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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 11:20:27 -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/25/t1259173443si5o57x2onsxrl9.htm/, Retrieved Wed, 08 May 2024 04:39:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59537, Retrieved Wed, 08 May 2024 04:39:50 +0000

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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]
-   PD          [(Partial) Autocorrelation Function] [WS8.4] [2009-11-25 18:20:27] [dd4f17965cad1d38de7a1c062d32d75d] [Current]

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Dataseries X:

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Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
8
8.1
7.7
7.5
7.6
7.8
7.8
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.2
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.6
6.4
6.3
6.2
6.5
6.8
6.8
6.4
6.1
5.8
6.1
7.2
7.3
6.9
6.1
5.8
6.2
7.1
7.7
7.9
7.7
7.4
7.5
8
8.1

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=59537&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=59537&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59537&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	0.890363	5.906	0
2	0.687814	4.5624	2e-05
3	0.484302	3.2125	0.001231
4	0.352912	2.341	0.011915
5	0.304112	2.0172	0.024898
6	0.279809	1.856	0.035076
7	0.248665	1.6495	0.053088
8	0.188783	1.2522	0.108549
9	0.122468	0.8124	0.210478
10	0.075777	0.5027	0.308858
11	0.048771	0.3235	0.373921
12	0.009884	0.0656	0.474011
13	-0.020502	-0.136	0.446223
14	-0.062134	-0.4121	0.341116
15	-0.101717	-0.6747	0.251694
16	-0.126757	-0.8408	0.2025
17	-0.120744	-0.8009	0.213739
18	-0.081671	-0.5417	0.295364
19	-0.06388	-0.4237	0.336912
20	-0.075995	-0.5041	0.308355
21	-0.139892	-0.9279	0.17925
22	-0.241745	-1.6036	0.057984
23	-0.347879	-2.3076	0.012893
24	-0.408622	-2.7105	0.004771
25	-0.41578	-2.758	0.00422
26	-0.389202	-2.5817	0.00662
27	-0.346073	-2.2956	0.013262
28	-0.292969	-1.9433	0.029195
29	-0.235993	-1.5654	0.062327
30	-0.194687	-1.2914	0.101652
31	-0.156557	-1.0385	0.15236
32	-0.133768	-0.8873	0.189867
33	-0.120832	-0.8015	0.213573
34	-0.112689	-0.7475	0.229372
35	-0.090883	-0.6028	0.274852
36	-0.053776	-0.3567	0.361506

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.890363 & 5.906 & 0 \tabularnewline
2 & 0.687814 & 4.5624 & 2e-05 \tabularnewline
3 & 0.484302 & 3.2125 & 0.001231 \tabularnewline
4 & 0.352912 & 2.341 & 0.011915 \tabularnewline
5 & 0.304112 & 2.0172 & 0.024898 \tabularnewline
6 & 0.279809 & 1.856 & 0.035076 \tabularnewline
7 & 0.248665 & 1.6495 & 0.053088 \tabularnewline
8 & 0.188783 & 1.2522 & 0.108549 \tabularnewline
9 & 0.122468 & 0.8124 & 0.210478 \tabularnewline
10 & 0.075777 & 0.5027 & 0.308858 \tabularnewline
11 & 0.048771 & 0.3235 & 0.373921 \tabularnewline
12 & 0.009884 & 0.0656 & 0.474011 \tabularnewline
