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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 21 Nov 2011 05:49:13 -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/t1321872848c570kf2w5dx7evn.htm/, Retrieved Fri, 19 Apr 2024 06:32:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=145695, Retrieved Fri, 19 Apr 2024 06:32:15 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

125

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 10:49:13] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145695&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]2 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=145695&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145695&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	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.966636	8.8594	0
2	0.935949	8.5781	0
3	0.906421	8.3075	0
4	0.876895	8.0369	0
5	0.847031	7.7632	0
6	0.816697	7.4851	0
7	0.785314	7.1975	0
8	0.753097	6.9023	0
9	0.722856	6.6251	0
10	0.69303	6.3517	0
11	0.662723	6.074	0
12	0.631507	5.7879	0
13	0.599899	5.4982	0
14	0.566445	5.1916	1e-06
15	0.530748	4.8644	3e-06
16	0.494532	4.5325	1e-05
17	0.458349	4.2008	3.3e-05
18	0.420065	3.85	0.000115
19	0.3793	3.4763	0.000404
20	0.337804	3.096	0.001333
21	0.299166	2.7419	0.003732
22	0.265545	2.4338	0.008531
23	0.232602	2.1318	0.017971
24	0.199066	1.8245	0.035818
25	0.164933	1.5116	0.067189
26	0.129661	1.1884	0.11902
27	0.094215	0.8635	0.195163
28	0.058314	0.5345	0.29722
29	0.022131	0.2028	0.419876
30	-0.013945	-0.1278	0.449302
31	-0.051054	-0.4679	0.320526
32	-0.086981	-0.7972	0.213793
33	-0.118774	-1.0886	0.139726
34	-0.148999	-1.3656	0.087856
35	-0.179816	-1.648	0.05154
36	-0.210551	-1.9297	0.028508

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966636 & 8.8594 & 0 \tabularnewline
2 & 0.935949 & 8.5781 & 0 \tabularnewline
3 & 0.906421 & 8.3075 & 0 \tabularnewline
4 & 0.876895 & 8.0369 & 0 \tabularnewline
5 & 0.847031 & 7.7632 & 0 \tabularnewline
6 & 0.816697 & 7.4851 & 0 \tabularnewline
7 & 0.785314 & 7.1975 & 0 \tabularnewline
8 & 0.753097 & 6.9023 & 0 \tabularnewline
9 & 0.722856 & 6.6251 & 0 \tabularnewline
10 & 0.69303 & 6.3517 & 0 \tabularnewline
11 & 0.662723 & 6.074 & 0 \tabularnewline
12 & 0.631507 & 5.7879 & 0 \tabularnewline
13 & 0.599899 & 5.4982 & 0 \tabularnewline
14 & 0.566445 & 5.1916 & 1e-06 \tabularnewline
15 & 0.530748 & 4.8644 & 3e-06 \tabularnewline
16 & 0.494532 & 4.5325 & 1e-05 \tabularnewline
17 & 0.458349 & 4.2008 & 3.3e-05 \tabularnewline
18 & 0.420065 & 3.85 & 0.000115 \tabularnewline
19 & 0.3793 & 3.4763 & 0.000404 \tabularnewline
20 & 0.337804 & 3.096 & 0.001333 \tabularnewline
21 & 0.299166 & 2.7419 & 0.003732 \tabularnewline
22 & 0.265545 & 2.4338 & 0.008531 \tabularnewline
