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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 05 Dec 2007 04:08:15 -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/05/t1196852159zuexjkd5zb35a8l.htm/, Retrieved Thu, 02 May 2024 14:05:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2468, Retrieved Thu, 02 May 2024 14:05:14 +0000

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Estimated Impact

256

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-       [(Partial) Autocorrelation Function] [werkloosheidsgraad] [2007-12-05 11:08:15] [dd38921fafddee0dfc20da83e9650a2a] [Current]

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Dataseries X:

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8
8.1
8.3
8.2
8.1
7.7
7.6
7.7
8.2
8.4
8.4
8.6
8.4
8.5
8.7
8.7
8.6
7.4
7.3
7.4
9
9.2
9.2
8.5
8.3
8.3
8.6
8.6
8.5
8.1
8.1
8
8.6
8.7
8.7
8.6
8.4
8.4
8.7
8.7
8.5
8.3
8.3
8.3
8.1
8.2
8.1
8.1
7.9
7.7
8.1
8
7.7
7.8
7.6
7.4
7.7
7.8
7.5
7.2

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2468&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2468&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2468&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.6811	0
1	0.155561	1.1949	0.118457
2	-0.137484	-1.056	0.852371
3	-0.5933	-4.5572	0.999987
4	-0.190187	-1.4609	0.92532
5	0.076602	0.5884	0.279257
6	0.354414	2.7223	0.004255
7	0.130453	1.002	0.16021
8	-0.148666	-1.1419	0.870951
9	-0.343398	-2.6377	0.994672
10	-0.071319	-0.5478	0.707057
11	0.13913	1.0687	0.144784
12	0.462136	3.5497	0.000382
13	0.138215	1.0617	0.14636
14	-0.069581	-0.5345	0.702485
15	-0.349955	-2.6881	0.995337
16	-0.186817	-1.435	0.921712
17	0.024543	0.1885	0.42556
18	0.290348	2.2302	0.014776
19	0.122137	0.9382	0.175995
20	-0.107088	-0.8226	0.792964
21	-0.169925	-1.3052	0.901557
22	-0.068933	-0.5295	0.700773
23	0.068864	0.529	0.29941
24	0.140751	1.0811	0.14202
25	0.079956	0.6142	0.270738
26	-0.057108	-0.4387	0.668743
27	-0.105233	-0.8083	0.78892
28	-0.094631	-0.7269	0.764912
29	0.006484	0.0498	0.480224
30	0.154516	1.1869	0.12002
31	0.069832	0.5364	0.296854
32	-0.05311	-0.4079	0.657605
33	-0.144782	-1.1121	0.864695
34	-0.049596	-0.381	0.647697
35	0.039119	0.3005	0.382434

