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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 03 Dec 2010 18:34:45 +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/t1291401165je5aa63zbi9rid9.htm/, Retrieved Tue, 07 May 2024 21:49:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104958, Retrieved Tue, 07 May 2024 21:49:36 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

147

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

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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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104958&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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104958&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104958&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' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.228513	-1.5666	0.061958
2	-0.010512	-0.0721	0.471427
3	0.459195	3.1481	0.001427
4	-0.246099	-1.6872	0.049099
5	0.158062	1.0836	0.142031
6	0.226237	1.551	0.063804
7	-0.371867	-2.5494	0.007057
8	0.071585	0.4908	0.312939
9	0.047658	0.3267	0.372664
10	-0.236299	-1.62	0.055964
11	0.029061	0.1992	0.421471
12	-0.15795	-1.0828	0.1422
13	-0.20728	-1.421	0.080953
14	0.019029	0.1305	0.44838
15	0.007685	0.0527	0.479104
16	-0.140361	-0.9623	0.17042
17	-0.035152	-0.241	0.405305
18	-0.01825	-0.1251	0.450483
19	-0.076707	-0.5259	0.300724
20	0.192755	1.3215	0.096372
21	-0.172409	-1.182	0.12158
22	-0.002379	-0.0163	0.493527
23	0.187156	1.2831	0.102878
24	-0.105961	-0.7264	0.235588
25	0.06776	0.4645	0.322203
26	0.126194	0.8651	0.195678
27	-0.177176	-1.2147	0.115282
28	0.108817	0.746	0.229688
29	0.080561	0.5523	0.29168
30	-0.066206	-0.4539	0.326001
31	0.042836	0.2937	0.385151
32	0.010701	0.0734	0.470914
33	-0.021846	-0.1498	0.440794
34	0.033524	0.2298	0.409612
35	0.00423	0.029	0.488495
36	-0.089229	-0.6117	0.271833

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.228513 & -1.5666 & 0.061958 \tabularnewline
2 & -0.010512 & -0.0721 & 0.471427 \tabularnewline
3 & 0.459195 & 3.1481 & 0.001427 \tabularnewline
4 & -0.246099 & -1.6872 & 0.049099 \tabularnewline
5 & 0.158062 & 1.0836 & 0.142031 \tabularnewline
6 & 0.226237 & 1.551 & 0.063804 \tabularnewline
7 & -0.371867 & -2.5494 & 0.007057 \tabularnewline
8 & 0.071585 & 0.4908 & 0.312939 \tabularnewline
9 & 0.047658 & 0.3267 & 0.372664 \tabularnewline
10 & -0.236299 & -1.62 & 0.055964 \tabularnewline
11 & 0.029061 & 0.1992 & 0.421471 \tabularnewline
12 & -0.15795 & -1.0828 & 0.1422 \tabularnewline
13 & -0.20728 & -1.421 & 0.080953 \tabularnewline
14 & 0.019029 & 0.1305 & 0.44838 \tabularnewline
15 & 0.007685 & 0.0527 & 0.479104 \tabularnewline
16 & -0.140361 & -0.9623 & 0.17042 \tabularnewline
17 & -0.035152 & -0.241 & 0.405305 \tabularnewline
