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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 10:12:36 -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/t1259342008qita7v1ky6sc1xh.htm/, Retrieved Mon, 29 Apr 2024 18:11:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61017, Retrieved Mon, 29 Apr 2024 18:11:09 +0000

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Estimated Impact

148

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [workshop 8 bereke...] [2009-11-27 09:58:50] [eaf42bcf5162b5692bb3c7f9d4636222]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-27 17:12:36] [9f6463b67b1eb7bae5c03a796abf0348] [Current]

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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=61017&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=61017&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61017&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	-0.547948	-5.6415	0
2	0.141786	1.4598	0.073654
3	-0.098114	-1.0101	0.157363
4	0.078102	0.8041	0.211565
5	-0.062881	-0.6474	0.259388
6	-0.073404	-0.7557	0.22574
7	0.145925	1.5024	0.067985
8	-0.171252	-1.7631	0.040379
9	0.149877	1.5431	0.062896
10	-0.119372	-1.229	0.110896
11	0.142651	1.4687	0.07244
12	-0.093814	-0.9659	0.168154
13	0.031893	0.3284	0.371646
14	-0.007539	-0.0776	0.469138
15	-0.043061	-0.4433	0.329213
16	0.07741	0.797	0.213621
17	-0.047254	-0.4865	0.313804
18	-0.013274	-0.1367	0.445777
19	0.002267	0.0233	0.49071
20	0.07977	0.8213	0.206665
21	-0.121007	-1.2458	0.107785
22	0.090305	0.9297	0.177307
23	-0.023045	-0.2373	0.406457
24	-0.09304	-0.9579	0.170144
25	0.135389	1.3939	0.08313
26	-0.09888	-1.018	0.15549
27	0.051688	0.5322	0.297864
28	-0.029897	-0.3078	0.379415
29	0.094236	0.9702	0.167073
30	-0.113884	-1.1725	0.121812
31	0.036045	0.3711	0.355649
32	0.031375	0.323	0.373657
33	-0.010915	-0.1124	0.455369
34	-0.027462	-0.2827	0.388965
35	-0.00436	-0.0449	0.482142
36	0.044855	0.4618	0.322581

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.547948 & -5.6415 & 0 \tabularnewline
2 & 0.141786 & 1.4598 & 0.073654 \tabularnewline
3 & -0.098114 & -1.0101 & 0.157363 \tabularnewline
4 & 0.078102 & 0.8041 & 0.211565 \tabularnewline
5 & -0.062881 & -0.6474 & 0.259388 \tabularnewline
6 & -0.073404 & -0.7557 & 0.22574 \tabularnewline
7 & 0.145925 & 1.5024 & 0.067985 \tabularnewline
8 & -0.171252 & -1.7631 & 0.040379 \tabularnewline
9 & 0.149877 & 1.5431 & 0.062896 \tabularnewline
10 & -0.119372 & -1.229 & 0.110896 \tabularnewline
11 & 0.142651 & 1.4687 & 0.07244 \tabularnewline
12 & -0.093814 & -0.9659 & 0.168154 \tabularnewline
13 & 0.031893 & 0.3284 & 0.371646 \tabularnewline
14 & -0.007539 & -0.0776 & 0.469138 \tabularnewline
15 & -0.043061 & -0.4433 & 0.329213 \tabularnewline
16 & 0.07741 & 0.797 & 0.213621 \tabularnewline
