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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 10:37:11 -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/t1259343580xncu4p0tj920lws.htm/, Retrieved Mon, 29 Apr 2024 18:36:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61047, Retrieved Mon, 29 Apr 2024 18:36:05 +0000

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User-defined keywords

Estimated Impact

111

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] [WS8:1.2 The long ...] [2009-11-27 17:37:11] [b8ce264f75295a954feffaf60221d1b0] [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=61047&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=61047&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61047&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	0.136959	0.9489	0.173717
2	0.285333	1.9768	0.026909
3	0.458114	3.1739	0.001313
4	0.227546	1.5765	0.060742
5	0.229029	1.5868	0.059567
6	0.247559	1.7151	0.046385
7	-0.062838	-0.4354	0.332628
8	0.164839	1.142	0.129551
9	0.070573	0.4889	0.313554
10	-0.124099	-0.8598	0.197092
11	-0.090699	-0.6284	0.266366
12	-0.1348	-0.9339	0.177509
13	-0.172894	-1.1978	0.11843
14	-0.004619	-0.032	0.487303
15	-0.157912	-1.094	0.139698
16	-0.243692	-1.6883	0.048916
17	-0.026078	-0.1807	0.428693
18	-0.048175	-0.3338	0.370005
19	-0.181492	-1.2574	0.107344
20	-0.11948	-0.8278	0.205945
21	0.03753	0.26	0.397982
22	-0.205655	-1.4248	0.08034
23	0.097045	0.6723	0.252293
24	-0.090868	-0.6296	0.265986
25	-0.192269	-1.3321	0.094563
26	0.043144	0.2989	0.38315
27	-0.06096	-0.4223	0.337329
28	-0.131346	-0.91	0.183687
29	-0.011959	-0.0829	0.467155
30	-0.145577	-1.0086	0.159115
31	-0.04151	-0.2876	0.387449
32	-0.046485	-0.3221	0.374403
33	-0.177925	-1.2327	0.111845
34	-0.064471	-0.4467	0.328561
35	0.012185	0.0844	0.466538
36	-0.122634	-0.8496	0.199873

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.136959 & 0.9489 & 0.173717 \tabularnewline
2 & 0.285333 & 1.9768 & 0.026909 \tabularnewline
3 & 0.458114 & 3.1739 & 0.001313 \tabularnewline
4 & 0.227546 & 1.5765 & 0.060742 \tabularnewline
5 & 0.229029 & 1.5868 & 0.059567 \tabularnewline
6 & 0.247559 & 1.7151 & 0.046385 \tabularnewline
7 & -0.062838 & -0.4354 & 0.332628 \tabularnewline
8 & 0.164839 & 1.142 & 0.129551 \tabularnewline
9 & 0.070573 & 0.4889 & 0.313554 \tabularnewline
10 & -0.124099 & -0.8598 & 0.197092 \tabularnewline
11 & -0.090699 & -0.6284 & 0.266366 \tabularnewline
12 & -0.1348 & -0.9339 & 0.177509 \tabularnewline
13 & -0.172894 & -1.1978 & 0.11843 \tabularnewline
14 & -0.004619 & -0.032 & 0.487303 \tabularnewline
15 & -0.157912 & -1.094 & 0.139698 \tabularnewline
16 & -0.243692 & -1.6883 & 0.048916 \tabularnewline
17 & -0.026078 & -0.1807 & 0.428693 \tabularnewline
18 & -0.048175 & -0.3338 & 0.370005 \tabularnewline
