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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 28 Nov 2009 13:59:30 -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/t1259442287sd1e2iivw2ly0nd.htm/, Retrieved Fri, 03 May 2024 13:27:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61534, Retrieved Fri, 03 May 2024 13:27:32 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

114

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 20:59:30] [4f23cd6f600e6b4b5336072a0ca6bd10] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-12-02 16:31:51] [7e8bf94ac9834384fa22d029eca19fa6] 

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Dataseries X:

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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
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

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=61534&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=61534&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61534&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	0.214349	1.2499	0.109943
2	-0.264109	-1.54	0.066408
3	-0.291166	-1.6978	0.049344
4	-0.368477	-2.1486	0.019439
5	-0.126378	-0.7369	0.233118
6	0.002924	0.017	0.493249
7	0.290723	1.6952	0.04959
8	0.351268	2.0482	0.024161
9	-0.085701	-0.4997	0.310245
10	-0.022671	-0.1322	0.447805
11	-0.076236	-0.4445	0.329739
12	-0.302657	-1.7648	0.043292
13	-0.072983	-0.4256	0.336554
14	0.139157	0.8114	0.211386
15	0.14565	0.8493	0.200834
16	0.059157	0.3449	0.366133
17	-0.038658	-0.2254	0.411504
18	0.041907	0.2444	0.404212
19	-0.100917	-0.5884	0.280062
20	-0.060391	-0.3521	0.363455
21	0.11889	0.6932	0.246434
22	0.024665	0.1438	0.443246
23	-0.063278	-0.369	0.357218
24	-0.088678	-0.5171	0.304225
25	0.057674	0.3363	0.369357
26	0.063132	0.3681	0.357533
27	-0.019495	-0.1137	0.455081
28	-0.020389	-0.1189	0.453032
29	-0.041302	-0.2408	0.405568
30	-0.02687	-0.1567	0.438213
31	0.006132	0.0358	0.485844
32	0.029538	0.1722	0.432138
33	0.025193	0.1469	0.44204
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.214349 & 1.2499 & 0.109943 \tabularnewline
2 & -0.264109 & -1.54 & 0.066408 \tabularnewline
3 & -0.291166 & -1.6978 & 0.049344 \tabularnewline
4 & -0.368477 & -2.1486 & 0.019439 \tabularnewline
5 & -0.126378 & -0.7369 & 0.233118 \tabularnewline
6 & 0.002924 & 0.017 & 0.493249 \tabularnewline
7 & 0.290723 & 1.6952 & 0.04959 \tabularnewline
8 & 0.351268 & 2.0482 & 0.024161 \tabularnewline
9 & -0.085701 & -0.4997 & 0.310245 \tabularnewline
10 & -0.022671 & -0.1322 & 0.447805 \tabularnewline
11 & -0.076236 & -0.4445 & 0.329739 \tabularnewline
12 & -0.302657 & -1.7648 & 0.043292 \tabularnewline
