Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 15:40:14 -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/t1259361707b0w2wko59x0oyk9.htm/, Retrieved Mon, 29 Apr 2024 18:50:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61319, Retrieved Mon, 29 Apr 2024 18:50:07 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

174

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [(Partial) Autocorrelation Function] [] [2009-11-26 15:03:09] [0750c128064677e728c9436fc3f45ae7]
-   P     [(Partial) Autocorrelation Function] [ws8 instellingen ...] [2009-11-27 22:40:14] [ea241b681aafed79da4b5b99fad98471] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

1.3
1.2
1.1
1.4
1.2
1.5
1.1
1.3
1.5
1.1
1.4
1.3
1.5
1.6
1.7
1.1
1.6
1.3
1.7
1.6
1.7
1.9
1.8
1.9
1.6
1.5
1.6
1.6
1.7
2
2
1.9
1.7
1.8
1.9
1.7
2
2.1
2.4
2.5
2.5
2.6
2.2
2.5
2.8
2.8
2.9
3
3.1
2.9
2.7
2.2
2.5
2.3
2.6
2.3
2.2
1.8
1.8

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=61319&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=61319&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61319&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	0.888528	6.8249	0
2	0.854444	6.5631	0
3	0.76168	5.8506	0
4	0.721468	5.5417	0
5	0.680714	5.2287	1e-06
6	0.644035	4.9469	3e-06
7	0.596798	4.5841	1.2e-05
8	0.547193	4.2031	4.5e-05
9	0.48855	3.7526	0.000201
10	0.393151	3.0199	0.001867
11	0.318326	2.4451	0.008743
12	0.209655	1.6104	0.056325
13	0.182528	1.402	0.083074
14	0.1391	1.0684	0.144836
15	0.142866	1.0974	0.138468
16	0.100869	0.7748	0.220779
17	0.060697	0.4662	0.321387
18	0.02755	0.2116	0.416567
19	-0.029929	-0.2299	0.409488
20	-0.05601	-0.4302	0.3343
21	-0.090824	-0.6976	0.244073
22	-0.098316	-0.7552	0.226572
23	-0.100065	-0.7686	0.222593
24	-0.104222	-0.8005	0.213303
25	-0.107254	-0.8238	0.206676
26	-0.136562	-1.049	0.149238
27	-0.179843	-1.3814	0.086183
28	-0.229448	-1.7624	0.041589
29	-0.261509	-2.0087	0.024577
30	-0.273658	-2.102	0.019915
31	-0.270789	-2.08	0.020941
32	-0.294779	-2.2642	0.013625
33	-0.307787	-2.3642	0.010691
34	-0.331855	-2.549	0.006712
35	-0.362831	-2.787	0.003573
36	-0.370481	-2.8457	0.003042

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.888528 & 6.8249 & 0 \tabularnewline
2 & 0.854444 & 6.5631 & 0 \tabularnewline
3 & 0.76168 & 5.8506 & 0 \tabularnewline
4 & 0.721468 & 5.5417 & 0 \tabularnewline
5 & 0.680714 & 5.2287 & 1e-06 \tabularnewline
6 & 0.644035 & 4.9469 & 3e-06 \tabularnewline
7 & 0.596798 & 4.5841 & 1.2e-05 \tabularnewline
8 & 0.547193 & 4.2031 & 4.5e-05 \tabularnewline
9 & 0.48855 & 3.7526 & 0.000201 \tabularnewline
10 & 0.393151 & 3.0199 & 0.001867 \tabularnewline
11 & 0.318326 & 2.4451 & 0.008743 \tabularnewline
12 & 0.209655 & 1.6104 & 0.056325 \tabularnewline
13 & 0.182528 & 1.402 & 0.083074 \tabularnewline
14 & 0.1391 & 1.0684 & 0.144836 \tabularnewline
