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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Nov 2011 05:44:59 -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/Nov/21/t1321872462rxnqxp7iep2otsm.htm/, Retrieved Thu, 25 Apr 2024 05:47:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=145694, Retrieved Thu, 25 Apr 2024 05:47:15 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

145

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

-       [(Partial) Autocorrelation Function] [Autocorrelatiefun...] [2011-11-21 10:44:59] [de3755f9a1b164103f4acd66d3337cdc] [Current]

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Dataseries X:

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Histogram

Boxplots

4,23
4,38
4,43
4,44
4,44
4,44
4,44
4,44
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,45
4,46
4,46
4,46
4,48
4,58
4,67
4,68
4,68
4,69
4,69
4,69
4,69
4,69
4,69
4,69
4,73
4,78
4,79
4,79
4,8
4,8
4,81
5,16
5,26
5,29
5,29
5,29
5,3
5,3
5,3
5,3
5,3
5,3
5,3
5,3
5,35
5,44
5,47
5,47
5,48
5,48
5,48
5,48
5,48
5,48
5,48
5,5
5,55
5,55
5,57
5,58
5,58
5,58
5,59
5,59
5,59
5,61
5,61
5,61
5,63
5,69
5,7
5,7
5,7
5,7
5,7
5,7
5,7

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' @ jenkins.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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145694&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145694&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.287282	2.6173	0.005265
2	-0.020632	-0.188	0.425682
3	-0.08467	-0.7714	0.221335
4	-0.096716	-0.8811	0.190396
5	-0.083686	-0.7624	0.223986
6	-0.021074	-0.192	0.424109
7	-0.009884	-0.09	0.464234
8	-0.091233	-0.8312	0.204131
9	-0.108099	-0.9848	0.163785
10	-0.081391	-0.7415	0.230239
11	-0.035306	-0.3217	0.374262
12	-0.021397	-0.1949	0.422959
13	0.067432	0.6143	0.270339
14	0.110097	1.003	0.15938
15	-0.047408	-0.4319	0.333466
16	-0.097198	-0.8855	0.189217
17	0.090795	0.8272	0.205252
18	0.168095	1.5314	0.064734
19	0.107085	0.9756	0.166052
20	0.028194	0.2569	0.398963
21	-0.069456	-0.6328	0.264309
22	-0.076195	-0.6942	0.244758
23	-0.055756	-0.508	0.306415
24	-0.008091	-0.0737	0.470707
25	0.002659	0.0242	0.490365
26	-0.106842	-0.9734	0.166596
27	-0.077285	-0.7041	0.241672
28	-0.098449	-0.8969	0.186179
29	-0.106637	-0.9715	0.16706
30	-0.017238	-0.157	0.437795
31	0.040472	0.3687	0.356639
32	-0.013865	-0.1263	0.449895
33	-0.058609	-0.534	0.297402
34	-0.046148	-0.4204	0.337628
35	-0.074283	-0.6767	0.250224
36	0.027654	0.2519	0.400855

