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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

Sun, 29 Nov 2009 14:05:48 -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/29/t12595289096trqx5hwpzcyz1i.htm/, Retrieved Sat, 20 Apr 2024 09:41:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61694, Retrieved Sat, 20 Apr 2024 09:41:44 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Ws8 link 2 method 1 verbetering

Estimated Impact

146

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] [acf2] [2009-11-26 16:03:04] [ed603017d2bee8fbd82b6d5ec04e12c3]
-               [(Partial) Autocorrelation Function] [WS8 ACF2] [2009-11-28 11:05:47] [aba88da643e3763d32ff92bd8f92a385]
-   P               [(Partial) Autocorrelation Function] [Ws8 link 2 method...] [2009-11-29 21:05:48] [88e98f4c87ea17c4967db8279bda8533] [Current]

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Dataseries X:

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Histogram

Boxplots

5.7
6.1
6
5.9
5.8
5.7
5.6
5.4
5.4
5.5
5.6
5.7
5.9
6.1
6
5.8
5.8
5.7
5.5
5.3
5.2
5.2
5
5.1
5.1
5.2
4.9
4.8
4.5
4.5
4.4
4.4
4.2
4.1
3.9
3.8
3.9
4.2
4.1
3.8
3.6
3.7
3.5
3.4
3.1
3.1
3.1
3.2
3.3
3.5
3.6
3.5
3.3
3.2
3.1
3.2
3
3
3.1
3.4

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=61694&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=61694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61694&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	0.877515	6.0796	0
2	0.776622	5.3806	1e-06
3	0.683252	4.7337	1e-05
4	0.6059	4.1978	5.8e-05
5	0.492441	3.4117	0.000659
6	0.392965	2.7225	0.004502
7	0.31278	2.167	0.017614
8	0.201622	1.3969	0.084437
9	0.093739	0.6494	0.259574
10	-0.012817	-0.0888	0.464805
11	-0.09132	-0.6327	0.264971
12	-0.192212	-1.3317	0.094626
13	-0.252574	-1.7499	0.043265
14	-0.297802	-2.0632	0.022261
15	-0.318252	-2.2049	0.016142
16	-0.338702	-2.3466	0.01156
17	-0.323931	-2.2443	0.014731
18	-0.329513	-2.2829	0.013452
19	-0.35545	-2.4626	0.008716
20	-0.385723	-2.6724	0.005129
21	-0.404137	-2.7999	0.003671
22	-0.441755	-3.0606	0.001806
23	-0.456895	-3.1655	0.001344
24	-0.419646	-2.9074	0.002751
25	-0.372839	-2.5831	0.006447
26	-0.353997	-2.4526	0.008935
27	-0.33958	-2.3527	0.011393
28	-0.310206	-2.1492	0.018346
29	-0.292692	-2.0278	0.024074
30	-0.264469	-1.8323	0.036558
31	-0.210583	-1.459	0.075545
32	-0.136342	-0.9446	0.174795
33	-0.069712	-0.483	0.315652
34	0.014971	0.1037	0.458912
35	0.076999	0.5335	0.298088
36	0.118584	0.8216	0.207691