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.155561 & 1.1949 & 0.118457 \tabularnewline
2 & -0.137484 & -1.056 & 0.852371 \tabularnewline
3 & -0.5933 & -4.5572 & 0.999987 \tabularnewline
4 & -0.190187 & -1.4609 & 0.92532 \tabularnewline
5 & 0.076602 & 0.5884 & 0.279257 \tabularnewline
6 & 0.354414 & 2.7223 & 0.004255 \tabularnewline
7 & 0.130453 & 1.002 & 0.16021 \tabularnewline
8 & -0.148666 & -1.1419 & 0.870951 \tabularnewline
9 & -0.343398 & -2.6377 & 0.994672 \tabularnewline
10 & -0.071319 & -0.5478 & 0.707057 \tabularnewline
11 & 0.13913 & 1.0687 & 0.144784 \tabularnewline
12 & 0.462136 & 3.5497 & 0.000382 \tabularnewline
13 & 0.138215 & 1.0617 & 0.14636 \tabularnewline
14 & -0.069581 & -0.5345 & 0.702485 \tabularnewline
15 & -0.349955 & -2.6881 & 0.995337 \tabularnewline
16 & -0.186817 & -1.435 & 0.921712 \tabularnewline
17 & 0.024543 & 0.1885 & 0.42556 \tabularnewline
18 & 0.290348 & 2.2302 & 0.014776 \tabularnewline
19 & 0.122137 & 0.9382 & 0.175995 \tabularnewline
20 & -0.107088 & -0.8226 & 0.792964 \tabularnewline
21 & -0.169925 & -1.3052 & 0.901557 \tabularnewline
22 & -0.068933 & -0.5295 & 0.700773 \tabularnewline
23 & 0.068864 & 0.529 & 0.29941 \tabularnewline
24 & 0.140751 & 1.0811 & 0.14202 \tabularnewline
25 & 0.079956 & 0.6142 & 0.270738 \tabularnewline
26 & -0.057108 & -0.4387 & 0.668743 \tabularnewline
27 & -0.105233 & -0.8083 & 0.78892 \tabularnewline
28 & -0.094631 & -0.7269 & 0.764912 \tabularnewline
29 & 0.006484 & 0.0498 & 0.480224 \tabularnewline
30 & 0.154516 & 1.1869 & 0.12002 \tabularnewline
31 & 0.069832 & 0.5364 & 0.296854 \tabularnewline
32 & -0.05311 & -0.4079 & 0.657605 \tabularnewline
33 & -0.144782 & -1.1121 & 0.864695 \tabularnewline
34 & -0.049596 & -0.381 & 0.647697 \tabularnewline
35 & 0.039119 & 0.3005 & 0.382434 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2468&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.155561[/C][C]1.1949[/C][C]0.118457[/C][/ROW]
[ROW][C]2[/C][C]-0.137484[/C][C]-1.056[/C][C]0.852371[/C][/ROW]
[ROW][C]3[/C][C]-0.5933[/C][C]-4.5572[/C][C]0.999987[/C][/ROW]
[ROW][C]4[/C][C]-0.190187[/C][C]-1.4609[/C][C]0.92532[/C][/ROW]
[ROW][C]5[/C][C]0.076602[/C][C]0.5884[/C][C]0.279257[/C][/ROW]
[ROW][C]6[/C][C]0.354414[/C][C]2.7223[/C][C]0.004255[/C][/ROW]
[ROW][C]7[/C][C]0.130453[/C][C]1.002[/C][C]0.16021[/C][/ROW]
[ROW][C]8[/C][C]-0.148666[/C][C]-1.1419[/C][C]0.870951[/C][/ROW]
[ROW][C]9[/C][C]-0.343398[/C][C]-2.6377[/C][C]0.994672[/C][/ROW]
[ROW][C]10[/C][C]-0.071319[/C][C]-0.5478[/C][C]0.707057[/C][/ROW]
[ROW][C]11[/C][C]0.13913[/C][C]1.0687[/C][C]0.144784[/C][/ROW]
[ROW][C]12[/C][C]0.462136[/C][C]3.5497[/C][C]0.000382[/C][/ROW]
[ROW][C]13[/C][C]0.138215[/C][C]1.0617[/C][C]0.14636[/C][/ROW]
[ROW][C]14[/C][C]-0.069581[/C][C]-0.5345[/C][C]0.702485[/C][/ROW]
[ROW][C]15[/C][C]-0.349955[/C][C]-2.6881[/C][C]0.995337[/C][/ROW]
[ROW][C]16[/C][C]-0.186817[/C][C]-1.435[/C][C]0.921712[/C][/ROW]
[ROW][C]17[/C][C]0.024543[/C][C]0.1885[/C][C]0.42556[/C][/ROW]
[ROW][C]18[/C][C]0.290348[/C][C]2.2302[/C][C]0.014776[/C][/ROW]
[ROW][C]19[/C][C]0.122137[/C][C]0.9382[/C][C]0.175995[/C][/ROW]
[ROW][C]20[/C][C]-0.107088[/C][C]-0.8226[/C][C]0.792964[/C][/ROW]
[ROW][C]21[/C][C]-0.169925[/C][C]-1.3052[/C][C]0.901557[/C][/ROW]
[ROW][C]22[/C][C]-0.068933[/C][C]-0.5295[/C][C]0.700773[/C][/ROW]
[ROW][C]23[/C][C]0.068864[/C][C]0.529[/C][C]0.29941[/C][/ROW]
[ROW][C]24[/C][C]0.140751[/C][C]1.0811[/C][C]0.14202[/C][/ROW]
[ROW][C]25[/C][C]0.079956[/C][C]0.6142[/C][C]0.270738[/C][/ROW]
[ROW][C]26[/C][C]-0.057108[/C][C]-0.4387[/C][C]0.668743[/C][/ROW]
[ROW][C]27[/C][C]-0.105233[/C][C]-0.8083[/C][C]0.78892[/C][/ROW]
[ROW][C]28[/C][C]-0.094631[/C][C]-0.7269[/C][C]0.764912[/C][/ROW]
[ROW][C]29[/C][C]0.006484[/C][C]0.0498[/C][C]0.480224[/C][/ROW]
[ROW][C]30[/C][C]0.154516[/C][C]1.1869[/C][C]0.12002[/C][/ROW]
[ROW][C]31[/C][C]0.069832[/C][C]0.5364[/C][C]0.296854[/C][/ROW]
[ROW][C]32[/C][C]-0.05311[/C][C]-0.4079[/C][C]0.657605[/C][/ROW]
[ROW][C]33[/C][C]-0.144782[/C][C]-1.1121[/C][C]0.864695[/C][/ROW]
[ROW][C]34[/C][C]-0.049596[/C][C]-0.381[/C][C]0.647697[/C][/ROW]
[ROW][C]35[/C][C]0.039119[/C][C]0.3005[/C][C]0.382434[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2468&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2468&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	7.6811	0
1	0.155561	1.1949	0.118457
2	-0.137484	-1.056	0.852371
3	-0.5933	-4.5572	0.999987
4	-0.190187	-1.4609	0.92532
5	0.076602	0.5884	0.279257
6	0.354414	2.7223	0.004255
7	0.130453	1.002	0.16021
8	-0.148666	-1.1419	0.870951
9	-0.343398	-2.6377	0.994672
10	-0.071319	-0.5478	0.707057
11	0.13913	1.0687	0.144784
12	0.462136	3.5497	0.000382
13	0.138215	1.0617	0.14636
14	-0.069581	-0.5345	0.702485
15	-0.349955	-2.6881	0.995337
16	-0.186817	-1.435	0.921712
17	0.024543	0.1885	0.42556
18	0.290348	2.2302	0.014776
19	0.122137	0.9382	0.175995
20	-0.107088	-0.8226	0.792964
21	-0.169925	-1.3052	0.901557
22	-0.068933	-0.5295	0.700773
23	0.068864	0.529	0.29941
24	0.140751	1.0811	0.14202
25	0.079956	0.6142	0.270738
26	-0.057108	-0.4387	0.668743
27	-0.105233	-0.8083	0.78892
28	-0.094631	-0.7269	0.764912
29	0.006484	0.0498	0.480224
30	0.154516	1.1869	0.12002
31	0.069832	0.5364	0.296854
32	-0.05311	-0.4079	0.657605
33	-0.144782	-1.1121	0.864695
34	-0.049596	-0.381	0.647697
35	0.039119	0.3005	0.382434

