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

Mon, 17 Dec 2007 11:53:31 -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/17/t1197916629qktphi79ot89j7y.htm/, Retrieved Fri, 03 May 2024 21:42:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4405, Retrieved Fri, 03 May 2024 21:42:23 +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

Personenwagens lag 60

Estimated Impact

166

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

-       [(Partial) Autocorrelation Function] [Paper XV AcorF lag60] [2007-12-17 18:53:31] [fd802f308f037a9692de8c23f8b60e49] [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=4405&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=4405&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4405&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	9.3274	0
1	0.170672	1.5919	0.057514
2	0.205505	1.9168	0.029271
3	0.129548	1.2083	0.115095
4	0.104002	0.9701	0.167351
5	0.011953	0.1115	0.455744
6	0.015091	0.1408	0.444194
7	-0.191191	-1.7833	0.960988
8	-0.09258	-0.8635	0.804888
9	-0.040012	-0.3732	0.64505
10	-0.259604	-2.4214	0.991232
11	-0.115475	-1.0771	0.85779
12	-0.207575	-1.9361	0.971951
13	-0.226032	-2.1083	0.981059
14	-0.067413	-0.6288	0.734432
15	-0.020879	-0.1947	0.576976
16	-0.179056	-1.6701	0.950755
17	0.04668	0.4354	0.332173
18	-0.029599	-0.2761	0.608428
19	-0.040923	-0.3817	0.648196
20	0.091752	0.8558	0.197228
21	-0.039098	-0.3647	0.641882
22	-0.029755	-0.2775	0.608988
23	0.139084	1.2973	0.098981
24	0.044573	0.4158	0.339307
25	0.096578	0.9008	0.185085
26	0.173101	1.6146	0.055012
27	0.056943	0.5311	0.298342
28	0.076103	0.7098	0.239849
29	0.131713	1.2285	0.111279
30	-0.077508	-0.7229	0.764173
31	0.008326	0.0777	0.46914
32	-0.06496	-0.6059	0.726924
33	-0.075723	-0.7063	0.759054
34	-0.026274	-0.2451	0.59651
35	-0.025468	-0.2376	0.593607

