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

Sat, 15 Dec 2007 02:27:12 -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/15/t11977098772e507cjl57wp6ln.htm/, Retrieved Thu, 02 May 2024 19:25:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3986, Retrieved Thu, 02 May 2024 19:25:16 +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

254

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

-       [(Partial) Autocorrelation Function] [autocorrelatie: e...] [2007-12-15 09:27:12] [cb51ec34031fa6f7825ad77351c1efd8] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=3986&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=3986&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3986&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	6.8557	0
1	-0.518032	-3.5515	0.999558
2	0.168481	1.155	0.126954
3	-0.225487	-1.5459	0.935577
4	0.117003	0.8021	0.213257
5	-0.059718	-0.4094	0.657948
6	0.168675	1.1564	0.126685
7	-0.178561	-1.2242	0.886502
8	-0.087306	-0.5985	0.723822
9	0.330316	2.2645	0.014097
10	-0.272508	-1.8682	0.966014
11	0.272116	1.8655	0.034178
12	-0.380643	-2.6096	0.993939
13	0.097807	0.6705	0.252901
14	0.028836	0.1977	0.422069
15	0.082078	0.5627	0.288158
16	-0.110228	-0.7557	0.773196
17	0.123882	0.8493	0.200012
18	-0.093943	-0.644	0.738659
19	0.018255	0.1251	0.450471
20	0.144505	0.9907	0.163458
21	-0.155306	-1.0647	0.85378
22	-0.009608	-0.0659	0.526119
23	0.085771	0.588	0.279669
24	-0.113831	-0.7804	0.780461
25	0.129154	0.8854	0.190216
26	-0.019208	-0.1317	0.552102
27	0.023888	0.1638	0.435308
28	-0.073248	-0.5022	0.691052
29	0.038268	0.2623	0.397099
30	-0.104155	-0.7141	0.760637
31	0.08929	0.6121	0.271697
32	-0.021567	-0.1479	0.558454
33	-0.009951	-0.0682	0.527051
34	0.033893	0.2324	0.408633
35	-0.028586	-0.196	0.577264

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & -0.518032 & -3.5515 & 0.999558 \tabularnewline
2 & 0.168481 & 1.155 & 0.126954 \tabularnewline
3 & -0.225487 & -1.5459 & 0.935577 \tabularnewline
4 & 0.117003 & 0.8021 & 0.213257 \tabularnewline
5 & -0.059718 & -0.4094 & 0.657948 \tabularnewline
6 & 0.168675 & 1.1564 & 0.126685 \tabularnewline
7 & -0.178561 & -1.2242 & 0.886502 \tabularnewline
8 & -0.087306 & -0.5985 & 0.723822 \tabularnewline
9 & 0.330316 & 2.2645 & 0.014097 \tabularnewline
10 & -0.272508 & -1.8682 & 0.966014 \tabularnewline
11 & 0.272116 & 1.8655 & 0.034178 \tabularnewline
12 & -0.380643 & -2.6096 & 0.993939 \tabularnewline
13 & 0.097807 & 0.6705 & 0.252901 \tabularnewline
14 & 0.028836 & 0.1977 & 0.422069 \tabularnewline
15 & 0.082078 & 0.5627 & 0.288158 \tabularnewline
16 & -0.110228 & -0.7557 & 0.773196 \tabularnewline
17 & 0.123882 & 0.8493 & 0.200012 \tabularnewline
18 & -0.093943 & -0.644 & 0.738659 \tabularnewline
