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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 15 Dec 2007 02:28:58 -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/15/t1197709981k2s2yvnpsw9yxcb.htm/, Retrieved Fri, 03 May 2024 01:41:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3987, Retrieved Fri, 03 May 2024 01:41:38 +0000

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IsPrivate?

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Estimated Impact

238

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 09:28:58] [cb51ec34031fa6f7825ad77351c1efd8] [Current]
- R PD    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 14:06:47] [74be16979710d4c4e7c6647856088456] 
- R PD    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 14:08:07] [74be16979710d4c4e7c6647856088456] 
- R PD    [(Partial) Autocorrelation Function] [Nick Mulkens] [2008-12-24 14:09:34] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3987&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]1 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=3987&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3987&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	6.9282	0
1	0.379818	2.6315	0.005699
2	0.395163	2.7378	0.004326
3	0.19011	1.3171	0.097026
4	0.283599	1.9648	0.027618
5	0.210783	1.4603	0.075355
6	0.245443	1.7005	0.047756
7	0.056894	0.3942	0.347599
8	0.081804	0.5668	0.286761
9	0.170133	1.1787	0.122161
10	-0.109653	-0.7597	0.774424
11	-0.063016	-0.4366	0.667817
12	-0.343709	-2.3813	0.989367
13	-0.149445	-1.0354	0.847162
14	-0.082475	-0.5714	0.714803
15	-0.02115	-0.1465	0.557941
16	-0.07456	-0.5166	0.696085
17	0.014732	0.1021	0.459565
18	-0.0725	-0.5023	0.69112
19	-0.02045	-0.1417	0.556039
20	0.012234	0.0848	0.466402
21	-0.083474	-0.5783	0.717125
22	-0.038944	-0.2698	0.60577
23	0.01858	0.1287	0.449057
24	-0.018707	-0.1296	0.551291
25	0.065265	0.4522	0.326592
26	0.002727	0.0189	0.492502
27	-0.040572	-0.2811	0.610076
28	-0.141269	-0.9787	0.833692
29	-0.136475	-0.9455	0.825437
30	-0.162335	-1.1247	0.866843
31	-0.073629	-0.5101	0.693847
32	-0.095131	-0.6591	0.743505
33	-0.09281	-0.643	0.73836
34	-0.084305	-0.5841	0.71905
35	-0.103718	-0.7186	0.762059

