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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 03 Dec 2010 18:21:44 +0000

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/2010/Dec/03/t12914003850xvfxf4ilu1o96r.htm/, Retrieved Tue, 07 May 2024 17:26:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104957, Retrieved Tue, 07 May 2024 17:26:00 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

142

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] [W9] [2010-12-03 16:45:32] [247f085ab5b7724f755ad01dc754a3e8]
-   PD      [(Partial) Autocorrelation Function] [W9] [2010-12-03 18:18:51] [247f085ab5b7724f755ad01dc754a3e8]
-   P           [(Partial) Autocorrelation Function] [W9 d=1] [2010-12-03 18:21:44] [9d72585f2b7b60ae977d4816136e1c95] [Current]
-   P             [(Partial) Autocorrelation Function] [W9 d=D=1] [2010-12-03 18:34:45] [247f085ab5b7724f755ad01dc754a3e8] 

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Dataseries X:

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Histogram

Boxplots

14731798.37
16471559.62
15213975.95
17637387.4
17972385.83
16896235.55
16697955.94
19691579.52
15930700.75
17444615.98
17699369.88
15189796.81
15672722.75
17180794.3
17664893.45
17862884.98
16162288.88
17463628.82
16772112.17
19106861.48
16721314.25
18161267.85
18509941.2
17802737.97
16409869.75
17967742.04
20286602.27
19537280.81
18021889.62
20194317.23
19049596.62
20244720.94
21473302.24
19673603.19
21053177.29
20159479.84
18203628.31
21289464.94
20432335.71
17180395.07
15816786.32
15071819.75
14521120.61
15668789.39
14346884.11
13881008.13
15465943.69
14238232.92
13557713.21
16127590.29
16793894.2
16014007.43
16867867.15
16014583.21
15878594.85
18664899.14
17962530.06
17332692.2
19542066.35
17203555.19

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104957&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104957&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104957&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.370104	-2.8428	0.003067
2	-0.169242	-1.3	0.099334
3	0.299058	2.2971	0.012589
4	-0.11854	-0.9105	0.183125
5	-0.097728	-0.7507	0.22792
6	0.306942	2.3577	0.010863
7	-0.246401	-1.8926	0.031657
8	0.054437	0.4181	0.338681
9	0.069797	0.5361	0.296946
10	-0.217431	-1.6701	0.050096
11	-0.133851	-1.0281	0.154044
12	0.40039	3.0755	0.001591
13	-0.213967	-1.6435	0.052798
14	-0.097081	-0.7457	0.229406
15	0.037829	0.2906	0.386198
16	-0.019703	-0.1513	0.44011
17	-0.063246	-0.4858	0.314455
18	0.11347	0.8716	0.193486
19	-0.082636	-0.6347	0.264026
20	0.107216	0.8235	0.206759
21	-0.074867	-0.5751	0.283717
22	-0.049583	-0.3809	0.35234
23	0.022632	0.1738	0.431293
24	0.114026	0.8759	0.192331
25	0.016307	0.1253	0.450372
26	-0.089798	-0.6897	0.246528
27	-0.047853	-0.3676	0.357255
28	0.120313	0.9241	0.179588
29	-0.045077	-0.3462	0.365196
30	0.019166	0.1472	0.441732
31	0.100948	0.7754	0.220602
32	-0.106311	-0.8166	0.208723
33	0.035067	0.2694	0.394299
34	0.041853	0.3215	0.374491
35	-0.15725	-1.2079	0.11596
36	0.135361	1.0397	0.151354