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.287282 & 2.6173 & 0.005265 \tabularnewline
2 & -0.020632 & -0.188 & 0.425682 \tabularnewline
3 & -0.08467 & -0.7714 & 0.221335 \tabularnewline
4 & -0.096716 & -0.8811 & 0.190396 \tabularnewline
5 & -0.083686 & -0.7624 & 0.223986 \tabularnewline
6 & -0.021074 & -0.192 & 0.424109 \tabularnewline
7 & -0.009884 & -0.09 & 0.464234 \tabularnewline
8 & -0.091233 & -0.8312 & 0.204131 \tabularnewline
9 & -0.108099 & -0.9848 & 0.163785 \tabularnewline
10 & -0.081391 & -0.7415 & 0.230239 \tabularnewline
11 & -0.035306 & -0.3217 & 0.374262 \tabularnewline
12 & -0.021397 & -0.1949 & 0.422959 \tabularnewline
13 & 0.067432 & 0.6143 & 0.270339 \tabularnewline
14 & 0.110097 & 1.003 & 0.15938 \tabularnewline
15 & -0.047408 & -0.4319 & 0.333466 \tabularnewline
16 & -0.097198 & -0.8855 & 0.189217 \tabularnewline
17 & 0.090795 & 0.8272 & 0.205252 \tabularnewline
18 & 0.168095 & 1.5314 & 0.064734 \tabularnewline
19 & 0.107085 & 0.9756 & 0.166052 \tabularnewline
20 & 0.028194 & 0.2569 & 0.398963 \tabularnewline
21 & -0.069456 & -0.6328 & 0.264309 \tabularnewline
22 & -0.076195 & -0.6942 & 0.244758 \tabularnewline
23 & -0.055756 & -0.508 & 0.306415 \tabularnewline
24 & -0.008091 & -0.0737 & 0.470707 \tabularnewline
25 & 0.002659 & 0.0242 & 0.490365 \tabularnewline
26 & -0.106842 & -0.9734 & 0.166596 \tabularnewline
27 & -0.077285 & -0.7041 & 0.241672 \tabularnewline
28 & -0.098449 & -0.8969 & 0.186179 \tabularnewline
29 & -0.106637 & -0.9715 & 0.16706 \tabularnewline
30 & -0.017238 & -0.157 & 0.437795 \tabularnewline
31 & 0.040472 & 0.3687 & 0.356639 \tabularnewline
32 & -0.013865 & -0.1263 & 0.449895 \tabularnewline
33 & -0.058609 & -0.534 & 0.297402 \tabularnewline
34 & -0.046148 & -0.4204 & 0.337628 \tabularnewline
35 & -0.074283 & -0.6767 & 0.250224 \tabularnewline
36 & 0.027654 & 0.2519 & 0.400855 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145694&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]0.287282[/C][C]2.6173[/C][C]0.005265[/C][/ROW]
[ROW][C]2[/C][C]-0.020632[/C][C]-0.188[/C][C]0.425682[/C][/ROW]
[ROW][C]3[/C][C]-0.08467[/C][C]-0.7714[/C][C]0.221335[/C][/ROW]
[ROW][C]4[/C][C]-0.096716[/C][C]-0.8811[/C][C]0.190396[/C][/ROW]
[ROW][C]5[/C][C]-0.083686[/C][C]-0.7624[/C][C]0.223986[/C][/ROW]
[ROW][C]6[/C][C]-0.021074[/C][C]-0.192[/C][C]0.424109[/C][/ROW]
[ROW][C]7[/C][C]-0.009884[/C][C]-0.09[/C][C]0.464234[/C][/ROW]
[ROW][C]8[/C][C]-0.091233[/C][C]-0.8312[/C][C]0.204131[/C][/ROW]
[ROW][C]9[/C][C]-0.108099[/C][C]-0.9848[/C][C]0.163785[/C][/ROW]
[ROW][C]10[/C][C]-0.081391[/C][C]-0.7415[/C][C]0.230239[/C][/ROW]
[ROW][C]11[/C][C]-0.035306[/C][C]-0.3217[/C][C]0.374262[/C][/ROW]
[ROW][C]12[/C][C]-0.021397[/C][C]-0.1949[/C][C]0.422959[/C][/ROW]
[ROW][C]13[/C][C]0.067432[/C][C]0.6143[/C][C]0.270339[/C][/ROW]
[ROW][C]14[/C][C]0.110097[/C][C]1.003[/C][C]0.15938[/C][/ROW]
[ROW][C]15[/C][C]-0.047408[/C][C]-0.4319[/C][C]0.333466[/C][/ROW]
[ROW][C]16[/C][C]-0.097198[/C][C]-0.8855[/C][C]0.189217[/C][/ROW]
[ROW][C]17[/C][C]0.090795[/C][C]0.8272[/C][C]0.205252[/C][/ROW]
[ROW][C]18[/C][C]0.168095[/C][C]1.5314[/C][C]0.064734[/C][/ROW]
[ROW][C]19[/C][C]0.107085[/C][C]0.9756[/C][C]0.166052[/C][/ROW]
[ROW][C]20[/C][C]0.028194[/C][C]0.2569[/C][C]0.398963[/C][/ROW]
[ROW][C]21[/C][C]-0.069456[/C][C]-0.6328[/C][C]0.264309[/C][/ROW]
[ROW][C]22[/C][C]-0.076195[/C][C]-0.6942[/C][C]0.244758[/C][/ROW]
[ROW][C]23[/C][C]-0.055756[/C][C]-0.508[/C][C]0.306415[/C][/ROW]
[ROW][C]24[/C][C]-0.008091[/C][C]-0.0737[/C][C]0.470707[/C][/ROW]
[ROW][C]25[/C][C]0.002659[/C][C]0.0242[/C][C]0.490365[/C][/ROW]
[ROW][C]26[/C][C]-0.106842[/C][C]-0.9734[/C][C]0.166596[/C][/ROW]
[ROW][C]27[/C][C]-0.077285[/C][C]-0.7041[/C][C]0.241672[/C][/ROW]
[ROW][C]28[/C][C]-0.098449[/C][C]-0.8969[/C][C]0.186179[/C][/ROW]
[ROW][C]29[/C][C]-0.106637[/C][C]-0.9715[/C][C]0.16706[/C][/ROW]
[ROW][C]30[/C][C]-0.017238[/C][C]-0.157[/C][C]0.437795[/C][/ROW]
[ROW][C]31[/C][C]0.040472[/C][C]0.3687[/C][C]0.356639[/C][/ROW]
[ROW][C]32[/C][C]-0.013865[/C][C]-0.1263[/C][C]0.449895[/C][/ROW]
[ROW][C]33[/C][C]-0.058609[/C][C]-0.534[/C][C]0.297402[/C][/ROW]
[ROW][C]34[/C][C]-0.046148[/C][C]-0.4204[/C][C]0.337628[/C][/ROW]
[ROW][C]35[/C][C]-0.074283[/C][C]-0.6767[/C][C]0.250224[/C][/ROW]
[ROW][C]36[/C][C]0.027654[/C][C]0.2519[/C][C]0.400855[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145694&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	0.287282	2.6173	0.005265
2	-0.020632	-0.188	0.425682
3	-0.08467	-0.7714	0.221335
4	-0.096716	-0.8811	0.190396
5	-0.083686	-0.7624	0.223986
6	-0.021074	-0.192	0.424109
7	-0.009884	-0.09	0.464234
8	-0.091233	-0.8312	0.204131
9	-0.108099	-0.9848	0.163785
10	-0.081391	-0.7415	0.230239
11	-0.035306	-0.3217	0.374262
12	-0.021397	-0.1949	0.422959
13	0.067432	0.6143	0.270339
14	0.110097	1.003	0.15938
15	-0.047408	-0.4319	0.333466
16	-0.097198	-0.8855	0.189217
17	0.090795	0.8272	0.205252
18	0.168095	1.5314	0.064734
19	0.107085	0.9756	0.166052
20	0.028194	0.2569	0.398963
21	-0.069456	-0.6328	0.264309
22	-0.076195	-0.6942	0.244758
23	-0.055756	-0.508	0.306415
24	-0.008091	-0.0737	0.470707
25	0.002659	0.0242	0.490365
26	-0.106842	-0.9734	0.166596
27	-0.077285	-0.7041	0.241672
28	-0.098449	-0.8969	0.186179
29	-0.106637	-0.9715	0.16706
30	-0.017238	-0.157	0.437795
31	0.040472	0.3687	0.356639
32	-0.013865	-0.1263	0.449895
33	-0.058609	-0.534	0.297402
34	-0.046148	-0.4204	0.337628
35	-0.074283	-0.6767	0.250224
36	0.027654	0.2519	0.400855

