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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 10 Dec 2007 12:48:43 -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/10/t1197315288kj1ctaib1i0ygh1.htm/, Retrieved Mon, 06 May 2024 23:21:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3026, Retrieved Mon, 06 May 2024 23:21:20 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Lise Swinnen

Estimated Impact

221

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

-       [(Partial) Autocorrelation Function] [paper (acf/vrm)] [2007-12-10 19:48:43] [a526d213baffe7453818dd375c9a7100] [Current]

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Dataseries X:

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Histogram

Boxplots

0,007850049
0,008671912
0,008391986
0,008691954
0,008724839
0,008949762
0,009344295
0,009971514
0,010388067
0,008884599
0,01000981
0,012393539
0,007933519
0,008087396
0,008120881
0,008147148
0,00917087
0,009668358
0,009897495
0,011217878
0,010190084
0,009560637
0,011200671
0,013546776
0,008524882
0,009142143
0,008793047
0,009296235
0,009974995
0,009692013
0,010120046
0,011004981
0,010328492
0,009428406
0,011114429
0,011798579
0,008997058
0,008803914
0,007974159
0,008460945
0,009917747
0,009604284
0,011028851
0,011162991
0,010420855
0,009897095
0,010715298
0,012461041
0,008754735
0,009381664
0,008843755
0,009235122
0,009973356
0,009146341
0,011038445
0,010830104
0,010585414
0,010560523
0,010897526
0,014012667

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=3026&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=3026&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3026&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	7.746	0
1	0.304814	2.3611	0.010744
2	0.078458	0.6077	0.272829
3	0.087534	0.678	0.250178
4	-0.013009	-0.1008	0.539964
5	-0.081252	-0.6294	0.734253
6	-0.229772	-1.7798	0.959914
7	-0.151157	-1.1709	0.876857
8	-0.082129	-0.6362	0.736458
9	-0.040291	-0.3121	0.621975
10	-0.05265	-0.4078	0.657573
11	0.152276	1.1795	0.121422
12	0.681561	5.2794	1e-06
13	0.206468	1.5993	0.057504
14	0.022042	0.1707	0.432503
15	0.033308	0.258	0.398645
16	-0.068655	-0.5318	0.701585
17	-0.109766	-0.8502	0.800715
18	-0.229177	-1.7752	0.959532
19	-0.170106	-1.3176	0.903682
20	-0.100869	-0.7813	0.781159
21	-0.105706	-0.8188	0.791927
22	-0.099894	-0.7738	0.778948
23	0.076968	0.5962	0.276645
24	0.457418	3.5431	0.000386
25	0.141985	1.0998	0.137903
26	0.003756	0.0291	0.488442
27	-0.013243	-0.1026	0.54068
28	-0.062042	-0.4806	0.683717
29	-0.092794	-0.7188	0.762466
30	-0.18328	-1.4197	0.919562
31	-0.095257	-0.7379	0.768262
32	-0.043502	-0.337	0.631339
33	-0.046026	-0.3565	0.638648
34	-0.03723	-0.2884	0.612976
35	0.054731	0.4239	0.336562

