Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 12:14:07 -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/t1259090110gze2mvb07xehbfj.htm/, Retrieved Fri, 26 Apr 2024 00:52:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59244, Retrieved Fri, 26 Apr 2024 00:52:29 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

WS 8 Identifying Integration Processes

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

165

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 Identifying ...] [2009-11-24 19:14:07] [9b6f46453e60f88d91cef176fe926003] [Current]
-   PD            [(Partial) Autocorrelation Function] [WS 8 Identifying ...] [2009-11-24 19:25:42] [101f710c1bf3d900563184d79f7da6e1] 
-   P               [(Partial) Autocorrelation Function] [WS 8 Identifying ...] [2009-11-24 19:34:58] [101f710c1bf3d900563184d79f7da6e1] 
-   P                 [(Partial) Autocorrelation Function] [WS 9 Estimation o...] [2009-12-02 21:09:56] [101f710c1bf3d900563184d79f7da6e1] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=59244&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=59244&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59244&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	0.781776	6.9045	0
2	0.721089	6.3685	0
3	0.77346	6.831	0
4	0.656375	5.797	0
5	0.618311	5.4608	0
6	0.613151	5.4152	0
7	0.473424	4.1812	3.8e-05
8	0.453214	4.0027	7.1e-05
9	0.436979	3.8593	0.000116
10	0.317081	2.8004	0.003216
11	0.341129	3.0128	0.001745
12	0.400912	3.5408	0.000338
13	0.243141	2.1474	0.017435
14	0.212895	1.8802	0.031905
15	0.235868	2.0831	0.020258
16	0.185437	1.6377	0.052752
17	0.176761	1.5611	0.061273
18	0.174328	1.5396	0.06385
19	0.126779	1.1197	0.133143
20	0.109971	0.9712	0.167217
21	0.090998	0.8037	0.212014
22	0.045977	0.4061	0.342905
23	0.068334	0.6035	0.273961
24	0.101744	0.8986	0.185822
25	0.03416	0.3017	0.381844
26	-0.02271	-0.2006	0.42078
27	0.002212	0.0195	0.49223
28	-0.009584	-0.0846	0.466382
29	-0.038533	-0.3403	0.367266
30	-0.040097	-0.3541	0.362099
31	-0.059001	-0.5211	0.301893
32	-0.118926	-1.0503	0.148405
33	-0.130294	-1.1507	0.126681
34	-0.160977	-1.4217	0.079549
35	-0.183701	-1.6224	0.054376
36	-0.142287	-1.2566	0.106316

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.781776 & 6.9045 & 0 \tabularnewline
2 & 0.721089 & 6.3685 & 0 \tabularnewline
3 & 0.77346 & 6.831 & 0 \tabularnewline
4 & 0.656375 & 5.797 & 0 \tabularnewline
5 & 0.618311 & 5.4608 & 0 \tabularnewline
6 & 0.613151 & 5.4152 & 0 \tabularnewline
7 & 0.473424 & 4.1812 & 3.8e-05 \tabularnewline
8 & 0.453214 & 4.0027 & 7.1e-05 \tabularnewline
9 & 0.436979 & 3.8593 & 0.000116 \tabularnewline
10 & 0.317081 & 2.8004 & 0.003216 \tabularnewline
11 & 0.341129 & 3.0128 & 0.001745 \tabularnewline
12 & 0.400912 & 3.5408 & 0.000338 \tabularnewline
13 & 0.243141 & 2.1474 & 0.017435 \tabularnewline