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.155561	1.1949	0.118457
1	-0.165693	-1.2727	0.895943
2	-0.571746	-4.3917	0.999976
3	-0.091409	-0.7021	0.75732
4	-0.03208	-0.2464	0.596891
5	-0.011913	-0.0915	0.5363
6	-0.062445	-0.4797	0.683376
7	-0.181967	-1.3977	0.916283
8	-0.21655	-1.6634	0.949227
9	-0.007371	-0.0566	0.52248
10	-0.065722	-0.5048	0.692217
11	0.254232	1.9528	0.027796
12	0.083774	0.6435	0.261203
13	0.099507	0.7643	0.223859
14	0.129063	0.9914	0.16278
15	0.007563	0.0581	0.476937
16	0.050018	0.3842	0.351106
17	0.16005	1.2294	0.111907
18	-0.009079	-0.0697	0.52768
19	-0.05196	-0.3991	0.654373
20	0.18051	1.3865	0.085402
21	0.009307	0.0715	0.471624
22	-0.062895	-0.4831	0.684595
23	-0.103922	-0.7982	0.786035
24	-0.074431	-0.5717	0.715158
25	-0.086783	-0.6666	0.746184
26	-0.027919	-0.2144	0.584532
27	-0.115488	-0.8871	0.810682
28	-0.091989	-0.7066	0.758696
29	0.064782	0.4976	0.310309
30	-0.071942	-0.5526	0.708687
31	-0.081888	-0.629	0.73411
32	-0.077053	-0.5919	0.721894
33	0.004942	0.038	0.484925
34	0.006407	0.0492	0.480457
35	0.010798	0.0829	0.467089

