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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 01:47:37 -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/t1259311733dqe4trzer5qfwnr.htm/, Retrieved Mon, 29 Apr 2024 20:14:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60480, Retrieved Mon, 29 Apr 2024 20:14:29 +0000

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Estimated Impact

170

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] [Workshop 8] [2009-11-27 08:47:37] [a18540c86166a2b66550d1fef0503cc2] [Current]

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Dataseries X:

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Histogram

Boxplots

8,6
8,5
8,3
7,8
7,8
8
8,6
8,9
8,9
8,6
8,3
8,3
8,3
8,4
8,5
8,4
8,6
8,5
8,5
8,4
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,5
8,6
8,4
8,1
8
8
8
8
7,9
7,8
7,8
7,9
8,1
8
7,6
7,3
7
6,8
7
7,1
7,2
7,1
6,9
6,7
6,7
6,6
6,9
7,3
7,5
7,3
7,1
6,9
7,1

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=60480&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=60480&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60480&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	0.875308	6.0643	0
2	0.612881	4.2462	5e-05
3	0.355991	2.4664	0.008636
4	0.211354	1.4643	0.074815
5	0.195959	1.3576	0.090463
6	0.246263	1.7062	0.047221
7	0.279063	1.9334	0.029548
8	0.265921	1.8424	0.035803
9	0.20064	1.3901	0.08546
10	0.123205	0.8536	0.198786
11	0.058065	0.4023	0.344629
12	0.002781	0.0193	0.492355
13	-0.038989	-0.2701	0.394112
14	-0.062503	-0.433	0.333465
15	-0.087613	-0.607	0.273356
16	-0.110892	-0.7683	0.223041
17	-0.148766	-1.0307	0.153927
18	-0.200485	-1.389	0.085622
19	-0.247463	-1.7145	0.046446
20	-0.274074	-1.8988	0.031802
21	-0.285997	-1.9814	0.026642
22	-0.282246	-1.9555	0.028182
23	-0.276664	-1.9168	0.030614
24	-0.270003	-1.8706	0.033749
25	-0.266346	-1.8453	0.035584
26	-0.269775	-1.8691	0.033862
27	-0.278788	-1.9315	0.029669
28	-0.271939	-1.884	0.032811
29	-0.230973	-1.6002	0.058055
30	-0.151808	-1.0518	0.149089
31	-0.067621	-0.4685	0.320777
32	-0.024403	-0.1691	0.433227
33	-0.055191	-0.3824	0.351936
34	-0.137366	-0.9517	0.173009
35	-0.21344	-1.4788	0.07287
36	-0.217666	-1.508	0.06905

