Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 06 Dec 2007 06:10:29 -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/06/t1196945877m4g6u840ef0h9z7.htm/, Retrieved Fri, 03 May 2024 14:04:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2588, Retrieved Fri, 03 May 2024 14:04:27 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

230

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

-       [(Partial) Autocorrelation Function] [ACP/PACF Serie 2 ...] [2007-12-06 13:10:29] [921757a21ec3444367392306fe4aab7f] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

2,9
2,6
2,5
3,2
3,1
3,1
2,9
2,5
2,8
3,1
2,6
2,3
2,3
2,6
2,9
2
2,2
2,4
2,3
2,6
1,9
1,1
1,3
1,6
1,7
1,9
1,6
1,8
1,8
1,5
1,6
1
1,5
1,8
1,7
1,2
1,4
1,1
1,3
1,3
1,3
1,3
0,9
1,3
1,8
2,7
2,6
2,9
2,2
2,1
2,3
2,3
2,7
2,6
2,9
3,1
2,8
2,1
2,3
2,2

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	'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 & 2 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=2588&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2588&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2588&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	'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	-0.069861	-0.5366	0.703223
2	-0.179963	-1.3823	0.913958
3	-0.159994	-1.2289	0.888013
4	-0.152015	-1.1677	0.876178
5	0.215753	1.6572	0.051391
6	0.073681	0.566	0.286786
7	-0.203211	-1.5609	0.938051
8	0.029794	0.2288	0.409889
9	0.171142	1.3146	0.096872
10	0.013447	0.1033	0.459041
11	0.226019	1.7361	0.043884
12	-0.448134	-3.4422	0.999467
13	0.01849	0.142	0.443773
14	0.152578	1.172	0.122959
15	-0.018075	-0.1388	0.554973
16	0.027622	0.2122	0.416352
17	-0.110283	-0.8471	0.799818
18	-0.151342	-1.1625	0.87514
19	0.10174	0.7815	0.218822
20	0.163287	1.2542	0.107352
21	-0.050562	-0.3884	0.650433
22	0.142511	1.0947	0.139059
23	-0.175759	-1.35	0.908918
24	-0.069006	-0.53	0.700965
25	-0.045831	-0.352	0.636966
26	-0.065521	-0.5033	0.691677
27	0.096489	0.7411	0.230772
28	0.078233	0.6009	0.275098
29	-0.039557	-0.3038	0.618841
30	-0.018349	-0.1409	0.555801
31	0.051389	0.3947	0.347234
32	-0.126651	-0.9728	0.832694
33	0.073479	0.5644	0.28731
34	-0.167436	-1.2861	0.898284
35	-0.036924	-0.2836	0.611153

