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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 01 Dec 2007 05:30:22 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/01/t11965116236olbpbfh299ruhu.htm/, Retrieved Sun, 19 May 2024 18:46:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2233, Retrieved Sun, 19 May 2024 18:46:47 +0000

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User-defined keywords

Estimated Impact

248

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

-       [(Partial) Autocorrelation Function] [paper auto 5] [2007-12-01 12:30:22] [fef19078983b9fa83d10cb717d6f9786] [Current]
-    D    [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:14:05] [4ddbf81f78ea7c738951638c7e93f6ee] 
-    D      [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:16:48] [4ddbf81f78ea7c738951638c7e93f6ee] 
-    D        [(Partial) Autocorrelation Function] [autocorrelation m...] [2008-12-16 19:19:27] [4ddbf81f78ea7c738951638c7e93f6ee] 

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2233&T=0

[TABLE]
[ROW][C]Summary of compuational 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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2233&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 compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.8557	0
1	-0.570817	-3.9133	0.999854
2	0.074491	0.5107	0.305982
3	0.160236	1.0985	0.138785
4	-0.279488	-1.9161	0.969275
5	0.161245	1.1054	0.137298
6	0.145352	0.9965	0.16206
7	-0.276491	-1.8955	0.967909
8	0.110569	0.758	0.226111
9	0.152545	1.0458	0.150503
10	-0.262614	-1.8004	0.960891
11	0.216797	1.4863	0.071941
12	-0.165776	-1.1365	0.869247
13	-0.005198	-0.0356	0.514138
14	0.079283	0.5435	0.294664
15	-0.015074	-0.1033	0.540934
16	-0.044009	-0.3017	0.617897
17	0.024929	0.1709	0.432517
18	0.078889	0.5408	0.295587
19	-0.208641	-1.4304	0.920387
20	0.161252	1.1055	0.137287
21	-0.029306	-0.2009	0.579183
22	-0.064864	-0.4447	0.670705
23	0.179932	1.2335	0.111752
24	-0.148681	-1.0193	0.843362
25	-0.057358	-0.3932	0.652036
26	0.149246	1.0232	0.155731
27	-0.036189	-0.2481	0.597431
28	-0.114751	-0.7867	0.782296
29	0.21821	1.496	0.070673
30	-0.284132	-1.9479	0.971294
31	0.251954	1.7273	0.045339
32	-0.040112	-0.275	0.607736
33	-0.123145	-0.8442	0.798594
34	0.102138	0.7002	0.243621
35	-0.075	-0.5142	0.695231