15 & 0.142866 & 1.0974 & 0.138468 \tabularnewline
16 & 0.100869 & 0.7748 & 0.220779 \tabularnewline
17 & 0.060697 & 0.4662 & 0.321387 \tabularnewline
18 & 0.02755 & 0.2116 & 0.416567 \tabularnewline
19 & -0.029929 & -0.2299 & 0.409488 \tabularnewline
20 & -0.05601 & -0.4302 & 0.3343 \tabularnewline
21 & -0.090824 & -0.6976 & 0.244073 \tabularnewline
22 & -0.098316 & -0.7552 & 0.226572 \tabularnewline
23 & -0.100065 & -0.7686 & 0.222593 \tabularnewline
24 & -0.104222 & -0.8005 & 0.213303 \tabularnewline
25 & -0.107254 & -0.8238 & 0.206676 \tabularnewline
26 & -0.136562 & -1.049 & 0.149238 \tabularnewline
27 & -0.179843 & -1.3814 & 0.086183 \tabularnewline
28 & -0.229448 & -1.7624 & 0.041589 \tabularnewline
29 & -0.261509 & -2.0087 & 0.024577 \tabularnewline
30 & -0.273658 & -2.102 & 0.019915 \tabularnewline
31 & -0.270789 & -2.08 & 0.020941 \tabularnewline
32 & -0.294779 & -2.2642 & 0.013625 \tabularnewline
33 & -0.307787 & -2.3642 & 0.010691 \tabularnewline
34 & -0.331855 & -2.549 & 0.006712 \tabularnewline
35 & -0.362831 & -2.787 & 0.003573 \tabularnewline
36 & -0.370481 & -2.8457 & 0.003042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61319&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]0.888528[/C][C]6.8249[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.854444[/C][C]6.5631[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.76168[/C][C]5.8506[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.721468[/C][C]5.5417[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.680714[/C][C]5.2287[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.644035[/C][C]4.9469[/C][C]3e-06[/C][/ROW]
[ROW][C]7[/C][C]0.596798[/C][C]4.5841[/C][C]1.2e-05[/C][/ROW]
[ROW][C]8[/C][C]0.547193[/C][C]4.2031[/C][C]4.5e-05[/C][/ROW]
[ROW][C]9[/C][C]0.48855[/C][C]3.7526[/C][C]0.000201[/C][/ROW]
[ROW][C]10[/C][C]0.393151[/C][C]3.0199[/C][C]0.001867[/C][/ROW]
[ROW][C]11[/C][C]0.318326[/C][C]2.4451[/C][C]0.008743[/C][/ROW]
[ROW][C]12[/C][C]0.209655[/C][C]1.6104[/C][C]0.056325[/C][/ROW]
[ROW][C]13[/C][C]0.182528[/C][C]1.402[/C][C]0.083074[/C][/ROW]
[ROW][C]14[/C][C]0.1391[/C][C]1.0684[/C][C]0.144836[/C][/ROW]
[ROW][C]15[/C][C]0.142866[/C][C]1.0974[/C][C]0.138468[/C][/ROW]
[ROW][C]16[/C][C]0.100869[/C][C]0.7748[/C][C]0.220779[/C][/ROW]
[ROW][C]17[/C][C]0.060697[/C][C]0.4662[/C][C]0.321387[/C][/ROW]
[ROW][C]18[/C][C]0.02755[/C][C]0.2116[/C][C]0.416567[/C][/ROW]
[ROW][C]19[/C][C]-0.029929[/C][C]-0.2299[/C][C]0.409488[/C][/ROW]
[ROW][C]20[/C][C]-0.05601[/C][C]-0.4302[/C][C]0.3343[/C][/ROW]
[ROW][C]21[/C][C]-0.090824[/C][C]-0.6976[/C][C]0.244073[/C][/ROW]
[ROW][C]22[/C][C]-0.098316[/C][C]-0.7552[/C][C]0.226572[/C][/ROW]
[ROW][C]23[/C][C]-0.100065[/C][C]-0.7686[/C][C]0.222593[/C][/ROW]
[ROW][C]24[/C][C]-0.104222[/C][C]-0.8005[/C][C]0.213303[/C][/ROW]
[ROW][C]25[/C][C]-0.107254[/C][C]-0.8238[/C][C]0.206676[/C][/ROW]
