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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 10:13:51 -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/26/t1259255863sh55ixs0ck7q2yu.htm/, Retrieved Sat, 04 May 2024 23:10:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60179, Retrieved Sat, 04 May 2024 23:10:16 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

134

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]
- R  D          [(Partial) Autocorrelation Function] [] [2009-11-26 17:13:51] [d1856923bab8a0db5ebd860815c7444f] [Current]

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Dataseries X:

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Histogram

Boxplots

3.68
3.72
3.77
3.92
4.12
4.03
3.93
4.03
4.24
4.13
3.87
4.26
4.46
4.56
4.58
4.85
4.84
4.51
4.37
4.23
4.23
4.25
4.41
4.28
4.42
4.39
4.44
4.62
4.64
4.34
4.22
4.01
4.11
4.06
3.82
3.76
3.83
3.79
3.92
4.04
4.02
4.03
3.96
3.7
3.54
3.37
3.39
3.49
3.3
3.14
3.31
3.3
3.26
3.43
3.6
3.76
3.57
3.59
3.66
3.85

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=60179&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=60179&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60179&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	0.927001	7.1805	0
2	0.829143	6.4225	0
3	0.753914	5.8398	0
4	0.681586	5.2795	1e-06
5	0.597944	4.6317	1e-05
6	0.524561	4.0632	7.1e-05
7	0.470955	3.648	0.000277
8	0.428965	3.3228	0.000761
9	0.383973	2.9742	0.002113
10	0.340833	2.6401	0.005274
11	0.308464	2.3894	0.010019
12	0.271686	2.1045	0.019768
13	0.218194	1.6901	0.048097
14	0.152709	1.1829	0.120761
15	0.071729	0.5556	0.29027
16	-0.001099	-0.0085	0.496618
17	-0.062034	-0.4805	0.316304
18	-0.125175	-0.9696	0.168069
19	-0.175853	-1.3621	0.089121
20	-0.223056	-1.7278	0.044586
21	-0.269641	-2.0886	0.020496
22	-0.302575	-2.3437	0.011211
23	-0.311816	-2.4153	0.009392
24	-0.32106	-2.4869	0.007842
25	-0.329187	-2.5499	0.006674
26	-0.344262	-2.6666	0.004916
27	-0.360132	-2.7896	0.003532
28	-0.376656	-2.9176	0.002479
29	-0.392441	-3.0398	0.001752
30	-0.401994	-3.1138	0.001415
31	-0.395458	-3.0632	0.001638
32	-0.391799	-3.0349	0.001778
33	-0.379239	-2.9376	0.002344
34	-0.362135	-2.8051	0.003385
35	-0.345656	-2.6774	0.004777
36	-0.338279	-2.6203	0.005556