13 & -0.072983 & -0.4256 & 0.336554 \tabularnewline
14 & 0.139157 & 0.8114 & 0.211386 \tabularnewline
15 & 0.14565 & 0.8493 & 0.200834 \tabularnewline
16 & 0.059157 & 0.3449 & 0.366133 \tabularnewline
17 & -0.038658 & -0.2254 & 0.411504 \tabularnewline
18 & 0.041907 & 0.2444 & 0.404212 \tabularnewline
19 & -0.100917 & -0.5884 & 0.280062 \tabularnewline
20 & -0.060391 & -0.3521 & 0.363455 \tabularnewline
21 & 0.11889 & 0.6932 & 0.246434 \tabularnewline
22 & 0.024665 & 0.1438 & 0.443246 \tabularnewline
23 & -0.063278 & -0.369 & 0.357218 \tabularnewline
24 & -0.088678 & -0.5171 & 0.304225 \tabularnewline
25 & 0.057674 & 0.3363 & 0.369357 \tabularnewline
26 & 0.063132 & 0.3681 & 0.357533 \tabularnewline
27 & -0.019495 & -0.1137 & 0.455081 \tabularnewline
28 & -0.020389 & -0.1189 & 0.453032 \tabularnewline
29 & -0.041302 & -0.2408 & 0.405568 \tabularnewline
30 & -0.02687 & -0.1567 & 0.438213 \tabularnewline
31 & 0.006132 & 0.0358 & 0.485844 \tabularnewline
32 & 0.029538 & 0.1722 & 0.432138 \tabularnewline
33 & 0.025193 & 0.1469 & 0.44204 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61534&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]0.214349[/C][C]1.2499[/C][C]0.109943[/C][/ROW]
[ROW][C]2[/C][C]-0.264109[/C][C]-1.54[/C][C]0.066408[/C][/ROW]
[ROW][C]3[/C][C]-0.291166[/C][C]-1.6978[/C][C]0.049344[/C][/ROW]
[ROW][C]4[/C][C]-0.368477[/C][C]-2.1486[/C][C]0.019439[/C][/ROW]
[ROW][C]5[/C][C]-0.126378[/C][C]-0.7369[/C][C]0.233118[/C][/ROW]
[ROW][C]6[/C][C]0.002924[/C][C]0.017[/C][C]0.493249[/C][/ROW]
[ROW][C]7[/C][C]0.290723[/C][C]1.6952[/C][C]0.04959[/C][/ROW]
[ROW][C]8[/C][C]0.351268[/C][C]2.0482[/C][C]0.024161[/C][/ROW]
[ROW][C]9[/C][C]-0.085701[/C][C]-0.4997[/C][C]0.310245[/C][/ROW]
[ROW][C]10[/C][C]-0.022671[/C][C]-0.1322[/C][C]0.447805[/C][/ROW]
[ROW][C]11[/C][C]-0.076236[/C][C]-0.4445[/C][C]0.329739[/C][/ROW]
[ROW][C]12[/C][C]-0.302657[/C][C]-1.7648[/C][C]0.043292[/C][/ROW]
[ROW][C]13[/C][C]-0.072983[/C][C]-0.4256[/C][C]0.336554[/C][/ROW]
[ROW][C]14[/C][C]0.139157[/C][C]0.8114[/C][C]0.211386[/C][/ROW]
[ROW][C]15[/C][C]0.14565[/C][C]0.8493[/C][C]0.200834[/C][/ROW]
[ROW][C]16[/C][C]0.059157[/C][C]0.3449[/C][C]0.366133[/C][/ROW]
[ROW][C]17[/C][C]-0.038658[/C][C]-0.2254[/C][C]0.411504[/C][/ROW]
[ROW][C]18[/C][C]0.041907[/C][C]0.2444[/C][C]0.404212[/C][/ROW]
[ROW][C]19[/C][C]-0.100917[/C][C]-0.5884[/C][C]0.280062[/C][/ROW]
[ROW][C]20[/C][C]-0.060391[/C][C]-0.3521[/C][C]0.363455[/C][/ROW]
[ROW][C]21[/C][C]0.11889[/C][C]0.6932[/C][C]0.246434[/C][/ROW]
[ROW][C]22[/C][C]0.024665[/C][C]0.1438[/C][C]0.443246[/C][/ROW]
[ROW][C]23[/C][C]-0.063278[/C][C]-0.369[/C][C]0.357218[/C][/ROW]
[ROW][C]24[/C][C]-0.088678[/C][C]-0.5171[/C][C]0.304225[/C][/ROW]