[ROW][C]26[/C][C]-0.136562[/C][C]-1.049[/C][C]0.149238[/C][/ROW]
[ROW][C]27[/C][C]-0.179843[/C][C]-1.3814[/C][C]0.086183[/C][/ROW]
[ROW][C]28[/C][C]-0.229448[/C][C]-1.7624[/C][C]0.041589[/C][/ROW]
[ROW][C]29[/C][C]-0.261509[/C][C]-2.0087[/C][C]0.024577[/C][/ROW]
[ROW][C]30[/C][C]-0.273658[/C][C]-2.102[/C][C]0.019915[/C][/ROW]
[ROW][C]31[/C][C]-0.270789[/C][C]-2.08[/C][C]0.020941[/C][/ROW]
[ROW][C]32[/C][C]-0.294779[/C][C]-2.2642[/C][C]0.013625[/C][/ROW]
[ROW][C]33[/C][C]-0.307787[/C][C]-2.3642[/C][C]0.010691[/C][/ROW]
[ROW][C]34[/C][C]-0.331855[/C][C]-2.549[/C][C]0.006712[/C][/ROW]
[ROW][C]35[/C][C]-0.362831[/C][C]-2.787[/C][C]0.003573[/C][/ROW]
[ROW][C]36[/C][C]-0.370481[/C][C]-2.8457[/C][C]0.003042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61319&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61319&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	0.888528	6.8249	0
2	0.854444	6.5631	0
3	0.76168	5.8506	0
4	0.721468	5.5417	0
5	0.680714	5.2287	1e-06
6	0.644035	4.9469	3e-06
7	0.596798	4.5841	1.2e-05
8	0.547193	4.2031	4.5e-05
9	0.48855	3.7526	0.000201
10	0.393151	3.0199	0.001867
11	0.318326	2.4451	0.008743
12	0.209655	1.6104	0.056325
13	0.182528	1.402	0.083074
14	0.1391	1.0684	0.144836
15	0.142866	1.0974	0.138468
16	0.100869	0.7748	0.220779
17	0.060697	0.4662	0.321387
18	0.02755	0.2116	0.416567
19	-0.029929	-0.2299	0.409488
20	-0.05601	-0.4302	0.3343
21	-0.090824	-0.6976	0.244073
22	-0.098316	-0.7552	0.226572
23	-0.100065	-0.7686	0.222593
24	-0.104222	-0.8005	0.213303
25	-0.107254	-0.8238	0.206676
26	-0.136562	-1.049	0.149238
27	-0.179843	-1.3814	0.086183
28	-0.229448	-1.7624	0.041589
29	-0.261509	-2.0087	0.024577
30	-0.273658	-2.102	0.019915
31	-0.270789	-2.08	0.020941
32	-0.294779	-2.2642	0.013625
33	-0.307787	-2.3642	0.010691
34	-0.331855	-2.549	0.006712
35	-0.362831	-2.787	0.003573
36	-0.370481	-2.8457	0.003042

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.888528	6.8249	0
2	0.308582	2.3703	0.010531
3	-0.196493	-1.5093	0.068281
4	0.082629	0.6347	0.264044
5	0.132986	1.0215	0.155597
6	-0.030919	-0.2375	0.406548
7	-0.085122	-0.6538	0.257879
8	-0.03306	-0.2539	0.400214
9	-0.062501	-0.4801	0.316474
10	-0.28689	-2.2036	0.015733
11	-0.078935	-0.6063	0.273318
12	-0.164086	-1.2604	0.106249
13	0.19976	1.5344	0.06514
14	0.119796	0.9202	0.180615
15	0.13191	1.0132	0.157547
16	-0.052158	-0.4006	0.345068
17	-0.089283	-0.6858	0.247765
18	0.128874	0.9899	0.163134
19	-0.151597	-1.1644	0.124467
20	-0.038852	-0.2984	0.383213
21	0.009471	0.0728	0.471126
22	-0.054447	-0.4182	0.338654
23	0.013427	0.1031	0.459103
24	-0.130172	-0.9999	0.160728
25	0.140395	1.0784	0.142623
26	-0.105325	-0.809	0.210878
27	-0.11685	-0.8975	0.18654
28	-0.126822	-0.9741	0.166982
29	-0.08291	-0.6368	0.263344
30	0.150315	1.1546	0.126456
31	-0.037015	-0.2843	0.38858
32	-0.114811	-0.8819	0.19071