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.069861 & -0.5366 & 0.703223 \tabularnewline
2 & -0.179963 & -1.3823 & 0.913958 \tabularnewline
3 & -0.159994 & -1.2289 & 0.888013 \tabularnewline
4 & -0.152015 & -1.1677 & 0.876178 \tabularnewline
5 & 0.215753 & 1.6572 & 0.051391 \tabularnewline
6 & 0.073681 & 0.566 & 0.286786 \tabularnewline
7 & -0.203211 & -1.5609 & 0.938051 \tabularnewline
8 & 0.029794 & 0.2288 & 0.409889 \tabularnewline
9 & 0.171142 & 1.3146 & 0.096872 \tabularnewline
10 & 0.013447 & 0.1033 & 0.459041 \tabularnewline
11 & 0.226019 & 1.7361 & 0.043884 \tabularnewline
12 & -0.448134 & -3.4422 & 0.999467 \tabularnewline
13 & 0.01849 & 0.142 & 0.443773 \tabularnewline
14 & 0.152578 & 1.172 & 0.122959 \tabularnewline
15 & -0.018075 & -0.1388 & 0.554973 \tabularnewline
16 & 0.027622 & 0.2122 & 0.416352 \tabularnewline
17 & -0.110283 & -0.8471 & 0.799818 \tabularnewline
18 & -0.151342 & -1.1625 & 0.87514 \tabularnewline
19 & 0.10174 & 0.7815 & 0.218822 \tabularnewline
20 & 0.163287 & 1.2542 & 0.107352 \tabularnewline
21 & -0.050562 & -0.3884 & 0.650433 \tabularnewline
22 & 0.142511 & 1.0947 & 0.139059 \tabularnewline
23 & -0.175759 & -1.35 & 0.908918 \tabularnewline
24 & -0.069006 & -0.53 & 0.700965 \tabularnewline
25 & -0.045831 & -0.352 & 0.636966 \tabularnewline
26 & -0.065521 & -0.5033 & 0.691677 \tabularnewline
27 & 0.096489 & 0.7411 & 0.230772 \tabularnewline
28 & 0.078233 & 0.6009 & 0.275098 \tabularnewline
29 & -0.039557 & -0.3038 & 0.618841 \tabularnewline
30 & -0.018349 & -0.1409 & 0.555801 \tabularnewline
31 & 0.051389 & 0.3947 & 0.347234 \tabularnewline
32 & -0.126651 & -0.9728 & 0.832694 \tabularnewline
33 & 0.073479 & 0.5644 & 0.28731 \tabularnewline
34 & -0.167436 & -1.2861 & 0.898284 \tabularnewline
35 & -0.036924 & -0.2836 & 0.611153 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2588&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]-0.069861[/C][C]-0.5366[/C][C]0.703223[/C][/ROW]
[ROW][C]2[/C][C]-0.179963[/C][C]-1.3823[/C][C]0.913958[/C][/ROW]
[ROW][C]3[/C][C]-0.159994[/C][C]-1.2289[/C][C]0.888013[/C][/ROW]
[ROW][C]4[/C][C]-0.152015[/C][C]-1.1677[/C][C]0.876178[/C][/ROW]
[ROW][C]5[/C][C]0.215753[/C][C]1.6572[/C][C]0.051391[/C][/ROW]
[ROW][C]6[/C][C]0.073681[/C][C]0.566[/C][C]0.286786[/C][/ROW]
[ROW][C]7[/C][C]-0.203211[/C][C]-1.5609[/C][C]0.938051[/C][/ROW]
[ROW][C]8[/C][C]0.029794[/C][C]0.2288[/C][C]0.409889[/C][/ROW]
[ROW][C]9[/C][C]0.171142[/C][C]1.3146[/C][C]0.096872[/C][/ROW]
[ROW][C]10[/C][C]0.013447[/C][C]0.1033[/C][C]0.459041[/C][/ROW]
[ROW][C]11[/C][C]0.226019[/C][C]1.7361[/C][C]0.043884[/C][/ROW]
[ROW][C]12[/C][C]-0.448134[/C][C]-3.4422[/C][C]0.999467[/C][/ROW]
[ROW][C]13[/C][C]0.01849[/C][C]0.142[/C][C]0.443773[/C][/ROW]
[ROW][C]14[/C][C]0.152578[/C][C]1.172[/C][C]0.122959[/C][/ROW]
[ROW][C]15[/C][C]-0.018075[/C][C]-0.1388[/C][C]0.554973[/C][/ROW]
[ROW][C]16[/C][C]0.027622[/C][C]0.2122[/C][C]0.416352[/C][/ROW]
[ROW][C]17[/C][C]-0.110283[/C][C]-0.8471[/C][C]0.799818[/C][/ROW]
[ROW][C]18[/C][C]-0.151342[/C][C]-1.1625[/C][C]0.87514[/C][/ROW]
[ROW][C]19[/C][C]0.10174[/C][C]0.7815[/C][C]0.218822[/C][/ROW]
[ROW][C]20[/C][C]0.163287[/C][C]1.2542[/C][C]0.107352[/C][/ROW]
[ROW][C]21[/C][C]-0.050562[/C][C]-0.3884[/C][C]0.650433[/C][/ROW]
[ROW][C]22[/C][C]0.142511[/C][C]1.0947[/C][C]0.139059[/C][/ROW]
[ROW][C]23[/C][C]-0.175759[/C][C]-1.35[/C][C]0.908918[/C][/ROW]
[ROW][C]24[/C][C]-0.069006[/C][C]-0.53[/C][C]0.700965[/C][/ROW]
[ROW][C]25[/C][C]-0.045831[/C][C]-0.352[/C][C]0.636966[/C][/ROW]
[ROW][C]26[/C][C]-0.065521[/C][C]-0.5033[/C][C]0.691677[/C][/ROW]
[ROW][C]27[/C][C]0.096489[/C][C]0.7411[/C][C]0.230772[/C][/ROW]
[ROW][C]28[/C][C]0.078233[/C][C]0.6009[/C][C]0.275098[/C][/ROW]
[ROW][C]29[/C][C]-0.039557[/C][C]-0.3038[/C][C]0.618841[/C][/ROW]
[ROW][C]30[/C][C]-0.018349[/C][C]-0.1409[/C][C]0.555801[/C][/ROW]
[ROW][C]31[/C][C]0.051389[/C][C]0.3947[/C][C]0.347234[/C][/ROW]
[ROW][C]32[/C][C]-0.126651[/C][C]-0.9728[/C][C]0.832694[/C][/ROW]
[ROW][C]33[/C][C]0.073479[/C][C]0.5644[/C][C]0.28731[/C][/ROW]
[ROW][C]34[/C][C]-0.167436[/C][C]-1.2861[/C][C]0.898284[/C][/ROW]
[ROW][C]35[/C][C]-0.036924[/C][C]-0.2836[/C][C]0.611153[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2588&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2588&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	-0.069861	-0.5366	0.703223
2	-0.179963	-1.3823	0.913958
3	-0.159994	-1.2289	0.888013
4	-0.152015	-1.1677	0.876178
5	0.215753	1.6572	0.051391
6	0.073681	0.566	0.286786
7	-0.203211	-1.5609	0.938051
8	0.029794	0.2288	0.409889
9	0.171142	1.3146	0.096872
10	0.013447	0.1033	0.459041
11	0.226019	1.7361	0.043884
12	-0.448134	-3.4422	0.999467
13	0.01849	0.142	0.443773
14	0.152578	1.172	0.122959
15	-0.018075	-0.1388	0.554973
16	0.027622	0.2122	0.416352
17	-0.110283	-0.8471	0.799818
18	-0.151342	-1.1625	0.87514
19	0.10174	0.7815	0.218822
20	0.163287	1.2542	0.107352
21	-0.050562	-0.3884	0.650433
22	0.142511	1.0947	0.139059
23	-0.175759	-1.35	0.908918
24	-0.069006	-0.53	0.700965
25	-0.045831	-0.352	0.636966
26	-0.065521	-0.5033	0.691677
27	0.096489	0.7411	0.230772
28	0.078233	0.6009	0.275098
29	-0.039557	-0.3038	0.618841
30	-0.018349	-0.1409	0.555801
31	0.051389	0.3947	0.347234
32	-0.126651	-0.9728	0.832694
33	0.073479	0.5644	0.28731
34	-0.167436	-1.2861	0.898284
35	-0.036924	-0.2836	0.611153