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & -0.570817 & -3.9133 & 0.999854 \tabularnewline
2 & 0.074491 & 0.5107 & 0.305982 \tabularnewline
3 & 0.160236 & 1.0985 & 0.138785 \tabularnewline
4 & -0.279488 & -1.9161 & 0.969275 \tabularnewline
5 & 0.161245 & 1.1054 & 0.137298 \tabularnewline
6 & 0.145352 & 0.9965 & 0.16206 \tabularnewline
7 & -0.276491 & -1.8955 & 0.967909 \tabularnewline
8 & 0.110569 & 0.758 & 0.226111 \tabularnewline
9 & 0.152545 & 1.0458 & 0.150503 \tabularnewline
10 & -0.262614 & -1.8004 & 0.960891 \tabularnewline
11 & 0.216797 & 1.4863 & 0.071941 \tabularnewline
12 & -0.165776 & -1.1365 & 0.869247 \tabularnewline
13 & -0.005198 & -0.0356 & 0.514138 \tabularnewline
14 & 0.079283 & 0.5435 & 0.294664 \tabularnewline
15 & -0.015074 & -0.1033 & 0.540934 \tabularnewline
16 & -0.044009 & -0.3017 & 0.617897 \tabularnewline
17 & 0.024929 & 0.1709 & 0.432517 \tabularnewline
18 & 0.078889 & 0.5408 & 0.295587 \tabularnewline
19 & -0.208641 & -1.4304 & 0.920387 \tabularnewline
20 & 0.161252 & 1.1055 & 0.137287 \tabularnewline
21 & -0.029306 & -0.2009 & 0.579183 \tabularnewline
22 & -0.064864 & -0.4447 & 0.670705 \tabularnewline
23 & 0.179932 & 1.2335 & 0.111752 \tabularnewline
24 & -0.148681 & -1.0193 & 0.843362 \tabularnewline
25 & -0.057358 & -0.3932 & 0.652036 \tabularnewline
26 & 0.149246 & 1.0232 & 0.155731 \tabularnewline
27 & -0.036189 & -0.2481 & 0.597431 \tabularnewline
28 & -0.114751 & -0.7867 & 0.782296 \tabularnewline
29 & 0.21821 & 1.496 & 0.070673 \tabularnewline
30 & -0.284132 & -1.9479 & 0.971294 \tabularnewline
31 & 0.251954 & 1.7273 & 0.045339 \tabularnewline
32 & -0.040112 & -0.275 & 0.607736 \tabularnewline
33 & -0.123145 & -0.8442 & 0.798594 \tabularnewline
34 & 0.102138 & 0.7002 & 0.243621 \tabularnewline
35 & -0.075 & -0.5142 & 0.695231 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2233&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]0[/C][C]1[/C][C]6.8557[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.570817[/C][C]-3.9133[/C][C]0.999854[/C][/ROW]
[ROW][C]2[/C][C]0.074491[/C][C]0.5107[/C][C]0.305982[/C][/ROW]
[ROW][C]3[/C][C]0.160236[/C][C]1.0985[/C][C]0.138785[/C][/ROW]
[ROW][C]4[/C][C]-0.279488[/C][C]-1.9161[/C][C]0.969275[/C][/ROW]
[ROW][C]5[/C][C]0.161245[/C][C]1.1054[/C][C]0.137298[/C][/ROW]
[ROW][C]6[/C][C]0.145352[/C][C]0.9965[/C][C]0.16206[/C][/ROW]
[ROW][C]7[/C][C]-0.276491[/C][C]-1.8955[/C][C]0.967909[/C][/ROW]
[ROW][C]8[/C][C]0.110569[/C][C]0.758[/C][C]0.226111[/C][/ROW]
[ROW][C]9[/C][C]0.152545[/C][C]1.0458[/C][C]0.150503[/C][/ROW]
[ROW][C]10[/C][C]-0.262614[/C][C]-1.8004[/C][C]0.960891[/C][/ROW]
[ROW][C]11[/C][C]0.216797[/C][C]1.4863[/C][C]0.071941[/C][/ROW]
[ROW][C]12[/C][C]-0.165776[/C][C]-1.1365[/C][C]0.869247[/C][/ROW]
[ROW][C]13[/C][C]-0.005198[/C][C]-0.0356[/C][C]0.514138[/C][/ROW]
[ROW][C]14[/C][C]0.079283[/C][C]0.5435[/C][C]0.294664[/C][/ROW]
[ROW][C]15[/C][C]-0.015074[/C][C]-0.1033[/C][C]0.540934[/C][/ROW]
[ROW][C]16[/C][C]-0.044009[/C][C]-0.3017[/C][C]0.617897[/C][/ROW]
[ROW][C]17[/C][C]0.024929[/C][C]0.1709[/C][C]0.432517[/C][/ROW]
[ROW][C]18[/C][C]0.078889[/C][C]0.5408[/C][C]0.295587[/C][/ROW]
[ROW][C]19[/C][C]-0.208641[/C][C]-1.4304[/C][C]0.920387[/C][/ROW]
[ROW][C]20[/C][C]0.161252[/C][C]1.1055[/C][C]0.137287[/C][/ROW]
[ROW][C]21[/C][C]-0.029306[/C][C]-0.2009[/C][C]0.579183[/C][/ROW]
[ROW][C]22[/C][C]-0.064864[/C][C]-0.4447[/C][C]0.670705[/C][/ROW]
[ROW][C]23[/C][C]0.179932[/C][C]1.2335[/C][C]0.111752[/C][/ROW]
[ROW][C]24[/C][C]-0.148681[/C][C]-1.0193[/C][C]0.843362[/C][/ROW]
[ROW][C]25[/C][C]-0.057358[/C][C]-0.3932[/C][C]0.652036[/C][/ROW]
[ROW][C]26[/C][C]0.149246[/C][C]1.0232[/C][C]0.155731[/C][/ROW]
[ROW][C]27[/C][C]-0.036189[/C][C]-0.2481[/C][C]0.597431[/C][/ROW]
[ROW][C]28[/C][C]-0.114751[/C][C]-0.7867[/C][C]0.782296[/C][/ROW]
[ROW][C]29[/C][C]0.21821[/C][C]1.496[/C][C]0.070673[/C][/ROW]
[ROW][C]30[/C][C]-0.284132[/C][C]-1.9479[/C][C]0.971294[/C][/ROW]
[ROW][C]31[/C][C]0.251954[/C][C]1.7273[/C][C]0.045339[/C][/ROW]
[ROW][C]32[/C][C]-0.040112[/C][C]-0.275[/C][C]0.607736[/C][/ROW]
[ROW][C]33[/C][C]-0.123145[/C][C]-0.8442[/C][C]0.798594[/C][/ROW]
[ROW][C]34[/C][C]0.102138[/C][C]0.7002[/C][C]0.243621[/C][/ROW]
[ROW][C]35[/C][C]-0.075[/C][C]-0.5142[/C][C]0.695231[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2233&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
0	1	6.8557	0
1	-0.570817	-3.9133	0.999854
2	0.074491	0.5107	0.305982
3	0.160236	1.0985	0.138785
4	-0.279488	-1.9161	0.969275
5	0.161245	1.1054	0.137298
6	0.145352	0.9965	0.16206
7	-0.276491	-1.8955	0.967909
8	0.110569	0.758	0.226111
9	0.152545	1.0458	0.150503
10	-0.262614	-1.8004	0.960891
11	0.216797	1.4863	0.071941
12	-0.165776	-1.1365	0.869247
13	-0.005198	-0.0356	0.514138
14	0.079283	0.5435	0.294664
15	-0.015074	-0.1033	0.540934
16	-0.044009	-0.3017	0.617897
17	0.024929	0.1709	0.432517
18	0.078889	0.5408	0.295587
19	-0.208641	-1.4304	0.920387
20	0.161252	1.1055	0.137287
21	-0.029306	-0.2009	0.579183
22	-0.064864	-0.4447	0.670705
23	0.179932	1.2335	0.111752
24	-0.148681	-1.0193	0.843362
25	-0.057358	-0.3932	0.652036
26	0.149246	1.0232	0.155731
27	-0.036189	-0.2481	0.597431
28	-0.114751	-0.7867	0.782296
29	0.21821	1.496	0.070673
30	-0.284132	-1.9479	0.971294
31	0.251954	1.7273	0.045339
32	-0.040112	-0.275	0.607736
33	-0.123145	-0.8442	0.798594
34	0.102138	0.7002	0.243621
35	-0.075	-0.5142	0.695231

