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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 01:04:33 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259309168x3zettxa2dwh8n3.htm/, Retrieved Mon, 29 Apr 2024 20:09:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60459, Retrieved Mon, 29 Apr 2024 20:09:20 +0000

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User-defined keywords

Estimated Impact

160

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] [partial autocorre...] [2009-11-27 08:04:33] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Boxplots

8.3
8.2
8
7.9
7.6
7.6
8.3
8.4
8.4
8.4
8.4
8.6
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

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=60459&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=60459&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60459&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	0.807043	6.3032	0
2	0.495007	3.8661	0.000135
3	0.243259	1.8999	0.031087
4	0.171605	1.3403	0.092563
5	0.243411	1.9011	0.031008
6	0.310261	2.4232	0.009183
7	0.256718	2.005	0.024701
8	0.116524	0.9101	0.183181
9	0.050331	0.3931	0.34781
10	0.116036	0.9063	0.184178
11	0.237074	1.8516	0.034462
12	0.324575	2.535	0.006912
13	0.216403	1.6902	0.048051
14	0.03752	0.293	0.385243
15	-0.106539	-0.8321	0.2043
16	-0.138089	-1.0785	0.142527
17	-0.085357	-0.6667	0.253751
18	-0.043808	-0.3421	0.366708
19	-0.0787	-0.6147	0.270531
20	-0.17241	-1.3466	0.091551
21	-0.235901	-1.8424	0.035136
22	-0.233608	-1.8245	0.036484
23	-0.172128	-1.3444	0.091904
24	-0.087204	-0.6811	0.249199
25	-0.085461	-0.6675	0.253495
26	-0.116325	-0.9085	0.183587
27	-0.145352	-1.1352	0.130359
28	-0.141762	-1.1072	0.136278
29	-0.106664	-0.8331	0.204028
30	-0.08017	-0.6261	0.266778
31	-0.096564	-0.7542	0.226818
32	-0.17175	-1.3414	0.09238
33	-0.227339	-1.7756	0.040396
34	-0.253978	-1.9836	0.025902
35	-0.23134	-1.8068	0.037861
36	-0.175915	-1.3739	0.087244