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.379818 & 2.6315 & 0.005699 \tabularnewline
2 & 0.395163 & 2.7378 & 0.004326 \tabularnewline
3 & 0.19011 & 1.3171 & 0.097026 \tabularnewline
4 & 0.283599 & 1.9648 & 0.027618 \tabularnewline
5 & 0.210783 & 1.4603 & 0.075355 \tabularnewline
6 & 0.245443 & 1.7005 & 0.047756 \tabularnewline
7 & 0.056894 & 0.3942 & 0.347599 \tabularnewline
8 & 0.081804 & 0.5668 & 0.286761 \tabularnewline
9 & 0.170133 & 1.1787 & 0.122161 \tabularnewline
10 & -0.109653 & -0.7597 & 0.774424 \tabularnewline
11 & -0.063016 & -0.4366 & 0.667817 \tabularnewline
12 & -0.343709 & -2.3813 & 0.989367 \tabularnewline
13 & -0.149445 & -1.0354 & 0.847162 \tabularnewline
14 & -0.082475 & -0.5714 & 0.714803 \tabularnewline
15 & -0.02115 & -0.1465 & 0.557941 \tabularnewline
16 & -0.07456 & -0.5166 & 0.696085 \tabularnewline
17 & 0.014732 & 0.1021 & 0.459565 \tabularnewline
18 & -0.0725 & -0.5023 & 0.69112 \tabularnewline
19 & -0.02045 & -0.1417 & 0.556039 \tabularnewline
20 & 0.012234 & 0.0848 & 0.466402 \tabularnewline
21 & -0.083474 & -0.5783 & 0.717125 \tabularnewline
22 & -0.038944 & -0.2698 & 0.60577 \tabularnewline
23 & 0.01858 & 0.1287 & 0.449057 \tabularnewline
24 & -0.018707 & -0.1296 & 0.551291 \tabularnewline
25 & 0.065265 & 0.4522 & 0.326592 \tabularnewline
26 & 0.002727 & 0.0189 & 0.492502 \tabularnewline
27 & -0.040572 & -0.2811 & 0.610076 \tabularnewline
28 & -0.141269 & -0.9787 & 0.833692 \tabularnewline
29 & -0.136475 & -0.9455 & 0.825437 \tabularnewline
30 & -0.162335 & -1.1247 & 0.866843 \tabularnewline
31 & -0.073629 & -0.5101 & 0.693847 \tabularnewline
32 & -0.095131 & -0.6591 & 0.743505 \tabularnewline
33 & -0.09281 & -0.643 & 0.73836 \tabularnewline
34 & -0.084305 & -0.5841 & 0.71905 \tabularnewline
35 & -0.103718 & -0.7186 & 0.762059 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3987&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]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.379818[/C][C]2.6315[/C][C]0.005699[/C][/ROW]
[ROW][C]2[/C][C]0.395163[/C][C]2.7378[/C][C]0.004326[/C][/ROW]
[ROW][C]3[/C][C]0.19011[/C][C]1.3171[/C][C]0.097026[/C][/ROW]
[ROW][C]4[/C][C]0.283599[/C][C]1.9648[/C][C]0.027618[/C][/ROW]
[ROW][C]5[/C][C]0.210783[/C][C]1.4603[/C][C]0.075355[/C][/ROW]
[ROW][C]6[/C][C]0.245443[/C][C]1.7005[/C][C]0.047756[/C][/ROW]
[ROW][C]7[/C][C]0.056894[/C][C]0.3942[/C][C]0.347599[/C][/ROW]
[ROW][C]8[/C][C]0.081804[/C][C]0.5668[/C][C]0.286761[/C][/ROW]
[ROW][C]9[/C][C]0.170133[/C][C]1.1787[/C][C]0.122161[/C][/ROW]
[ROW][C]10[/C][C]-0.109653[/C][C]-0.7597[/C][C]0.774424[/C][/ROW]
[ROW][C]11[/C][C]-0.063016[/C][C]-0.4366[/C][C]0.667817[/C][/ROW]
[ROW][C]12[/C][C]-0.343709[/C][C]-2.3813[/C][C]0.989367[/C][/ROW]
[ROW][C]13[/C][C]-0.149445[/C][C]-1.0354[/C][C]0.847162[/C][/ROW]
[ROW][C]14[/C][C]-0.082475[/C][C]-0.5714[/C][C]0.714803[/C][/ROW]
[ROW][C]15[/C][C]-0.02115[/C][C]-0.1465[/C][C]0.557941[/C][/ROW]
[ROW][C]16[/C][C]-0.07456[/C][C]-0.5166[/C][C]0.696085[/C][/ROW]
[ROW][C]17[/C][C]0.014732[/C][C]0.1021[/C][C]0.459565[/C][/ROW]
[ROW][C]18[/C][C]-0.0725[/C][C]-0.5023[/C][C]0.69112[/C][/ROW]
[ROW][C]19[/C][C]-0.02045[/C][C]-0.1417[/C][C]0.556039[/C][/ROW]
[ROW][C]20[/C][C]0.012234[/C][C]0.0848[/C][C]0.466402[/C][/ROW]
[ROW][C]21[/C][C]-0.083474[/C][C]-0.5783[/C][C]0.717125[/C][/ROW]
[ROW][C]22[/C][C]-0.038944[/C][C]-0.2698[/C][C]0.60577[/C][/ROW]
[ROW][C]23[/C][C]0.01858[/C][C]0.1287[/C][C]0.449057[/C][/ROW]
[ROW][C]24[/C][C]-0.018707[/C][C]-0.1296[/C][C]0.551291[/C][/ROW]
[ROW][C]25[/C][C]0.065265[/C][C]0.4522[/C][C]0.326592[/C][/ROW]
[ROW][C]26[/C][C]0.002727[/C][C]0.0189[/C][C]0.492502[/C][/ROW]
[ROW][C]27[/C][C]-0.040572[/C][C]-0.2811[/C][C]0.610076[/C][/ROW]
[ROW][C]28[/C][C]-0.141269[/C][C]-0.9787[/C][C]0.833692[/C][/ROW]
[ROW][C]29[/C][C]-0.136475[/C][C]-0.9455[/C][C]0.825437[/C][/ROW]
[ROW][C]30[/C][C]-0.162335[/C][C]-1.1247[/C][C]0.866843[/C][/ROW]
[ROW][C]31[/C][C]-0.073629[/C][C]-0.5101[/C][C]0.693847[/C][/ROW]
[ROW][C]32[/C][C]-0.095131[/C][C]-0.6591[/C][C]0.743505[/C][/ROW]
[ROW][C]33[/C][C]-0.09281[/C][C]-0.643[/C][C]0.73836[/C][/ROW]
[ROW][C]34[/C][C]-0.084305[/C][C]-0.5841[/C][C]0.71905[/C][/ROW]
[ROW][C]35[/C][C]-0.103718[/C][C]-0.7186[/C][C]0.762059[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3987&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3987&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	6.9282	0
1	0.379818	2.6315	0.005699
2	0.395163	2.7378	0.004326
3	0.19011	1.3171	0.097026
4	0.283599	1.9648	0.027618
5	0.210783	1.4603	0.075355
6	0.245443	1.7005	0.047756
7	0.056894	0.3942	0.347599
8	0.081804	0.5668	0.286761
9	0.170133	1.1787	0.122161
10	-0.109653	-0.7597	0.774424
11	-0.063016	-0.4366	0.667817
12	-0.343709	-2.3813	0.989367
13	-0.149445	-1.0354	0.847162
14	-0.082475	-0.5714	0.714803
15	-0.02115	-0.1465	0.557941
16	-0.07456	-0.5166	0.696085
17	0.014732	0.1021	0.459565
18	-0.0725	-0.5023	0.69112
19	-0.02045	-0.1417	0.556039
20	0.012234	0.0848	0.466402
21	-0.083474	-0.5783	0.717125
22	-0.038944	-0.2698	0.60577
23	0.01858	0.1287	0.449057
24	-0.018707	-0.1296	0.551291
25	0.065265	0.4522	0.326592
26	0.002727	0.0189	0.492502
27	-0.040572	-0.2811	0.610076
28	-0.141269	-0.9787	0.833692
29	-0.136475	-0.9455	0.825437
30	-0.162335	-1.1247	0.866843
31	-0.073629	-0.5101	0.693847
32	-0.095131	-0.6591	0.743505
33	-0.09281	-0.643	0.73836
34	-0.084305	-0.5841	0.71905
35	-0.103718	-0.7186	0.762059