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.155561 & 1.1949 & 0.118457 \tabularnewline
1 & -0.165693 & -1.2727 & 0.895943 \tabularnewline
2 & -0.571746 & -4.3917 & 0.999976 \tabularnewline
3 & -0.091409 & -0.7021 & 0.75732 \tabularnewline
4 & -0.03208 & -0.2464 & 0.596891 \tabularnewline
5 & -0.011913 & -0.0915 & 0.5363 \tabularnewline
6 & -0.062445 & -0.4797 & 0.683376 \tabularnewline
7 & -0.181967 & -1.3977 & 0.916283 \tabularnewline
8 & -0.21655 & -1.6634 & 0.949227 \tabularnewline
9 & -0.007371 & -0.0566 & 0.52248 \tabularnewline
10 & -0.065722 & -0.5048 & 0.692217 \tabularnewline
11 & 0.254232 & 1.9528 & 0.027796 \tabularnewline
12 & 0.083774 & 0.6435 & 0.261203 \tabularnewline
13 & 0.099507 & 0.7643 & 0.223859 \tabularnewline
14 & 0.129063 & 0.9914 & 0.16278 \tabularnewline
15 & 0.007563 & 0.0581 & 0.476937 \tabularnewline
16 & 0.050018 & 0.3842 & 0.351106 \tabularnewline
17 & 0.16005 & 1.2294 & 0.111907 \tabularnewline
18 & -0.009079 & -0.0697 & 0.52768 \tabularnewline
19 & -0.05196 & -0.3991 & 0.654373 \tabularnewline
20 & 0.18051 & 1.3865 & 0.085402 \tabularnewline
21 & 0.009307 & 0.0715 & 0.471624 \tabularnewline
22 & -0.062895 & -0.4831 & 0.684595 \tabularnewline
23 & -0.103922 & -0.7982 & 0.786035 \tabularnewline
24 & -0.074431 & -0.5717 & 0.715158 \tabularnewline
25 & -0.086783 & -0.6666 & 0.746184 \tabularnewline
26 & -0.027919 & -0.2144 & 0.584532 \tabularnewline
27 & -0.115488 & -0.8871 & 0.810682 \tabularnewline
28 & -0.091989 & -0.7066 & 0.758696 \tabularnewline
29 & 0.064782 & 0.4976 & 0.310309 \tabularnewline
30 & -0.071942 & -0.5526 & 0.708687 \tabularnewline
31 & -0.081888 & -0.629 & 0.73411 \tabularnewline
32 & -0.077053 & -0.5919 & 0.721894 \tabularnewline
33 & 0.004942 & 0.038 & 0.484925 \tabularnewline
34 & 0.006407 & 0.0492 & 0.480457 \tabularnewline
35 & 0.010798 & 0.0829 & 0.467089 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2468&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]0.155561[/C][C]1.1949[/C][C]0.118457[/C][/ROW]
[ROW][C]1[/C][C]-0.165693[/C][C]-1.2727[/C][C]0.895943[/C][/ROW]
[ROW][C]2[/C][C]-0.571746[/C][C]-4.3917[/C][C]0.999976[/C][/ROW]
[ROW][C]3[/C][C]-0.091409[/C][C]-0.7021[/C][C]0.75732[/C][/ROW]
[ROW][C]4[/C][C]-0.03208[/C][C]-0.2464[/C][C]0.596891[/C][/ROW]
[ROW][C]5[/C][C]-0.011913[/C][C]-0.0915[/C][C]0.5363[/C][/ROW]
[ROW][C]6[/C][C]-0.062445[/C][C]-0.4797[/C][C]0.683376[/C][/ROW]
[ROW][C]7[/C][C]-0.181967[/C][C]-1.3977[/C][C]0.916283[/C][/ROW]
[ROW][C]8[/C][C]-0.21655[/C][C]-1.6634[/C][C]0.949227[/C][/ROW]
[ROW][C]9[/C][C]-0.007371[/C][C]-0.0566[/C][C]0.52248[/C][/ROW]
[ROW][C]10[/C][C]-0.065722[/C][C]-0.5048[/C][C]0.692217[/C][/ROW]
[ROW][C]11[/C][C]0.254232[/C][C]1.9528[/C][C]0.027796[/C][/ROW]
[ROW][C]12[/C][C]0.083774[/C][C]0.6435[/C][C]0.261203[/C][/ROW]