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.304814 & 2.3611 & 0.010744 \tabularnewline
2 & 0.078458 & 0.6077 & 0.272829 \tabularnewline
3 & 0.087534 & 0.678 & 0.250178 \tabularnewline
4 & -0.013009 & -0.1008 & 0.539964 \tabularnewline
5 & -0.081252 & -0.6294 & 0.734253 \tabularnewline
6 & -0.229772 & -1.7798 & 0.959914 \tabularnewline
7 & -0.151157 & -1.1709 & 0.876857 \tabularnewline
8 & -0.082129 & -0.6362 & 0.736458 \tabularnewline
9 & -0.040291 & -0.3121 & 0.621975 \tabularnewline
10 & -0.05265 & -0.4078 & 0.657573 \tabularnewline
11 & 0.152276 & 1.1795 & 0.121422 \tabularnewline
12 & 0.681561 & 5.2794 & 1e-06 \tabularnewline
13 & 0.206468 & 1.5993 & 0.057504 \tabularnewline
14 & 0.022042 & 0.1707 & 0.432503 \tabularnewline
15 & 0.033308 & 0.258 & 0.398645 \tabularnewline
16 & -0.068655 & -0.5318 & 0.701585 \tabularnewline
17 & -0.109766 & -0.8502 & 0.800715 \tabularnewline
18 & -0.229177 & -1.7752 & 0.959532 \tabularnewline
19 & -0.170106 & -1.3176 & 0.903682 \tabularnewline
20 & -0.100869 & -0.7813 & 0.781159 \tabularnewline
21 & -0.105706 & -0.8188 & 0.791927 \tabularnewline
22 & -0.099894 & -0.7738 & 0.778948 \tabularnewline
23 & 0.076968 & 0.5962 & 0.276645 \tabularnewline
24 & 0.457418 & 3.5431 & 0.000386 \tabularnewline
25 & 0.141985 & 1.0998 & 0.137903 \tabularnewline
26 & 0.003756 & 0.0291 & 0.488442 \tabularnewline
27 & -0.013243 & -0.1026 & 0.54068 \tabularnewline
28 & -0.062042 & -0.4806 & 0.683717 \tabularnewline
29 & -0.092794 & -0.7188 & 0.762466 \tabularnewline
30 & -0.18328 & -1.4197 & 0.919562 \tabularnewline
31 & -0.095257 & -0.7379 & 0.768262 \tabularnewline
32 & -0.043502 & -0.337 & 0.631339 \tabularnewline
33 & -0.046026 & -0.3565 & 0.638648 \tabularnewline
34 & -0.03723 & -0.2884 & 0.612976 \tabularnewline
35 & 0.054731 & 0.4239 & 0.336562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3026&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.304814[/C][C]2.3611[/C][C]0.010744[/C][/ROW]
[ROW][C]2[/C][C]0.078458[/C][C]0.6077[/C][C]0.272829[/C][/ROW]
[ROW][C]3[/C][C]0.087534[/C][C]0.678[/C][C]0.250178[/C][/ROW]
[ROW][C]4[/C][C]-0.013009[/C][C]-0.1008[/C][C]0.539964[/C][/ROW]
[ROW][C]5[/C][C]-0.081252[/C][C]-0.6294[/C][C]0.734253[/C][/ROW]
[ROW][C]6[/C][C]-0.229772[/C][C]-1.7798[/C][C]0.959914[/C][/ROW]
[ROW][C]7[/C][C]-0.151157[/C][C]-1.1709[/C][C]0.876857[/C][/ROW]
[ROW][C]8[/C][C]-0.082129[/C][C]-0.6362[/C][C]0.736458[/C][/ROW]
[ROW][C]9[/C][C]-0.040291[/C][C]-0.3121[/C][C]0.621975[/C][/ROW]
[ROW][C]10[/C][C]-0.05265[/C][C]-0.4078[/C][C]0.657573[/C][/ROW]
[ROW][C]11[/C][C]0.152276[/C][C]1.1795[/C][C]0.121422[/C][/ROW]
[ROW][C]12[/C][C]0.681561[/C][C]5.2794[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.206468[/C][C]1.5993[/C][C]0.057504[/C][/ROW]
[ROW][C]14[/C][C]0.022042[/C][C]0.1707[/C][C]0.432503[/C][/ROW]
[ROW][C]15[/C][C]0.033308[/C][C]0.258[/C][C]0.398645[/C][/ROW]
[ROW][C]16[/C][C]-0.068655[/C][C]-0.5318[/C][C]0.701585[/C][/ROW]
[ROW][C]17[/C][C]-0.109766[/C][C]-0.8502[/C][C]0.800715[/C][/ROW]
[ROW][C]18[/C][C]-0.229177[/C][C]-1.7752[/C][C]0.959532[/C][/ROW]
[ROW][C]19[/C][C]-0.170106[/C][C]-1.3176[/C][C]0.903682[/C][/ROW]
[ROW][C]20[/C][C]-0.100869[/C][C]-0.7813[/C][C]0.781159[/C][/ROW]
[ROW][C]21[/C][C]-0.105706[/C][C]-0.8188[/C][C]0.791927[/C][/ROW]
[ROW][C]22[/C][C]-0.099894[/C][C]-0.7738[/C][C]0.778948[/C][/ROW]
[ROW][C]23[/C][C]0.076968[/C][C]0.5962[/C][C]0.276645[/C][/ROW]
[ROW][C]24[/C][C]0.457418[/C][C]3.5431[/C][C]0.000386[/C][/ROW]
[ROW][C]25[/C][C]0.141985[/C][C]1.0998[/C][C]0.137903[/C][/ROW]
[ROW][C]26[/C][C]0.003756[/C][C]0.0291[/C][C]0.488442[/C][/ROW]
[ROW][C]27[/C][C]-0.013243[/C][C]-0.1026[/C][C]0.54068[/C][/ROW]
[ROW][C]28[/C][C]-0.062042[/C][C]-0.4806[/C][C]0.683717[/C][/ROW]
[ROW][C]29[/C][C]-0.092794[/C][C]-0.7188[/C][C]0.762466[/C][/ROW]
[ROW][C]30[/C][C]-0.18328[/C][C]-1.4197[/C][C]0.919562[/C][/ROW]
[ROW][C]31[/C][C]-0.095257[/C][C]-0.7379[/C][C]0.768262[/C][/ROW]
[ROW][C]32[/C][C]-0.043502[/C][C]-0.337[/C][C]0.631339[/C][/ROW]
[ROW][C]33[/C][C]-0.046026[/C][C]-0.3565[/C][C]0.638648[/C][/ROW]
[ROW][C]34[/C][C]-0.03723[/C][C]-0.2884[/C][C]0.612976[/C][/ROW]
[ROW][C]35[/C][C]0.054731[/C][C]0.4239[/C][C]0.336562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3026&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3026&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	7.746	0
1	0.304814	2.3611	0.010744
2	0.078458	0.6077	0.272829
3	0.087534	0.678	0.250178
4	-0.013009	-0.1008	0.539964
5	-0.081252	-0.6294	0.734253
6	-0.229772	-1.7798	0.959914
7	-0.151157	-1.1709	0.876857
8	-0.082129	-0.6362	0.736458
9	-0.040291	-0.3121	0.621975
10	-0.05265	-0.4078	0.657573
11	0.152276	1.1795	0.121422
12	0.681561	5.2794	1e-06
13	0.206468	1.5993	0.057504
14	0.022042	0.1707	0.432503
15	0.033308	0.258	0.398645
16	-0.068655	-0.5318	0.701585
17	-0.109766	-0.8502	0.800715
18	-0.229177	-1.7752	0.959532
19	-0.170106	-1.3176	0.903682
20	-0.100869	-0.7813	0.781159
21	-0.105706	-0.8188	0.791927
22	-0.099894	-0.7738	0.778948
23	0.076968	0.5962	0.276645
24	0.457418	3.5431	0.000386
25	0.141985	1.0998	0.137903
26	0.003756	0.0291	0.488442
27	-0.013243	-0.1026	0.54068
28	-0.062042	-0.4806	0.683717
29	-0.092794	-0.7188	0.762466
30	-0.18328	-1.4197	0.919562
31	-0.095257	-0.7379	0.768262
32	-0.043502	-0.337	0.631339
33	-0.046026	-0.3565	0.638648
34	-0.03723	-0.2884	0.612976
35	0.054731	0.4239	0.336562