14 & 0.212895 & 1.8802 & 0.031905 \tabularnewline
15 & 0.235868 & 2.0831 & 0.020258 \tabularnewline
16 & 0.185437 & 1.6377 & 0.052752 \tabularnewline
17 & 0.176761 & 1.5611 & 0.061273 \tabularnewline
18 & 0.174328 & 1.5396 & 0.06385 \tabularnewline
19 & 0.126779 & 1.1197 & 0.133143 \tabularnewline
20 & 0.109971 & 0.9712 & 0.167217 \tabularnewline
21 & 0.090998 & 0.8037 & 0.212014 \tabularnewline
22 & 0.045977 & 0.4061 & 0.342905 \tabularnewline
23 & 0.068334 & 0.6035 & 0.273961 \tabularnewline
24 & 0.101744 & 0.8986 & 0.185822 \tabularnewline
25 & 0.03416 & 0.3017 & 0.381844 \tabularnewline
26 & -0.02271 & -0.2006 & 0.42078 \tabularnewline
27 & 0.002212 & 0.0195 & 0.49223 \tabularnewline
28 & -0.009584 & -0.0846 & 0.466382 \tabularnewline
29 & -0.038533 & -0.3403 & 0.367266 \tabularnewline
30 & -0.040097 & -0.3541 & 0.362099 \tabularnewline
31 & -0.059001 & -0.5211 & 0.301893 \tabularnewline
32 & -0.118926 & -1.0503 & 0.148405 \tabularnewline
33 & -0.130294 & -1.1507 & 0.126681 \tabularnewline
34 & -0.160977 & -1.4217 & 0.079549 \tabularnewline
35 & -0.183701 & -1.6224 & 0.054376 \tabularnewline
36 & -0.142287 & -1.2566 & 0.106316 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59244&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]0.781776[/C][C]6.9045[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.721089[/C][C]6.3685[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.77346[/C][C]6.831[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.656375[/C][C]5.797[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.618311[/C][C]5.4608[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.613151[/C][C]5.4152[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.473424[/C][C]4.1812[/C][C]3.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.453214[/C][C]4.0027[/C][C]7.1e-05[/C][/ROW]
[ROW][C]9[/C][C]0.436979[/C][C]3.8593[/C][C]0.000116[/C][/ROW]
[ROW][C]10[/C][C]0.317081[/C][C]2.8004[/C][C]0.003216[/C][/ROW]
[ROW][C]11[/C][C]0.341129[/C][C]3.0128[/C][C]0.001745[/C][/ROW]
[ROW][C]12[/C][C]0.400912[/C][C]3.5408[/C][C]0.000338[/C][/ROW]
[ROW][C]13[/C][C]0.243141[/C][C]2.1474[/C][C]0.017435[/C][/ROW]
[ROW][C]14[/C][C]0.212895[/C][C]1.8802[/C][C]0.031905[/C][/ROW]
[ROW][C]15[/C][C]0.235868[/C][C]2.0831[/C][C]0.020258[/C][/ROW]
[ROW][C]16[/C][C]0.185437[/C][C]1.6377[/C][C]0.052752[/C][/ROW]
[ROW][C]17[/C][C]0.176761[/C][C]1.5611[/C][C]0.061273[/C][/ROW]
[ROW][C]18[/C][C]0.174328[/C][C]1.5396[/C][C]0.06385[/C][/ROW]
[ROW][C]19[/C][C]0.126779[/C][C]1.1197[/C][C]0.133143[/C][/ROW]
[ROW][C]20[/C][C]0.109971[/C][C]0.9712[/C][C]0.167217[/C][/ROW]
[ROW][C]21[/C][C]0.090998[/C][C]0.8037[/C][C]0.212014[/C][/ROW]
[ROW][C]22[/C][C]0.045977[/C][C]0.4061[/C][C]0.342905[/C][/ROW]
[ROW][C]23[/C][C]0.068334[/C][C]0.6035[/C][C]0.273961[/C][/ROW]
[ROW][C]24[/C][C]0.101744[/C][C]0.8986[/C][C]0.185822[/C][/ROW]
