Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

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

Tue, 20 Dec 2011 13:20:49 -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/20/t1324405272jybefdrpq15er6z.htm/, Retrieved Sun, 05 May 2024 23:17:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=158120, Retrieved Sun, 05 May 2024 23:17:17 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

138

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

-     [(Partial) Autocorrelation Function] [] [2011-12-03 13:49:01] [06c08141d7d783218a8164fd2ea166f2]
- R PD  [(Partial) Autocorrelation Function] [] [2011-12-20 10:37:20] [06c08141d7d783218a8164fd2ea166f2]
-   P     [(Partial) Autocorrelation Function] [] [2011-12-20 10:45:04] [06c08141d7d783218a8164fd2ea166f2]
-   P         [(Partial) Autocorrelation Function] [] [2011-12-20 18:20:49] [ce4468323d272130d499477f5e05a6d2] [Current]
-               [(Partial) Autocorrelation Function] [] [2011-12-20 18:26:39] [06c08141d7d783218a8164fd2ea166f2] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158120&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158120&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158120&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.172757	-1.2812	0.10275
2	-0.220778	-1.6373	0.053635
3	0.012959	0.0961	0.461894
4	-0.02877	-0.2134	0.415915
5	0.046889	0.3477	0.364681
6	-0.204291	-1.5151	0.067741
7	-0.08782	-0.6513	0.258786
8	0.031274	0.2319	0.408725
9	0.046	0.3411	0.367146
10	-0.227594	-1.6879	0.048548
11	0.090083	0.6681	0.253441
12	0.476181	3.5315	0.000422
13	-0.051982	-0.3855	0.350673
14	-0.072452	-0.5373	0.296608
15	-0.042651	-0.3163	0.376484
16	-0.09369	-0.6948	0.245046
17	0.137548	1.0201	0.156078
18	-0.16839	-1.2488	0.108512
19	-0.082422	-0.6113	0.271774
20	0.045331	0.3362	0.369006
21	0.014966	0.111	0.456015
22	-0.169749	-1.2589	0.106694
23	0.086756	0.6434	0.261319
24	0.256022	1.8987	0.031427
25	0.078671	0.5834	0.28099
26	-0.104451	-0.7746	0.220937
27	-0.04051	-0.3004	0.382491
28	-0.053838	-0.3993	0.345619
29	0.158829	1.1779	0.121953
30	-0.209345	-1.5525	0.063134
31	-0.051105	-0.379	0.353072
32	0.109543	0.8124	0.210035
33	-0.145234	-1.0771	0.143073
34	0.039247	0.2911	0.38605
35	0.019561	0.1451	0.442595
36	0.150736	1.1179	0.134238