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.877515 & 6.0796 & 0 \tabularnewline
2 & 0.776622 & 5.3806 & 1e-06 \tabularnewline
3 & 0.683252 & 4.7337 & 1e-05 \tabularnewline
4 & 0.6059 & 4.1978 & 5.8e-05 \tabularnewline
5 & 0.492441 & 3.4117 & 0.000659 \tabularnewline
6 & 0.392965 & 2.7225 & 0.004502 \tabularnewline
7 & 0.31278 & 2.167 & 0.017614 \tabularnewline
8 & 0.201622 & 1.3969 & 0.084437 \tabularnewline
9 & 0.093739 & 0.6494 & 0.259574 \tabularnewline
10 & -0.012817 & -0.0888 & 0.464805 \tabularnewline
11 & -0.09132 & -0.6327 & 0.264971 \tabularnewline
12 & -0.192212 & -1.3317 & 0.094626 \tabularnewline
13 & -0.252574 & -1.7499 & 0.043265 \tabularnewline
14 & -0.297802 & -2.0632 & 0.022261 \tabularnewline
15 & -0.318252 & -2.2049 & 0.016142 \tabularnewline
16 & -0.338702 & -2.3466 & 0.01156 \tabularnewline
17 & -0.323931 & -2.2443 & 0.014731 \tabularnewline
18 & -0.329513 & -2.2829 & 0.013452 \tabularnewline
19 & -0.35545 & -2.4626 & 0.008716 \tabularnewline
20 & -0.385723 & -2.6724 & 0.005129 \tabularnewline
21 & -0.404137 & -2.7999 & 0.003671 \tabularnewline
22 & -0.441755 & -3.0606 & 0.001806 \tabularnewline
23 & -0.456895 & -3.1655 & 0.001344 \tabularnewline
24 & -0.419646 & -2.9074 & 0.002751 \tabularnewline
25 & -0.372839 & -2.5831 & 0.006447 \tabularnewline
26 & -0.353997 & -2.4526 & 0.008935 \tabularnewline
27 & -0.33958 & -2.3527 & 0.011393 \tabularnewline
28 & -0.310206 & -2.1492 & 0.018346 \tabularnewline
29 & -0.292692 & -2.0278 & 0.024074 \tabularnewline
30 & -0.264469 & -1.8323 & 0.036558 \tabularnewline
31 & -0.210583 & -1.459 & 0.075545 \tabularnewline
32 & -0.136342 & -0.9446 & 0.174795 \tabularnewline
33 & -0.069712 & -0.483 & 0.315652 \tabularnewline
34 & 0.014971 & 0.1037 & 0.458912 \tabularnewline
35 & 0.076999 & 0.5335 & 0.298088 \tabularnewline
36 & 0.118584 & 0.8216 & 0.207691 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61694&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]0.877515[/C][C]6.0796[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.776622[/C][C]5.3806[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.683252[/C][C]4.7337[/C][C]1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.6059[/C][C]4.1978[/C][C]5.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.492441[/C][C]3.4117[/C][C]0.000659[/C][/ROW]
[ROW][C]6[/C][C]0.392965[/C][C]2.7225[/C][C]0.004502[/C][/ROW]
[ROW][C]7[/C][C]0.31278[/C][C]2.167[/C][C]0.017614[/C][/ROW]
[ROW][C]8[/C][C]0.201622[/C][C]1.3969[/C][C]0.084437[/C][/ROW]
[ROW][C]9[/C][C]0.093739[/C][C]0.6494[/C][C]0.259574[/C][/ROW]
[ROW][C]10[/C][C]-0.012817[/C][C]-0.0888[/C][C]0.464805[/C][/ROW]
[ROW][C]11[/C][C]-0.09132[/C][C]-0.6327[/C][C]0.264971[/C][/ROW]
[ROW][C]12[/C][C]-0.192212[/C][C]-1.3317[/C][C]0.094626[/C][/ROW]
[ROW][C]13[/C][C]-0.252574[/C][C]-1.7499[/C][C]0.043265[/C][/ROW]
[ROW][C]14[/C][C]-0.297802[/C][C]-2.0632[/C][C]0.022261[/C][/ROW]
[ROW][C]15[/C][C]-0.318252[/C][C]-2.2049[/C][C]0.016142[/C][/ROW]
[ROW][C]16[/C][C]-0.338702[/C][C]-2.3466[/C][C]0.01156[/C][/ROW]
[ROW][C]17[/C][C]-0.323931[/C][C]-2.2443[/C][C]0.014731[/C][/ROW]
[ROW][C]18[/C][C]-0.329513[/C][C]-2.2829[/C][C]0.013452[/C][/ROW]
[ROW][C]19[/C][C]-0.35545[/C][C]-2.4626[/C][C]0.008716[/C][/ROW]
[ROW][C]20[/C][C]-0.385723[/C][C]-2.6724[/C][C]0.005129[/C][/ROW]
[ROW][C]21[/C][C]-0.404137[/C][C]-2.7999[/C][C]0.003671[/C][/ROW]
[ROW][C]22[/C][C]-0.441755[/C][C]-3.0606[/C][C]0.001806[/C][/ROW]
[ROW][C]23[/C][C]-0.456895[/C][C]-3.1655[/C][C]0.001344[/C][/ROW]
[ROW][C]24[/C][C]-0.419646[/C][C]-2.9074[/C][C]0.002751[/C][/ROW]
[ROW][C]25[/C][C]-0.372839[/C][C]-2.5831[/C][C]0.006447[/C][/ROW]
[ROW][C]26[/C][C]-0.353997[/C][C]-2.4526[/C][C]0.008935[/C][/ROW]
[ROW][C]27[/C][C]-0.33958[/C][C]-2.3527[/C][C]0.011393[/C][/ROW]
[ROW][C]28[/C][C]-0.310206[/C][C]-2.1492[/C][C]0.018346[/C][/ROW]
[ROW][C]29[/C][C]-0.292692[/C][C]-2.0278[/C][C]0.024074[/C][/ROW]
[ROW][C]30[/C][C]-0.264469[/C][C]-1.8323[/C][C]0.036558[/C][/ROW]
[ROW][C]31[/C][C]-0.210583[/C][C]-1.459[/C][C]0.075545[/C][/ROW]
[ROW][C]32[/C][C]-0.136342[/C][C]-0.9446[/C][C]0.174795[/C][/ROW]
[ROW][C]33[/C][C]-0.069712[/C][C]-0.483[/C][C]0.315652[/C][/ROW]
[ROW][C]34[/C][C]0.014971[/C][C]0.1037[/C][C]0.458912[/C][/ROW]
[ROW][C]35[/C][C]0.076999[/C][C]0.5335[/C][C]0.298088[/C][/ROW]
[ROW][C]36[/C][C]0.118584[/C][C]0.8216[/C][C]0.207691[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61694&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	0.877515	6.0796	0
2	0.776622	5.3806	1e-06
3	0.683252	4.7337	1e-05
4	0.6059	4.1978	5.8e-05
5	0.492441	3.4117	0.000659
6	0.392965	2.7225	0.004502
7	0.31278	2.167	0.017614
8	0.201622	1.3969	0.084437
9	0.093739	0.6494	0.259574
10	-0.012817	-0.0888	0.464805
11	-0.09132	-0.6327	0.264971
12	-0.192212	-1.3317	0.094626
13	-0.252574	-1.7499	0.043265
14	-0.297802	-2.0632	0.022261
15	-0.318252	-2.2049	0.016142
16	-0.338702	-2.3466	0.01156
17	-0.323931	-2.2443	0.014731
18	-0.329513	-2.2829	0.013452
19	-0.35545	-2.4626	0.008716
20	-0.385723	-2.6724	0.005129
21	-0.404137	-2.7999	0.003671
22	-0.441755	-3.0606	0.001806
23	-0.456895	-3.1655	0.001344
24	-0.419646	-2.9074	0.002751
25	-0.372839	-2.5831	0.006447
26	-0.353997	-2.4526	0.008935
27	-0.33958	-2.3527	0.011393
28	-0.310206	-2.1492	0.018346
29	-0.292692	-2.0278	0.024074
30	-0.264469	-1.8323	0.036558
31	-0.210583	-1.459	0.075545
32	-0.136342	-0.9446	0.174795
33	-0.069712	-0.483	0.315652
34	0.014971	0.1037	0.458912
35	0.076999	0.5335	0.298088
36	0.118584	0.8216	0.207691

