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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 04 Dec 2007 09:21:20 -0700

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/2007/Dec/04/t1196784585n1h0q1yylczw9h3.htm/, Retrieved Thu, 02 May 2024 05:55:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2414, Retrieved Thu, 02 May 2024 05:55:42 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

industri�le productie in verwerkende nijverheid

Estimated Impact

204

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

-       [(Partial) Autocorrelation Function] [gewone + parti�le...] [2007-12-04 16:21:20] [0ad9b3c11abcaba622af0629507f53fa] [Current]

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Dataseries X:

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Histogram

Boxplots

4,8
6,1
1,7
5,1
-3,1
8,1
6,4
3,4
4,2
0,8
1,7
4,6
0,6
0,2
14,2
2,6
6,5
10,3
-0,4
5,8
9,2
-4,4
10,2
12,6
5,2
1,1
-0,3
4,3
6,1
3,4
-6,3
5,5
1,9
0,7
6,3
0,4
6,2
4,5
9,6
-0,2
10,8
0,1
6,0
5,7
0,0
14,1
5,8
-2,3
4,6
7,6
5,7
9,4
1,9
4,9
11,4

Summary of compuational 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 compuational 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=2414&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]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=2414&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2414&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.4162	0
1	-0.2444	-1.8125	0.962317
2	-0.116178	-0.8616	0.803676
3	0.207662	1.5401	0.06464
4	-0.157735	-1.1698	0.876436
5	0.132444	0.9822	0.165144
6	0.149472	1.1085	0.136232
7	-0.317803	-2.3569	0.988992
8	0.048143	0.357	0.361216
9	0.329477	2.4435	0.008892
10	-0.405073	-3.0041	0.997998
11	0.113144	0.8391	0.202523
12	-0.048378	-0.3588	0.639433
13	-0.209375	-1.5528	0.936892
14	0.186322	1.3818	0.08631
15	-0.107305	-0.7958	0.785213
16	-0.18085	-1.3412	0.907319
17	0.250274	1.8561	0.034401
18	0.036803	0.2729	0.392961
19	-0.233329	-1.7304	0.955418
20	0.056207	0.4168	0.339208
21	-0.052574	-0.3899	0.65094
22	0.102284	0.7586	0.225677
23	0.188661	1.3991	0.083691
24	-0.224298	-1.6634	0.949044
25	-0.145502	-1.0791	0.857367
26	0.283887	2.1054	0.01992
27	-0.142442	-1.0564	0.852293
28	0.046518	0.345	0.365711
29	0.072785	0.5398	0.29576
30	-0.164285	-1.2184	0.885858
31	0.20101	1.4907	0.070873
32	0.039693	0.2944	0.384791
33	-0.163663	-1.2138	0.884986
34	0.052152	0.3868	0.350209
35	0.092629	0.687	0.247499