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.3274 & 0 \tabularnewline
1 & 0.170672 & 1.5919 & 0.057514 \tabularnewline
2 & 0.205505 & 1.9168 & 0.029271 \tabularnewline
3 & 0.129548 & 1.2083 & 0.115095 \tabularnewline
4 & 0.104002 & 0.9701 & 0.167351 \tabularnewline
5 & 0.011953 & 0.1115 & 0.455744 \tabularnewline
6 & 0.015091 & 0.1408 & 0.444194 \tabularnewline
7 & -0.191191 & -1.7833 & 0.960988 \tabularnewline
8 & -0.09258 & -0.8635 & 0.804888 \tabularnewline
9 & -0.040012 & -0.3732 & 0.64505 \tabularnewline
10 & -0.259604 & -2.4214 & 0.991232 \tabularnewline
11 & -0.115475 & -1.0771 & 0.85779 \tabularnewline
12 & -0.207575 & -1.9361 & 0.971951 \tabularnewline
13 & -0.226032 & -2.1083 & 0.981059 \tabularnewline
14 & -0.067413 & -0.6288 & 0.734432 \tabularnewline
15 & -0.020879 & -0.1947 & 0.576976 \tabularnewline
16 & -0.179056 & -1.6701 & 0.950755 \tabularnewline
17 & 0.04668 & 0.4354 & 0.332173 \tabularnewline
18 & -0.029599 & -0.2761 & 0.608428 \tabularnewline
19 & -0.040923 & -0.3817 & 0.648196 \tabularnewline
20 & 0.091752 & 0.8558 & 0.197228 \tabularnewline
21 & -0.039098 & -0.3647 & 0.641882 \tabularnewline
22 & -0.029755 & -0.2775 & 0.608988 \tabularnewline
23 & 0.139084 & 1.2973 & 0.098981 \tabularnewline
24 & 0.044573 & 0.4158 & 0.339307 \tabularnewline
25 & 0.096578 & 0.9008 & 0.185085 \tabularnewline
26 & 0.173101 & 1.6146 & 0.055012 \tabularnewline
27 & 0.056943 & 0.5311 & 0.298342 \tabularnewline
28 & 0.076103 & 0.7098 & 0.239849 \tabularnewline
29 & 0.131713 & 1.2285 & 0.111279 \tabularnewline
30 & -0.077508 & -0.7229 & 0.764173 \tabularnewline
31 & 0.008326 & 0.0777 & 0.46914 \tabularnewline
32 & -0.06496 & -0.6059 & 0.726924 \tabularnewline
33 & -0.075723 & -0.7063 & 0.759054 \tabularnewline
34 & -0.026274 & -0.2451 & 0.59651 \tabularnewline
35 & -0.025468 & -0.2376 & 0.593607 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4405&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]9.3274[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.170672[/C][C]1.5919[/C][C]0.057514[/C][/ROW]
[ROW][C]2[/C][C]0.205505[/C][C]1.9168[/C][C]0.029271[/C][/ROW]
[ROW][C]3[/C][C]0.129548[/C][C]1.2083[/C][C]0.115095[/C][/ROW]
[ROW][C]4[/C][C]0.104002[/C][C]0.9701[/C][C]0.167351[/C][/ROW]
[ROW][C]5[/C][C]0.011953[/C][C]0.1115[/C][C]0.455744[/C][/ROW]
[ROW][C]6[/C][C]0.015091[/C][C]0.1408[/C][C]0.444194[/C][/ROW]
[ROW][C]7[/C][C]-0.191191[/C][C]-1.7833[/C][C]0.960988[/C][/ROW]
[ROW][C]8[/C][C]-0.09258[/C][C]-0.8635[/C][C]0.804888[/C][/ROW]
[ROW][C]9[/C][C]-0.040012[/C][C]-0.3732[/C][C]0.64505[/C][/ROW]
[ROW][C]10[/C][C]-0.259604[/C][C]-2.4214[/C][C]0.991232[/C][/ROW]
[ROW][C]11[/C][C]-0.115475[/C][C]-1.0771[/C][C]0.85779[/C][/ROW]
[ROW][C]12[/C][C]-0.207575[/C][C]-1.9361[/C][C]0.971951[/C][/ROW]
[ROW][C]13[/C][C]-0.226032[/C][C]-2.1083[/C][C]0.981059[/C][/ROW]
[ROW][C]14[/C][C]-0.067413[/C][C]-0.6288[/C][C]0.734432[/C][/ROW]
[ROW][C]15[/C][C]-0.020879[/C][C]-0.1947[/C][C]0.576976[/C][/ROW]
[ROW][C]16[/C][C]-0.179056[/C][C]-1.6701[/C][C]0.950755[/C][/ROW]
[ROW][C]17[/C][C]0.04668[/C][C]0.4354[/C][C]0.332173[/C][/ROW]
[ROW][C]18[/C][C]-0.029599[/C][C]-0.2761[/C][C]0.608428[/C][/ROW]
[ROW][C]19[/C][C]-0.040923[/C][C]-0.3817[/C][C]0.648196[/C][/ROW]
[ROW][C]20[/C][C]0.091752[/C][C]0.8558[/C][C]0.197228[/C][/ROW]
[ROW][C]21[/C][C]-0.039098[/C][C]-0.3647[/C][C]0.641882[/C][/ROW]
[ROW][C]22[/C][C]-0.029755[/C][C]-0.2775[/C][C]0.608988[/C][/ROW]
[ROW][C]23[/C][C]0.139084[/C][C]1.2973[/C][C]0.098981[/C][/ROW]
[ROW][C]24[/C][C]0.044573[/C][C]0.4158[/C][C]0.339307[/C][/ROW]
[ROW][C]25[/C][C]0.096578[/C][C]0.9008[/C][C]0.185085[/C][/ROW]
[ROW][C]26[/C][C]0.173101[/C][C]1.6146[/C][C]0.055012[/C][/ROW]
[ROW][C]27[/C][C]0.056943[/C][C]0.5311[/C][C]0.298342[/C][/ROW]
[ROW][C]28[/C][C]0.076103[/C][C]0.7098[/C][C]0.239849[/C][/ROW]
[ROW][C]29[/C][C]0.131713[/C][C]1.2285[/C][C]0.111279[/C][/ROW]
[ROW][C]30[/C][C]-0.077508[/C][C]-0.7229[/C][C]0.764173[/C][/ROW]
[ROW][C]31[/C][C]0.008326[/C][C]0.0777[/C][C]0.46914[/C][/ROW]
[ROW][C]32[/C][C]-0.06496[/C][C]-0.6059[/C][C]0.726924[/C][/ROW]
[ROW][C]33[/C][C]-0.075723[/C][C]-0.7063[/C][C]0.759054[/C][/ROW]
[ROW][C]34[/C][C]-0.026274[/C][C]-0.2451[/C][C]0.59651[/C][/ROW]
[ROW][C]35[/C][C]-0.025468[/C][C]-0.2376[/C][C]0.593607[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4405&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4405&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	9.3274	0
1	0.170672	1.5919	0.057514
2	0.205505	1.9168	0.029271
3	0.129548	1.2083	0.115095
4	0.104002	0.9701	0.167351
5	0.011953	0.1115	0.455744
6	0.015091	0.1408	0.444194
7	-0.191191	-1.7833	0.960988
8	-0.09258	-0.8635	0.804888
9	-0.040012	-0.3732	0.64505
10	-0.259604	-2.4214	0.991232
11	-0.115475	-1.0771	0.85779
12	-0.207575	-1.9361	0.971951
13	-0.226032	-2.1083	0.981059
14	-0.067413	-0.6288	0.734432
15	-0.020879	-0.1947	0.576976
16	-0.179056	-1.6701	0.950755
17	0.04668	0.4354	0.332173
18	-0.029599	-0.2761	0.608428
19	-0.040923	-0.3817	0.648196
20	0.091752	0.8558	0.197228
21	-0.039098	-0.3647	0.641882
22	-0.029755	-0.2775	0.608988
23	0.139084	1.2973	0.098981
24	0.044573	0.4158	0.339307
25	0.096578	0.9008	0.185085
26	0.173101	1.6146	0.055012
27	0.056943	0.5311	0.298342
28	0.076103	0.7098	0.239849
29	0.131713	1.2285	0.111279
30	-0.077508	-0.7229	0.764173
31	0.008326	0.0777	0.46914
32	-0.06496	-0.6059	0.726924
33	-0.075723	-0.7063	0.759054
34	-0.026274	-0.2451	0.59651
35	-0.025468	-0.2376	0.593607

