Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 28 Nov 2009 07:05:04 -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/28/t12594171867zybbe0lhpzbjv7.htm/, Retrieved Fri, 03 May 2024 09:44:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61468, Retrieved Fri, 03 May 2024 09:44:55 +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

126

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]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-28 14:05:04] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-04 16:12:11] [5289d9da82a48177bc3d52c22c66188c] 
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-04 16:12:11] [bb3c50fa849023ee18f70dac946932de] 
-   P               [(Partial) Autocorrelation Function] [] [2009-12-04 16:32:23] [5289d9da82a48177bc3d52c22c66188c] 
-   P                 [(Partial) Autocorrelation Function] [] [2009-12-11 13:36:38] [bb3c50fa849023ee18f70dac946932de] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=61468&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=61468&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61468&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	0.156494	1.2122	0.115094
2	-0.180981	-1.4019	0.083053
3	-0.080891	-0.6266	0.266657
4	0.167289	1.2958	0.1
5	-0.238644	-1.8485	0.034728
6	-0.389149	-3.0143	0.001885
7	-0.248838	-1.9275	0.029328
8	0.056472	0.4374	0.331685
9	-0.095479	-0.7396	0.231221
10	-0.176179	-1.3647	0.088725
11	0.116371	0.9014	0.185489
12	0.765466	5.9293	0
13	0.13484	1.0445	0.150229
14	-0.13086	-1.0136	0.157413
15	-0.059729	-0.4627	0.322642
16	0.150627	1.1668	0.123963
17	-0.166434	-1.2892	0.101139
18	-0.300096	-2.3245	0.01175
19	-0.201112	-1.5578	0.062269
20	0.02865	0.2219	0.412565
21	-0.076281	-0.5909	0.278412
22	-0.139347	-1.0794	0.14237
23	0.093162	0.7216	0.236662
24	0.581515	4.5044	1.6e-05
25	0.108497	0.8404	0.202007
26	-0.092864	-0.7193	0.237369
27	-0.029595	-0.2292	0.409731
28	0.128974	0.999	0.160896
29	-0.120682	-0.9348	0.17682
30	-0.214202	-1.6592	0.051147
31	-0.143321	-1.1102	0.13568
32	0.006775	0.0525	0.47916
33	-0.067264	-0.521	0.302133
34	-0.106722	-0.8267	0.205852
35	0.045193	0.3501	0.363759
36	0.401394	3.1092	0.001434

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.156494 & 1.2122 & 0.115094 \tabularnewline
2 & -0.180981 & -1.4019 & 0.083053 \tabularnewline
3 & -0.080891 & -0.6266 & 0.266657 \tabularnewline
4 & 0.167289 & 1.2958 & 0.1 \tabularnewline
5 & -0.238644 & -1.8485 & 0.034728 \tabularnewline
6 & -0.389149 & -3.0143 & 0.001885 \tabularnewline
7 & -0.248838 & -1.9275 & 0.029328 \tabularnewline
8 & 0.056472 & 0.4374 & 0.331685 \tabularnewline
9 & -0.095479 & -0.7396 & 0.231221 \tabularnewline
10 & -0.176179 & -1.3647 & 0.088725 \tabularnewline
11 & 0.116371 & 0.9014 & 0.185489 \tabularnewline
12 & 0.765466 & 5.9293 & 0 \tabularnewline
13 & 0.13484 & 1.0445 & 0.150229 \tabularnewline