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.379818	2.6315	0.005699
1	0.293199	2.0313	0.023889
2	-0.03495	-0.2421	0.595147
3	0.159137	1.1025	0.137864
4	0.069198	0.4794	0.31691
5	0.067515	0.4678	0.321038
6	-0.139297	-0.9651	0.830328
7	-0.023802	-0.1649	0.565145
8	0.193904	1.3434	0.092729
9	-0.35933	-2.4895	0.991845
10	-0.066621	-0.4616	0.67676
11	-0.298263	-2.0664	0.977897
12	0.052721	0.3653	0.35826
13	0.226775	1.5711	0.061359
14	-0.032693	-0.2265	0.589114
15	0.220271	1.5261	0.066776
16	0.086561	0.5997	0.275759
17	-0.056664	-0.3926	0.651816
18	0.035854	0.2484	0.402442
19	-0.070778	-0.4904	0.686946
20	0.011457	0.0794	0.468531
21	-0.285948	-1.9811	0.973338
22	-0.03303	-0.2288	0.590018
23	-0.150855	-1.0452	0.849407
24	0.052926	0.3667	0.357735
25	0.151159	1.0473	0.150112
26	0.01214	0.0841	0.466661
27	-0.038751	-0.2685	0.605258
28	-0.064915	-0.4497	0.672539
29	-0.010627	-0.0736	0.529193
30	0.023382	0.162	0.435996
31	-0.008916	-0.0618	0.524501
32	-0.003296	-0.0228	0.509062
33	-0.18449	-1.2782	0.896335
34	0.032972	0.2284	0.410139
35	-0.115605	-0.8009	0.786443