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.570817	-3.9133	0.999854
1	-0.372818	-2.5559	0.993058
2	0.009989	0.0685	0.472846
3	-0.209557	-1.4367	0.92128
4	-0.168659	-1.1563	0.873293
5	0.206768	1.4175	0.081462
6	0.01412	0.0968	0.461648
7	-0.185335	-1.2706	0.894937
8	0.170452	1.1686	0.124238
9	0.064884	0.4448	0.329245
10	-0.031503	-0.216	0.58503
11	-0.206507	-1.4157	0.918277
12	-0.04941	-0.3387	0.631842
13	-0.129488	-0.8877	0.810396
14	-0.109265	-0.7491	0.77123
15	-0.016471	-0.1129	0.544712
16	-0.047708	-0.3271	0.627467
17	0.145766	0.9993	0.161378
18	-0.132514	-0.9085	0.815868
19	-0.152209	-1.0435	0.848972
20	0.060087	0.4119	0.34113
21	0.004312	0.0296	0.488272
22	0.069278	0.4749	0.318512
23	-0.020963	-0.1437	0.55683
24	-0.082444	-0.5652	0.712691
25	-0.100295	-0.6876	0.752455
26	0.070036	0.4801	0.316676
27	-0.057341	-0.3931	0.651993
28	-0.003308	-0.0227	0.508999
29	-0.114486	-0.7849	0.781767
30	0.097537	0.6687	0.253484
31	0.000884	0.0061	0.497596
32	-0.009726	-0.0667	0.526439
33	0.026503	0.1817	0.428303
34	-0.043028	-0.295	0.615348
35	-0.117271	-0.804	0.787269