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.875308 & 6.0643 & 0 \tabularnewline
2 & 0.612881 & 4.2462 & 5e-05 \tabularnewline
3 & 0.355991 & 2.4664 & 0.008636 \tabularnewline
4 & 0.211354 & 1.4643 & 0.074815 \tabularnewline
5 & 0.195959 & 1.3576 & 0.090463 \tabularnewline
6 & 0.246263 & 1.7062 & 0.047221 \tabularnewline
7 & 0.279063 & 1.9334 & 0.029548 \tabularnewline
8 & 0.265921 & 1.8424 & 0.035803 \tabularnewline
9 & 0.20064 & 1.3901 & 0.08546 \tabularnewline
10 & 0.123205 & 0.8536 & 0.198786 \tabularnewline
11 & 0.058065 & 0.4023 & 0.344629 \tabularnewline
12 & 0.002781 & 0.0193 & 0.492355 \tabularnewline
13 & -0.038989 & -0.2701 & 0.394112 \tabularnewline
14 & -0.062503 & -0.433 & 0.333465 \tabularnewline
15 & -0.087613 & -0.607 & 0.273356 \tabularnewline
16 & -0.110892 & -0.7683 & 0.223041 \tabularnewline
17 & -0.148766 & -1.0307 & 0.153927 \tabularnewline
18 & -0.200485 & -1.389 & 0.085622 \tabularnewline
19 & -0.247463 & -1.7145 & 0.046446 \tabularnewline
20 & -0.274074 & -1.8988 & 0.031802 \tabularnewline
21 & -0.285997 & -1.9814 & 0.026642 \tabularnewline
22 & -0.282246 & -1.9555 & 0.028182 \tabularnewline
23 & -0.276664 & -1.9168 & 0.030614 \tabularnewline
24 & -0.270003 & -1.8706 & 0.033749 \tabularnewline
25 & -0.266346 & -1.8453 & 0.035584 \tabularnewline
26 & -0.269775 & -1.8691 & 0.033862 \tabularnewline
27 & -0.278788 & -1.9315 & 0.029669 \tabularnewline
28 & -0.271939 & -1.884 & 0.032811 \tabularnewline
29 & -0.230973 & -1.6002 & 0.058055 \tabularnewline
30 & -0.151808 & -1.0518 & 0.149089 \tabularnewline
31 & -0.067621 & -0.4685 & 0.320777 \tabularnewline
32 & -0.024403 & -0.1691 & 0.433227 \tabularnewline
33 & -0.055191 & -0.3824 & 0.351936 \tabularnewline
34 & -0.137366 & -0.9517 & 0.173009 \tabularnewline
35 & -0.21344 & -1.4788 & 0.07287 \tabularnewline
36 & -0.217666 & -1.508 & 0.06905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60480&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]0.875308[/C][C]6.0643[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.612881[/C][C]4.2462[/C][C]5e-05[/C][/ROW]
[ROW][C]3[/C][C]0.355991[/C][C]2.4664[/C][C]0.008636[/C][/ROW]
[ROW][C]4[/C][C]0.211354[/C][C]1.4643[/C][C]0.074815[/C][/ROW]
[ROW][C]5[/C][C]0.195959[/C][C]1.3576[/C][C]0.090463[/C][/ROW]
[ROW][C]6[/C][C]0.246263[/C][C]1.7062[/C][C]0.047221[/C][/ROW]
[ROW][C]7[/C][C]0.279063[/C][C]1.9334[/C][C]0.029548[/C][/ROW]
[ROW][C]8[/C][C]0.265921[/C][C]1.8424[/C][C]0.035803[/C][/ROW]
[ROW][C]9[/C][C]0.20064[/C][C]1.3901[/C][C]0.08546[/C][/ROW]
[ROW][C]10[/C][C]0.123205[/C][C]0.8536[/C][C]0.198786[/C][/ROW]
[ROW][C]11[/C][C]0.058065[/C][C]0.4023[/C][C]0.344629[/C][/ROW]
[ROW][C]12[/C][C]0.002781[/C][C]0.0193[/C][C]0.492355[/C][/ROW]
