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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 01:14:00 -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/27/t1259309721149q9mkvcxw6ywl.htm/, Retrieved Mon, 29 Apr 2024 21:59:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60461, Retrieved Mon, 29 Apr 2024 21:59:06 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

177

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] [partial autocorre...] [2009-11-27 08:14:00] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

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	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=60461&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=60461&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60461&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	0.820475	5.7433	0
2	0.48882	3.4217	0.000632
3	0.201371	1.4096	0.082487
4	0.123415	0.8639	0.195924
5	0.218089	1.5266	0.066642
6	0.385854	2.701	0.004734
7	0.482748	3.3792	0.000717
8	0.457007	3.199	0.001209
9	0.344058	2.4084	0.009915
10	0.211336	1.4793	0.072724
11	0.09344	0.6541	0.258059
12	0.03301	0.2311	0.409111
13	0.052084	0.3646	0.358495
14	0.100652	0.7046	0.242209
15	0.115677	0.8097	0.211002
16	0.058773	0.4114	0.341283
17	-0.049199	-0.3444	0.366012
18	-0.132044	-0.9243	0.179928
19	-0.156465	-1.0953	0.13938
20	-0.117501	-0.8225	0.207386
21	-0.084108	-0.5888	0.279364
22	-0.089945	-0.6296	0.265936
23	-0.121141	-0.848	0.200283
24	-0.136698	-0.9569	0.17166
25	-0.118728	-0.8311	0.204976
26	-0.101584	-0.7111	0.240201
27	-0.114297	-0.8001	0.213763
28	-0.183403	-1.2838	0.102622
29	-0.258775	-1.8114	0.038103
30	-0.296588	-2.0761	0.021576
31	-0.26556	-1.8589	0.034525
32	-0.210492	-1.4734	0.073513
33	-0.1706	-1.1942	0.119075
34	-0.165657	-1.1596	0.125916
35	-0.18973	-1.3281	0.095147
36	-0.221492	-1.5504	0.063735

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.820475 & 5.7433 & 0 \tabularnewline
2 & 0.48882 & 3.4217 & 0.000632 \tabularnewline
3 & 0.201371 & 1.4096 & 0.082487 \tabularnewline
4 & 0.123415 & 0.8639 & 0.195924 \tabularnewline
5 & 0.218089 & 1.5266 & 0.066642 \tabularnewline
6 & 0.385854 & 2.701 & 0.004734 \tabularnewline
7 & 0.482748 & 3.3792 & 0.000717 \tabularnewline
8 & 0.457007 & 3.199 & 0.001209 \tabularnewline
9 & 0.344058 & 2.4084 & 0.009915 \tabularnewline
10 & 0.211336 & 1.4793 & 0.072724 \tabularnewline
11 & 0.09344 & 0.6541 & 0.258059 \tabularnewline
12 & 0.03301 & 0.2311 & 0.409111 \tabularnewline
13 & 0.052084 & 0.3646 & 0.358495 \tabularnewline
14 & 0.100652 & 0.7046 & 0.242209 \tabularnewline
15 & 0.115677 & 0.8097 & 0.211002 \tabularnewline
16 & 0.058773 & 0.4114 & 0.341283 \tabularnewline
17 & -0.049199 & -0.3444 & 0.366012 \tabularnewline
18 & -0.132044 & -0.9243 & 0.179928 \tabularnewline