13 & -0.020502 & -0.136 & 0.446223 \tabularnewline
14 & -0.062134 & -0.4121 & 0.341116 \tabularnewline
15 & -0.101717 & -0.6747 & 0.251694 \tabularnewline
16 & -0.126757 & -0.8408 & 0.2025 \tabularnewline
17 & -0.120744 & -0.8009 & 0.213739 \tabularnewline
18 & -0.081671 & -0.5417 & 0.295364 \tabularnewline
19 & -0.06388 & -0.4237 & 0.336912 \tabularnewline
20 & -0.075995 & -0.5041 & 0.308355 \tabularnewline
21 & -0.139892 & -0.9279 & 0.17925 \tabularnewline
22 & -0.241745 & -1.6036 & 0.057984 \tabularnewline
23 & -0.347879 & -2.3076 & 0.012893 \tabularnewline
24 & -0.408622 & -2.7105 & 0.004771 \tabularnewline
25 & -0.41578 & -2.758 & 0.00422 \tabularnewline
26 & -0.389202 & -2.5817 & 0.00662 \tabularnewline
27 & -0.346073 & -2.2956 & 0.013262 \tabularnewline
28 & -0.292969 & -1.9433 & 0.029195 \tabularnewline
29 & -0.235993 & -1.5654 & 0.062327 \tabularnewline
30 & -0.194687 & -1.2914 & 0.101652 \tabularnewline
31 & -0.156557 & -1.0385 & 0.15236 \tabularnewline
32 & -0.133768 & -0.8873 & 0.189867 \tabularnewline
33 & -0.120832 & -0.8015 & 0.213573 \tabularnewline
34 & -0.112689 & -0.7475 & 0.229372 \tabularnewline
35 & -0.090883 & -0.6028 & 0.274852 \tabularnewline
36 & -0.053776 & -0.3567 & 0.361506 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59537&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]0.890363[/C][C]5.906[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.687814[/C][C]4.5624[/C][C]2e-05[/C][/ROW]
[ROW][C]3[/C][C]0.484302[/C][C]3.2125[/C][C]0.001231[/C][/ROW]
[ROW][C]4[/C][C]0.352912[/C][C]2.341[/C][C]0.011915[/C][/ROW]
[ROW][C]5[/C][C]0.304112[/C][C]2.0172[/C][C]0.024898[/C][/ROW]
[ROW][C]6[/C][C]0.279809[/C][C]1.856[/C][C]0.035076[/C][/ROW]
[ROW][C]7[/C][C]0.248665[/C][C]1.6495[/C][C]0.053088[/C][/ROW]
[ROW][C]8[/C][C]0.188783[/C][C]1.2522[/C][C]0.108549[/C][/ROW]
[ROW][C]9[/C][C]0.122468[/C][C]0.8124[/C][C]0.210478[/C][/ROW]
[ROW][C]10[/C][C]0.075777[/C][C]0.5027[/C][C]0.308858[/C][/ROW]
[ROW][C]11[/C][C]0.048771[/C][C]0.3235[/C][C]0.373921[/C][/ROW]
[ROW][C]12[/C][C]0.009884[/C][C]0.0656[/C][C]0.474011[/C][/ROW]
[ROW][C]13[/C][C]-0.020502[/C][C]-0.136[/C][C]0.446223[/C][/ROW]
[ROW][C]14[/C][C]-0.062134[/C][C]-0.4121[/C][C]0.341116[/C][/ROW]
[ROW][C]15[/C][C]-0.101717[/C][C]-0.6747[/C][C]0.251694[/C][/ROW]
[ROW][C]16[/C][C]-0.126757[/C][C]-0.8408[/C][C]0.2025[/C][/ROW]
[ROW][C]17[/C][C]-0.120744[/C][C]-0.8009[/C][C]0.213739[/C][/ROW]
[ROW][C]18[/C][C]-0.081671[/C][C]-0.5417[/C][C]0.295364[/C][/ROW]
[ROW][C]19[/C][C]-0.06388[/C][C]-0.4237[/C][C]0.336912[/C][/ROW]
[ROW][C]20[/C][C]-0.075995[/C][C]-0.5041[/C][C]0.308355[/C][/ROW]
[ROW][C]21[/C][C]-0.139892[/C][C]-0.9279[/C][C]0.17925[/C][/ROW]
[ROW][C]22[/C][C]-0.241745[/C][C]-1.6036[/C][C]0.057984[/C][/ROW]
[ROW][C]23[/C][C]-0.347879[/C][C]-2.3076[/C][C]0.012893[/C][/ROW]
[ROW][C]24[/C][C]-0.408622[/C][C]-2.7105[/C][C]0.004771[/C][/ROW]
