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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 12:21:24 -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/t1259349734e8dbpgt0sxf3dmj.htm/, Retrieved Mon, 29 Apr 2024 21:17:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61163, Retrieved Mon, 29 Apr 2024 21:17:53 +0000

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User-defined keywords

Estimated Impact

186

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]
- R  D          [(Partial) Autocorrelation Function] [Model 1: derde link] [2009-11-27 19:21:24] [a25640248f5f3c4d92f02a597edd3aef] [Current]

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Dataseries X:

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Histogram

Boxplots

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
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9

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=61163&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=61163&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61163&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	0.530575	3.714	0.000261
2	-0.099729	-0.6981	0.244206
3	-0.483441	-3.3841	0.000706
4	-0.508955	-3.5627	0.000415
5	-0.177374	-1.2416	0.110144
6	0.093434	0.654	0.258073
7	0.199707	1.398	0.084212
8	0.186569	1.306	0.098828
9	0.002195	0.0154	0.493903
10	-0.051192	-0.3583	0.360812
11	-0.011326	-0.0793	0.468565
12	-0.021114	-0.1478	0.441555
13	0.027282	0.191	0.424669
14	-0.00303	-0.0212	0.491582
15	-0.053104	-0.3717	0.35585
16	-0.023709	-0.166	0.434434
17	-0.061827	-0.4328	0.333534
18	-0.033536	-0.2348	0.407688
19	0.024569	0.172	0.43208
20	0.082712	0.579	0.282626
21	0.114734	0.8031	0.212887
22	-0.022995	-0.161	0.436391
23	-0.11149	-0.7804	0.219447
24	-0.111567	-0.781	0.219288
25	-0.006055	-0.0424	0.483182
26	0.107682	0.7538	0.227296
27	0.063967	0.4478	0.328147
28	-0.075628	-0.5294	0.299461
29	-0.135031	-0.9452	0.174593
30	-0.089948	-0.6296	0.265928
31	0.152872	1.0701	0.144907
32	0.274453	1.9212	0.030269
33	0.191556	1.3409	0.093069
34	0.010114	0.0708	0.471924
35	-0.269455	-1.8862	0.032602
36	-0.352009	-2.4641	0.008647

