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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 28 Nov 2009 07:46:28 -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/28/t12594196687y0q0q881k8f9yv.htm/, Retrieved Fri, 03 May 2024 08:09:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61480, Retrieved Fri, 03 May 2024 08:09:50 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

WS8 ACF eerste link

Estimated Impact

165

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]
-    D          [(Partial) Autocorrelation Function] [WS8 ACF eerste link] [2009-11-28 14:46:28] [b4ff140915b3f24d4faed3d78f95eba4] [Current]
-    D            [(Partial) Autocorrelation Function] [paper ACF] [2009-12-28 19:20:09] [c620fe7250af73a91c51407172a85dab] 
-   P               [(Partial) Autocorrelation Function] [paper ] [2009-12-29 15:46:20] [c620fe7250af73a91c51407172a85dab] 

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Dataseries X:

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Histogram

Boxplots

4.2
4
4.9
4.6
4.3
4.3
4.6
5.1
4.8
4.5
4.9
5.1
5.1
5.2
4.5
4.6
4.9
4.6
4.4
3.7
4
4.2
3.9
3.6
3.6
3.2
3.2
3.5
3.6
3.7
3.8
3.8
3.8
3.3
3.3
3.4
3.1
3.5
4.2
4.9
5.1
5.5
5.6
6.4
6.2
7.2
7.8
7.9
7.4
7.5
6.7
5.1
4.6
4.3
3.9
2.6
2.6
1.6
0.9
0.3

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=61480&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=61480&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61480&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	0.875544	6.7819	0
2	0.733388	5.6808	0
3	0.585515	4.5354	1.4e-05
4	0.438213	3.3944	0.000612
5	0.252378	1.9549	0.027628
6	0.095675	0.7411	0.230763
7	-0.054669	-0.4235	0.336735
8	-0.204664	-1.5853	0.059075
9	-0.344383	-2.6676	0.004904
10	-0.423443	-3.28	0.000866
11	-0.45915	-3.5566	0.00037
12	-0.494138	-3.8276	0.000156
13	-0.463654	-3.5915	0.000332
14	-0.407434	-3.156	0.001251
15	-0.356719	-2.7631	0.003795
16	-0.328194	-2.5422	0.006808
17	-0.272609	-2.1116	0.019446
18	-0.230558	-1.7859	0.039585
19	-0.187142	-1.4496	0.076189
20	-0.154993	-1.2006	0.117318
21	-0.106245	-0.823	0.206893
22	-0.069224	-0.5362	0.296899
23	-0.057145	-0.4426	0.329806
24	-0.048609	-0.3765	0.353927
25	-0.021568	-0.1671	0.433939
26	-0.005238	-0.0406	0.483885
27	0.013048	0.1011	0.459916
28	0.050537	0.3915	0.348424
29	0.086944	0.6735	0.251618
30	0.121098	0.938	0.175997
31	0.150088	1.1626	0.124802
32	0.181176	1.4034	0.082828
33	0.193006	1.495	0.070076
34	0.179609	1.3912	0.084644
35	0.161753	1.2529	0.107545
36	0.153513	1.1891	0.119541