19 & -0.156465 & -1.0953 & 0.13938 \tabularnewline
20 & -0.117501 & -0.8225 & 0.207386 \tabularnewline
21 & -0.084108 & -0.5888 & 0.279364 \tabularnewline
22 & -0.089945 & -0.6296 & 0.265936 \tabularnewline
23 & -0.121141 & -0.848 & 0.200283 \tabularnewline
24 & -0.136698 & -0.9569 & 0.17166 \tabularnewline
25 & -0.118728 & -0.8311 & 0.204976 \tabularnewline
26 & -0.101584 & -0.7111 & 0.240201 \tabularnewline
27 & -0.114297 & -0.8001 & 0.213763 \tabularnewline
28 & -0.183403 & -1.2838 & 0.102622 \tabularnewline
29 & -0.258775 & -1.8114 & 0.038103 \tabularnewline
30 & -0.296588 & -2.0761 & 0.021576 \tabularnewline
31 & -0.26556 & -1.8589 & 0.034525 \tabularnewline
32 & -0.210492 & -1.4734 & 0.073513 \tabularnewline
33 & -0.1706 & -1.1942 & 0.119075 \tabularnewline
34 & -0.165657 & -1.1596 & 0.125916 \tabularnewline
35 & -0.18973 & -1.3281 & 0.095147 \tabularnewline
36 & -0.221492 & -1.5504 & 0.063735 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60461&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]0.820475[/C][C]5.7433[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.48882[/C][C]3.4217[/C][C]0.000632[/C][/ROW]
[ROW][C]3[/C][C]0.201371[/C][C]1.4096[/C][C]0.082487[/C][/ROW]
[ROW][C]4[/C][C]0.123415[/C][C]0.8639[/C][C]0.195924[/C][/ROW]
[ROW][C]5[/C][C]0.218089[/C][C]1.5266[/C][C]0.066642[/C][/ROW]
[ROW][C]6[/C][C]0.385854[/C][C]2.701[/C][C]0.004734[/C][/ROW]
[ROW][C]7[/C][C]0.482748[/C][C]3.3792[/C][C]0.000717[/C][/ROW]
[ROW][C]8[/C][C]0.457007[/C][C]3.199[/C][C]0.001209[/C][/ROW]
[ROW][C]9[/C][C]0.344058[/C][C]2.4084[/C][C]0.009915[/C][/ROW]
[ROW][C]10[/C][C]0.211336[/C][C]1.4793[/C][C]0.072724[/C][/ROW]
[ROW][C]11[/C][C]0.09344[/C][C]0.6541[/C][C]0.258059[/C][/ROW]
[ROW][C]12[/C][C]0.03301[/C][C]0.2311[/C][C]0.409111[/C][/ROW]
[ROW][C]13[/C][C]0.052084[/C][C]0.3646[/C][C]0.358495[/C][/ROW]
[ROW][C]14[/C][C]0.100652[/C][C]0.7046[/C][C]0.242209[/C][/ROW]
[ROW][C]15[/C][C]0.115677[/C][C]0.8097[/C][C]0.211002[/C][/ROW]
[ROW][C]16[/C][C]0.058773[/C][C]0.4114[/C][C]0.341283[/C][/ROW]
[ROW][C]17[/C][C]-0.049199[/C][C]-0.3444[/C][C]0.366012[/C][/ROW]
[ROW][C]18[/C][C]-0.132044[/C][C]-0.9243[/C][C]0.179928[/C][/ROW]
[ROW][C]19[/C][C]-0.156465[/C][C]-1.0953[/C][C]0.13938[/C][/ROW]
[ROW][C]20[/C][C]-0.117501[/C][C]-0.8225[/C][C]0.207386[/C][/ROW]
[ROW][C]21[/C][C]-0.084108[/C][C]-0.5888[/C][C]0.279364[/C][/ROW]
[ROW][C]22[/C][C]-0.089945[/C][C]-0.6296[/C][C]0.265936[/C][/ROW]
[ROW][C]23[/C][C]-0.121141[/C][C]-0.848[/C][C]0.200283[/C][/ROW]
[ROW][C]24[/C][C]-0.136698[/C][C]-0.9569[/C][C]0.17166[/C][/ROW]
[ROW][C]25[/C][C]-0.118728[/C][C]-0.8311[/C][C]0.204976[/C][/ROW]
[ROW][C]26[/C][C]-0.101584[/C][C]-0.7111[/C][C]0.240201[/C][/ROW]
[ROW][C]27[/C][C]-0.114297[/C][C]-0.8001[/C][C]0.213763[/C][/ROW]