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.379818 & 2.6315 & 0.005699 \tabularnewline
1 & 0.293199 & 2.0313 & 0.023889 \tabularnewline
2 & -0.03495 & -0.2421 & 0.595147 \tabularnewline
3 & 0.159137 & 1.1025 & 0.137864 \tabularnewline
4 & 0.069198 & 0.4794 & 0.31691 \tabularnewline
5 & 0.067515 & 0.4678 & 0.321038 \tabularnewline
6 & -0.139297 & -0.9651 & 0.830328 \tabularnewline
7 & -0.023802 & -0.1649 & 0.565145 \tabularnewline
8 & 0.193904 & 1.3434 & 0.092729 \tabularnewline
9 & -0.35933 & -2.4895 & 0.991845 \tabularnewline
10 & -0.066621 & -0.4616 & 0.67676 \tabularnewline
11 & -0.298263 & -2.0664 & 0.977897 \tabularnewline
12 & 0.052721 & 0.3653 & 0.35826 \tabularnewline
13 & 0.226775 & 1.5711 & 0.061359 \tabularnewline
14 & -0.032693 & -0.2265 & 0.589114 \tabularnewline
15 & 0.220271 & 1.5261 & 0.066776 \tabularnewline
16 & 0.086561 & 0.5997 & 0.275759 \tabularnewline
17 & -0.056664 & -0.3926 & 0.651816 \tabularnewline
18 & 0.035854 & 0.2484 & 0.402442 \tabularnewline
19 & -0.070778 & -0.4904 & 0.686946 \tabularnewline
20 & 0.011457 & 0.0794 & 0.468531 \tabularnewline
21 & -0.285948 & -1.9811 & 0.973338 \tabularnewline
22 & -0.03303 & -0.2288 & 0.590018 \tabularnewline
23 & -0.150855 & -1.0452 & 0.849407 \tabularnewline
24 & 0.052926 & 0.3667 & 0.357735 \tabularnewline
25 & 0.151159 & 1.0473 & 0.150112 \tabularnewline
26 & 0.01214 & 0.0841 & 0.466661 \tabularnewline
27 & -0.038751 & -0.2685 & 0.605258 \tabularnewline
28 & -0.064915 & -0.4497 & 0.672539 \tabularnewline
29 & -0.010627 & -0.0736 & 0.529193 \tabularnewline
30 & 0.023382 & 0.162 & 0.435996 \tabularnewline
31 & -0.008916 & -0.0618 & 0.524501 \tabularnewline
32 & -0.003296 & -0.0228 & 0.509062 \tabularnewline
33 & -0.18449 & -1.2782 & 0.896335 \tabularnewline
34 & 0.032972 & 0.2284 & 0.410139 \tabularnewline
35 & -0.115605 & -0.8009 & 0.786443 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3987&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]0.379818[/C][C]2.6315[/C][C]0.005699[/C][/ROW]
[ROW][C]1[/C][C]0.293199[/C][C]2.0313[/C][C]0.023889[/C][/ROW]
[ROW][C]2[/C][C]-0.03495[/C][C]-0.2421[/C][C]0.595147[/C][/ROW]
[ROW][C]3[/C][C]0.159137[/C][C]1.1025[/C][C]0.137864[/C][/ROW]
[ROW][C]4[/C][C]0.069198[/C][C]0.4794[/C][C]0.31691[/C][/ROW]
[ROW][C]5[/C][C]0.067515[/C][C]0.4678[/C][C]0.321038[/C][/ROW]
[ROW][C]6[/C][C]-0.139297[/C][C]-0.9651[/C][C]0.830328[/C][/ROW]
[ROW][C]7[/C][C]-0.023802[/C][C]-0.1649[/C][C]0.565145[/C][/ROW]
[ROW][C]8[/C][C]0.193904[/C][C]1.3434[/C][C]0.092729[/C][/ROW]
[ROW][C]9[/C][C]-0.35933[/C][C]-2.4895[/C][C]0.991845[/C][/ROW]
[ROW][C]10[/C][C]-0.066621[/C][C]-0.4616[/C][C]0.67676[/C][/ROW]
[ROW][C]11[/C][C]-0.298263[/C][C]-2.0664[/C][C]0.977897[/C][/ROW]
[ROW][C]12[/C][C]0.052721[/C][C]0.3653[/C][C]0.35826[/C][/ROW]