[ROW][C]25[/C][C]0.057674[/C][C]0.3363[/C][C]0.369357[/C][/ROW]
[ROW][C]26[/C][C]0.063132[/C][C]0.3681[/C][C]0.357533[/C][/ROW]
[ROW][C]27[/C][C]-0.019495[/C][C]-0.1137[/C][C]0.455081[/C][/ROW]
[ROW][C]28[/C][C]-0.020389[/C][C]-0.1189[/C][C]0.453032[/C][/ROW]
[ROW][C]29[/C][C]-0.041302[/C][C]-0.2408[/C][C]0.405568[/C][/ROW]
[ROW][C]30[/C][C]-0.02687[/C][C]-0.1567[/C][C]0.438213[/C][/ROW]
[ROW][C]31[/C][C]0.006132[/C][C]0.0358[/C][C]0.485844[/C][/ROW]
[ROW][C]32[/C][C]0.029538[/C][C]0.1722[/C][C]0.432138[/C][/ROW]
[ROW][C]33[/C][C]0.025193[/C][C]0.1469[/C][C]0.44204[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61534&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61534&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	0.214349	1.2499	0.109943
2	-0.264109	-1.54	0.066408
3	-0.291166	-1.6978	0.049344
4	-0.368477	-2.1486	0.019439
5	-0.126378	-0.7369	0.233118
6	0.002924	0.017	0.493249
7	0.290723	1.6952	0.04959
8	0.351268	2.0482	0.024161
9	-0.085701	-0.4997	0.310245
10	-0.022671	-0.1322	0.447805
11	-0.076236	-0.4445	0.329739
12	-0.302657	-1.7648	0.043292
13	-0.072983	-0.4256	0.336554
14	0.139157	0.8114	0.211386
15	0.14565	0.8493	0.200834
16	0.059157	0.3449	0.366133
17	-0.038658	-0.2254	0.411504
18	0.041907	0.2444	0.404212
19	-0.100917	-0.5884	0.280062
20	-0.060391	-0.3521	0.363455
21	0.11889	0.6932	0.246434
22	0.024665	0.1438	0.443246
23	-0.063278	-0.369	0.357218
24	-0.088678	-0.5171	0.304225
25	0.057674	0.3363	0.369357
26	0.063132	0.3681	0.357533
27	-0.019495	-0.1137	0.455081
28	-0.020389	-0.1189	0.453032
29	-0.041302	-0.2408	0.405568
30	-0.02687	-0.1567	0.438213
31	0.006132	0.0358	0.485844
32	0.029538	0.1722	0.432138
33	0.025193	0.1469	0.44204
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.214349	1.2499	0.109943
2	-0.324986	-1.895	0.033312
3	-0.171683	-1.0011	0.161931
4	-0.408364	-2.3812	0.011501
5	-0.16606	-0.9683	0.169869
6	-0.358866	-2.0925	0.021964
7	0.067054	0.391	0.349123
8	-0.017975	-0.1048	0.458571
9	-0.23707	-1.3823	0.08794
10	0.167491	0.9766	0.167824
11	-0.03495	-0.2038	0.419866
12	-0.191681	-1.1177	0.135769
13	-0.009124	-0.0532	0.478942
14	0.066055	0.3852	0.351257
15	-0.175811	-1.0251	0.156267
16	-0.061569	-0.359	0.360906
17	-0.047471	-0.2768	0.391805
18	-0.080975	-0.4722	0.319914
19	-0.111154	-0.6481	0.260627
20	0.154109	0.8986	0.187592
21	-0.028465	-0.166	0.434578
22	0.010122	0.059	0.47664
23	0.044305	0.2583	0.398852
24	-0.133427	-0.778	0.220973
25	0.098553	0.5747	0.284653
26	0.017412	0.1015	0.459865
27	0.018441	0.1075	0.457501
28	-0.216841	-1.2644	0.107344
29	0.007677	0.0448	0.482279
30	-0.059115	-0.3447	0.366223
31	-0.101815	-0.5937	0.278328
32	-0.017441	-0.1017	0.459798
33	-0.082524	-0.4812	0.316732
