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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 06:25:12 -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/t12593284907bvsazq23yv7mnm.htm/, Retrieved Mon, 29 Apr 2024 18:41:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60736, Retrieved Mon, 29 Apr 2024 18:41:08 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

138

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] [autocorrelation d...] [2009-11-27 13:25:12] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   PD            [(Partial) Autocorrelation Function] [VERBETERING ACF] [2009-11-30 17:09:27] [9717cb857c153ca3061376906953b329] 

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Dataseries X:

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Boxplots

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

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=60736&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=60736&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60736&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	0.930743	7.2095	0
2	0.843711	6.5354	0
3	0.767169	5.9425	0
4	0.703157	5.4466	1e-06
5	0.655173	5.0749	2e-06
6	0.610685	4.7303	7e-06
7	0.560291	4.34	2.8e-05
8	0.500844	3.8795	0.000131
9	0.448469	3.4738	0.000479
10	0.405263	3.1392	0.001314
11	0.359143	2.7819	0.003606
12	0.308439	2.3892	0.010024
13	0.256064	1.9835	0.025949
14	0.203319	1.5749	0.060269
15	0.150711	1.1674	0.123833
16	0.097073	0.7519	0.227518
17	0.043649	0.3381	0.368233
18	0.000579	0.0045	0.498218
19	-0.038178	-0.2957	0.384229
20	-0.075032	-0.5812	0.281644
21	-0.10359	-0.8024	0.212743
22	-0.131158	-1.0159	0.156868
23	-0.153499	-1.189	0.119562
24	-0.175783	-1.3616	0.089206
25	-0.191889	-1.4864	0.071209
26	-0.206615	-1.6004	0.057377
27	-0.223965	-1.7348	0.043953
28	-0.234534	-1.8167	0.03713
29	-0.244151	-1.8912	0.031715
30	-0.252681	-1.9573	0.027487
31	-0.255965	-1.9827	0.025993
32	-0.26092	-2.0211	0.02387
33	-0.260125	-2.0149	0.0242
34	-0.249209	-1.9304	0.029146
35	-0.243829	-1.8887	0.031885
36	-0.239245	-1.8532	0.034387