[ROW][C]25[/C][C]0.03416[/C][C]0.3017[/C][C]0.381844[/C][/ROW]
[ROW][C]26[/C][C]-0.02271[/C][C]-0.2006[/C][C]0.42078[/C][/ROW]
[ROW][C]27[/C][C]0.002212[/C][C]0.0195[/C][C]0.49223[/C][/ROW]
[ROW][C]28[/C][C]-0.009584[/C][C]-0.0846[/C][C]0.466382[/C][/ROW]
[ROW][C]29[/C][C]-0.038533[/C][C]-0.3403[/C][C]0.367266[/C][/ROW]
[ROW][C]30[/C][C]-0.040097[/C][C]-0.3541[/C][C]0.362099[/C][/ROW]
[ROW][C]31[/C][C]-0.059001[/C][C]-0.5211[/C][C]0.301893[/C][/ROW]
[ROW][C]32[/C][C]-0.118926[/C][C]-1.0503[/C][C]0.148405[/C][/ROW]
[ROW][C]33[/C][C]-0.130294[/C][C]-1.1507[/C][C]0.126681[/C][/ROW]
[ROW][C]34[/C][C]-0.160977[/C][C]-1.4217[/C][C]0.079549[/C][/ROW]
[ROW][C]35[/C][C]-0.183701[/C][C]-1.6224[/C][C]0.054376[/C][/ROW]
[ROW][C]36[/C][C]-0.142287[/C][C]-1.2566[/C][C]0.106316[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59244&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59244&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	0.781776	6.9045	0
2	0.721089	6.3685	0
3	0.77346	6.831	0
4	0.656375	5.797	0
5	0.618311	5.4608	0
6	0.613151	5.4152	0
7	0.473424	4.1812	3.8e-05
8	0.453214	4.0027	7.1e-05
9	0.436979	3.8593	0.000116
10	0.317081	2.8004	0.003216
11	0.341129	3.0128	0.001745
12	0.400912	3.5408	0.000338
13	0.243141	2.1474	0.017435
14	0.212895	1.8802	0.031905
15	0.235868	2.0831	0.020258
16	0.185437	1.6377	0.052752
17	0.176761	1.5611	0.061273
18	0.174328	1.5396	0.06385
19	0.126779	1.1197	0.133143
20	0.109971	0.9712	0.167217
21	0.090998	0.8037	0.212014
22	0.045977	0.4061	0.342905
23	0.068334	0.6035	0.273961
24	0.101744	0.8986	0.185822
25	0.03416	0.3017	0.381844
26	-0.02271	-0.2006	0.42078
27	0.002212	0.0195	0.49223
28	-0.009584	-0.0846	0.466382
29	-0.038533	-0.3403	0.367266
30	-0.040097	-0.3541	0.362099
31	-0.059001	-0.5211	0.301893
32	-0.118926	-1.0503	0.148405
33	-0.130294	-1.1507	0.126681
34	-0.160977	-1.4217	0.079549
35	-0.183701	-1.6224	0.054376
36	-0.142287	-1.2566	0.106316

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.781776	6.9045	0
2	0.282684	2.4966	0.007324
3	0.413947	3.6559	0.000232
4	-0.158283	-1.3979	0.08305
5	0.046158	0.4077	0.342322
6	-0.025769	-0.2276	0.410282
7	-0.244856	-2.1625	0.016822
8	0.039751	0.3511	0.36324
9	-0.024204	-0.2138	0.415643
10	-0.080532	-0.7112	0.239529
11	0.176056	1.5549	0.062011
12	0.306628	2.7081	0.004157
13	-0.279457	-2.4681	0.007886
14	-0.164259	-1.4507	0.075438
15	-0.063886	-0.5642	0.287109
16	0.162363	1.434	0.077791
17	-0.040377	-0.3566	0.361177
18	0.042608	0.3763	0.353857
19	0.136646	1.2068	0.115573
20	-0.153317	-1.3541	0.089813
21	-0.104312	-0.9213	0.179879
22	0.000365	0.0032	0.498717
23	0.048787	0.4309	0.333873
24	0.037644	0.3325	0.370217
25	0.078598	0.6942	0.244822
26	-0.154248	-1.3623	0.088515
27	-0.055575	-0.4908	0.312464
28	-0.051885	-0.4582	0.324027
29	0.030698	0.2711	0.393508
30	-0.034829	-0.3076	0.379603
31	0.035079	0.3098	0.378765