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.370104 & -2.8428 & 0.003067 \tabularnewline
2 & -0.169242 & -1.3 & 0.099334 \tabularnewline
3 & 0.299058 & 2.2971 & 0.012589 \tabularnewline
4 & -0.11854 & -0.9105 & 0.183125 \tabularnewline
5 & -0.097728 & -0.7507 & 0.22792 \tabularnewline
6 & 0.306942 & 2.3577 & 0.010863 \tabularnewline
7 & -0.246401 & -1.8926 & 0.031657 \tabularnewline
8 & 0.054437 & 0.4181 & 0.338681 \tabularnewline
9 & 0.069797 & 0.5361 & 0.296946 \tabularnewline
10 & -0.217431 & -1.6701 & 0.050096 \tabularnewline
11 & -0.133851 & -1.0281 & 0.154044 \tabularnewline
12 & 0.40039 & 3.0755 & 0.001591 \tabularnewline
13 & -0.213967 & -1.6435 & 0.052798 \tabularnewline
14 & -0.097081 & -0.7457 & 0.229406 \tabularnewline
15 & 0.037829 & 0.2906 & 0.386198 \tabularnewline
16 & -0.019703 & -0.1513 & 0.44011 \tabularnewline
17 & -0.063246 & -0.4858 & 0.314455 \tabularnewline
18 & 0.11347 & 0.8716 & 0.193486 \tabularnewline
19 & -0.082636 & -0.6347 & 0.264026 \tabularnewline
20 & 0.107216 & 0.8235 & 0.206759 \tabularnewline
21 & -0.074867 & -0.5751 & 0.283717 \tabularnewline
22 & -0.049583 & -0.3809 & 0.35234 \tabularnewline
23 & 0.022632 & 0.1738 & 0.431293 \tabularnewline
24 & 0.114026 & 0.8759 & 0.192331 \tabularnewline
25 & 0.016307 & 0.1253 & 0.450372 \tabularnewline
26 & -0.089798 & -0.6897 & 0.246528 \tabularnewline
27 & -0.047853 & -0.3676 & 0.357255 \tabularnewline
28 & 0.120313 & 0.9241 & 0.179588 \tabularnewline
29 & -0.045077 & -0.3462 & 0.365196 \tabularnewline
30 & 0.019166 & 0.1472 & 0.441732 \tabularnewline
31 & 0.100948 & 0.7754 & 0.220602 \tabularnewline
32 & -0.106311 & -0.8166 & 0.208723 \tabularnewline
33 & 0.035067 & 0.2694 & 0.394299 \tabularnewline
34 & 0.041853 & 0.3215 & 0.374491 \tabularnewline
35 & -0.15725 & -1.2079 & 0.11596 \tabularnewline
36 & 0.135361 & 1.0397 & 0.151354 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104957&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]-0.370104[/C][C]-2.8428[/C][C]0.003067[/C][/ROW]
[ROW][C]2[/C][C]-0.169242[/C][C]-1.3[/C][C]0.099334[/C][/ROW]
[ROW][C]3[/C][C]0.299058[/C][C]2.2971[/C][C]0.012589[/C][/ROW]
[ROW][C]4[/C][C]-0.11854[/C][C]-0.9105[/C][C]0.183125[/C][/ROW]
[ROW][C]5[/C][C]-0.097728[/C][C]-0.7507[/C][C]0.22792[/C][/ROW]
[ROW][C]6[/C][C]0.306942[/C][C]2.3577[/C][C]0.010863[/C][/ROW]
[ROW][C]7[/C][C]-0.246401[/C][C]-1.8926[/C][C]0.031657[/C][/ROW]
[ROW][C]8[/C][C]0.054437[/C][C]0.4181[/C][C]0.338681[/C][/ROW]
[ROW][C]9[/C][C]0.069797[/C][C]0.5361[/C][C]0.296946[/C][/ROW]
[ROW][C]10[/C][C]-0.217431[/C][C]-1.6701[/C][C]0.050096[/C][/ROW]
[ROW][C]11[/C][C]-0.133851[/C][C]-1.0281[/C][C]0.154044[/C][/ROW]
[ROW][C]12[/C][C]0.40039[/C][C]3.0755[/C][C]0.001591[/C][/ROW]
[ROW][C]13[/C][C]-0.213967[/C][C]-1.6435[/C][C]0.052798[/C][/ROW]
[ROW][C]14[/C][C]-0.097081[/C][C]-0.7457[/C][C]0.229406[/C][/ROW]
[ROW][C]15[/C][C]0.037829[/C][C]0.2906[/C][C]0.386198[/C][/ROW]
[ROW][C]16[/C][C]-0.019703[/C][C]-0.1513[/C][C]0.44011[/C][/ROW]
[ROW][C]17[/C][C]-0.063246[/C][C]-0.4858[/C][C]0.314455[/C][/ROW]
[ROW][C]18[/C][C]0.11347[/C][C]0.8716[/C][C]0.193486[/C][/ROW]
[ROW][C]19[/C][C]-0.082636[/C][C]-0.6347[/C][C]0.264026[/C][/ROW]
[ROW][C]20[/C][C]0.107216[/C][C]0.8235[/C][C]0.206759[/C][/ROW]
[ROW][C]21[/C][C]-0.074867[/C][C]-0.5751[/C][C]0.283717[/C][/ROW]
[ROW][C]22[/C][C]-0.049583[/C][C]-0.3809[/C][C]0.35234[/C][/ROW]
[ROW][C]23[/C][C]0.022632[/C][C]0.1738[/C][C]0.431293[/C][/ROW]
[ROW][C]24[/C][C]0.114026[/C][C]0.8759[/C][C]0.192331[/C][/ROW]
[ROW][C]25[/C][C]0.016307[/C][C]0.1253[/C][C]0.450372[/C][/ROW]
[ROW][C]26[/C][C]-0.089798[/C][C]-0.6897[/C][C]0.246528[/C][/ROW]
[ROW][C]27[/C][C]-0.047853[/C][C]-0.3676[/C][C]0.357255[/C][/ROW]
[ROW][C]28[/C][C]0.120313[/C][C]0.9241[/C][C]0.179588[/C][/ROW]
[ROW][C]29[/C][C]-0.045077[/C][C]-0.3462[/C][C]0.365196[/C][/ROW]
[ROW][C]30[/C][C]0.019166[/C][C]0.1472[/C][C]0.441732[/C][/ROW]
[ROW][C]31[/C][C]0.100948[/C][C]0.7754[/C][C]0.220602[/C][/ROW]
[ROW][C]32[/C][C]-0.106311[/C][C]-0.8166[/C][C]0.208723[/C][/ROW]
[ROW][C]33[/C][C]0.035067[/C][C]0.2694[/C][C]0.394299[/C][/ROW]
[ROW][C]34[/C][C]0.041853[/C][C]0.3215[/C][C]0.374491[/C][/ROW]
[ROW][C]35[/C][C]-0.15725[/C][C]-1.2079[/C][C]0.11596[/C][/ROW]
[ROW][C]36[/C][C]0.135361[/C][C]1.0397[/C][C]0.151354[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104957&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104957&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	-0.370104	-2.8428	0.003067
2	-0.169242	-1.3	0.099334
3	0.299058	2.2971	0.012589
4	-0.11854	-0.9105	0.183125
5	-0.097728	-0.7507	0.22792
6	0.306942	2.3577	0.010863
7	-0.246401	-1.8926	0.031657
8	0.054437	0.4181	0.338681
9	0.069797	0.5361	0.296946
10	-0.217431	-1.6701	0.050096
11	-0.133851	-1.0281	0.154044
12	0.40039	3.0755	0.001591
13	-0.213967	-1.6435	0.052798
14	-0.097081	-0.7457	0.229406
15	0.037829	0.2906	0.386198
16	-0.019703	-0.1513	0.44011
17	-0.063246	-0.4858	0.314455
18	0.11347	0.8716	0.193486
19	-0.082636	-0.6347	0.264026
20	0.107216	0.8235	0.206759
21	-0.074867	-0.5751	0.283717
22	-0.049583	-0.3809	0.35234
23	0.022632	0.1738	0.431293
24	0.114026	0.8759	0.192331
25	0.016307	0.1253	0.450372
26	-0.089798	-0.6897	0.246528
27	-0.047853	-0.3676	0.357255
28	0.120313	0.9241	0.179588
29	-0.045077	-0.3462	0.365196
30	0.019166	0.1472	0.441732
31	0.100948	0.7754	0.220602
32	-0.106311	-0.8166	0.208723
33	0.035067	0.2694	0.394299
34	0.041853	0.3215	0.374491
35	-0.15725	-1.2079	0.11596
36	0.135361	1.0397	0.151354