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927001 & 7.1805 & 0 \tabularnewline
2 & 0.829143 & 6.4225 & 0 \tabularnewline
3 & 0.753914 & 5.8398 & 0 \tabularnewline
4 & 0.681586 & 5.2795 & 1e-06 \tabularnewline
5 & 0.597944 & 4.6317 & 1e-05 \tabularnewline
6 & 0.524561 & 4.0632 & 7.1e-05 \tabularnewline
7 & 0.470955 & 3.648 & 0.000277 \tabularnewline
8 & 0.428965 & 3.3228 & 0.000761 \tabularnewline
9 & 0.383973 & 2.9742 & 0.002113 \tabularnewline
10 & 0.340833 & 2.6401 & 0.005274 \tabularnewline
11 & 0.308464 & 2.3894 & 0.010019 \tabularnewline
12 & 0.271686 & 2.1045 & 0.019768 \tabularnewline
13 & 0.218194 & 1.6901 & 0.048097 \tabularnewline
14 & 0.152709 & 1.1829 & 0.120761 \tabularnewline
15 & 0.071729 & 0.5556 & 0.29027 \tabularnewline
16 & -0.001099 & -0.0085 & 0.496618 \tabularnewline
17 & -0.062034 & -0.4805 & 0.316304 \tabularnewline
18 & -0.125175 & -0.9696 & 0.168069 \tabularnewline
19 & -0.175853 & -1.3621 & 0.089121 \tabularnewline
20 & -0.223056 & -1.7278 & 0.044586 \tabularnewline
21 & -0.269641 & -2.0886 & 0.020496 \tabularnewline
22 & -0.302575 & -2.3437 & 0.011211 \tabularnewline
23 & -0.311816 & -2.4153 & 0.009392 \tabularnewline
24 & -0.32106 & -2.4869 & 0.007842 \tabularnewline
25 & -0.329187 & -2.5499 & 0.006674 \tabularnewline
26 & -0.344262 & -2.6666 & 0.004916 \tabularnewline
27 & -0.360132 & -2.7896 & 0.003532 \tabularnewline
28 & -0.376656 & -2.9176 & 0.002479 \tabularnewline
29 & -0.392441 & -3.0398 & 0.001752 \tabularnewline
30 & -0.401994 & -3.1138 & 0.001415 \tabularnewline
31 & -0.395458 & -3.0632 & 0.001638 \tabularnewline
32 & -0.391799 & -3.0349 & 0.001778 \tabularnewline
33 & -0.379239 & -2.9376 & 0.002344 \tabularnewline
34 & -0.362135 & -2.8051 & 0.003385 \tabularnewline
35 & -0.345656 & -2.6774 & 0.004777 \tabularnewline
36 & -0.338279 & -2.6203 & 0.005556 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60179&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]0.927001[/C][C]7.1805[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.829143[/C][C]6.4225[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.753914[/C][C]5.8398[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.681586[/C][C]5.2795[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.597944[/C][C]4.6317[/C][C]1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.524561[/C][C]4.0632[/C][C]7.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.470955[/C][C]3.648[/C][C]0.000277[/C][/ROW]
[ROW][C]8[/C][C]0.428965[/C][C]3.3228[/C][C]0.000761[/C][/ROW]
[ROW][C]9[/C][C]0.383973[/C][C]2.9742[/C][C]0.002113[/C][/ROW]
[ROW][C]10[/C][C]0.340833[/C][C]2.6401[/C][C]0.005274[/C][/ROW]
[ROW][C]11[/C][C]0.308464[/C][C]2.3894[/C][C]0.010019[/C][/ROW]
[ROW][C]12[/C][C]0.271686[/C][C]2.1045[/C][C]0.019768[/C][/ROW]
[ROW][C]13[/C][C]0.218194[/C][C]1.6901[/C][C]0.048097[/C][/ROW]
[ROW][C]14[/C][C]0.152709[/C][C]1.1829[/C][C]0.120761[/C][/ROW]
[ROW][C]15[/C][C]0.071729[/C][C]0.5556[/C][C]0.29027[/C][/ROW]
[ROW][C]16[/C][C]-0.001099[/C][C]-0.0085[/C][C]0.496618[/C][/ROW]
[ROW][C]17[/C][C]-0.062034[/C][C]-0.4805[/C][C]0.316304[/C][/ROW]
[ROW][C]18[/C][C]-0.125175[/C][C]-0.9696[/C][C]0.168069[/C][/ROW]
[ROW][C]19[/C][C]-0.175853[/C][C]-1.3621[/C][C]0.089121[/C][/ROW]
[ROW][C]20[/C][C]-0.223056[/C][C]-1.7278[/C][C]0.044586[/C][/ROW]
[ROW][C]21[/C][C]-0.269641[/C][C]-2.0886[/C][C]0.020496[/C][/ROW]
[ROW][C]22[/C][C]-0.302575[/C][C]-2.3437[/C][C]0.011211[/C][/ROW]
[ROW][C]23[/C][C]-0.311816[/C][C]-2.4153[/C][C]0.009392[/C][/ROW]
[ROW][C]24[/C][C]-0.32106[/C][C]-2.4869[/C][C]0.007842[/C][/ROW]
[ROW][C]25[/C][C]-0.329187[/C][C]-2.5499[/C][C]0.006674[/C][/ROW]
[ROW][C]26[/C][C]-0.344262[/C][C]-2.6666[/C][C]0.004916[/C][/ROW]
[ROW][C]27[/C][C]-0.360132[/C][C]-2.7896[/C][C]0.003532[/C][/ROW]
[ROW][C]28[/C][C]-0.376656[/C][C]-2.9176[/C][C]0.002479[/C][/ROW]
[ROW][C]29[/C][C]-0.392441[/C][C]-3.0398[/C][C]0.001752[/C][/ROW]
[ROW][C]30[/C][C]-0.401994[/C][C]-3.1138[/C][C]0.001415[/C][/ROW]
[ROW][C]31[/C][C]-0.395458[/C][C]-3.0632[/C][C]0.001638[/C][/ROW]
[ROW][C]32[/C][C]-0.391799[/C][C]-3.0349[/C][C]0.001778[/C][/ROW]
[ROW][C]33[/C][C]-0.379239[/C][C]-2.9376[/C][C]0.002344[/C][/ROW]
[ROW][C]34[/C][C]-0.362135[/C][C]-2.8051[/C][C]0.003385[/C][/ROW]
[ROW][C]35[/C][C]-0.345656[/C][C]-2.6774[/C][C]0.004777[/C][/ROW]
[ROW][C]36[/C][C]-0.338279[/C][C]-2.6203[/C][C]0.005556[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60179&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60179&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	0.927001	7.1805	0
2	0.829143	6.4225	0
3	0.753914	5.8398	0
4	0.681586	5.2795	1e-06
5	0.597944	4.6317	1e-05
6	0.524561	4.0632	7.1e-05
7	0.470955	3.648	0.000277
8	0.428965	3.3228	0.000761
9	0.383973	2.9742	0.002113
10	0.340833	2.6401	0.005274
11	0.308464	2.3894	0.010019
12	0.271686	2.1045	0.019768
13	0.218194	1.6901	0.048097
14	0.152709	1.1829	0.120761
15	0.071729	0.5556	0.29027
16	-0.001099	-0.0085	0.496618
17	-0.062034	-0.4805	0.316304
18	-0.125175	-0.9696	0.168069
19	-0.175853	-1.3621	0.089121
20	-0.223056	-1.7278	0.044586
21	-0.269641	-2.0886	0.020496
22	-0.302575	-2.3437	0.011211
23	-0.311816	-2.4153	0.009392
24	-0.32106	-2.4869	0.007842
25	-0.329187	-2.5499	0.006674
26	-0.344262	-2.6666	0.004916
27	-0.360132	-2.7896	0.003532
28	-0.376656	-2.9176	0.002479
29	-0.392441	-3.0398	0.001752
30	-0.401994	-3.1138	0.001415
31	-0.395458	-3.0632	0.001638
32	-0.391799	-3.0349	0.001778
33	-0.379239	-2.9376	0.002344
34	-0.362135	-2.8051	0.003385
35	-0.345656	-2.6774	0.004777
36	-0.338279	-2.6203	0.005556