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.570817 & -3.9133 & 0.999854 \tabularnewline
1 & -0.372818 & -2.5559 & 0.993058 \tabularnewline
2 & 0.009989 & 0.0685 & 0.472846 \tabularnewline
3 & -0.209557 & -1.4367 & 0.92128 \tabularnewline
4 & -0.168659 & -1.1563 & 0.873293 \tabularnewline
5 & 0.206768 & 1.4175 & 0.081462 \tabularnewline
6 & 0.01412 & 0.0968 & 0.461648 \tabularnewline
7 & -0.185335 & -1.2706 & 0.894937 \tabularnewline
8 & 0.170452 & 1.1686 & 0.124238 \tabularnewline
9 & 0.064884 & 0.4448 & 0.329245 \tabularnewline
10 & -0.031503 & -0.216 & 0.58503 \tabularnewline
11 & -0.206507 & -1.4157 & 0.918277 \tabularnewline
12 & -0.04941 & -0.3387 & 0.631842 \tabularnewline
13 & -0.129488 & -0.8877 & 0.810396 \tabularnewline
14 & -0.109265 & -0.7491 & 0.77123 \tabularnewline
15 & -0.016471 & -0.1129 & 0.544712 \tabularnewline
16 & -0.047708 & -0.3271 & 0.627467 \tabularnewline
17 & 0.145766 & 0.9993 & 0.161378 \tabularnewline
18 & -0.132514 & -0.9085 & 0.815868 \tabularnewline
19 & -0.152209 & -1.0435 & 0.848972 \tabularnewline
20 & 0.060087 & 0.4119 & 0.34113 \tabularnewline
21 & 0.004312 & 0.0296 & 0.488272 \tabularnewline
22 & 0.069278 & 0.4749 & 0.318512 \tabularnewline
23 & -0.020963 & -0.1437 & 0.55683 \tabularnewline
24 & -0.082444 & -0.5652 & 0.712691 \tabularnewline
25 & -0.100295 & -0.6876 & 0.752455 \tabularnewline
26 & 0.070036 & 0.4801 & 0.316676 \tabularnewline
27 & -0.057341 & -0.3931 & 0.651993 \tabularnewline
28 & -0.003308 & -0.0227 & 0.508999 \tabularnewline
29 & -0.114486 & -0.7849 & 0.781767 \tabularnewline
30 & 0.097537 & 0.6687 & 0.253484 \tabularnewline
31 & 0.000884 & 0.0061 & 0.497596 \tabularnewline
32 & -0.009726 & -0.0667 & 0.526439 \tabularnewline
33 & 0.026503 & 0.1817 & 0.428303 \tabularnewline
34 & -0.043028 & -0.295 & 0.615348 \tabularnewline
35 & -0.117271 & -0.804 & 0.787269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2233&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]0[/C][C]-0.570817[/C][C]-3.9133[/C][C]0.999854[/C][/ROW]
[ROW][C]1[/C][C]-0.372818[/C][C]-2.5559[/C][C]0.993058[/C][/ROW]
[ROW][C]2[/C][C]0.009989[/C][C]0.0685[/C][C]0.472846[/C][/ROW]
[ROW][C]3[/C][C]-0.209557[/C][C]-1.4367[/C][C]0.92128[/C][/ROW]
[ROW][C]4[/C][C]-0.168659[/C][C]-1.1563[/C][C]0.873293[/C][/ROW]
[ROW][C]5[/C][C]0.206768[/C][C]1.4175[/C][C]0.081462[/C][/ROW]
[ROW][C]6[/C][C]0.01412[/C][C]0.0968[/C][C]0.461648[/C][/ROW]
[ROW][C]7[/C][C]-0.185335[/C][C]-1.2706[/C][C]0.894937[/C][/ROW]
[ROW][C]8[/C][C]0.170452[/C][C]1.1686[/C][C]0.124238[/C][/ROW]
[ROW][C]9[/C][C]0.064884[/C][C]0.4448[/C][C]0.329245[/C][/ROW]
[ROW][C]10[/C][C]-0.031503[/C][C]-0.216[/C][C]0.58503[/C][/ROW]
[ROW][C]11[/C][C]-0.206507[/C][C]-1.4157[/C][C]0.918277[/C][/ROW]
[ROW][C]12[/C][C]-0.04941[/C][C]-0.3387[/C][C]0.631842[/C][/ROW]