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.069861	-0.5366	0.703223
1	-0.18575	-1.4268	0.920542
2	-0.195547	-1.502	0.930788
3	-0.239257	-1.8378	0.964433
4	0.107271	0.824	0.206639
5	0.006554	0.0503	0.48001
6	-0.219925	-1.6893	0.951778
7	0.022699	0.1744	0.431093
8	0.216304	1.6615	0.050963
9	-0.014489	-0.1113	0.544117
10	0.268533	2.0626	0.021779
11	-0.328308	-2.5218	0.992802
12	0.165961	1.2748	0.103693
13	0.009108	0.07	0.47223
14	-0.045444	-0.3491	0.635858
15	-0.109045	-0.8376	0.79718
16	0.002813	0.0216	0.491418
17	-0.178676	-1.3724	0.912438
18	-0.120164	-0.923	0.820117
19	0.076793	0.5899	0.27877
20	0.089514	0.6876	0.247209
21	0.101202	0.7773	0.220029
22	0.103953	0.7985	0.213897
23	-0.229894	-1.7659	0.958703
24	-0.05911	-0.454	0.674265
25	-0.027018	-0.2075	0.581845
26	0.014386	0.1105	0.456193
27	-0.009429	-0.0724	0.528746
28	-0.012058	-0.0926	0.536741
29	-0.157505	-1.2098	0.884414
30	-0.001363	-0.0105	0.504158
31	-0.067083	-0.5153	0.695855
32	0.041219	0.3166	0.376328
33	-0.122898	-0.944	0.825489
34	-0.00445	-0.0342	0.513576
35	-0.052395	-0.4025	0.655598