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.170672	1.5919	0.057514
1	0.181668	1.6945	0.046875
2	0.07439	0.6939	0.244807
3	0.042591	0.3973	0.346072
4	-0.046714	-0.4357	0.667939
5	-0.016869	-0.1573	0.562332
6	-0.212731	-1.9842	0.974809
7	-0.05017	-0.468	0.679507
8	0.053775	0.5016	0.308615
9	-0.220553	-2.0572	0.978668
10	-0.017717	-0.1653	0.565435
11	-0.124969	-1.1656	0.876526
12	-0.152383	-1.4213	0.920603
13	0.040482	0.3776	0.353328
14	0.050003	0.4664	0.321049
15	-0.144811	-1.3507	0.909855
16	0.031037	0.2895	0.386446
17	-0.043295	-0.4038	0.656334
18	-0.10298	-0.9605	0.830275
19	0.022948	0.214	0.415506
20	-0.088567	-0.8261	0.794497
21	-0.090167	-0.841	0.798678
22	0.051212	0.4777	0.317041
23	-0.008957	-0.0835	0.533194
24	0.049175	0.4587	0.323806
25	0.055909	0.5215	0.301676
26	0.024398	0.2276	0.410258
27	-0.033049	-0.3083	0.620689
28	0.012643	0.1179	0.453198
29	-0.092744	-0.8651	0.805308
30	-0.035785	-0.3338	0.630327
31	-0.111362	-1.0387	0.849093
32	0.015767	0.1471	0.441711
33	-0.003155	-0.0294	0.511703
34	-0.000271	-0.0025	0.501006
35	-0.120044	-1.1197	0.867038

