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(Partial) Autocorrelation Function

Date of computation

Tue, 29 Nov 2011 07:13:05 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Nov/29/t13225687959hs0onv9t1yi9o4.htm/, Retrieved Tue, 23 Apr 2024 20:43:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=148230, Retrieved Tue, 23 Apr 2024 20:43:27 +0000

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Estimated Impact

128

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Ws8.3ACF3] [2009-11-25 19:50:41] [e0fc65a5811681d807296d590d5b45de]
-               [(Partial) Autocorrelation Function] [Workshop 8 ACF 2] [2010-11-29 17:56:26] [814f53995537cd15c528d8efbf1cf544]
- RM                [(Partial) Autocorrelation Function] [] [2011-11-29 12:13:05] [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	'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=148230&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=148230&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=148230&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	-0.352175	-2.4144	0.009854
2	0.029033	0.199	0.421545
3	-0.055311	-0.3792	0.353125
4	-0.192553	-1.3201	0.096601
5	0.108563	0.7443	0.230209
6	0.047538	0.3259	0.372972
7	-0.083323	-0.5712	0.285281
8	-0.000884	-0.0061	0.497596
9	0.200646	1.3756	0.087739
10	-0.069969	-0.4797	0.316838
11	-0.017199	-0.1179	0.453321
12	-0.189268	-1.2976	0.100387
13	-0.073724	-0.5054	0.307812
14	0.030862	0.2116	0.416674
15	0.229638	1.5743	0.061061
16	-0.241383	-1.6548	0.05231
17	0.109018	0.7474	0.229276
18	0.095349	0.6537	0.258252
19	-0.112103	-0.7685	0.223007
20	0.184435	1.2644	0.106157
21	-0.188797	-1.2943	0.100939
22	-0.091827	-0.6295	0.266024
23	0.10578	0.7252	0.235965
24	0.074474	0.5106	0.306021
25	0.022462	0.154	0.439137
26	0.106939	0.7331	0.233558
27	-0.175479	-1.203	0.117497
28	0.072451	0.4967	0.310858
29	-0.052991	-0.3633	0.35901
30	-0.064573	-0.4427	0.33001
31	-0.010777	-0.0739	0.470707
32	-0.017974	-0.1232	0.451227
33	0.164503	1.1278	0.13257
34	-0.070783	-0.4853	0.314871
35	0.060535	0.415	0.340013
36	-0.121819	-0.8351	0.20393