[ROW][C]13[/C][C]-0.038989[/C][C]-0.2701[/C][C]0.394112[/C][/ROW]
[ROW][C]14[/C][C]-0.062503[/C][C]-0.433[/C][C]0.333465[/C][/ROW]
[ROW][C]15[/C][C]-0.087613[/C][C]-0.607[/C][C]0.273356[/C][/ROW]
[ROW][C]16[/C][C]-0.110892[/C][C]-0.7683[/C][C]0.223041[/C][/ROW]
[ROW][C]17[/C][C]-0.148766[/C][C]-1.0307[/C][C]0.153927[/C][/ROW]
[ROW][C]18[/C][C]-0.200485[/C][C]-1.389[/C][C]0.085622[/C][/ROW]
[ROW][C]19[/C][C]-0.247463[/C][C]-1.7145[/C][C]0.046446[/C][/ROW]
[ROW][C]20[/C][C]-0.274074[/C][C]-1.8988[/C][C]0.031802[/C][/ROW]
[ROW][C]21[/C][C]-0.285997[/C][C]-1.9814[/C][C]0.026642[/C][/ROW]
[ROW][C]22[/C][C]-0.282246[/C][C]-1.9555[/C][C]0.028182[/C][/ROW]
[ROW][C]23[/C][C]-0.276664[/C][C]-1.9168[/C][C]0.030614[/C][/ROW]
[ROW][C]24[/C][C]-0.270003[/C][C]-1.8706[/C][C]0.033749[/C][/ROW]
[ROW][C]25[/C][C]-0.266346[/C][C]-1.8453[/C][C]0.035584[/C][/ROW]
[ROW][C]26[/C][C]-0.269775[/C][C]-1.8691[/C][C]0.033862[/C][/ROW]
[ROW][C]27[/C][C]-0.278788[/C][C]-1.9315[/C][C]0.029669[/C][/ROW]
[ROW][C]28[/C][C]-0.271939[/C][C]-1.884[/C][C]0.032811[/C][/ROW]
[ROW][C]29[/C][C]-0.230973[/C][C]-1.6002[/C][C]0.058055[/C][/ROW]
[ROW][C]30[/C][C]-0.151808[/C][C]-1.0518[/C][C]0.149089[/C][/ROW]
[ROW][C]31[/C][C]-0.067621[/C][C]-0.4685[/C][C]0.320777[/C][/ROW]
[ROW][C]32[/C][C]-0.024403[/C][C]-0.1691[/C][C]0.433227[/C][/ROW]
[ROW][C]33[/C][C]-0.055191[/C][C]-0.3824[/C][C]0.351936[/C][/ROW]
[ROW][C]34[/C][C]-0.137366[/C][C]-0.9517[/C][C]0.173009[/C][/ROW]
[ROW][C]35[/C][C]-0.21344[/C][C]-1.4788[/C][C]0.07287[/C][/ROW]
[ROW][C]36[/C][C]-0.217666[/C][C]-1.508[/C][C]0.06905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60480&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60480&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	0.875308	6.0643	0
2	0.612881	4.2462	5e-05
3	0.355991	2.4664	0.008636
4	0.211354	1.4643	0.074815
5	0.195959	1.3576	0.090463
6	0.246263	1.7062	0.047221
7	0.279063	1.9334	0.029548
8	0.265921	1.8424	0.035803
9	0.20064	1.3901	0.08546
10	0.123205	0.8536	0.198786
11	0.058065	0.4023	0.344629
12	0.002781	0.0193	0.492355
13	-0.038989	-0.2701	0.394112
14	-0.062503	-0.433	0.333465
15	-0.087613	-0.607	0.273356
16	-0.110892	-0.7683	0.223041
17	-0.148766	-1.0307	0.153927
18	-0.200485	-1.389	0.085622
19	-0.247463	-1.7145	0.046446
20	-0.274074	-1.8988	0.031802
21	-0.285997	-1.9814	0.026642
22	-0.282246	-1.9555	0.028182
23	-0.276664	-1.9168	0.030614
24	-0.270003	-1.8706	0.033749
25	-0.266346	-1.8453	0.035584
26	-0.269775	-1.8691	0.033862
27	-0.278788	-1.9315	0.029669
28	-0.271939	-1.884	0.032811
29	-0.230973	-1.6002	0.058055
30	-0.151808	-1.0518	0.149089
31	-0.067621	-0.4685	0.320777
32	-0.024403	-0.1691	0.433227
33	-0.055191	-0.3824	0.351936
34	-0.137366	-0.9517	0.173009
35	-0.21344	-1.4788	0.07287
36	-0.217666	-1.508	0.06905