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.304814	2.3611	0.010744
1	-0.015934	-0.1234	0.548909
2	0.075089	0.5816	0.281495
3	-0.066575	-0.5157	0.696017
4	-0.06762	-0.5238	0.698822
5	-0.211394	-1.6374	0.946614
6	-0.018615	-0.1442	0.557083
7	-0.020706	-0.1604	0.563443
8	0.027142	0.2102	0.417095
9	-0.054759	-0.4242	0.663516
10	0.193872	1.5017	0.069206
11	0.653166	5.0594	2e-06
12	-0.256721	-1.9886	0.974341
13	-0.142281	-1.1021	0.862591
14	-0.134784	-1.044	0.84967
15	-0.096369	-0.7465	0.770852
16	-0.043235	-0.3349	0.630565
17	0.061954	0.4799	0.316524
18	0.056562	0.4381	0.331432
19	0.014829	0.1149	0.454468
20	-0.046649	-0.3613	0.640445
21	-0.003945	-0.0306	0.512137
22	-0.035298	-0.2734	0.607265
23	-0.070211	-0.5438	0.70572
24	-0.021831	-0.1691	0.566859
25	0.007547	0.0585	0.476789
26	-0.068485	-0.5305	0.701132
27	0.076539	0.5929	0.27775
28	0.014579	0.1129	0.455231
29	0.017479	0.1354	0.446377
30	0.081831	0.6339	0.264291
31	0.013683	0.106	0.457971
32	0.059409	0.4602	0.323525
33	0.011381	0.0882	0.465022
34	-0.106562	-0.8254	0.7938
35	0.054383	0.4213	0.337538

