28	0.138585	0.9601	0.170896
29	0.100399	0.6956	0.245023
30	-0.014964	-0.1037	0.45893
31	-0.016061	-0.1113	0.455931
32	-0.065225	-0.4519	0.326692
33	-0.167961	-1.1637	0.125155
34	-0.007904	-0.0548	0.478277
35	-0.025538	-0.1769	0.430152
36	0.051256	0.3551	0.362032

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