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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 01 Dec 2011 16:12:22 -0500

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/2011/Dec/01/t1322774005k6xbj5ci3mnmstf.htm/, Retrieved Thu, 18 Apr 2024 15:06:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150002, Retrieved Thu, 18 Apr 2024 15:06:13 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

132

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [WS 9 Autocorrelatie ] [2010-12-03 12:44:11] [8081b8996d5947580de3eb171e82db4f]
-   P       [(Partial) Autocorrelation Function] [Verbetering WS9] [2010-12-14 19:15:43] [3635fb7041b1998c5a1332cf9de22bce]
- R PD          [(Partial) Autocorrelation Function] [WS9 AFC] [2011-12-01 21:12:22] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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	'George Udny Yule' @ yule.wessa.net

\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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150002&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150002&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150002&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	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.309815	-3.546	0.000272
2	0.095351	1.0913	0.138562
3	-0.096891	-1.109	0.134738
4	-0.098995	-1.133	0.129631
5	0.061001	0.6982	0.24315
6	-0.000288	-0.0033	0.498688
7	-0.056108	-0.6422	0.260936
8	-0.060966	-0.6978	0.243274
9	0.175917	2.0135	0.023057
10	-0.140279	-1.6056	0.055389
11	0.069735	0.7982	0.213112
12	-0.133673	-1.53	0.064219
13	0.087177	0.9978	0.160111
14	0.002494	0.0286	0.488633
15	0.065332	0.7478	0.227972
16	-0.109162	-1.2494	0.106871
17	-0.000338	-0.0039	0.498462
18	0.044028	0.5039	0.307582
19	-0.113945	-1.3042	0.097232
20	-0.091271	-1.0446	0.149054
21	0.041943	0.4801	0.315994
22	-0.157296	-1.8003	0.037054
23	0.257604	2.9484	0.001892
24	0.052836	0.6047	0.2732
25	-0.051097	-0.5848	0.279833
26	0.081446	0.9322	0.176475
27	-0.101947	-1.1668	0.122698
28	0.001517	0.0174	0.493086
29	0.000483	0.0055	0.497798
30	-0.039331	-0.4502	0.326667
31	-0.092981	-1.0642	0.144595
32	0.115897	1.3265	0.093491
33	-0.099039	-1.1336	0.129525
34	0.057306	0.6559	0.256519
35	0.009944	0.1138	0.454782
36	-0.018646	-0.2134	0.415666

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.309815 & -3.546 & 0.000272 \tabularnewline
2 & 0.095351 & 1.0913 & 0.138562 \tabularnewline
3 & -0.096891 & -1.109 & 0.134738 \tabularnewline
4 & -0.098995 & -1.133 & 0.129631 \tabularnewline
5 & 0.061001 & 0.6982 & 0.24315 \tabularnewline
6 & -0.000288 & -0.0033 & 0.498688 \tabularnewline
7 & -0.056108 & -0.6422 & 0.260936 \tabularnewline
8 & -0.060966 & -0.6978 & 0.243274 \tabularnewline
9 & 0.175917 & 2.0135 & 0.023057 \tabularnewline
10 & -0.140279 & -1.6056 & 0.055389 \tabularnewline
11 & 0.069735 & 0.7982 & 0.213112 \tabularnewline