18 & -0.01825 & -0.1251 & 0.450483 \tabularnewline
19 & -0.076707 & -0.5259 & 0.300724 \tabularnewline
20 & 0.192755 & 1.3215 & 0.096372 \tabularnewline
21 & -0.172409 & -1.182 & 0.12158 \tabularnewline
22 & -0.002379 & -0.0163 & 0.493527 \tabularnewline
23 & 0.187156 & 1.2831 & 0.102878 \tabularnewline
24 & -0.105961 & -0.7264 & 0.235588 \tabularnewline
25 & 0.06776 & 0.4645 & 0.322203 \tabularnewline
26 & 0.126194 & 0.8651 & 0.195678 \tabularnewline
27 & -0.177176 & -1.2147 & 0.115282 \tabularnewline
28 & 0.108817 & 0.746 & 0.229688 \tabularnewline
29 & 0.080561 & 0.5523 & 0.29168 \tabularnewline
30 & -0.066206 & -0.4539 & 0.326001 \tabularnewline
31 & 0.042836 & 0.2937 & 0.385151 \tabularnewline
32 & 0.010701 & 0.0734 & 0.470914 \tabularnewline
33 & -0.021846 & -0.1498 & 0.440794 \tabularnewline
34 & 0.033524 & 0.2298 & 0.409612 \tabularnewline
35 & 0.00423 & 0.029 & 0.488495 \tabularnewline
36 & -0.089229 & -0.6117 & 0.271833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104958&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]-0.228513[/C][C]-1.5666[/C][C]0.061958[/C][/ROW]
[ROW][C]2[/C][C]-0.010512[/C][C]-0.0721[/C][C]0.471427[/C][/ROW]
[ROW][C]3[/C][C]0.459195[/C][C]3.1481[/C][C]0.001427[/C][/ROW]
[ROW][C]4[/C][C]-0.246099[/C][C]-1.6872[/C][C]0.049099[/C][/ROW]
[ROW][C]5[/C][C]0.158062[/C][C]1.0836[/C][C]0.142031[/C][/ROW]
[ROW][C]6[/C][C]0.226237[/C][C]1.551[/C][C]0.063804[/C][/ROW]
[ROW][C]7[/C][C]-0.371867[/C][C]-2.5494[/C][C]0.007057[/C][/ROW]
[ROW][C]8[/C][C]0.071585[/C][C]0.4908[/C][C]0.312939[/C][/ROW]
[ROW][C]9[/C][C]0.047658[/C][C]0.3267[/C][C]0.372664[/C][/ROW]
[ROW][C]10[/C][C]-0.236299[/C][C]-1.62[/C][C]0.055964[/C][/ROW]
[ROW][C]11[/C][C]0.029061[/C][C]0.1992[/C][C]0.421471[/C][/ROW]
[ROW][C]12[/C][C]-0.15795[/C][C]-1.0828[/C][C]0.1422[/C][/ROW]
[ROW][C]13[/C][C]-0.20728[/C][C]-1.421[/C][C]0.080953[/C][/ROW]
[ROW][C]14[/C][C]0.019029[/C][C]0.1305[/C][C]0.44838[/C][/ROW]
[ROW][C]15[/C][C]0.007685[/C][C]0.0527[/C][C]0.479104[/C][/ROW]
[ROW][C]16[/C][C]-0.140361[/C][C]-0.9623[/C][C]0.17042[/C][/ROW]
[ROW][C]17[/C][C]-0.035152[/C][C]-0.241[/C][C]0.405305[/C][/ROW]
[ROW][C]18[/C][C]-0.01825[/C][C]-0.1251[/C][C]0.450483[/C][/ROW]
[ROW][C]19[/C][C]-0.076707[/C][C]-0.5259[/C][C]0.300724[/C][/ROW]
[ROW][C]20[/C][C]0.192755[/C][C]1.3215[/C][C]0.096372[/C][/ROW]
[ROW][C]21[/C][C]-0.172409[/C][C]-1.182[/C][C]0.12158[/C][/ROW]
[ROW][C]22[/C][C]-0.002379[/C][C]-0.0163[/C][C]0.493527[/C][/ROW]
[ROW][C]23[/C][C]0.187156[/C][C]1.2831[/C][C]0.102878[/C][/ROW]
[ROW][C]24[/C][C]-0.105961[/C][C]-0.7264[/C][C]0.235588[/C][/ROW]
[ROW][C]25[/C][C]0.06776[/C][C]0.4645[/C][C]0.322203[/C][/ROW]
[ROW][C]26[/C][C]0.126194[/C][C]0.8651[/C][C]0.195678[/C][/ROW]
[ROW][C]27[/C][C]-0.177176[/C][C]-1.2147[/C][C]0.115282[/C][/ROW]
