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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

Sun, 29 Nov 2009 14:24:09 -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/t1259529920wwykbfhnosxgfwy.htm/, Retrieved Tue, 16 Apr 2024 16:57:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61697, Retrieved Tue, 16 Apr 2024 16:57:22 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Ws 8 methode 1 link 3 verbetering

Estimated Impact

155

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] [Ws 8 methode 1 li...] [2009-11-29 21:24:09] [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=61697&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=61697&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61697&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	0.12	0.8227	0.207423
2	0.01	0.0686	0.472817
3	-0.07	-0.4799	0.316764
4	0.34	2.3309	0.012049
5	0.03	0.2057	0.418969
6	-0.02	-0.1371	0.445764
7	0.13	0.8912	0.188672
8	0.05	0.3428	0.366645
9	0.23	1.5768	0.060775
10	0.14	0.9598	0.171036
11	0.13	0.8912	0.188672
12	-0.22	-1.5082	0.069093
13	0.1	0.6856	0.248177
14	0.09	0.617	0.270103
15	0	0	0.5
16	-0.17	-1.1655	0.124857
17	0.03	0.2057	0.418969
18	0.03	0.2057	0.418969
19	-0.04	-0.2742	0.392556
20	0.05	0.3428	0.366645
21	0.1	0.6856	0.248177
22	-0.05	-0.3428	0.366645
23	-0.17	-1.1655	0.124857
24	-0.09	-0.617	0.270103
25	-0.06	-0.4113	0.341347
26	-0.12	-0.8227	0.207423
27	-0.06	-0.4113	0.341347
28	-0.05	-0.3428	0.366645
29	-0.02	-0.1371	0.445764
30	-0.08	-0.5485	0.292989
31	-0.03	-0.2057	0.418969
32	-0.09	-0.617	0.270103
33	-0.17	-1.1655	0.124857
34	-0.11	-0.7541	0.227269
35	-0.05	-0.3428	0.366645
36	-0.05	-0.3428	0.366645

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.12 & 0.8227 & 0.207423 \tabularnewline
2 & 0.01 & 0.0686 & 0.472817 \tabularnewline
3 & -0.07 & -0.4799 & 0.316764 \tabularnewline
4 & 0.34 & 2.3309 & 0.012049 \tabularnewline
5 & 0.03 & 0.2057 & 0.418969 \tabularnewline
6 & -0.02 & -0.1371 & 0.445764 \tabularnewline
7 & 0.13 & 0.8912 & 0.188672 \tabularnewline
8 & 0.05 & 0.3428 & 0.366645 \tabularnewline
9 & 0.23 & 1.5768 & 0.060775 \tabularnewline
10 & 0.14 & 0.9598 & 0.171036 \tabularnewline
11 & 0.13 & 0.8912 & 0.188672 \tabularnewline
12 & -0.22 & -1.5082 & 0.069093 \tabularnewline
13 & 0.1 & 0.6856 & 0.248177 \tabularnewline
14 & 0.09 & 0.617 & 0.270103 \tabularnewline
15 & 0 & 0 & 0.5 \tabularnewline
16 & -0.17 & -1.1655 & 0.124857 \tabularnewline
17 & 0.03 & 0.2057 & 0.418969 \tabularnewline
18 & 0.03 & 0.2057 & 0.418969 \tabularnewline
19 & -0.04 & -0.2742 & 0.392556 \tabularnewline
20 & 0.05 & 0.3428 & 0.366645 \tabularnewline
21 & 0.1 & 0.6856 & 0.248177 \tabularnewline
