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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 20 Dec 2007 07:56:51 -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/20/t1198161638gvqoykzejzg4ge3.htm/, Retrieved Mon, 29 Apr 2024 08:57:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4726, Retrieved Mon, 29 Apr 2024 08:57:11 +0000

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Estimated Impact

216

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-       [(Partial) Autocorrelation Function] [(P)ACF Energie 2] [2007-12-20 14:56:51] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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	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=4726&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=4726&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4726&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	0.089717	0.6151	0.270737
2	-0.221101	-1.5158	0.931866
3	-0.054195	-0.3715	0.644049
4	-0.132042	-0.9052	0.815021
5	0.102741	0.7044	0.242344
6	-0.105213	-0.7213	0.762852
7	-0.010519	-0.0721	0.528592
8	-0.151173	-1.0364	0.847339
9	-0.130076	-0.8918	0.811466
10	0.300217	2.0582	0.02257
11	0.15717	1.0775	0.143377
12	0.102295	0.7013	0.243288
13	-0.104851	-0.7188	0.762095
14	-0.139735	-0.958	0.828512
15	0.023666	0.1622	0.435903
16	-0.073144	-0.5014	0.690802
17	0.021861	0.1499	0.440754
18	-0.110409	-0.7569	0.773564
19	-0.120963	-0.8293	0.79443
20	0.088283	0.6052	0.273966
21	0.080359	0.5509	0.292151
22	0.068969	0.4728	0.319262
23	-0.07212	-0.4944	0.688348
24	-0.034742	-0.2382	0.593611
25	0.00547	0.0375	0.485121
26	-0.02019	-0.1384	0.554749
27	-0.039287	-0.2693	0.605576
28	-0.097765	-0.6702	0.74701
29	-0.03181	-0.2181	0.585844
30	0.037647	0.2581	0.39873
31	0.045387	0.3112	0.378529
32	-0.021145	-0.145	0.557321
33	-0.058989	-0.4044	0.656127
34	-0.018279	-0.1253	0.549596
35	0.012991	0.0891	0.464705

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.8557 & 0 \tabularnewline
1 & 0.089717 & 0.6151 & 0.270737 \tabularnewline
2 & -0.221101 & -1.5158 & 0.931866 \tabularnewline
3 & -0.054195 & -0.3715 & 0.644049 \tabularnewline
4 & -0.132042 & -0.9052 & 0.815021 \tabularnewline
5 & 0.102741 & 0.7044 & 0.242344 \tabularnewline
6 & -0.105213 & -0.7213 & 0.762852 \tabularnewline
7 & -0.010519 & -0.0721 & 0.528592 \tabularnewline
8 & -0.151173 & -1.0364 & 0.847339 \tabularnewline
9 & -0.130076 & -0.8918 & 0.811466 \tabularnewline
10 & 0.300217 & 2.0582 & 0.02257 \tabularnewline
11 & 0.15717 & 1.0775 & 0.143377 \tabularnewline
12 & 0.102295 & 0.7013 & 0.243288 \tabularnewline
13 & -0.104851 & -0.7188 & 0.762095 \tabularnewline
14 & -0.139735 & -0.958 & 0.828512 \tabularnewline
15 & 0.023666 & 0.1622 & 0.435903 \tabularnewline
16 & -0.073144 & -0.5014 & 0.690802 \tabularnewline