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.172757 & -1.2812 & 0.10275 \tabularnewline
2 & -0.220778 & -1.6373 & 0.053635 \tabularnewline
3 & 0.012959 & 0.0961 & 0.461894 \tabularnewline
4 & -0.02877 & -0.2134 & 0.415915 \tabularnewline
5 & 0.046889 & 0.3477 & 0.364681 \tabularnewline
6 & -0.204291 & -1.5151 & 0.067741 \tabularnewline
7 & -0.08782 & -0.6513 & 0.258786 \tabularnewline
8 & 0.031274 & 0.2319 & 0.408725 \tabularnewline
9 & 0.046 & 0.3411 & 0.367146 \tabularnewline
10 & -0.227594 & -1.6879 & 0.048548 \tabularnewline
11 & 0.090083 & 0.6681 & 0.253441 \tabularnewline
12 & 0.476181 & 3.5315 & 0.000422 \tabularnewline
13 & -0.051982 & -0.3855 & 0.350673 \tabularnewline
14 & -0.072452 & -0.5373 & 0.296608 \tabularnewline
15 & -0.042651 & -0.3163 & 0.376484 \tabularnewline
16 & -0.09369 & -0.6948 & 0.245046 \tabularnewline
17 & 0.137548 & 1.0201 & 0.156078 \tabularnewline
18 & -0.16839 & -1.2488 & 0.108512 \tabularnewline
19 & -0.082422 & -0.6113 & 0.271774 \tabularnewline
20 & 0.045331 & 0.3362 & 0.369006 \tabularnewline
21 & 0.014966 & 0.111 & 0.456015 \tabularnewline
22 & -0.169749 & -1.2589 & 0.106694 \tabularnewline
23 & 0.086756 & 0.6434 & 0.261319 \tabularnewline
24 & 0.256022 & 1.8987 & 0.031427 \tabularnewline
25 & 0.078671 & 0.5834 & 0.28099 \tabularnewline
26 & -0.104451 & -0.7746 & 0.220937 \tabularnewline
27 & -0.04051 & -0.3004 & 0.382491 \tabularnewline
28 & -0.053838 & -0.3993 & 0.345619 \tabularnewline
29 & 0.158829 & 1.1779 & 0.121953 \tabularnewline
30 & -0.209345 & -1.5525 & 0.063134 \tabularnewline
31 & -0.051105 & -0.379 & 0.353072 \tabularnewline
32 & 0.109543 & 0.8124 & 0.210035 \tabularnewline
33 & -0.145234 & -1.0771 & 0.143073 \tabularnewline
34 & 0.039247 & 0.2911 & 0.38605 \tabularnewline
35 & 0.019561 & 0.1451 & 0.442595 \tabularnewline
36 & 0.150736 & 1.1179 & 0.134238 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158120&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]-0.172757[/C][C]-1.2812[/C][C]0.10275[/C][/ROW]
[ROW][C]2[/C][C]-0.220778[/C][C]-1.6373[/C][C]0.053635[/C][/ROW]
[ROW][C]3[/C][C]0.012959[/C][C]0.0961[/C][C]0.461894[/C][/ROW]
[ROW][C]4[/C][C]-0.02877[/C][C]-0.2134[/C][C]0.415915[/C][/ROW]
[ROW][C]5[/C][C]0.046889[/C][C]0.3477[/C][C]0.364681[/C][/ROW]
[ROW][C]6[/C][C]-0.204291[/C][C]-1.5151[/C][C]0.067741[/C][/ROW]
[ROW][C]7[/C][C]-0.08782[/C][C]-0.6513[/C][C]0.258786[/C][/ROW]
[ROW][C]8[/C][C]0.031274[/C][C]0.2319[/C][C]0.408725[/C][/ROW]
[ROW][C]9[/C][C]0.046[/C][C]0.3411[/C][C]0.367146[/C][/ROW]
[ROW][C]10[/C][C]-0.227594[/C][C]-1.6879[/C][C]0.048548[/C][/ROW]
[ROW][C]11[/C][C]0.090083[/C][C]0.6681[/C][C]0.253441[/C][/ROW]
[ROW][C]12[/C][C]0.476181[/C][C]3.5315[/C][C]0.000422[/C][/ROW]
[ROW][C]13[/C][C]-0.051982[/C][C]-0.3855[/C][C]0.350673[/C][/ROW]
[ROW][C]14[/C][C]-0.072452[/C][C]-0.5373[/C][C]0.296608[/C][/ROW]
[ROW][C]15[/C][C]-0.042651[/C][C]-0.3163[/C][C]0.376484[/C][/ROW]
[ROW][C]16[/C][C]-0.09369[/C][C]-0.6948[/C][C]0.245046[/C][/ROW]
[ROW][C]17[/C][C]0.137548[/C][C]1.0201[/C][C]0.156078[/C][/ROW]
[ROW][C]18[/C][C]-0.16839[/C][C]-1.2488[/C][C]0.108512[/C][/ROW]
[ROW][C]19[/C][C]-0.082422[/C][C]-0.6113[/C][C]0.271774[/C][/ROW]
[ROW][C]20[/C][C]0.045331[/C][C]0.3362[/C][C]0.369006[/C][/ROW]
[ROW][C]21[/C][C]0.014966[/C][C]0.111[/C][C]0.456015[/C][/ROW]
[ROW][C]22[/C][C]-0.169749[/C][C]-1.2589[/C][C]0.106694[/C][/ROW]
[ROW][C]23[/C][C]0.086756[/C][C]0.6434[/C][C]0.261319[/C][/ROW]
[ROW][C]24[/C][C]0.256022[/C][C]1.8987[/C][C]0.031427[/C][/ROW]
[ROW][C]25[/C][C]0.078671[/C][C]0.5834[/C][C]0.28099[/C][/ROW]
[ROW][C]26[/C][C]-0.104451[/C][C]-0.7746[/C][C]0.220937[/C][/ROW]
[ROW][C]27[/C][C]-0.04051[/C][C]-0.3004[/C][C]0.382491[/C][/ROW]
[ROW][C]28[/C][C]-0.053838[/C][C]-0.3993[/C][C]0.345619[/C][/ROW]
[ROW][C]29[/C][C]0.158829[/C][C]1.1779[/C][C]0.121953[/C][/ROW]
[ROW][C]30[/C][C]-0.209345[/C][C]-1.5525[/C][C]0.063134[/C][/ROW]
[ROW][C]31[/C][C]-0.051105[/C][C]-0.379[/C][C]0.353072[/C][/ROW]
[ROW][C]32[/C][C]0.109543[/C][C]0.8124[/C][C]0.210035[/C][/ROW]
[ROW][C]33[/C][C]-0.145234[/C][C]-1.0771[/C][C]0.143073[/C][/ROW]
[ROW][C]34[/C][C]0.039247[/C][C]0.2911[/C][C]0.38605[/C][/ROW]
[ROW][C]35[/C][C]0.019561[/C][C]0.1451[/C][C]0.442595[/C][/ROW]
[ROW][C]36[/C][C]0.150736[/C][C]1.1179[/C][C]0.134238[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158120&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158120&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	-0.172757	-1.2812	0.10275
2	-0.220778	-1.6373	0.053635
3	0.012959	0.0961	0.461894
4	-0.02877	-0.2134	0.415915
5	0.046889	0.3477	0.364681
6	-0.204291	-1.5151	0.067741
7	-0.08782	-0.6513	0.258786
8	0.031274	0.2319	0.408725
9	0.046	0.3411	0.367146
10	-0.227594	-1.6879	0.048548
11	0.090083	0.6681	0.253441
12	0.476181	3.5315	0.000422
13	-0.051982	-0.3855	0.350673
14	-0.072452	-0.5373	0.296608
15	-0.042651	-0.3163	0.376484
16	-0.09369	-0.6948	0.245046
17	0.137548	1.0201	0.156078
18	-0.16839	-1.2488	0.108512
19	-0.082422	-0.6113	0.271774
20	0.045331	0.3362	0.369006
21	0.014966	0.111	0.456015
22	-0.169749	-1.2589	0.106694
23	0.086756	0.6434	0.261319
24	0.256022	1.8987	0.031427
25	0.078671	0.5834	0.28099
26	-0.104451	-0.7746	0.220937
27	-0.04051	-0.3004	0.382491
28	-0.053838	-0.3993	0.345619
29	0.158829	1.1779	0.121953
30	-0.209345	-1.5525	0.063134
31	-0.051105	-0.379	0.353072
32	0.109543	0.8124	0.210035
33	-0.145234	-1.0771	0.143073
34	0.039247	0.2911	0.38605
35	0.019561	0.1451	0.442595
36	0.150736	1.1179	0.134238