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.4162 & 0 \tabularnewline
1 & -0.2444 & -1.8125 & 0.962317 \tabularnewline
2 & -0.116178 & -0.8616 & 0.803676 \tabularnewline
3 & 0.207662 & 1.5401 & 0.06464 \tabularnewline
4 & -0.157735 & -1.1698 & 0.876436 \tabularnewline
5 & 0.132444 & 0.9822 & 0.165144 \tabularnewline
6 & 0.149472 & 1.1085 & 0.136232 \tabularnewline
7 & -0.317803 & -2.3569 & 0.988992 \tabularnewline
8 & 0.048143 & 0.357 & 0.361216 \tabularnewline
9 & 0.329477 & 2.4435 & 0.008892 \tabularnewline
10 & -0.405073 & -3.0041 & 0.997998 \tabularnewline
11 & 0.113144 & 0.8391 & 0.202523 \tabularnewline
12 & -0.048378 & -0.3588 & 0.639433 \tabularnewline
13 & -0.209375 & -1.5528 & 0.936892 \tabularnewline
14 & 0.186322 & 1.3818 & 0.08631 \tabularnewline
15 & -0.107305 & -0.7958 & 0.785213 \tabularnewline
16 & -0.18085 & -1.3412 & 0.907319 \tabularnewline
17 & 0.250274 & 1.8561 & 0.034401 \tabularnewline
18 & 0.036803 & 0.2729 & 0.392961 \tabularnewline
19 & -0.233329 & -1.7304 & 0.955418 \tabularnewline
20 & 0.056207 & 0.4168 & 0.339208 \tabularnewline
21 & -0.052574 & -0.3899 & 0.65094 \tabularnewline
22 & 0.102284 & 0.7586 & 0.225677 \tabularnewline
23 & 0.188661 & 1.3991 & 0.083691 \tabularnewline
24 & -0.224298 & -1.6634 & 0.949044 \tabularnewline
25 & -0.145502 & -1.0791 & 0.857367 \tabularnewline
26 & 0.283887 & 2.1054 & 0.01992 \tabularnewline
27 & -0.142442 & -1.0564 & 0.852293 \tabularnewline
28 & 0.046518 & 0.345 & 0.365711 \tabularnewline
29 & 0.072785 & 0.5398 & 0.29576 \tabularnewline
30 & -0.164285 & -1.2184 & 0.885858 \tabularnewline
31 & 0.20101 & 1.4907 & 0.070873 \tabularnewline
32 & 0.039693 & 0.2944 & 0.384791 \tabularnewline
33 & -0.163663 & -1.2138 & 0.884986 \tabularnewline
34 & 0.052152 & 0.3868 & 0.350209 \tabularnewline
35 & 0.092629 & 0.687 & 0.247499 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2414&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]7.4162[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.2444[/C][C]-1.8125[/C][C]0.962317[/C][/ROW]
[ROW][C]2[/C][C]-0.116178[/C][C]-0.8616[/C][C]0.803676[/C][/ROW]
[ROW][C]3[/C][C]0.207662[/C][C]1.5401[/C][C]0.06464[/C][/ROW]
[ROW][C]4[/C][C]-0.157735[/C][C]-1.1698[/C][C]0.876436[/C][/ROW]
[ROW][C]5[/C][C]0.132444[/C][C]0.9822[/C][C]0.165144[/C][/ROW]
[ROW][C]6[/C][C]0.149472[/C][C]1.1085[/C][C]0.136232[/C][/ROW]
[ROW][C]7[/C][C]-0.317803[/C][C]-2.3569[/C][C]0.988992[/C][/ROW]
[ROW][C]8[/C][C]0.048143[/C][C]0.357[/C][C]0.361216[/C][/ROW]
[ROW][C]9[/C][C]0.329477[/C][C]2.4435[/C][C]0.008892[/C][/ROW]
[ROW][C]10[/C][C]-0.405073[/C][C]-3.0041[/C][C]0.997998[/C][/ROW]
[ROW][C]11[/C][C]0.113144[/C][C]0.8391[/C][C]0.202523[/C][/ROW]
[ROW][C]12[/C][C]-0.048378[/C][C]-0.3588[/C][C]0.639433[/C][/ROW]
[ROW][C]13[/C][C]-0.209375[/C][C]-1.5528[/C][C]0.936892[/C][/ROW]
[ROW][C]14[/C][C]0.186322[/C][C]1.3818[/C][C]0.08631[/C][/ROW]
[ROW][C]15[/C][C]-0.107305[/C][C]-0.7958[/C][C]0.785213[/C][/ROW]
[ROW][C]16[/C][C]-0.18085[/C][C]-1.3412[/C][C]0.907319[/C][/ROW]
[ROW][C]17[/C][C]0.250274[/C][C]1.8561[/C][C]0.034401[/C][/ROW]
[ROW][C]18[/C][C]0.036803[/C][C]0.2729[/C][C]0.392961[/C][/ROW]
[ROW][C]19[/C][C]-0.233329[/C][C]-1.7304[/C][C]0.955418[/C][/ROW]
[ROW][C]20[/C][C]0.056207[/C][C]0.4168[/C][C]0.339208[/C][/ROW]
[ROW][C]21[/C][C]-0.052574[/C][C]-0.3899[/C][C]0.65094[/C][/ROW]
[ROW][C]22[/C][C]0.102284[/C][C]0.7586[/C][C]0.225677[/C][/ROW]
[ROW][C]23[/C][C]0.188661[/C][C]1.3991[/C][C]0.083691[/C][/ROW]
[ROW][C]24[/C][C]-0.224298[/C][C]-1.6634[/C][C]0.949044[/C][/ROW]
[ROW][C]25[/C][C]-0.145502[/C][C]-1.0791[/C][C]0.857367[/C][/ROW]
[ROW][C]26[/C][C]0.283887[/C][C]2.1054[/C][C]0.01992[/C][/ROW]
[ROW][C]27[/C][C]-0.142442[/C][C]-1.0564[/C][C]0.852293[/C][/ROW]
[ROW][C]28[/C][C]0.046518[/C][C]0.345[/C][C]0.365711[/C][/ROW]
[ROW][C]29[/C][C]0.072785[/C][C]0.5398[/C][C]0.29576[/C][/ROW]
[ROW][C]30[/C][C]-0.164285[/C][C]-1.2184[/C][C]0.885858[/C][/ROW]
[ROW][C]31[/C][C]0.20101[/C][C]1.4907[/C][C]0.070873[/C][/ROW]
[ROW][C]32[/C][C]0.039693[/C][C]0.2944[/C][C]0.384791[/C][/ROW]
[ROW][C]33[/C][C]-0.163663[/C][C]-1.2138[/C][C]0.884986[/C][/ROW]
[ROW][C]34[/C][C]0.052152[/C][C]0.3868[/C][C]0.350209[/C][/ROW]
[ROW][C]35[/C][C]0.092629[/C][C]0.687[/C][C]0.247499[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2414&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2414&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	7.4162	0
1	-0.2444	-1.8125	0.962317
2	-0.116178	-0.8616	0.803676
3	0.207662	1.5401	0.06464
4	-0.157735	-1.1698	0.876436
5	0.132444	0.9822	0.165144
6	0.149472	1.1085	0.136232
7	-0.317803	-2.3569	0.988992
8	0.048143	0.357	0.361216
9	0.329477	2.4435	0.008892
10	-0.405073	-3.0041	0.997998
11	0.113144	0.8391	0.202523
12	-0.048378	-0.3588	0.639433
13	-0.209375	-1.5528	0.936892
14	0.186322	1.3818	0.08631
15	-0.107305	-0.7958	0.785213
16	-0.18085	-1.3412	0.907319
17	0.250274	1.8561	0.034401
18	0.036803	0.2729	0.392961
19	-0.233329	-1.7304	0.955418
20	0.056207	0.4168	0.339208
21	-0.052574	-0.3899	0.65094
22	0.102284	0.7586	0.225677
23	0.188661	1.3991	0.083691
24	-0.224298	-1.6634	0.949044
25	-0.145502	-1.0791	0.857367
26	0.283887	2.1054	0.01992
27	-0.142442	-1.0564	0.852293
28	0.046518	0.345	0.365711
29	0.072785	0.5398	0.29576
30	-0.164285	-1.2184	0.885858
31	0.20101	1.4907	0.070873
32	0.039693	0.2944	0.384791
33	-0.163663	-1.2138	0.884986
34	0.052152	0.3868	0.350209
35	0.092629	0.687	0.247499