17 & 0.021861 & 0.1499 & 0.440754 \tabularnewline
18 & -0.110409 & -0.7569 & 0.773564 \tabularnewline
19 & -0.120963 & -0.8293 & 0.79443 \tabularnewline
20 & 0.088283 & 0.6052 & 0.273966 \tabularnewline
21 & 0.080359 & 0.5509 & 0.292151 \tabularnewline
22 & 0.068969 & 0.4728 & 0.319262 \tabularnewline
23 & -0.07212 & -0.4944 & 0.688348 \tabularnewline
24 & -0.034742 & -0.2382 & 0.593611 \tabularnewline
25 & 0.00547 & 0.0375 & 0.485121 \tabularnewline
26 & -0.02019 & -0.1384 & 0.554749 \tabularnewline
27 & -0.039287 & -0.2693 & 0.605576 \tabularnewline
28 & -0.097765 & -0.6702 & 0.74701 \tabularnewline
29 & -0.03181 & -0.2181 & 0.585844 \tabularnewline
30 & 0.037647 & 0.2581 & 0.39873 \tabularnewline
31 & 0.045387 & 0.3112 & 0.378529 \tabularnewline
32 & -0.021145 & -0.145 & 0.557321 \tabularnewline
33 & -0.058989 & -0.4044 & 0.656127 \tabularnewline
34 & -0.018279 & -0.1253 & 0.549596 \tabularnewline
35 & 0.012991 & 0.0891 & 0.464705 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4726&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]0.089717[/C][C]0.6151[/C][C]0.270737[/C][/ROW]
[ROW][C]2[/C][C]-0.221101[/C][C]-1.5158[/C][C]0.931866[/C][/ROW]
[ROW][C]3[/C][C]-0.054195[/C][C]-0.3715[/C][C]0.644049[/C][/ROW]
[ROW][C]4[/C][C]-0.132042[/C][C]-0.9052[/C][C]0.815021[/C][/ROW]
[ROW][C]5[/C][C]0.102741[/C][C]0.7044[/C][C]0.242344[/C][/ROW]
[ROW][C]6[/C][C]-0.105213[/C][C]-0.7213[/C][C]0.762852[/C][/ROW]
[ROW][C]7[/C][C]-0.010519[/C][C]-0.0721[/C][C]0.528592[/C][/ROW]
[ROW][C]8[/C][C]-0.151173[/C][C]-1.0364[/C][C]0.847339[/C][/ROW]
[ROW][C]9[/C][C]-0.130076[/C][C]-0.8918[/C][C]0.811466[/C][/ROW]
[ROW][C]10[/C][C]0.300217[/C][C]2.0582[/C][C]0.02257[/C][/ROW]
[ROW][C]11[/C][C]0.15717[/C][C]1.0775[/C][C]0.143377[/C][/ROW]
[ROW][C]12[/C][C]0.102295[/C][C]0.7013[/C][C]0.243288[/C][/ROW]
[ROW][C]13[/C][C]-0.104851[/C][C]-0.7188[/C][C]0.762095[/C][/ROW]
[ROW][C]14[/C][C]-0.139735[/C][C]-0.958[/C][C]0.828512[/C][/ROW]
[ROW][C]15[/C][C]0.023666[/C][C]0.1622[/C][C]0.435903[/C][/ROW]
[ROW][C]16[/C][C]-0.073144[/C][C]-0.5014[/C][C]0.690802[/C][/ROW]
[ROW][C]17[/C][C]0.021861[/C][C]0.1499[/C][C]0.440754[/C][/ROW]
[ROW][C]18[/C][C]-0.110409[/C][C]-0.7569[/C][C]0.773564[/C][/ROW]
[ROW][C]19[/C][C]-0.120963[/C][C]-0.8293[/C][C]0.79443[/C][/ROW]
[ROW][C]20[/C][C]0.088283[/C][C]0.6052[/C][C]0.273966[/C][/ROW]
[ROW][C]21[/C][C]0.080359[/C][C]0.5509[/C][C]0.292151[/C][/ROW]
[ROW][C]22[/C][C]0.068969[/C][C]0.4728[/C][C]0.319262[/C][/ROW]
[ROW][C]23[/C][C]-0.07212[/C][C]-0.4944[/C][C]0.688348[/C][/ROW]
[ROW][C]24[/C][C]-0.034742[/C][C]-0.2382[/C][C]0.593611[/C][/ROW]
[ROW][C]25[/C][C]0.00547[/C][C]0.0375[/C][C]0.485121[/C][/ROW]
[ROW][C]26[/C][C]-0.02019[/C][C]-0.1384[/C][C]0.554749[/C][/ROW]
[ROW][C]27[/C][C]-0.039287[/C][C]-0.2693[/C][C]0.605576[/C][/ROW]