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.214349 & 1.2499 & 0.109943 \tabularnewline
2 & -0.324986 & -1.895 & 0.033312 \tabularnewline
3 & -0.171683 & -1.0011 & 0.161931 \tabularnewline
4 & -0.408364 & -2.3812 & 0.011501 \tabularnewline
5 & -0.16606 & -0.9683 & 0.169869 \tabularnewline
6 & -0.358866 & -2.0925 & 0.021964 \tabularnewline
7 & 0.067054 & 0.391 & 0.349123 \tabularnewline
8 & -0.017975 & -0.1048 & 0.458571 \tabularnewline
9 & -0.23707 & -1.3823 & 0.08794 \tabularnewline
10 & 0.167491 & 0.9766 & 0.167824 \tabularnewline
11 & -0.03495 & -0.2038 & 0.419866 \tabularnewline
12 & -0.191681 & -1.1177 & 0.135769 \tabularnewline
13 & -0.009124 & -0.0532 & 0.478942 \tabularnewline
14 & 0.066055 & 0.3852 & 0.351257 \tabularnewline
15 & -0.175811 & -1.0251 & 0.156267 \tabularnewline
16 & -0.061569 & -0.359 & 0.360906 \tabularnewline
17 & -0.047471 & -0.2768 & 0.391805 \tabularnewline
18 & -0.080975 & -0.4722 & 0.319914 \tabularnewline
19 & -0.111154 & -0.6481 & 0.260627 \tabularnewline
20 & 0.154109 & 0.8986 & 0.187592 \tabularnewline
21 & -0.028465 & -0.166 & 0.434578 \tabularnewline
22 & 0.010122 & 0.059 & 0.47664 \tabularnewline
23 & 0.044305 & 0.2583 & 0.398852 \tabularnewline
24 & -0.133427 & -0.778 & 0.220973 \tabularnewline
25 & 0.098553 & 0.5747 & 0.284653 \tabularnewline
26 & 0.017412 & 0.1015 & 0.459865 \tabularnewline
27 & 0.018441 & 0.1075 & 0.457501 \tabularnewline
28 & -0.216841 & -1.2644 & 0.107344 \tabularnewline
29 & 0.007677 & 0.0448 & 0.482279 \tabularnewline
30 & -0.059115 & -0.3447 & 0.366223 \tabularnewline
31 & -0.101815 & -0.5937 & 0.278328 \tabularnewline
32 & -0.017441 & -0.1017 & 0.459798 \tabularnewline
33 & -0.082524 & -0.4812 & 0.316732 \tabularnewline
34 & NA & NA & NA \tabularnewline
35 & NA & NA & NA \tabularnewline
36 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61534&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]0.214349[/C][C]1.2499[/C][C]0.109943[/C][/ROW]
[ROW][C]2[/C][C]-0.324986[/C][C]-1.895[/C][C]0.033312[/C][/ROW]
[ROW][C]3[/C][C]-0.171683[/C][C]-1.0011[/C][C]0.161931[/C][/ROW]
[ROW][C]4[/C][C]-0.408364[/C][C]-2.3812[/C][C]0.011501[/C][/ROW]
[ROW][C]5[/C][C]-0.16606[/C][C]-0.9683[/C][C]0.169869[/C][/ROW]
[ROW][C]6[/C][C]-0.358866[/C][C]-2.0925[/C][C]0.021964[/C][/ROW]
[ROW][C]7[/C][C]0.067054[/C][C]0.391[/C][C]0.349123[/C][/ROW]
[ROW][C]8[/C][C]-0.017975[/C][C]-0.1048[/C][C]0.458571[/C][/ROW]
[ROW][C]9[/C][C]-0.23707[/C][C]-1.3823[/C][C]0.08794[/C][/ROW]
[ROW][C]10[/C][C]0.167491[/C][C]0.9766[/C][C]0.167824[/C][/ROW]
[ROW][C]11[/C][C]-0.03495[/C][C]-0.2038[/C][C]0.419866[/C][/ROW]
[ROW][C]12[/C][C]-0.191681[/C][C]-1.1177[/C][C]0.135769[/C][/ROW]