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.2444	-1.8125	0.962317
1	-0.187085	-1.3875	0.91455
2	0.141325	1.0481	0.14959
3	-0.096048	-0.7123	0.760359
4	0.131941	0.9785	0.166056
5	0.172919	1.2824	0.10254
6	-0.20251	-1.5019	0.930573
7	-0.10467	-0.7763	0.779538
8	0.297871	2.2091	0.015677
9	-0.269129	-1.9959	0.974548
10	-0.040942	-0.3036	0.618725
11	-0.124309	-0.9219	0.819696
12	-0.095548	-0.7086	0.759217
13	-0.100095	-0.7423	0.769476
14	-0.07165	-0.5314	0.701348
15	-0.022745	-0.1687	0.566668
16	0.103907	0.7706	0.222122
17	0.109157	0.8095	0.210849
18	-0.053099	-0.3938	0.652373
19	-0.240857	-1.7862	0.960214
20	0.031558	0.234	0.407912
21	0.120256	0.8918	0.188182
22	0.071904	0.5333	0.298002
23	-0.075289	-0.5584	0.710568
24	-0.248501	-1.8429	0.964635
25	0.054963	0.4076	0.342569
26	-0.152124	-1.1282	0.86793
27	0.130236	0.9659	0.169173
28	0.140738	1.0437	0.150586
29	-0.008555	-0.0634	0.525178
30	0.03758	0.2787	0.390759
31	-0.065067	-0.4826	0.684335
32	0.024603	0.1825	0.427947
33	-0.019532	-0.1449	0.557322
34	-0.027444	-0.2035	0.580264
35	0.054848	0.4068	0.342881