[ROW][C]28[/C][C]-0.097765[/C][C]-0.6702[/C][C]0.74701[/C][/ROW]
[ROW][C]29[/C][C]-0.03181[/C][C]-0.2181[/C][C]0.585844[/C][/ROW]
[ROW][C]30[/C][C]0.037647[/C][C]0.2581[/C][C]0.39873[/C][/ROW]
[ROW][C]31[/C][C]0.045387[/C][C]0.3112[/C][C]0.378529[/C][/ROW]
[ROW][C]32[/C][C]-0.021145[/C][C]-0.145[/C][C]0.557321[/C][/ROW]
[ROW][C]33[/C][C]-0.058989[/C][C]-0.4044[/C][C]0.656127[/C][/ROW]
[ROW][C]34[/C][C]-0.018279[/C][C]-0.1253[/C][C]0.549596[/C][/ROW]
[ROW][C]35[/C][C]0.012991[/C][C]0.0891[/C][C]0.464705[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4726&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4726&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	0.089717	0.6151	0.270737
2	-0.221101	-1.5158	0.931866
3	-0.054195	-0.3715	0.644049
4	-0.132042	-0.9052	0.815021
5	0.102741	0.7044	0.242344
6	-0.105213	-0.7213	0.762852
7	-0.010519	-0.0721	0.528592
8	-0.151173	-1.0364	0.847339
9	-0.130076	-0.8918	0.811466
10	0.300217	2.0582	0.02257
11	0.15717	1.0775	0.143377
12	0.102295	0.7013	0.243288
13	-0.104851	-0.7188	0.762095
14	-0.139735	-0.958	0.828512
15	0.023666	0.1622	0.435903
16	-0.073144	-0.5014	0.690802
17	0.021861	0.1499	0.440754
18	-0.110409	-0.7569	0.773564
19	-0.120963	-0.8293	0.79443
20	0.088283	0.6052	0.273966
21	0.080359	0.5509	0.292151
22	0.068969	0.4728	0.319262
23	-0.07212	-0.4944	0.688348
24	-0.034742	-0.2382	0.593611
25	0.00547	0.0375	0.485121
26	-0.02019	-0.1384	0.554749
27	-0.039287	-0.2693	0.605576
28	-0.097765	-0.6702	0.74701
29	-0.03181	-0.2181	0.585844
30	0.037647	0.2581	0.39873
31	0.045387	0.3112	0.378529
32	-0.021145	-0.145	0.557321
33	-0.058989	-0.4044	0.656127
34	-0.018279	-0.1253	0.549596
35	0.012991	0.0891	0.464705

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.089717	0.6151	0.270737
1	-0.23101	-1.5837	0.940019
2	-0.009638	-0.0661	0.526202
3	-0.187612	-1.2862	0.897664
4	0.133772	0.9171	0.181888
5	-0.234968	-1.6109	0.943047
6	0.107609	0.7377	0.232172
7	-0.342484	-2.348	0.988431
8	0.044224	0.3032	0.381544
9	0.111721	0.7659	0.223776
10	0.154478	1.0591	0.147495
11	0.089911	0.6164	0.270303
12	-0.058925	-0.404	0.655966
13	-0.014631	-0.1003	0.539736
14	-0.062471	-0.4283	0.664799
15	-0.029247	-0.2005	0.579027
16	-0.048361	-0.3315	0.629146
17	-0.056545	-0.3877	0.649988
18	-0.051852	-0.3555	0.63809
19	0.026343	0.1806	0.428729
20	-0.015973	-0.1095	0.543367
21	-0.084081	-0.5764	0.716463
22	-0.077926	-0.5342	0.702152
23	-0.001577	-0.0108	0.50429
24	-0.029156	-0.1999	0.578782
25	0.029503	0.2023	0.420293
26	-0.144775	-0.9925	0.836989
27	-0.005924	-0.0406	0.516113
28	-0.068441	-0.4692	0.679455
29	0.064414	0.4416	0.330403
30	-0.089649	-0.6146	0.729108
31	-0.077196	-0.5292	0.700431
32	-0.088585	-0.6073	0.726716
33	-0.040831	-0.2799	0.609618
34	-0.028437	-0.195	0.576867
35	-0.147916	-1.0141	0.842127