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.930743 & 7.2095 & 0 \tabularnewline
2 & 0.843711 & 6.5354 & 0 \tabularnewline
3 & 0.767169 & 5.9425 & 0 \tabularnewline
4 & 0.703157 & 5.4466 & 1e-06 \tabularnewline
5 & 0.655173 & 5.0749 & 2e-06 \tabularnewline
6 & 0.610685 & 4.7303 & 7e-06 \tabularnewline
7 & 0.560291 & 4.34 & 2.8e-05 \tabularnewline
8 & 0.500844 & 3.8795 & 0.000131 \tabularnewline
9 & 0.448469 & 3.4738 & 0.000479 \tabularnewline
10 & 0.405263 & 3.1392 & 0.001314 \tabularnewline
11 & 0.359143 & 2.7819 & 0.003606 \tabularnewline
12 & 0.308439 & 2.3892 & 0.010024 \tabularnewline
13 & 0.256064 & 1.9835 & 0.025949 \tabularnewline
14 & 0.203319 & 1.5749 & 0.060269 \tabularnewline
15 & 0.150711 & 1.1674 & 0.123833 \tabularnewline
16 & 0.097073 & 0.7519 & 0.227518 \tabularnewline
17 & 0.043649 & 0.3381 & 0.368233 \tabularnewline
18 & 0.000579 & 0.0045 & 0.498218 \tabularnewline
19 & -0.038178 & -0.2957 & 0.384229 \tabularnewline
20 & -0.075032 & -0.5812 & 0.281644 \tabularnewline
21 & -0.10359 & -0.8024 & 0.212743 \tabularnewline
22 & -0.131158 & -1.0159 & 0.156868 \tabularnewline
23 & -0.153499 & -1.189 & 0.119562 \tabularnewline
24 & -0.175783 & -1.3616 & 0.089206 \tabularnewline
25 & -0.191889 & -1.4864 & 0.071209 \tabularnewline
26 & -0.206615 & -1.6004 & 0.057377 \tabularnewline
27 & -0.223965 & -1.7348 & 0.043953 \tabularnewline
28 & -0.234534 & -1.8167 & 0.03713 \tabularnewline
29 & -0.244151 & -1.8912 & 0.031715 \tabularnewline
30 & -0.252681 & -1.9573 & 0.027487 \tabularnewline
31 & -0.255965 & -1.9827 & 0.025993 \tabularnewline
32 & -0.26092 & -2.0211 & 0.02387 \tabularnewline
33 & -0.260125 & -2.0149 & 0.0242 \tabularnewline
34 & -0.249209 & -1.9304 & 0.029146 \tabularnewline
35 & -0.243829 & -1.8887 & 0.031885 \tabularnewline
36 & -0.239245 & -1.8532 & 0.034387 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60736&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]0.930743[/C][C]7.2095[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.843711[/C][C]6.5354[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.767169[/C][C]5.9425[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.703157[/C][C]5.4466[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.655173[/C][C]5.0749[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.610685[/C][C]4.7303[/C][C]7e-06[/C][/ROW]
[ROW][C]7[/C][C]0.560291[/C][C]4.34[/C][C]2.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.500844[/C][C]3.8795[/C][C]0.000131[/C][/ROW]
[ROW][C]9[/C][C]0.448469[/C][C]3.4738[/C][C]0.000479[/C][/ROW]
[ROW][C]10[/C][C]0.405263[/C][C]3.1392[/C][C]0.001314[/C][/ROW]
[ROW][C]11[/C][C]0.359143[/C][C]2.7819[/C][C]0.003606[/C][/ROW]
[ROW][C]12[/C][C]0.308439[/C][C]2.3892[/C][C]0.010024[/C][/ROW]
[ROW][C]13[/C][C]0.256064[/C][C]1.9835[/C][C]0.025949[/C][/ROW]
[ROW][C]14[/C][C]0.203319[/C][C]1.5749[/C][C]0.060269[/C][/ROW]
[ROW][C]15[/C][C]0.150711[/C][C]1.1674[/C][C]0.123833[/C][/ROW]
[ROW][C]16[/C][C]0.097073[/C][C]0.7519[/C][C]0.227518[/C][/ROW]
[ROW][C]17[/C][C]0.043649[/C][C]0.3381[/C][C]0.368233[/C][/ROW]
[ROW][C]18[/C][C]0.000579[/C][C]0.0045[/C][C]0.498218[/C][/ROW]
[ROW][C]19[/C][C]-0.038178[/C][C]-0.2957[/C][C]0.384229[/C][/ROW]
[ROW][C]20[/C][C]-0.075032[/C][C]-0.5812[/C][C]0.281644[/C][/ROW]
[ROW][C]21[/C][C]-0.10359[/C][C]-0.8024[/C][C]0.212743[/C][/ROW]
[ROW][C]22[/C][C]-0.131158[/C][C]-1.0159[/C][C]0.156868[/C][/ROW]
[ROW][C]23[/C][C]-0.153499[/C][C]-1.189[/C][C]0.119562[/C][/ROW]
[ROW][C]24[/C][C]-0.175783[/C][C]-1.3616[/C][C]0.089206[/C][/ROW]
[ROW][C]25[/C][C]-0.191889[/C][C]-1.4864[/C][C]0.071209[/C][/ROW]
[ROW][C]26[/C][C]-0.206615[/C][C]-1.6004[/C][C]0.057377[/C][/ROW]
[ROW][C]27[/C][C]-0.223965[/C][C]-1.7348[/C][C]0.043953[/C][/ROW]
[ROW][C]28[/C][C]-0.234534[/C][C]-1.8167[/C][C]0.03713[/C][/ROW]
[ROW][C]29[/C][C]-0.244151[/C][C]-1.8912[/C][C]0.031715[/C][/ROW]
[ROW][C]30[/C][C]-0.252681[/C][C]-1.9573[/C][C]0.027487[/C][/ROW]
[ROW][C]31[/C][C]-0.255965[/C][C]-1.9827[/C][C]0.025993[/C][/ROW]
[ROW][C]32[/C][C]-0.26092[/C][C]-2.0211[/C][C]0.02387[/C][/ROW]
[ROW][C]33[/C][C]-0.260125[/C][C]-2.0149[/C][C]0.0242[/C][/ROW]
[ROW][C]34[/C][C]-0.249209[/C][C]-1.9304[/C][C]0.029146[/C][/ROW]
[ROW][C]35[/C][C]-0.243829[/C][C]-1.8887[/C][C]0.031885[/C][/ROW]
[ROW][C]36[/C][C]-0.239245[/C][C]-1.8532[/C][C]0.034387[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60736&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60736&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	0.930743	7.2095	0
2	0.843711	6.5354	0
3	0.767169	5.9425	0
4	0.703157	5.4466	1e-06
5	0.655173	5.0749	2e-06
6	0.610685	4.7303	7e-06
7	0.560291	4.34	2.8e-05
8	0.500844	3.8795	0.000131
9	0.448469	3.4738	0.000479
10	0.405263	3.1392	0.001314
11	0.359143	2.7819	0.003606
12	0.308439	2.3892	0.010024
13	0.256064	1.9835	0.025949
14	0.203319	1.5749	0.060269
15	0.150711	1.1674	0.123833
16	0.097073	0.7519	0.227518
17	0.043649	0.3381	0.368233
18	0.000579	0.0045	0.498218
19	-0.038178	-0.2957	0.384229
20	-0.075032	-0.5812	0.281644
21	-0.10359	-0.8024	0.212743
22	-0.131158	-1.0159	0.156868
23	-0.153499	-1.189	0.119562
24	-0.175783	-1.3616	0.089206
25	-0.191889	-1.4864	0.071209
26	-0.206615	-1.6004	0.057377
27	-0.223965	-1.7348	0.043953
28	-0.234534	-1.8167	0.03713
29	-0.244151	-1.8912	0.031715
30	-0.252681	-1.9573	0.027487
31	-0.255965	-1.9827	0.025993
32	-0.26092	-2.0211	0.02387
33	-0.260125	-2.0149	0.0242
34	-0.249209	-1.9304	0.029146
35	-0.243829	-1.8887	0.031885
36	-0.239245	-1.8532	0.034387