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.172757	-1.2812	0.10275
2	-0.258333	-1.9158	0.030294
3	-0.087987	-0.6525	0.25839
4	-0.113664	-0.843	0.201452
5	-0.001567	-0.0116	0.495384
6	-0.254177	-1.885	0.032357
7	-0.220809	-1.6376	0.053611
8	-0.215485	-1.5981	0.057877
9	-0.149121	-1.1059	0.136789
10	-0.493378	-3.659	0.000284
11	-0.406808	-3.017	0.001931
12	0.061296	0.4546	0.325599
13	-0.042797	-0.3174	0.376074
14	-0.004523	-0.0335	0.486681
15	0.010584	0.0785	0.468862
16	-0.208919	-1.5494	0.063512
17	-0.049235	-0.3651	0.358205
18	-0.083484	-0.6191	0.269193
19	0.011314	0.0839	0.466719
20	0.008365	0.062	0.47538
21	0.129382	0.9595	0.170747
22	-0.03469	-0.2573	0.398966
23	-0.050784	-0.3766	0.353951
24	-0.048981	-0.3633	0.358904
25	0.130675	0.9691	0.168366
26	-0.080253	-0.5952	0.277086
27	0.147015	1.0903	0.140169
28	-0.00279	-0.0207	0.491782
29	0.183315	1.3595	0.089768
30	-0.111925	-0.8301	0.205048
31	0.08749	0.6488	0.259569
32	0.01476	0.1095	0.456618
33	-0.082223	-0.6098	0.272258
34	0.084562	0.6271	0.266586
35	0.122187	0.9062	0.1844
36	0.009312	0.0691	0.472596