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.069861 & -0.5366 & 0.703223 \tabularnewline
1 & -0.18575 & -1.4268 & 0.920542 \tabularnewline
2 & -0.195547 & -1.502 & 0.930788 \tabularnewline
3 & -0.239257 & -1.8378 & 0.964433 \tabularnewline
4 & 0.107271 & 0.824 & 0.206639 \tabularnewline
5 & 0.006554 & 0.0503 & 0.48001 \tabularnewline
6 & -0.219925 & -1.6893 & 0.951778 \tabularnewline
7 & 0.022699 & 0.1744 & 0.431093 \tabularnewline
8 & 0.216304 & 1.6615 & 0.050963 \tabularnewline
9 & -0.014489 & -0.1113 & 0.544117 \tabularnewline
10 & 0.268533 & 2.0626 & 0.021779 \tabularnewline
11 & -0.328308 & -2.5218 & 0.992802 \tabularnewline
12 & 0.165961 & 1.2748 & 0.103693 \tabularnewline
13 & 0.009108 & 0.07 & 0.47223 \tabularnewline
14 & -0.045444 & -0.3491 & 0.635858 \tabularnewline
15 & -0.109045 & -0.8376 & 0.79718 \tabularnewline
16 & 0.002813 & 0.0216 & 0.491418 \tabularnewline
17 & -0.178676 & -1.3724 & 0.912438 \tabularnewline
18 & -0.120164 & -0.923 & 0.820117 \tabularnewline
19 & 0.076793 & 0.5899 & 0.27877 \tabularnewline
20 & 0.089514 & 0.6876 & 0.247209 \tabularnewline
21 & 0.101202 & 0.7773 & 0.220029 \tabularnewline
22 & 0.103953 & 0.7985 & 0.213897 \tabularnewline
23 & -0.229894 & -1.7659 & 0.958703 \tabularnewline
24 & -0.05911 & -0.454 & 0.674265 \tabularnewline
25 & -0.027018 & -0.2075 & 0.581845 \tabularnewline
26 & 0.014386 & 0.1105 & 0.456193 \tabularnewline
27 & -0.009429 & -0.0724 & 0.528746 \tabularnewline
28 & -0.012058 & -0.0926 & 0.536741 \tabularnewline
29 & -0.157505 & -1.2098 & 0.884414 \tabularnewline
30 & -0.001363 & -0.0105 & 0.504158 \tabularnewline
31 & -0.067083 & -0.5153 & 0.695855 \tabularnewline
32 & 0.041219 & 0.3166 & 0.376328 \tabularnewline
33 & -0.122898 & -0.944 & 0.825489 \tabularnewline
34 & -0.00445 & -0.0342 & 0.513576 \tabularnewline
35 & -0.052395 & -0.4025 & 0.655598 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2588&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]-0.069861[/C][C]-0.5366[/C][C]0.703223[/C][/ROW]
[ROW][C]1[/C][C]-0.18575[/C][C]-1.4268[/C][C]0.920542[/C][/ROW]
[ROW][C]2[/C][C]-0.195547[/C][C]-1.502[/C][C]0.930788[/C][/ROW]
[ROW][C]3[/C][C]-0.239257[/C][C]-1.8378[/C][C]0.964433[/C][/ROW]
[ROW][C]4[/C][C]0.107271[/C][C]0.824[/C][C]0.206639[/C][/ROW]
[ROW][C]5[/C][C]0.006554[/C][C]0.0503[/C][C]0.48001[/C][/ROW]
[ROW][C]6[/C][C]-0.219925[/C][C]-1.6893[/C][C]0.951778[/C][/ROW]
[ROW][C]7[/C][C]0.022699[/C][C]0.1744[/C][C]0.431093[/C][/ROW]
[ROW][C]8[/C][C]0.216304[/C][C]1.6615[/C][C]0.050963[/C][/ROW]
[ROW][C]9[/C][C]-0.014489[/C][C]-0.1113[/C][C]0.544117[/C][/ROW]
[ROW][C]10[/C][C]0.268533[/C][C]2.0626[/C][C]0.021779[/C][/ROW]
[ROW][C]11[/C][C]-0.328308[/C][C]-2.5218[/C][C]0.992802[/C][/ROW]
[ROW][C]12[/C][C]0.165961[/C][C]1.2748[/C][C]0.103693[/C][/ROW]