[ROW][C]13[/C][C]0.099507[/C][C]0.7643[/C][C]0.223859[/C][/ROW]
[ROW][C]14[/C][C]0.129063[/C][C]0.9914[/C][C]0.16278[/C][/ROW]
[ROW][C]15[/C][C]0.007563[/C][C]0.0581[/C][C]0.476937[/C][/ROW]
[ROW][C]16[/C][C]0.050018[/C][C]0.3842[/C][C]0.351106[/C][/ROW]
[ROW][C]17[/C][C]0.16005[/C][C]1.2294[/C][C]0.111907[/C][/ROW]
[ROW][C]18[/C][C]-0.009079[/C][C]-0.0697[/C][C]0.52768[/C][/ROW]
[ROW][C]19[/C][C]-0.05196[/C][C]-0.3991[/C][C]0.654373[/C][/ROW]
[ROW][C]20[/C][C]0.18051[/C][C]1.3865[/C][C]0.085402[/C][/ROW]
[ROW][C]21[/C][C]0.009307[/C][C]0.0715[/C][C]0.471624[/C][/ROW]
[ROW][C]22[/C][C]-0.062895[/C][C]-0.4831[/C][C]0.684595[/C][/ROW]
[ROW][C]23[/C][C]-0.103922[/C][C]-0.7982[/C][C]0.786035[/C][/ROW]
[ROW][C]24[/C][C]-0.074431[/C][C]-0.5717[/C][C]0.715158[/C][/ROW]
[ROW][C]25[/C][C]-0.086783[/C][C]-0.6666[/C][C]0.746184[/C][/ROW]
[ROW][C]26[/C][C]-0.027919[/C][C]-0.2144[/C][C]0.584532[/C][/ROW]
[ROW][C]27[/C][C]-0.115488[/C][C]-0.8871[/C][C]0.810682[/C][/ROW]
[ROW][C]28[/C][C]-0.091989[/C][C]-0.7066[/C][C]0.758696[/C][/ROW]
[ROW][C]29[/C][C]0.064782[/C][C]0.4976[/C][C]0.310309[/C][/ROW]
[ROW][C]30[/C][C]-0.071942[/C][C]-0.5526[/C][C]0.708687[/C][/ROW]
[ROW][C]31[/C][C]-0.081888[/C][C]-0.629[/C][C]0.73411[/C][/ROW]
[ROW][C]32[/C][C]-0.077053[/C][C]-0.5919[/C][C]0.721894[/C][/ROW]
[ROW][C]33[/C][C]0.004942[/C][C]0.038[/C][C]0.484925[/C][/ROW]
[ROW][C]34[/C][C]0.006407[/C][C]0.0492[/C][C]0.480457[/C][/ROW]
[ROW][C]35[/C][C]0.010798[/C][C]0.0829[/C][C]0.467089[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2468&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2468&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	0.155561	1.1949	0.118457
1	-0.165693	-1.2727	0.895943
2	-0.571746	-4.3917	0.999976
3	-0.091409	-0.7021	0.75732
4	-0.03208	-0.2464	0.596891
5	-0.011913	-0.0915	0.5363
6	-0.062445	-0.4797	0.683376
7	-0.181967	-1.3977	0.916283
8	-0.21655	-1.6634	0.949227
9	-0.007371	-0.0566	0.52248
10	-0.065722	-0.5048	0.692217
11	0.254232	1.9528	0.027796
12	0.083774	0.6435	0.261203
13	0.099507	0.7643	0.223859
14	0.129063	0.9914	0.16278
15	0.007563	0.0581	0.476937
16	0.050018	0.3842	0.351106
17	0.16005	1.2294	0.111907
18	-0.009079	-0.0697	0.52768
19	-0.05196	-0.3991	0.654373
20	0.18051	1.3865	0.085402
21	0.009307	0.0715	0.471624
22	-0.062895	-0.4831	0.684595
23	-0.103922	-0.7982	0.786035
24	-0.074431	-0.5717	0.715158
25	-0.086783	-0.6666	0.746184
26	-0.027919	-0.2144	0.584532
27	-0.115488	-0.8871	0.810682
28	-0.091989	-0.7066	0.758696
29	0.064782	0.4976	0.310309
30	-0.071942	-0.5526	0.708687
31	-0.081888	-0.629	0.73411
32	-0.077053	-0.5919	0.721894
33	0.004942	0.038	0.484925
34	0.006407	0.0492	0.480457
35	0.010798	0.0829	0.467089

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 ;

Parameters (R input):

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