17 & -0.047254 & -0.4865 & 0.313804 \tabularnewline
18 & -0.013274 & -0.1367 & 0.445777 \tabularnewline
19 & 0.002267 & 0.0233 & 0.49071 \tabularnewline
20 & 0.07977 & 0.8213 & 0.206665 \tabularnewline
21 & -0.121007 & -1.2458 & 0.107785 \tabularnewline
22 & 0.090305 & 0.9297 & 0.177307 \tabularnewline
23 & -0.023045 & -0.2373 & 0.406457 \tabularnewline
24 & -0.09304 & -0.9579 & 0.170144 \tabularnewline
25 & 0.135389 & 1.3939 & 0.08313 \tabularnewline
26 & -0.09888 & -1.018 & 0.15549 \tabularnewline
27 & 0.051688 & 0.5322 & 0.297864 \tabularnewline
28 & -0.029897 & -0.3078 & 0.379415 \tabularnewline
29 & 0.094236 & 0.9702 & 0.167073 \tabularnewline
30 & -0.113884 & -1.1725 & 0.121812 \tabularnewline
31 & 0.036045 & 0.3711 & 0.355649 \tabularnewline
32 & 0.031375 & 0.323 & 0.373657 \tabularnewline
33 & -0.010915 & -0.1124 & 0.455369 \tabularnewline
34 & -0.027462 & -0.2827 & 0.388965 \tabularnewline
35 & -0.00436 & -0.0449 & 0.482142 \tabularnewline
36 & 0.044855 & 0.4618 & 0.322581 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61017&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]-0.547948[/C][C]-5.6415[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.141786[/C][C]1.4598[/C][C]0.073654[/C][/ROW]
[ROW][C]3[/C][C]-0.098114[/C][C]-1.0101[/C][C]0.157363[/C][/ROW]
[ROW][C]4[/C][C]0.078102[/C][C]0.8041[/C][C]0.211565[/C][/ROW]
[ROW][C]5[/C][C]-0.062881[/C][C]-0.6474[/C][C]0.259388[/C][/ROW]
[ROW][C]6[/C][C]-0.073404[/C][C]-0.7557[/C][C]0.22574[/C][/ROW]
[ROW][C]7[/C][C]0.145925[/C][C]1.5024[/C][C]0.067985[/C][/ROW]
[ROW][C]8[/C][C]-0.171252[/C][C]-1.7631[/C][C]0.040379[/C][/ROW]
[ROW][C]9[/C][C]0.149877[/C][C]1.5431[/C][C]0.062896[/C][/ROW]
[ROW][C]10[/C][C]-0.119372[/C][C]-1.229[/C][C]0.110896[/C][/ROW]
[ROW][C]11[/C][C]0.142651[/C][C]1.4687[/C][C]0.07244[/C][/ROW]
[ROW][C]12[/C][C]-0.093814[/C][C]-0.9659[/C][C]0.168154[/C][/ROW]
[ROW][C]13[/C][C]0.031893[/C][C]0.3284[/C][C]0.371646[/C][/ROW]
[ROW][C]14[/C][C]-0.007539[/C][C]-0.0776[/C][C]0.469138[/C][/ROW]
[ROW][C]15[/C][C]-0.043061[/C][C]-0.4433[/C][C]0.329213[/C][/ROW]
[ROW][C]16[/C][C]0.07741[/C][C]0.797[/C][C]0.213621[/C][/ROW]
[ROW][C]17[/C][C]-0.047254[/C][C]-0.4865[/C][C]0.313804[/C][/ROW]
[ROW][C]18[/C][C]-0.013274[/C][C]-0.1367[/C][C]0.445777[/C][/ROW]
[ROW][C]19[/C][C]0.002267[/C][C]0.0233[/C][C]0.49071[/C][/ROW]
[ROW][C]20[/C][C]0.07977[/C][C]0.8213[/C][C]0.206665[/C][/ROW]
[ROW][C]21[/C][C]-0.121007[/C][C]-1.2458[/C][C]0.107785[/C][/ROW]
[ROW][C]22[/C][C]0.090305[/C][C]0.9297[/C][C]0.177307[/C][/ROW]
[ROW][C]23[/C][C]-0.023045[/C][C]-0.2373[/C][C]0.406457[/C][/ROW]
[ROW][C]24[/C][C]-0.09304[/C][C]-0.9579[/C][C]0.170144[/C][/ROW]
[ROW][C]25[/C][C]0.135389[/C][C]1.3939[/C][C]0.08313[/C][/ROW]
[ROW][C]26[/C][C]-0.09888[/C][C]-1.018[/C][C]0.15549[/C][/ROW]
[ROW][C]27[/C][C]0.051688[/C][C]0.5322[/C][C]0.297864[/C][/ROW]