[ROW][C]13[/C][C]0.009108[/C][C]0.07[/C][C]0.47223[/C][/ROW]
[ROW][C]14[/C][C]-0.045444[/C][C]-0.3491[/C][C]0.635858[/C][/ROW]
[ROW][C]15[/C][C]-0.109045[/C][C]-0.8376[/C][C]0.79718[/C][/ROW]
[ROW][C]16[/C][C]0.002813[/C][C]0.0216[/C][C]0.491418[/C][/ROW]
[ROW][C]17[/C][C]-0.178676[/C][C]-1.3724[/C][C]0.912438[/C][/ROW]
[ROW][C]18[/C][C]-0.120164[/C][C]-0.923[/C][C]0.820117[/C][/ROW]
[ROW][C]19[/C][C]0.076793[/C][C]0.5899[/C][C]0.27877[/C][/ROW]
[ROW][C]20[/C][C]0.089514[/C][C]0.6876[/C][C]0.247209[/C][/ROW]
[ROW][C]21[/C][C]0.101202[/C][C]0.7773[/C][C]0.220029[/C][/ROW]
[ROW][C]22[/C][C]0.103953[/C][C]0.7985[/C][C]0.213897[/C][/ROW]
[ROW][C]23[/C][C]-0.229894[/C][C]-1.7659[/C][C]0.958703[/C][/ROW]
[ROW][C]24[/C][C]-0.05911[/C][C]-0.454[/C][C]0.674265[/C][/ROW]
[ROW][C]25[/C][C]-0.027018[/C][C]-0.2075[/C][C]0.581845[/C][/ROW]
[ROW][C]26[/C][C]0.014386[/C][C]0.1105[/C][C]0.456193[/C][/ROW]
[ROW][C]27[/C][C]-0.009429[/C][C]-0.0724[/C][C]0.528746[/C][/ROW]
[ROW][C]28[/C][C]-0.012058[/C][C]-0.0926[/C][C]0.536741[/C][/ROW]
[ROW][C]29[/C][C]-0.157505[/C][C]-1.2098[/C][C]0.884414[/C][/ROW]
[ROW][C]30[/C][C]-0.001363[/C][C]-0.0105[/C][C]0.504158[/C][/ROW]
[ROW][C]31[/C][C]-0.067083[/C][C]-0.5153[/C][C]0.695855[/C][/ROW]
[ROW][C]32[/C][C]0.041219[/C][C]0.3166[/C][C]0.376328[/C][/ROW]
[ROW][C]33[/C][C]-0.122898[/C][C]-0.944[/C][C]0.825489[/C][/ROW]
[ROW][C]34[/C][C]-0.00445[/C][C]-0.0342[/C][C]0.513576[/C][/ROW]
[ROW][C]35[/C][C]-0.052395[/C][C]-0.4025[/C][C]0.655598[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2588&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2588&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	-0.069861	-0.5366	0.703223
1	-0.18575	-1.4268	0.920542
2	-0.195547	-1.502	0.930788
3	-0.239257	-1.8378	0.964433
4	0.107271	0.824	0.206639
5	0.006554	0.0503	0.48001
6	-0.219925	-1.6893	0.951778
7	0.022699	0.1744	0.431093
8	0.216304	1.6615	0.050963
9	-0.014489	-0.1113	0.544117
10	0.268533	2.0626	0.021779
11	-0.328308	-2.5218	0.992802
12	0.165961	1.2748	0.103693
13	0.009108	0.07	0.47223
14	-0.045444	-0.3491	0.635858
15	-0.109045	-0.8376	0.79718
16	0.002813	0.0216	0.491418
17	-0.178676	-1.3724	0.912438
18	-0.120164	-0.923	0.820117
19	0.076793	0.5899	0.27877
20	0.089514	0.6876	0.247209
21	0.101202	0.7773	0.220029
22	0.103953	0.7985	0.213897
23	-0.229894	-1.7659	0.958703
24	-0.05911	-0.454	0.674265
25	-0.027018	-0.2075	0.581845
26	0.014386	0.1105	0.456193
27	-0.009429	-0.0724	0.528746
28	-0.012058	-0.0926	0.536741
29	-0.157505	-1.2098	0.884414
30	-0.001363	-0.0105	0.504158
31	-0.067083	-0.5153	0.695855
32	0.041219	0.3166	0.376328
33	-0.122898	-0.944	0.825489
34	-0.00445	-0.0342	0.513576
35	-0.052395	-0.4025	0.655598

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1.5 ; 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