[ROW][C]28[/C][C]0.108817[/C][C]0.746[/C][C]0.229688[/C][/ROW]
[ROW][C]29[/C][C]0.080561[/C][C]0.5523[/C][C]0.29168[/C][/ROW]
[ROW][C]30[/C][C]-0.066206[/C][C]-0.4539[/C][C]0.326001[/C][/ROW]
[ROW][C]31[/C][C]0.042836[/C][C]0.2937[/C][C]0.385151[/C][/ROW]
[ROW][C]32[/C][C]0.010701[/C][C]0.0734[/C][C]0.470914[/C][/ROW]
[ROW][C]33[/C][C]-0.021846[/C][C]-0.1498[/C][C]0.440794[/C][/ROW]
[ROW][C]34[/C][C]0.033524[/C][C]0.2298[/C][C]0.409612[/C][/ROW]
[ROW][C]35[/C][C]0.00423[/C][C]0.029[/C][C]0.488495[/C][/ROW]
[ROW][C]36[/C][C]-0.089229[/C][C]-0.6117[/C][C]0.271833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104958&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104958&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	-0.228513	-1.5666	0.061958
2	-0.010512	-0.0721	0.471427
3	0.459195	3.1481	0.001427
4	-0.246099	-1.6872	0.049099
5	0.158062	1.0836	0.142031
6	0.226237	1.551	0.063804
7	-0.371867	-2.5494	0.007057
8	0.071585	0.4908	0.312939
9	0.047658	0.3267	0.372664
10	-0.236299	-1.62	0.055964
11	0.029061	0.1992	0.421471
12	-0.15795	-1.0828	0.1422
13	-0.20728	-1.421	0.080953
14	0.019029	0.1305	0.44838
15	0.007685	0.0527	0.479104
16	-0.140361	-0.9623	0.17042
17	-0.035152	-0.241	0.405305
18	-0.01825	-0.1251	0.450483
19	-0.076707	-0.5259	0.300724
20	0.192755	1.3215	0.096372
21	-0.172409	-1.182	0.12158
22	-0.002379	-0.0163	0.493527
23	0.187156	1.2831	0.102878
24	-0.105961	-0.7264	0.235588
25	0.06776	0.4645	0.322203
26	0.126194	0.8651	0.195678
27	-0.177176	-1.2147	0.115282
28	0.108817	0.746	0.229688
29	0.080561	0.5523	0.29168
30	-0.066206	-0.4539	0.326001
31	0.042836	0.2937	0.385151
32	0.010701	0.0734	0.470914
33	-0.021846	-0.1498	0.440794
34	0.033524	0.2298	0.409612
35	0.00423	0.029	0.488495
36	-0.089229	-0.6117	0.271833

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.228513	-1.5666	0.061958
2	-0.066186	-0.4538	0.326048
3	0.467884	3.2077	0.001205
4	-0.055656	-0.3816	0.352253
5	0.110283	0.7561	0.226691
6	0.100275	0.6874	0.24759
7	-0.263022	-1.8032	0.038886
8	-0.242657	-1.6636	0.051426
9	-0.092951	-0.6372	0.26353
10	0.017172	0.1177	0.453393
11	-0.065069	-0.4461	0.328791
12	-0.153859	-1.0548	0.148453
13	-0.114753	-0.7867	0.217701
14	-0.10953	-0.7509	0.228228
15	0.152183	1.0433	0.151069
16	0.060634	0.4157	0.339766
17	-0.0445	-0.3051	0.380828
18	-0.103456	-0.7093	0.240833
19	-0.143856	-0.9862	0.164536
20	0.147878	1.0138	0.157934
21	-0.222251	-1.5237	0.067145
22	0.005947	0.0408	0.483826
23	0.069612	0.4772	0.317704
24	0.004456	0.0305	0.487881
25	-0.122737	-0.8414	0.202181
26	-0.018631	-0.1277	0.449454
27	0.028134	0.1929	0.423944
28	-0.094019	-0.6446	0.261173
29	-0.054337	-0.3725	0.355592
30	0.115971	0.7951	0.215289
31	-0.088072	-0.6038	0.274442
32	0.006866	0.0471	0.481328
33	0.014634	0.1003	0.460257
34	-0.017589	-0.1206	0.452268
35	-0.117231	-0.8037	0.21281