[ROW][C]28[/C][C]-0.029897[/C][C]-0.3078[/C][C]0.379415[/C][/ROW]
[ROW][C]29[/C][C]0.094236[/C][C]0.9702[/C][C]0.167073[/C][/ROW]
[ROW][C]30[/C][C]-0.113884[/C][C]-1.1725[/C][C]0.121812[/C][/ROW]
[ROW][C]31[/C][C]0.036045[/C][C]0.3711[/C][C]0.355649[/C][/ROW]
[ROW][C]32[/C][C]0.031375[/C][C]0.323[/C][C]0.373657[/C][/ROW]
[ROW][C]33[/C][C]-0.010915[/C][C]-0.1124[/C][C]0.455369[/C][/ROW]
[ROW][C]34[/C][C]-0.027462[/C][C]-0.2827[/C][C]0.388965[/C][/ROW]
[ROW][C]35[/C][C]-0.00436[/C][C]-0.0449[/C][C]0.482142[/C][/ROW]
[ROW][C]36[/C][C]0.044855[/C][C]0.4618[/C][C]0.322581[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61017&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61017&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	-0.547948	-5.6415	0
2	0.141786	1.4598	0.073654
3	-0.098114	-1.0101	0.157363
4	0.078102	0.8041	0.211565
5	-0.062881	-0.6474	0.259388
6	-0.073404	-0.7557	0.22574
7	0.145925	1.5024	0.067985
8	-0.171252	-1.7631	0.040379
9	0.149877	1.5431	0.062896
10	-0.119372	-1.229	0.110896
11	0.142651	1.4687	0.07244
12	-0.093814	-0.9659	0.168154
13	0.031893	0.3284	0.371646
14	-0.007539	-0.0776	0.469138
15	-0.043061	-0.4433	0.329213
16	0.07741	0.797	0.213621
17	-0.047254	-0.4865	0.313804
18	-0.013274	-0.1367	0.445777
19	0.002267	0.0233	0.49071
20	0.07977	0.8213	0.206665
21	-0.121007	-1.2458	0.107785
22	0.090305	0.9297	0.177307
23	-0.023045	-0.2373	0.406457
24	-0.09304	-0.9579	0.170144
25	0.135389	1.3939	0.08313
26	-0.09888	-1.018	0.15549
27	0.051688	0.5322	0.297864
28	-0.029897	-0.3078	0.379415
29	0.094236	0.9702	0.167073
30	-0.113884	-1.1725	0.121812
31	0.036045	0.3711	0.355649
32	0.031375	0.323	0.373657
33	-0.010915	-0.1124	0.455369
34	-0.027462	-0.2827	0.388965
35	-0.00436	-0.0449	0.482142
36	0.044855	0.4618	0.322581

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.547948	-5.6415	0
2	-0.226452	-2.3315	0.01081
3	-0.191172	-1.9682	0.025826
4	-0.072716	-0.7487	0.227861
5	-0.07646	-0.7872	0.21646
6	-0.21947	-2.2596	0.012946
7	-0.029811	-0.3069	0.379751
8	-0.170864	-1.7591	0.040719
9	-0.058172	-0.5989	0.275252
10	-0.107636	-1.1082	0.135145
11	0.006512	0.067	0.473336
12	0.001676	0.0173	0.493132
13	-0.019908	-0.205	0.418998
14	-0.022872	-0.2355	0.407146
15	-0.070979	-0.7308	0.233264
16	0.001349	0.0139	0.494471
17	0.043943	0.4524	0.325945
18	-0.064428	-0.6633	0.25428
19	-0.034506	-0.3553	0.361551
20	0.065451	0.6739	0.250934
21	-0.055231	-0.5686	0.285402
22	0.009229	0.095	0.462239
23	0.017858	0.1839	0.427239
24	-0.15606	-1.6067	0.055544
25	0.02474	0.2547	0.39972
26	-0.042299	-0.4355	0.332043
27	-0.070698	-0.7279	0.234146
28	-0.013366	-0.1376	0.445403
29	0.061282	0.6309	0.264719
30	-0.026513	-0.273	0.392705
31	-0.048827	-0.5027	0.308107
32	0.000695	0.0072	0.497152
33	0.045254	0.4659	0.321113
34	-0.004877	-0.0502	0.480023