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.352175 & -2.4144 & 0.009854 \tabularnewline
2 & 0.029033 & 0.199 & 0.421545 \tabularnewline
3 & -0.055311 & -0.3792 & 0.353125 \tabularnewline
4 & -0.192553 & -1.3201 & 0.096601 \tabularnewline
5 & 0.108563 & 0.7443 & 0.230209 \tabularnewline
6 & 0.047538 & 0.3259 & 0.372972 \tabularnewline
7 & -0.083323 & -0.5712 & 0.285281 \tabularnewline
8 & -0.000884 & -0.0061 & 0.497596 \tabularnewline
9 & 0.200646 & 1.3756 & 0.087739 \tabularnewline
10 & -0.069969 & -0.4797 & 0.316838 \tabularnewline
11 & -0.017199 & -0.1179 & 0.453321 \tabularnewline
12 & -0.189268 & -1.2976 & 0.100387 \tabularnewline
13 & -0.073724 & -0.5054 & 0.307812 \tabularnewline
14 & 0.030862 & 0.2116 & 0.416674 \tabularnewline
15 & 0.229638 & 1.5743 & 0.061061 \tabularnewline
16 & -0.241383 & -1.6548 & 0.05231 \tabularnewline
17 & 0.109018 & 0.7474 & 0.229276 \tabularnewline
18 & 0.095349 & 0.6537 & 0.258252 \tabularnewline
19 & -0.112103 & -0.7685 & 0.223007 \tabularnewline
20 & 0.184435 & 1.2644 & 0.106157 \tabularnewline
21 & -0.188797 & -1.2943 & 0.100939 \tabularnewline
22 & -0.091827 & -0.6295 & 0.266024 \tabularnewline
23 & 0.10578 & 0.7252 & 0.235965 \tabularnewline
24 & 0.074474 & 0.5106 & 0.306021 \tabularnewline
25 & 0.022462 & 0.154 & 0.439137 \tabularnewline
26 & 0.106939 & 0.7331 & 0.233558 \tabularnewline
27 & -0.175479 & -1.203 & 0.117497 \tabularnewline
28 & 0.072451 & 0.4967 & 0.310858 \tabularnewline
29 & -0.052991 & -0.3633 & 0.35901 \tabularnewline
30 & -0.064573 & -0.4427 & 0.33001 \tabularnewline
31 & -0.010777 & -0.0739 & 0.470707 \tabularnewline
32 & -0.017974 & -0.1232 & 0.451227 \tabularnewline
33 & 0.164503 & 1.1278 & 0.13257 \tabularnewline
34 & -0.070783 & -0.4853 & 0.314871 \tabularnewline
35 & 0.060535 & 0.415 & 0.340013 \tabularnewline
36 & -0.121819 & -0.8351 & 0.20393 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=148230&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]-0.352175[/C][C]-2.4144[/C][C]0.009854[/C][/ROW]
[ROW][C]2[/C][C]0.029033[/C][C]0.199[/C][C]0.421545[/C][/ROW]
[ROW][C]3[/C][C]-0.055311[/C][C]-0.3792[/C][C]0.353125[/C][/ROW]
[ROW][C]4[/C][C]-0.192553[/C][C]-1.3201[/C][C]0.096601[/C][/ROW]
[ROW][C]5[/C][C]0.108563[/C][C]0.7443[/C][C]0.230209[/C][/ROW]
[ROW][C]6[/C][C]0.047538[/C][C]0.3259[/C][C]0.372972[/C][/ROW]
[ROW][C]7[/C][C]-0.083323[/C][C]-0.5712[/C][C]0.285281[/C][/ROW]
[ROW][C]8[/C][C]-0.000884[/C][C]-0.0061[/C][C]0.497596[/C][/ROW]
[ROW][C]9[/C][C]0.200646[/C][C]1.3756[/C][C]0.087739[/C][/ROW]
[ROW][C]10[/C][C]-0.069969[/C][C]-0.4797[/C][C]0.316838[/C][/ROW]
[ROW][C]11[/C][C]-0.017199[/C][C]-0.1179[/C][C]0.453321[/C][/ROW]
[ROW][C]12[/C][C]-0.189268[/C][C]-1.2976[/C][C]0.100387[/C][/ROW]
[ROW][C]13[/C][C]-0.073724[/C][C]-0.5054[/C][C]0.307812[/C][/ROW]
[ROW][C]14[/C][C]0.030862[/C][C]0.2116[/C][C]0.416674[/C][/ROW]
[ROW][C]15[/C][C]0.229638[/C][C]1.5743[/C][C]0.061061[/C][/ROW]
[ROW][C]16[/C][C]-0.241383[/C][C]-1.6548[/C][C]0.05231[/C][/ROW]
[ROW][C]17[/C][C]0.109018[/C][C]0.7474[/C][C]0.229276[/C][/ROW]
[ROW][C]18[/C][C]0.095349[/C][C]0.6537[/C][C]0.258252[/C][/ROW]
[ROW][C]19[/C][C]-0.112103[/C][C]-0.7685[/C][C]0.223007[/C][/ROW]
[ROW][C]20[/C][C]0.184435[/C][C]1.2644[/C][C]0.106157[/C][/ROW]
[ROW][C]21[/C][C]-0.188797[/C][C]-1.2943[/C][C]0.100939[/C][/ROW]
[ROW][C]22[/C][C]-0.091827[/C][C]-0.6295[/C][C]0.266024[/C][/ROW]
[ROW][C]23[/C][C]0.10578[/C][C]0.7252[/C][C]0.235965[/C][/ROW]
[ROW][C]24[/C][C]0.074474[/C][C]0.5106[/C][C]0.306021[/C][/ROW]
[ROW][C]25[/C][C]0.022462[/C][C]0.154[/C][C]0.439137[/C][/ROW]
[ROW][C]26[/C][C]0.106939[/C][C]0.7331[/C][C]0.233558[/C][/ROW]
[ROW][C]27[/C][C]-0.175479[/C][C]-1.203[/C][C]0.117497[/C][/ROW]
[ROW][C]28[/C][C]0.072451[/C][C]0.4967[/C][C]0.310858[/C][/ROW]
[ROW][C]29[/C][C]-0.052991[/C][C]-0.3633[/C][C]0.35901[/C][/ROW]
[ROW][C]30[/C][C]-0.064573[/C][C]-0.4427[/C][C]0.33001[/C][/ROW]
[ROW][C]31[/C][C]-0.010777[/C][C]-0.0739[/C][C]0.470707[/C][/ROW]
[ROW][C]32[/C][C]-0.017974[/C][C]-0.1232[/C][C]0.451227[/C][/ROW]
[ROW][C]33[/C][C]0.164503[/C][C]1.1278[/C][C]0.13257[/C][/ROW]
[ROW][C]34[/C][C]-0.070783[/C][C]-0.4853[/C][C]0.314871[/C][/ROW]
[ROW][C]35[/C][C]0.060535[/C][C]0.415[/C][C]0.340013[/C][/ROW]
[ROW][C]36[/C][C]-0.121819[/C][C]-0.8351[/C][C]0.20393[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=148230&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=148230&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	-0.352175	-2.4144	0.009854
2	0.029033	0.199	0.421545
3	-0.055311	-0.3792	0.353125
4	-0.192553	-1.3201	0.096601
5	0.108563	0.7443	0.230209
6	0.047538	0.3259	0.372972
7	-0.083323	-0.5712	0.285281
8	-0.000884	-0.0061	0.497596
9	0.200646	1.3756	0.087739
10	-0.069969	-0.4797	0.316838
11	-0.017199	-0.1179	0.453321
12	-0.189268	-1.2976	0.100387
13	-0.073724	-0.5054	0.307812
14	0.030862	0.2116	0.416674
15	0.229638	1.5743	0.061061
16	-0.241383	-1.6548	0.05231
17	0.109018	0.7474	0.229276
18	0.095349	0.6537	0.258252
19	-0.112103	-0.7685	0.223007
20	0.184435	1.2644	0.106157
21	-0.188797	-1.2943	0.100939
22	-0.091827	-0.6295	0.266024
23	0.10578	0.7252	0.235965
24	0.074474	0.5106	0.306021
25	0.022462	0.154	0.439137
26	0.106939	0.7331	0.233558
27	-0.175479	-1.203	0.117497
28	0.072451	0.4967	0.310858
29	-0.052991	-0.3633	0.35901
30	-0.064573	-0.4427	0.33001
31	-0.010777	-0.0739	0.470707
32	-0.017974	-0.1232	0.451227
33	0.164503	1.1278	0.13257
34	-0.070783	-0.4853	0.314871
35	0.060535	0.415	0.340013
36	-0.121819	-0.8351	0.20393