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.807043 & 6.3032 & 0 \tabularnewline
2 & 0.495007 & 3.8661 & 0.000135 \tabularnewline
3 & 0.243259 & 1.8999 & 0.031087 \tabularnewline
4 & 0.171605 & 1.3403 & 0.092563 \tabularnewline
5 & 0.243411 & 1.9011 & 0.031008 \tabularnewline
6 & 0.310261 & 2.4232 & 0.009183 \tabularnewline
7 & 0.256718 & 2.005 & 0.024701 \tabularnewline
8 & 0.116524 & 0.9101 & 0.183181 \tabularnewline
9 & 0.050331 & 0.3931 & 0.34781 \tabularnewline
10 & 0.116036 & 0.9063 & 0.184178 \tabularnewline
11 & 0.237074 & 1.8516 & 0.034462 \tabularnewline
12 & 0.324575 & 2.535 & 0.006912 \tabularnewline
13 & 0.216403 & 1.6902 & 0.048051 \tabularnewline
14 & 0.03752 & 0.293 & 0.385243 \tabularnewline
15 & -0.106539 & -0.8321 & 0.2043 \tabularnewline
16 & -0.138089 & -1.0785 & 0.142527 \tabularnewline
17 & -0.085357 & -0.6667 & 0.253751 \tabularnewline
18 & -0.043808 & -0.3421 & 0.366708 \tabularnewline
19 & -0.0787 & -0.6147 & 0.270531 \tabularnewline
20 & -0.17241 & -1.3466 & 0.091551 \tabularnewline
21 & -0.235901 & -1.8424 & 0.035136 \tabularnewline
22 & -0.233608 & -1.8245 & 0.036484 \tabularnewline
23 & -0.172128 & -1.3444 & 0.091904 \tabularnewline
24 & -0.087204 & -0.6811 & 0.249199 \tabularnewline
25 & -0.085461 & -0.6675 & 0.253495 \tabularnewline
26 & -0.116325 & -0.9085 & 0.183587 \tabularnewline
27 & -0.145352 & -1.1352 & 0.130359 \tabularnewline
28 & -0.141762 & -1.1072 & 0.136278 \tabularnewline
29 & -0.106664 & -0.8331 & 0.204028 \tabularnewline
30 & -0.08017 & -0.6261 & 0.266778 \tabularnewline
31 & -0.096564 & -0.7542 & 0.226818 \tabularnewline
32 & -0.17175 & -1.3414 & 0.09238 \tabularnewline
33 & -0.227339 & -1.7756 & 0.040396 \tabularnewline
34 & -0.253978 & -1.9836 & 0.025902 \tabularnewline
35 & -0.23134 & -1.8068 & 0.037861 \tabularnewline
36 & -0.175915 & -1.3739 & 0.087244 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60459&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]0.807043[/C][C]6.3032[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.495007[/C][C]3.8661[/C][C]0.000135[/C][/ROW]
[ROW][C]3[/C][C]0.243259[/C][C]1.8999[/C][C]0.031087[/C][/ROW]
[ROW][C]4[/C][C]0.171605[/C][C]1.3403[/C][C]0.092563[/C][/ROW]
[ROW][C]5[/C][C]0.243411[/C][C]1.9011[/C][C]0.031008[/C][/ROW]
[ROW][C]6[/C][C]0.310261[/C][C]2.4232[/C][C]0.009183[/C][/ROW]
[ROW][C]7[/C][C]0.256718[/C][C]2.005[/C][C]0.024701[/C][/ROW]
[ROW][C]8[/C][C]0.116524[/C][C]0.9101[/C][C]0.183181[/C][/ROW]
[ROW][C]9[/C][C]0.050331[/C][C]0.3931[/C][C]0.34781[/C][/ROW]
[ROW][C]10[/C][C]0.116036[/C][C]0.9063[/C][C]0.184178[/C][/ROW]
[ROW][C]11[/C][C]0.237074[/C][C]1.8516[/C][C]0.034462[/C][/ROW]
[ROW][C]12[/C][C]0.324575[/C][C]2.535[/C][C]0.006912[/C][/ROW]