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.875544 & 6.7819 & 0 \tabularnewline
2 & 0.733388 & 5.6808 & 0 \tabularnewline
3 & 0.585515 & 4.5354 & 1.4e-05 \tabularnewline
4 & 0.438213 & 3.3944 & 0.000612 \tabularnewline
5 & 0.252378 & 1.9549 & 0.027628 \tabularnewline
6 & 0.095675 & 0.7411 & 0.230763 \tabularnewline
7 & -0.054669 & -0.4235 & 0.336735 \tabularnewline
8 & -0.204664 & -1.5853 & 0.059075 \tabularnewline
9 & -0.344383 & -2.6676 & 0.004904 \tabularnewline
10 & -0.423443 & -3.28 & 0.000866 \tabularnewline
11 & -0.45915 & -3.5566 & 0.00037 \tabularnewline
12 & -0.494138 & -3.8276 & 0.000156 \tabularnewline
13 & -0.463654 & -3.5915 & 0.000332 \tabularnewline
14 & -0.407434 & -3.156 & 0.001251 \tabularnewline
15 & -0.356719 & -2.7631 & 0.003795 \tabularnewline
16 & -0.328194 & -2.5422 & 0.006808 \tabularnewline
17 & -0.272609 & -2.1116 & 0.019446 \tabularnewline
18 & -0.230558 & -1.7859 & 0.039585 \tabularnewline
19 & -0.187142 & -1.4496 & 0.076189 \tabularnewline
20 & -0.154993 & -1.2006 & 0.117318 \tabularnewline
21 & -0.106245 & -0.823 & 0.206893 \tabularnewline
22 & -0.069224 & -0.5362 & 0.296899 \tabularnewline
23 & -0.057145 & -0.4426 & 0.329806 \tabularnewline
24 & -0.048609 & -0.3765 & 0.353927 \tabularnewline
25 & -0.021568 & -0.1671 & 0.433939 \tabularnewline
26 & -0.005238 & -0.0406 & 0.483885 \tabularnewline
27 & 0.013048 & 0.1011 & 0.459916 \tabularnewline
28 & 0.050537 & 0.3915 & 0.348424 \tabularnewline
29 & 0.086944 & 0.6735 & 0.251618 \tabularnewline
30 & 0.121098 & 0.938 & 0.175997 \tabularnewline
31 & 0.150088 & 1.1626 & 0.124802 \tabularnewline
32 & 0.181176 & 1.4034 & 0.082828 \tabularnewline
33 & 0.193006 & 1.495 & 0.070076 \tabularnewline
34 & 0.179609 & 1.3912 & 0.084644 \tabularnewline
35 & 0.161753 & 1.2529 & 0.107545 \tabularnewline
36 & 0.153513 & 1.1891 & 0.119541 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61480&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]0.875544[/C][C]6.7819[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.733388[/C][C]5.6808[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.585515[/C][C]4.5354[/C][C]1.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.438213[/C][C]3.3944[/C][C]0.000612[/C][/ROW]
[ROW][C]5[/C][C]0.252378[/C][C]1.9549[/C][C]0.027628[/C][/ROW]
[ROW][C]6[/C][C]0.095675[/C][C]0.7411[/C][C]0.230763[/C][/ROW]
[ROW][C]7[/C][C]-0.054669[/C][C]-0.4235[/C][C]0.336735[/C][/ROW]
[ROW][C]8[/C][C]-0.204664[/C][C]-1.5853[/C][C]0.059075[/C][/ROW]
[ROW][C]9[/C][C]-0.344383[/C][C]-2.6676[/C][C]0.004904[/C][/ROW]
[ROW][C]10[/C][C]-0.423443[/C][C]-3.28[/C][C]0.000866[/C][/ROW]
[ROW][C]11[/C][C]-0.45915[/C][C]-3.5566[/C][C]0.00037[/C][/ROW]
[ROW][C]12[/C][C]-0.494138[/C][C]-3.8276[/C][C]0.000156[/C][/ROW]
[ROW][C]13[/C][C]-0.463654[/C][C]-3.5915[/C][C]0.000332[/C][/ROW]
[ROW][C]14[/C][C]-0.407434[/C][C]-3.156[/C][C]0.001251[/C][/ROW]
[ROW][C]15[/C][C]-0.356719[/C][C]-2.7631[/C][C]0.003795[/C][/ROW]
[ROW][C]16[/C][C]-0.328194[/C][C]-2.5422[/C][C]0.006808[/C][/ROW]
[ROW][C]17[/C][C]-0.272609[/C][C]-2.1116[/C][C]0.019446[/C][/ROW]
[ROW][C]18[/C][C]-0.230558[/C][C]-1.7859[/C][C]0.039585[/C][/ROW]
[ROW][C]19[/C][C]-0.187142[/C][C]-1.4496[/C][C]0.076189[/C][/ROW]
[ROW][C]20[/C][C]-0.154993[/C][C]-1.2006[/C][C]0.117318[/C][/ROW]
[ROW][C]21[/C][C]-0.106245[/C][C]-0.823[/C][C]0.206893[/C][/ROW]
[ROW][C]22[/C][C]-0.069224[/C][C]-0.5362[/C][C]0.296899[/C][/ROW]
[ROW][C]23[/C][C]-0.057145[/C][C]-0.4426[/C][C]0.329806[/C][/ROW]
[ROW][C]24[/C][C]-0.048609[/C][C]-0.3765[/C][C]0.353927[/C][/ROW]
[ROW][C]25[/C][C]-0.021568[/C][C]-0.1671[/C][C]0.433939[/C][/ROW]
[ROW][C]26[/C][C]-0.005238[/C][C]-0.0406[/C][C]0.483885[/C][/ROW]
[ROW][C]27[/C][C]0.013048[/C][C]0.1011[/C][C]0.459916[/C][/ROW]
[ROW][C]28[/C][C]0.050537[/C][C]0.3915[/C][C]0.348424[/C][/ROW]
[ROW][C]29[/C][C]0.086944[/C][C]0.6735[/C][C]0.251618[/C][/ROW]
[ROW][C]30[/C][C]0.121098[/C][C]0.938[/C][C]0.175997[/C][/ROW]
[ROW][C]31[/C][C]0.150088[/C][C]1.1626[/C][C]0.124802[/C][/ROW]
[ROW][C]32[/C][C]0.181176[/C][C]1.4034[/C][C]0.082828[/C][/ROW]
[ROW][C]33[/C][C]0.193006[/C][C]1.495[/C][C]0.070076[/C][/ROW]
[ROW][C]34[/C][C]0.179609[/C][C]1.3912[/C][C]0.084644[/C][/ROW]
[ROW][C]35[/C][C]0.161753[/C][C]1.2529[/C][C]0.107545[/C][/ROW]
[ROW][C]36[/C][C]0.153513[/C][C]1.1891[/C][C]0.119541[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61480&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61480&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	0.875544	6.7819	0
2	0.733388	5.6808	0
3	0.585515	4.5354	1.4e-05
4	0.438213	3.3944	0.000612
5	0.252378	1.9549	0.027628
6	0.095675	0.7411	0.230763
7	-0.054669	-0.4235	0.336735
8	-0.204664	-1.5853	0.059075
9	-0.344383	-2.6676	0.004904
10	-0.423443	-3.28	0.000866
11	-0.45915	-3.5566	0.00037
12	-0.494138	-3.8276	0.000156
13	-0.463654	-3.5915	0.000332
14	-0.407434	-3.156	0.001251
15	-0.356719	-2.7631	0.003795
16	-0.328194	-2.5422	0.006808
17	-0.272609	-2.1116	0.019446
18	-0.230558	-1.7859	0.039585
19	-0.187142	-1.4496	0.076189
20	-0.154993	-1.2006	0.117318
21	-0.106245	-0.823	0.206893
22	-0.069224	-0.5362	0.296899
23	-0.057145	-0.4426	0.329806
24	-0.048609	-0.3765	0.353927
25	-0.021568	-0.1671	0.433939
26	-0.005238	-0.0406	0.483885
27	0.013048	0.1011	0.459916
28	0.050537	0.3915	0.348424
29	0.086944	0.6735	0.251618
30	0.121098	0.938	0.175997
31	0.150088	1.1626	0.124802
32	0.181176	1.4034	0.082828
33	0.193006	1.495	0.070076
34	0.179609	1.3912	0.084644
35	0.161753	1.2529	0.107545
36	0.153513	1.1891	0.119541