35	0.007849	0.0808	0.467873
36	-0.018112	-0.1865	0.426215

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.547948 & -5.6415 & 0 \tabularnewline
2 & -0.226452 & -2.3315 & 0.01081 \tabularnewline
3 & -0.191172 & -1.9682 & 0.025826 \tabularnewline
4 & -0.072716 & -0.7487 & 0.227861 \tabularnewline
5 & -0.07646 & -0.7872 & 0.21646 \tabularnewline
6 & -0.21947 & -2.2596 & 0.012946 \tabularnewline
7 & -0.029811 & -0.3069 & 0.379751 \tabularnewline
8 & -0.170864 & -1.7591 & 0.040719 \tabularnewline
9 & -0.058172 & -0.5989 & 0.275252 \tabularnewline
10 & -0.107636 & -1.1082 & 0.135145 \tabularnewline
11 & 0.006512 & 0.067 & 0.473336 \tabularnewline
12 & 0.001676 & 0.0173 & 0.493132 \tabularnewline
13 & -0.019908 & -0.205 & 0.418998 \tabularnewline
14 & -0.022872 & -0.2355 & 0.407146 \tabularnewline
15 & -0.070979 & -0.7308 & 0.233264 \tabularnewline
16 & 0.001349 & 0.0139 & 0.494471 \tabularnewline
17 & 0.043943 & 0.4524 & 0.325945 \tabularnewline
18 & -0.064428 & -0.6633 & 0.25428 \tabularnewline
19 & -0.034506 & -0.3553 & 0.361551 \tabularnewline
20 & 0.065451 & 0.6739 & 0.250934 \tabularnewline
21 & -0.055231 & -0.5686 & 0.285402 \tabularnewline
22 & 0.009229 & 0.095 & 0.462239 \tabularnewline
23 & 0.017858 & 0.1839 & 0.427239 \tabularnewline
24 & -0.15606 & -1.6067 & 0.055544 \tabularnewline
25 & 0.02474 & 0.2547 & 0.39972 \tabularnewline
26 & -0.042299 & -0.4355 & 0.332043 \tabularnewline
27 & -0.070698 & -0.7279 & 0.234146 \tabularnewline
28 & -0.013366 & -0.1376 & 0.445403 \tabularnewline
29 & 0.061282 & 0.6309 & 0.264719 \tabularnewline
30 & -0.026513 & -0.273 & 0.392705 \tabularnewline
31 & -0.048827 & -0.5027 & 0.308107 \tabularnewline
32 & 0.000695 & 0.0072 & 0.497152 \tabularnewline
33 & 0.045254 & 0.4659 & 0.321113 \tabularnewline
34 & -0.004877 & -0.0502 & 0.480023 \tabularnewline
35 & 0.007849 & 0.0808 & 0.467873 \tabularnewline
36 & -0.018112 & -0.1865 & 0.426215 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61017&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]-0.547948[/C][C]-5.6415[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.226452[/C][C]-2.3315[/C][C]0.01081[/C][/ROW]
[ROW][C]3[/C][C]-0.191172[/C][C]-1.9682[/C][C]0.025826[/C][/ROW]
[ROW][C]4[/C][C]-0.072716[/C][C]-0.7487[/C][C]0.227861[/C][/ROW]
[ROW][C]5[/C][C]-0.07646[/C][C]-0.7872[/C][C]0.21646[/C][/ROW]
[ROW][C]6[/C][C]-0.21947[/C][C]-2.2596[/C][C]0.012946[/C][/ROW]
[ROW][C]7[/C][C]-0.029811[/C][C]-0.3069[/C][C]0.379751[/C][/ROW]
[ROW][C]8[/C][C]-0.170864[/C][C]-1.7591[/C][C]0.040719[/C][/ROW]
[ROW][C]9[/C][C]-0.058172[/C][C]-0.5989[/C][C]0.275252[/C][/ROW]
[ROW][C]10[/C][C]-0.107636[/C][C]-1.1082[/C][C]0.135145[/C][/ROW]
[ROW][C]11[/C][C]0.006512[/C][C]0.067[/C][C]0.473336[/C][/ROW]
[ROW][C]12[/C][C]0.001676[/C][C]0.0173[/C][C]0.493132[/C][/ROW]
[ROW][C]13[/C][C]-0.019908[/C][C]-0.205[/C][C]0.418998[/C][/ROW]