[ROW][C]25[/C][C]-0.41578[/C][C]-2.758[/C][C]0.00422[/C][/ROW]
[ROW][C]26[/C][C]-0.389202[/C][C]-2.5817[/C][C]0.00662[/C][/ROW]
[ROW][C]27[/C][C]-0.346073[/C][C]-2.2956[/C][C]0.013262[/C][/ROW]
[ROW][C]28[/C][C]-0.292969[/C][C]-1.9433[/C][C]0.029195[/C][/ROW]
[ROW][C]29[/C][C]-0.235993[/C][C]-1.5654[/C][C]0.062327[/C][/ROW]
[ROW][C]30[/C][C]-0.194687[/C][C]-1.2914[/C][C]0.101652[/C][/ROW]
[ROW][C]31[/C][C]-0.156557[/C][C]-1.0385[/C][C]0.15236[/C][/ROW]
[ROW][C]32[/C][C]-0.133768[/C][C]-0.8873[/C][C]0.189867[/C][/ROW]
[ROW][C]33[/C][C]-0.120832[/C][C]-0.8015[/C][C]0.213573[/C][/ROW]
[ROW][C]34[/C][C]-0.112689[/C][C]-0.7475[/C][C]0.229372[/C][/ROW]
[ROW][C]35[/C][C]-0.090883[/C][C]-0.6028[/C][C]0.274852[/C][/ROW]
[ROW][C]36[/C][C]-0.053776[/C][C]-0.3567[/C][C]0.361506[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59537&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59537&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	0.890363	5.906	0
2	0.687814	4.5624	2e-05
3	0.484302	3.2125	0.001231
4	0.352912	2.341	0.011915
5	0.304112	2.0172	0.024898
6	0.279809	1.856	0.035076
7	0.248665	1.6495	0.053088
8	0.188783	1.2522	0.108549
9	0.122468	0.8124	0.210478
10	0.075777	0.5027	0.308858
11	0.048771	0.3235	0.373921
12	0.009884	0.0656	0.474011
13	-0.020502	-0.136	0.446223
14	-0.062134	-0.4121	0.341116
15	-0.101717	-0.6747	0.251694
16	-0.126757	-0.8408	0.2025
17	-0.120744	-0.8009	0.213739
18	-0.081671	-0.5417	0.295364
19	-0.06388	-0.4237	0.336912
20	-0.075995	-0.5041	0.308355
21	-0.139892	-0.9279	0.17925
22	-0.241745	-1.6036	0.057984
23	-0.347879	-2.3076	0.012893
24	-0.408622	-2.7105	0.004771
25	-0.41578	-2.758	0.00422
26	-0.389202	-2.5817	0.00662
27	-0.346073	-2.2956	0.013262
28	-0.292969	-1.9433	0.029195
29	-0.235993	-1.5654	0.062327
30	-0.194687	-1.2914	0.101652
31	-0.156557	-1.0385	0.15236
32	-0.133768	-0.8873	0.189867
33	-0.120832	-0.8015	0.213573
34	-0.112689	-0.7475	0.229372
35	-0.090883	-0.6028	0.274852
36	-0.053776	-0.3567	0.361506

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.890363	5.906	0
2	-0.506304	-3.3584	0.000813
3	0.081941	0.5435	0.294752
4	0.223188	1.4805	0.072938
5	0.079804	0.5294	0.299609
6	-0.176809	-1.1728	0.12359
7	0.021334	0.1415	0.444054
8	-0.04944	-0.3279	0.372254
9	0.041932	0.2781	0.391103
10	0.017202	0.1141	0.454836
11	-0.055	-0.3648	0.358493
12	-0.20153	-1.3368	0.09408
13	0.216958	1.4391	0.078594
14	-0.178762	-1.1858	0.121038
15	-0.020061	-0.1331	0.447373
16	0.015953	0.1058	0.458104
17	0.171267	1.1361	0.131041
18	-0.052497	-0.3482	0.364666
19	-0.194781	-1.292	0.101546
20	-0.00177	-0.0117	0.495344
21	-0.167118	-1.1085	0.136827
22	-0.155677	-1.0326	0.153707
23	-0.07634	-0.5064	0.307557
24	0.05029	0.3336	0.370137
25	-0.052764	-0.35	0.364006
26	-0.032666	-0.2167	0.41473
27	0.097478	0.6466	0.260625
28	0.078621	0.5215	0.302313
29	-0.009912	-0.0658	0.473937
30	-0.028375	-0.1882	0.425785
31	0.008457	0.0561	0.477758