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.875544	6.7819	0
2	-0.142188	-1.1014	0.137564
3	-0.102346	-0.7928	0.215517
4	-0.088276	-0.6838	0.248371
5	-0.274247	-2.1243	0.018887
6	0.002928	0.0227	0.49099
7	-0.127087	-0.9844	0.164434
8	-0.169407	-1.3122	0.097222
9	-0.105614	-0.8181	0.208273
10	0.045201	0.3501	0.363736
11	0.032526	0.2519	0.400973
12	-0.145998	-1.1309	0.131299
13	0.176382	1.3662	0.08848
14	-0.052749	-0.4086	0.342146
15	-0.121278	-0.9394	0.175643
16	-0.127745	-0.9895	0.163194
17	-0.056807	-0.44	0.330751
18	-0.134682	-1.0432	0.150511
19	-0.02436	-0.1887	0.425487
20	-0.066663	-0.5164	0.303747
21	-0.034536	-0.2675	0.394994
22	0.010704	0.0829	0.467097
23	-0.105321	-0.8158	0.208917
24	-0.088092	-0.6824	0.24882
25	0.0238	0.1844	0.427179
26	-0.081929	-0.6346	0.264045
27	-0.041958	-0.325	0.373153
28	-0.003977	-0.0308	0.487762
29	-0.028938	-0.2242	0.4117
30	-0.002675	-0.0207	0.491768
31	0.004113	0.0319	0.487345
32	-0.042766	-0.3313	0.370798
33	-0.079133	-0.613	0.271109
34	-0.10903	-0.8445	0.200861
35	-0.068863	-0.5334	0.29786
36	-0.036933	-0.2861	0.3879