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.370104	-2.8428	0.003067
2	-0.354821	-2.7254	0.00422
3	0.10986	0.8438	0.201082
4	0.013001	0.0999	0.460395
5	-0.05344	-0.4105	0.341469
6	0.236395	1.8158	0.037243
7	-0.067086	-0.5153	0.304135
8	0.069375	0.5329	0.29806
9	-0.061425	-0.4718	0.319399
10	-0.195446	-1.5012	0.069312
11	-0.409989	-3.1492	0.001285
12	0.11973	0.9197	0.180746
13	0.101022	0.776	0.220434
14	0.029133	0.2238	0.411854
15	-0.190442	-1.4628	0.074413
16	-0.051233	-0.3935	0.347675
17	-0.039836	-0.306	0.380345
18	-0.079253	-0.6088	0.272512
19	-0.020883	-0.1604	0.436555
20	0.084315	0.6476	0.259866
21	-0.052528	-0.4035	0.34403
22	-0.038367	-0.2947	0.384629
23	0.045777	0.3516	0.363189
24	-0.04887	-0.3754	0.354363
25	0.045542	0.3498	0.363861
26	-0.115355	-0.8861	0.189593
27	-0.06758	-0.5191	0.302819
28	-0.032924	-0.2529	0.400613
29	0.071626	0.5502	0.29214
30	0.08727	0.6703	0.252631
31	0.160527	1.233	0.111228
32	-0.129745	-0.9966	0.161517
33	0.053036	0.4074	0.342602
34	0.061925	0.4757	0.318038
35	-0.123737	-0.9504	0.172883
36	-0.107662	-0.827	0.205795