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.877515	6.0796	0
2	0.028657	0.1985	0.421729
3	-0.016811	-0.1165	0.453884
4	0.019834	0.1374	0.44564
5	-0.193805	-1.3427	0.092839
6	-0.031343	-0.2172	0.414505
7	0.017375	0.1204	0.452343
8	-0.206449	-1.4303	0.079551
9	-0.064181	-0.4447	0.329282
10	-0.098323	-0.6812	0.249508
11	-0.016158	-0.1119	0.455666
12	-0.135941	-0.9418	0.175498
13	0.05985	0.4147	0.340122
14	-0.003973	-0.0275	0.489077
15	0.037368	0.2589	0.398413
16	0.0048	0.0333	0.486805
17	0.093379	0.6469	0.260374
18	-0.142051	-0.9842	0.164986
19	-0.138365	-0.9586	0.171277
20	-0.143163	-0.9919	0.16312
21	-0.105484	-0.7308	0.234223
22	-0.232634	-1.6117	0.056788
23	0.01788	0.1239	0.450964
24	0.121325	0.8406	0.202381
25	0.085571	0.5928	0.278032
26	-0.057862	-0.4009	0.345145
27	0.010123	0.0701	0.472188
28	-0.066204	-0.4587	0.32427
29	-0.057846	-0.4008	0.345184
30	-0.004461	-0.0309	0.487737
31	0.048467	0.3358	0.369245
32	-0.015587	-0.108	0.457226
33	0.038093	0.2639	0.396487
34	0.072737	0.5039	0.308306
35	-0.116059	-0.8041	0.212657
36	-0.105503	-0.7309	0.234184