32	-0.090556	-0.7998	0.213136
33	-0.056538	-0.4993	0.309475
34	-0.074771	-0.6604	0.255484
35	-0.058361	-0.5154	0.303855
36	0.114652	1.0126	0.157197

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.781776 & 6.9045 & 0 \tabularnewline
2 & 0.282684 & 2.4966 & 0.007324 \tabularnewline
3 & 0.413947 & 3.6559 & 0.000232 \tabularnewline
4 & -0.158283 & -1.3979 & 0.08305 \tabularnewline
5 & 0.046158 & 0.4077 & 0.342322 \tabularnewline
6 & -0.025769 & -0.2276 & 0.410282 \tabularnewline
7 & -0.244856 & -2.1625 & 0.016822 \tabularnewline
8 & 0.039751 & 0.3511 & 0.36324 \tabularnewline
9 & -0.024204 & -0.2138 & 0.415643 \tabularnewline
10 & -0.080532 & -0.7112 & 0.239529 \tabularnewline
11 & 0.176056 & 1.5549 & 0.062011 \tabularnewline
12 & 0.306628 & 2.7081 & 0.004157 \tabularnewline
13 & -0.279457 & -2.4681 & 0.007886 \tabularnewline
14 & -0.164259 & -1.4507 & 0.075438 \tabularnewline
15 & -0.063886 & -0.5642 & 0.287109 \tabularnewline
16 & 0.162363 & 1.434 & 0.077791 \tabularnewline
17 & -0.040377 & -0.3566 & 0.361177 \tabularnewline
18 & 0.042608 & 0.3763 & 0.353857 \tabularnewline
19 & 0.136646 & 1.2068 & 0.115573 \tabularnewline
20 & -0.153317 & -1.3541 & 0.089813 \tabularnewline
21 & -0.104312 & -0.9213 & 0.179879 \tabularnewline
22 & 0.000365 & 0.0032 & 0.498717 \tabularnewline
23 & 0.048787 & 0.4309 & 0.333873 \tabularnewline
24 & 0.037644 & 0.3325 & 0.370217 \tabularnewline
25 & 0.078598 & 0.6942 & 0.244822 \tabularnewline
26 & -0.154248 & -1.3623 & 0.088515 \tabularnewline
27 & -0.055575 & -0.4908 & 0.312464 \tabularnewline
28 & -0.051885 & -0.4582 & 0.324027 \tabularnewline
29 & 0.030698 & 0.2711 & 0.393508 \tabularnewline
30 & -0.034829 & -0.3076 & 0.379603 \tabularnewline
31 & 0.035079 & 0.3098 & 0.378765 \tabularnewline
32 & -0.090556 & -0.7998 & 0.213136 \tabularnewline
33 & -0.056538 & -0.4993 & 0.309475 \tabularnewline
34 & -0.074771 & -0.6604 & 0.255484 \tabularnewline
35 & -0.058361 & -0.5154 & 0.303855 \tabularnewline
36 & 0.114652 & 1.0126 & 0.157197 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59244&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]0.781776[/C][C]6.9045[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.282684[/C][C]2.4966[/C][C]0.007324[/C][/ROW]
[ROW][C]3[/C][C]0.413947[/C][C]3.6559[/C][C]0.000232[/C][/ROW]
[ROW][C]4[/C][C]-0.158283[/C][C]-1.3979[/C][C]0.08305[/C][/ROW]
[ROW][C]5[/C][C]0.046158[/C][C]0.4077[/C][C]0.342322[/C][/ROW]
[ROW][C]6[/C][C]-0.025769[/C][C]-0.2276[/C][C]0.410282[/C][/ROW]
[ROW][C]7[/C][C]-0.244856[/C][C]-2.1625[/C][C]0.016822[/C][/ROW]
[ROW][C]8[/C][C]0.039751[/C][C]0.3511[/C][C]0.36324[/C][/ROW]
[ROW][C]9[/C][C]-0.024204[/C][C]-0.2138[/C][C]0.415643[/C][/ROW]
[ROW][C]10[/C][C]-0.080532[/C][C]-0.7112[/C][C]0.239529[/C][/ROW]
[ROW][C]11[/C][C]0.176056[/C][C]1.5549[/C][C]0.062011[/C][/ROW]
