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

Thu, 29 Nov 2007 02:50:50 -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/Nov/29/t1196329609goljua4r86rxgo0.htm/, Retrieved Fri, 03 May 2024 08:13:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7335, Retrieved Fri, 03 May 2024 08:13:33 +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

177

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

-       [(Partial) Autocorrelation Function] [WS8Q1 G6 reeks 2] [2007-11-29 09:50:50] [fef19078983b9fa83d10cb717d6f9786] [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	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=7335&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=7335&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7335&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	6.9282	0
1	0.078907	0.5467	0.293565
2	0.183386	1.2705	0.105008
3	0.14164	0.9813	0.16568
4	-0.066217	-0.4588	0.675764
5	0.120341	0.8337	0.204277
6	0.060216	0.4172	0.3392
7	-0.122133	-0.8462	0.79917
8	0.129708	0.8986	0.186665
9	-0.08949	-0.62	0.730907
10	-0.078116	-0.5412	0.704565
11	-0.092746	-0.6426	0.738219
12	-0.408092	-2.8273	0.996587
13	-0.130367	-0.9032	0.814537
14	-0.111091	-0.7697	0.777364
15	-0.107726	-0.7463	0.770451
16	-0.084459	-0.5852	0.719406
17	-0.099794	-0.6914	0.753675
18	-0.102895	-0.7129	0.760313
19	0.031029	0.215	0.415348
20	-0.112314	-0.7781	0.779846
21	0.004378	0.0303	0.487964
22	-0.140393	-0.9727	0.832204
23	0.101015	0.6999	0.243698
24	0.066006	0.4573	0.324759
25	0.126334	0.8753	0.192894
26	0.101212	0.7012	0.243276
27	0.04483	0.3106	0.378727
28	0.007217	0.05	0.480165
29	0.041896	0.2903	0.386433
30	0.010017	0.0694	0.47248
31	-0.015364	-0.1064	0.542163
32	0.008624	0.0597	0.476302
33	0.024599	0.1704	0.432696
34	0.118698	0.8224	0.207469
35	-0.048917	-0.3389	0.631921