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.170672 & 1.5919 & 0.057514 \tabularnewline
1 & 0.181668 & 1.6945 & 0.046875 \tabularnewline
2 & 0.07439 & 0.6939 & 0.244807 \tabularnewline
3 & 0.042591 & 0.3973 & 0.346072 \tabularnewline
4 & -0.046714 & -0.4357 & 0.667939 \tabularnewline
5 & -0.016869 & -0.1573 & 0.562332 \tabularnewline
6 & -0.212731 & -1.9842 & 0.974809 \tabularnewline
7 & -0.05017 & -0.468 & 0.679507 \tabularnewline
8 & 0.053775 & 0.5016 & 0.308615 \tabularnewline
9 & -0.220553 & -2.0572 & 0.978668 \tabularnewline
10 & -0.017717 & -0.1653 & 0.565435 \tabularnewline
11 & -0.124969 & -1.1656 & 0.876526 \tabularnewline
12 & -0.152383 & -1.4213 & 0.920603 \tabularnewline
13 & 0.040482 & 0.3776 & 0.353328 \tabularnewline
14 & 0.050003 & 0.4664 & 0.321049 \tabularnewline
15 & -0.144811 & -1.3507 & 0.909855 \tabularnewline
16 & 0.031037 & 0.2895 & 0.386446 \tabularnewline
17 & -0.043295 & -0.4038 & 0.656334 \tabularnewline
18 & -0.10298 & -0.9605 & 0.830275 \tabularnewline
19 & 0.022948 & 0.214 & 0.415506 \tabularnewline
20 & -0.088567 & -0.8261 & 0.794497 \tabularnewline
21 & -0.090167 & -0.841 & 0.798678 \tabularnewline
22 & 0.051212 & 0.4777 & 0.317041 \tabularnewline
23 & -0.008957 & -0.0835 & 0.533194 \tabularnewline
24 & 0.049175 & 0.4587 & 0.323806 \tabularnewline
25 & 0.055909 & 0.5215 & 0.301676 \tabularnewline
26 & 0.024398 & 0.2276 & 0.410258 \tabularnewline
27 & -0.033049 & -0.3083 & 0.620689 \tabularnewline
28 & 0.012643 & 0.1179 & 0.453198 \tabularnewline
29 & -0.092744 & -0.8651 & 0.805308 \tabularnewline
30 & -0.035785 & -0.3338 & 0.630327 \tabularnewline
31 & -0.111362 & -1.0387 & 0.849093 \tabularnewline
32 & 0.015767 & 0.1471 & 0.441711 \tabularnewline
33 & -0.003155 & -0.0294 & 0.511703 \tabularnewline
34 & -0.000271 & -0.0025 & 0.501006 \tabularnewline
35 & -0.120044 & -1.1197 & 0.867038 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4405&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]0.170672[/C][C]1.5919[/C][C]0.057514[/C][/ROW]
[ROW][C]1[/C][C]0.181668[/C][C]1.6945[/C][C]0.046875[/C][/ROW]
[ROW][C]2[/C][C]0.07439[/C][C]0.6939[/C][C]0.244807[/C][/ROW]
[ROW][C]3[/C][C]0.042591[/C][C]0.3973[/C][C]0.346072[/C][/ROW]
[ROW][C]4[/C][C]-0.046714[/C][C]-0.4357[/C][C]0.667939[/C][/ROW]
[ROW][C]5[/C][C]-0.016869[/C][C]-0.1573[/C][C]0.562332[/C][/ROW]
[ROW][C]6[/C][C]-0.212731[/C][C]-1.9842[/C][C]0.974809[/C][/ROW]
[ROW][C]7[/C][C]-0.05017[/C][C]-0.468[/C][C]0.679507[/C][/ROW]
[ROW][C]8[/C][C]0.053775[/C][C]0.5016[/C][C]0.308615[/C][/ROW]
[ROW][C]9[/C][C]-0.220553[/C][C]-2.0572[/C][C]0.978668[/C][/ROW]
[ROW][C]10[/C][C]-0.017717[/C][C]-0.1653[/C][C]0.565435[/C][/ROW]
[ROW][C]11[/C][C]-0.124969[/C][C]-1.1656[/C][C]0.876526[/C][/ROW]
[ROW][C]12[/C][C]-0.152383[/C][C]-1.4213[/C][C]0.920603[/C][/ROW]