[ROW][C]13[/C][C]-0.129488[/C][C]-0.8877[/C][C]0.810396[/C][/ROW]
[ROW][C]14[/C][C]-0.109265[/C][C]-0.7491[/C][C]0.77123[/C][/ROW]
[ROW][C]15[/C][C]-0.016471[/C][C]-0.1129[/C][C]0.544712[/C][/ROW]
[ROW][C]16[/C][C]-0.047708[/C][C]-0.3271[/C][C]0.627467[/C][/ROW]
[ROW][C]17[/C][C]0.145766[/C][C]0.9993[/C][C]0.161378[/C][/ROW]
[ROW][C]18[/C][C]-0.132514[/C][C]-0.9085[/C][C]0.815868[/C][/ROW]
[ROW][C]19[/C][C]-0.152209[/C][C]-1.0435[/C][C]0.848972[/C][/ROW]
[ROW][C]20[/C][C]0.060087[/C][C]0.4119[/C][C]0.34113[/C][/ROW]
[ROW][C]21[/C][C]0.004312[/C][C]0.0296[/C][C]0.488272[/C][/ROW]
[ROW][C]22[/C][C]0.069278[/C][C]0.4749[/C][C]0.318512[/C][/ROW]
[ROW][C]23[/C][C]-0.020963[/C][C]-0.1437[/C][C]0.55683[/C][/ROW]
[ROW][C]24[/C][C]-0.082444[/C][C]-0.5652[/C][C]0.712691[/C][/ROW]
[ROW][C]25[/C][C]-0.100295[/C][C]-0.6876[/C][C]0.752455[/C][/ROW]
[ROW][C]26[/C][C]0.070036[/C][C]0.4801[/C][C]0.316676[/C][/ROW]
[ROW][C]27[/C][C]-0.057341[/C][C]-0.3931[/C][C]0.651993[/C][/ROW]
[ROW][C]28[/C][C]-0.003308[/C][C]-0.0227[/C][C]0.508999[/C][/ROW]
[ROW][C]29[/C][C]-0.114486[/C][C]-0.7849[/C][C]0.781767[/C][/ROW]
[ROW][C]30[/C][C]0.097537[/C][C]0.6687[/C][C]0.253484[/C][/ROW]
[ROW][C]31[/C][C]0.000884[/C][C]0.0061[/C][C]0.497596[/C][/ROW]
[ROW][C]32[/C][C]-0.009726[/C][C]-0.0667[/C][C]0.526439[/C][/ROW]
[ROW][C]33[/C][C]0.026503[/C][C]0.1817[/C][C]0.428303[/C][/ROW]
[ROW][C]34[/C][C]-0.043028[/C][C]-0.295[/C][C]0.615348[/C][/ROW]
[ROW][C]35[/C][C]-0.117271[/C][C]-0.804[/C][C]0.787269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2233&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2233&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
0	-0.570817	-3.9133	0.999854
1	-0.372818	-2.5559	0.993058
2	0.009989	0.0685	0.472846
3	-0.209557	-1.4367	0.92128
4	-0.168659	-1.1563	0.873293
5	0.206768	1.4175	0.081462
6	0.01412	0.0968	0.461648
7	-0.185335	-1.2706	0.894937
8	0.170452	1.1686	0.124238
9	0.064884	0.4448	0.329245
10	-0.031503	-0.216	0.58503
11	-0.206507	-1.4157	0.918277
12	-0.04941	-0.3387	0.631842
13	-0.129488	-0.8877	0.810396
14	-0.109265	-0.7491	0.77123
15	-0.016471	-0.1129	0.544712
16	-0.047708	-0.3271	0.627467
17	0.145766	0.9993	0.161378
18	-0.132514	-0.9085	0.815868
19	-0.152209	-1.0435	0.848972
20	0.060087	0.4119	0.34113
21	0.004312	0.0296	0.488272
22	0.069278	0.4749	0.318512
23	-0.020963	-0.1437	0.55683
24	-0.082444	-0.5652	0.712691
25	-0.100295	-0.6876	0.752455
26	0.070036	0.4801	0.316676
27	-0.057341	-0.3931	0.651993
28	-0.003308	-0.0227	0.508999
29	-0.114486	-0.7849	0.781767
30	0.097537	0.6687	0.253484
31	0.000884	0.0061	0.497596
32	-0.009726	-0.0667	0.526439
33	0.026503	0.1817	0.428303
34	-0.043028	-0.295	0.615348
35	-0.117271	-0.804	0.787269

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 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(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