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.930743	7.2095	0
2	-0.168802	-1.3075	0.098009
3	0.049618	0.3843	0.351041
4	0.030429	0.2357	0.407234
5	0.070131	0.5432	0.294491
6	-0.021209	-0.1643	0.43503
7	-0.057327	-0.4441	0.329299
8	-0.076019	-0.5888	0.27909
9	0.03944	0.3055	0.380521
10	0.009975	0.0773	0.469335
11	-0.074236	-0.575	0.283712
12	-0.060063	-0.4652	0.321719
13	-0.030194	-0.2339	0.407936
14	-0.033573	-0.2601	0.397857
15	-0.051365	-0.3979	0.346068
16	-0.070952	-0.5496	0.292319
17	-0.046503	-0.3602	0.359977
18	0.041082	0.3182	0.375712
19	-0.03252	-0.2519	0.400991
20	-0.03615	-0.28	0.390215
21	0.026646	0.2064	0.418588
22	-0.023811	-0.1844	0.427146
23	0.021225	0.1644	0.434982
24	-0.044366	-0.3437	0.366154
25	0.020758	0.1608	0.436399
26	-0.018981	-0.147	0.441803
27	-0.03155	-0.2444	0.403883
28	0.019293	0.1494	0.440853
29	-0.030656	-0.2375	0.406555
30	-0.013314	-0.1031	0.459102
31	0.011568	0.0896	0.46445
32	-0.047726	-0.3697	0.35646
33	0.026965	0.2089	0.417629
34	0.04803	0.372	0.355586
35	-0.076143	-0.5898	0.278768
36	-0.001594	-0.0123	0.495095