22 & -0.05 & -0.3428 & 0.366645 \tabularnewline
23 & -0.17 & -1.1655 & 0.124857 \tabularnewline
24 & -0.09 & -0.617 & 0.270103 \tabularnewline
25 & -0.06 & -0.4113 & 0.341347 \tabularnewline
26 & -0.12 & -0.8227 & 0.207423 \tabularnewline
27 & -0.06 & -0.4113 & 0.341347 \tabularnewline
28 & -0.05 & -0.3428 & 0.366645 \tabularnewline
29 & -0.02 & -0.1371 & 0.445764 \tabularnewline
30 & -0.08 & -0.5485 & 0.292989 \tabularnewline
31 & -0.03 & -0.2057 & 0.418969 \tabularnewline
32 & -0.09 & -0.617 & 0.270103 \tabularnewline
33 & -0.17 & -1.1655 & 0.124857 \tabularnewline
34 & -0.11 & -0.7541 & 0.227269 \tabularnewline
35 & -0.05 & -0.3428 & 0.366645 \tabularnewline
36 & -0.05 & -0.3428 & 0.366645 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61697&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]0.12[/C][C]0.8227[/C][C]0.207423[/C][/ROW]
[ROW][C]2[/C][C]0.01[/C][C]0.0686[/C][C]0.472817[/C][/ROW]
[ROW][C]3[/C][C]-0.07[/C][C]-0.4799[/C][C]0.316764[/C][/ROW]
[ROW][C]4[/C][C]0.34[/C][C]2.3309[/C][C]0.012049[/C][/ROW]
[ROW][C]5[/C][C]0.03[/C][C]0.2057[/C][C]0.418969[/C][/ROW]
[ROW][C]6[/C][C]-0.02[/C][C]-0.1371[/C][C]0.445764[/C][/ROW]
[ROW][C]7[/C][C]0.13[/C][C]0.8912[/C][C]0.188672[/C][/ROW]
[ROW][C]8[/C][C]0.05[/C][C]0.3428[/C][C]0.366645[/C][/ROW]
[ROW][C]9[/C][C]0.23[/C][C]1.5768[/C][C]0.060775[/C][/ROW]
[ROW][C]10[/C][C]0.14[/C][C]0.9598[/C][C]0.171036[/C][/ROW]
[ROW][C]11[/C][C]0.13[/C][C]0.8912[/C][C]0.188672[/C][/ROW]
[ROW][C]12[/C][C]-0.22[/C][C]-1.5082[/C][C]0.069093[/C][/ROW]
[ROW][C]13[/C][C]0.1[/C][C]0.6856[/C][C]0.248177[/C][/ROW]
[ROW][C]14[/C][C]0.09[/C][C]0.617[/C][C]0.270103[/C][/ROW]
[ROW][C]15[/C][C]0[/C][C]0[/C][C]0.5[/C][/ROW]
[ROW][C]16[/C][C]-0.17[/C][C]-1.1655[/C][C]0.124857[/C][/ROW]
[ROW][C]17[/C][C]0.03[/C][C]0.2057[/C][C]0.418969[/C][/ROW]
[ROW][C]18[/C][C]0.03[/C][C]0.2057[/C][C]0.418969[/C][/ROW]
[ROW][C]19[/C][C]-0.04[/C][C]-0.2742[/C][C]0.392556[/C][/ROW]
[ROW][C]20[/C][C]0.05[/C][C]0.3428[/C][C]0.366645[/C][/ROW]
[ROW][C]21[/C][C]0.1[/C][C]0.6856[/C][C]0.248177[/C][/ROW]
[ROW][C]22[/C][C]-0.05[/C][C]-0.3428[/C][C]0.366645[/C][/ROW]
[ROW][C]23[/C][C]-0.17[/C][C]-1.1655[/C][C]0.124857[/C][/ROW]
[ROW][C]24[/C][C]-0.09[/C][C]-0.617[/C][C]0.270103[/C][/ROW]
[ROW][C]25[/C][C]-0.06[/C][C]-0.4113[/C][C]0.341347[/C][/ROW]
[ROW][C]26[/C][C]-0.12[/C][C]-0.8227[/C][C]0.207423[/C][/ROW]
[ROW][C]27[/C][C]-0.06[/C][C]-0.4113[/C][C]0.341347[/C][/ROW]
[ROW][C]28[/C][C]-0.05[/C][C]-0.3428[/C][C]0.366645[/C][/ROW]
[ROW][C]29[/C][C]-0.02[/C][C]-0.1371[/C][C]0.445764[/C][/ROW]
[ROW][C]30[/C][C]-0.08[/C][C]-0.5485[/C][C]0.292989[/C][/ROW]
[ROW][C]31[/C][C]-0.03[/C][C]-0.2057[/C][C]0.418969[/C][/ROW]