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.287282	2.6173	0.005265
2	-0.112443	-1.0244	0.154311
3	-0.05053	-0.4604	0.323233
4	-0.063757	-0.5809	0.281455
5	-0.049589	-0.4518	0.326303
6	0.005395	0.0491	0.480459
7	-0.024678	-0.2248	0.411331
8	-0.106307	-0.9685	0.167804
9	-0.069209	-0.6305	0.265043
10	-0.053544	-0.4878	0.313487
11	-0.025728	-0.2344	0.40763
12	-0.043425	-0.3956	0.346701
13	0.054173	0.4935	0.311468
14	0.052546	0.4787	0.316699
15	-0.120748	-1.1001	0.137241
16	-0.060488	-0.5511	0.291532
17	0.144265	1.3143	0.096181
18	0.098993	0.9019	0.184867
19	0.022124	0.2016	0.420378
20	-0.016629	-0.1515	0.439974
21	-0.053406	-0.4865	0.313931
22	0.019953	0.1818	0.428098
23	-0.010126	-0.0923	0.463361
24	-0.002923	-0.0266	0.489409
25	-0.002137	-0.0195	0.492256
26	-0.114035	-1.0389	0.150933
27	-0.01143	-0.1041	0.458658
28	-0.08542	-0.7782	0.219327
29	-0.054877	-0.5	0.309216
30	0.004712	0.0429	0.48293
31	-0.061338	-0.5588	0.288897
32	-0.099295	-0.9046	0.184143
33	-0.05486	-0.4998	0.309271
34	-0.040755	-0.3713	0.355682
35	-0.112424	-1.0242	0.15435
36	-0.009648	-0.0879	0.465084