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.875308	6.0643	0
2	-0.655517	-4.5416	1.9e-05
3	0.31234	2.164	0.017737
4	0.235651	1.6326	0.054545
5	0.040952	0.2837	0.38892
6	-0.075508	-0.5231	0.301645
7	-0.051406	-0.3561	0.361645
8	0.144986	1.0045	0.16009
9	-0.169227	-1.1724	0.123403
10	0.089625	0.6209	0.268788
11	-0.11526	-0.7985	0.214243
12	-0.123452	-0.8553	0.198317
13	0.082863	0.5741	0.284294
14	-0.01041	-0.0721	0.471401
15	-0.191937	-1.3298	0.094938
16	0.04888	0.3386	0.368175
17	-0.149894	-1.0385	0.152121
18	-0.020721	-0.1436	0.443226
19	-0.005603	-0.0388	0.484597
20	-0.030276	-0.2098	0.417371
21	-0.145302	-1.0067	0.159568
22	0.032667	0.2263	0.410956
23	0.032548	0.2255	0.411275
24	-0.073293	-0.5078	0.306963
25	-0.062788	-0.435	0.332754
26	-0.014028	-0.0972	0.461491
27	-0.05383	-0.3729	0.355417
28	0.119962	0.8311	0.20501
29	0.146235	1.0131	0.158036
30	-0.079649	-0.5518	0.291815
31	-0.055195	-0.3824	0.351926
32	-0.0476	-0.3298	0.371501
33	-0.161787	-1.1209	0.133955
34	0.006996	0.0485	0.480772
35	0.053524	0.3708	0.356199
36	0.026304	0.1822	0.428082