12 & -0.133673 & -1.53 & 0.064219 \tabularnewline
13 & 0.087177 & 0.9978 & 0.160111 \tabularnewline
14 & 0.002494 & 0.0286 & 0.488633 \tabularnewline
15 & 0.065332 & 0.7478 & 0.227972 \tabularnewline
16 & -0.109162 & -1.2494 & 0.106871 \tabularnewline
17 & -0.000338 & -0.0039 & 0.498462 \tabularnewline
18 & 0.044028 & 0.5039 & 0.307582 \tabularnewline
19 & -0.113945 & -1.3042 & 0.097232 \tabularnewline
20 & -0.091271 & -1.0446 & 0.149054 \tabularnewline
21 & 0.041943 & 0.4801 & 0.315994 \tabularnewline
22 & -0.157296 & -1.8003 & 0.037054 \tabularnewline
23 & 0.257604 & 2.9484 & 0.001892 \tabularnewline
24 & 0.052836 & 0.6047 & 0.2732 \tabularnewline
25 & -0.051097 & -0.5848 & 0.279833 \tabularnewline
26 & 0.081446 & 0.9322 & 0.176475 \tabularnewline
27 & -0.101947 & -1.1668 & 0.122698 \tabularnewline
28 & 0.001517 & 0.0174 & 0.493086 \tabularnewline
29 & 0.000483 & 0.0055 & 0.497798 \tabularnewline
30 & -0.039331 & -0.4502 & 0.326667 \tabularnewline
31 & -0.092981 & -1.0642 & 0.144595 \tabularnewline
32 & 0.115897 & 1.3265 & 0.093491 \tabularnewline
33 & -0.099039 & -1.1336 & 0.129525 \tabularnewline
34 & 0.057306 & 0.6559 & 0.256519 \tabularnewline
35 & 0.009944 & 0.1138 & 0.454782 \tabularnewline
36 & -0.018646 & -0.2134 & 0.415666 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150002&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]-0.309815[/C][C]-3.546[/C][C]0.000272[/C][/ROW]
[ROW][C]2[/C][C]0.095351[/C][C]1.0913[/C][C]0.138562[/C][/ROW]
[ROW][C]3[/C][C]-0.096891[/C][C]-1.109[/C][C]0.134738[/C][/ROW]
[ROW][C]4[/C][C]-0.098995[/C][C]-1.133[/C][C]0.129631[/C][/ROW]
[ROW][C]5[/C][C]0.061001[/C][C]0.6982[/C][C]0.24315[/C][/ROW]
[ROW][C]6[/C][C]-0.000288[/C][C]-0.0033[/C][C]0.498688[/C][/ROW]
[ROW][C]7[/C][C]-0.056108[/C][C]-0.6422[/C][C]0.260936[/C][/ROW]
[ROW][C]8[/C][C]-0.060966[/C][C]-0.6978[/C][C]0.243274[/C][/ROW]
[ROW][C]9[/C][C]0.175917[/C][C]2.0135[/C][C]0.023057[/C][/ROW]
[ROW][C]10[/C][C]-0.140279[/C][C]-1.6056[/C][C]0.055389[/C][/ROW]
[ROW][C]11[/C][C]0.069735[/C][C]0.7982[/C][C]0.213112[/C][/ROW]
[ROW][C]12[/C][C]-0.133673[/C][C]-1.53[/C][C]0.064219[/C][/ROW]
[ROW][C]13[/C][C]0.087177[/C][C]0.9978[/C][C]0.160111[/C][/ROW]
[ROW][C]14[/C][C]0.002494[/C][C]0.0286[/C][C]0.488633[/C][/ROW]
[ROW][C]15[/C][C]0.065332[/C][C]0.7478[/C][C]0.227972[/C][/ROW]
[ROW][C]16[/C][C]-0.109162[/C][C]-1.2494[/C][C]0.106871[/C][/ROW]
[ROW][C]17[/C][C]-0.000338[/C][C]-0.0039[/C][C]0.498462[/C][/ROW]
[ROW][C]18[/C][C]0.044028[/C][C]0.5039[/C][C]0.307582[/C][/ROW]
[ROW][C]19[/C][C]-0.113945[/C][C]-1.3042[/C][C]0.097232[/C][/ROW]
[ROW][C]20[/C][C]-0.091271[/C][C]-1.0446[/C][C]0.149054[/C][/ROW]
[ROW][C]21[/C][C]0.041943[/C][C]0.4801[/C][C]0.315994[/C][/ROW]
[ROW][C]22[/C][C]-0.157296[/C][C]-1.8003[/C][C]0.037054[/C][/ROW]
[ROW][C]23[/C][C]0.257604[/C][C]2.9484[/C][C]0.001892[/C][/ROW]
[ROW][C]24[/C][C]0.052836[/C][C]0.6047[/C][C]0.2732[/C][/ROW]