14 & -0.13086 & -1.0136 & 0.157413 \tabularnewline
15 & -0.059729 & -0.4627 & 0.322642 \tabularnewline
16 & 0.150627 & 1.1668 & 0.123963 \tabularnewline
17 & -0.166434 & -1.2892 & 0.101139 \tabularnewline
18 & -0.300096 & -2.3245 & 0.01175 \tabularnewline
19 & -0.201112 & -1.5578 & 0.062269 \tabularnewline
20 & 0.02865 & 0.2219 & 0.412565 \tabularnewline
21 & -0.076281 & -0.5909 & 0.278412 \tabularnewline
22 & -0.139347 & -1.0794 & 0.14237 \tabularnewline
23 & 0.093162 & 0.7216 & 0.236662 \tabularnewline
24 & 0.581515 & 4.5044 & 1.6e-05 \tabularnewline
25 & 0.108497 & 0.8404 & 0.202007 \tabularnewline
26 & -0.092864 & -0.7193 & 0.237369 \tabularnewline
27 & -0.029595 & -0.2292 & 0.409731 \tabularnewline
28 & 0.128974 & 0.999 & 0.160896 \tabularnewline
29 & -0.120682 & -0.9348 & 0.17682 \tabularnewline
30 & -0.214202 & -1.6592 & 0.051147 \tabularnewline
31 & -0.143321 & -1.1102 & 0.13568 \tabularnewline
32 & 0.006775 & 0.0525 & 0.47916 \tabularnewline
33 & -0.067264 & -0.521 & 0.302133 \tabularnewline
34 & -0.106722 & -0.8267 & 0.205852 \tabularnewline
35 & 0.045193 & 0.3501 & 0.363759 \tabularnewline
36 & 0.401394 & 3.1092 & 0.001434 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61468&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]0.156494[/C][C]1.2122[/C][C]0.115094[/C][/ROW]
[ROW][C]2[/C][C]-0.180981[/C][C]-1.4019[/C][C]0.083053[/C][/ROW]
[ROW][C]3[/C][C]-0.080891[/C][C]-0.6266[/C][C]0.266657[/C][/ROW]
[ROW][C]4[/C][C]0.167289[/C][C]1.2958[/C][C]0.1[/C][/ROW]
[ROW][C]5[/C][C]-0.238644[/C][C]-1.8485[/C][C]0.034728[/C][/ROW]
[ROW][C]6[/C][C]-0.389149[/C][C]-3.0143[/C][C]0.001885[/C][/ROW]
[ROW][C]7[/C][C]-0.248838[/C][C]-1.9275[/C][C]0.029328[/C][/ROW]
[ROW][C]8[/C][C]0.056472[/C][C]0.4374[/C][C]0.331685[/C][/ROW]
[ROW][C]9[/C][C]-0.095479[/C][C]-0.7396[/C][C]0.231221[/C][/ROW]
[ROW][C]10[/C][C]-0.176179[/C][C]-1.3647[/C][C]0.088725[/C][/ROW]
[ROW][C]11[/C][C]0.116371[/C][C]0.9014[/C][C]0.185489[/C][/ROW]
[ROW][C]12[/C][C]0.765466[/C][C]5.9293[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.13484[/C][C]1.0445[/C][C]0.150229[/C][/ROW]
[ROW][C]14[/C][C]-0.13086[/C][C]-1.0136[/C][C]0.157413[/C][/ROW]
[ROW][C]15[/C][C]-0.059729[/C][C]-0.4627[/C][C]0.322642[/C][/ROW]
[ROW][C]16[/C][C]0.150627[/C][C]1.1668[/C][C]0.123963[/C][/ROW]
[ROW][C]17[/C][C]-0.166434[/C][C]-1.2892[/C][C]0.101139[/C][/ROW]
[ROW][C]18[/C][C]-0.300096[/C][C]-2.3245[/C][C]0.01175[/C][/ROW]
[ROW][C]19[/C][C]-0.201112[/C][C]-1.5578[/C][C]0.062269[/C][/ROW]
[ROW][C]20[/C][C]0.02865[/C][C]0.2219[/C][C]0.412565[/C][/ROW]
[ROW][C]21[/C][C]-0.076281[/C][C]-0.5909[/C][C]0.278412[/C][/ROW]
[ROW][C]22[/C][C]-0.139347[/C][C]-1.0794[/C][C]0.14237[/C][/ROW]
[ROW][C]23[/C][C]0.093162[/C][C]0.7216[/C][C]0.236662[/C][/ROW]
[ROW][C]24[/C][C]0.581515[/C][C]4.5044[/C][C]1.6e-05[/C][/ROW]
[ROW][C]25[/C][C]0.108497[/C][C]0.8404[/C][C]0.202007[/C][/ROW]
