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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 18 Dec 2007 13:09:46 -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/18/t11980075552xrhqgxrqxiwu29.htm/, Retrieved Sat, 04 May 2024 17:08:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4592, Retrieved Sat, 04 May 2024 17:08:26 +0000

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191

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-       [(Partial) Autocorrelation Function] [] [2007-12-18 20:09:46] [dd38921fafddee0dfc20da83e9650a2a] [Current]

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Dataseries X:

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Boxplots

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

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=4592&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=4592&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4592&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	7.746	0
1	0.700317	5.4246	1e-06
2	0.338169	2.6194	0.005569
3	0.063529	0.4921	0.312224
4	0.108117	0.8375	0.202825
5	0.236903	1.835	0.035729
6	0.297899	2.3075	0.012246
7	0.198705	1.5392	0.064511
8	0.059643	0.462	0.322879
9	-0.016235	-0.1258	0.549827
10	0.101756	0.7882	0.216842
11	0.271128	2.1002	0.019964
12	0.331261	2.5659	0.006403
13	0.177231	1.3728	0.087458
14	-0.02631	-0.2038	0.580398
15	-0.197467	-1.5296	0.934311
16	-0.187277	-1.4506	0.923956
17	-0.111888	-0.8667	0.805216
18	-0.032326	-0.2504	0.598431
19	-0.094675	-0.7333	0.766899
20	-0.198906	-1.5407	0.935679
21	-0.233909	-1.8119	0.962493
22	-0.168451	-1.3048	0.901531
23	-0.07464	-0.5782	0.71734
24	-0.043437	-0.3365	0.631151
25	-0.084917	-0.6578	0.743396
26	-0.146546	-1.1351	0.869584
27	-0.171618	-1.3293	0.905617
28	-0.144732	-1.1211	0.866642
29	-0.076828	-0.5951	0.722995
30	-0.064911	-0.5028	0.691526
31	-0.122798	-0.9512	0.827338
32	-0.213212	-1.6515	0.948073
33	-0.243898	-1.8892	0.968151
34	-0.194847	-1.5093	0.931762
35	-0.119027	-0.922	0.819884