[ROW][C]28[/C][C]-0.183403[/C][C]-1.2838[/C][C]0.102622[/C][/ROW]
[ROW][C]29[/C][C]-0.258775[/C][C]-1.8114[/C][C]0.038103[/C][/ROW]
[ROW][C]30[/C][C]-0.296588[/C][C]-2.0761[/C][C]0.021576[/C][/ROW]
[ROW][C]31[/C][C]-0.26556[/C][C]-1.8589[/C][C]0.034525[/C][/ROW]
[ROW][C]32[/C][C]-0.210492[/C][C]-1.4734[/C][C]0.073513[/C][/ROW]
[ROW][C]33[/C][C]-0.1706[/C][C]-1.1942[/C][C]0.119075[/C][/ROW]
[ROW][C]34[/C][C]-0.165657[/C][C]-1.1596[/C][C]0.125916[/C][/ROW]
[ROW][C]35[/C][C]-0.18973[/C][C]-1.3281[/C][C]0.095147[/C][/ROW]
[ROW][C]36[/C][C]-0.221492[/C][C]-1.5504[/C][C]0.063735[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60461&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60461&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	0.820475	5.7433	0
2	0.48882	3.4217	0.000632
3	0.201371	1.4096	0.082487
4	0.123415	0.8639	0.195924
5	0.218089	1.5266	0.066642
6	0.385854	2.701	0.004734
7	0.482748	3.3792	0.000717
8	0.457007	3.199	0.001209
9	0.344058	2.4084	0.009915
10	0.211336	1.4793	0.072724
11	0.09344	0.6541	0.258059
12	0.03301	0.2311	0.409111
13	0.052084	0.3646	0.358495
14	0.100652	0.7046	0.242209
15	0.115677	0.8097	0.211002
16	0.058773	0.4114	0.341283
17	-0.049199	-0.3444	0.366012
18	-0.132044	-0.9243	0.179928
19	-0.156465	-1.0953	0.13938
20	-0.117501	-0.8225	0.207386
21	-0.084108	-0.5888	0.279364
22	-0.089945	-0.6296	0.265936
23	-0.121141	-0.848	0.200283
24	-0.136698	-0.9569	0.17166
25	-0.118728	-0.8311	0.204976
26	-0.101584	-0.7111	0.240201
27	-0.114297	-0.8001	0.213763
28	-0.183403	-1.2838	0.102622
29	-0.258775	-1.8114	0.038103
30	-0.296588	-2.0761	0.021576
31	-0.26556	-1.8589	0.034525
32	-0.210492	-1.4734	0.073513
33	-0.1706	-1.1942	0.119075
34	-0.165657	-1.1596	0.125916
35	-0.18973	-1.3281	0.095147
36	-0.221492	-1.5504	0.063735

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.820475	5.7433	0
2	-0.564098	-3.9487	0.000126
3	0.165577	1.159	0.126028
4	0.415037	2.9053	0.002746
5	0.033336	0.2334	0.40823
6	0.154929	1.0845	0.141725
7	0.004895	0.0343	0.486402
8	0.009025	0.0632	0.474942
9	0.076778	0.5374	0.296695
10	-0.097441	-0.6821	0.249198
11	-0.190176	-1.3312	0.094636
12	0.038203	0.2674	0.395133
13	0.083828	0.5868	0.280017
14	-0.187067	-1.3095	0.098241
15	-0.110877	-0.7761	0.220698
16	-0.07814	-0.547	0.293438
17	-0.06568	-0.4598	0.323861
18	0.131555	0.9209	0.180811
19	-0.138691	-0.9708	0.168198
20	-0.005788	-0.0405	0.483922
21	-0.018304	-0.1281	0.449287
22	-0.013838	-0.0969	0.461615
23	0.12073	0.8451	0.201079
24	0.040362	0.2825	0.389361
25	0.045557	0.3189	0.375578
26	-0.076184	-0.5333	0.298123
27	-0.019917	-0.1394	0.444846
28	-0.205843	-1.4409	0.077986
29	0.009154	0.0641	0.474585
30	-0.020152	-0.1411	0.444199
31	-0.07829	-0.548	0.293079
32	-0.059797	-0.4186	0.338676
33	-0.11357	-0.795	0.215227
34	0.039289	0.275	0.392228