23 & 0.232602 & 2.1318 & 0.017971 \tabularnewline
24 & 0.199066 & 1.8245 & 0.035818 \tabularnewline
25 & 0.164933 & 1.5116 & 0.067189 \tabularnewline
26 & 0.129661 & 1.1884 & 0.11902 \tabularnewline
27 & 0.094215 & 0.8635 & 0.195163 \tabularnewline
28 & 0.058314 & 0.5345 & 0.29722 \tabularnewline
29 & 0.022131 & 0.2028 & 0.419876 \tabularnewline
30 & -0.013945 & -0.1278 & 0.449302 \tabularnewline
31 & -0.051054 & -0.4679 & 0.320526 \tabularnewline
32 & -0.086981 & -0.7972 & 0.213793 \tabularnewline
33 & -0.118774 & -1.0886 & 0.139726 \tabularnewline
34 & -0.148999 & -1.3656 & 0.087856 \tabularnewline
35 & -0.179816 & -1.648 & 0.05154 \tabularnewline
36 & -0.210551 & -1.9297 & 0.028508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145695&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]0.966636[/C][C]8.8594[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.935949[/C][C]8.5781[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.906421[/C][C]8.3075[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.876895[/C][C]8.0369[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.847031[/C][C]7.7632[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.816697[/C][C]7.4851[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.785314[/C][C]7.1975[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.753097[/C][C]6.9023[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.722856[/C][C]6.6251[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.69303[/C][C]6.3517[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.662723[/C][C]6.074[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.631507[/C][C]5.7879[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.599899[/C][C]5.4982[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.566445[/C][C]5.1916[/C][C]1e-06[/C][/ROW]
[ROW][C]15[/C][C]0.530748[/C][C]4.8644[/C][C]3e-06[/C][/ROW]
[ROW][C]16[/C][C]0.494532[/C][C]4.5325[/C][C]1e-05[/C][/ROW]
[ROW][C]17[/C][C]0.458349[/C][C]4.2008[/C][C]3.3e-05[/C][/ROW]
[ROW][C]18[/C][C]0.420065[/C][C]3.85[/C][C]0.000115[/C][/ROW]
[ROW][C]19[/C][C]0.3793[/C][C]3.4763[/C][C]0.000404[/C][/ROW]
[ROW][C]20[/C][C]0.337804[/C][C]3.096[/C][C]0.001333[/C][/ROW]
[ROW][C]21[/C][C]0.299166[/C][C]2.7419[/C][C]0.003732[/C][/ROW]
[ROW][C]22[/C][C]0.265545[/C][C]2.4338[/C][C]0.008531[/C][/ROW]
[ROW][C]23[/C][C]0.232602[/C][C]2.1318[/C][C]0.017971[/C][/ROW]
[ROW][C]24[/C][C]0.199066[/C][C]1.8245[/C][C]0.035818[/C][/ROW]
[ROW][C]25[/C][C]0.164933[/C][C]1.5116[/C][C]0.067189[/C][/ROW]
[ROW][C]26[/C][C]0.129661[/C][C]1.1884[/C][C]0.11902[/C][/ROW]
[ROW][C]27[/C][C]0.094215[/C][C]0.8635[/C][C]0.195163[/C][/ROW]
[ROW][C]28[/C][C]0.058314[/C][C]0.5345[/C][C]0.29722[/C][/ROW]
[ROW][C]29[/C][C]0.022131[/C][C]0.2028[/C][C]0.419876[/C][/ROW]