[ROW][C]12[/C][C]0.306628[/C][C]2.7081[/C][C]0.004157[/C][/ROW]
[ROW][C]13[/C][C]-0.279457[/C][C]-2.4681[/C][C]0.007886[/C][/ROW]
[ROW][C]14[/C][C]-0.164259[/C][C]-1.4507[/C][C]0.075438[/C][/ROW]
[ROW][C]15[/C][C]-0.063886[/C][C]-0.5642[/C][C]0.287109[/C][/ROW]
[ROW][C]16[/C][C]0.162363[/C][C]1.434[/C][C]0.077791[/C][/ROW]
[ROW][C]17[/C][C]-0.040377[/C][C]-0.3566[/C][C]0.361177[/C][/ROW]
[ROW][C]18[/C][C]0.042608[/C][C]0.3763[/C][C]0.353857[/C][/ROW]
[ROW][C]19[/C][C]0.136646[/C][C]1.2068[/C][C]0.115573[/C][/ROW]
[ROW][C]20[/C][C]-0.153317[/C][C]-1.3541[/C][C]0.089813[/C][/ROW]
[ROW][C]21[/C][C]-0.104312[/C][C]-0.9213[/C][C]0.179879[/C][/ROW]
[ROW][C]22[/C][C]0.000365[/C][C]0.0032[/C][C]0.498717[/C][/ROW]
[ROW][C]23[/C][C]0.048787[/C][C]0.4309[/C][C]0.333873[/C][/ROW]
[ROW][C]24[/C][C]0.037644[/C][C]0.3325[/C][C]0.370217[/C][/ROW]
[ROW][C]25[/C][C]0.078598[/C][C]0.6942[/C][C]0.244822[/C][/ROW]
[ROW][C]26[/C][C]-0.154248[/C][C]-1.3623[/C][C]0.088515[/C][/ROW]
[ROW][C]27[/C][C]-0.055575[/C][C]-0.4908[/C][C]0.312464[/C][/ROW]
[ROW][C]28[/C][C]-0.051885[/C][C]-0.4582[/C][C]0.324027[/C][/ROW]
[ROW][C]29[/C][C]0.030698[/C][C]0.2711[/C][C]0.393508[/C][/ROW]
[ROW][C]30[/C][C]-0.034829[/C][C]-0.3076[/C][C]0.379603[/C][/ROW]
[ROW][C]31[/C][C]0.035079[/C][C]0.3098[/C][C]0.378765[/C][/ROW]
[ROW][C]32[/C][C]-0.090556[/C][C]-0.7998[/C][C]0.213136[/C][/ROW]
[ROW][C]33[/C][C]-0.056538[/C][C]-0.4993[/C][C]0.309475[/C][/ROW]
[ROW][C]34[/C][C]-0.074771[/C][C]-0.6604[/C][C]0.255484[/C][/ROW]
[ROW][C]35[/C][C]-0.058361[/C][C]-0.5154[/C][C]0.303855[/C][/ROW]
[ROW][C]36[/C][C]0.114652[/C][C]1.0126[/C][C]0.157197[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59244&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59244&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	0.781776	6.9045	0
2	0.282684	2.4966	0.007324
3	0.413947	3.6559	0.000232
4	-0.158283	-1.3979	0.08305
5	0.046158	0.4077	0.342322
6	-0.025769	-0.2276	0.410282
7	-0.244856	-2.1625	0.016822
8	0.039751	0.3511	0.36324
9	-0.024204	-0.2138	0.415643
10	-0.080532	-0.7112	0.239529
11	0.176056	1.5549	0.062011
12	0.306628	2.7081	0.004157
13	-0.279457	-2.4681	0.007886
14	-0.164259	-1.4507	0.075438
15	-0.063886	-0.5642	0.287109
16	0.162363	1.434	0.077791
17	-0.040377	-0.3566	0.361177
18	0.042608	0.3763	0.353857
19	0.136646	1.2068	0.115573
20	-0.153317	-1.3541	0.089813
21	-0.104312	-0.9213	0.179879
22	0.000365	0.0032	0.498717
23	0.048787	0.4309	0.333873
24	0.037644	0.3325	0.370217
25	0.078598	0.6942	0.244822
26	-0.154248	-1.3623	0.088515
27	-0.055575	-0.4908	0.312464
28	-0.051885	-0.4582	0.324027
29	0.030698	0.2711	0.393508
30	-0.034829	-0.3076	0.379603
31	0.035079	0.3098	0.378765
32	-0.090556	-0.7998	0.213136
33	-0.056538	-0.4993	0.309475
34	-0.074771	-0.6604	0.255484
35	-0.058361	-0.5154	0.303855
36	0.114652	1.0126	0.157197

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