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.530575 & 3.714 & 0.000261 \tabularnewline
2 & -0.099729 & -0.6981 & 0.244206 \tabularnewline
3 & -0.483441 & -3.3841 & 0.000706 \tabularnewline
4 & -0.508955 & -3.5627 & 0.000415 \tabularnewline
5 & -0.177374 & -1.2416 & 0.110144 \tabularnewline
6 & 0.093434 & 0.654 & 0.258073 \tabularnewline
7 & 0.199707 & 1.398 & 0.084212 \tabularnewline
8 & 0.186569 & 1.306 & 0.098828 \tabularnewline
9 & 0.002195 & 0.0154 & 0.493903 \tabularnewline
10 & -0.051192 & -0.3583 & 0.360812 \tabularnewline
11 & -0.011326 & -0.0793 & 0.468565 \tabularnewline
12 & -0.021114 & -0.1478 & 0.441555 \tabularnewline
13 & 0.027282 & 0.191 & 0.424669 \tabularnewline
14 & -0.00303 & -0.0212 & 0.491582 \tabularnewline
15 & -0.053104 & -0.3717 & 0.35585 \tabularnewline
16 & -0.023709 & -0.166 & 0.434434 \tabularnewline
17 & -0.061827 & -0.4328 & 0.333534 \tabularnewline
18 & -0.033536 & -0.2348 & 0.407688 \tabularnewline
19 & 0.024569 & 0.172 & 0.43208 \tabularnewline
20 & 0.082712 & 0.579 & 0.282626 \tabularnewline
21 & 0.114734 & 0.8031 & 0.212887 \tabularnewline
22 & -0.022995 & -0.161 & 0.436391 \tabularnewline
23 & -0.11149 & -0.7804 & 0.219447 \tabularnewline
24 & -0.111567 & -0.781 & 0.219288 \tabularnewline
25 & -0.006055 & -0.0424 & 0.483182 \tabularnewline
26 & 0.107682 & 0.7538 & 0.227296 \tabularnewline
27 & 0.063967 & 0.4478 & 0.328147 \tabularnewline
28 & -0.075628 & -0.5294 & 0.299461 \tabularnewline
29 & -0.135031 & -0.9452 & 0.174593 \tabularnewline
30 & -0.089948 & -0.6296 & 0.265928 \tabularnewline
31 & 0.152872 & 1.0701 & 0.144907 \tabularnewline
32 & 0.274453 & 1.9212 & 0.030269 \tabularnewline
33 & 0.191556 & 1.3409 & 0.093069 \tabularnewline
34 & 0.010114 & 0.0708 & 0.471924 \tabularnewline
35 & -0.269455 & -1.8862 & 0.032602 \tabularnewline
36 & -0.352009 & -2.4641 & 0.008647 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61163&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]0.530575[/C][C]3.714[/C][C]0.000261[/C][/ROW]
[ROW][C]2[/C][C]-0.099729[/C][C]-0.6981[/C][C]0.244206[/C][/ROW]
[ROW][C]3[/C][C]-0.483441[/C][C]-3.3841[/C][C]0.000706[/C][/ROW]
[ROW][C]4[/C][C]-0.508955[/C][C]-3.5627[/C][C]0.000415[/C][/ROW]
[ROW][C]5[/C][C]-0.177374[/C][C]-1.2416[/C][C]0.110144[/C][/ROW]
[ROW][C]6[/C][C]0.093434[/C][C]0.654[/C][C]0.258073[/C][/ROW]
[ROW][C]7[/C][C]0.199707[/C][C]1.398[/C][C]0.084212[/C][/ROW]
[ROW][C]8[/C][C]0.186569[/C][C]1.306[/C][C]0.098828[/C][/ROW]
[ROW][C]9[/C][C]0.002195[/C][C]0.0154[/C][C]0.493903[/C][/ROW]
[ROW][C]10[/C][C]-0.051192[/C][C]-0.3583[/C][C]0.360812[/C][/ROW]
[ROW][C]11[/C][C]-0.011326[/C][C]-0.0793[/C][C]0.468565[/C][/ROW]
[ROW][C]12[/C][C]-0.021114[/C][C]-0.1478[/C][C]0.441555[/C][/ROW]
[ROW][C]13[/C][C]0.027282[/C][C]0.191[/C][C]0.424669[/C][/ROW]
[ROW][C]14[/C][C]-0.00303[/C][C]-0.0212[/C][C]0.491582[/C][/ROW]
[ROW][C]15[/C][C]-0.053104[/C][C]-0.3717[/C][C]0.35585[/C][/ROW]
[ROW][C]16[/C][C]-0.023709[/C][C]-0.166[/C][C]0.434434[/C][/ROW]
[ROW][C]17[/C][C]-0.061827[/C][C]-0.4328[/C][C]0.333534[/C][/ROW]
[ROW][C]18[/C][C]-0.033536[/C][C]-0.2348[/C][C]0.407688[/C][/ROW]
[ROW][C]19[/C][C]0.024569[/C][C]0.172[/C][C]0.43208[/C][/ROW]
[ROW][C]20[/C][C]0.082712[/C][C]0.579[/C][C]0.282626[/C][/ROW]
[ROW][C]21[/C][C]0.114734[/C][C]0.8031[/C][C]0.212887[/C][/ROW]
[ROW][C]22[/C][C]-0.022995[/C][C]-0.161[/C][C]0.436391[/C][/ROW]
[ROW][C]23[/C][C]-0.11149[/C][C]-0.7804[/C][C]0.219447[/C][/ROW]
[ROW][C]24[/C][C]-0.111567[/C][C]-0.781[/C][C]0.219288[/C][/ROW]
[ROW][C]25[/C][C]-0.006055[/C][C]-0.0424[/C][C]0.483182[/C][/ROW]
[ROW][C]26[/C][C]0.107682[/C][C]0.7538[/C][C]0.227296[/C][/ROW]
[ROW][C]27[/C][C]0.063967[/C][C]0.4478[/C][C]0.328147[/C][/ROW]
[ROW][C]28[/C][C]-0.075628[/C][C]-0.5294[/C][C]0.299461[/C][/ROW]
[ROW][C]29[/C][C]-0.135031[/C][C]-0.9452[/C][C]0.174593[/C][/ROW]
[ROW][C]30[/C][C]-0.089948[/C][C]-0.6296[/C][C]0.265928[/C][/ROW]
[ROW][C]31[/C][C]0.152872[/C][C]1.0701[/C][C]0.144907[/C][/ROW]
[ROW][C]32[/C][C]0.274453[/C][C]1.9212[/C][C]0.030269[/C][/ROW]
[ROW][C]33[/C][C]0.191556[/C][C]1.3409[/C][C]0.093069[/C][/ROW]
[ROW][C]34[/C][C]0.010114[/C][C]0.0708[/C][C]0.471924[/C][/ROW]
[ROW][C]35[/C][C]-0.269455[/C][C]-1.8862[/C][C]0.032602[/C][/ROW]
[ROW][C]36[/C][C]-0.352009[/C][C]-2.4641[/C][C]0.008647[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61163&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61163&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	0.530575	3.714	0.000261
2	-0.099729	-0.6981	0.244206
3	-0.483441	-3.3841	0.000706
4	-0.508955	-3.5627	0.000415
5	-0.177374	-1.2416	0.110144
6	0.093434	0.654	0.258073
7	0.199707	1.398	0.084212
8	0.186569	1.306	0.098828
9	0.002195	0.0154	0.493903
10	-0.051192	-0.3583	0.360812
11	-0.011326	-0.0793	0.468565
12	-0.021114	-0.1478	0.441555
13	0.027282	0.191	0.424669
14	-0.00303	-0.0212	0.491582
15	-0.053104	-0.3717	0.35585
16	-0.023709	-0.166	0.434434
17	-0.061827	-0.4328	0.333534
18	-0.033536	-0.2348	0.407688
19	0.024569	0.172	0.43208
20	0.082712	0.579	0.282626
21	0.114734	0.8031	0.212887
22	-0.022995	-0.161	0.436391
23	-0.11149	-0.7804	0.219447
24	-0.111567	-0.781	0.219288
25	-0.006055	-0.0424	0.483182
26	0.107682	0.7538	0.227296
27	0.063967	0.4478	0.328147
28	-0.075628	-0.5294	0.299461
29	-0.135031	-0.9452	0.174593
30	-0.089948	-0.6296	0.265928
31	0.152872	1.0701	0.144907
32	0.274453	1.9212	0.030269
33	0.191556	1.3409	0.093069
34	0.010114	0.0708	0.471924
35	-0.269455	-1.8862	0.032602
36	-0.352009	-2.4641	0.008647