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.2444 & -1.8125 & 0.962317 \tabularnewline
1 & -0.187085 & -1.3875 & 0.91455 \tabularnewline
2 & 0.141325 & 1.0481 & 0.14959 \tabularnewline
3 & -0.096048 & -0.7123 & 0.760359 \tabularnewline
4 & 0.131941 & 0.9785 & 0.166056 \tabularnewline
5 & 0.172919 & 1.2824 & 0.10254 \tabularnewline
6 & -0.20251 & -1.5019 & 0.930573 \tabularnewline
7 & -0.10467 & -0.7763 & 0.779538 \tabularnewline
8 & 0.297871 & 2.2091 & 0.015677 \tabularnewline
9 & -0.269129 & -1.9959 & 0.974548 \tabularnewline
10 & -0.040942 & -0.3036 & 0.618725 \tabularnewline
11 & -0.124309 & -0.9219 & 0.819696 \tabularnewline
12 & -0.095548 & -0.7086 & 0.759217 \tabularnewline
13 & -0.100095 & -0.7423 & 0.769476 \tabularnewline
14 & -0.07165 & -0.5314 & 0.701348 \tabularnewline
15 & -0.022745 & -0.1687 & 0.566668 \tabularnewline
16 & 0.103907 & 0.7706 & 0.222122 \tabularnewline
17 & 0.109157 & 0.8095 & 0.210849 \tabularnewline
18 & -0.053099 & -0.3938 & 0.652373 \tabularnewline
19 & -0.240857 & -1.7862 & 0.960214 \tabularnewline
20 & 0.031558 & 0.234 & 0.407912 \tabularnewline
21 & 0.120256 & 0.8918 & 0.188182 \tabularnewline
22 & 0.071904 & 0.5333 & 0.298002 \tabularnewline
23 & -0.075289 & -0.5584 & 0.710568 \tabularnewline
24 & -0.248501 & -1.8429 & 0.964635 \tabularnewline
25 & 0.054963 & 0.4076 & 0.342569 \tabularnewline
26 & -0.152124 & -1.1282 & 0.86793 \tabularnewline
27 & 0.130236 & 0.9659 & 0.169173 \tabularnewline
28 & 0.140738 & 1.0437 & 0.150586 \tabularnewline
29 & -0.008555 & -0.0634 & 0.525178 \tabularnewline
30 & 0.03758 & 0.2787 & 0.390759 \tabularnewline
31 & -0.065067 & -0.4826 & 0.684335 \tabularnewline
32 & 0.024603 & 0.1825 & 0.427947 \tabularnewline
33 & -0.019532 & -0.1449 & 0.557322 \tabularnewline
34 & -0.027444 & -0.2035 & 0.580264 \tabularnewline
35 & 0.054848 & 0.4068 & 0.342881 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2414&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]-0.2444[/C][C]-1.8125[/C][C]0.962317[/C][/ROW]
[ROW][C]1[/C][C]-0.187085[/C][C]-1.3875[/C][C]0.91455[/C][/ROW]
[ROW][C]2[/C][C]0.141325[/C][C]1.0481[/C][C]0.14959[/C][/ROW]
[ROW][C]3[/C][C]-0.096048[/C][C]-0.7123[/C][C]0.760359[/C][/ROW]
[ROW][C]4[/C][C]0.131941[/C][C]0.9785[/C][C]0.166056[/C][/ROW]
[ROW][C]5[/C][C]0.172919[/C][C]1.2824[/C][C]0.10254[/C][/ROW]
[ROW][C]6[/C][C]-0.20251[/C][C]-1.5019[/C][C]0.930573[/C][/ROW]
[ROW][C]7[/C][C]-0.10467[/C][C]-0.7763[/C][C]0.779538[/C][/ROW]
[ROW][C]8[/C][C]0.297871[/C][C]2.2091[/C][C]0.015677[/C][/ROW]
[ROW][C]9[/C][C]-0.269129[/C][C]-1.9959[/C][C]0.974548[/C][/ROW]
[ROW][C]10[/C][C]-0.040942[/C][C]-0.3036[/C][C]0.618725[/C][/ROW]
[ROW][C]11[/C][C]-0.124309[/C][C]-0.9219[/C][C]0.819696[/C][/ROW]
[ROW][C]12[/C][C]-0.095548[/C][C]-0.7086[/C][C]0.759217[/C][/ROW]