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.700317 & 5.4246 & 1e-06 \tabularnewline
2 & 0.338169 & 2.6194 & 0.005569 \tabularnewline
3 & 0.063529 & 0.4921 & 0.312224 \tabularnewline
4 & 0.108117 & 0.8375 & 0.202825 \tabularnewline
5 & 0.236903 & 1.835 & 0.035729 \tabularnewline
6 & 0.297899 & 2.3075 & 0.012246 \tabularnewline
7 & 0.198705 & 1.5392 & 0.064511 \tabularnewline
8 & 0.059643 & 0.462 & 0.322879 \tabularnewline
9 & -0.016235 & -0.1258 & 0.549827 \tabularnewline
10 & 0.101756 & 0.7882 & 0.216842 \tabularnewline
11 & 0.271128 & 2.1002 & 0.019964 \tabularnewline
12 & 0.331261 & 2.5659 & 0.006403 \tabularnewline
13 & 0.177231 & 1.3728 & 0.087458 \tabularnewline
14 & -0.02631 & -0.2038 & 0.580398 \tabularnewline
15 & -0.197467 & -1.5296 & 0.934311 \tabularnewline
16 & -0.187277 & -1.4506 & 0.923956 \tabularnewline
17 & -0.111888 & -0.8667 & 0.805216 \tabularnewline
18 & -0.032326 & -0.2504 & 0.598431 \tabularnewline
19 & -0.094675 & -0.7333 & 0.766899 \tabularnewline
20 & -0.198906 & -1.5407 & 0.935679 \tabularnewline
21 & -0.233909 & -1.8119 & 0.962493 \tabularnewline
22 & -0.168451 & -1.3048 & 0.901531 \tabularnewline
23 & -0.07464 & -0.5782 & 0.71734 \tabularnewline
24 & -0.043437 & -0.3365 & 0.631151 \tabularnewline
25 & -0.084917 & -0.6578 & 0.743396 \tabularnewline
26 & -0.146546 & -1.1351 & 0.869584 \tabularnewline
27 & -0.171618 & -1.3293 & 0.905617 \tabularnewline
28 & -0.144732 & -1.1211 & 0.866642 \tabularnewline
29 & -0.076828 & -0.5951 & 0.722995 \tabularnewline
30 & -0.064911 & -0.5028 & 0.691526 \tabularnewline
31 & -0.122798 & -0.9512 & 0.827338 \tabularnewline
32 & -0.213212 & -1.6515 & 0.948073 \tabularnewline
33 & -0.243898 & -1.8892 & 0.968151 \tabularnewline
34 & -0.194847 & -1.5093 & 0.931762 \tabularnewline
35 & -0.119027 & -0.922 & 0.819884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4592&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]0.700317[/C][C]5.4246[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.338169[/C][C]2.6194[/C][C]0.005569[/C][/ROW]
[ROW][C]3[/C][C]0.063529[/C][C]0.4921[/C][C]0.312224[/C][/ROW]
[ROW][C]4[/C][C]0.108117[/C][C]0.8375[/C][C]0.202825[/C][/ROW]
[ROW][C]5[/C][C]0.236903[/C][C]1.835[/C][C]0.035729[/C][/ROW]
[ROW][C]6[/C][C]0.297899[/C][C]2.3075[/C][C]0.012246[/C][/ROW]
[ROW][C]7[/C][C]0.198705[/C][C]1.5392[/C][C]0.064511[/C][/ROW]
[ROW][C]8[/C][C]0.059643[/C][C]0.462[/C][C]0.322879[/C][/ROW]
[ROW][C]9[/C][C]-0.016235[/C][C]-0.1258[/C][C]0.549827[/C][/ROW]
[ROW][C]10[/C][C]0.101756[/C][C]0.7882[/C][C]0.216842[/C][/ROW]
[ROW][C]11[/C][C]0.271128[/C][C]2.1002[/C][C]0.019964[/C][/ROW]
[ROW][C]12[/C][C]0.331261[/C][C]2.5659[/C][C]0.006403[/C][/ROW]
[ROW][C]13[/C][C]0.177231[/C][C]1.3728[/C][C]0.087458[/C][/ROW]
[ROW][C]14[/C][C]-0.02631[/C][C]-0.2038[/C][C]0.580398[/C][/ROW]
[ROW][C]15[/C][C]-0.197467[/C][C]-1.5296[/C][C]0.934311[/C][/ROW]
[ROW][C]16[/C][C]-0.187277[/C][C]-1.4506[/C][C]0.923956[/C][/ROW]
[ROW][C]17[/C][C]-0.111888[/C][C]-0.8667[/C][C]0.805216[/C][/ROW]
[ROW][C]18[/C][C]-0.032326[/C][C]-0.2504[/C][C]0.598431[/C][/ROW]
[ROW][C]19[/C][C]-0.094675[/C][C]-0.7333[/C][C]0.766899[/C][/ROW]
[ROW][C]20[/C][C]-0.198906[/C][C]-1.5407[/C][C]0.935679[/C][/ROW]
[ROW][C]21[/C][C]-0.233909[/C][C]-1.8119[/C][C]0.962493[/C][/ROW]
[ROW][C]22[/C][C]-0.168451[/C][C]-1.3048[/C][C]0.901531[/C][/ROW]
[ROW][C]23[/C][C]-0.07464[/C][C]-0.5782[/C][C]0.71734[/C][/ROW]
[ROW][C]24[/C][C]-0.043437[/C][C]-0.3365[/C][C]0.631151[/C][/ROW]
[ROW][C]25[/C][C]-0.084917[/C][C]-0.6578[/C][C]0.743396[/C][/ROW]
[ROW][C]26[/C][C]-0.146546[/C][C]-1.1351[/C][C]0.869584[/C][/ROW]
[ROW][C]27[/C][C]-0.171618[/C][C]-1.3293[/C][C]0.905617[/C][/ROW]
[ROW][C]28[/C][C]-0.144732[/C][C]-1.1211[/C][C]0.866642[/C][/ROW]
[ROW][C]29[/C][C]-0.076828[/C][C]-0.5951[/C][C]0.722995[/C][/ROW]
[ROW][C]30[/C][C]-0.064911[/C][C]-0.5028[/C][C]0.691526[/C][/ROW]
[ROW][C]31[/C][C]-0.122798[/C][C]-0.9512[/C][C]0.827338[/C][/ROW]
[ROW][C]32[/C][C]-0.213212[/C][C]-1.6515[/C][C]0.948073[/C][/ROW]
[ROW][C]33[/C][C]-0.243898[/C][C]-1.8892[/C][C]0.968151[/C][/ROW]
[ROW][C]34[/C][C]-0.194847[/C][C]-1.5093[/C][C]0.931762[/C][/ROW]
[ROW][C]35[/C][C]-0.119027[/C][C]-0.922[/C][C]0.819884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4592&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4592&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	0.700317	5.4246	1e-06
2	0.338169	2.6194	0.005569
3	0.063529	0.4921	0.312224
4	0.108117	0.8375	0.202825
5	0.236903	1.835	0.035729
6	0.297899	2.3075	0.012246
7	0.198705	1.5392	0.064511
8	0.059643	0.462	0.322879
9	-0.016235	-0.1258	0.549827
10	0.101756	0.7882	0.216842
11	0.271128	2.1002	0.019964
12	0.331261	2.5659	0.006403
13	0.177231	1.3728	0.087458
14	-0.02631	-0.2038	0.580398
15	-0.197467	-1.5296	0.934311
16	-0.187277	-1.4506	0.923956
17	-0.111888	-0.8667	0.805216
18	-0.032326	-0.2504	0.598431
19	-0.094675	-0.7333	0.766899
20	-0.198906	-1.5407	0.935679
21	-0.233909	-1.8119	0.962493
22	-0.168451	-1.3048	0.901531
23	-0.07464	-0.5782	0.71734
24	-0.043437	-0.3365	0.631151
25	-0.084917	-0.6578	0.743396
26	-0.146546	-1.1351	0.869584
27	-0.171618	-1.3293	0.905617
28	-0.144732	-1.1211	0.866642
29	-0.076828	-0.5951	0.722995
30	-0.064911	-0.5028	0.691526
31	-0.122798	-0.9512	0.827338
32	-0.213212	-1.6515	0.948073
33	-0.243898	-1.8892	0.968151
34	-0.194847	-1.5093	0.931762
35	-0.119027	-0.922	0.819884