19 & -0.181492 & -1.2574 & 0.107344 \tabularnewline
20 & -0.11948 & -0.8278 & 0.205945 \tabularnewline
21 & 0.03753 & 0.26 & 0.397982 \tabularnewline
22 & -0.205655 & -1.4248 & 0.08034 \tabularnewline
23 & 0.097045 & 0.6723 & 0.252293 \tabularnewline
24 & -0.090868 & -0.6296 & 0.265986 \tabularnewline
25 & -0.192269 & -1.3321 & 0.094563 \tabularnewline
26 & 0.043144 & 0.2989 & 0.38315 \tabularnewline
27 & -0.06096 & -0.4223 & 0.337329 \tabularnewline
28 & -0.131346 & -0.91 & 0.183687 \tabularnewline
29 & -0.011959 & -0.0829 & 0.467155 \tabularnewline
30 & -0.145577 & -1.0086 & 0.159115 \tabularnewline
31 & -0.04151 & -0.2876 & 0.387449 \tabularnewline
32 & -0.046485 & -0.3221 & 0.374403 \tabularnewline
33 & -0.177925 & -1.2327 & 0.111845 \tabularnewline
34 & -0.064471 & -0.4467 & 0.328561 \tabularnewline
35 & 0.012185 & 0.0844 & 0.466538 \tabularnewline
36 & -0.122634 & -0.8496 & 0.199873 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61047&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]0.136959[/C][C]0.9489[/C][C]0.173717[/C][/ROW]
[ROW][C]2[/C][C]0.285333[/C][C]1.9768[/C][C]0.026909[/C][/ROW]
[ROW][C]3[/C][C]0.458114[/C][C]3.1739[/C][C]0.001313[/C][/ROW]
[ROW][C]4[/C][C]0.227546[/C][C]1.5765[/C][C]0.060742[/C][/ROW]
[ROW][C]5[/C][C]0.229029[/C][C]1.5868[/C][C]0.059567[/C][/ROW]
[ROW][C]6[/C][C]0.247559[/C][C]1.7151[/C][C]0.046385[/C][/ROW]
[ROW][C]7[/C][C]-0.062838[/C][C]-0.4354[/C][C]0.332628[/C][/ROW]
[ROW][C]8[/C][C]0.164839[/C][C]1.142[/C][C]0.129551[/C][/ROW]
[ROW][C]9[/C][C]0.070573[/C][C]0.4889[/C][C]0.313554[/C][/ROW]
[ROW][C]10[/C][C]-0.124099[/C][C]-0.8598[/C][C]0.197092[/C][/ROW]
[ROW][C]11[/C][C]-0.090699[/C][C]-0.6284[/C][C]0.266366[/C][/ROW]
[ROW][C]12[/C][C]-0.1348[/C][C]-0.9339[/C][C]0.177509[/C][/ROW]
[ROW][C]13[/C][C]-0.172894[/C][C]-1.1978[/C][C]0.11843[/C][/ROW]
[ROW][C]14[/C][C]-0.004619[/C][C]-0.032[/C][C]0.487303[/C][/ROW]
[ROW][C]15[/C][C]-0.157912[/C][C]-1.094[/C][C]0.139698[/C][/ROW]
[ROW][C]16[/C][C]-0.243692[/C][C]-1.6883[/C][C]0.048916[/C][/ROW]
[ROW][C]17[/C][C]-0.026078[/C][C]-0.1807[/C][C]0.428693[/C][/ROW]
[ROW][C]18[/C][C]-0.048175[/C][C]-0.3338[/C][C]0.370005[/C][/ROW]
[ROW][C]19[/C][C]-0.181492[/C][C]-1.2574[/C][C]0.107344[/C][/ROW]
[ROW][C]20[/C][C]-0.11948[/C][C]-0.8278[/C][C]0.205945[/C][/ROW]
[ROW][C]21[/C][C]0.03753[/C][C]0.26[/C][C]0.397982[/C][/ROW]
[ROW][C]22[/C][C]-0.205655[/C][C]-1.4248[/C][C]0.08034[/C][/ROW]
[ROW][C]23[/C][C]0.097045[/C][C]0.6723[/C][C]0.252293[/C][/ROW]
[ROW][C]24[/C][C]-0.090868[/C][C]-0.6296[/C][C]0.265986[/C][/ROW]
[ROW][C]25[/C][C]-0.192269[/C][C]-1.3321[/C][C]0.094563[/C][/ROW]
[ROW][C]26[/C][C]0.043144[/C][C]0.2989[/C][C]0.38315[/C][/ROW]
[ROW][C]27[/C][C]-0.06096[/C][C]-0.4223[/C][C]0.337329[/C][/ROW]
[ROW][C]28[/C][C]-0.131346[/C][C]-0.91[/C][C]0.183687[/C][/ROW]