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.930743 & 7.2095 & 0 \tabularnewline
2 & -0.168802 & -1.3075 & 0.098009 \tabularnewline
3 & 0.049618 & 0.3843 & 0.351041 \tabularnewline
4 & 0.030429 & 0.2357 & 0.407234 \tabularnewline
5 & 0.070131 & 0.5432 & 0.294491 \tabularnewline
6 & -0.021209 & -0.1643 & 0.43503 \tabularnewline
7 & -0.057327 & -0.4441 & 0.329299 \tabularnewline
8 & -0.076019 & -0.5888 & 0.27909 \tabularnewline
9 & 0.03944 & 0.3055 & 0.380521 \tabularnewline
10 & 0.009975 & 0.0773 & 0.469335 \tabularnewline
11 & -0.074236 & -0.575 & 0.283712 \tabularnewline
12 & -0.060063 & -0.4652 & 0.321719 \tabularnewline
13 & -0.030194 & -0.2339 & 0.407936 \tabularnewline
14 & -0.033573 & -0.2601 & 0.397857 \tabularnewline
15 & -0.051365 & -0.3979 & 0.346068 \tabularnewline
16 & -0.070952 & -0.5496 & 0.292319 \tabularnewline
17 & -0.046503 & -0.3602 & 0.359977 \tabularnewline
18 & 0.041082 & 0.3182 & 0.375712 \tabularnewline
19 & -0.03252 & -0.2519 & 0.400991 \tabularnewline
20 & -0.03615 & -0.28 & 0.390215 \tabularnewline
21 & 0.026646 & 0.2064 & 0.418588 \tabularnewline
22 & -0.023811 & -0.1844 & 0.427146 \tabularnewline
23 & 0.021225 & 0.1644 & 0.434982 \tabularnewline
24 & -0.044366 & -0.3437 & 0.366154 \tabularnewline
25 & 0.020758 & 0.1608 & 0.436399 \tabularnewline
26 & -0.018981 & -0.147 & 0.441803 \tabularnewline
27 & -0.03155 & -0.2444 & 0.403883 \tabularnewline
28 & 0.019293 & 0.1494 & 0.440853 \tabularnewline
29 & -0.030656 & -0.2375 & 0.406555 \tabularnewline
30 & -0.013314 & -0.1031 & 0.459102 \tabularnewline
31 & 0.011568 & 0.0896 & 0.46445 \tabularnewline
32 & -0.047726 & -0.3697 & 0.35646 \tabularnewline
33 & 0.026965 & 0.2089 & 0.417629 \tabularnewline
34 & 0.04803 & 0.372 & 0.355586 \tabularnewline
35 & -0.076143 & -0.5898 & 0.278768 \tabularnewline
36 & -0.001594 & -0.0123 & 0.495095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60736&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]0.930743[/C][C]7.2095[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.168802[/C][C]-1.3075[/C][C]0.098009[/C][/ROW]
[ROW][C]3[/C][C]0.049618[/C][C]0.3843[/C][C]0.351041[/C][/ROW]
[ROW][C]4[/C][C]0.030429[/C][C]0.2357[/C][C]0.407234[/C][/ROW]
[ROW][C]5[/C][C]0.070131[/C][C]0.5432[/C][C]0.294491[/C][/ROW]
[ROW][C]6[/C][C]-0.021209[/C][C]-0.1643[/C][C]0.43503[/C][/ROW]
[ROW][C]7[/C][C]-0.057327[/C][C]-0.4441[/C][C]0.329299[/C][/ROW]
[ROW][C]8[/C][C]-0.076019[/C][C]-0.5888[/C][C]0.27909[/C][/ROW]
[ROW][C]9[/C][C]0.03944[/C][C]0.3055[/C][C]0.380521[/C][/ROW]
[ROW][C]10[/C][C]0.009975[/C][C]0.0773[/C][C]0.469335[/C][/ROW]
[ROW][C]11[/C][C]-0.074236[/C][C]-0.575[/C][C]0.283712[/C][/ROW]
[ROW][C]12[/C][C]-0.060063[/C][C]-0.4652[/C][C]0.321719[/C][/ROW]
[ROW][C]13[/C][C]-0.030194[/C][C]-0.2339[/C][C]0.407936[/C][/ROW]