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.875544 & 6.7819 & 0 \tabularnewline
2 & -0.142188 & -1.1014 & 0.137564 \tabularnewline
3 & -0.102346 & -0.7928 & 0.215517 \tabularnewline
4 & -0.088276 & -0.6838 & 0.248371 \tabularnewline
5 & -0.274247 & -2.1243 & 0.018887 \tabularnewline
6 & 0.002928 & 0.0227 & 0.49099 \tabularnewline
7 & -0.127087 & -0.9844 & 0.164434 \tabularnewline
8 & -0.169407 & -1.3122 & 0.097222 \tabularnewline
9 & -0.105614 & -0.8181 & 0.208273 \tabularnewline
10 & 0.045201 & 0.3501 & 0.363736 \tabularnewline
11 & 0.032526 & 0.2519 & 0.400973 \tabularnewline
12 & -0.145998 & -1.1309 & 0.131299 \tabularnewline
13 & 0.176382 & 1.3662 & 0.08848 \tabularnewline
14 & -0.052749 & -0.4086 & 0.342146 \tabularnewline
15 & -0.121278 & -0.9394 & 0.175643 \tabularnewline
16 & -0.127745 & -0.9895 & 0.163194 \tabularnewline
17 & -0.056807 & -0.44 & 0.330751 \tabularnewline
18 & -0.134682 & -1.0432 & 0.150511 \tabularnewline
19 & -0.02436 & -0.1887 & 0.425487 \tabularnewline
20 & -0.066663 & -0.5164 & 0.303747 \tabularnewline
21 & -0.034536 & -0.2675 & 0.394994 \tabularnewline
22 & 0.010704 & 0.0829 & 0.467097 \tabularnewline
23 & -0.105321 & -0.8158 & 0.208917 \tabularnewline
24 & -0.088092 & -0.6824 & 0.24882 \tabularnewline
25 & 0.0238 & 0.1844 & 0.427179 \tabularnewline
26 & -0.081929 & -0.6346 & 0.264045 \tabularnewline
27 & -0.041958 & -0.325 & 0.373153 \tabularnewline
28 & -0.003977 & -0.0308 & 0.487762 \tabularnewline
29 & -0.028938 & -0.2242 & 0.4117 \tabularnewline
30 & -0.002675 & -0.0207 & 0.491768 \tabularnewline
31 & 0.004113 & 0.0319 & 0.487345 \tabularnewline
32 & -0.042766 & -0.3313 & 0.370798 \tabularnewline
33 & -0.079133 & -0.613 & 0.271109 \tabularnewline
34 & -0.10903 & -0.8445 & 0.200861 \tabularnewline
35 & -0.068863 & -0.5334 & 0.29786 \tabularnewline
36 & -0.036933 & -0.2861 & 0.3879 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61480&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]0.875544[/C][C]6.7819[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.142188[/C][C]-1.1014[/C][C]0.137564[/C][/ROW]
[ROW][C]3[/C][C]-0.102346[/C][C]-0.7928[/C][C]0.215517[/C][/ROW]
[ROW][C]4[/C][C]-0.088276[/C][C]-0.6838[/C][C]0.248371[/C][/ROW]
[ROW][C]5[/C][C]-0.274247[/C][C]-2.1243[/C][C]0.018887[/C][/ROW]
[ROW][C]6[/C][C]0.002928[/C][C]0.0227[/C][C]0.49099[/C][/ROW]
[ROW][C]7[/C][C]-0.127087[/C][C]-0.9844[/C][C]0.164434[/C][/ROW]
[ROW][C]8[/C][C]-0.169407[/C][C]-1.3122[/C][C]0.097222[/C][/ROW]
[ROW][C]9[/C][C]-0.105614[/C][C]-0.8181[/C][C]0.208273[/C][/ROW]
[ROW][C]10[/C][C]0.045201[/C][C]0.3501[/C][C]0.363736[/C][/ROW]
[ROW][C]11[/C][C]0.032526[/C][C]0.2519[/C][C]0.400973[/C][/ROW]
[ROW][C]12[/C][C]-0.145998[/C][C]-1.1309[/C][C]0.131299[/C][/ROW]
[ROW][C]13[/C][C]0.176382[/C][C]1.3662[/C][C]0.08848[/C][/ROW]