[ROW][C]29[/C][C]-0.011959[/C][C]-0.0829[/C][C]0.467155[/C][/ROW]
[ROW][C]30[/C][C]-0.145577[/C][C]-1.0086[/C][C]0.159115[/C][/ROW]
[ROW][C]31[/C][C]-0.04151[/C][C]-0.2876[/C][C]0.387449[/C][/ROW]
[ROW][C]32[/C][C]-0.046485[/C][C]-0.3221[/C][C]0.374403[/C][/ROW]
[ROW][C]33[/C][C]-0.177925[/C][C]-1.2327[/C][C]0.111845[/C][/ROW]
[ROW][C]34[/C][C]-0.064471[/C][C]-0.4467[/C][C]0.328561[/C][/ROW]
[ROW][C]35[/C][C]0.012185[/C][C]0.0844[/C][C]0.466538[/C][/ROW]
[ROW][C]36[/C][C]-0.122634[/C][C]-0.8496[/C][C]0.199873[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61047&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61047&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	0.136959	0.9489	0.173717
2	0.285333	1.9768	0.026909
3	0.458114	3.1739	0.001313
4	0.227546	1.5765	0.060742
5	0.229029	1.5868	0.059567
6	0.247559	1.7151	0.046385
7	-0.062838	-0.4354	0.332628
8	0.164839	1.142	0.129551
9	0.070573	0.4889	0.313554
10	-0.124099	-0.8598	0.197092
11	-0.090699	-0.6284	0.266366
12	-0.1348	-0.9339	0.177509
13	-0.172894	-1.1978	0.11843
14	-0.004619	-0.032	0.487303
15	-0.157912	-1.094	0.139698
16	-0.243692	-1.6883	0.048916
17	-0.026078	-0.1807	0.428693
18	-0.048175	-0.3338	0.370005
19	-0.181492	-1.2574	0.107344
20	-0.11948	-0.8278	0.205945
21	0.03753	0.26	0.397982
22	-0.205655	-1.4248	0.08034
23	0.097045	0.6723	0.252293
24	-0.090868	-0.6296	0.265986
25	-0.192269	-1.3321	0.094563
26	0.043144	0.2989	0.38315
27	-0.06096	-0.4223	0.337329
28	-0.131346	-0.91	0.183687
29	-0.011959	-0.0829	0.467155
30	-0.145577	-1.0086	0.159115
31	-0.04151	-0.2876	0.387449
32	-0.046485	-0.3221	0.374403
33	-0.177925	-1.2327	0.111845
34	-0.064471	-0.4467	0.328561
35	0.012185	0.0844	0.466538
36	-0.122634	-0.8496	0.199873

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.136959	0.9489	0.173717
2	0.271672	1.8822	0.03294
3	0.431816	2.9917	0.002185
4	0.150432	1.0422	0.151265
5	0.019744	0.1368	0.445884
6	-0.025566	-0.1771	0.430076
7	-0.358845	-2.4862	0.008223
8	-0.078525	-0.544	0.294467
9	0.008785	0.0609	0.47586
10	-0.044689	-0.3096	0.379097
11	-0.141012	-0.977	0.166743
12	-0.166757	-1.1553	0.126838
13	-0.05837	-0.4044	0.343858
14	0.234778	1.6266	0.055186
15	0.25818	1.7887	0.039986
16	-0.049552	-0.3433	0.366433
17	-0.110921	-0.7685	0.222983
18	-0.018656	-0.1293	0.448849
19	-0.07835	-0.5428	0.294881
20	-0.151808	-1.0518	0.149089
21	0.176471	1.2226	0.11372
22	-0.216817	-1.5022	0.069804
23	0.014592	0.1011	0.459947
24	-0.039108	-0.2709	0.393798
25	-0.118065	-0.818	0.208705
26	0.019715	0.1366	0.445962
27	0.029878	0.207	0.418444
28	0.076827	0.5323	0.298497
29	-0.064499	-0.4469	0.328492
30	-0.022925	-0.1588	0.437235
31	-0.052366	-0.3628	0.359172
32	-0.149118	-1.0331	0.153363
33	-0.032447	-0.2248	0.411546
34	0.081799	0.5667	0.286774