[ROW][C]14[/C][C]-0.033573[/C][C]-0.2601[/C][C]0.397857[/C][/ROW]
[ROW][C]15[/C][C]-0.051365[/C][C]-0.3979[/C][C]0.346068[/C][/ROW]
[ROW][C]16[/C][C]-0.070952[/C][C]-0.5496[/C][C]0.292319[/C][/ROW]
[ROW][C]17[/C][C]-0.046503[/C][C]-0.3602[/C][C]0.359977[/C][/ROW]
[ROW][C]18[/C][C]0.041082[/C][C]0.3182[/C][C]0.375712[/C][/ROW]
[ROW][C]19[/C][C]-0.03252[/C][C]-0.2519[/C][C]0.400991[/C][/ROW]
[ROW][C]20[/C][C]-0.03615[/C][C]-0.28[/C][C]0.390215[/C][/ROW]
[ROW][C]21[/C][C]0.026646[/C][C]0.2064[/C][C]0.418588[/C][/ROW]
[ROW][C]22[/C][C]-0.023811[/C][C]-0.1844[/C][C]0.427146[/C][/ROW]
[ROW][C]23[/C][C]0.021225[/C][C]0.1644[/C][C]0.434982[/C][/ROW]
[ROW][C]24[/C][C]-0.044366[/C][C]-0.3437[/C][C]0.366154[/C][/ROW]
[ROW][C]25[/C][C]0.020758[/C][C]0.1608[/C][C]0.436399[/C][/ROW]
[ROW][C]26[/C][C]-0.018981[/C][C]-0.147[/C][C]0.441803[/C][/ROW]
[ROW][C]27[/C][C]-0.03155[/C][C]-0.2444[/C][C]0.403883[/C][/ROW]
[ROW][C]28[/C][C]0.019293[/C][C]0.1494[/C][C]0.440853[/C][/ROW]
[ROW][C]29[/C][C]-0.030656[/C][C]-0.2375[/C][C]0.406555[/C][/ROW]
[ROW][C]30[/C][C]-0.013314[/C][C]-0.1031[/C][C]0.459102[/C][/ROW]
[ROW][C]31[/C][C]0.011568[/C][C]0.0896[/C][C]0.46445[/C][/ROW]
[ROW][C]32[/C][C]-0.047726[/C][C]-0.3697[/C][C]0.35646[/C][/ROW]
[ROW][C]33[/C][C]0.026965[/C][C]0.2089[/C][C]0.417629[/C][/ROW]
[ROW][C]34[/C][C]0.04803[/C][C]0.372[/C][C]0.355586[/C][/ROW]
[ROW][C]35[/C][C]-0.076143[/C][C]-0.5898[/C][C]0.278768[/C][/ROW]
[ROW][C]36[/C][C]-0.001594[/C][C]-0.0123[/C][C]0.495095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60736&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60736&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	0.930743	7.2095	0
2	-0.168802	-1.3075	0.098009
3	0.049618	0.3843	0.351041
4	0.030429	0.2357	0.407234
5	0.070131	0.5432	0.294491
6	-0.021209	-0.1643	0.43503
7	-0.057327	-0.4441	0.329299
8	-0.076019	-0.5888	0.27909
9	0.03944	0.3055	0.380521
10	0.009975	0.0773	0.469335
11	-0.074236	-0.575	0.283712
12	-0.060063	-0.4652	0.321719
13	-0.030194	-0.2339	0.407936
14	-0.033573	-0.2601	0.397857
15	-0.051365	-0.3979	0.346068
16	-0.070952	-0.5496	0.292319
17	-0.046503	-0.3602	0.359977
18	0.041082	0.3182	0.375712
19	-0.03252	-0.2519	0.400991
20	-0.03615	-0.28	0.390215
21	0.026646	0.2064	0.418588
22	-0.023811	-0.1844	0.427146
23	0.021225	0.1644	0.434982
24	-0.044366	-0.3437	0.366154
25	0.020758	0.1608	0.436399
26	-0.018981	-0.147	0.441803
27	-0.03155	-0.2444	0.403883
28	0.019293	0.1494	0.440853
29	-0.030656	-0.2375	0.406555
30	-0.013314	-0.1031	0.459102
31	0.011568	0.0896	0.46445
32	-0.047726	-0.3697	0.35646
33	0.026965	0.2089	0.417629
34	0.04803	0.372	0.355586
35	-0.076143	-0.5898	0.278768
36	-0.001594	-0.0123	0.495095

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