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.700317	5.4246	1e-06
1	-0.298837	-2.3148	0.987968
2	-0.074967	-0.5807	0.718188
3	0.394963	3.0594	0.001657
4	0.035679	0.2764	0.391607
5	-0.059879	-0.4638	0.677774
6	-0.023995	-0.1859	0.573411
7	0.001499	0.0116	0.495388
8	-0.002286	-0.0177	0.507033
9	0.237808	1.8421	0.035205
10	0.104503	0.8095	0.21072
11	-0.085162	-0.6597	0.744004
12	-0.129881	-1.0061	0.840786
13	-0.011572	-0.0896	0.535564
14	-0.221843	-1.7184	0.954559
15	-0.034089	-0.2641	0.603679
16	-0.014366	-0.1113	0.544116
17	-0.034564	-0.2677	0.605087
18	-0.126955	-0.9834	0.835318
19	-0.009987	-0.0774	0.530703
20	0.059586	0.4616	0.323036
21	-0.125004	-0.9683	0.831603
22	-0.018043	-0.1398	0.55534
23	0.023267	0.1802	0.428792
24	0.019939	0.1544	0.438889
25	0.036778	0.2849	0.388357
26	0.080715	0.6252	0.2671
27	-0.043932	-0.3403	0.63259
28	0.035956	0.2785	0.390786
29	-0.053173	-0.4119	0.659051
30	-0.084623	-0.6555	0.74267
31	-0.114349	-0.8857	0.810355
32	-0.018971	-0.1469	0.558167
33	-0.021785	-0.1687	0.566718
34	-0.075674	-0.5862	0.720021
35	-0.048997	-0.3795	0.647182