[ROW][C]30[/C][C]-0.013945[/C][C]-0.1278[/C][C]0.449302[/C][/ROW]
[ROW][C]31[/C][C]-0.051054[/C][C]-0.4679[/C][C]0.320526[/C][/ROW]
[ROW][C]32[/C][C]-0.086981[/C][C]-0.7972[/C][C]0.213793[/C][/ROW]
[ROW][C]33[/C][C]-0.118774[/C][C]-1.0886[/C][C]0.139726[/C][/ROW]
[ROW][C]34[/C][C]-0.148999[/C][C]-1.3656[/C][C]0.087856[/C][/ROW]
[ROW][C]35[/C][C]-0.179816[/C][C]-1.648[/C][C]0.05154[/C][/ROW]
[ROW][C]36[/C][C]-0.210551[/C][C]-1.9297[/C][C]0.028508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145695&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145695&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	0.966636	8.8594	0
2	0.935949	8.5781	0
3	0.906421	8.3075	0
4	0.876895	8.0369	0
5	0.847031	7.7632	0
6	0.816697	7.4851	0
7	0.785314	7.1975	0
8	0.753097	6.9023	0
9	0.722856	6.6251	0
10	0.69303	6.3517	0
11	0.662723	6.074	0
12	0.631507	5.7879	0
13	0.599899	5.4982	0
14	0.566445	5.1916	1e-06
15	0.530748	4.8644	3e-06
16	0.494532	4.5325	1e-05
17	0.458349	4.2008	3.3e-05
18	0.420065	3.85	0.000115
19	0.3793	3.4763	0.000404
20	0.337804	3.096	0.001333
21	0.299166	2.7419	0.003732
22	0.265545	2.4338	0.008531
23	0.232602	2.1318	0.017971
24	0.199066	1.8245	0.035818
25	0.164933	1.5116	0.067189
26	0.129661	1.1884	0.11902
27	0.094215	0.8635	0.195163
28	0.058314	0.5345	0.29722
29	0.022131	0.2028	0.419876
30	-0.013945	-0.1278	0.449302
31	-0.051054	-0.4679	0.320526
32	-0.086981	-0.7972	0.213793
33	-0.118774	-1.0886	0.139726
34	-0.148999	-1.3656	0.087856
35	-0.179816	-1.648	0.05154
36	-0.210551	-1.9297	0.028508

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966636	8.8594	0
2	0.023844	0.2185	0.413772
3	0.003398	0.0311	0.487616
4	-0.014027	-0.1286	0.449007
5	-0.020494	-0.1878	0.42573
6	-0.023706	-0.2173	0.414262
7	-0.03345	-0.3066	0.379963
8	-0.031909	-0.2925	0.385331
9	0.010159	0.0931	0.463019
10	-0.009324	-0.0855	0.466052
11	-0.023157	-0.2122	0.416217
12	-0.031984	-0.2931	0.385071
13	-0.026278	-0.2408	0.405131
14	-0.049171	-0.4507	0.326697
15	-0.059296	-0.5435	0.294127
16	-0.036328	-0.3329	0.370001
17	-0.025226	-0.2312	0.408859
18	-0.056758	-0.5202	0.302148
19	-0.067826	-0.6216	0.267932
20	-0.046002	-0.4216	0.33719
21	0.01053	0.0965	0.461674
22	0.050317	0.4612	0.322937
23	-0.008959	-0.0821	0.467377
24	-0.030832	-0.2826	0.389095
25	-0.034466	-0.3159	0.376438
26	-0.048515	-0.4446	0.328858
27	-0.039745	-0.3643	0.358288
28	-0.043701	-0.4005	0.344892
29	-0.036615	-0.3356	0.369013
30	-0.027001	-0.2475	0.402574
31	-0.047676	-0.437	0.331631
32	-0.018138	-0.1662	0.434183
33	0.029735	0.2725	0.392943
34	-0.005707	-0.0523	0.479206
35	-0.045319	-0.4154	0.339472
36	-0.04106	-0.3763	0.353813

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966636 & 8.8594 & 0 \tabularnewline
2 & 0.023844 & 0.2185 & 0.413772 \tabularnewline
3 & 0.003398 & 0.0311 & 0.487616 \tabularnewline