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.089717 & 0.6151 & 0.270737 \tabularnewline
1 & -0.23101 & -1.5837 & 0.940019 \tabularnewline
2 & -0.009638 & -0.0661 & 0.526202 \tabularnewline
3 & -0.187612 & -1.2862 & 0.897664 \tabularnewline
4 & 0.133772 & 0.9171 & 0.181888 \tabularnewline
5 & -0.234968 & -1.6109 & 0.943047 \tabularnewline
6 & 0.107609 & 0.7377 & 0.232172 \tabularnewline
7 & -0.342484 & -2.348 & 0.988431 \tabularnewline
8 & 0.044224 & 0.3032 & 0.381544 \tabularnewline
9 & 0.111721 & 0.7659 & 0.223776 \tabularnewline
10 & 0.154478 & 1.0591 & 0.147495 \tabularnewline
11 & 0.089911 & 0.6164 & 0.270303 \tabularnewline
12 & -0.058925 & -0.404 & 0.655966 \tabularnewline
13 & -0.014631 & -0.1003 & 0.539736 \tabularnewline
14 & -0.062471 & -0.4283 & 0.664799 \tabularnewline
15 & -0.029247 & -0.2005 & 0.579027 \tabularnewline
16 & -0.048361 & -0.3315 & 0.629146 \tabularnewline
17 & -0.056545 & -0.3877 & 0.649988 \tabularnewline
18 & -0.051852 & -0.3555 & 0.63809 \tabularnewline
19 & 0.026343 & 0.1806 & 0.428729 \tabularnewline
20 & -0.015973 & -0.1095 & 0.543367 \tabularnewline
21 & -0.084081 & -0.5764 & 0.716463 \tabularnewline
22 & -0.077926 & -0.5342 & 0.702152 \tabularnewline
23 & -0.001577 & -0.0108 & 0.50429 \tabularnewline
24 & -0.029156 & -0.1999 & 0.578782 \tabularnewline
25 & 0.029503 & 0.2023 & 0.420293 \tabularnewline
26 & -0.144775 & -0.9925 & 0.836989 \tabularnewline
27 & -0.005924 & -0.0406 & 0.516113 \tabularnewline
28 & -0.068441 & -0.4692 & 0.679455 \tabularnewline
29 & 0.064414 & 0.4416 & 0.330403 \tabularnewline
30 & -0.089649 & -0.6146 & 0.729108 \tabularnewline
31 & -0.077196 & -0.5292 & 0.700431 \tabularnewline
32 & -0.088585 & -0.6073 & 0.726716 \tabularnewline
33 & -0.040831 & -0.2799 & 0.609618 \tabularnewline
34 & -0.028437 & -0.195 & 0.576867 \tabularnewline
35 & -0.147916 & -1.0141 & 0.842127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4726&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]0.089717[/C][C]0.6151[/C][C]0.270737[/C][/ROW]
[ROW][C]1[/C][C]-0.23101[/C][C]-1.5837[/C][C]0.940019[/C][/ROW]
[ROW][C]2[/C][C]-0.009638[/C][C]-0.0661[/C][C]0.526202[/C][/ROW]
[ROW][C]3[/C][C]-0.187612[/C][C]-1.2862[/C][C]0.897664[/C][/ROW]
[ROW][C]4[/C][C]0.133772[/C][C]0.9171[/C][C]0.181888[/C][/ROW]
[ROW][C]5[/C][C]-0.234968[/C][C]-1.6109[/C][C]0.943047[/C][/ROW]
[ROW][C]6[/C][C]0.107609[/C][C]0.7377[/C][C]0.232172[/C][/ROW]
[ROW][C]7[/C][C]-0.342484[/C][C]-2.348[/C][C]0.988431[/C][/ROW]
[ROW][C]8[/C][C]0.044224[/C][C]0.3032[/C][C]0.381544[/C][/ROW]
[ROW][C]9[/C][C]0.111721[/C][C]0.7659[/C][C]0.223776[/C][/ROW]
[ROW][C]10[/C][C]0.154478[/C][C]1.0591[/C][C]0.147495[/C][/ROW]
[ROW][C]11[/C][C]0.089911[/C][C]0.6164[/C][C]0.270303[/C][/ROW]
[ROW][C]12[/C][C]-0.058925[/C][C]-0.404[/C][C]0.655966[/C][/ROW]