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.287282 & 2.6173 & 0.005265 \tabularnewline
2 & -0.112443 & -1.0244 & 0.154311 \tabularnewline
3 & -0.05053 & -0.4604 & 0.323233 \tabularnewline
4 & -0.063757 & -0.5809 & 0.281455 \tabularnewline
5 & -0.049589 & -0.4518 & 0.326303 \tabularnewline
6 & 0.005395 & 0.0491 & 0.480459 \tabularnewline
7 & -0.024678 & -0.2248 & 0.411331 \tabularnewline
8 & -0.106307 & -0.9685 & 0.167804 \tabularnewline
9 & -0.069209 & -0.6305 & 0.265043 \tabularnewline
10 & -0.053544 & -0.4878 & 0.313487 \tabularnewline
11 & -0.025728 & -0.2344 & 0.40763 \tabularnewline
12 & -0.043425 & -0.3956 & 0.346701 \tabularnewline
13 & 0.054173 & 0.4935 & 0.311468 \tabularnewline
14 & 0.052546 & 0.4787 & 0.316699 \tabularnewline
15 & -0.120748 & -1.1001 & 0.137241 \tabularnewline
16 & -0.060488 & -0.5511 & 0.291532 \tabularnewline
17 & 0.144265 & 1.3143 & 0.096181 \tabularnewline
18 & 0.098993 & 0.9019 & 0.184867 \tabularnewline
19 & 0.022124 & 0.2016 & 0.420378 \tabularnewline
20 & -0.016629 & -0.1515 & 0.439974 \tabularnewline
21 & -0.053406 & -0.4865 & 0.313931 \tabularnewline
22 & 0.019953 & 0.1818 & 0.428098 \tabularnewline
23 & -0.010126 & -0.0923 & 0.463361 \tabularnewline
24 & -0.002923 & -0.0266 & 0.489409 \tabularnewline
25 & -0.002137 & -0.0195 & 0.492256 \tabularnewline
26 & -0.114035 & -1.0389 & 0.150933 \tabularnewline
27 & -0.01143 & -0.1041 & 0.458658 \tabularnewline
28 & -0.08542 & -0.7782 & 0.219327 \tabularnewline
29 & -0.054877 & -0.5 & 0.309216 \tabularnewline
30 & 0.004712 & 0.0429 & 0.48293 \tabularnewline
31 & -0.061338 & -0.5588 & 0.288897 \tabularnewline
32 & -0.099295 & -0.9046 & 0.184143 \tabularnewline
33 & -0.05486 & -0.4998 & 0.309271 \tabularnewline
34 & -0.040755 & -0.3713 & 0.355682 \tabularnewline
35 & -0.112424 & -1.0242 & 0.15435 \tabularnewline
36 & -0.009648 & -0.0879 & 0.465084 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145694&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]0.287282[/C][C]2.6173[/C][C]0.005265[/C][/ROW]
[ROW][C]2[/C][C]-0.112443[/C][C]-1.0244[/C][C]0.154311[/C][/ROW]
[ROW][C]3[/C][C]-0.05053[/C][C]-0.4604[/C][C]0.323233[/C][/ROW]
[ROW][C]4[/C][C]-0.063757[/C][C]-0.5809[/C][C]0.281455[/C][/ROW]
[ROW][C]5[/C][C]-0.049589[/C][C]-0.4518[/C][C]0.326303[/C][/ROW]
[ROW][C]6[/C][C]0.005395[/C][C]0.0491[/C][C]0.480459[/C][/ROW]
[ROW][C]7[/C][C]-0.024678[/C][C]-0.2248[/C][C]0.411331[/C][/ROW]
[ROW][C]8[/C][C]-0.106307[/C][C]-0.9685[/C][C]0.167804[/C][/ROW]
[ROW][C]9[/C][C]-0.069209[/C][C]-0.6305[/C][C]0.265043[/C][/ROW]
[ROW][C]10[/C][C]-0.053544[/C][C]-0.4878[/C][C]0.313487[/C][/ROW]
[ROW][C]11[/C][C]-0.025728[/C][C]-0.2344[/C][C]0.40763[/C][/ROW]
[ROW][C]12[/C][C]-0.043425[/C][C]-0.3956[/C][C]0.346701[/C][/ROW]
[ROW][C]13[/C][C]0.054173[/C][C]0.4935[/C][C]0.311468[/C][/ROW]