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.172757 & -1.2812 & 0.10275 \tabularnewline
2 & -0.258333 & -1.9158 & 0.030294 \tabularnewline
3 & -0.087987 & -0.6525 & 0.25839 \tabularnewline
4 & -0.113664 & -0.843 & 0.201452 \tabularnewline
5 & -0.001567 & -0.0116 & 0.495384 \tabularnewline
6 & -0.254177 & -1.885 & 0.032357 \tabularnewline
7 & -0.220809 & -1.6376 & 0.053611 \tabularnewline
8 & -0.215485 & -1.5981 & 0.057877 \tabularnewline
9 & -0.149121 & -1.1059 & 0.136789 \tabularnewline
10 & -0.493378 & -3.659 & 0.000284 \tabularnewline
11 & -0.406808 & -3.017 & 0.001931 \tabularnewline
12 & 0.061296 & 0.4546 & 0.325599 \tabularnewline
13 & -0.042797 & -0.3174 & 0.376074 \tabularnewline
14 & -0.004523 & -0.0335 & 0.486681 \tabularnewline
15 & 0.010584 & 0.0785 & 0.468862 \tabularnewline
16 & -0.208919 & -1.5494 & 0.063512 \tabularnewline
17 & -0.049235 & -0.3651 & 0.358205 \tabularnewline
18 & -0.083484 & -0.6191 & 0.269193 \tabularnewline
19 & 0.011314 & 0.0839 & 0.466719 \tabularnewline
20 & 0.008365 & 0.062 & 0.47538 \tabularnewline
21 & 0.129382 & 0.9595 & 0.170747 \tabularnewline
22 & -0.03469 & -0.2573 & 0.398966 \tabularnewline
23 & -0.050784 & -0.3766 & 0.353951 \tabularnewline
24 & -0.048981 & -0.3633 & 0.358904 \tabularnewline
25 & 0.130675 & 0.9691 & 0.168366 \tabularnewline
26 & -0.080253 & -0.5952 & 0.277086 \tabularnewline
27 & 0.147015 & 1.0903 & 0.140169 \tabularnewline
28 & -0.00279 & -0.0207 & 0.491782 \tabularnewline
29 & 0.183315 & 1.3595 & 0.089768 \tabularnewline
30 & -0.111925 & -0.8301 & 0.205048 \tabularnewline
31 & 0.08749 & 0.6488 & 0.259569 \tabularnewline
32 & 0.01476 & 0.1095 & 0.456618 \tabularnewline
33 & -0.082223 & -0.6098 & 0.272258 \tabularnewline
34 & 0.084562 & 0.6271 & 0.266586 \tabularnewline
35 & 0.122187 & 0.9062 & 0.1844 \tabularnewline
36 & 0.009312 & 0.0691 & 0.472596 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158120&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]-0.172757[/C][C]-1.2812[/C][C]0.10275[/C][/ROW]
[ROW][C]2[/C][C]-0.258333[/C][C]-1.9158[/C][C]0.030294[/C][/ROW]
[ROW][C]3[/C][C]-0.087987[/C][C]-0.6525[/C][C]0.25839[/C][/ROW]
[ROW][C]4[/C][C]-0.113664[/C][C]-0.843[/C][C]0.201452[/C][/ROW]
[ROW][C]5[/C][C]-0.001567[/C][C]-0.0116[/C][C]0.495384[/C][/ROW]
[ROW][C]6[/C][C]-0.254177[/C][C]-1.885[/C][C]0.032357[/C][/ROW]
[ROW][C]7[/C][C]-0.220809[/C][C]-1.6376[/C][C]0.053611[/C][/ROW]
[ROW][C]8[/C][C]-0.215485[/C][C]-1.5981[/C][C]0.057877[/C][/ROW]
[ROW][C]9[/C][C]-0.149121[/C][C]-1.1059[/C][C]0.136789[/C][/ROW]
[ROW][C]10[/C][C]-0.493378[/C][C]-3.659[/C][C]0.000284[/C][/ROW]
[ROW][C]11[/C][C]-0.406808[/C][C]-3.017[/C][C]0.001931[/C][/ROW]
[ROW][C]12[/C][C]0.061296[/C][C]0.4546[/C][C]0.325599[/C][/ROW]
[ROW][C]13[/C][C]-0.042797[/C][C]-0.3174[/C][C]0.376074[/C][/ROW]