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.877515 & 6.0796 & 0 \tabularnewline
2 & 0.028657 & 0.1985 & 0.421729 \tabularnewline
3 & -0.016811 & -0.1165 & 0.453884 \tabularnewline
4 & 0.019834 & 0.1374 & 0.44564 \tabularnewline
5 & -0.193805 & -1.3427 & 0.092839 \tabularnewline
6 & -0.031343 & -0.2172 & 0.414505 \tabularnewline
7 & 0.017375 & 0.1204 & 0.452343 \tabularnewline
8 & -0.206449 & -1.4303 & 0.079551 \tabularnewline
9 & -0.064181 & -0.4447 & 0.329282 \tabularnewline
10 & -0.098323 & -0.6812 & 0.249508 \tabularnewline
11 & -0.016158 & -0.1119 & 0.455666 \tabularnewline
12 & -0.135941 & -0.9418 & 0.175498 \tabularnewline
13 & 0.05985 & 0.4147 & 0.340122 \tabularnewline
14 & -0.003973 & -0.0275 & 0.489077 \tabularnewline
15 & 0.037368 & 0.2589 & 0.398413 \tabularnewline
16 & 0.0048 & 0.0333 & 0.486805 \tabularnewline
17 & 0.093379 & 0.6469 & 0.260374 \tabularnewline
18 & -0.142051 & -0.9842 & 0.164986 \tabularnewline
19 & -0.138365 & -0.9586 & 0.171277 \tabularnewline
20 & -0.143163 & -0.9919 & 0.16312 \tabularnewline
21 & -0.105484 & -0.7308 & 0.234223 \tabularnewline
22 & -0.232634 & -1.6117 & 0.056788 \tabularnewline
23 & 0.01788 & 0.1239 & 0.450964 \tabularnewline
24 & 0.121325 & 0.8406 & 0.202381 \tabularnewline
25 & 0.085571 & 0.5928 & 0.278032 \tabularnewline
26 & -0.057862 & -0.4009 & 0.345145 \tabularnewline
27 & 0.010123 & 0.0701 & 0.472188 \tabularnewline
28 & -0.066204 & -0.4587 & 0.32427 \tabularnewline
29 & -0.057846 & -0.4008 & 0.345184 \tabularnewline
30 & -0.004461 & -0.0309 & 0.487737 \tabularnewline
31 & 0.048467 & 0.3358 & 0.369245 \tabularnewline
32 & -0.015587 & -0.108 & 0.457226 \tabularnewline
33 & 0.038093 & 0.2639 & 0.396487 \tabularnewline
34 & 0.072737 & 0.5039 & 0.308306 \tabularnewline
35 & -0.116059 & -0.8041 & 0.212657 \tabularnewline
36 & -0.105503 & -0.7309 & 0.234184 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61694&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]0.877515[/C][C]6.0796[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.028657[/C][C]0.1985[/C][C]0.421729[/C][/ROW]
[ROW][C]3[/C][C]-0.016811[/C][C]-0.1165[/C][C]0.453884[/C][/ROW]
[ROW][C]4[/C][C]0.019834[/C][C]0.1374[/C][C]0.44564[/C][/ROW]
[ROW][C]5[/C][C]-0.193805[/C][C]-1.3427[/C][C]0.092839[/C][/ROW]
[ROW][C]6[/C][C]-0.031343[/C][C]-0.2172[/C][C]0.414505[/C][/ROW]
[ROW][C]7[/C][C]0.017375[/C][C]0.1204[/C][C]0.452343[/C][/ROW]
[ROW][C]8[/C][C]-0.206449[/C][C]-1.4303[/C][C]0.079551[/C][/ROW]
[ROW][C]9[/C][C]-0.064181[/C][C]-0.4447[/C][C]0.329282[/C][/ROW]
[ROW][C]10[/C][C]-0.098323[/C][C]-0.6812[/C][C]0.249508[/C][/ROW]
[ROW][C]11[/C][C]-0.016158[/C][C]-0.1119[/C][C]0.455666[/C][/ROW]
[ROW][C]12[/C][C]-0.135941[/C][C]-0.9418[/C][C]0.175498[/C][/ROW]
[ROW][C]13[/C][C]0.05985[/C][C]0.4147[/C][C]0.340122[/C][/ROW]