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.530575	3.714	0.000261
2	-0.530611	-3.7143	0.000261
3	-0.234253	-1.6398	0.053729
4	-0.176474	-1.2353	0.111302
5	0.085543	0.5988	0.276031
6	-0.201659	-1.4116	0.082192
7	-0.023815	-0.1667	0.434143
8	0.022276	0.1559	0.438363
9	-0.168716	-1.181	0.121649
10	0.137013	0.9591	0.171111
11	0.011506	0.0805	0.468067
12	-0.085215	-0.5965	0.276792
13	0.091024	0.6372	0.26349
14	-0.03936	-0.2755	0.392037
15	-0.029485	-0.2064	0.418668
16	0.028552	0.1999	0.421207
17	-0.111561	-0.7809	0.2193
18	-0.00452	-0.0316	0.487444
19	-0.009412	-0.0659	0.473869
20	0.109469	0.7663	0.223593
21	-0.078272	-0.5479	0.293122
22	-0.138626	-0.9704	0.168311
23	0.102677	0.7187	0.237858
24	-0.108827	-0.7618	0.224919
25	0.161085	1.1276	0.132491
26	-0.085531	-0.5987	0.27606
27	-0.11177	-0.7824	0.218874
28	-0.084153	-0.5891	0.279261
29	0.006029	0.0422	0.483256
30	0.013602	0.0952	0.462268
31	0.205791	1.4405	0.078038
32	-0.04603	-0.3222	0.374332
33	0.090348	0.6324	0.265021
34	0.012499	0.0875	0.465317
35	-0.12578	-0.8805	0.191454
36	-0.056992	-0.3989	0.345834