[ROW][C]25[/C][C]-0.051097[/C][C]-0.5848[/C][C]0.279833[/C][/ROW]
[ROW][C]26[/C][C]0.081446[/C][C]0.9322[/C][C]0.176475[/C][/ROW]
[ROW][C]27[/C][C]-0.101947[/C][C]-1.1668[/C][C]0.122698[/C][/ROW]
[ROW][C]28[/C][C]0.001517[/C][C]0.0174[/C][C]0.493086[/C][/ROW]
[ROW][C]29[/C][C]0.000483[/C][C]0.0055[/C][C]0.497798[/C][/ROW]
[ROW][C]30[/C][C]-0.039331[/C][C]-0.4502[/C][C]0.326667[/C][/ROW]
[ROW][C]31[/C][C]-0.092981[/C][C]-1.0642[/C][C]0.144595[/C][/ROW]
[ROW][C]32[/C][C]0.115897[/C][C]1.3265[/C][C]0.093491[/C][/ROW]
[ROW][C]33[/C][C]-0.099039[/C][C]-1.1336[/C][C]0.129525[/C][/ROW]
[ROW][C]34[/C][C]0.057306[/C][C]0.6559[/C][C]0.256519[/C][/ROW]
[ROW][C]35[/C][C]0.009944[/C][C]0.1138[/C][C]0.454782[/C][/ROW]
[ROW][C]36[/C][C]-0.018646[/C][C]-0.2134[/C][C]0.415666[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150002&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150002&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	-0.309815	-3.546	0.000272
2	0.095351	1.0913	0.138562
3	-0.096891	-1.109	0.134738
4	-0.098995	-1.133	0.129631
5	0.061001	0.6982	0.24315
6	-0.000288	-0.0033	0.498688
7	-0.056108	-0.6422	0.260936
8	-0.060966	-0.6978	0.243274
9	0.175917	2.0135	0.023057
10	-0.140279	-1.6056	0.055389
11	0.069735	0.7982	0.213112
12	-0.133673	-1.53	0.064219
13	0.087177	0.9978	0.160111
14	0.002494	0.0286	0.488633
15	0.065332	0.7478	0.227972
16	-0.109162	-1.2494	0.106871
17	-0.000338	-0.0039	0.498462
18	0.044028	0.5039	0.307582
19	-0.113945	-1.3042	0.097232
20	-0.091271	-1.0446	0.149054
21	0.041943	0.4801	0.315994
22	-0.157296	-1.8003	0.037054
23	0.257604	2.9484	0.001892
24	0.052836	0.6047	0.2732
25	-0.051097	-0.5848	0.279833
26	0.081446	0.9322	0.176475
27	-0.101947	-1.1668	0.122698
28	0.001517	0.0174	0.493086
29	0.000483	0.0055	0.497798
30	-0.039331	-0.4502	0.326667
31	-0.092981	-1.0642	0.144595
32	0.115897	1.3265	0.093491
33	-0.099039	-1.1336	0.129525
34	0.057306	0.6559	0.256519
35	0.009944	0.1138	0.454782
36	-0.018646	-0.2134	0.415666

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.309815	-3.546	0.000272
2	-0.000701	-0.008	0.496806
3	-0.074718	-0.8552	0.197005
4	-0.166761	-1.9087	0.029247
5	-0.015146	-0.1734	0.431319
6	0.018288	0.2093	0.417265
7	-0.088086	-1.0082	0.157611
8	-0.133888	-1.5324	0.063916
9	0.156405	1.7901	0.03787
10	-0.05875	-0.6724	0.251251
11	-0.052428	-0.6001	0.274749
12	-0.115013	-1.3164	0.095172
13	0.059956	0.6862	0.246893
14	0.004318	0.0494	0.48033
15	0.036587	0.4188	0.338041
16	-0.086599	-0.9912	0.161715
17	-0.027835	-0.3186	0.375275
18	0.019117	0.2188	0.41357
19	-0.113792	-1.3024	0.097531
20	-0.256883	-2.9402	0.00194
21	0.006843	0.0783	0.468846
22	-0.224572	-2.5703	0.005639
23	0.084529	0.9675	0.167543
24	0.117491	1.3447	0.090515
25	0.040033	0.4582	0.323783
26	0.029843	0.3416	0.366613
27	-0.020427	-0.2338	0.407752
28	-0.054766	-0.6268	0.265931
29	-0.012173	-0.1393	0.444701
30	-0.090212	-1.0325	0.151865