[ROW][C]26[/C][C]-0.092864[/C][C]-0.7193[/C][C]0.237369[/C][/ROW]
[ROW][C]27[/C][C]-0.029595[/C][C]-0.2292[/C][C]0.409731[/C][/ROW]
[ROW][C]28[/C][C]0.128974[/C][C]0.999[/C][C]0.160896[/C][/ROW]
[ROW][C]29[/C][C]-0.120682[/C][C]-0.9348[/C][C]0.17682[/C][/ROW]
[ROW][C]30[/C][C]-0.214202[/C][C]-1.6592[/C][C]0.051147[/C][/ROW]
[ROW][C]31[/C][C]-0.143321[/C][C]-1.1102[/C][C]0.13568[/C][/ROW]
[ROW][C]32[/C][C]0.006775[/C][C]0.0525[/C][C]0.47916[/C][/ROW]
[ROW][C]33[/C][C]-0.067264[/C][C]-0.521[/C][C]0.302133[/C][/ROW]
[ROW][C]34[/C][C]-0.106722[/C][C]-0.8267[/C][C]0.205852[/C][/ROW]
[ROW][C]35[/C][C]0.045193[/C][C]0.3501[/C][C]0.363759[/C][/ROW]
[ROW][C]36[/C][C]0.401394[/C][C]3.1092[/C][C]0.001434[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61468&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61468&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	0.156494	1.2122	0.115094
2	-0.180981	-1.4019	0.083053
3	-0.080891	-0.6266	0.266657
4	0.167289	1.2958	0.1
5	-0.238644	-1.8485	0.034728
6	-0.389149	-3.0143	0.001885
7	-0.248838	-1.9275	0.029328
8	0.056472	0.4374	0.331685
9	-0.095479	-0.7396	0.231221
10	-0.176179	-1.3647	0.088725
11	0.116371	0.9014	0.185489
12	0.765466	5.9293	0
13	0.13484	1.0445	0.150229
14	-0.13086	-1.0136	0.157413
15	-0.059729	-0.4627	0.322642
16	0.150627	1.1668	0.123963
17	-0.166434	-1.2892	0.101139
18	-0.300096	-2.3245	0.01175
19	-0.201112	-1.5578	0.062269
20	0.02865	0.2219	0.412565
21	-0.076281	-0.5909	0.278412
22	-0.139347	-1.0794	0.14237
23	0.093162	0.7216	0.236662
24	0.581515	4.5044	1.6e-05
25	0.108497	0.8404	0.202007
26	-0.092864	-0.7193	0.237369
27	-0.029595	-0.2292	0.409731
28	0.128974	0.999	0.160896
29	-0.120682	-0.9348	0.17682
30	-0.214202	-1.6592	0.051147
31	-0.143321	-1.1102	0.13568
32	0.006775	0.0525	0.47916
33	-0.067264	-0.521	0.302133
34	-0.106722	-0.8267	0.205852
35	0.045193	0.3501	0.363759
36	0.401394	3.1092	0.001434

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.156494	1.2122	0.115094
2	-0.21063	-1.6315	0.054008
3	-0.014632	-0.1133	0.455071
4	0.15776	1.222	0.113243
5	-0.348829	-2.702	0.004474
6	-0.26631	-2.0628	0.021733
7	-0.262723	-2.035	0.023136
8	-0.105763	-0.8192	0.207948
9	-0.236034	-1.8283	0.036237
10	-0.311472	-2.4127	0.009455
11	-0.111378	-0.8627	0.19586
12	0.624121	4.8344	5e-06
13	-0.17925	-1.3885	0.085065
14	0.047462	0.3676	0.357218
15	-0.112271	-0.8696	0.193979
16	-0.27034	-2.094	0.020244
17	0.118576	0.9185	0.181021
18	-0.016875	-0.1307	0.44822
19	0.049063	0.38	0.35263
20	0.126848	0.9826	0.164885
21	-0.103017	-0.798	0.214018
22	0.043599	0.3377	0.368376
23	-0.036854	-0.2855	0.388133
24	-0.069806	-0.5407	0.295352
25	0.065006	0.5035	0.308216
26	-0.024948	-0.1932	0.42371
27	0.081384	0.6304	0.265415
28	0.025495	0.1975	0.422059
29	-0.02997	-0.2321	0.408606
30	0.099607	0.7716	0.221703
31	-0.004001	-0.031	0.487691