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.530575 & 3.714 & 0.000261 \tabularnewline
2 & -0.530611 & -3.7143 & 0.000261 \tabularnewline
3 & -0.234253 & -1.6398 & 0.053729 \tabularnewline
4 & -0.176474 & -1.2353 & 0.111302 \tabularnewline
5 & 0.085543 & 0.5988 & 0.276031 \tabularnewline
6 & -0.201659 & -1.4116 & 0.082192 \tabularnewline
7 & -0.023815 & -0.1667 & 0.434143 \tabularnewline
8 & 0.022276 & 0.1559 & 0.438363 \tabularnewline
9 & -0.168716 & -1.181 & 0.121649 \tabularnewline
10 & 0.137013 & 0.9591 & 0.171111 \tabularnewline
11 & 0.011506 & 0.0805 & 0.468067 \tabularnewline
12 & -0.085215 & -0.5965 & 0.276792 \tabularnewline
13 & 0.091024 & 0.6372 & 0.26349 \tabularnewline
14 & -0.03936 & -0.2755 & 0.392037 \tabularnewline
15 & -0.029485 & -0.2064 & 0.418668 \tabularnewline
16 & 0.028552 & 0.1999 & 0.421207 \tabularnewline
17 & -0.111561 & -0.7809 & 0.2193 \tabularnewline
18 & -0.00452 & -0.0316 & 0.487444 \tabularnewline
19 & -0.009412 & -0.0659 & 0.473869 \tabularnewline
20 & 0.109469 & 0.7663 & 0.223593 \tabularnewline
21 & -0.078272 & -0.5479 & 0.293122 \tabularnewline
22 & -0.138626 & -0.9704 & 0.168311 \tabularnewline
23 & 0.102677 & 0.7187 & 0.237858 \tabularnewline
24 & -0.108827 & -0.7618 & 0.224919 \tabularnewline
25 & 0.161085 & 1.1276 & 0.132491 \tabularnewline
26 & -0.085531 & -0.5987 & 0.27606 \tabularnewline
27 & -0.11177 & -0.7824 & 0.218874 \tabularnewline
28 & -0.084153 & -0.5891 & 0.279261 \tabularnewline
29 & 0.006029 & 0.0422 & 0.483256 \tabularnewline
30 & 0.013602 & 0.0952 & 0.462268 \tabularnewline
31 & 0.205791 & 1.4405 & 0.078038 \tabularnewline
32 & -0.04603 & -0.3222 & 0.374332 \tabularnewline
33 & 0.090348 & 0.6324 & 0.265021 \tabularnewline
34 & 0.012499 & 0.0875 & 0.465317 \tabularnewline
35 & -0.12578 & -0.8805 & 0.191454 \tabularnewline
36 & -0.056992 & -0.3989 & 0.345834 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61163&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]0.530575[/C][C]3.714[/C][C]0.000261[/C][/ROW]
[ROW][C]2[/C][C]-0.530611[/C][C]-3.7143[/C][C]0.000261[/C][/ROW]
[ROW][C]3[/C][C]-0.234253[/C][C]-1.6398[/C][C]0.053729[/C][/ROW]
[ROW][C]4[/C][C]-0.176474[/C][C]-1.2353[/C][C]0.111302[/C][/ROW]
[ROW][C]5[/C][C]0.085543[/C][C]0.5988[/C][C]0.276031[/C][/ROW]
[ROW][C]6[/C][C]-0.201659[/C][C]-1.4116[/C][C]0.082192[/C][/ROW]
[ROW][C]7[/C][C]-0.023815[/C][C]-0.1667[/C][C]0.434143[/C][/ROW]
[ROW][C]8[/C][C]0.022276[/C][C]0.1559[/C][C]0.438363[/C][/ROW]
[ROW][C]9[/C][C]-0.168716[/C][C]-1.181[/C][C]0.121649[/C][/ROW]
[ROW][C]10[/C][C]0.137013[/C][C]0.9591[/C][C]0.171111[/C][/ROW]
[ROW][C]11[/C][C]0.011506[/C][C]0.0805[/C][C]0.468067[/C][/ROW]
[ROW][C]12[/C][C]-0.085215[/C][C]-0.5965[/C][C]0.276792[/C][/ROW]
[ROW][C]13[/C][C]0.091024[/C][C]0.6372[/C][C]0.26349[/C][/ROW]