19 & 0.018255 & 0.1251 & 0.450471 \tabularnewline
20 & 0.144505 & 0.9907 & 0.163458 \tabularnewline
21 & -0.155306 & -1.0647 & 0.85378 \tabularnewline
22 & -0.009608 & -0.0659 & 0.526119 \tabularnewline
23 & 0.085771 & 0.588 & 0.279669 \tabularnewline
24 & -0.113831 & -0.7804 & 0.780461 \tabularnewline
25 & 0.129154 & 0.8854 & 0.190216 \tabularnewline
26 & -0.019208 & -0.1317 & 0.552102 \tabularnewline
27 & 0.023888 & 0.1638 & 0.435308 \tabularnewline
28 & -0.073248 & -0.5022 & 0.691052 \tabularnewline
29 & 0.038268 & 0.2623 & 0.397099 \tabularnewline
30 & -0.104155 & -0.7141 & 0.760637 \tabularnewline
31 & 0.08929 & 0.6121 & 0.271697 \tabularnewline
32 & -0.021567 & -0.1479 & 0.558454 \tabularnewline
33 & -0.009951 & -0.0682 & 0.527051 \tabularnewline
34 & 0.033893 & 0.2324 & 0.408633 \tabularnewline
35 & -0.028586 & -0.196 & 0.577264 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3986&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]-0.518032[/C][C]-3.5515[/C][C]0.999558[/C][/ROW]
[ROW][C]2[/C][C]0.168481[/C][C]1.155[/C][C]0.126954[/C][/ROW]
[ROW][C]3[/C][C]-0.225487[/C][C]-1.5459[/C][C]0.935577[/C][/ROW]
[ROW][C]4[/C][C]0.117003[/C][C]0.8021[/C][C]0.213257[/C][/ROW]
[ROW][C]5[/C][C]-0.059718[/C][C]-0.4094[/C][C]0.657948[/C][/ROW]
[ROW][C]6[/C][C]0.168675[/C][C]1.1564[/C][C]0.126685[/C][/ROW]
[ROW][C]7[/C][C]-0.178561[/C][C]-1.2242[/C][C]0.886502[/C][/ROW]
[ROW][C]8[/C][C]-0.087306[/C][C]-0.5985[/C][C]0.723822[/C][/ROW]
[ROW][C]9[/C][C]0.330316[/C][C]2.2645[/C][C]0.014097[/C][/ROW]
[ROW][C]10[/C][C]-0.272508[/C][C]-1.8682[/C][C]0.966014[/C][/ROW]
[ROW][C]11[/C][C]0.272116[/C][C]1.8655[/C][C]0.034178[/C][/ROW]
[ROW][C]12[/C][C]-0.380643[/C][C]-2.6096[/C][C]0.993939[/C][/ROW]
[ROW][C]13[/C][C]0.097807[/C][C]0.6705[/C][C]0.252901[/C][/ROW]
[ROW][C]14[/C][C]0.028836[/C][C]0.1977[/C][C]0.422069[/C][/ROW]
[ROW][C]15[/C][C]0.082078[/C][C]0.5627[/C][C]0.288158[/C][/ROW]
[ROW][C]16[/C][C]-0.110228[/C][C]-0.7557[/C][C]0.773196[/C][/ROW]
[ROW][C]17[/C][C]0.123882[/C][C]0.8493[/C][C]0.200012[/C][/ROW]
[ROW][C]18[/C][C]-0.093943[/C][C]-0.644[/C][C]0.738659[/C][/ROW]
[ROW][C]19[/C][C]0.018255[/C][C]0.1251[/C][C]0.450471[/C][/ROW]
[ROW][C]20[/C][C]0.144505[/C][C]0.9907[/C][C]0.163458[/C][/ROW]
[ROW][C]21[/C][C]-0.155306[/C][C]-1.0647[/C][C]0.85378[/C][/ROW]
[ROW][C]22[/C][C]-0.009608[/C][C]-0.0659[/C][C]0.526119[/C][/ROW]
[ROW][C]23[/C][C]0.085771[/C][C]0.588[/C][C]0.279669[/C][/ROW]
[ROW][C]24[/C][C]-0.113831[/C][C]-0.7804[/C][C]0.780461[/C][/ROW]
[ROW][C]25[/C][C]0.129154[/C][C]0.8854[/C][C]0.190216[/C][/ROW]
[ROW][C]26[/C][C]-0.019208[/C][C]-0.1317[/C][C]0.552102[/C][/ROW]
[ROW][C]27[/C][C]0.023888[/C][C]0.1638[/C][C]0.435308[/C][/ROW]
[ROW][C]28[/C][C]-0.073248[/C][C]-0.5022[/C][C]0.691052[/C][/ROW]