36	-0.06769	-0.4641	0.322373

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.228513 & -1.5666 & 0.061958 \tabularnewline
2 & -0.066186 & -0.4538 & 0.326048 \tabularnewline
3 & 0.467884 & 3.2077 & 0.001205 \tabularnewline
4 & -0.055656 & -0.3816 & 0.352253 \tabularnewline
5 & 0.110283 & 0.7561 & 0.226691 \tabularnewline
6 & 0.100275 & 0.6874 & 0.24759 \tabularnewline
7 & -0.263022 & -1.8032 & 0.038886 \tabularnewline
8 & -0.242657 & -1.6636 & 0.051426 \tabularnewline
9 & -0.092951 & -0.6372 & 0.26353 \tabularnewline
10 & 0.017172 & 0.1177 & 0.453393 \tabularnewline
11 & -0.065069 & -0.4461 & 0.328791 \tabularnewline
12 & -0.153859 & -1.0548 & 0.148453 \tabularnewline
13 & -0.114753 & -0.7867 & 0.217701 \tabularnewline
14 & -0.10953 & -0.7509 & 0.228228 \tabularnewline
15 & 0.152183 & 1.0433 & 0.151069 \tabularnewline
16 & 0.060634 & 0.4157 & 0.339766 \tabularnewline
17 & -0.0445 & -0.3051 & 0.380828 \tabularnewline
18 & -0.103456 & -0.7093 & 0.240833 \tabularnewline
19 & -0.143856 & -0.9862 & 0.164536 \tabularnewline
20 & 0.147878 & 1.0138 & 0.157934 \tabularnewline
21 & -0.222251 & -1.5237 & 0.067145 \tabularnewline
22 & 0.005947 & 0.0408 & 0.483826 \tabularnewline
23 & 0.069612 & 0.4772 & 0.317704 \tabularnewline
24 & 0.004456 & 0.0305 & 0.487881 \tabularnewline
25 & -0.122737 & -0.8414 & 0.202181 \tabularnewline
26 & -0.018631 & -0.1277 & 0.449454 \tabularnewline
27 & 0.028134 & 0.1929 & 0.423944 \tabularnewline
28 & -0.094019 & -0.6446 & 0.261173 \tabularnewline
29 & -0.054337 & -0.3725 & 0.355592 \tabularnewline
30 & 0.115971 & 0.7951 & 0.215289 \tabularnewline
31 & -0.088072 & -0.6038 & 0.274442 \tabularnewline
32 & 0.006866 & 0.0471 & 0.481328 \tabularnewline
33 & 0.014634 & 0.1003 & 0.460257 \tabularnewline
34 & -0.017589 & -0.1206 & 0.452268 \tabularnewline
35 & -0.117231 & -0.8037 & 0.21281 \tabularnewline
36 & -0.06769 & -0.4641 & 0.322373 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104958&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]-0.228513[/C][C]-1.5666[/C][C]0.061958[/C][/ROW]
[ROW][C]2[/C][C]-0.066186[/C][C]-0.4538[/C][C]0.326048[/C][/ROW]
[ROW][C]3[/C][C]0.467884[/C][C]3.2077[/C][C]0.001205[/C][/ROW]
[ROW][C]4[/C][C]-0.055656[/C][C]-0.3816[/C][C]0.352253[/C][/ROW]
[ROW][C]5[/C][C]0.110283[/C][C]0.7561[/C][C]0.226691[/C][/ROW]
[ROW][C]6[/C][C]0.100275[/C][C]0.6874[/C][C]0.24759[/C][/ROW]
[ROW][C]7[/C][C]-0.263022[/C][C]-1.8032[/C][C]0.038886[/C][/ROW]
[ROW][C]8[/C][C]-0.242657[/C][C]-1.6636[/C][C]0.051426[/C][/ROW]
[ROW][C]9[/C][C]-0.092951[/C][C]-0.6372[/C][C]0.26353[/C][/ROW]
[ROW][C]10[/C][C]0.017172[/C][C]0.1177[/C][C]0.453393[/C][/ROW]
[ROW][C]11[/C][C]-0.065069[/C][C]-0.4461[/C][C]0.328791[/C][/ROW]
[ROW][C]12[/C][C]-0.153859[/C][C]-1.0548[/C][C]0.148453[/C][/ROW]
[ROW][C]13[/C][C]-0.114753[/C][C]-0.7867[/C][C]0.217701[/C][/ROW]