[ROW][C]14[/C][C]-0.022872[/C][C]-0.2355[/C][C]0.407146[/C][/ROW]
[ROW][C]15[/C][C]-0.070979[/C][C]-0.7308[/C][C]0.233264[/C][/ROW]
[ROW][C]16[/C][C]0.001349[/C][C]0.0139[/C][C]0.494471[/C][/ROW]
[ROW][C]17[/C][C]0.043943[/C][C]0.4524[/C][C]0.325945[/C][/ROW]
[ROW][C]18[/C][C]-0.064428[/C][C]-0.6633[/C][C]0.25428[/C][/ROW]
[ROW][C]19[/C][C]-0.034506[/C][C]-0.3553[/C][C]0.361551[/C][/ROW]
[ROW][C]20[/C][C]0.065451[/C][C]0.6739[/C][C]0.250934[/C][/ROW]
[ROW][C]21[/C][C]-0.055231[/C][C]-0.5686[/C][C]0.285402[/C][/ROW]
[ROW][C]22[/C][C]0.009229[/C][C]0.095[/C][C]0.462239[/C][/ROW]
[ROW][C]23[/C][C]0.017858[/C][C]0.1839[/C][C]0.427239[/C][/ROW]
[ROW][C]24[/C][C]-0.15606[/C][C]-1.6067[/C][C]0.055544[/C][/ROW]
[ROW][C]25[/C][C]0.02474[/C][C]0.2547[/C][C]0.39972[/C][/ROW]
[ROW][C]26[/C][C]-0.042299[/C][C]-0.4355[/C][C]0.332043[/C][/ROW]
[ROW][C]27[/C][C]-0.070698[/C][C]-0.7279[/C][C]0.234146[/C][/ROW]
[ROW][C]28[/C][C]-0.013366[/C][C]-0.1376[/C][C]0.445403[/C][/ROW]
[ROW][C]29[/C][C]0.061282[/C][C]0.6309[/C][C]0.264719[/C][/ROW]
[ROW][C]30[/C][C]-0.026513[/C][C]-0.273[/C][C]0.392705[/C][/ROW]
[ROW][C]31[/C][C]-0.048827[/C][C]-0.5027[/C][C]0.308107[/C][/ROW]
[ROW][C]32[/C][C]0.000695[/C][C]0.0072[/C][C]0.497152[/C][/ROW]
[ROW][C]33[/C][C]0.045254[/C][C]0.4659[/C][C]0.321113[/C][/ROW]
[ROW][C]34[/C][C]-0.004877[/C][C]-0.0502[/C][C]0.480023[/C][/ROW]
[ROW][C]35[/C][C]0.007849[/C][C]0.0808[/C][C]0.467873[/C][/ROW]
[ROW][C]36[/C][C]-0.018112[/C][C]-0.1865[/C][C]0.426215[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61017&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61017&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	-0.547948	-5.6415	0
2	-0.226452	-2.3315	0.01081
3	-0.191172	-1.9682	0.025826
4	-0.072716	-0.7487	0.227861
5	-0.07646	-0.7872	0.21646
6	-0.21947	-2.2596	0.012946
7	-0.029811	-0.3069	0.379751
8	-0.170864	-1.7591	0.040719
9	-0.058172	-0.5989	0.275252
10	-0.107636	-1.1082	0.135145
11	0.006512	0.067	0.473336
12	0.001676	0.0173	0.493132
13	-0.019908	-0.205	0.418998
14	-0.022872	-0.2355	0.407146
15	-0.070979	-0.7308	0.233264
16	0.001349	0.0139	0.494471
17	0.043943	0.4524	0.325945
18	-0.064428	-0.6633	0.25428
19	-0.034506	-0.3553	0.361551
20	0.065451	0.6739	0.250934
21	-0.055231	-0.5686	0.285402
22	0.009229	0.095	0.462239
23	0.017858	0.1839	0.427239
24	-0.15606	-1.6067	0.055544
25	0.02474	0.2547	0.39972
26	-0.042299	-0.4355	0.332043
27	-0.070698	-0.7279	0.234146
28	-0.013366	-0.1376	0.445403
29	0.061282	0.6309	0.264719
30	-0.026513	-0.273	0.392705
31	-0.048827	-0.5027	0.308107
32	0.000695	0.0072	0.497152
33	0.045254	0.4659	0.321113
34	-0.004877	-0.0502	0.480023
35	0.007849	0.0808	0.467873
36	-0.018112	-0.1865	0.426215

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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