32	0.025569	0.1981	0.421835
33	0.063978	0.4956	0.311002
34	-0.018571	-0.1438	0.443051
35	-0.030518	-0.2364	0.406967
36	-0.053249	-0.4125	0.340735

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.156494 & 1.2122 & 0.115094 \tabularnewline
2 & -0.21063 & -1.6315 & 0.054008 \tabularnewline
3 & -0.014632 & -0.1133 & 0.455071 \tabularnewline
4 & 0.15776 & 1.222 & 0.113243 \tabularnewline
5 & -0.348829 & -2.702 & 0.004474 \tabularnewline
6 & -0.26631 & -2.0628 & 0.021733 \tabularnewline
7 & -0.262723 & -2.035 & 0.023136 \tabularnewline
8 & -0.105763 & -0.8192 & 0.207948 \tabularnewline
9 & -0.236034 & -1.8283 & 0.036237 \tabularnewline
10 & -0.311472 & -2.4127 & 0.009455 \tabularnewline
11 & -0.111378 & -0.8627 & 0.19586 \tabularnewline
12 & 0.624121 & 4.8344 & 5e-06 \tabularnewline
13 & -0.17925 & -1.3885 & 0.085065 \tabularnewline
14 & 0.047462 & 0.3676 & 0.357218 \tabularnewline
15 & -0.112271 & -0.8696 & 0.193979 \tabularnewline
16 & -0.27034 & -2.094 & 0.020244 \tabularnewline
17 & 0.118576 & 0.9185 & 0.181021 \tabularnewline
18 & -0.016875 & -0.1307 & 0.44822 \tabularnewline
19 & 0.049063 & 0.38 & 0.35263 \tabularnewline
20 & 0.126848 & 0.9826 & 0.164885 \tabularnewline
21 & -0.103017 & -0.798 & 0.214018 \tabularnewline
22 & 0.043599 & 0.3377 & 0.368376 \tabularnewline
23 & -0.036854 & -0.2855 & 0.388133 \tabularnewline
24 & -0.069806 & -0.5407 & 0.295352 \tabularnewline
25 & 0.065006 & 0.5035 & 0.308216 \tabularnewline
26 & -0.024948 & -0.1932 & 0.42371 \tabularnewline
27 & 0.081384 & 0.6304 & 0.265415 \tabularnewline
28 & 0.025495 & 0.1975 & 0.422059 \tabularnewline
29 & -0.02997 & -0.2321 & 0.408606 \tabularnewline
30 & 0.099607 & 0.7716 & 0.221703 \tabularnewline
31 & -0.004001 & -0.031 & 0.487691 \tabularnewline
32 & 0.025569 & 0.1981 & 0.421835 \tabularnewline
33 & 0.063978 & 0.4956 & 0.311002 \tabularnewline
34 & -0.018571 & -0.1438 & 0.443051 \tabularnewline
35 & -0.030518 & -0.2364 & 0.406967 \tabularnewline
36 & -0.053249 & -0.4125 & 0.340735 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61468&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]0.156494[/C][C]1.2122[/C][C]0.115094[/C][/ROW]
[ROW][C]2[/C][C]-0.21063[/C][C]-1.6315[/C][C]0.054008[/C][/ROW]
[ROW][C]3[/C][C]-0.014632[/C][C]-0.1133[/C][C]0.455071[/C][/ROW]
[ROW][C]4[/C][C]0.15776[/C][C]1.222[/C][C]0.113243[/C][/ROW]
[ROW][C]5[/C][C]-0.348829[/C][C]-2.702[/C][C]0.004474[/C][/ROW]
[ROW][C]6[/C][C]-0.26631[/C][C]-2.0628[/C][C]0.021733[/C][/ROW]
[ROW][C]7[/C][C]-0.262723[/C][C]-2.035[/C][C]0.023136[/C][/ROW]
[ROW][C]8[/C][C]-0.105763[/C][C]-0.8192[/C][C]0.207948[/C][/ROW]
[ROW][C]9[/C][C]-0.236034[/C][C]-1.8283[/C][C]0.036237[/C][/ROW]
[ROW][C]10[/C][C]-0.311472[/C][C]-2.4127[/C][C]0.009455[/C][/ROW]
[ROW][C]11[/C][C]-0.111378[/C][C]-0.8627[/C][C]0.19586[/C][/ROW]