[ROW][C]13[/C][C]0.216403[/C][C]1.6902[/C][C]0.048051[/C][/ROW]
[ROW][C]14[/C][C]0.03752[/C][C]0.293[/C][C]0.385243[/C][/ROW]
[ROW][C]15[/C][C]-0.106539[/C][C]-0.8321[/C][C]0.2043[/C][/ROW]
[ROW][C]16[/C][C]-0.138089[/C][C]-1.0785[/C][C]0.142527[/C][/ROW]
[ROW][C]17[/C][C]-0.085357[/C][C]-0.6667[/C][C]0.253751[/C][/ROW]
[ROW][C]18[/C][C]-0.043808[/C][C]-0.3421[/C][C]0.366708[/C][/ROW]
[ROW][C]19[/C][C]-0.0787[/C][C]-0.6147[/C][C]0.270531[/C][/ROW]
[ROW][C]20[/C][C]-0.17241[/C][C]-1.3466[/C][C]0.091551[/C][/ROW]
[ROW][C]21[/C][C]-0.235901[/C][C]-1.8424[/C][C]0.035136[/C][/ROW]
[ROW][C]22[/C][C]-0.233608[/C][C]-1.8245[/C][C]0.036484[/C][/ROW]
[ROW][C]23[/C][C]-0.172128[/C][C]-1.3444[/C][C]0.091904[/C][/ROW]
[ROW][C]24[/C][C]-0.087204[/C][C]-0.6811[/C][C]0.249199[/C][/ROW]
[ROW][C]25[/C][C]-0.085461[/C][C]-0.6675[/C][C]0.253495[/C][/ROW]
[ROW][C]26[/C][C]-0.116325[/C][C]-0.9085[/C][C]0.183587[/C][/ROW]
[ROW][C]27[/C][C]-0.145352[/C][C]-1.1352[/C][C]0.130359[/C][/ROW]
[ROW][C]28[/C][C]-0.141762[/C][C]-1.1072[/C][C]0.136278[/C][/ROW]
[ROW][C]29[/C][C]-0.106664[/C][C]-0.8331[/C][C]0.204028[/C][/ROW]
[ROW][C]30[/C][C]-0.08017[/C][C]-0.6261[/C][C]0.266778[/C][/ROW]
[ROW][C]31[/C][C]-0.096564[/C][C]-0.7542[/C][C]0.226818[/C][/ROW]
[ROW][C]32[/C][C]-0.17175[/C][C]-1.3414[/C][C]0.09238[/C][/ROW]
[ROW][C]33[/C][C]-0.227339[/C][C]-1.7756[/C][C]0.040396[/C][/ROW]
[ROW][C]34[/C][C]-0.253978[/C][C]-1.9836[/C][C]0.025902[/C][/ROW]
[ROW][C]35[/C][C]-0.23134[/C][C]-1.8068[/C][C]0.037861[/C][/ROW]
[ROW][C]36[/C][C]-0.175915[/C][C]-1.3739[/C][C]0.087244[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60459&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60459&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	0.807043	6.3032	0
2	0.495007	3.8661	0.000135
3	0.243259	1.8999	0.031087
4	0.171605	1.3403	0.092563
5	0.243411	1.9011	0.031008
6	0.310261	2.4232	0.009183
7	0.256718	2.005	0.024701
8	0.116524	0.9101	0.183181
9	0.050331	0.3931	0.34781
10	0.116036	0.9063	0.184178
11	0.237074	1.8516	0.034462
12	0.324575	2.535	0.006912
13	0.216403	1.6902	0.048051
14	0.03752	0.293	0.385243
15	-0.106539	-0.8321	0.2043
16	-0.138089	-1.0785	0.142527
17	-0.085357	-0.6667	0.253751
18	-0.043808	-0.3421	0.366708
19	-0.0787	-0.6147	0.270531
20	-0.17241	-1.3466	0.091551
21	-0.235901	-1.8424	0.035136
22	-0.233608	-1.8245	0.036484
23	-0.172128	-1.3444	0.091904
24	-0.087204	-0.6811	0.249199
25	-0.085461	-0.6675	0.253495
26	-0.116325	-0.9085	0.183587
27	-0.145352	-1.1352	0.130359
28	-0.141762	-1.1072	0.136278
29	-0.106664	-0.8331	0.204028
30	-0.08017	-0.6261	0.266778
31	-0.096564	-0.7542	0.226818
32	-0.17175	-1.3414	0.09238
33	-0.227339	-1.7756	0.040396
34	-0.253978	-1.9836	0.025902
35	-0.23134	-1.8068	0.037861
36	-0.175915	-1.3739	0.087244