[ROW][C]13[/C][C]0.040482[/C][C]0.3776[/C][C]0.353328[/C][/ROW]
[ROW][C]14[/C][C]0.050003[/C][C]0.4664[/C][C]0.321049[/C][/ROW]
[ROW][C]15[/C][C]-0.144811[/C][C]-1.3507[/C][C]0.909855[/C][/ROW]
[ROW][C]16[/C][C]0.031037[/C][C]0.2895[/C][C]0.386446[/C][/ROW]
[ROW][C]17[/C][C]-0.043295[/C][C]-0.4038[/C][C]0.656334[/C][/ROW]
[ROW][C]18[/C][C]-0.10298[/C][C]-0.9605[/C][C]0.830275[/C][/ROW]
[ROW][C]19[/C][C]0.022948[/C][C]0.214[/C][C]0.415506[/C][/ROW]
[ROW][C]20[/C][C]-0.088567[/C][C]-0.8261[/C][C]0.794497[/C][/ROW]
[ROW][C]21[/C][C]-0.090167[/C][C]-0.841[/C][C]0.798678[/C][/ROW]
[ROW][C]22[/C][C]0.051212[/C][C]0.4777[/C][C]0.317041[/C][/ROW]
[ROW][C]23[/C][C]-0.008957[/C][C]-0.0835[/C][C]0.533194[/C][/ROW]
[ROW][C]24[/C][C]0.049175[/C][C]0.4587[/C][C]0.323806[/C][/ROW]
[ROW][C]25[/C][C]0.055909[/C][C]0.5215[/C][C]0.301676[/C][/ROW]
[ROW][C]26[/C][C]0.024398[/C][C]0.2276[/C][C]0.410258[/C][/ROW]
[ROW][C]27[/C][C]-0.033049[/C][C]-0.3083[/C][C]0.620689[/C][/ROW]
[ROW][C]28[/C][C]0.012643[/C][C]0.1179[/C][C]0.453198[/C][/ROW]
[ROW][C]29[/C][C]-0.092744[/C][C]-0.8651[/C][C]0.805308[/C][/ROW]
[ROW][C]30[/C][C]-0.035785[/C][C]-0.3338[/C][C]0.630327[/C][/ROW]
[ROW][C]31[/C][C]-0.111362[/C][C]-1.0387[/C][C]0.849093[/C][/ROW]
[ROW][C]32[/C][C]0.015767[/C][C]0.1471[/C][C]0.441711[/C][/ROW]
[ROW][C]33[/C][C]-0.003155[/C][C]-0.0294[/C][C]0.511703[/C][/ROW]
[ROW][C]34[/C][C]-0.000271[/C][C]-0.0025[/C][C]0.501006[/C][/ROW]
[ROW][C]35[/C][C]-0.120044[/C][C]-1.1197[/C][C]0.867038[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4405&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4405&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	0.170672	1.5919	0.057514
1	0.181668	1.6945	0.046875
2	0.07439	0.6939	0.244807
3	0.042591	0.3973	0.346072
4	-0.046714	-0.4357	0.667939
5	-0.016869	-0.1573	0.562332
6	-0.212731	-1.9842	0.974809
7	-0.05017	-0.468	0.679507
8	0.053775	0.5016	0.308615
9	-0.220553	-2.0572	0.978668
10	-0.017717	-0.1653	0.565435
11	-0.124969	-1.1656	0.876526
12	-0.152383	-1.4213	0.920603
13	0.040482	0.3776	0.353328
14	0.050003	0.4664	0.321049
15	-0.144811	-1.3507	0.909855
16	0.031037	0.2895	0.386446
17	-0.043295	-0.4038	0.656334
18	-0.10298	-0.9605	0.830275
19	0.022948	0.214	0.415506
20	-0.088567	-0.8261	0.794497
21	-0.090167	-0.841	0.798678
22	0.051212	0.4777	0.317041
23	-0.008957	-0.0835	0.533194
24	0.049175	0.4587	0.323806
25	0.055909	0.5215	0.301676
26	0.024398	0.2276	0.410258
27	-0.033049	-0.3083	0.620689
28	0.012643	0.1179	0.453198
29	-0.092744	-0.8651	0.805308
30	-0.035785	-0.3338	0.630327
31	-0.111362	-1.0387	0.849093
32	0.015767	0.1471	0.441711
33	-0.003155	-0.0294	0.511703
34	-0.000271	-0.0025	0.501006
35	-0.120044	-1.1197	0.867038

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 36 ; par2 = -1.5 ; 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