[ROW][C]13[/C][C]-0.100095[/C][C]-0.7423[/C][C]0.769476[/C][/ROW]
[ROW][C]14[/C][C]-0.07165[/C][C]-0.5314[/C][C]0.701348[/C][/ROW]
[ROW][C]15[/C][C]-0.022745[/C][C]-0.1687[/C][C]0.566668[/C][/ROW]
[ROW][C]16[/C][C]0.103907[/C][C]0.7706[/C][C]0.222122[/C][/ROW]
[ROW][C]17[/C][C]0.109157[/C][C]0.8095[/C][C]0.210849[/C][/ROW]
[ROW][C]18[/C][C]-0.053099[/C][C]-0.3938[/C][C]0.652373[/C][/ROW]
[ROW][C]19[/C][C]-0.240857[/C][C]-1.7862[/C][C]0.960214[/C][/ROW]
[ROW][C]20[/C][C]0.031558[/C][C]0.234[/C][C]0.407912[/C][/ROW]
[ROW][C]21[/C][C]0.120256[/C][C]0.8918[/C][C]0.188182[/C][/ROW]
[ROW][C]22[/C][C]0.071904[/C][C]0.5333[/C][C]0.298002[/C][/ROW]
[ROW][C]23[/C][C]-0.075289[/C][C]-0.5584[/C][C]0.710568[/C][/ROW]
[ROW][C]24[/C][C]-0.248501[/C][C]-1.8429[/C][C]0.964635[/C][/ROW]
[ROW][C]25[/C][C]0.054963[/C][C]0.4076[/C][C]0.342569[/C][/ROW]
[ROW][C]26[/C][C]-0.152124[/C][C]-1.1282[/C][C]0.86793[/C][/ROW]
[ROW][C]27[/C][C]0.130236[/C][C]0.9659[/C][C]0.169173[/C][/ROW]
[ROW][C]28[/C][C]0.140738[/C][C]1.0437[/C][C]0.150586[/C][/ROW]
[ROW][C]29[/C][C]-0.008555[/C][C]-0.0634[/C][C]0.525178[/C][/ROW]
[ROW][C]30[/C][C]0.03758[/C][C]0.2787[/C][C]0.390759[/C][/ROW]
[ROW][C]31[/C][C]-0.065067[/C][C]-0.4826[/C][C]0.684335[/C][/ROW]
[ROW][C]32[/C][C]0.024603[/C][C]0.1825[/C][C]0.427947[/C][/ROW]
[ROW][C]33[/C][C]-0.019532[/C][C]-0.1449[/C][C]0.557322[/C][/ROW]
[ROW][C]34[/C][C]-0.027444[/C][C]-0.2035[/C][C]0.580264[/C][/ROW]
[ROW][C]35[/C][C]0.054848[/C][C]0.4068[/C][C]0.342881[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2414&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2414&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	-0.2444	-1.8125	0.962317
1	-0.187085	-1.3875	0.91455
2	0.141325	1.0481	0.14959
3	-0.096048	-0.7123	0.760359
4	0.131941	0.9785	0.166056
5	0.172919	1.2824	0.10254
6	-0.20251	-1.5019	0.930573
7	-0.10467	-0.7763	0.779538
8	0.297871	2.2091	0.015677
9	-0.269129	-1.9959	0.974548
10	-0.040942	-0.3036	0.618725
11	-0.124309	-0.9219	0.819696
12	-0.095548	-0.7086	0.759217
13	-0.100095	-0.7423	0.769476
14	-0.07165	-0.5314	0.701348
15	-0.022745	-0.1687	0.566668
16	0.103907	0.7706	0.222122
17	0.109157	0.8095	0.210849
18	-0.053099	-0.3938	0.652373
19	-0.240857	-1.7862	0.960214
20	0.031558	0.234	0.407912
21	0.120256	0.8918	0.188182
22	0.071904	0.5333	0.298002
23	-0.075289	-0.5584	0.710568
24	-0.248501	-1.8429	0.964635
25	0.054963	0.4076	0.342569
26	-0.152124	-1.1282	0.86793
27	0.130236	0.9659	0.169173
28	0.140738	1.0437	0.150586
29	-0.008555	-0.0634	0.525178
30	0.03758	0.2787	0.390759
31	-0.065067	-0.4826	0.684335
32	0.024603	0.1825	0.427947
33	-0.019532	-0.1449	0.557322
34	-0.027444	-0.2035	0.580264
35	0.054848	0.4068	0.342881

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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