[ROW][C]13[/C][C]0.226775[/C][C]1.5711[/C][C]0.061359[/C][/ROW]
[ROW][C]14[/C][C]-0.032693[/C][C]-0.2265[/C][C]0.589114[/C][/ROW]
[ROW][C]15[/C][C]0.220271[/C][C]1.5261[/C][C]0.066776[/C][/ROW]
[ROW][C]16[/C][C]0.086561[/C][C]0.5997[/C][C]0.275759[/C][/ROW]
[ROW][C]17[/C][C]-0.056664[/C][C]-0.3926[/C][C]0.651816[/C][/ROW]
[ROW][C]18[/C][C]0.035854[/C][C]0.2484[/C][C]0.402442[/C][/ROW]
[ROW][C]19[/C][C]-0.070778[/C][C]-0.4904[/C][C]0.686946[/C][/ROW]
[ROW][C]20[/C][C]0.011457[/C][C]0.0794[/C][C]0.468531[/C][/ROW]
[ROW][C]21[/C][C]-0.285948[/C][C]-1.9811[/C][C]0.973338[/C][/ROW]
[ROW][C]22[/C][C]-0.03303[/C][C]-0.2288[/C][C]0.590018[/C][/ROW]
[ROW][C]23[/C][C]-0.150855[/C][C]-1.0452[/C][C]0.849407[/C][/ROW]
[ROW][C]24[/C][C]0.052926[/C][C]0.3667[/C][C]0.357735[/C][/ROW]
[ROW][C]25[/C][C]0.151159[/C][C]1.0473[/C][C]0.150112[/C][/ROW]
[ROW][C]26[/C][C]0.01214[/C][C]0.0841[/C][C]0.466661[/C][/ROW]
[ROW][C]27[/C][C]-0.038751[/C][C]-0.2685[/C][C]0.605258[/C][/ROW]
[ROW][C]28[/C][C]-0.064915[/C][C]-0.4497[/C][C]0.672539[/C][/ROW]
[ROW][C]29[/C][C]-0.010627[/C][C]-0.0736[/C][C]0.529193[/C][/ROW]
[ROW][C]30[/C][C]0.023382[/C][C]0.162[/C][C]0.435996[/C][/ROW]
[ROW][C]31[/C][C]-0.008916[/C][C]-0.0618[/C][C]0.524501[/C][/ROW]
[ROW][C]32[/C][C]-0.003296[/C][C]-0.0228[/C][C]0.509062[/C][/ROW]
[ROW][C]33[/C][C]-0.18449[/C][C]-1.2782[/C][C]0.896335[/C][/ROW]
[ROW][C]34[/C][C]0.032972[/C][C]0.2284[/C][C]0.410139[/C][/ROW]
[ROW][C]35[/C][C]-0.115605[/C][C]-0.8009[/C][C]0.786443[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3987&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3987&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	0.379818	2.6315	0.005699
1	0.293199	2.0313	0.023889
2	-0.03495	-0.2421	0.595147
3	0.159137	1.1025	0.137864
4	0.069198	0.4794	0.31691
5	0.067515	0.4678	0.321038
6	-0.139297	-0.9651	0.830328
7	-0.023802	-0.1649	0.565145
8	0.193904	1.3434	0.092729
9	-0.35933	-2.4895	0.991845
10	-0.066621	-0.4616	0.67676
11	-0.298263	-2.0664	0.977897
12	0.052721	0.3653	0.35826
13	0.226775	1.5711	0.061359
14	-0.032693	-0.2265	0.589114
15	0.220271	1.5261	0.066776
16	0.086561	0.5997	0.275759
17	-0.056664	-0.3926	0.651816
18	0.035854	0.2484	0.402442
19	-0.070778	-0.4904	0.686946
20	0.011457	0.0794	0.468531
21	-0.285948	-1.9811	0.973338
22	-0.03303	-0.2288	0.590018
23	-0.150855	-1.0452	0.849407
24	0.052926	0.3667	0.357735
25	0.151159	1.0473	0.150112
26	0.01214	0.0841	0.466661
27	-0.038751	-0.2685	0.605258
28	-0.064915	-0.4497	0.672539
29	-0.010627	-0.0736	0.529193
30	0.023382	0.162	0.435996
31	-0.008916	-0.0618	0.524501
32	-0.003296	-0.0228	0.509062
33	-0.18449	-1.2782	0.896335
34	0.032972	0.2284	0.410139
35	-0.115605	-0.8009	0.786443

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 = 1 ; par5 = 12 ;

Parameters (R input):

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