32	-0.014547	-0.0965	0.461784
33	-0.012333	-0.0818	0.467586
34	-0.00755	-0.0501	0.480141
35	0.004351	0.0289	0.488554
36	-0.004547	-0.0302	0.488037

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.890363 & 5.906 & 0 \tabularnewline
2 & -0.506304 & -3.3584 & 0.000813 \tabularnewline
3 & 0.081941 & 0.5435 & 0.294752 \tabularnewline
4 & 0.223188 & 1.4805 & 0.072938 \tabularnewline
5 & 0.079804 & 0.5294 & 0.299609 \tabularnewline
6 & -0.176809 & -1.1728 & 0.12359 \tabularnewline
7 & 0.021334 & 0.1415 & 0.444054 \tabularnewline
8 & -0.04944 & -0.3279 & 0.372254 \tabularnewline
9 & 0.041932 & 0.2781 & 0.391103 \tabularnewline
10 & 0.017202 & 0.1141 & 0.454836 \tabularnewline
11 & -0.055 & -0.3648 & 0.358493 \tabularnewline
12 & -0.20153 & -1.3368 & 0.09408 \tabularnewline
13 & 0.216958 & 1.4391 & 0.078594 \tabularnewline
14 & -0.178762 & -1.1858 & 0.121038 \tabularnewline
15 & -0.020061 & -0.1331 & 0.447373 \tabularnewline
16 & 0.015953 & 0.1058 & 0.458104 \tabularnewline
17 & 0.171267 & 1.1361 & 0.131041 \tabularnewline
18 & -0.052497 & -0.3482 & 0.364666 \tabularnewline
19 & -0.194781 & -1.292 & 0.101546 \tabularnewline
20 & -0.00177 & -0.0117 & 0.495344 \tabularnewline
21 & -0.167118 & -1.1085 & 0.136827 \tabularnewline
22 & -0.155677 & -1.0326 & 0.153707 \tabularnewline
23 & -0.07634 & -0.5064 & 0.307557 \tabularnewline
24 & 0.05029 & 0.3336 & 0.370137 \tabularnewline
25 & -0.052764 & -0.35 & 0.364006 \tabularnewline
26 & -0.032666 & -0.2167 & 0.41473 \tabularnewline
27 & 0.097478 & 0.6466 & 0.260625 \tabularnewline
28 & 0.078621 & 0.5215 & 0.302313 \tabularnewline
29 & -0.009912 & -0.0658 & 0.473937 \tabularnewline
30 & -0.028375 & -0.1882 & 0.425785 \tabularnewline
31 & 0.008457 & 0.0561 & 0.477758 \tabularnewline
32 & -0.014547 & -0.0965 & 0.461784 \tabularnewline
33 & -0.012333 & -0.0818 & 0.467586 \tabularnewline
34 & -0.00755 & -0.0501 & 0.480141 \tabularnewline
35 & 0.004351 & 0.0289 & 0.488554 \tabularnewline
36 & -0.004547 & -0.0302 & 0.488037 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59537&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]0.890363[/C][C]5.906[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.506304[/C][C]-3.3584[/C][C]0.000813[/C][/ROW]
[ROW][C]3[/C][C]0.081941[/C][C]0.5435[/C][C]0.294752[/C][/ROW]
[ROW][C]4[/C][C]0.223188[/C][C]1.4805[/C][C]0.072938[/C][/ROW]
[ROW][C]5[/C][C]0.079804[/C][C]0.5294[/C][C]0.299609[/C][/ROW]
[ROW][C]6[/C][C]-0.176809[/C][C]-1.1728[/C][C]0.12359[/C][/ROW]
[ROW][C]7[/C][C]0.021334[/C][C]0.1415[/C][C]0.444054[/C][/ROW]
[ROW][C]8[/C][C]-0.04944[/C][C]-0.3279[/C][C]0.372254[/C][/ROW]
[ROW][C]9[/C][C]0.041932[/C][C]0.2781[/C][C]0.391103[/C][/ROW]
[ROW][C]10[/C][C]0.017202[/C][C]0.1141[/C][C]0.454836[/C][/ROW]
[ROW][C]11[/C][C]-0.055[/C][C]-0.3648[/C][C]0.358493[/C][/ROW]
[ROW][C]12[/C][C]-0.20153[/C][C]-1.3368[/C][C]0.09408[/C][/ROW]