[ROW][C]14[/C][C]-0.003973[/C][C]-0.0275[/C][C]0.489077[/C][/ROW]
[ROW][C]15[/C][C]0.037368[/C][C]0.2589[/C][C]0.398413[/C][/ROW]
[ROW][C]16[/C][C]0.0048[/C][C]0.0333[/C][C]0.486805[/C][/ROW]
[ROW][C]17[/C][C]0.093379[/C][C]0.6469[/C][C]0.260374[/C][/ROW]
[ROW][C]18[/C][C]-0.142051[/C][C]-0.9842[/C][C]0.164986[/C][/ROW]
[ROW][C]19[/C][C]-0.138365[/C][C]-0.9586[/C][C]0.171277[/C][/ROW]
[ROW][C]20[/C][C]-0.143163[/C][C]-0.9919[/C][C]0.16312[/C][/ROW]
[ROW][C]21[/C][C]-0.105484[/C][C]-0.7308[/C][C]0.234223[/C][/ROW]
[ROW][C]22[/C][C]-0.232634[/C][C]-1.6117[/C][C]0.056788[/C][/ROW]
[ROW][C]23[/C][C]0.01788[/C][C]0.1239[/C][C]0.450964[/C][/ROW]
[ROW][C]24[/C][C]0.121325[/C][C]0.8406[/C][C]0.202381[/C][/ROW]
[ROW][C]25[/C][C]0.085571[/C][C]0.5928[/C][C]0.278032[/C][/ROW]
[ROW][C]26[/C][C]-0.057862[/C][C]-0.4009[/C][C]0.345145[/C][/ROW]
[ROW][C]27[/C][C]0.010123[/C][C]0.0701[/C][C]0.472188[/C][/ROW]
[ROW][C]28[/C][C]-0.066204[/C][C]-0.4587[/C][C]0.32427[/C][/ROW]
[ROW][C]29[/C][C]-0.057846[/C][C]-0.4008[/C][C]0.345184[/C][/ROW]
[ROW][C]30[/C][C]-0.004461[/C][C]-0.0309[/C][C]0.487737[/C][/ROW]
[ROW][C]31[/C][C]0.048467[/C][C]0.3358[/C][C]0.369245[/C][/ROW]
[ROW][C]32[/C][C]-0.015587[/C][C]-0.108[/C][C]0.457226[/C][/ROW]
[ROW][C]33[/C][C]0.038093[/C][C]0.2639[/C][C]0.396487[/C][/ROW]
[ROW][C]34[/C][C]0.072737[/C][C]0.5039[/C][C]0.308306[/C][/ROW]
[ROW][C]35[/C][C]-0.116059[/C][C]-0.8041[/C][C]0.212657[/C][/ROW]
[ROW][C]36[/C][C]-0.105503[/C][C]-0.7309[/C][C]0.234184[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61694&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61694&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	0.877515	6.0796	0
2	0.028657	0.1985	0.421729
3	-0.016811	-0.1165	0.453884
4	0.019834	0.1374	0.44564
5	-0.193805	-1.3427	0.092839
6	-0.031343	-0.2172	0.414505
7	0.017375	0.1204	0.452343
8	-0.206449	-1.4303	0.079551
9	-0.064181	-0.4447	0.329282
10	-0.098323	-0.6812	0.249508
11	-0.016158	-0.1119	0.455666
12	-0.135941	-0.9418	0.175498
13	0.05985	0.4147	0.340122
14	-0.003973	-0.0275	0.489077
15	0.037368	0.2589	0.398413
16	0.0048	0.0333	0.486805
17	0.093379	0.6469	0.260374
18	-0.142051	-0.9842	0.164986
19	-0.138365	-0.9586	0.171277
20	-0.143163	-0.9919	0.16312
21	-0.105484	-0.7308	0.234223
22	-0.232634	-1.6117	0.056788
23	0.01788	0.1239	0.450964
24	0.121325	0.8406	0.202381
25	0.085571	0.5928	0.278032
26	-0.057862	-0.4009	0.345145
27	0.010123	0.0701	0.472188
28	-0.066204	-0.4587	0.32427
29	-0.057846	-0.4008	0.345184
30	-0.004461	-0.0309	0.487737
31	0.048467	0.3358	0.369245
32	-0.015587	-0.108	0.457226
33	0.038093	0.2639	0.396487
34	0.072737	0.5039	0.308306
35	-0.116059	-0.8041	0.212657
36	-0.105503	-0.7309	0.234184

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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