33	-0.059436	-0.4565	0.32484
34	0.104945	0.8061	0.211712
35	-0.004487	-0.0345	0.486313
36	-0.001312	-0.0101	0.495998

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.888528 & 6.8249 & 0 \tabularnewline
2 & 0.308582 & 2.3703 & 0.010531 \tabularnewline
3 & -0.196493 & -1.5093 & 0.068281 \tabularnewline
4 & 0.082629 & 0.6347 & 0.264044 \tabularnewline
5 & 0.132986 & 1.0215 & 0.155597 \tabularnewline
6 & -0.030919 & -0.2375 & 0.406548 \tabularnewline
7 & -0.085122 & -0.6538 & 0.257879 \tabularnewline
8 & -0.03306 & -0.2539 & 0.400214 \tabularnewline
9 & -0.062501 & -0.4801 & 0.316474 \tabularnewline
10 & -0.28689 & -2.2036 & 0.015733 \tabularnewline
11 & -0.078935 & -0.6063 & 0.273318 \tabularnewline
12 & -0.164086 & -1.2604 & 0.106249 \tabularnewline
13 & 0.19976 & 1.5344 & 0.06514 \tabularnewline
14 & 0.119796 & 0.9202 & 0.180615 \tabularnewline
15 & 0.13191 & 1.0132 & 0.157547 \tabularnewline
16 & -0.052158 & -0.4006 & 0.345068 \tabularnewline
17 & -0.089283 & -0.6858 & 0.247765 \tabularnewline
18 & 0.128874 & 0.9899 & 0.163134 \tabularnewline
19 & -0.151597 & -1.1644 & 0.124467 \tabularnewline
20 & -0.038852 & -0.2984 & 0.383213 \tabularnewline
21 & 0.009471 & 0.0728 & 0.471126 \tabularnewline
22 & -0.054447 & -0.4182 & 0.338654 \tabularnewline
23 & 0.013427 & 0.1031 & 0.459103 \tabularnewline
24 & -0.130172 & -0.9999 & 0.160728 \tabularnewline
25 & 0.140395 & 1.0784 & 0.142623 \tabularnewline
26 & -0.105325 & -0.809 & 0.210878 \tabularnewline
27 & -0.11685 & -0.8975 & 0.18654 \tabularnewline
28 & -0.126822 & -0.9741 & 0.166982 \tabularnewline
29 & -0.08291 & -0.6368 & 0.263344 \tabularnewline
30 & 0.150315 & 1.1546 & 0.126456 \tabularnewline
31 & -0.037015 & -0.2843 & 0.38858 \tabularnewline
32 & -0.114811 & -0.8819 & 0.19071 \tabularnewline
33 & -0.059436 & -0.4565 & 0.32484 \tabularnewline
34 & 0.104945 & 0.8061 & 0.211712 \tabularnewline
35 & -0.004487 & -0.0345 & 0.486313 \tabularnewline
36 & -0.001312 & -0.0101 & 0.495998 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61319&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]0.888528[/C][C]6.8249[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.308582[/C][C]2.3703[/C][C]0.010531[/C][/ROW]
[ROW][C]3[/C][C]-0.196493[/C][C]-1.5093[/C][C]0.068281[/C][/ROW]
[ROW][C]4[/C][C]0.082629[/C][C]0.6347[/C][C]0.264044[/C][/ROW]
[ROW][C]5[/C][C]0.132986[/C][C]1.0215[/C][C]0.155597[/C][/ROW]
[ROW][C]6[/C][C]-0.030919[/C][C]-0.2375[/C][C]0.406548[/C][/ROW]
[ROW][C]7[/C][C]-0.085122[/C][C]-0.6538[/C][C]0.257879[/C][/ROW]
[ROW][C]8[/C][C]-0.03306[/C][C]-0.2539[/C][C]0.400214[/C][/ROW]
[ROW][C]9[/C][C]-0.062501[/C][C]-0.4801[/C][C]0.316474[/C][/ROW]
[ROW][C]10[/C][C]-0.28689[/C][C]-2.2036[/C][C]0.015733[/C][/ROW]
[ROW][C]11[/C][C]-0.078935[/C][C]-0.6063[/C][C]0.273318[/C][/ROW]
[ROW][C]12[/C][C]-0.164086[/C][C]-1.2604[/C][C]0.106249[/C][/ROW]