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.807043	6.3032	0
2	-0.44829	-3.5013	0.000436
3	0.094999	0.742	0.230478
4	0.279324	2.1816	0.016502
5	0.130359	1.0181	0.156317
6	-0.104515	-0.8163	0.208755
7	-0.165564	-1.2931	0.100426
8	0.015119	0.1181	0.453195
9	0.292602	2.2853	0.012892
10	0.110532	0.8633	0.195683
11	-0.115167	-0.8995	0.185966
12	0.05678	0.4435	0.329499
13	-0.341239	-2.6652	0.004917
14	0.194453	1.5187	0.066999
15	-0.080839	-0.6314	0.265078
16	-0.13346	-1.0424	0.15068
17	-0.045847	-0.3581	0.360761
18	-0.042774	-0.3341	0.369734
19	0.005185	0.0405	0.483916
20	-0.00376	-0.0294	0.488335
21	-0.155575	-1.2151	0.114509
22	-0.102372	-0.7995	0.213537
23	0.155077	1.2112	0.115247
24	0.039868	0.3114	0.378288
25	-0.038234	-0.2986	0.383123
26	0.022233	0.1736	0.43136
27	0.002187	0.0171	0.493212
28	0.043287	0.3381	0.368232
29	0.023757	0.1855	0.426708
30	-0.109977	-0.859	0.196865
31	-0.037948	-0.2964	0.383973
32	-0.109624	-0.8562	0.197622
33	0.059778	0.4669	0.321124
34	-0.088654	-0.6924	0.245654
35	-0.047689	-0.3725	0.355419
36	-0.095636	-0.7469	0.228985