[ROW][C]14[/C][C]-0.052749[/C][C]-0.4086[/C][C]0.342146[/C][/ROW]
[ROW][C]15[/C][C]-0.121278[/C][C]-0.9394[/C][C]0.175643[/C][/ROW]
[ROW][C]16[/C][C]-0.127745[/C][C]-0.9895[/C][C]0.163194[/C][/ROW]
[ROW][C]17[/C][C]-0.056807[/C][C]-0.44[/C][C]0.330751[/C][/ROW]
[ROW][C]18[/C][C]-0.134682[/C][C]-1.0432[/C][C]0.150511[/C][/ROW]
[ROW][C]19[/C][C]-0.02436[/C][C]-0.1887[/C][C]0.425487[/C][/ROW]
[ROW][C]20[/C][C]-0.066663[/C][C]-0.5164[/C][C]0.303747[/C][/ROW]
[ROW][C]21[/C][C]-0.034536[/C][C]-0.2675[/C][C]0.394994[/C][/ROW]
[ROW][C]22[/C][C]0.010704[/C][C]0.0829[/C][C]0.467097[/C][/ROW]
[ROW][C]23[/C][C]-0.105321[/C][C]-0.8158[/C][C]0.208917[/C][/ROW]
[ROW][C]24[/C][C]-0.088092[/C][C]-0.6824[/C][C]0.24882[/C][/ROW]
[ROW][C]25[/C][C]0.0238[/C][C]0.1844[/C][C]0.427179[/C][/ROW]
[ROW][C]26[/C][C]-0.081929[/C][C]-0.6346[/C][C]0.264045[/C][/ROW]
[ROW][C]27[/C][C]-0.041958[/C][C]-0.325[/C][C]0.373153[/C][/ROW]
[ROW][C]28[/C][C]-0.003977[/C][C]-0.0308[/C][C]0.487762[/C][/ROW]
[ROW][C]29[/C][C]-0.028938[/C][C]-0.2242[/C][C]0.4117[/C][/ROW]
[ROW][C]30[/C][C]-0.002675[/C][C]-0.0207[/C][C]0.491768[/C][/ROW]
[ROW][C]31[/C][C]0.004113[/C][C]0.0319[/C][C]0.487345[/C][/ROW]
[ROW][C]32[/C][C]-0.042766[/C][C]-0.3313[/C][C]0.370798[/C][/ROW]
[ROW][C]33[/C][C]-0.079133[/C][C]-0.613[/C][C]0.271109[/C][/ROW]
[ROW][C]34[/C][C]-0.10903[/C][C]-0.8445[/C][C]0.200861[/C][/ROW]
[ROW][C]35[/C][C]-0.068863[/C][C]-0.5334[/C][C]0.29786[/C][/ROW]
[ROW][C]36[/C][C]-0.036933[/C][C]-0.2861[/C][C]0.3879[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61480&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61480&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	0.875544	6.7819	0
2	-0.142188	-1.1014	0.137564
3	-0.102346	-0.7928	0.215517
4	-0.088276	-0.6838	0.248371
5	-0.274247	-2.1243	0.018887
6	0.002928	0.0227	0.49099
7	-0.127087	-0.9844	0.164434
8	-0.169407	-1.3122	0.097222
9	-0.105614	-0.8181	0.208273
10	0.045201	0.3501	0.363736
11	0.032526	0.2519	0.400973
12	-0.145998	-1.1309	0.131299
13	0.176382	1.3662	0.08848
14	-0.052749	-0.4086	0.342146
15	-0.121278	-0.9394	0.175643
16	-0.127745	-0.9895	0.163194
17	-0.056807	-0.44	0.330751
18	-0.134682	-1.0432	0.150511
19	-0.02436	-0.1887	0.425487
20	-0.066663	-0.5164	0.303747
21	-0.034536	-0.2675	0.394994
22	0.010704	0.0829	0.467097
23	-0.105321	-0.8158	0.208917
24	-0.088092	-0.6824	0.24882
25	0.0238	0.1844	0.427179
26	-0.081929	-0.6346	0.264045
27	-0.041958	-0.325	0.373153
28	-0.003977	-0.0308	0.487762
29	-0.028938	-0.2242	0.4117
30	-0.002675	-0.0207	0.491768
31	0.004113	0.0319	0.487345
32	-0.042766	-0.3313	0.370798
33	-0.079133	-0.613	0.271109
34	-0.10903	-0.8445	0.200861
35	-0.068863	-0.5334	0.29786
36	-0.036933	-0.2861	0.3879

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