4 & -0.014027 & -0.1286 & 0.449007 \tabularnewline
5 & -0.020494 & -0.1878 & 0.42573 \tabularnewline
6 & -0.023706 & -0.2173 & 0.414262 \tabularnewline
7 & -0.03345 & -0.3066 & 0.379963 \tabularnewline
8 & -0.031909 & -0.2925 & 0.385331 \tabularnewline
9 & 0.010159 & 0.0931 & 0.463019 \tabularnewline
10 & -0.009324 & -0.0855 & 0.466052 \tabularnewline
11 & -0.023157 & -0.2122 & 0.416217 \tabularnewline
12 & -0.031984 & -0.2931 & 0.385071 \tabularnewline
13 & -0.026278 & -0.2408 & 0.405131 \tabularnewline
14 & -0.049171 & -0.4507 & 0.326697 \tabularnewline
15 & -0.059296 & -0.5435 & 0.294127 \tabularnewline
16 & -0.036328 & -0.3329 & 0.370001 \tabularnewline
17 & -0.025226 & -0.2312 & 0.408859 \tabularnewline
18 & -0.056758 & -0.5202 & 0.302148 \tabularnewline
19 & -0.067826 & -0.6216 & 0.267932 \tabularnewline
20 & -0.046002 & -0.4216 & 0.33719 \tabularnewline
21 & 0.01053 & 0.0965 & 0.461674 \tabularnewline
22 & 0.050317 & 0.4612 & 0.322937 \tabularnewline
23 & -0.008959 & -0.0821 & 0.467377 \tabularnewline
24 & -0.030832 & -0.2826 & 0.389095 \tabularnewline
25 & -0.034466 & -0.3159 & 0.376438 \tabularnewline
26 & -0.048515 & -0.4446 & 0.328858 \tabularnewline
27 & -0.039745 & -0.3643 & 0.358288 \tabularnewline
28 & -0.043701 & -0.4005 & 0.344892 \tabularnewline
29 & -0.036615 & -0.3356 & 0.369013 \tabularnewline
30 & -0.027001 & -0.2475 & 0.402574 \tabularnewline
31 & -0.047676 & -0.437 & 0.331631 \tabularnewline
32 & -0.018138 & -0.1662 & 0.434183 \tabularnewline
33 & 0.029735 & 0.2725 & 0.392943 \tabularnewline
34 & -0.005707 & -0.0523 & 0.479206 \tabularnewline
35 & -0.045319 & -0.4154 & 0.339472 \tabularnewline
36 & -0.04106 & -0.3763 & 0.353813 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145695&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]0.966636[/C][C]8.8594[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.023844[/C][C]0.2185[/C][C]0.413772[/C][/ROW]
[ROW][C]3[/C][C]0.003398[/C][C]0.0311[/C][C]0.487616[/C][/ROW]
[ROW][C]4[/C][C]-0.014027[/C][C]-0.1286[/C][C]0.449007[/C][/ROW]
[ROW][C]5[/C][C]-0.020494[/C][C]-0.1878[/C][C]0.42573[/C][/ROW]
[ROW][C]6[/C][C]-0.023706[/C][C]-0.2173[/C][C]0.414262[/C][/ROW]
[ROW][C]7[/C][C]-0.03345[/C][C]-0.3066[/C][C]0.379963[/C][/ROW]
[ROW][C]8[/C][C]-0.031909[/C][C]-0.2925[/C][C]0.385331[/C][/ROW]
[ROW][C]9[/C][C]0.010159[/C][C]0.0931[/C][C]0.463019[/C][/ROW]
[ROW][C]10[/C][C]-0.009324[/C][C]-0.0855[/C][C]0.466052[/C][/ROW]
[ROW][C]11[/C][C]-0.023157[/C][C]-0.2122[/C][C]0.416217[/C][/ROW]
[ROW][C]12[/C][C]-0.031984[/C][C]-0.2931[/C][C]0.385071[/C][/ROW]
[ROW][C]13[/C][C]-0.026278[/C][C]-0.2408[/C][C]0.405131[/C][/ROW]
[ROW][C]14[/C][C]-0.049171[/C][C]-0.4507[/C][C]0.326697[/C][/ROW]
[ROW][C]15[/C][C]-0.059296[/C][C]-0.5435[/C][C]0.294127[/C][/ROW]