[ROW][C]13[/C][C]0.216958[/C][C]1.4391[/C][C]0.078594[/C][/ROW]
[ROW][C]14[/C][C]-0.178762[/C][C]-1.1858[/C][C]0.121038[/C][/ROW]
[ROW][C]15[/C][C]-0.020061[/C][C]-0.1331[/C][C]0.447373[/C][/ROW]
[ROW][C]16[/C][C]0.015953[/C][C]0.1058[/C][C]0.458104[/C][/ROW]
[ROW][C]17[/C][C]0.171267[/C][C]1.1361[/C][C]0.131041[/C][/ROW]
[ROW][C]18[/C][C]-0.052497[/C][C]-0.3482[/C][C]0.364666[/C][/ROW]
[ROW][C]19[/C][C]-0.194781[/C][C]-1.292[/C][C]0.101546[/C][/ROW]
[ROW][C]20[/C][C]-0.00177[/C][C]-0.0117[/C][C]0.495344[/C][/ROW]
[ROW][C]21[/C][C]-0.167118[/C][C]-1.1085[/C][C]0.136827[/C][/ROW]
[ROW][C]22[/C][C]-0.155677[/C][C]-1.0326[/C][C]0.153707[/C][/ROW]
[ROW][C]23[/C][C]-0.07634[/C][C]-0.5064[/C][C]0.307557[/C][/ROW]
[ROW][C]24[/C][C]0.05029[/C][C]0.3336[/C][C]0.370137[/C][/ROW]
[ROW][C]25[/C][C]-0.052764[/C][C]-0.35[/C][C]0.364006[/C][/ROW]
[ROW][C]26[/C][C]-0.032666[/C][C]-0.2167[/C][C]0.41473[/C][/ROW]
[ROW][C]27[/C][C]0.097478[/C][C]0.6466[/C][C]0.260625[/C][/ROW]
[ROW][C]28[/C][C]0.078621[/C][C]0.5215[/C][C]0.302313[/C][/ROW]
[ROW][C]29[/C][C]-0.009912[/C][C]-0.0658[/C][C]0.473937[/C][/ROW]
[ROW][C]30[/C][C]-0.028375[/C][C]-0.1882[/C][C]0.425785[/C][/ROW]
[ROW][C]31[/C][C]0.008457[/C][C]0.0561[/C][C]0.477758[/C][/ROW]
[ROW][C]32[/C][C]-0.014547[/C][C]-0.0965[/C][C]0.461784[/C][/ROW]
[ROW][C]33[/C][C]-0.012333[/C][C]-0.0818[/C][C]0.467586[/C][/ROW]
[ROW][C]34[/C][C]-0.00755[/C][C]-0.0501[/C][C]0.480141[/C][/ROW]
[ROW][C]35[/C][C]0.004351[/C][C]0.0289[/C][C]0.488554[/C][/ROW]
[ROW][C]36[/C][C]-0.004547[/C][C]-0.0302[/C][C]0.488037[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59537&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59537&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	0.890363	5.906	0
2	-0.506304	-3.3584	0.000813
3	0.081941	0.5435	0.294752
4	0.223188	1.4805	0.072938
5	0.079804	0.5294	0.299609
6	-0.176809	-1.1728	0.12359
7	0.021334	0.1415	0.444054
8	-0.04944	-0.3279	0.372254
9	0.041932	0.2781	0.391103
10	0.017202	0.1141	0.454836
11	-0.055	-0.3648	0.358493
12	-0.20153	-1.3368	0.09408
13	0.216958	1.4391	0.078594
14	-0.178762	-1.1858	0.121038
15	-0.020061	-0.1331	0.447373
16	0.015953	0.1058	0.458104
17	0.171267	1.1361	0.131041
18	-0.052497	-0.3482	0.364666
19	-0.194781	-1.292	0.101546
20	-0.00177	-0.0117	0.495344
21	-0.167118	-1.1085	0.136827
22	-0.155677	-1.0326	0.153707
23	-0.07634	-0.5064	0.307557
24	0.05029	0.3336	0.370137
25	-0.052764	-0.35	0.364006
26	-0.032666	-0.2167	0.41473
27	0.097478	0.6466	0.260625
28	0.078621	0.5215	0.302313
29	-0.009912	-0.0658	0.473937
30	-0.028375	-0.1882	0.425785
31	0.008457	0.0561	0.477758
32	-0.014547	-0.0965	0.461784
33	-0.012333	-0.0818	0.467586
34	-0.00755	-0.0501	0.480141
35	0.004351	0.0289	0.488554
36	-0.004547	-0.0302	0.488037

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 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 2 ; 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