31	-0.122453	-1.4015	0.081708
32	-0.068406	-0.7829	0.217539
33	-0.061903	-0.7085	0.239943
34	-0.050578	-0.5789	0.281827
35	0.036523	0.418	0.338305
36	-0.021203	-0.2427	0.404318

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.309815 & -3.546 & 0.000272 \tabularnewline
2 & -0.000701 & -0.008 & 0.496806 \tabularnewline
3 & -0.074718 & -0.8552 & 0.197005 \tabularnewline
4 & -0.166761 & -1.9087 & 0.029247 \tabularnewline
5 & -0.015146 & -0.1734 & 0.431319 \tabularnewline
6 & 0.018288 & 0.2093 & 0.417265 \tabularnewline
7 & -0.088086 & -1.0082 & 0.157611 \tabularnewline
8 & -0.133888 & -1.5324 & 0.063916 \tabularnewline
9 & 0.156405 & 1.7901 & 0.03787 \tabularnewline
10 & -0.05875 & -0.6724 & 0.251251 \tabularnewline
11 & -0.052428 & -0.6001 & 0.274749 \tabularnewline
12 & -0.115013 & -1.3164 & 0.095172 \tabularnewline
13 & 0.059956 & 0.6862 & 0.246893 \tabularnewline
14 & 0.004318 & 0.0494 & 0.48033 \tabularnewline
15 & 0.036587 & 0.4188 & 0.338041 \tabularnewline
16 & -0.086599 & -0.9912 & 0.161715 \tabularnewline
17 & -0.027835 & -0.3186 & 0.375275 \tabularnewline
18 & 0.019117 & 0.2188 & 0.41357 \tabularnewline
19 & -0.113792 & -1.3024 & 0.097531 \tabularnewline
20 & -0.256883 & -2.9402 & 0.00194 \tabularnewline
21 & 0.006843 & 0.0783 & 0.468846 \tabularnewline
22 & -0.224572 & -2.5703 & 0.005639 \tabularnewline
23 & 0.084529 & 0.9675 & 0.167543 \tabularnewline
24 & 0.117491 & 1.3447 & 0.090515 \tabularnewline
25 & 0.040033 & 0.4582 & 0.323783 \tabularnewline
26 & 0.029843 & 0.3416 & 0.366613 \tabularnewline
27 & -0.020427 & -0.2338 & 0.407752 \tabularnewline
28 & -0.054766 & -0.6268 & 0.265931 \tabularnewline
29 & -0.012173 & -0.1393 & 0.444701 \tabularnewline
30 & -0.090212 & -1.0325 & 0.151865 \tabularnewline
31 & -0.122453 & -1.4015 & 0.081708 \tabularnewline
32 & -0.068406 & -0.7829 & 0.217539 \tabularnewline
33 & -0.061903 & -0.7085 & 0.239943 \tabularnewline
34 & -0.050578 & -0.5789 & 0.281827 \tabularnewline
35 & 0.036523 & 0.418 & 0.338305 \tabularnewline
36 & -0.021203 & -0.2427 & 0.404318 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150002&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]-0.309815[/C][C]-3.546[/C][C]0.000272[/C][/ROW]
[ROW][C]2[/C][C]-0.000701[/C][C]-0.008[/C][C]0.496806[/C][/ROW]
[ROW][C]3[/C][C]-0.074718[/C][C]-0.8552[/C][C]0.197005[/C][/ROW]
[ROW][C]4[/C][C]-0.166761[/C][C]-1.9087[/C][C]0.029247[/C][/ROW]
[ROW][C]5[/C][C]-0.015146[/C][C]-0.1734[/C][C]0.431319[/C][/ROW]
[ROW][C]6[/C][C]0.018288[/C][C]0.2093[/C][C]0.417265[/C][/ROW]
[ROW][C]7[/C][C]-0.088086[/C][C]-1.0082[/C][C]0.157611[/C][/ROW]
[ROW][C]8[/C][C]-0.133888[/C][C]-1.5324[/C][C]0.063916[/C][/ROW]
[ROW][C]9[/C][C]0.156405[/C][C]1.7901[/C][C]0.03787[/C][/ROW]
[ROW][C]10[/C][C]-0.05875[/C][C]-0.6724[/C][C]0.251251[/C][/ROW]
[ROW][C]11[/C][C]-0.052428[/C][C]-0.6001[/C][C]0.274749[/C][/ROW]
[ROW][C]12[/C][C]-0.115013[/C][C]-1.3164[/C][C]0.095172[/C][/ROW]