35	0.090799	0.6291	0.266142
36	0.011694	0.081	0.467883

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.136959 & 0.9489 & 0.173717 \tabularnewline
2 & 0.271672 & 1.8822 & 0.03294 \tabularnewline
3 & 0.431816 & 2.9917 & 0.002185 \tabularnewline
4 & 0.150432 & 1.0422 & 0.151265 \tabularnewline
5 & 0.019744 & 0.1368 & 0.445884 \tabularnewline
6 & -0.025566 & -0.1771 & 0.430076 \tabularnewline
7 & -0.358845 & -2.4862 & 0.008223 \tabularnewline
8 & -0.078525 & -0.544 & 0.294467 \tabularnewline
9 & 0.008785 & 0.0609 & 0.47586 \tabularnewline
10 & -0.044689 & -0.3096 & 0.379097 \tabularnewline
11 & -0.141012 & -0.977 & 0.166743 \tabularnewline
12 & -0.166757 & -1.1553 & 0.126838 \tabularnewline
13 & -0.05837 & -0.4044 & 0.343858 \tabularnewline
14 & 0.234778 & 1.6266 & 0.055186 \tabularnewline
15 & 0.25818 & 1.7887 & 0.039986 \tabularnewline
16 & -0.049552 & -0.3433 & 0.366433 \tabularnewline
17 & -0.110921 & -0.7685 & 0.222983 \tabularnewline
18 & -0.018656 & -0.1293 & 0.448849 \tabularnewline
19 & -0.07835 & -0.5428 & 0.294881 \tabularnewline
20 & -0.151808 & -1.0518 & 0.149089 \tabularnewline
21 & 0.176471 & 1.2226 & 0.11372 \tabularnewline
22 & -0.216817 & -1.5022 & 0.069804 \tabularnewline
23 & 0.014592 & 0.1011 & 0.459947 \tabularnewline
24 & -0.039108 & -0.2709 & 0.393798 \tabularnewline
25 & -0.118065 & -0.818 & 0.208705 \tabularnewline
26 & 0.019715 & 0.1366 & 0.445962 \tabularnewline
27 & 0.029878 & 0.207 & 0.418444 \tabularnewline
28 & 0.076827 & 0.5323 & 0.298497 \tabularnewline
29 & -0.064499 & -0.4469 & 0.328492 \tabularnewline
30 & -0.022925 & -0.1588 & 0.437235 \tabularnewline
31 & -0.052366 & -0.3628 & 0.359172 \tabularnewline
32 & -0.149118 & -1.0331 & 0.153363 \tabularnewline
33 & -0.032447 & -0.2248 & 0.411546 \tabularnewline
34 & 0.081799 & 0.5667 & 0.286774 \tabularnewline
35 & 0.090799 & 0.6291 & 0.266142 \tabularnewline
36 & 0.011694 & 0.081 & 0.467883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61047&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]0.136959[/C][C]0.9489[/C][C]0.173717[/C][/ROW]
[ROW][C]2[/C][C]0.271672[/C][C]1.8822[/C][C]0.03294[/C][/ROW]
[ROW][C]3[/C][C]0.431816[/C][C]2.9917[/C][C]0.002185[/C][/ROW]
[ROW][C]4[/C][C]0.150432[/C][C]1.0422[/C][C]0.151265[/C][/ROW]
[ROW][C]5[/C][C]0.019744[/C][C]0.1368[/C][C]0.445884[/C][/ROW]
[ROW][C]6[/C][C]-0.025566[/C][C]-0.1771[/C][C]0.430076[/C][/ROW]
[ROW][C]7[/C][C]-0.358845[/C][C]-2.4862[/C][C]0.008223[/C][/ROW]
[ROW][C]8[/C][C]-0.078525[/C][C]-0.544[/C][C]0.294467[/C][/ROW]
[ROW][C]9[/C][C]0.008785[/C][C]0.0609[/C][C]0.47586[/C][/ROW]
[ROW][C]10[/C][C]-0.044689[/C][C]-0.3096[/C][C]0.379097[/C][/ROW]
[ROW][C]11[/C][C]-0.141012[/C][C]-0.977[/C][C]0.166743[/C][/ROW]
[ROW][C]12[/C][C]-0.166757[/C][C]-1.1553[/C][C]0.126838[/C][/ROW]