[ROW][C]13[/C][C]-0.009124[/C][C]-0.0532[/C][C]0.478942[/C][/ROW]
[ROW][C]14[/C][C]0.066055[/C][C]0.3852[/C][C]0.351257[/C][/ROW]
[ROW][C]15[/C][C]-0.175811[/C][C]-1.0251[/C][C]0.156267[/C][/ROW]
[ROW][C]16[/C][C]-0.061569[/C][C]-0.359[/C][C]0.360906[/C][/ROW]
[ROW][C]17[/C][C]-0.047471[/C][C]-0.2768[/C][C]0.391805[/C][/ROW]
[ROW][C]18[/C][C]-0.080975[/C][C]-0.4722[/C][C]0.319914[/C][/ROW]
[ROW][C]19[/C][C]-0.111154[/C][C]-0.6481[/C][C]0.260627[/C][/ROW]
[ROW][C]20[/C][C]0.154109[/C][C]0.8986[/C][C]0.187592[/C][/ROW]
[ROW][C]21[/C][C]-0.028465[/C][C]-0.166[/C][C]0.434578[/C][/ROW]
[ROW][C]22[/C][C]0.010122[/C][C]0.059[/C][C]0.47664[/C][/ROW]
[ROW][C]23[/C][C]0.044305[/C][C]0.2583[/C][C]0.398852[/C][/ROW]
[ROW][C]24[/C][C]-0.133427[/C][C]-0.778[/C][C]0.220973[/C][/ROW]
[ROW][C]25[/C][C]0.098553[/C][C]0.5747[/C][C]0.284653[/C][/ROW]
[ROW][C]26[/C][C]0.017412[/C][C]0.1015[/C][C]0.459865[/C][/ROW]
[ROW][C]27[/C][C]0.018441[/C][C]0.1075[/C][C]0.457501[/C][/ROW]
[ROW][C]28[/C][C]-0.216841[/C][C]-1.2644[/C][C]0.107344[/C][/ROW]
[ROW][C]29[/C][C]0.007677[/C][C]0.0448[/C][C]0.482279[/C][/ROW]
[ROW][C]30[/C][C]-0.059115[/C][C]-0.3447[/C][C]0.366223[/C][/ROW]
[ROW][C]31[/C][C]-0.101815[/C][C]-0.5937[/C][C]0.278328[/C][/ROW]
[ROW][C]32[/C][C]-0.017441[/C][C]-0.1017[/C][C]0.459798[/C][/ROW]
[ROW][C]33[/C][C]-0.082524[/C][C]-0.4812[/C][C]0.316732[/C][/ROW]
[ROW][C]34[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]35[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61534&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61534&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	0.214349	1.2499	0.109943
2	-0.324986	-1.895	0.033312
3	-0.171683	-1.0011	0.161931
4	-0.408364	-2.3812	0.011501
5	-0.16606	-0.9683	0.169869
6	-0.358866	-2.0925	0.021964
7	0.067054	0.391	0.349123
8	-0.017975	-0.1048	0.458571
9	-0.23707	-1.3823	0.08794
10	0.167491	0.9766	0.167824
11	-0.03495	-0.2038	0.419866
12	-0.191681	-1.1177	0.135769
13	-0.009124	-0.0532	0.478942
14	0.066055	0.3852	0.351257
15	-0.175811	-1.0251	0.156267
16	-0.061569	-0.359	0.360906
17	-0.047471	-0.2768	0.391805
18	-0.080975	-0.4722	0.319914
19	-0.111154	-0.6481	0.260627
20	0.154109	0.8986	0.187592
21	-0.028465	-0.166	0.434578
22	0.010122	0.059	0.47664
23	0.044305	0.2583	0.398852
24	-0.133427	-0.778	0.220973
25	0.098553	0.5747	0.284653
26	0.017412	0.1015	0.459865
27	0.018441	0.1075	0.457501
28	-0.216841	-1.2644	0.107344
29	0.007677	0.0448	0.482279
30	-0.059115	-0.3447	0.366223
31	-0.101815	-0.5937	0.278328
32	-0.017441	-0.1017	0.459798
33	-0.082524	-0.4812	0.316732
34	NA	NA	NA
35	NA	NA	NA
36	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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