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.875308 & 6.0643 & 0 \tabularnewline
2 & -0.655517 & -4.5416 & 1.9e-05 \tabularnewline
3 & 0.31234 & 2.164 & 0.017737 \tabularnewline
4 & 0.235651 & 1.6326 & 0.054545 \tabularnewline
5 & 0.040952 & 0.2837 & 0.38892 \tabularnewline
6 & -0.075508 & -0.5231 & 0.301645 \tabularnewline
7 & -0.051406 & -0.3561 & 0.361645 \tabularnewline
8 & 0.144986 & 1.0045 & 0.16009 \tabularnewline
9 & -0.169227 & -1.1724 & 0.123403 \tabularnewline
10 & 0.089625 & 0.6209 & 0.268788 \tabularnewline
11 & -0.11526 & -0.7985 & 0.214243 \tabularnewline
12 & -0.123452 & -0.8553 & 0.198317 \tabularnewline
13 & 0.082863 & 0.5741 & 0.284294 \tabularnewline
14 & -0.01041 & -0.0721 & 0.471401 \tabularnewline
15 & -0.191937 & -1.3298 & 0.094938 \tabularnewline
16 & 0.04888 & 0.3386 & 0.368175 \tabularnewline
17 & -0.149894 & -1.0385 & 0.152121 \tabularnewline
18 & -0.020721 & -0.1436 & 0.443226 \tabularnewline
19 & -0.005603 & -0.0388 & 0.484597 \tabularnewline
20 & -0.030276 & -0.2098 & 0.417371 \tabularnewline
21 & -0.145302 & -1.0067 & 0.159568 \tabularnewline
22 & 0.032667 & 0.2263 & 0.410956 \tabularnewline
23 & 0.032548 & 0.2255 & 0.411275 \tabularnewline
24 & -0.073293 & -0.5078 & 0.306963 \tabularnewline
25 & -0.062788 & -0.435 & 0.332754 \tabularnewline
26 & -0.014028 & -0.0972 & 0.461491 \tabularnewline
27 & -0.05383 & -0.3729 & 0.355417 \tabularnewline
28 & 0.119962 & 0.8311 & 0.20501 \tabularnewline
29 & 0.146235 & 1.0131 & 0.158036 \tabularnewline
30 & -0.079649 & -0.5518 & 0.291815 \tabularnewline
31 & -0.055195 & -0.3824 & 0.351926 \tabularnewline
32 & -0.0476 & -0.3298 & 0.371501 \tabularnewline
33 & -0.161787 & -1.1209 & 0.133955 \tabularnewline
34 & 0.006996 & 0.0485 & 0.480772 \tabularnewline
35 & 0.053524 & 0.3708 & 0.356199 \tabularnewline
36 & 0.026304 & 0.1822 & 0.428082 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60480&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]0.875308[/C][C]6.0643[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.655517[/C][C]-4.5416[/C][C]1.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.31234[/C][C]2.164[/C][C]0.017737[/C][/ROW]
[ROW][C]4[/C][C]0.235651[/C][C]1.6326[/C][C]0.054545[/C][/ROW]
[ROW][C]5[/C][C]0.040952[/C][C]0.2837[/C][C]0.38892[/C][/ROW]
[ROW][C]6[/C][C]-0.075508[/C][C]-0.5231[/C][C]0.301645[/C][/ROW]
[ROW][C]7[/C][C]-0.051406[/C][C]-0.3561[/C][C]0.361645[/C][/ROW]
[ROW][C]8[/C][C]0.144986[/C][C]1.0045[/C][C]0.16009[/C][/ROW]
[ROW][C]9[/C][C]-0.169227[/C][C]-1.1724[/C][C]0.123403[/C][/ROW]
[ROW][C]10[/C][C]0.089625[/C][C]0.6209[/C][C]0.268788[/C][/ROW]
[ROW][C]11[/C][C]-0.11526[/C][C]-0.7985[/C][C]0.214243[/C][/ROW]
[ROW][C]12[/C][C]-0.123452[/C][C]-0.8553[/C][C]0.198317[/C][/ROW]
[ROW][C]13[/C][C]0.082863[/C][C]0.5741[/C][C]0.284294[/C][/ROW]
[ROW][C]14[/C][C]-0.01041[/C][C]-0.0721[/C][C]0.471401[/C][/ROW]
[ROW][C]15[/C][C]-0.191937[/C][C]-1.3298[/C][C]0.094938[/C][/ROW]
[ROW][C]16[/C][C]0.04888[/C][C]0.3386[/C][C]0.368175[/C][/ROW]
[ROW][C]17[/C][C]-0.149894[/C][C]-1.0385[/C][C]0.152121[/C][/ROW]
[ROW][C]18[/C][C]-0.020721[/C][C]-0.1436[/C][C]0.443226[/C][/ROW]
[ROW][C]19[/C][C]-0.005603[/C][C]-0.0388[/C][C]0.484597[/C][/ROW]
[ROW][C]20[/C][C]-0.030276[/C][C]-0.2098[/C][C]0.417371[/C][/ROW]
[ROW][C]21[/C][C]-0.145302[/C][C]-1.0067[/C][C]0.159568[/C][/ROW]
[ROW][C]22[/C][C]0.032667[/C][C]0.2263[/C][C]0.410956[/C][/ROW]
[ROW][C]23[/C][C]0.032548[/C][C]0.2255[/C][C]0.411275[/C][/ROW]
[ROW][C]24[/C][C]-0.073293[/C][C]-0.5078[/C][C]0.306963[/C][/ROW]
[ROW][C]25[/C][C]-0.062788[/C][C]-0.435[/C][C]0.332754[/C][/ROW]
[ROW][C]26[/C][C]-0.014028[/C][C]-0.0972[/C][C]0.461491[/C][/ROW]
[ROW][C]27[/C][C]-0.05383[/C][C]-0.3729[/C][C]0.355417[/C][/ROW]
[ROW][C]28[/C][C]0.119962[/C][C]0.8311[/C][C]0.20501[/C][/ROW]
[ROW][C]29[/C][C]0.146235[/C][C]1.0131[/C][C]0.158036[/C][/ROW]
[ROW][C]30[/C][C]-0.079649[/C][C]-0.5518[/C][C]0.291815[/C][/ROW]
[ROW][C]31[/C][C]-0.055195[/C][C]-0.3824[/C][C]0.351926[/C][/ROW]
[ROW][C]32[/C][C]-0.0476[/C][C]-0.3298[/C][C]0.371501[/C][/ROW]
[ROW][C]33[/C][C]-0.161787[/C][C]-1.1209[/C][C]0.133955[/C][/ROW]
[ROW][C]34[/C][C]0.006996[/C][C]0.0485[/C][C]0.480772[/C][/ROW]
[ROW][C]35[/C][C]0.053524[/C][C]0.3708[/C][C]0.356199[/C][/ROW]
[ROW][C]36[/C][C]0.026304[/C][C]0.1822[/C][C]0.428082[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60480&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60480&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	0.875308	6.0643	0
2	-0.655517	-4.5416	1.9e-05
3	0.31234	2.164	0.017737
4	0.235651	1.6326	0.054545
5	0.040952	0.2837	0.38892
6	-0.075508	-0.5231	0.301645
7	-0.051406	-0.3561	0.361645
8	0.144986	1.0045	0.16009
9	-0.169227	-1.1724	0.123403
10	0.089625	0.6209	0.268788
11	-0.11526	-0.7985	0.214243
12	-0.123452	-0.8553	0.198317
13	0.082863	0.5741	0.284294
14	-0.01041	-0.0721	0.471401
15	-0.191937	-1.3298	0.094938
16	0.04888	0.3386	0.368175
17	-0.149894	-1.0385	0.152121
18	-0.020721	-0.1436	0.443226
19	-0.005603	-0.0388	0.484597
20	-0.030276	-0.2098	0.417371
21	-0.145302	-1.0067	0.159568
22	0.032667	0.2263	0.410956
23	0.032548	0.2255	0.411275
24	-0.073293	-0.5078	0.306963
25	-0.062788	-0.435	0.332754
26	-0.014028	-0.0972	0.461491
27	-0.05383	-0.3729	0.355417
28	0.119962	0.8311	0.20501
29	0.146235	1.0131	0.158036
30	-0.079649	-0.5518	0.291815
31	-0.055195	-0.3824	0.351926
32	-0.0476	-0.3298	0.371501
33	-0.161787	-1.1209	0.133955
34	0.006996	0.0485	0.480772
35	0.053524	0.3708	0.356199
36	0.026304	0.1822	0.428082

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