[ROW][C]13[/C][C]-0.05837[/C][C]-0.4044[/C][C]0.343858[/C][/ROW]
[ROW][C]14[/C][C]0.234778[/C][C]1.6266[/C][C]0.055186[/C][/ROW]
[ROW][C]15[/C][C]0.25818[/C][C]1.7887[/C][C]0.039986[/C][/ROW]
[ROW][C]16[/C][C]-0.049552[/C][C]-0.3433[/C][C]0.366433[/C][/ROW]
[ROW][C]17[/C][C]-0.110921[/C][C]-0.7685[/C][C]0.222983[/C][/ROW]
[ROW][C]18[/C][C]-0.018656[/C][C]-0.1293[/C][C]0.448849[/C][/ROW]
[ROW][C]19[/C][C]-0.07835[/C][C]-0.5428[/C][C]0.294881[/C][/ROW]
[ROW][C]20[/C][C]-0.151808[/C][C]-1.0518[/C][C]0.149089[/C][/ROW]
[ROW][C]21[/C][C]0.176471[/C][C]1.2226[/C][C]0.11372[/C][/ROW]
[ROW][C]22[/C][C]-0.216817[/C][C]-1.5022[/C][C]0.069804[/C][/ROW]
[ROW][C]23[/C][C]0.014592[/C][C]0.1011[/C][C]0.459947[/C][/ROW]
[ROW][C]24[/C][C]-0.039108[/C][C]-0.2709[/C][C]0.393798[/C][/ROW]
[ROW][C]25[/C][C]-0.118065[/C][C]-0.818[/C][C]0.208705[/C][/ROW]
[ROW][C]26[/C][C]0.019715[/C][C]0.1366[/C][C]0.445962[/C][/ROW]
[ROW][C]27[/C][C]0.029878[/C][C]0.207[/C][C]0.418444[/C][/ROW]
[ROW][C]28[/C][C]0.076827[/C][C]0.5323[/C][C]0.298497[/C][/ROW]
[ROW][C]29[/C][C]-0.064499[/C][C]-0.4469[/C][C]0.328492[/C][/ROW]
[ROW][C]30[/C][C]-0.022925[/C][C]-0.1588[/C][C]0.437235[/C][/ROW]
[ROW][C]31[/C][C]-0.052366[/C][C]-0.3628[/C][C]0.359172[/C][/ROW]
[ROW][C]32[/C][C]-0.149118[/C][C]-1.0331[/C][C]0.153363[/C][/ROW]
[ROW][C]33[/C][C]-0.032447[/C][C]-0.2248[/C][C]0.411546[/C][/ROW]
[ROW][C]34[/C][C]0.081799[/C][C]0.5667[/C][C]0.286774[/C][/ROW]
[ROW][C]35[/C][C]0.090799[/C][C]0.6291[/C][C]0.266142[/C][/ROW]
[ROW][C]36[/C][C]0.011694[/C][C]0.081[/C][C]0.467883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61047&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61047&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	0.136959	0.9489	0.173717
2	0.271672	1.8822	0.03294
3	0.431816	2.9917	0.002185
4	0.150432	1.0422	0.151265
5	0.019744	0.1368	0.445884
6	-0.025566	-0.1771	0.430076
7	-0.358845	-2.4862	0.008223
8	-0.078525	-0.544	0.294467
9	0.008785	0.0609	0.47586
10	-0.044689	-0.3096	0.379097
11	-0.141012	-0.977	0.166743
12	-0.166757	-1.1553	0.126838
13	-0.05837	-0.4044	0.343858
14	0.234778	1.6266	0.055186
15	0.25818	1.7887	0.039986
16	-0.049552	-0.3433	0.366433
17	-0.110921	-0.7685	0.222983
18	-0.018656	-0.1293	0.448849
19	-0.07835	-0.5428	0.294881
20	-0.151808	-1.0518	0.149089
21	0.176471	1.2226	0.11372
22	-0.216817	-1.5022	0.069804
23	0.014592	0.1011	0.459947
24	-0.039108	-0.2709	0.393798
25	-0.118065	-0.818	0.208705
26	0.019715	0.1366	0.445962
27	0.029878	0.207	0.418444
28	0.076827	0.5323	0.298497
29	-0.064499	-0.4469	0.328492
30	-0.022925	-0.1588	0.437235
31	-0.052366	-0.3628	0.359172
32	-0.149118	-1.0331	0.153363
33	-0.032447	-0.2248	0.411546
34	0.081799	0.5667	0.286774
35	0.090799	0.6291	0.266142
36	0.011694	0.081	0.467883

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