[ROW][C]14[/C][C]-0.004523[/C][C]-0.0335[/C][C]0.486681[/C][/ROW]
[ROW][C]15[/C][C]0.010584[/C][C]0.0785[/C][C]0.468862[/C][/ROW]
[ROW][C]16[/C][C]-0.208919[/C][C]-1.5494[/C][C]0.063512[/C][/ROW]
[ROW][C]17[/C][C]-0.049235[/C][C]-0.3651[/C][C]0.358205[/C][/ROW]
[ROW][C]18[/C][C]-0.083484[/C][C]-0.6191[/C][C]0.269193[/C][/ROW]
[ROW][C]19[/C][C]0.011314[/C][C]0.0839[/C][C]0.466719[/C][/ROW]
[ROW][C]20[/C][C]0.008365[/C][C]0.062[/C][C]0.47538[/C][/ROW]
[ROW][C]21[/C][C]0.129382[/C][C]0.9595[/C][C]0.170747[/C][/ROW]
[ROW][C]22[/C][C]-0.03469[/C][C]-0.2573[/C][C]0.398966[/C][/ROW]
[ROW][C]23[/C][C]-0.050784[/C][C]-0.3766[/C][C]0.353951[/C][/ROW]
[ROW][C]24[/C][C]-0.048981[/C][C]-0.3633[/C][C]0.358904[/C][/ROW]
[ROW][C]25[/C][C]0.130675[/C][C]0.9691[/C][C]0.168366[/C][/ROW]
[ROW][C]26[/C][C]-0.080253[/C][C]-0.5952[/C][C]0.277086[/C][/ROW]
[ROW][C]27[/C][C]0.147015[/C][C]1.0903[/C][C]0.140169[/C][/ROW]
[ROW][C]28[/C][C]-0.00279[/C][C]-0.0207[/C][C]0.491782[/C][/ROW]
[ROW][C]29[/C][C]0.183315[/C][C]1.3595[/C][C]0.089768[/C][/ROW]
[ROW][C]30[/C][C]-0.111925[/C][C]-0.8301[/C][C]0.205048[/C][/ROW]
[ROW][C]31[/C][C]0.08749[/C][C]0.6488[/C][C]0.259569[/C][/ROW]
[ROW][C]32[/C][C]0.01476[/C][C]0.1095[/C][C]0.456618[/C][/ROW]
[ROW][C]33[/C][C]-0.082223[/C][C]-0.6098[/C][C]0.272258[/C][/ROW]
[ROW][C]34[/C][C]0.084562[/C][C]0.6271[/C][C]0.266586[/C][/ROW]
[ROW][C]35[/C][C]0.122187[/C][C]0.9062[/C][C]0.1844[/C][/ROW]
[ROW][C]36[/C][C]0.009312[/C][C]0.0691[/C][C]0.472596[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158120&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158120&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	-0.172757	-1.2812	0.10275
2	-0.258333	-1.9158	0.030294
3	-0.087987	-0.6525	0.25839
4	-0.113664	-0.843	0.201452
5	-0.001567	-0.0116	0.495384
6	-0.254177	-1.885	0.032357
7	-0.220809	-1.6376	0.053611
8	-0.215485	-1.5981	0.057877
9	-0.149121	-1.1059	0.136789
10	-0.493378	-3.659	0.000284
11	-0.406808	-3.017	0.001931
12	0.061296	0.4546	0.325599
13	-0.042797	-0.3174	0.376074
14	-0.004523	-0.0335	0.486681
15	0.010584	0.0785	0.468862
16	-0.208919	-1.5494	0.063512
17	-0.049235	-0.3651	0.358205
18	-0.083484	-0.6191	0.269193
19	0.011314	0.0839	0.466719
20	0.008365	0.062	0.47538
21	0.129382	0.9595	0.170747
22	-0.03469	-0.2573	0.398966
23	-0.050784	-0.3766	0.353951
24	-0.048981	-0.3633	0.358904
25	0.130675	0.9691	0.168366
26	-0.080253	-0.5952	0.277086
27	0.147015	1.0903	0.140169
28	-0.00279	-0.0207	0.491782
29	0.183315	1.3595	0.089768
30	-0.111925	-0.8301	0.205048
31	0.08749	0.6488	0.259569
32	0.01476	0.1095	0.456618
33	-0.082223	-0.6098	0.272258
34	0.084562	0.6271	0.266586
35	0.122187	0.9062	0.1844
36	0.009312	0.0691	0.472596

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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