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.927001	7.1805	0
2	-0.214607	-1.6623	0.050831
3	0.143737	1.1134	0.134992
4	-0.088647	-0.6867	0.247473
5	-0.093978	-0.728	0.234737
6	0.051274	0.3972	0.346328
7	0.043407	0.3362	0.368937
8	0.031653	0.2452	0.403575
9	-0.044736	-0.3465	0.36508
10	-0.002523	-0.0195	0.492237
11	0.024155	0.1871	0.426105
12	-0.079764	-0.6179	0.269506
13	-0.100347	-0.7773	0.220022
14	-0.102312	-0.7925	0.215595
15	-0.18373	-1.4232	0.079933
16	0.03837	0.2972	0.383666
17	-0.021396	-0.1657	0.434462
18	-0.086654	-0.6712	0.252329
19	0.051381	0.398	0.346022
20	-0.139506	-1.0806	0.142098
21	-0.045024	-0.3488	0.364249
22	0.039152	0.3033	0.381366
23	0.080803	0.6259	0.266879
24	-0.059427	-0.4603	0.323474
25	0.026374	0.2043	0.419408
26	-0.096801	-0.7498	0.228147
27	-0.005922	-0.0459	0.481781
28	-0.039462	-0.3057	0.380455
29	0.004537	0.0351	0.48604
30	-0.008597	-0.0666	0.473564
31	0.043527	0.3372	0.368588
32	-0.060263	-0.4668	0.321169
33	0.067495	0.5228	0.301515
34	-0.054735	-0.424	0.336551
35	-0.035596	-0.2757	0.391852
36	-0.134314	-1.0404	0.151165