[ROW][C]14[/C][C]-0.10953[/C][C]-0.7509[/C][C]0.228228[/C][/ROW]
[ROW][C]15[/C][C]0.152183[/C][C]1.0433[/C][C]0.151069[/C][/ROW]
[ROW][C]16[/C][C]0.060634[/C][C]0.4157[/C][C]0.339766[/C][/ROW]
[ROW][C]17[/C][C]-0.0445[/C][C]-0.3051[/C][C]0.380828[/C][/ROW]
[ROW][C]18[/C][C]-0.103456[/C][C]-0.7093[/C][C]0.240833[/C][/ROW]
[ROW][C]19[/C][C]-0.143856[/C][C]-0.9862[/C][C]0.164536[/C][/ROW]
[ROW][C]20[/C][C]0.147878[/C][C]1.0138[/C][C]0.157934[/C][/ROW]
[ROW][C]21[/C][C]-0.222251[/C][C]-1.5237[/C][C]0.067145[/C][/ROW]
[ROW][C]22[/C][C]0.005947[/C][C]0.0408[/C][C]0.483826[/C][/ROW]
[ROW][C]23[/C][C]0.069612[/C][C]0.4772[/C][C]0.317704[/C][/ROW]
[ROW][C]24[/C][C]0.004456[/C][C]0.0305[/C][C]0.487881[/C][/ROW]
[ROW][C]25[/C][C]-0.122737[/C][C]-0.8414[/C][C]0.202181[/C][/ROW]
[ROW][C]26[/C][C]-0.018631[/C][C]-0.1277[/C][C]0.449454[/C][/ROW]
[ROW][C]27[/C][C]0.028134[/C][C]0.1929[/C][C]0.423944[/C][/ROW]
[ROW][C]28[/C][C]-0.094019[/C][C]-0.6446[/C][C]0.261173[/C][/ROW]
[ROW][C]29[/C][C]-0.054337[/C][C]-0.3725[/C][C]0.355592[/C][/ROW]
[ROW][C]30[/C][C]0.115971[/C][C]0.7951[/C][C]0.215289[/C][/ROW]
[ROW][C]31[/C][C]-0.088072[/C][C]-0.6038[/C][C]0.274442[/C][/ROW]
[ROW][C]32[/C][C]0.006866[/C][C]0.0471[/C][C]0.481328[/C][/ROW]
[ROW][C]33[/C][C]0.014634[/C][C]0.1003[/C][C]0.460257[/C][/ROW]
[ROW][C]34[/C][C]-0.017589[/C][C]-0.1206[/C][C]0.452268[/C][/ROW]
[ROW][C]35[/C][C]-0.117231[/C][C]-0.8037[/C][C]0.21281[/C][/ROW]
[ROW][C]36[/C][C]-0.06769[/C][C]-0.4641[/C][C]0.322373[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104958&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104958&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	-0.228513	-1.5666	0.061958
2	-0.066186	-0.4538	0.326048
3	0.467884	3.2077	0.001205
4	-0.055656	-0.3816	0.352253
5	0.110283	0.7561	0.226691
6	0.100275	0.6874	0.24759
7	-0.263022	-1.8032	0.038886
8	-0.242657	-1.6636	0.051426
9	-0.092951	-0.6372	0.26353
10	0.017172	0.1177	0.453393
11	-0.065069	-0.4461	0.328791
12	-0.153859	-1.0548	0.148453
13	-0.114753	-0.7867	0.217701
14	-0.10953	-0.7509	0.228228
15	0.152183	1.0433	0.151069
16	0.060634	0.4157	0.339766
17	-0.0445	-0.3051	0.380828
18	-0.103456	-0.7093	0.240833
19	-0.143856	-0.9862	0.164536
20	0.147878	1.0138	0.157934
21	-0.222251	-1.5237	0.067145
22	0.005947	0.0408	0.483826
23	0.069612	0.4772	0.317704
24	0.004456	0.0305	0.487881
25	-0.122737	-0.8414	0.202181
26	-0.018631	-0.1277	0.449454
27	0.028134	0.1929	0.423944
28	-0.094019	-0.6446	0.261173
29	-0.054337	-0.3725	0.355592
30	0.115971	0.7951	0.215289
31	-0.088072	-0.6038	0.274442
32	0.006866	0.0471	0.481328
33	0.014634	0.1003	0.460257
34	-0.017589	-0.1206	0.452268
35	-0.117231	-0.8037	0.21281
36	-0.06769	-0.4641	0.322373

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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