[ROW][C]32[/C][C]-0.09[/C][C]-0.617[/C][C]0.270103[/C][/ROW]
[ROW][C]33[/C][C]-0.17[/C][C]-1.1655[/C][C]0.124857[/C][/ROW]
[ROW][C]34[/C][C]-0.11[/C][C]-0.7541[/C][C]0.227269[/C][/ROW]
[ROW][C]35[/C][C]-0.05[/C][C]-0.3428[/C][C]0.366645[/C][/ROW]
[ROW][C]36[/C][C]-0.05[/C][C]-0.3428[/C][C]0.366645[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61697&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61697&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	0.12	0.8227	0.207423
2	0.01	0.0686	0.472817
3	-0.07	-0.4799	0.316764
4	0.34	2.3309	0.012049
5	0.03	0.2057	0.418969
6	-0.02	-0.1371	0.445764
7	0.13	0.8912	0.188672
8	0.05	0.3428	0.366645
9	0.23	1.5768	0.060775
10	0.14	0.9598	0.171036
11	0.13	0.8912	0.188672
12	-0.22	-1.5082	0.069093
13	0.1	0.6856	0.248177
14	0.09	0.617	0.270103
15	0	0	0.5
16	-0.17	-1.1655	0.124857
17	0.03	0.2057	0.418969
18	0.03	0.2057	0.418969
19	-0.04	-0.2742	0.392556
20	0.05	0.3428	0.366645
21	0.1	0.6856	0.248177
22	-0.05	-0.3428	0.366645
23	-0.17	-1.1655	0.124857
24	-0.09	-0.617	0.270103
25	-0.06	-0.4113	0.341347
26	-0.12	-0.8227	0.207423
27	-0.06	-0.4113	0.341347
28	-0.05	-0.3428	0.366645
29	-0.02	-0.1371	0.445764
30	-0.08	-0.5485	0.292989
31	-0.03	-0.2057	0.418969
32	-0.09	-0.617	0.270103
33	-0.17	-1.1655	0.124857
34	-0.11	-0.7541	0.227269
35	-0.05	-0.3428	0.366645
36	-0.05	-0.3428	0.366645

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.12	0.8227	0.207423
2	-0.004464	-0.0306	0.487857
3	-0.071704	-0.4916	0.312654
4	0.364072	2.496	0.008064
5	-0.073008	-0.5005	0.309522
6	-0.031063	-0.213	0.416139
7	0.241686	1.6569	0.052099
8	-0.171731	-1.1773	0.122496
9	0.321014	2.2008	0.016351
10	0.15343	1.0519	0.14912
11	-0.129091	-0.885	0.19033
12	-0.117475	-0.8054	0.212331
13	0.070221	0.4814	0.31623
14	-0.085852	-0.5886	0.279483
15	-0.069259	-0.4748	0.318559
16	-0.032508	-0.2229	0.412303
17	-0.070585	-0.4839	0.31535
18	-0.12026	-0.8245	0.206922
19	0.035785	0.2453	0.403634
20	0.076595	0.5251	0.300988
21	0.140951	0.9663	0.169417
22	-0.055822	-0.3827	0.351836
23	-0.132878	-0.911	0.183481
24	-0.160194	-1.0982	0.138848
25	-0.019348	-0.1326	0.447522
26	-0.033926	-0.2326	0.408546
27	0.032867	0.2253	0.41135
28	-0.07637	-0.5236	0.301521
29	-0.00368	-0.0252	0.489989
30	-0.114981	-0.7883	0.217249
31	-0.0239	-0.1638	0.435276
32	0.098723	0.6768	0.250923
33	-0.063371	-0.4344	0.332975
34	-0.058837	-0.4034	0.344253
35	0.008876	0.0609	0.475867
36	-0.093398	-0.6403	0.262543

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.12 & 0.8227 & 0.207423 \tabularnewline
2 & -0.004464 & -0.0306 & 0.487857 \tabularnewline
3 & -0.071704 & -0.4916 & 0.312654 \tabularnewline
4 & 0.364072 & 2.496 & 0.008064 \tabularnewline