[ROW][C]13[/C][C]0.059956[/C][C]0.6862[/C][C]0.246893[/C][/ROW]
[ROW][C]14[/C][C]0.004318[/C][C]0.0494[/C][C]0.48033[/C][/ROW]
[ROW][C]15[/C][C]0.036587[/C][C]0.4188[/C][C]0.338041[/C][/ROW]
[ROW][C]16[/C][C]-0.086599[/C][C]-0.9912[/C][C]0.161715[/C][/ROW]
[ROW][C]17[/C][C]-0.027835[/C][C]-0.3186[/C][C]0.375275[/C][/ROW]
[ROW][C]18[/C][C]0.019117[/C][C]0.2188[/C][C]0.41357[/C][/ROW]
[ROW][C]19[/C][C]-0.113792[/C][C]-1.3024[/C][C]0.097531[/C][/ROW]
[ROW][C]20[/C][C]-0.256883[/C][C]-2.9402[/C][C]0.00194[/C][/ROW]
[ROW][C]21[/C][C]0.006843[/C][C]0.0783[/C][C]0.468846[/C][/ROW]
[ROW][C]22[/C][C]-0.224572[/C][C]-2.5703[/C][C]0.005639[/C][/ROW]
[ROW][C]23[/C][C]0.084529[/C][C]0.9675[/C][C]0.167543[/C][/ROW]
[ROW][C]24[/C][C]0.117491[/C][C]1.3447[/C][C]0.090515[/C][/ROW]
[ROW][C]25[/C][C]0.040033[/C][C]0.4582[/C][C]0.323783[/C][/ROW]
[ROW][C]26[/C][C]0.029843[/C][C]0.3416[/C][C]0.366613[/C][/ROW]
[ROW][C]27[/C][C]-0.020427[/C][C]-0.2338[/C][C]0.407752[/C][/ROW]
[ROW][C]28[/C][C]-0.054766[/C][C]-0.6268[/C][C]0.265931[/C][/ROW]
[ROW][C]29[/C][C]-0.012173[/C][C]-0.1393[/C][C]0.444701[/C][/ROW]
[ROW][C]30[/C][C]-0.090212[/C][C]-1.0325[/C][C]0.151865[/C][/ROW]
[ROW][C]31[/C][C]-0.122453[/C][C]-1.4015[/C][C]0.081708[/C][/ROW]
[ROW][C]32[/C][C]-0.068406[/C][C]-0.7829[/C][C]0.217539[/C][/ROW]
[ROW][C]33[/C][C]-0.061903[/C][C]-0.7085[/C][C]0.239943[/C][/ROW]
[ROW][C]34[/C][C]-0.050578[/C][C]-0.5789[/C][C]0.281827[/C][/ROW]
[ROW][C]35[/C][C]0.036523[/C][C]0.418[/C][C]0.338305[/C][/ROW]
[ROW][C]36[/C][C]-0.021203[/C][C]-0.2427[/C][C]0.404318[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150002&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150002&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	-0.309815	-3.546	0.000272
2	-0.000701	-0.008	0.496806
3	-0.074718	-0.8552	0.197005
4	-0.166761	-1.9087	0.029247
5	-0.015146	-0.1734	0.431319
6	0.018288	0.2093	0.417265
7	-0.088086	-1.0082	0.157611
8	-0.133888	-1.5324	0.063916
9	0.156405	1.7901	0.03787
10	-0.05875	-0.6724	0.251251
11	-0.052428	-0.6001	0.274749
12	-0.115013	-1.3164	0.095172
13	0.059956	0.6862	0.246893
14	0.004318	0.0494	0.48033
15	0.036587	0.4188	0.338041
16	-0.086599	-0.9912	0.161715
17	-0.027835	-0.3186	0.375275
18	0.019117	0.2188	0.41357
19	-0.113792	-1.3024	0.097531
20	-0.256883	-2.9402	0.00194
21	0.006843	0.0783	0.468846
22	-0.224572	-2.5703	0.005639
23	0.084529	0.9675	0.167543
24	0.117491	1.3447	0.090515
25	0.040033	0.4582	0.323783
26	0.029843	0.3416	0.366613
27	-0.020427	-0.2338	0.407752
28	-0.054766	-0.6268	0.265931
29	-0.012173	-0.1393	0.444701
30	-0.090212	-1.0325	0.151865
31	-0.122453	-1.4015	0.081708
32	-0.068406	-0.7829	0.217539
33	-0.061903	-0.7085	0.239943
34	-0.050578	-0.5789	0.281827
35	0.036523	0.418	0.338305
36	-0.021203	-0.2427	0.404318

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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