35	-0.001512	-0.0106	0.495798
36	-0.007178	-0.0502	0.480064

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.820475 & 5.7433 & 0 \tabularnewline
2 & -0.564098 & -3.9487 & 0.000126 \tabularnewline
3 & 0.165577 & 1.159 & 0.126028 \tabularnewline
4 & 0.415037 & 2.9053 & 0.002746 \tabularnewline
5 & 0.033336 & 0.2334 & 0.40823 \tabularnewline
6 & 0.154929 & 1.0845 & 0.141725 \tabularnewline
7 & 0.004895 & 0.0343 & 0.486402 \tabularnewline
8 & 0.009025 & 0.0632 & 0.474942 \tabularnewline
9 & 0.076778 & 0.5374 & 0.296695 \tabularnewline
10 & -0.097441 & -0.6821 & 0.249198 \tabularnewline
11 & -0.190176 & -1.3312 & 0.094636 \tabularnewline
12 & 0.038203 & 0.2674 & 0.395133 \tabularnewline
13 & 0.083828 & 0.5868 & 0.280017 \tabularnewline
14 & -0.187067 & -1.3095 & 0.098241 \tabularnewline
15 & -0.110877 & -0.7761 & 0.220698 \tabularnewline
16 & -0.07814 & -0.547 & 0.293438 \tabularnewline
17 & -0.06568 & -0.4598 & 0.323861 \tabularnewline
18 & 0.131555 & 0.9209 & 0.180811 \tabularnewline
19 & -0.138691 & -0.9708 & 0.168198 \tabularnewline
20 & -0.005788 & -0.0405 & 0.483922 \tabularnewline
21 & -0.018304 & -0.1281 & 0.449287 \tabularnewline
22 & -0.013838 & -0.0969 & 0.461615 \tabularnewline
23 & 0.12073 & 0.8451 & 0.201079 \tabularnewline
24 & 0.040362 & 0.2825 & 0.389361 \tabularnewline
25 & 0.045557 & 0.3189 & 0.375578 \tabularnewline
26 & -0.076184 & -0.5333 & 0.298123 \tabularnewline
27 & -0.019917 & -0.1394 & 0.444846 \tabularnewline
28 & -0.205843 & -1.4409 & 0.077986 \tabularnewline
29 & 0.009154 & 0.0641 & 0.474585 \tabularnewline
30 & -0.020152 & -0.1411 & 0.444199 \tabularnewline
31 & -0.07829 & -0.548 & 0.293079 \tabularnewline
32 & -0.059797 & -0.4186 & 0.338676 \tabularnewline
33 & -0.11357 & -0.795 & 0.215227 \tabularnewline
34 & 0.039289 & 0.275 & 0.392228 \tabularnewline
35 & -0.001512 & -0.0106 & 0.495798 \tabularnewline
36 & -0.007178 & -0.0502 & 0.480064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60461&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]0.820475[/C][C]5.7433[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.564098[/C][C]-3.9487[/C][C]0.000126[/C][/ROW]
[ROW][C]3[/C][C]0.165577[/C][C]1.159[/C][C]0.126028[/C][/ROW]
[ROW][C]4[/C][C]0.415037[/C][C]2.9053[/C][C]0.002746[/C][/ROW]
[ROW][C]5[/C][C]0.033336[/C][C]0.2334[/C][C]0.40823[/C][/ROW]
[ROW][C]6[/C][C]0.154929[/C][C]1.0845[/C][C]0.141725[/C][/ROW]
[ROW][C]7[/C][C]0.004895[/C][C]0.0343[/C][C]0.486402[/C][/ROW]
[ROW][C]8[/C][C]0.009025[/C][C]0.0632[/C][C]0.474942[/C][/ROW]
[ROW][C]9[/C][C]0.076778[/C][C]0.5374[/C][C]0.296695[/C][/ROW]
[ROW][C]10[/C][C]-0.097441[/C][C]-0.6821[/C][C]0.249198[/C][/ROW]
[ROW][C]11[/C][C]-0.190176[/C][C]-1.3312[/C][C]0.094636[/C][/ROW]
[ROW][C]12[/C][C]0.038203[/C][C]0.2674[/C][C]0.395133[/C][/ROW]