5 & -0.073008 & -0.5005 & 0.309522 \tabularnewline
6 & -0.031063 & -0.213 & 0.416139 \tabularnewline
7 & 0.241686 & 1.6569 & 0.052099 \tabularnewline
8 & -0.171731 & -1.1773 & 0.122496 \tabularnewline
9 & 0.321014 & 2.2008 & 0.016351 \tabularnewline
10 & 0.15343 & 1.0519 & 0.14912 \tabularnewline
11 & -0.129091 & -0.885 & 0.19033 \tabularnewline
12 & -0.117475 & -0.8054 & 0.212331 \tabularnewline
13 & 0.070221 & 0.4814 & 0.31623 \tabularnewline
14 & -0.085852 & -0.5886 & 0.279483 \tabularnewline
15 & -0.069259 & -0.4748 & 0.318559 \tabularnewline
16 & -0.032508 & -0.2229 & 0.412303 \tabularnewline
17 & -0.070585 & -0.4839 & 0.31535 \tabularnewline
18 & -0.12026 & -0.8245 & 0.206922 \tabularnewline
19 & 0.035785 & 0.2453 & 0.403634 \tabularnewline
20 & 0.076595 & 0.5251 & 0.300988 \tabularnewline
21 & 0.140951 & 0.9663 & 0.169417 \tabularnewline
22 & -0.055822 & -0.3827 & 0.351836 \tabularnewline
23 & -0.132878 & -0.911 & 0.183481 \tabularnewline
24 & -0.160194 & -1.0982 & 0.138848 \tabularnewline
25 & -0.019348 & -0.1326 & 0.447522 \tabularnewline
26 & -0.033926 & -0.2326 & 0.408546 \tabularnewline
27 & 0.032867 & 0.2253 & 0.41135 \tabularnewline
28 & -0.07637 & -0.5236 & 0.301521 \tabularnewline
29 & -0.00368 & -0.0252 & 0.489989 \tabularnewline
30 & -0.114981 & -0.7883 & 0.217249 \tabularnewline
31 & -0.0239 & -0.1638 & 0.435276 \tabularnewline
32 & 0.098723 & 0.6768 & 0.250923 \tabularnewline
33 & -0.063371 & -0.4344 & 0.332975 \tabularnewline
34 & -0.058837 & -0.4034 & 0.344253 \tabularnewline
35 & 0.008876 & 0.0609 & 0.475867 \tabularnewline
36 & -0.093398 & -0.6403 & 0.262543 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61697&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]0.12[/C][C]0.8227[/C][C]0.207423[/C][/ROW]
[ROW][C]2[/C][C]-0.004464[/C][C]-0.0306[/C][C]0.487857[/C][/ROW]
[ROW][C]3[/C][C]-0.071704[/C][C]-0.4916[/C][C]0.312654[/C][/ROW]
[ROW][C]4[/C][C]0.364072[/C][C]2.496[/C][C]0.008064[/C][/ROW]
[ROW][C]5[/C][C]-0.073008[/C][C]-0.5005[/C][C]0.309522[/C][/ROW]
[ROW][C]6[/C][C]-0.031063[/C][C]-0.213[/C][C]0.416139[/C][/ROW]
[ROW][C]7[/C][C]0.241686[/C][C]1.6569[/C][C]0.052099[/C][/ROW]
[ROW][C]8[/C][C]-0.171731[/C][C]-1.1773[/C][C]0.122496[/C][/ROW]
[ROW][C]9[/C][C]0.321014[/C][C]2.2008[/C][C]0.016351[/C][/ROW]
[ROW][C]10[/C][C]0.15343[/C][C]1.0519[/C][C]0.14912[/C][/ROW]
[ROW][C]11[/C][C]-0.129091[/C][C]-0.885[/C][C]0.19033[/C][/ROW]
[ROW][C]12[/C][C]-0.117475[/C][C]-0.8054[/C][C]0.212331[/C][/ROW]
[ROW][C]13[/C][C]0.070221[/C][C]0.4814[/C][C]0.31623[/C][/ROW]
[ROW][C]14[/C][C]-0.085852[/C][C]-0.5886[/C][C]0.279483[/C][/ROW]
[ROW][C]15[/C][C]-0.069259[/C][C]-0.4748[/C][C]0.318559[/C][/ROW]