[ROW][C]12[/C][C]0.624121[/C][C]4.8344[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.17925[/C][C]-1.3885[/C][C]0.085065[/C][/ROW]
[ROW][C]14[/C][C]0.047462[/C][C]0.3676[/C][C]0.357218[/C][/ROW]
[ROW][C]15[/C][C]-0.112271[/C][C]-0.8696[/C][C]0.193979[/C][/ROW]
[ROW][C]16[/C][C]-0.27034[/C][C]-2.094[/C][C]0.020244[/C][/ROW]
[ROW][C]17[/C][C]0.118576[/C][C]0.9185[/C][C]0.181021[/C][/ROW]
[ROW][C]18[/C][C]-0.016875[/C][C]-0.1307[/C][C]0.44822[/C][/ROW]
[ROW][C]19[/C][C]0.049063[/C][C]0.38[/C][C]0.35263[/C][/ROW]
[ROW][C]20[/C][C]0.126848[/C][C]0.9826[/C][C]0.164885[/C][/ROW]
[ROW][C]21[/C][C]-0.103017[/C][C]-0.798[/C][C]0.214018[/C][/ROW]
[ROW][C]22[/C][C]0.043599[/C][C]0.3377[/C][C]0.368376[/C][/ROW]
[ROW][C]23[/C][C]-0.036854[/C][C]-0.2855[/C][C]0.388133[/C][/ROW]
[ROW][C]24[/C][C]-0.069806[/C][C]-0.5407[/C][C]0.295352[/C][/ROW]
[ROW][C]25[/C][C]0.065006[/C][C]0.5035[/C][C]0.308216[/C][/ROW]
[ROW][C]26[/C][C]-0.024948[/C][C]-0.1932[/C][C]0.42371[/C][/ROW]
[ROW][C]27[/C][C]0.081384[/C][C]0.6304[/C][C]0.265415[/C][/ROW]
[ROW][C]28[/C][C]0.025495[/C][C]0.1975[/C][C]0.422059[/C][/ROW]
[ROW][C]29[/C][C]-0.02997[/C][C]-0.2321[/C][C]0.408606[/C][/ROW]
[ROW][C]30[/C][C]0.099607[/C][C]0.7716[/C][C]0.221703[/C][/ROW]
[ROW][C]31[/C][C]-0.004001[/C][C]-0.031[/C][C]0.487691[/C][/ROW]
[ROW][C]32[/C][C]0.025569[/C][C]0.1981[/C][C]0.421835[/C][/ROW]
[ROW][C]33[/C][C]0.063978[/C][C]0.4956[/C][C]0.311002[/C][/ROW]
[ROW][C]34[/C][C]-0.018571[/C][C]-0.1438[/C][C]0.443051[/C][/ROW]
[ROW][C]35[/C][C]-0.030518[/C][C]-0.2364[/C][C]0.406967[/C][/ROW]
[ROW][C]36[/C][C]-0.053249[/C][C]-0.4125[/C][C]0.340735[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61468&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61468&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	0.156494	1.2122	0.115094
2	-0.21063	-1.6315	0.054008
3	-0.014632	-0.1133	0.455071
4	0.15776	1.222	0.113243
5	-0.348829	-2.702	0.004474
6	-0.26631	-2.0628	0.021733
7	-0.262723	-2.035	0.023136
8	-0.105763	-0.8192	0.207948
9	-0.236034	-1.8283	0.036237
10	-0.311472	-2.4127	0.009455
11	-0.111378	-0.8627	0.19586
12	0.624121	4.8344	5e-06
13	-0.17925	-1.3885	0.085065
14	0.047462	0.3676	0.357218
15	-0.112271	-0.8696	0.193979
16	-0.27034	-2.094	0.020244
17	0.118576	0.9185	0.181021
18	-0.016875	-0.1307	0.44822
19	0.049063	0.38	0.35263
20	0.126848	0.9826	0.164885
21	-0.103017	-0.798	0.214018
22	0.043599	0.3377	0.368376
23	-0.036854	-0.2855	0.388133
24	-0.069806	-0.5407	0.295352
25	0.065006	0.5035	0.308216
26	-0.024948	-0.1932	0.42371
27	0.081384	0.6304	0.265415
28	0.025495	0.1975	0.422059
29	-0.02997	-0.2321	0.408606
30	0.099607	0.7716	0.221703
31	-0.004001	-0.031	0.487691
32	0.025569	0.1981	0.421835
33	0.063978	0.4956	0.311002
34	-0.018571	-0.1438	0.443051
35	-0.030518	-0.2364	0.406967
36	-0.053249	-0.4125	0.340735

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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