[ROW][C]29[/C][C]0.038268[/C][C]0.2623[/C][C]0.397099[/C][/ROW]
[ROW][C]30[/C][C]-0.104155[/C][C]-0.7141[/C][C]0.760637[/C][/ROW]
[ROW][C]31[/C][C]0.08929[/C][C]0.6121[/C][C]0.271697[/C][/ROW]
[ROW][C]32[/C][C]-0.021567[/C][C]-0.1479[/C][C]0.558454[/C][/ROW]
[ROW][C]33[/C][C]-0.009951[/C][C]-0.0682[/C][C]0.527051[/C][/ROW]
[ROW][C]34[/C][C]0.033893[/C][C]0.2324[/C][C]0.408633[/C][/ROW]
[ROW][C]35[/C][C]-0.028586[/C][C]-0.196[/C][C]0.577264[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3986&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3986&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	-0.518032	-3.5515	0.999558
2	0.168481	1.155	0.126954
3	-0.225487	-1.5459	0.935577
4	0.117003	0.8021	0.213257
5	-0.059718	-0.4094	0.657948
6	0.168675	1.1564	0.126685
7	-0.178561	-1.2242	0.886502
8	-0.087306	-0.5985	0.723822
9	0.330316	2.2645	0.014097
10	-0.272508	-1.8682	0.966014
11	0.272116	1.8655	0.034178
12	-0.380643	-2.6096	0.993939
13	0.097807	0.6705	0.252901
14	0.028836	0.1977	0.422069
15	0.082078	0.5627	0.288158
16	-0.110228	-0.7557	0.773196
17	0.123882	0.8493	0.200012
18	-0.093943	-0.644	0.738659
19	0.018255	0.1251	0.450471
20	0.144505	0.9907	0.163458
21	-0.155306	-1.0647	0.85378
22	-0.009608	-0.0659	0.526119
23	0.085771	0.588	0.279669
24	-0.113831	-0.7804	0.780461
25	0.129154	0.8854	0.190216
26	-0.019208	-0.1317	0.552102
27	0.023888	0.1638	0.435308
28	-0.073248	-0.5022	0.691052
29	0.038268	0.2623	0.397099
30	-0.104155	-0.7141	0.760637
31	0.08929	0.6121	0.271697
32	-0.021567	-0.1479	0.558454
33	-0.009951	-0.0682	0.527051
34	0.033893	0.2324	0.408633
35	-0.028586	-0.196	0.577264

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.518032	-3.5515	0.999558
1	-0.13651	-0.9359	0.822936
2	-0.274385	-1.8811	0.966918
3	-0.174895	-1.199	0.881735
4	-0.133175	-0.913	0.817049
5	0.083041	0.5693	0.285931
6	-0.056875	-0.3899	0.650819
7	-0.315899	-2.1657	0.982279
8	0.263521	1.8066	0.038614
9	-0.03192	-0.2188	0.586137
10	0.150405	1.0311	0.153879
11	-0.192701	-1.3211	0.903567
12	-0.31303	-2.146	0.981467
13	-0.01731	-0.1187	0.546979
14	-0.25098	-1.7206	0.954052
15	-0.12768	-0.8753	0.807076
16	0.055278	0.379	0.35321
17	-0.064666	-0.4433	0.670219
18	0.035655	0.2444	0.403977
19	-0.011888	-0.0815	0.532306
20	0.232738	1.5956	0.058644
21	-0.027482	-0.1884	0.574315
22	0.072151	0.4946	0.311579
23	-0.133192	-0.9131	0.81708
24	-0.171049	-1.1727	0.876578
25	-0.033075	-0.2268	0.589199
26	0.042107	0.2887	0.38705
27	0.0375	0.2571	0.399116
28	-0.029209	-0.2002	0.578925
29	-0.049924	-0.3423	0.633159
30	-0.021938	-0.1504	0.559454
31	-0.001903	-0.013	0.505177
32	0.163422	1.1204	0.134125
33	-0.089652	-0.6146	0.729116
34	0.050922	0.3491	0.364285
35	-0.084751	-0.581	0.717999