[ROW][C]16[/C][C]-0.032508[/C][C]-0.2229[/C][C]0.412303[/C][/ROW]
[ROW][C]17[/C][C]-0.070585[/C][C]-0.4839[/C][C]0.31535[/C][/ROW]
[ROW][C]18[/C][C]-0.12026[/C][C]-0.8245[/C][C]0.206922[/C][/ROW]
[ROW][C]19[/C][C]0.035785[/C][C]0.2453[/C][C]0.403634[/C][/ROW]
[ROW][C]20[/C][C]0.076595[/C][C]0.5251[/C][C]0.300988[/C][/ROW]
[ROW][C]21[/C][C]0.140951[/C][C]0.9663[/C][C]0.169417[/C][/ROW]
[ROW][C]22[/C][C]-0.055822[/C][C]-0.3827[/C][C]0.351836[/C][/ROW]
[ROW][C]23[/C][C]-0.132878[/C][C]-0.911[/C][C]0.183481[/C][/ROW]
[ROW][C]24[/C][C]-0.160194[/C][C]-1.0982[/C][C]0.138848[/C][/ROW]
[ROW][C]25[/C][C]-0.019348[/C][C]-0.1326[/C][C]0.447522[/C][/ROW]
[ROW][C]26[/C][C]-0.033926[/C][C]-0.2326[/C][C]0.408546[/C][/ROW]
[ROW][C]27[/C][C]0.032867[/C][C]0.2253[/C][C]0.41135[/C][/ROW]
[ROW][C]28[/C][C]-0.07637[/C][C]-0.5236[/C][C]0.301521[/C][/ROW]
[ROW][C]29[/C][C]-0.00368[/C][C]-0.0252[/C][C]0.489989[/C][/ROW]
[ROW][C]30[/C][C]-0.114981[/C][C]-0.7883[/C][C]0.217249[/C][/ROW]
[ROW][C]31[/C][C]-0.0239[/C][C]-0.1638[/C][C]0.435276[/C][/ROW]
[ROW][C]32[/C][C]0.098723[/C][C]0.6768[/C][C]0.250923[/C][/ROW]
[ROW][C]33[/C][C]-0.063371[/C][C]-0.4344[/C][C]0.332975[/C][/ROW]
[ROW][C]34[/C][C]-0.058837[/C][C]-0.4034[/C][C]0.344253[/C][/ROW]
[ROW][C]35[/C][C]0.008876[/C][C]0.0609[/C][C]0.475867[/C][/ROW]
[ROW][C]36[/C][C]-0.093398[/C][C]-0.6403[/C][C]0.262543[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61697&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61697&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	0.12	0.8227	0.207423
2	-0.004464	-0.0306	0.487857
3	-0.071704	-0.4916	0.312654
4	0.364072	2.496	0.008064
5	-0.073008	-0.5005	0.309522
6	-0.031063	-0.213	0.416139
7	0.241686	1.6569	0.052099
8	-0.171731	-1.1773	0.122496
9	0.321014	2.2008	0.016351
10	0.15343	1.0519	0.14912
11	-0.129091	-0.885	0.19033
12	-0.117475	-0.8054	0.212331
13	0.070221	0.4814	0.31623
14	-0.085852	-0.5886	0.279483
15	-0.069259	-0.4748	0.318559
16	-0.032508	-0.2229	0.412303
17	-0.070585	-0.4839	0.31535
18	-0.12026	-0.8245	0.206922
19	0.035785	0.2453	0.403634
20	0.076595	0.5251	0.300988
21	0.140951	0.9663	0.169417
22	-0.055822	-0.3827	0.351836
23	-0.132878	-0.911	0.183481
24	-0.160194	-1.0982	0.138848
25	-0.019348	-0.1326	0.447522
26	-0.033926	-0.2326	0.408546
27	0.032867	0.2253	0.41135
28	-0.07637	-0.5236	0.301521
29	-0.00368	-0.0252	0.489989
30	-0.114981	-0.7883	0.217249
31	-0.0239	-0.1638	0.435276
32	0.098723	0.6768	0.250923
33	-0.063371	-0.4344	0.332975
34	-0.058837	-0.4034	0.344253
35	0.008876	0.0609	0.475867
36	-0.093398	-0.6403	0.262543

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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