[ROW][C]16[/C][C]-0.036328[/C][C]-0.3329[/C][C]0.370001[/C][/ROW]
[ROW][C]17[/C][C]-0.025226[/C][C]-0.2312[/C][C]0.408859[/C][/ROW]
[ROW][C]18[/C][C]-0.056758[/C][C]-0.5202[/C][C]0.302148[/C][/ROW]
[ROW][C]19[/C][C]-0.067826[/C][C]-0.6216[/C][C]0.267932[/C][/ROW]
[ROW][C]20[/C][C]-0.046002[/C][C]-0.4216[/C][C]0.33719[/C][/ROW]
[ROW][C]21[/C][C]0.01053[/C][C]0.0965[/C][C]0.461674[/C][/ROW]
[ROW][C]22[/C][C]0.050317[/C][C]0.4612[/C][C]0.322937[/C][/ROW]
[ROW][C]23[/C][C]-0.008959[/C][C]-0.0821[/C][C]0.467377[/C][/ROW]
[ROW][C]24[/C][C]-0.030832[/C][C]-0.2826[/C][C]0.389095[/C][/ROW]
[ROW][C]25[/C][C]-0.034466[/C][C]-0.3159[/C][C]0.376438[/C][/ROW]
[ROW][C]26[/C][C]-0.048515[/C][C]-0.4446[/C][C]0.328858[/C][/ROW]
[ROW][C]27[/C][C]-0.039745[/C][C]-0.3643[/C][C]0.358288[/C][/ROW]
[ROW][C]28[/C][C]-0.043701[/C][C]-0.4005[/C][C]0.344892[/C][/ROW]
[ROW][C]29[/C][C]-0.036615[/C][C]-0.3356[/C][C]0.369013[/C][/ROW]
[ROW][C]30[/C][C]-0.027001[/C][C]-0.2475[/C][C]0.402574[/C][/ROW]
[ROW][C]31[/C][C]-0.047676[/C][C]-0.437[/C][C]0.331631[/C][/ROW]
[ROW][C]32[/C][C]-0.018138[/C][C]-0.1662[/C][C]0.434183[/C][/ROW]
[ROW][C]33[/C][C]0.029735[/C][C]0.2725[/C][C]0.392943[/C][/ROW]
[ROW][C]34[/C][C]-0.005707[/C][C]-0.0523[/C][C]0.479206[/C][/ROW]
[ROW][C]35[/C][C]-0.045319[/C][C]-0.4154[/C][C]0.339472[/C][/ROW]
[ROW][C]36[/C][C]-0.04106[/C][C]-0.3763[/C][C]0.353813[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145695&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145695&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	0.966636	8.8594	0
2	0.023844	0.2185	0.413772
3	0.003398	0.0311	0.487616
4	-0.014027	-0.1286	0.449007
5	-0.020494	-0.1878	0.42573
6	-0.023706	-0.2173	0.414262
7	-0.03345	-0.3066	0.379963
8	-0.031909	-0.2925	0.385331
9	0.010159	0.0931	0.463019
10	-0.009324	-0.0855	0.466052
11	-0.023157	-0.2122	0.416217
12	-0.031984	-0.2931	0.385071
13	-0.026278	-0.2408	0.405131
14	-0.049171	-0.4507	0.326697
15	-0.059296	-0.5435	0.294127
16	-0.036328	-0.3329	0.370001
17	-0.025226	-0.2312	0.408859
18	-0.056758	-0.5202	0.302148
19	-0.067826	-0.6216	0.267932
20	-0.046002	-0.4216	0.33719
21	0.01053	0.0965	0.461674
22	0.050317	0.4612	0.322937
23	-0.008959	-0.0821	0.467377
24	-0.030832	-0.2826	0.389095
25	-0.034466	-0.3159	0.376438
26	-0.048515	-0.4446	0.328858
27	-0.039745	-0.3643	0.358288
28	-0.043701	-0.4005	0.344892
29	-0.036615	-0.3356	0.369013
30	-0.027001	-0.2475	0.402574
31	-0.047676	-0.437	0.331631
32	-0.018138	-0.1662	0.434183
33	0.029735	0.2725	0.392943
34	-0.005707	-0.0523	0.479206
35	-0.045319	-0.4154	0.339472
36	-0.04106	-0.3763	0.353813

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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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