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927001 & 7.1805 & 0 \tabularnewline
2 & -0.214607 & -1.6623 & 0.050831 \tabularnewline
3 & 0.143737 & 1.1134 & 0.134992 \tabularnewline
4 & -0.088647 & -0.6867 & 0.247473 \tabularnewline
5 & -0.093978 & -0.728 & 0.234737 \tabularnewline
6 & 0.051274 & 0.3972 & 0.346328 \tabularnewline
7 & 0.043407 & 0.3362 & 0.368937 \tabularnewline
8 & 0.031653 & 0.2452 & 0.403575 \tabularnewline
9 & -0.044736 & -0.3465 & 0.36508 \tabularnewline
10 & -0.002523 & -0.0195 & 0.492237 \tabularnewline
11 & 0.024155 & 0.1871 & 0.426105 \tabularnewline
12 & -0.079764 & -0.6179 & 0.269506 \tabularnewline
13 & -0.100347 & -0.7773 & 0.220022 \tabularnewline
14 & -0.102312 & -0.7925 & 0.215595 \tabularnewline
15 & -0.18373 & -1.4232 & 0.079933 \tabularnewline
16 & 0.03837 & 0.2972 & 0.383666 \tabularnewline
17 & -0.021396 & -0.1657 & 0.434462 \tabularnewline
18 & -0.086654 & -0.6712 & 0.252329 \tabularnewline
19 & 0.051381 & 0.398 & 0.346022 \tabularnewline
20 & -0.139506 & -1.0806 & 0.142098 \tabularnewline
21 & -0.045024 & -0.3488 & 0.364249 \tabularnewline
22 & 0.039152 & 0.3033 & 0.381366 \tabularnewline
23 & 0.080803 & 0.6259 & 0.266879 \tabularnewline
24 & -0.059427 & -0.4603 & 0.323474 \tabularnewline
25 & 0.026374 & 0.2043 & 0.419408 \tabularnewline
26 & -0.096801 & -0.7498 & 0.228147 \tabularnewline
27 & -0.005922 & -0.0459 & 0.481781 \tabularnewline
28 & -0.039462 & -0.3057 & 0.380455 \tabularnewline
29 & 0.004537 & 0.0351 & 0.48604 \tabularnewline
30 & -0.008597 & -0.0666 & 0.473564 \tabularnewline
31 & 0.043527 & 0.3372 & 0.368588 \tabularnewline
32 & -0.060263 & -0.4668 & 0.321169 \tabularnewline
33 & 0.067495 & 0.5228 & 0.301515 \tabularnewline
34 & -0.054735 & -0.424 & 0.336551 \tabularnewline
35 & -0.035596 & -0.2757 & 0.391852 \tabularnewline
36 & -0.134314 & -1.0404 & 0.151165 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60179&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]0.927001[/C][C]7.1805[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.214607[/C][C]-1.6623[/C][C]0.050831[/C][/ROW]
[ROW][C]3[/C][C]0.143737[/C][C]1.1134[/C][C]0.134992[/C][/ROW]
[ROW][C]4[/C][C]-0.088647[/C][C]-0.6867[/C][C]0.247473[/C][/ROW]
[ROW][C]5[/C][C]-0.093978[/C][C]-0.728[/C][C]0.234737[/C][/ROW]
[ROW][C]6[/C][C]0.051274[/C][C]0.3972[/C][C]0.346328[/C][/ROW]
[ROW][C]7[/C][C]0.043407[/C][C]0.3362[/C][C]0.368937[/C][/ROW]
[ROW][C]8[/C][C]0.031653[/C][C]0.2452[/C][C]0.403575[/C][/ROW]
[ROW][C]9[/C][C]-0.044736[/C][C]-0.3465[/C][C]0.36508[/C][/ROW]
[ROW][C]10[/C][C]-0.002523[/C][C]-0.0195[/C][C]0.492237[/C][/ROW]
[ROW][C]11[/C][C]0.024155[/C][C]0.1871[/C][C]0.426105[/C][/ROW]
[ROW][C]12[/C][C]-0.079764[/C][C]-0.6179[/C][C]0.269506[/C][/ROW]
[ROW][C]13[/C][C]-0.100347[/C][C]-0.7773[/C][C]0.220022[/C][/ROW]