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.352175	-2.4144	0.009854
2	-0.108445	-0.7435	0.230452
3	-0.09492	-0.6507	0.259192
4	-0.28433	-1.9493	0.028623
5	-0.099159	-0.6798	0.249983
6	0.024393	0.1672	0.433954
7	-0.114644	-0.786	0.217918
8	-0.146644	-1.0053	0.159941
9	0.212897	1.4596	0.075533
10	0.123455	0.8464	0.200819
11	-0.048044	-0.3294	0.371668
12	-0.233512	-1.6009	0.058052
13	-0.168736	-1.1568	0.126601
14	-0.178038	-1.2206	0.114169
15	0.080789	0.5539	0.29115
16	-0.283691	-1.9449	0.028892
17	-0.163068	-1.1179	0.134638
18	0.134704	0.9235	0.180236
19	0.012431	0.0852	0.466224
20	0.046862	0.3213	0.374714
21	0.039732	0.2724	0.393257
22	-0.021757	-0.1492	0.441033
23	-0.05416	-0.3713	0.356041
24	-0.057836	-0.3965	0.346763
25	0.011329	0.0777	0.469212
26	0.132498	0.9084	0.184161
27	-0.064875	-0.4448	0.329267
28	-0.017772	-0.1218	0.451772
29	-0.075477	-0.5174	0.303637
30	-0.040162	-0.2753	0.392131
31	0.019407	0.133	0.447361
32	-0.12068	-0.8273	0.206113
33	0.062668	0.4296	0.334714
34	0.004536	0.0311	0.487663
35	-0.09674	-0.6632	0.255216
36	0.012151	0.0833	0.466981