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.700317 & 5.4246 & 1e-06 \tabularnewline
1 & -0.298837 & -2.3148 & 0.987968 \tabularnewline
2 & -0.074967 & -0.5807 & 0.718188 \tabularnewline
3 & 0.394963 & 3.0594 & 0.001657 \tabularnewline
4 & 0.035679 & 0.2764 & 0.391607 \tabularnewline
5 & -0.059879 & -0.4638 & 0.677774 \tabularnewline
6 & -0.023995 & -0.1859 & 0.573411 \tabularnewline
7 & 0.001499 & 0.0116 & 0.495388 \tabularnewline
8 & -0.002286 & -0.0177 & 0.507033 \tabularnewline
9 & 0.237808 & 1.8421 & 0.035205 \tabularnewline
10 & 0.104503 & 0.8095 & 0.21072 \tabularnewline
11 & -0.085162 & -0.6597 & 0.744004 \tabularnewline
12 & -0.129881 & -1.0061 & 0.840786 \tabularnewline
13 & -0.011572 & -0.0896 & 0.535564 \tabularnewline
14 & -0.221843 & -1.7184 & 0.954559 \tabularnewline
15 & -0.034089 & -0.2641 & 0.603679 \tabularnewline
16 & -0.014366 & -0.1113 & 0.544116 \tabularnewline
17 & -0.034564 & -0.2677 & 0.605087 \tabularnewline
18 & -0.126955 & -0.9834 & 0.835318 \tabularnewline
19 & -0.009987 & -0.0774 & 0.530703 \tabularnewline
20 & 0.059586 & 0.4616 & 0.323036 \tabularnewline
21 & -0.125004 & -0.9683 & 0.831603 \tabularnewline
22 & -0.018043 & -0.1398 & 0.55534 \tabularnewline
23 & 0.023267 & 0.1802 & 0.428792 \tabularnewline
24 & 0.019939 & 0.1544 & 0.438889 \tabularnewline
25 & 0.036778 & 0.2849 & 0.388357 \tabularnewline
26 & 0.080715 & 0.6252 & 0.2671 \tabularnewline
27 & -0.043932 & -0.3403 & 0.63259 \tabularnewline
28 & 0.035956 & 0.2785 & 0.390786 \tabularnewline
29 & -0.053173 & -0.4119 & 0.659051 \tabularnewline
30 & -0.084623 & -0.6555 & 0.74267 \tabularnewline
31 & -0.114349 & -0.8857 & 0.810355 \tabularnewline
32 & -0.018971 & -0.1469 & 0.558167 \tabularnewline
33 & -0.021785 & -0.1687 & 0.566718 \tabularnewline
34 & -0.075674 & -0.5862 & 0.720021 \tabularnewline
35 & -0.048997 & -0.3795 & 0.647182 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4592&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]0.700317[/C][C]5.4246[/C][C]1e-06[/C][/ROW]
[ROW][C]1[/C][C]-0.298837[/C][C]-2.3148[/C][C]0.987968[/C][/ROW]
[ROW][C]2[/C][C]-0.074967[/C][C]-0.5807[/C][C]0.718188[/C][/ROW]
[ROW][C]3[/C][C]0.394963[/C][C]3.0594[/C][C]0.001657[/C][/ROW]
[ROW][C]4[/C][C]0.035679[/C][C]0.2764[/C][C]0.391607[/C][/ROW]
[ROW][C]5[/C][C]-0.059879[/C][C]-0.4638[/C][C]0.677774[/C][/ROW]
[ROW][C]6[/C][C]-0.023995[/C][C]-0.1859[/C][C]0.573411[/C][/ROW]
[ROW][C]7[/C][C]0.001499[/C][C]0.0116[/C][C]0.495388[/C][/ROW]
[ROW][C]8[/C][C]-0.002286[/C][C]-0.0177[/C][C]0.507033[/C][/ROW]
[ROW][C]9[/C][C]0.237808[/C][C]1.8421[/C][C]0.035205[/C][/ROW]
[ROW][C]10[/C][C]0.104503[/C][C]0.8095[/C][C]0.21072[/C][/ROW]
[ROW][C]11[/C][C]-0.085162[/C][C]-0.6597[/C][C]0.744004[/C][/ROW]
[ROW][C]12[/C][C]-0.129881[/C][C]-1.0061[/C][C]0.840786[/C][/ROW]