[ROW][C]13[/C][C]0.083828[/C][C]0.5868[/C][C]0.280017[/C][/ROW]
[ROW][C]14[/C][C]-0.187067[/C][C]-1.3095[/C][C]0.098241[/C][/ROW]
[ROW][C]15[/C][C]-0.110877[/C][C]-0.7761[/C][C]0.220698[/C][/ROW]
[ROW][C]16[/C][C]-0.07814[/C][C]-0.547[/C][C]0.293438[/C][/ROW]
[ROW][C]17[/C][C]-0.06568[/C][C]-0.4598[/C][C]0.323861[/C][/ROW]
[ROW][C]18[/C][C]0.131555[/C][C]0.9209[/C][C]0.180811[/C][/ROW]
[ROW][C]19[/C][C]-0.138691[/C][C]-0.9708[/C][C]0.168198[/C][/ROW]
[ROW][C]20[/C][C]-0.005788[/C][C]-0.0405[/C][C]0.483922[/C][/ROW]
[ROW][C]21[/C][C]-0.018304[/C][C]-0.1281[/C][C]0.449287[/C][/ROW]
[ROW][C]22[/C][C]-0.013838[/C][C]-0.0969[/C][C]0.461615[/C][/ROW]
[ROW][C]23[/C][C]0.12073[/C][C]0.8451[/C][C]0.201079[/C][/ROW]
[ROW][C]24[/C][C]0.040362[/C][C]0.2825[/C][C]0.389361[/C][/ROW]
[ROW][C]25[/C][C]0.045557[/C][C]0.3189[/C][C]0.375578[/C][/ROW]
[ROW][C]26[/C][C]-0.076184[/C][C]-0.5333[/C][C]0.298123[/C][/ROW]
[ROW][C]27[/C][C]-0.019917[/C][C]-0.1394[/C][C]0.444846[/C][/ROW]
[ROW][C]28[/C][C]-0.205843[/C][C]-1.4409[/C][C]0.077986[/C][/ROW]
[ROW][C]29[/C][C]0.009154[/C][C]0.0641[/C][C]0.474585[/C][/ROW]
[ROW][C]30[/C][C]-0.020152[/C][C]-0.1411[/C][C]0.444199[/C][/ROW]
[ROW][C]31[/C][C]-0.07829[/C][C]-0.548[/C][C]0.293079[/C][/ROW]
[ROW][C]32[/C][C]-0.059797[/C][C]-0.4186[/C][C]0.338676[/C][/ROW]
[ROW][C]33[/C][C]-0.11357[/C][C]-0.795[/C][C]0.215227[/C][/ROW]
[ROW][C]34[/C][C]0.039289[/C][C]0.275[/C][C]0.392228[/C][/ROW]
[ROW][C]35[/C][C]-0.001512[/C][C]-0.0106[/C][C]0.495798[/C][/ROW]
[ROW][C]36[/C][C]-0.007178[/C][C]-0.0502[/C][C]0.480064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60461&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60461&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	0.820475	5.7433	0
2	-0.564098	-3.9487	0.000126
3	0.165577	1.159	0.126028
4	0.415037	2.9053	0.002746
5	0.033336	0.2334	0.40823
6	0.154929	1.0845	0.141725
7	0.004895	0.0343	0.486402
8	0.009025	0.0632	0.474942
9	0.076778	0.5374	0.296695
10	-0.097441	-0.6821	0.249198
11	-0.190176	-1.3312	0.094636
12	0.038203	0.2674	0.395133
13	0.083828	0.5868	0.280017
14	-0.187067	-1.3095	0.098241
15	-0.110877	-0.7761	0.220698
16	-0.07814	-0.547	0.293438
17	-0.06568	-0.4598	0.323861
18	0.131555	0.9209	0.180811
19	-0.138691	-0.9708	0.168198
20	-0.005788	-0.0405	0.483922
21	-0.018304	-0.1281	0.449287
22	-0.013838	-0.0969	0.461615
23	0.12073	0.8451	0.201079
24	0.040362	0.2825	0.389361
25	0.045557	0.3189	0.375578
26	-0.076184	-0.5333	0.298123
27	-0.019917	-0.1394	0.444846
28	-0.205843	-1.4409	0.077986
29	0.009154	0.0641	0.474585
30	-0.020152	-0.1411	0.444199
31	-0.07829	-0.548	0.293079
32	-0.059797	-0.4186	0.338676
33	-0.11357	-0.795	0.215227
34	0.039289	0.275	0.392228
35	-0.001512	-0.0106	0.495798
36	-0.007178	-0.0502	0.480064

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