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.352175 & -2.4144 & 0.009854 \tabularnewline
2 & -0.108445 & -0.7435 & 0.230452 \tabularnewline
3 & -0.09492 & -0.6507 & 0.259192 \tabularnewline
4 & -0.28433 & -1.9493 & 0.028623 \tabularnewline
5 & -0.099159 & -0.6798 & 0.249983 \tabularnewline
6 & 0.024393 & 0.1672 & 0.433954 \tabularnewline
7 & -0.114644 & -0.786 & 0.217918 \tabularnewline
8 & -0.146644 & -1.0053 & 0.159941 \tabularnewline
9 & 0.212897 & 1.4596 & 0.075533 \tabularnewline
10 & 0.123455 & 0.8464 & 0.200819 \tabularnewline
11 & -0.048044 & -0.3294 & 0.371668 \tabularnewline
12 & -0.233512 & -1.6009 & 0.058052 \tabularnewline
13 & -0.168736 & -1.1568 & 0.126601 \tabularnewline
14 & -0.178038 & -1.2206 & 0.114169 \tabularnewline
15 & 0.080789 & 0.5539 & 0.29115 \tabularnewline
16 & -0.283691 & -1.9449 & 0.028892 \tabularnewline
17 & -0.163068 & -1.1179 & 0.134638 \tabularnewline
18 & 0.134704 & 0.9235 & 0.180236 \tabularnewline
19 & 0.012431 & 0.0852 & 0.466224 \tabularnewline
20 & 0.046862 & 0.3213 & 0.374714 \tabularnewline
21 & 0.039732 & 0.2724 & 0.393257 \tabularnewline
22 & -0.021757 & -0.1492 & 0.441033 \tabularnewline
23 & -0.05416 & -0.3713 & 0.356041 \tabularnewline
24 & -0.057836 & -0.3965 & 0.346763 \tabularnewline
25 & 0.011329 & 0.0777 & 0.469212 \tabularnewline
26 & 0.132498 & 0.9084 & 0.184161 \tabularnewline
27 & -0.064875 & -0.4448 & 0.329267 \tabularnewline
28 & -0.017772 & -0.1218 & 0.451772 \tabularnewline
29 & -0.075477 & -0.5174 & 0.303637 \tabularnewline
30 & -0.040162 & -0.2753 & 0.392131 \tabularnewline
31 & 0.019407 & 0.133 & 0.447361 \tabularnewline
32 & -0.12068 & -0.8273 & 0.206113 \tabularnewline
33 & 0.062668 & 0.4296 & 0.334714 \tabularnewline
34 & 0.004536 & 0.0311 & 0.487663 \tabularnewline
35 & -0.09674 & -0.6632 & 0.255216 \tabularnewline
36 & 0.012151 & 0.0833 & 0.466981 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=148230&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]-0.352175[/C][C]-2.4144[/C][C]0.009854[/C][/ROW]
[ROW][C]2[/C][C]-0.108445[/C][C]-0.7435[/C][C]0.230452[/C][/ROW]
[ROW][C]3[/C][C]-0.09492[/C][C]-0.6507[/C][C]0.259192[/C][/ROW]
[ROW][C]4[/C][C]-0.28433[/C][C]-1.9493[/C][C]0.028623[/C][/ROW]
[ROW][C]5[/C][C]-0.099159[/C][C]-0.6798[/C][C]0.249983[/C][/ROW]
[ROW][C]6[/C][C]0.024393[/C][C]0.1672[/C][C]0.433954[/C][/ROW]
[ROW][C]7[/C][C]-0.114644[/C][C]-0.786[/C][C]0.217918[/C][/ROW]
[ROW][C]8[/C][C]-0.146644[/C][C]-1.0053[/C][C]0.159941[/C][/ROW]
[ROW][C]9[/C][C]0.212897[/C][C]1.4596[/C][C]0.075533[/C][/ROW]
[ROW][C]10[/C][C]0.123455[/C][C]0.8464[/C][C]0.200819[/C][/ROW]
[ROW][C]11[/C][C]-0.048044[/C][C]-0.3294[/C][C]0.371668[/C][/ROW]
[ROW][C]12[/C][C]-0.233512[/C][C]-1.6009[/C][C]0.058052[/C][/ROW]
[ROW][C]13[/C][C]-0.168736[/C][C]-1.1568[/C][C]0.126601[/C][/ROW]