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.370104 & -2.8428 & 0.003067 \tabularnewline
2 & -0.354821 & -2.7254 & 0.00422 \tabularnewline
3 & 0.10986 & 0.8438 & 0.201082 \tabularnewline
4 & 0.013001 & 0.0999 & 0.460395 \tabularnewline
5 & -0.05344 & -0.4105 & 0.341469 \tabularnewline
6 & 0.236395 & 1.8158 & 0.037243 \tabularnewline
7 & -0.067086 & -0.5153 & 0.304135 \tabularnewline
8 & 0.069375 & 0.5329 & 0.29806 \tabularnewline
9 & -0.061425 & -0.4718 & 0.319399 \tabularnewline
10 & -0.195446 & -1.5012 & 0.069312 \tabularnewline
11 & -0.409989 & -3.1492 & 0.001285 \tabularnewline
12 & 0.11973 & 0.9197 & 0.180746 \tabularnewline
13 & 0.101022 & 0.776 & 0.220434 \tabularnewline
14 & 0.029133 & 0.2238 & 0.411854 \tabularnewline
15 & -0.190442 & -1.4628 & 0.074413 \tabularnewline
16 & -0.051233 & -0.3935 & 0.347675 \tabularnewline
17 & -0.039836 & -0.306 & 0.380345 \tabularnewline
18 & -0.079253 & -0.6088 & 0.272512 \tabularnewline
19 & -0.020883 & -0.1604 & 0.436555 \tabularnewline
20 & 0.084315 & 0.6476 & 0.259866 \tabularnewline
21 & -0.052528 & -0.4035 & 0.34403 \tabularnewline
22 & -0.038367 & -0.2947 & 0.384629 \tabularnewline
23 & 0.045777 & 0.3516 & 0.363189 \tabularnewline
24 & -0.04887 & -0.3754 & 0.354363 \tabularnewline
25 & 0.045542 & 0.3498 & 0.363861 \tabularnewline
26 & -0.115355 & -0.8861 & 0.189593 \tabularnewline
27 & -0.06758 & -0.5191 & 0.302819 \tabularnewline
28 & -0.032924 & -0.2529 & 0.400613 \tabularnewline
29 & 0.071626 & 0.5502 & 0.29214 \tabularnewline
30 & 0.08727 & 0.6703 & 0.252631 \tabularnewline
31 & 0.160527 & 1.233 & 0.111228 \tabularnewline
32 & -0.129745 & -0.9966 & 0.161517 \tabularnewline
33 & 0.053036 & 0.4074 & 0.342602 \tabularnewline
34 & 0.061925 & 0.4757 & 0.318038 \tabularnewline
35 & -0.123737 & -0.9504 & 0.172883 \tabularnewline
36 & -0.107662 & -0.827 & 0.205795 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104957&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]-0.370104[/C][C]-2.8428[/C][C]0.003067[/C][/ROW]
[ROW][C]2[/C][C]-0.354821[/C][C]-2.7254[/C][C]0.00422[/C][/ROW]
[ROW][C]3[/C][C]0.10986[/C][C]0.8438[/C][C]0.201082[/C][/ROW]
[ROW][C]4[/C][C]0.013001[/C][C]0.0999[/C][C]0.460395[/C][/ROW]
[ROW][C]5[/C][C]-0.05344[/C][C]-0.4105[/C][C]0.341469[/C][/ROW]
[ROW][C]6[/C][C]0.236395[/C][C]1.8158[/C][C]0.037243[/C][/ROW]
[ROW][C]7[/C][C]-0.067086[/C][C]-0.5153[/C][C]0.304135[/C][/ROW]
[ROW][C]8[/C][C]0.069375[/C][C]0.5329[/C][C]0.29806[/C][/ROW]
[ROW][C]9[/C][C]-0.061425[/C][C]-0.4718[/C][C]0.319399[/C][/ROW]
[ROW][C]10[/C][C]-0.195446[/C][C]-1.5012[/C][C]0.069312[/C][/ROW]
[ROW][C]11[/C][C]-0.409989[/C][C]-3.1492[/C][C]0.001285[/C][/ROW]
[ROW][C]12[/C][C]0.11973[/C][C]0.9197[/C][C]0.180746[/C][/ROW]
[ROW][C]13[/C][C]0.101022[/C][C]0.776[/C][C]0.220434[/C][/ROW]
[ROW][C]14[/C][C]0.029133[/C][C]0.2238[/C][C]0.411854[/C][/ROW]