[ROW][C]14[/C][C]0.052546[/C][C]0.4787[/C][C]0.316699[/C][/ROW]
[ROW][C]15[/C][C]-0.120748[/C][C]-1.1001[/C][C]0.137241[/C][/ROW]
[ROW][C]16[/C][C]-0.060488[/C][C]-0.5511[/C][C]0.291532[/C][/ROW]
[ROW][C]17[/C][C]0.144265[/C][C]1.3143[/C][C]0.096181[/C][/ROW]
[ROW][C]18[/C][C]0.098993[/C][C]0.9019[/C][C]0.184867[/C][/ROW]
[ROW][C]19[/C][C]0.022124[/C][C]0.2016[/C][C]0.420378[/C][/ROW]
[ROW][C]20[/C][C]-0.016629[/C][C]-0.1515[/C][C]0.439974[/C][/ROW]
[ROW][C]21[/C][C]-0.053406[/C][C]-0.4865[/C][C]0.313931[/C][/ROW]
[ROW][C]22[/C][C]0.019953[/C][C]0.1818[/C][C]0.428098[/C][/ROW]
[ROW][C]23[/C][C]-0.010126[/C][C]-0.0923[/C][C]0.463361[/C][/ROW]
[ROW][C]24[/C][C]-0.002923[/C][C]-0.0266[/C][C]0.489409[/C][/ROW]
[ROW][C]25[/C][C]-0.002137[/C][C]-0.0195[/C][C]0.492256[/C][/ROW]
[ROW][C]26[/C][C]-0.114035[/C][C]-1.0389[/C][C]0.150933[/C][/ROW]
[ROW][C]27[/C][C]-0.01143[/C][C]-0.1041[/C][C]0.458658[/C][/ROW]
[ROW][C]28[/C][C]-0.08542[/C][C]-0.7782[/C][C]0.219327[/C][/ROW]
[ROW][C]29[/C][C]-0.054877[/C][C]-0.5[/C][C]0.309216[/C][/ROW]
[ROW][C]30[/C][C]0.004712[/C][C]0.0429[/C][C]0.48293[/C][/ROW]
[ROW][C]31[/C][C]-0.061338[/C][C]-0.5588[/C][C]0.288897[/C][/ROW]
[ROW][C]32[/C][C]-0.099295[/C][C]-0.9046[/C][C]0.184143[/C][/ROW]
[ROW][C]33[/C][C]-0.05486[/C][C]-0.4998[/C][C]0.309271[/C][/ROW]
[ROW][C]34[/C][C]-0.040755[/C][C]-0.3713[/C][C]0.355682[/C][/ROW]
[ROW][C]35[/C][C]-0.112424[/C][C]-1.0242[/C][C]0.15435[/C][/ROW]
[ROW][C]36[/C][C]-0.009648[/C][C]-0.0879[/C][C]0.465084[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145694&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145694&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	0.287282	2.6173	0.005265
2	-0.112443	-1.0244	0.154311
3	-0.05053	-0.4604	0.323233
4	-0.063757	-0.5809	0.281455
5	-0.049589	-0.4518	0.326303
6	0.005395	0.0491	0.480459
7	-0.024678	-0.2248	0.411331
8	-0.106307	-0.9685	0.167804
9	-0.069209	-0.6305	0.265043
10	-0.053544	-0.4878	0.313487
11	-0.025728	-0.2344	0.40763
12	-0.043425	-0.3956	0.346701
13	0.054173	0.4935	0.311468
14	0.052546	0.4787	0.316699
15	-0.120748	-1.1001	0.137241
16	-0.060488	-0.5511	0.291532
17	0.144265	1.3143	0.096181
18	0.098993	0.9019	0.184867
19	0.022124	0.2016	0.420378
20	-0.016629	-0.1515	0.439974
21	-0.053406	-0.4865	0.313931
22	0.019953	0.1818	0.428098
23	-0.010126	-0.0923	0.463361
24	-0.002923	-0.0266	0.489409
25	-0.002137	-0.0195	0.492256
26	-0.114035	-1.0389	0.150933
27	-0.01143	-0.1041	0.458658
28	-0.08542	-0.7782	0.219327
29	-0.054877	-0.5	0.309216
30	0.004712	0.0429	0.48293
31	-0.061338	-0.5588	0.288897
32	-0.099295	-0.9046	0.184143
33	-0.05486	-0.4998	0.309271
34	-0.040755	-0.3713	0.355682
35	-0.112424	-1.0242	0.15435
36	-0.009648	-0.0879	0.465084

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