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.807043 & 6.3032 & 0 \tabularnewline
2 & -0.44829 & -3.5013 & 0.000436 \tabularnewline
3 & 0.094999 & 0.742 & 0.230478 \tabularnewline
4 & 0.279324 & 2.1816 & 0.016502 \tabularnewline
5 & 0.130359 & 1.0181 & 0.156317 \tabularnewline
6 & -0.104515 & -0.8163 & 0.208755 \tabularnewline
7 & -0.165564 & -1.2931 & 0.100426 \tabularnewline
8 & 0.015119 & 0.1181 & 0.453195 \tabularnewline
9 & 0.292602 & 2.2853 & 0.012892 \tabularnewline
10 & 0.110532 & 0.8633 & 0.195683 \tabularnewline
11 & -0.115167 & -0.8995 & 0.185966 \tabularnewline
12 & 0.05678 & 0.4435 & 0.329499 \tabularnewline
13 & -0.341239 & -2.6652 & 0.004917 \tabularnewline
14 & 0.194453 & 1.5187 & 0.066999 \tabularnewline
15 & -0.080839 & -0.6314 & 0.265078 \tabularnewline
16 & -0.13346 & -1.0424 & 0.15068 \tabularnewline
17 & -0.045847 & -0.3581 & 0.360761 \tabularnewline
18 & -0.042774 & -0.3341 & 0.369734 \tabularnewline
19 & 0.005185 & 0.0405 & 0.483916 \tabularnewline
20 & -0.00376 & -0.0294 & 0.488335 \tabularnewline
21 & -0.155575 & -1.2151 & 0.114509 \tabularnewline
22 & -0.102372 & -0.7995 & 0.213537 \tabularnewline
23 & 0.155077 & 1.2112 & 0.115247 \tabularnewline
24 & 0.039868 & 0.3114 & 0.378288 \tabularnewline
25 & -0.038234 & -0.2986 & 0.383123 \tabularnewline
26 & 0.022233 & 0.1736 & 0.43136 \tabularnewline
27 & 0.002187 & 0.0171 & 0.493212 \tabularnewline
28 & 0.043287 & 0.3381 & 0.368232 \tabularnewline
29 & 0.023757 & 0.1855 & 0.426708 \tabularnewline
30 & -0.109977 & -0.859 & 0.196865 \tabularnewline
31 & -0.037948 & -0.2964 & 0.383973 \tabularnewline
32 & -0.109624 & -0.8562 & 0.197622 \tabularnewline
33 & 0.059778 & 0.4669 & 0.321124 \tabularnewline
34 & -0.088654 & -0.6924 & 0.245654 \tabularnewline
35 & -0.047689 & -0.3725 & 0.355419 \tabularnewline
36 & -0.095636 & -0.7469 & 0.228985 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60459&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]0.807043[/C][C]6.3032[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.44829[/C][C]-3.5013[/C][C]0.000436[/C][/ROW]
[ROW][C]3[/C][C]0.094999[/C][C]0.742[/C][C]0.230478[/C][/ROW]
[ROW][C]4[/C][C]0.279324[/C][C]2.1816[/C][C]0.016502[/C][/ROW]
[ROW][C]5[/C][C]0.130359[/C][C]1.0181[/C][C]0.156317[/C][/ROW]
[ROW][C]6[/C][C]-0.104515[/C][C]-0.8163[/C][C]0.208755[/C][/ROW]
[ROW][C]7[/C][C]-0.165564[/C][C]-1.2931[/C][C]0.100426[/C][/ROW]
[ROW][C]8[/C][C]0.015119[/C][C]0.1181[/C][C]0.453195[/C][/ROW]
[ROW][C]9[/C][C]0.292602[/C][C]2.2853[/C][C]0.012892[/C][/ROW]
[ROW][C]10[/C][C]0.110532[/C][C]0.8633[/C][C]0.195683[/C][/ROW]
[ROW][C]11[/C][C]-0.115167[/C][C]-0.8995[/C][C]0.185966[/C][/ROW]
[ROW][C]12[/C][C]0.05678[/C][C]0.4435[/C][C]0.329499[/C][/ROW]
[ROW][C]13[/C][C]-0.341239[/C][C]-2.6652[/C][C]0.004917[/C][/ROW]
[ROW][C]14[/C][C]0.194453[/C][C]1.5187[/C][C]0.066999[/C][/ROW]
[ROW][C]15[/C][C]-0.080839[/C][C]-0.6314[/C][C]0.265078[/C][/ROW]
[ROW][C]16[/C][C]-0.13346[/C][C]-1.0424[/C][C]0.15068[/C][/ROW]
[ROW][C]17[/C][C]-0.045847[/C][C]-0.3581[/C][C]0.360761[/C][/ROW]
[ROW][C]18[/C][C]-0.042774[/C][C]-0.3341[/C][C]0.369734[/C][/ROW]
[ROW][C]19[/C][C]0.005185[/C][C]0.0405[/C][C]0.483916[/C][/ROW]
[ROW][C]20[/C][C]-0.00376[/C][C]-0.0294[/C][C]0.488335[/C][/ROW]
[ROW][C]21[/C][C]-0.155575[/C][C]-1.2151[/C][C]0.114509[/C][/ROW]
[ROW][C]22[/C][C]-0.102372[/C][C]-0.7995[/C][C]0.213537[/C][/ROW]
[ROW][C]23[/C][C]0.155077[/C][C]1.2112[/C][C]0.115247[/C][/ROW]
[ROW][C]24[/C][C]0.039868[/C][C]0.3114[/C][C]0.378288[/C][/ROW]
[ROW][C]25[/C][C]-0.038234[/C][C]-0.2986[/C][C]0.383123[/C][/ROW]
[ROW][C]26[/C][C]0.022233[/C][C]0.1736[/C][C]0.43136[/C][/ROW]
[ROW][C]27[/C][C]0.002187[/C][C]0.0171[/C][C]0.493212[/C][/ROW]
[ROW][C]28[/C][C]0.043287[/C][C]0.3381[/C][C]0.368232[/C][/ROW]
[ROW][C]29[/C][C]0.023757[/C][C]0.1855[/C][C]0.426708[/C][/ROW]
[ROW][C]30[/C][C]-0.109977[/C][C]-0.859[/C][C]0.196865[/C][/ROW]
[ROW][C]31[/C][C]-0.037948[/C][C]-0.2964[/C][C]0.383973[/C][/ROW]
[ROW][C]32[/C][C]-0.109624[/C][C]-0.8562[/C][C]0.197622[/C][/ROW]
[ROW][C]33[/C][C]0.059778[/C][C]0.4669[/C][C]0.321124[/C][/ROW]
[ROW][C]34[/C][C]-0.088654[/C][C]-0.6924[/C][C]0.245654[/C][/ROW]
[ROW][C]35[/C][C]-0.047689[/C][C]-0.3725[/C][C]0.355419[/C][/ROW]
[ROW][C]36[/C][C]-0.095636[/C][C]-0.7469[/C][C]0.228985[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60459&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60459&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	0.807043	6.3032	0
2	-0.44829	-3.5013	0.000436
3	0.094999	0.742	0.230478
4	0.279324	2.1816	0.016502
5	0.130359	1.0181	0.156317
6	-0.104515	-0.8163	0.208755
7	-0.165564	-1.2931	0.100426
8	0.015119	0.1181	0.453195
9	0.292602	2.2853	0.012892
10	0.110532	0.8633	0.195683
11	-0.115167	-0.8995	0.185966
12	0.05678	0.4435	0.329499
13	-0.341239	-2.6652	0.004917
14	0.194453	1.5187	0.066999
15	-0.080839	-0.6314	0.265078
16	-0.13346	-1.0424	0.15068
17	-0.045847	-0.3581	0.360761
18	-0.042774	-0.3341	0.369734
19	0.005185	0.0405	0.483916
20	-0.00376	-0.0294	0.488335
21	-0.155575	-1.2151	0.114509
22	-0.102372	-0.7995	0.213537
23	0.155077	1.2112	0.115247
24	0.039868	0.3114	0.378288
25	-0.038234	-0.2986	0.383123
26	0.022233	0.1736	0.43136
27	0.002187	0.0171	0.493212
28	0.043287	0.3381	0.368232
29	0.023757	0.1855	0.426708
30	-0.109977	-0.859	0.196865
31	-0.037948	-0.2964	0.383973
32	-0.109624	-0.8562	0.197622
33	0.059778	0.4669	0.321124
34	-0.088654	-0.6924	0.245654
35	-0.047689	-0.3725	0.355419
36	-0.095636	-0.7469	0.228985

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