[ROW][C]13[/C][C]-0.014631[/C][C]-0.1003[/C][C]0.539736[/C][/ROW]
[ROW][C]14[/C][C]-0.062471[/C][C]-0.4283[/C][C]0.664799[/C][/ROW]
[ROW][C]15[/C][C]-0.029247[/C][C]-0.2005[/C][C]0.579027[/C][/ROW]
[ROW][C]16[/C][C]-0.048361[/C][C]-0.3315[/C][C]0.629146[/C][/ROW]
[ROW][C]17[/C][C]-0.056545[/C][C]-0.3877[/C][C]0.649988[/C][/ROW]
[ROW][C]18[/C][C]-0.051852[/C][C]-0.3555[/C][C]0.63809[/C][/ROW]
[ROW][C]19[/C][C]0.026343[/C][C]0.1806[/C][C]0.428729[/C][/ROW]
[ROW][C]20[/C][C]-0.015973[/C][C]-0.1095[/C][C]0.543367[/C][/ROW]
[ROW][C]21[/C][C]-0.084081[/C][C]-0.5764[/C][C]0.716463[/C][/ROW]
[ROW][C]22[/C][C]-0.077926[/C][C]-0.5342[/C][C]0.702152[/C][/ROW]
[ROW][C]23[/C][C]-0.001577[/C][C]-0.0108[/C][C]0.50429[/C][/ROW]
[ROW][C]24[/C][C]-0.029156[/C][C]-0.1999[/C][C]0.578782[/C][/ROW]
[ROW][C]25[/C][C]0.029503[/C][C]0.2023[/C][C]0.420293[/C][/ROW]
[ROW][C]26[/C][C]-0.144775[/C][C]-0.9925[/C][C]0.836989[/C][/ROW]
[ROW][C]27[/C][C]-0.005924[/C][C]-0.0406[/C][C]0.516113[/C][/ROW]
[ROW][C]28[/C][C]-0.068441[/C][C]-0.4692[/C][C]0.679455[/C][/ROW]
[ROW][C]29[/C][C]0.064414[/C][C]0.4416[/C][C]0.330403[/C][/ROW]
[ROW][C]30[/C][C]-0.089649[/C][C]-0.6146[/C][C]0.729108[/C][/ROW]
[ROW][C]31[/C][C]-0.077196[/C][C]-0.5292[/C][C]0.700431[/C][/ROW]
[ROW][C]32[/C][C]-0.088585[/C][C]-0.6073[/C][C]0.726716[/C][/ROW]
[ROW][C]33[/C][C]-0.040831[/C][C]-0.2799[/C][C]0.609618[/C][/ROW]
[ROW][C]34[/C][C]-0.028437[/C][C]-0.195[/C][C]0.576867[/C][/ROW]
[ROW][C]35[/C][C]-0.147916[/C][C]-1.0141[/C][C]0.842127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4726&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4726&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	0.089717	0.6151	0.270737
1	-0.23101	-1.5837	0.940019
2	-0.009638	-0.0661	0.526202
3	-0.187612	-1.2862	0.897664
4	0.133772	0.9171	0.181888
5	-0.234968	-1.6109	0.943047
6	0.107609	0.7377	0.232172
7	-0.342484	-2.348	0.988431
8	0.044224	0.3032	0.381544
9	0.111721	0.7659	0.223776
10	0.154478	1.0591	0.147495
11	0.089911	0.6164	0.270303
12	-0.058925	-0.404	0.655966
13	-0.014631	-0.1003	0.539736
14	-0.062471	-0.4283	0.664799
15	-0.029247	-0.2005	0.579027
16	-0.048361	-0.3315	0.629146
17	-0.056545	-0.3877	0.649988
18	-0.051852	-0.3555	0.63809
19	0.026343	0.1806	0.428729
20	-0.015973	-0.1095	0.543367
21	-0.084081	-0.5764	0.716463
22	-0.077926	-0.5342	0.702152
23	-0.001577	-0.0108	0.50429
24	-0.029156	-0.1999	0.578782
25	0.029503	0.2023	0.420293
26	-0.144775	-0.9925	0.836989
27	-0.005924	-0.0406	0.516113
28	-0.068441	-0.4692	0.679455
29	0.064414	0.4416	0.330403
30	-0.089649	-0.6146	0.729108
31	-0.077196	-0.5292	0.700431
32	-0.088585	-0.6073	0.726716
33	-0.040831	-0.2799	0.609618
34	-0.028437	-0.195	0.576867
35	-0.147916	-1.0141	0.842127

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

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