[ROW][C]13[/C][C]-0.011572[/C][C]-0.0896[/C][C]0.535564[/C][/ROW]
[ROW][C]14[/C][C]-0.221843[/C][C]-1.7184[/C][C]0.954559[/C][/ROW]
[ROW][C]15[/C][C]-0.034089[/C][C]-0.2641[/C][C]0.603679[/C][/ROW]
[ROW][C]16[/C][C]-0.014366[/C][C]-0.1113[/C][C]0.544116[/C][/ROW]
[ROW][C]17[/C][C]-0.034564[/C][C]-0.2677[/C][C]0.605087[/C][/ROW]
[ROW][C]18[/C][C]-0.126955[/C][C]-0.9834[/C][C]0.835318[/C][/ROW]
[ROW][C]19[/C][C]-0.009987[/C][C]-0.0774[/C][C]0.530703[/C][/ROW]
[ROW][C]20[/C][C]0.059586[/C][C]0.4616[/C][C]0.323036[/C][/ROW]
[ROW][C]21[/C][C]-0.125004[/C][C]-0.9683[/C][C]0.831603[/C][/ROW]
[ROW][C]22[/C][C]-0.018043[/C][C]-0.1398[/C][C]0.55534[/C][/ROW]
[ROW][C]23[/C][C]0.023267[/C][C]0.1802[/C][C]0.428792[/C][/ROW]
[ROW][C]24[/C][C]0.019939[/C][C]0.1544[/C][C]0.438889[/C][/ROW]
[ROW][C]25[/C][C]0.036778[/C][C]0.2849[/C][C]0.388357[/C][/ROW]
[ROW][C]26[/C][C]0.080715[/C][C]0.6252[/C][C]0.2671[/C][/ROW]
[ROW][C]27[/C][C]-0.043932[/C][C]-0.3403[/C][C]0.63259[/C][/ROW]
[ROW][C]28[/C][C]0.035956[/C][C]0.2785[/C][C]0.390786[/C][/ROW]
[ROW][C]29[/C][C]-0.053173[/C][C]-0.4119[/C][C]0.659051[/C][/ROW]
[ROW][C]30[/C][C]-0.084623[/C][C]-0.6555[/C][C]0.74267[/C][/ROW]
[ROW][C]31[/C][C]-0.114349[/C][C]-0.8857[/C][C]0.810355[/C][/ROW]
[ROW][C]32[/C][C]-0.018971[/C][C]-0.1469[/C][C]0.558167[/C][/ROW]
[ROW][C]33[/C][C]-0.021785[/C][C]-0.1687[/C][C]0.566718[/C][/ROW]
[ROW][C]34[/C][C]-0.075674[/C][C]-0.5862[/C][C]0.720021[/C][/ROW]
[ROW][C]35[/C][C]-0.048997[/C][C]-0.3795[/C][C]0.647182[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4592&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4592&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	0.700317	5.4246	1e-06
1	-0.298837	-2.3148	0.987968
2	-0.074967	-0.5807	0.718188
3	0.394963	3.0594	0.001657
4	0.035679	0.2764	0.391607
5	-0.059879	-0.4638	0.677774
6	-0.023995	-0.1859	0.573411
7	0.001499	0.0116	0.495388
8	-0.002286	-0.0177	0.507033
9	0.237808	1.8421	0.035205
10	0.104503	0.8095	0.21072
11	-0.085162	-0.6597	0.744004
12	-0.129881	-1.0061	0.840786
13	-0.011572	-0.0896	0.535564
14	-0.221843	-1.7184	0.954559
15	-0.034089	-0.2641	0.603679
16	-0.014366	-0.1113	0.544116
17	-0.034564	-0.2677	0.605087
18	-0.126955	-0.9834	0.835318
19	-0.009987	-0.0774	0.530703
20	0.059586	0.4616	0.323036
21	-0.125004	-0.9683	0.831603
22	-0.018043	-0.1398	0.55534
23	0.023267	0.1802	0.428792
24	0.019939	0.1544	0.438889
25	0.036778	0.2849	0.388357
26	0.080715	0.6252	0.2671
27	-0.043932	-0.3403	0.63259
28	0.035956	0.2785	0.390786
29	-0.053173	-0.4119	0.659051
30	-0.084623	-0.6555	0.74267
31	-0.114349	-0.8857	0.810355
32	-0.018971	-0.1469	0.558167
33	-0.021785	-0.1687	0.566718
34	-0.075674	-0.5862	0.720021
35	-0.048997	-0.3795	0.647182

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;

Parameters (R input):

par1 = 36 ; par2 = 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