[ROW][C]14[/C][C]-0.03936[/C][C]-0.2755[/C][C]0.392037[/C][/ROW]
[ROW][C]15[/C][C]-0.029485[/C][C]-0.2064[/C][C]0.418668[/C][/ROW]
[ROW][C]16[/C][C]0.028552[/C][C]0.1999[/C][C]0.421207[/C][/ROW]
[ROW][C]17[/C][C]-0.111561[/C][C]-0.7809[/C][C]0.2193[/C][/ROW]
[ROW][C]18[/C][C]-0.00452[/C][C]-0.0316[/C][C]0.487444[/C][/ROW]
[ROW][C]19[/C][C]-0.009412[/C][C]-0.0659[/C][C]0.473869[/C][/ROW]
[ROW][C]20[/C][C]0.109469[/C][C]0.7663[/C][C]0.223593[/C][/ROW]
[ROW][C]21[/C][C]-0.078272[/C][C]-0.5479[/C][C]0.293122[/C][/ROW]
[ROW][C]22[/C][C]-0.138626[/C][C]-0.9704[/C][C]0.168311[/C][/ROW]
[ROW][C]23[/C][C]0.102677[/C][C]0.7187[/C][C]0.237858[/C][/ROW]
[ROW][C]24[/C][C]-0.108827[/C][C]-0.7618[/C][C]0.224919[/C][/ROW]
[ROW][C]25[/C][C]0.161085[/C][C]1.1276[/C][C]0.132491[/C][/ROW]
[ROW][C]26[/C][C]-0.085531[/C][C]-0.5987[/C][C]0.27606[/C][/ROW]
[ROW][C]27[/C][C]-0.11177[/C][C]-0.7824[/C][C]0.218874[/C][/ROW]
[ROW][C]28[/C][C]-0.084153[/C][C]-0.5891[/C][C]0.279261[/C][/ROW]
[ROW][C]29[/C][C]0.006029[/C][C]0.0422[/C][C]0.483256[/C][/ROW]
[ROW][C]30[/C][C]0.013602[/C][C]0.0952[/C][C]0.462268[/C][/ROW]
[ROW][C]31[/C][C]0.205791[/C][C]1.4405[/C][C]0.078038[/C][/ROW]
[ROW][C]32[/C][C]-0.04603[/C][C]-0.3222[/C][C]0.374332[/C][/ROW]
[ROW][C]33[/C][C]0.090348[/C][C]0.6324[/C][C]0.265021[/C][/ROW]
[ROW][C]34[/C][C]0.012499[/C][C]0.0875[/C][C]0.465317[/C][/ROW]
[ROW][C]35[/C][C]-0.12578[/C][C]-0.8805[/C][C]0.191454[/C][/ROW]
[ROW][C]36[/C][C]-0.056992[/C][C]-0.3989[/C][C]0.345834[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61163&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61163&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	0.530575	3.714	0.000261
2	-0.530611	-3.7143	0.000261
3	-0.234253	-1.6398	0.053729
4	-0.176474	-1.2353	0.111302
5	0.085543	0.5988	0.276031
6	-0.201659	-1.4116	0.082192
7	-0.023815	-0.1667	0.434143
8	0.022276	0.1559	0.438363
9	-0.168716	-1.181	0.121649
10	0.137013	0.9591	0.171111
11	0.011506	0.0805	0.468067
12	-0.085215	-0.5965	0.276792
13	0.091024	0.6372	0.26349
14	-0.03936	-0.2755	0.392037
15	-0.029485	-0.2064	0.418668
16	0.028552	0.1999	0.421207
17	-0.111561	-0.7809	0.2193
18	-0.00452	-0.0316	0.487444
19	-0.009412	-0.0659	0.473869
20	0.109469	0.7663	0.223593
21	-0.078272	-0.5479	0.293122
22	-0.138626	-0.9704	0.168311
23	0.102677	0.7187	0.237858
24	-0.108827	-0.7618	0.224919
25	0.161085	1.1276	0.132491
26	-0.085531	-0.5987	0.27606
27	-0.11177	-0.7824	0.218874
28	-0.084153	-0.5891	0.279261
29	0.006029	0.0422	0.483256
30	0.013602	0.0952	0.462268
31	0.205791	1.4405	0.078038
32	-0.04603	-0.3222	0.374332
33	0.090348	0.6324	0.265021
34	0.012499	0.0875	0.465317
35	-0.12578	-0.8805	0.191454
36	-0.056992	-0.3989	0.345834

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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