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.304814 & 2.3611 & 0.010744 \tabularnewline
1 & -0.015934 & -0.1234 & 0.548909 \tabularnewline
2 & 0.075089 & 0.5816 & 0.281495 \tabularnewline
3 & -0.066575 & -0.5157 & 0.696017 \tabularnewline
4 & -0.06762 & -0.5238 & 0.698822 \tabularnewline
5 & -0.211394 & -1.6374 & 0.946614 \tabularnewline
6 & -0.018615 & -0.1442 & 0.557083 \tabularnewline
7 & -0.020706 & -0.1604 & 0.563443 \tabularnewline
8 & 0.027142 & 0.2102 & 0.417095 \tabularnewline
9 & -0.054759 & -0.4242 & 0.663516 \tabularnewline
10 & 0.193872 & 1.5017 & 0.069206 \tabularnewline
11 & 0.653166 & 5.0594 & 2e-06 \tabularnewline
12 & -0.256721 & -1.9886 & 0.974341 \tabularnewline
13 & -0.142281 & -1.1021 & 0.862591 \tabularnewline
14 & -0.134784 & -1.044 & 0.84967 \tabularnewline
15 & -0.096369 & -0.7465 & 0.770852 \tabularnewline
16 & -0.043235 & -0.3349 & 0.630565 \tabularnewline
17 & 0.061954 & 0.4799 & 0.316524 \tabularnewline
18 & 0.056562 & 0.4381 & 0.331432 \tabularnewline
19 & 0.014829 & 0.1149 & 0.454468 \tabularnewline
20 & -0.046649 & -0.3613 & 0.640445 \tabularnewline
21 & -0.003945 & -0.0306 & 0.512137 \tabularnewline
22 & -0.035298 & -0.2734 & 0.607265 \tabularnewline
23 & -0.070211 & -0.5438 & 0.70572 \tabularnewline
24 & -0.021831 & -0.1691 & 0.566859 \tabularnewline
25 & 0.007547 & 0.0585 & 0.476789 \tabularnewline
26 & -0.068485 & -0.5305 & 0.701132 \tabularnewline
27 & 0.076539 & 0.5929 & 0.27775 \tabularnewline
28 & 0.014579 & 0.1129 & 0.455231 \tabularnewline
29 & 0.017479 & 0.1354 & 0.446377 \tabularnewline
30 & 0.081831 & 0.6339 & 0.264291 \tabularnewline
31 & 0.013683 & 0.106 & 0.457971 \tabularnewline
32 & 0.059409 & 0.4602 & 0.323525 \tabularnewline
33 & 0.011381 & 0.0882 & 0.465022 \tabularnewline
34 & -0.106562 & -0.8254 & 0.7938 \tabularnewline
35 & 0.054383 & 0.4213 & 0.337538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3026&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]0.304814[/C][C]2.3611[/C][C]0.010744[/C][/ROW]
[ROW][C]1[/C][C]-0.015934[/C][C]-0.1234[/C][C]0.548909[/C][/ROW]
[ROW][C]2[/C][C]0.075089[/C][C]0.5816[/C][C]0.281495[/C][/ROW]
[ROW][C]3[/C][C]-0.066575[/C][C]-0.5157[/C][C]0.696017[/C][/ROW]
[ROW][C]4[/C][C]-0.06762[/C][C]-0.5238[/C][C]0.698822[/C][/ROW]
[ROW][C]5[/C][C]-0.211394[/C][C]-1.6374[/C][C]0.946614[/C][/ROW]
[ROW][C]6[/C][C]-0.018615[/C][C]-0.1442[/C][C]0.557083[/C][/ROW]
[ROW][C]7[/C][C]-0.020706[/C][C]-0.1604[/C][C]0.563443[/C][/ROW]
[ROW][C]8[/C][C]0.027142[/C][C]0.2102[/C][C]0.417095[/C][/ROW]
[ROW][C]9[/C][C]-0.054759[/C][C]-0.4242[/C][C]0.663516[/C][/ROW]
[ROW][C]10[/C][C]0.193872[/C][C]1.5017[/C][C]0.069206[/C][/ROW]
[ROW][C]11[/C][C]0.653166[/C][C]5.0594[/C][C]2e-06[/C][/ROW]
[ROW][C]12[/C][C]-0.256721[/C][C]-1.9886[/C][C]0.974341[/C][/ROW]