[ROW][C]15[/C][C]-0.190442[/C][C]-1.4628[/C][C]0.074413[/C][/ROW]
[ROW][C]16[/C][C]-0.051233[/C][C]-0.3935[/C][C]0.347675[/C][/ROW]
[ROW][C]17[/C][C]-0.039836[/C][C]-0.306[/C][C]0.380345[/C][/ROW]
[ROW][C]18[/C][C]-0.079253[/C][C]-0.6088[/C][C]0.272512[/C][/ROW]
[ROW][C]19[/C][C]-0.020883[/C][C]-0.1604[/C][C]0.436555[/C][/ROW]
[ROW][C]20[/C][C]0.084315[/C][C]0.6476[/C][C]0.259866[/C][/ROW]
[ROW][C]21[/C][C]-0.052528[/C][C]-0.4035[/C][C]0.34403[/C][/ROW]
[ROW][C]22[/C][C]-0.038367[/C][C]-0.2947[/C][C]0.384629[/C][/ROW]
[ROW][C]23[/C][C]0.045777[/C][C]0.3516[/C][C]0.363189[/C][/ROW]
[ROW][C]24[/C][C]-0.04887[/C][C]-0.3754[/C][C]0.354363[/C][/ROW]
[ROW][C]25[/C][C]0.045542[/C][C]0.3498[/C][C]0.363861[/C][/ROW]
[ROW][C]26[/C][C]-0.115355[/C][C]-0.8861[/C][C]0.189593[/C][/ROW]
[ROW][C]27[/C][C]-0.06758[/C][C]-0.5191[/C][C]0.302819[/C][/ROW]
[ROW][C]28[/C][C]-0.032924[/C][C]-0.2529[/C][C]0.400613[/C][/ROW]
[ROW][C]29[/C][C]0.071626[/C][C]0.5502[/C][C]0.29214[/C][/ROW]
[ROW][C]30[/C][C]0.08727[/C][C]0.6703[/C][C]0.252631[/C][/ROW]
[ROW][C]31[/C][C]0.160527[/C][C]1.233[/C][C]0.111228[/C][/ROW]
[ROW][C]32[/C][C]-0.129745[/C][C]-0.9966[/C][C]0.161517[/C][/ROW]
[ROW][C]33[/C][C]0.053036[/C][C]0.4074[/C][C]0.342602[/C][/ROW]
[ROW][C]34[/C][C]0.061925[/C][C]0.4757[/C][C]0.318038[/C][/ROW]
[ROW][C]35[/C][C]-0.123737[/C][C]-0.9504[/C][C]0.172883[/C][/ROW]
[ROW][C]36[/C][C]-0.107662[/C][C]-0.827[/C][C]0.205795[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104957&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104957&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	-0.370104	-2.8428	0.003067
2	-0.354821	-2.7254	0.00422
3	0.10986	0.8438	0.201082
4	0.013001	0.0999	0.460395
5	-0.05344	-0.4105	0.341469
6	0.236395	1.8158	0.037243
7	-0.067086	-0.5153	0.304135
8	0.069375	0.5329	0.29806
9	-0.061425	-0.4718	0.319399
10	-0.195446	-1.5012	0.069312
11	-0.409989	-3.1492	0.001285
12	0.11973	0.9197	0.180746
13	0.101022	0.776	0.220434
14	0.029133	0.2238	0.411854
15	-0.190442	-1.4628	0.074413
16	-0.051233	-0.3935	0.347675
17	-0.039836	-0.306	0.380345
18	-0.079253	-0.6088	0.272512
19	-0.020883	-0.1604	0.436555
20	0.084315	0.6476	0.259866
21	-0.052528	-0.4035	0.34403
22	-0.038367	-0.2947	0.384629
23	0.045777	0.3516	0.363189
24	-0.04887	-0.3754	0.354363
25	0.045542	0.3498	0.363861
26	-0.115355	-0.8861	0.189593
27	-0.06758	-0.5191	0.302819
28	-0.032924	-0.2529	0.400613
29	0.071626	0.5502	0.29214
30	0.08727	0.6703	0.252631
31	0.160527	1.233	0.111228
32	-0.129745	-0.9966	0.161517
33	0.053036	0.4074	0.342602
34	0.061925	0.4757	0.318038
35	-0.123737	-0.9504	0.172883
36	-0.107662	-0.827	0.205795

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 = 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 ;

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