[ROW][C]13[/C][C]0.19976[/C][C]1.5344[/C][C]0.06514[/C][/ROW]
[ROW][C]14[/C][C]0.119796[/C][C]0.9202[/C][C]0.180615[/C][/ROW]
[ROW][C]15[/C][C]0.13191[/C][C]1.0132[/C][C]0.157547[/C][/ROW]
[ROW][C]16[/C][C]-0.052158[/C][C]-0.4006[/C][C]0.345068[/C][/ROW]
[ROW][C]17[/C][C]-0.089283[/C][C]-0.6858[/C][C]0.247765[/C][/ROW]
[ROW][C]18[/C][C]0.128874[/C][C]0.9899[/C][C]0.163134[/C][/ROW]
[ROW][C]19[/C][C]-0.151597[/C][C]-1.1644[/C][C]0.124467[/C][/ROW]
[ROW][C]20[/C][C]-0.038852[/C][C]-0.2984[/C][C]0.383213[/C][/ROW]
[ROW][C]21[/C][C]0.009471[/C][C]0.0728[/C][C]0.471126[/C][/ROW]
[ROW][C]22[/C][C]-0.054447[/C][C]-0.4182[/C][C]0.338654[/C][/ROW]
[ROW][C]23[/C][C]0.013427[/C][C]0.1031[/C][C]0.459103[/C][/ROW]
[ROW][C]24[/C][C]-0.130172[/C][C]-0.9999[/C][C]0.160728[/C][/ROW]
[ROW][C]25[/C][C]0.140395[/C][C]1.0784[/C][C]0.142623[/C][/ROW]
[ROW][C]26[/C][C]-0.105325[/C][C]-0.809[/C][C]0.210878[/C][/ROW]
[ROW][C]27[/C][C]-0.11685[/C][C]-0.8975[/C][C]0.18654[/C][/ROW]
[ROW][C]28[/C][C]-0.126822[/C][C]-0.9741[/C][C]0.166982[/C][/ROW]
[ROW][C]29[/C][C]-0.08291[/C][C]-0.6368[/C][C]0.263344[/C][/ROW]
[ROW][C]30[/C][C]0.150315[/C][C]1.1546[/C][C]0.126456[/C][/ROW]
[ROW][C]31[/C][C]-0.037015[/C][C]-0.2843[/C][C]0.38858[/C][/ROW]
[ROW][C]32[/C][C]-0.114811[/C][C]-0.8819[/C][C]0.19071[/C][/ROW]
[ROW][C]33[/C][C]-0.059436[/C][C]-0.4565[/C][C]0.32484[/C][/ROW]
[ROW][C]34[/C][C]0.104945[/C][C]0.8061[/C][C]0.211712[/C][/ROW]
[ROW][C]35[/C][C]-0.004487[/C][C]-0.0345[/C][C]0.486313[/C][/ROW]
[ROW][C]36[/C][C]-0.001312[/C][C]-0.0101[/C][C]0.495998[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61319&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61319&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	0.888528	6.8249	0
2	0.308582	2.3703	0.010531
3	-0.196493	-1.5093	0.068281
4	0.082629	0.6347	0.264044
5	0.132986	1.0215	0.155597
6	-0.030919	-0.2375	0.406548
7	-0.085122	-0.6538	0.257879
8	-0.03306	-0.2539	0.400214
9	-0.062501	-0.4801	0.316474
10	-0.28689	-2.2036	0.015733
11	-0.078935	-0.6063	0.273318
12	-0.164086	-1.2604	0.106249
13	0.19976	1.5344	0.06514
14	0.119796	0.9202	0.180615
15	0.13191	1.0132	0.157547
16	-0.052158	-0.4006	0.345068
17	-0.089283	-0.6858	0.247765
18	0.128874	0.9899	0.163134
19	-0.151597	-1.1644	0.124467
20	-0.038852	-0.2984	0.383213
21	0.009471	0.0728	0.471126
22	-0.054447	-0.4182	0.338654
23	0.013427	0.1031	0.459103
24	-0.130172	-0.9999	0.160728
25	0.140395	1.0784	0.142623
26	-0.105325	-0.809	0.210878
27	-0.11685	-0.8975	0.18654
28	-0.126822	-0.9741	0.166982
29	-0.08291	-0.6368	0.263344
30	0.150315	1.1546	0.126456
31	-0.037015	-0.2843	0.38858
32	-0.114811	-0.8819	0.19071
33	-0.059436	-0.4565	0.32484
34	0.104945	0.8061	0.211712
35	-0.004487	-0.0345	0.486313
36	-0.001312	-0.0101	0.495998

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