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.518032 & -3.5515 & 0.999558 \tabularnewline
1 & -0.13651 & -0.9359 & 0.822936 \tabularnewline
2 & -0.274385 & -1.8811 & 0.966918 \tabularnewline
3 & -0.174895 & -1.199 & 0.881735 \tabularnewline
4 & -0.133175 & -0.913 & 0.817049 \tabularnewline
5 & 0.083041 & 0.5693 & 0.285931 \tabularnewline
6 & -0.056875 & -0.3899 & 0.650819 \tabularnewline
7 & -0.315899 & -2.1657 & 0.982279 \tabularnewline
8 & 0.263521 & 1.8066 & 0.038614 \tabularnewline
9 & -0.03192 & -0.2188 & 0.586137 \tabularnewline
10 & 0.150405 & 1.0311 & 0.153879 \tabularnewline
11 & -0.192701 & -1.3211 & 0.903567 \tabularnewline
12 & -0.31303 & -2.146 & 0.981467 \tabularnewline
13 & -0.01731 & -0.1187 & 0.546979 \tabularnewline
14 & -0.25098 & -1.7206 & 0.954052 \tabularnewline
15 & -0.12768 & -0.8753 & 0.807076 \tabularnewline
16 & 0.055278 & 0.379 & 0.35321 \tabularnewline
17 & -0.064666 & -0.4433 & 0.670219 \tabularnewline
18 & 0.035655 & 0.2444 & 0.403977 \tabularnewline
19 & -0.011888 & -0.0815 & 0.532306 \tabularnewline
20 & 0.232738 & 1.5956 & 0.058644 \tabularnewline
21 & -0.027482 & -0.1884 & 0.574315 \tabularnewline
22 & 0.072151 & 0.4946 & 0.311579 \tabularnewline
23 & -0.133192 & -0.9131 & 0.81708 \tabularnewline
24 & -0.171049 & -1.1727 & 0.876578 \tabularnewline
25 & -0.033075 & -0.2268 & 0.589199 \tabularnewline
26 & 0.042107 & 0.2887 & 0.38705 \tabularnewline
27 & 0.0375 & 0.2571 & 0.399116 \tabularnewline
28 & -0.029209 & -0.2002 & 0.578925 \tabularnewline
29 & -0.049924 & -0.3423 & 0.633159 \tabularnewline
30 & -0.021938 & -0.1504 & 0.559454 \tabularnewline
31 & -0.001903 & -0.013 & 0.505177 \tabularnewline
32 & 0.163422 & 1.1204 & 0.134125 \tabularnewline
33 & -0.089652 & -0.6146 & 0.729116 \tabularnewline
34 & 0.050922 & 0.3491 & 0.364285 \tabularnewline
35 & -0.084751 & -0.581 & 0.717999 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3986&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]-0.518032[/C][C]-3.5515[/C][C]0.999558[/C][/ROW]
[ROW][C]1[/C][C]-0.13651[/C][C]-0.9359[/C][C]0.822936[/C][/ROW]
[ROW][C]2[/C][C]-0.274385[/C][C]-1.8811[/C][C]0.966918[/C][/ROW]
[ROW][C]3[/C][C]-0.174895[/C][C]-1.199[/C][C]0.881735[/C][/ROW]
[ROW][C]4[/C][C]-0.133175[/C][C]-0.913[/C][C]0.817049[/C][/ROW]
[ROW][C]5[/C][C]0.083041[/C][C]0.5693[/C][C]0.285931[/C][/ROW]
[ROW][C]6[/C][C]-0.056875[/C][C]-0.3899[/C][C]0.650819[/C][/ROW]
[ROW][C]7[/C][C]-0.315899[/C][C]-2.1657[/C][C]0.982279[/C][/ROW]
[ROW][C]8[/C][C]0.263521[/C][C]1.8066[/C][C]0.038614[/C][/ROW]
[ROW][C]9[/C][C]-0.03192[/C][C]-0.2188[/C][C]0.586137[/C][/ROW]
[ROW][C]10[/C][C]0.150405[/C][C]1.0311[/C][C]0.153879[/C][/ROW]
[ROW][C]11[/C][C]-0.192701[/C][C]-1.3211[/C][C]0.903567[/C][/ROW]
[ROW][C]12[/C][C]-0.31303[/C][C]-2.146[/C][C]0.981467[/C][/ROW]