[ROW][C]14[/C][C]-0.102312[/C][C]-0.7925[/C][C]0.215595[/C][/ROW]
[ROW][C]15[/C][C]-0.18373[/C][C]-1.4232[/C][C]0.079933[/C][/ROW]
[ROW][C]16[/C][C]0.03837[/C][C]0.2972[/C][C]0.383666[/C][/ROW]
[ROW][C]17[/C][C]-0.021396[/C][C]-0.1657[/C][C]0.434462[/C][/ROW]
[ROW][C]18[/C][C]-0.086654[/C][C]-0.6712[/C][C]0.252329[/C][/ROW]
[ROW][C]19[/C][C]0.051381[/C][C]0.398[/C][C]0.346022[/C][/ROW]
[ROW][C]20[/C][C]-0.139506[/C][C]-1.0806[/C][C]0.142098[/C][/ROW]
[ROW][C]21[/C][C]-0.045024[/C][C]-0.3488[/C][C]0.364249[/C][/ROW]
[ROW][C]22[/C][C]0.039152[/C][C]0.3033[/C][C]0.381366[/C][/ROW]
[ROW][C]23[/C][C]0.080803[/C][C]0.6259[/C][C]0.266879[/C][/ROW]
[ROW][C]24[/C][C]-0.059427[/C][C]-0.4603[/C][C]0.323474[/C][/ROW]
[ROW][C]25[/C][C]0.026374[/C][C]0.2043[/C][C]0.419408[/C][/ROW]
[ROW][C]26[/C][C]-0.096801[/C][C]-0.7498[/C][C]0.228147[/C][/ROW]
[ROW][C]27[/C][C]-0.005922[/C][C]-0.0459[/C][C]0.481781[/C][/ROW]
[ROW][C]28[/C][C]-0.039462[/C][C]-0.3057[/C][C]0.380455[/C][/ROW]
[ROW][C]29[/C][C]0.004537[/C][C]0.0351[/C][C]0.48604[/C][/ROW]
[ROW][C]30[/C][C]-0.008597[/C][C]-0.0666[/C][C]0.473564[/C][/ROW]
[ROW][C]31[/C][C]0.043527[/C][C]0.3372[/C][C]0.368588[/C][/ROW]
[ROW][C]32[/C][C]-0.060263[/C][C]-0.4668[/C][C]0.321169[/C][/ROW]
[ROW][C]33[/C][C]0.067495[/C][C]0.5228[/C][C]0.301515[/C][/ROW]
[ROW][C]34[/C][C]-0.054735[/C][C]-0.424[/C][C]0.336551[/C][/ROW]
[ROW][C]35[/C][C]-0.035596[/C][C]-0.2757[/C][C]0.391852[/C][/ROW]
[ROW][C]36[/C][C]-0.134314[/C][C]-1.0404[/C][C]0.151165[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60179&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60179&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	0.927001	7.1805	0
2	-0.214607	-1.6623	0.050831
3	0.143737	1.1134	0.134992
4	-0.088647	-0.6867	0.247473
5	-0.093978	-0.728	0.234737
6	0.051274	0.3972	0.346328
7	0.043407	0.3362	0.368937
8	0.031653	0.2452	0.403575
9	-0.044736	-0.3465	0.36508
10	-0.002523	-0.0195	0.492237
11	0.024155	0.1871	0.426105
12	-0.079764	-0.6179	0.269506
13	-0.100347	-0.7773	0.220022
14	-0.102312	-0.7925	0.215595
15	-0.18373	-1.4232	0.079933
16	0.03837	0.2972	0.383666
17	-0.021396	-0.1657	0.434462
18	-0.086654	-0.6712	0.252329
19	0.051381	0.398	0.346022
20	-0.139506	-1.0806	0.142098
21	-0.045024	-0.3488	0.364249
22	0.039152	0.3033	0.381366
23	0.080803	0.6259	0.266879
24	-0.059427	-0.4603	0.323474
25	0.026374	0.2043	0.419408
26	-0.096801	-0.7498	0.228147
27	-0.005922	-0.0459	0.481781
28	-0.039462	-0.3057	0.380455
29	0.004537	0.0351	0.48604
30	-0.008597	-0.0666	0.473564
31	0.043527	0.3372	0.368588
32	-0.060263	-0.4668	0.321169
33	0.067495	0.5228	0.301515
34	-0.054735	-0.424	0.336551
35	-0.035596	-0.2757	0.391852
36	-0.134314	-1.0404	0.151165

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