[ROW][C]14[/C][C]-0.178038[/C][C]-1.2206[/C][C]0.114169[/C][/ROW]
[ROW][C]15[/C][C]0.080789[/C][C]0.5539[/C][C]0.29115[/C][/ROW]
[ROW][C]16[/C][C]-0.283691[/C][C]-1.9449[/C][C]0.028892[/C][/ROW]
[ROW][C]17[/C][C]-0.163068[/C][C]-1.1179[/C][C]0.134638[/C][/ROW]
[ROW][C]18[/C][C]0.134704[/C][C]0.9235[/C][C]0.180236[/C][/ROW]
[ROW][C]19[/C][C]0.012431[/C][C]0.0852[/C][C]0.466224[/C][/ROW]
[ROW][C]20[/C][C]0.046862[/C][C]0.3213[/C][C]0.374714[/C][/ROW]
[ROW][C]21[/C][C]0.039732[/C][C]0.2724[/C][C]0.393257[/C][/ROW]
[ROW][C]22[/C][C]-0.021757[/C][C]-0.1492[/C][C]0.441033[/C][/ROW]
[ROW][C]23[/C][C]-0.05416[/C][C]-0.3713[/C][C]0.356041[/C][/ROW]
[ROW][C]24[/C][C]-0.057836[/C][C]-0.3965[/C][C]0.346763[/C][/ROW]
[ROW][C]25[/C][C]0.011329[/C][C]0.0777[/C][C]0.469212[/C][/ROW]
[ROW][C]26[/C][C]0.132498[/C][C]0.9084[/C][C]0.184161[/C][/ROW]
[ROW][C]27[/C][C]-0.064875[/C][C]-0.4448[/C][C]0.329267[/C][/ROW]
[ROW][C]28[/C][C]-0.017772[/C][C]-0.1218[/C][C]0.451772[/C][/ROW]
[ROW][C]29[/C][C]-0.075477[/C][C]-0.5174[/C][C]0.303637[/C][/ROW]
[ROW][C]30[/C][C]-0.040162[/C][C]-0.2753[/C][C]0.392131[/C][/ROW]
[ROW][C]31[/C][C]0.019407[/C][C]0.133[/C][C]0.447361[/C][/ROW]
[ROW][C]32[/C][C]-0.12068[/C][C]-0.8273[/C][C]0.206113[/C][/ROW]
[ROW][C]33[/C][C]0.062668[/C][C]0.4296[/C][C]0.334714[/C][/ROW]
[ROW][C]34[/C][C]0.004536[/C][C]0.0311[/C][C]0.487663[/C][/ROW]
[ROW][C]35[/C][C]-0.09674[/C][C]-0.6632[/C][C]0.255216[/C][/ROW]
[ROW][C]36[/C][C]0.012151[/C][C]0.0833[/C][C]0.466981[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=148230&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=148230&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	-0.352175	-2.4144	0.009854
2	-0.108445	-0.7435	0.230452
3	-0.09492	-0.6507	0.259192
4	-0.28433	-1.9493	0.028623
5	-0.099159	-0.6798	0.249983
6	0.024393	0.1672	0.433954
7	-0.114644	-0.786	0.217918
8	-0.146644	-1.0053	0.159941
9	0.212897	1.4596	0.075533
10	0.123455	0.8464	0.200819
11	-0.048044	-0.3294	0.371668
12	-0.233512	-1.6009	0.058052
13	-0.168736	-1.1568	0.126601
14	-0.178038	-1.2206	0.114169
15	0.080789	0.5539	0.29115
16	-0.283691	-1.9449	0.028892
17	-0.163068	-1.1179	0.134638
18	0.134704	0.9235	0.180236
19	0.012431	0.0852	0.466224
20	0.046862	0.3213	0.374714
21	0.039732	0.2724	0.393257
22	-0.021757	-0.1492	0.441033
23	-0.05416	-0.3713	0.356041
24	-0.057836	-0.3965	0.346763
25	0.011329	0.0777	0.469212
26	0.132498	0.9084	0.184161
27	-0.064875	-0.4448	0.329267
28	-0.017772	-0.1218	0.451772
29	-0.075477	-0.5174	0.303637
30	-0.040162	-0.2753	0.392131
31	0.019407	0.133	0.447361
32	-0.12068	-0.8273	0.206113
33	0.062668	0.4296	0.334714
34	0.004536	0.0311	0.487663
35	-0.09674	-0.6632	0.255216
36	0.012151	0.0833	0.466981

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 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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