[ROW][C]13[/C][C]-0.142281[/C][C]-1.1021[/C][C]0.862591[/C][/ROW]
[ROW][C]14[/C][C]-0.134784[/C][C]-1.044[/C][C]0.84967[/C][/ROW]
[ROW][C]15[/C][C]-0.096369[/C][C]-0.7465[/C][C]0.770852[/C][/ROW]
[ROW][C]16[/C][C]-0.043235[/C][C]-0.3349[/C][C]0.630565[/C][/ROW]
[ROW][C]17[/C][C]0.061954[/C][C]0.4799[/C][C]0.316524[/C][/ROW]
[ROW][C]18[/C][C]0.056562[/C][C]0.4381[/C][C]0.331432[/C][/ROW]
[ROW][C]19[/C][C]0.014829[/C][C]0.1149[/C][C]0.454468[/C][/ROW]
[ROW][C]20[/C][C]-0.046649[/C][C]-0.3613[/C][C]0.640445[/C][/ROW]
[ROW][C]21[/C][C]-0.003945[/C][C]-0.0306[/C][C]0.512137[/C][/ROW]
[ROW][C]22[/C][C]-0.035298[/C][C]-0.2734[/C][C]0.607265[/C][/ROW]
[ROW][C]23[/C][C]-0.070211[/C][C]-0.5438[/C][C]0.70572[/C][/ROW]
[ROW][C]24[/C][C]-0.021831[/C][C]-0.1691[/C][C]0.566859[/C][/ROW]
[ROW][C]25[/C][C]0.007547[/C][C]0.0585[/C][C]0.476789[/C][/ROW]
[ROW][C]26[/C][C]-0.068485[/C][C]-0.5305[/C][C]0.701132[/C][/ROW]
[ROW][C]27[/C][C]0.076539[/C][C]0.5929[/C][C]0.27775[/C][/ROW]
[ROW][C]28[/C][C]0.014579[/C][C]0.1129[/C][C]0.455231[/C][/ROW]
[ROW][C]29[/C][C]0.017479[/C][C]0.1354[/C][C]0.446377[/C][/ROW]
[ROW][C]30[/C][C]0.081831[/C][C]0.6339[/C][C]0.264291[/C][/ROW]
[ROW][C]31[/C][C]0.013683[/C][C]0.106[/C][C]0.457971[/C][/ROW]
[ROW][C]32[/C][C]0.059409[/C][C]0.4602[/C][C]0.323525[/C][/ROW]
[ROW][C]33[/C][C]0.011381[/C][C]0.0882[/C][C]0.465022[/C][/ROW]
[ROW][C]34[/C][C]-0.106562[/C][C]-0.8254[/C][C]0.7938[/C][/ROW]
[ROW][C]35[/C][C]0.054383[/C][C]0.4213[/C][C]0.337538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3026&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3026&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	0.304814	2.3611	0.010744
1	-0.015934	-0.1234	0.548909
2	0.075089	0.5816	0.281495
3	-0.066575	-0.5157	0.696017
4	-0.06762	-0.5238	0.698822
5	-0.211394	-1.6374	0.946614
6	-0.018615	-0.1442	0.557083
7	-0.020706	-0.1604	0.563443
8	0.027142	0.2102	0.417095
9	-0.054759	-0.4242	0.663516
10	0.193872	1.5017	0.069206
11	0.653166	5.0594	2e-06
12	-0.256721	-1.9886	0.974341
13	-0.142281	-1.1021	0.862591
14	-0.134784	-1.044	0.84967
15	-0.096369	-0.7465	0.770852
16	-0.043235	-0.3349	0.630565
17	0.061954	0.4799	0.316524
18	0.056562	0.4381	0.331432
19	0.014829	0.1149	0.454468
20	-0.046649	-0.3613	0.640445
21	-0.003945	-0.0306	0.512137
22	-0.035298	-0.2734	0.607265
23	-0.070211	-0.5438	0.70572
24	-0.021831	-0.1691	0.566859
25	0.007547	0.0585	0.476789
26	-0.068485	-0.5305	0.701132
27	0.076539	0.5929	0.27775
28	0.014579	0.1129	0.455231
29	0.017479	0.1354	0.446377
30	0.081831	0.6339	0.264291
31	0.013683	0.106	0.457971
32	0.059409	0.4602	0.323525
33	0.011381	0.0882	0.465022
34	-0.106562	-0.8254	0.7938
35	0.054383	0.4213	0.337538

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1.1 ; 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