[ROW][C]13[/C][C]-0.01731[/C][C]-0.1187[/C][C]0.546979[/C][/ROW]
[ROW][C]14[/C][C]-0.25098[/C][C]-1.7206[/C][C]0.954052[/C][/ROW]
[ROW][C]15[/C][C]-0.12768[/C][C]-0.8753[/C][C]0.807076[/C][/ROW]
[ROW][C]16[/C][C]0.055278[/C][C]0.379[/C][C]0.35321[/C][/ROW]
[ROW][C]17[/C][C]-0.064666[/C][C]-0.4433[/C][C]0.670219[/C][/ROW]
[ROW][C]18[/C][C]0.035655[/C][C]0.2444[/C][C]0.403977[/C][/ROW]
[ROW][C]19[/C][C]-0.011888[/C][C]-0.0815[/C][C]0.532306[/C][/ROW]
[ROW][C]20[/C][C]0.232738[/C][C]1.5956[/C][C]0.058644[/C][/ROW]
[ROW][C]21[/C][C]-0.027482[/C][C]-0.1884[/C][C]0.574315[/C][/ROW]
[ROW][C]22[/C][C]0.072151[/C][C]0.4946[/C][C]0.311579[/C][/ROW]
[ROW][C]23[/C][C]-0.133192[/C][C]-0.9131[/C][C]0.81708[/C][/ROW]
[ROW][C]24[/C][C]-0.171049[/C][C]-1.1727[/C][C]0.876578[/C][/ROW]
[ROW][C]25[/C][C]-0.033075[/C][C]-0.2268[/C][C]0.589199[/C][/ROW]
[ROW][C]26[/C][C]0.042107[/C][C]0.2887[/C][C]0.38705[/C][/ROW]
[ROW][C]27[/C][C]0.0375[/C][C]0.2571[/C][C]0.399116[/C][/ROW]
[ROW][C]28[/C][C]-0.029209[/C][C]-0.2002[/C][C]0.578925[/C][/ROW]
[ROW][C]29[/C][C]-0.049924[/C][C]-0.3423[/C][C]0.633159[/C][/ROW]
[ROW][C]30[/C][C]-0.021938[/C][C]-0.1504[/C][C]0.559454[/C][/ROW]
[ROW][C]31[/C][C]-0.001903[/C][C]-0.013[/C][C]0.505177[/C][/ROW]
[ROW][C]32[/C][C]0.163422[/C][C]1.1204[/C][C]0.134125[/C][/ROW]
[ROW][C]33[/C][C]-0.089652[/C][C]-0.6146[/C][C]0.729116[/C][/ROW]
[ROW][C]34[/C][C]0.050922[/C][C]0.3491[/C][C]0.364285[/C][/ROW]
[ROW][C]35[/C][C]-0.084751[/C][C]-0.581[/C][C]0.717999[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3986&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3986&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	-0.518032	-3.5515	0.999558
1	-0.13651	-0.9359	0.822936
2	-0.274385	-1.8811	0.966918
3	-0.174895	-1.199	0.881735
4	-0.133175	-0.913	0.817049
5	0.083041	0.5693	0.285931
6	-0.056875	-0.3899	0.650819
7	-0.315899	-2.1657	0.982279
8	0.263521	1.8066	0.038614
9	-0.03192	-0.2188	0.586137
10	0.150405	1.0311	0.153879
11	-0.192701	-1.3211	0.903567
12	-0.31303	-2.146	0.981467
13	-0.01731	-0.1187	0.546979
14	-0.25098	-1.7206	0.954052
15	-0.12768	-0.8753	0.807076
16	0.055278	0.379	0.35321
17	-0.064666	-0.4433	0.670219
18	0.035655	0.2444	0.403977
19	-0.011888	-0.0815	0.532306
20	0.232738	1.5956	0.058644
21	-0.027482	-0.1884	0.574315
22	0.072151	0.4946	0.311579
23	-0.133192	-0.9131	0.81708
24	-0.171049	-1.1727	0.876578
25	-0.033075	-0.2268	0.589199
26	0.042107	0.2887	0.38705
27	0.0375	0.2571	0.399116
28	-0.029209	-0.2002	0.578925
29	-0.049924	-0.3423	0.633159
30	-0.021938	-0.1504	0.559454
31	-0.001903	-0.013	0.505177
32	0.163422	1.1204	0.134125
33	-0.089652	-0.6146	0.729116
34	0.050922	0.3491	0.364285
35	-0.084751	-0.581	0.717999

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