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.078907 & 0.5467 & 0.293565 \tabularnewline
2 & 0.183386 & 1.2705 & 0.105008 \tabularnewline
3 & 0.14164 & 0.9813 & 0.16568 \tabularnewline
4 & -0.066217 & -0.4588 & 0.675764 \tabularnewline
5 & 0.120341 & 0.8337 & 0.204277 \tabularnewline
6 & 0.060216 & 0.4172 & 0.3392 \tabularnewline
7 & -0.122133 & -0.8462 & 0.79917 \tabularnewline
8 & 0.129708 & 0.8986 & 0.186665 \tabularnewline
9 & -0.08949 & -0.62 & 0.730907 \tabularnewline
10 & -0.078116 & -0.5412 & 0.704565 \tabularnewline
11 & -0.092746 & -0.6426 & 0.738219 \tabularnewline
12 & -0.408092 & -2.8273 & 0.996587 \tabularnewline
13 & -0.130367 & -0.9032 & 0.814537 \tabularnewline
14 & -0.111091 & -0.7697 & 0.777364 \tabularnewline
15 & -0.107726 & -0.7463 & 0.770451 \tabularnewline
16 & -0.084459 & -0.5852 & 0.719406 \tabularnewline
17 & -0.099794 & -0.6914 & 0.753675 \tabularnewline
18 & -0.102895 & -0.7129 & 0.760313 \tabularnewline
19 & 0.031029 & 0.215 & 0.415348 \tabularnewline
20 & -0.112314 & -0.7781 & 0.779846 \tabularnewline
21 & 0.004378 & 0.0303 & 0.487964 \tabularnewline
22 & -0.140393 & -0.9727 & 0.832204 \tabularnewline
23 & 0.101015 & 0.6999 & 0.243698 \tabularnewline
24 & 0.066006 & 0.4573 & 0.324759 \tabularnewline
25 & 0.126334 & 0.8753 & 0.192894 \tabularnewline
26 & 0.101212 & 0.7012 & 0.243276 \tabularnewline
27 & 0.04483 & 0.3106 & 0.378727 \tabularnewline
28 & 0.007217 & 0.05 & 0.480165 \tabularnewline
29 & 0.041896 & 0.2903 & 0.386433 \tabularnewline
30 & 0.010017 & 0.0694 & 0.47248 \tabularnewline
31 & -0.015364 & -0.1064 & 0.542163 \tabularnewline
32 & 0.008624 & 0.0597 & 0.476302 \tabularnewline
33 & 0.024599 & 0.1704 & 0.432696 \tabularnewline
34 & 0.118698 & 0.8224 & 0.207469 \tabularnewline
35 & -0.048917 & -0.3389 & 0.631921 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7335&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]0.078907[/C][C]0.5467[/C][C]0.293565[/C][/ROW]
[ROW][C]2[/C][C]0.183386[/C][C]1.2705[/C][C]0.105008[/C][/ROW]
[ROW][C]3[/C][C]0.14164[/C][C]0.9813[/C][C]0.16568[/C][/ROW]
[ROW][C]4[/C][C]-0.066217[/C][C]-0.4588[/C][C]0.675764[/C][/ROW]
[ROW][C]5[/C][C]0.120341[/C][C]0.8337[/C][C]0.204277[/C][/ROW]
[ROW][C]6[/C][C]0.060216[/C][C]0.4172[/C][C]0.3392[/C][/ROW]
[ROW][C]7[/C][C]-0.122133[/C][C]-0.8462[/C][C]0.79917[/C][/ROW]
[ROW][C]8[/C][C]0.129708[/C][C]0.8986[/C][C]0.186665[/C][/ROW]
[ROW][C]9[/C][C]-0.08949[/C][C]-0.62[/C][C]0.730907[/C][/ROW]
[ROW][C]10[/C][C]-0.078116[/C][C]-0.5412[/C][C]0.704565[/C][/ROW]
[ROW][C]11[/C][C]-0.092746[/C][C]-0.6426[/C][C]0.738219[/C][/ROW]
[ROW][C]12[/C][C]-0.408092[/C][C]-2.8273[/C][C]0.996587[/C][/ROW]
[ROW][C]13[/C][C]-0.130367[/C][C]-0.9032[/C][C]0.814537[/C][/ROW]
[ROW][C]14[/C][C]-0.111091[/C][C]-0.7697[/C][C]0.777364[/C][/ROW]
[ROW][C]15[/C][C]-0.107726[/C][C]-0.7463[/C][C]0.770451[/C][/ROW]
[ROW][C]16[/C][C]-0.084459[/C][C]-0.5852[/C][C]0.719406[/C][/ROW]
[ROW][C]17[/C][C]-0.099794[/C][C]-0.6914[/C][C]0.753675[/C][/ROW]
[ROW][C]18[/C][C]-0.102895[/C][C]-0.7129[/C][C]0.760313[/C][/ROW]
[ROW][C]19[/C][C]0.031029[/C][C]0.215[/C][C]0.415348[/C][/ROW]
[ROW][C]20[/C][C]-0.112314[/C][C]-0.7781[/C][C]0.779846[/C][/ROW]
[ROW][C]21[/C][C]0.004378[/C][C]0.0303[/C][C]0.487964[/C][/ROW]
[ROW][C]22[/C][C]-0.140393[/C][C]-0.9727[/C][C]0.832204[/C][/ROW]
[ROW][C]23[/C][C]0.101015[/C][C]0.6999[/C][C]0.243698[/C][/ROW]
[ROW][C]24[/C][C]0.066006[/C][C]0.4573[/C][C]0.324759[/C][/ROW]
[ROW][C]25[/C][C]0.126334[/C][C]0.8753[/C][C]0.192894[/C][/ROW]
[ROW][C]26[/C][C]0.101212[/C][C]0.7012[/C][C]0.243276[/C][/ROW]
[ROW][C]27[/C][C]0.04483[/C][C]0.3106[/C][C]0.378727[/C][/ROW]
[ROW][C]28[/C][C]0.007217[/C][C]0.05[/C][C]0.480165[/C][/ROW]
[ROW][C]29[/C][C]0.041896[/C][C]0.2903[/C][C]0.386433[/C][/ROW]
[ROW][C]30[/C][C]0.010017[/C][C]0.0694[/C][C]0.47248[/C][/ROW]
[ROW][C]31[/C][C]-0.015364[/C][C]-0.1064[/C][C]0.542163[/C][/ROW]
[ROW][C]32[/C][C]0.008624[/C][C]0.0597[/C][C]0.476302[/C][/ROW]
[ROW][C]33[/C][C]0.024599[/C][C]0.1704[/C][C]0.432696[/C][/ROW]
[ROW][C]34[/C][C]0.118698[/C][C]0.8224[/C][C]0.207469[/C][/ROW]
[ROW][C]35[/C][C]-0.048917[/C][C]-0.3389[/C][C]0.631921[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7335&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7335&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	0.078907	0.5467	0.293565
2	0.183386	1.2705	0.105008
3	0.14164	0.9813	0.16568
4	-0.066217	-0.4588	0.675764
5	0.120341	0.8337	0.204277
6	0.060216	0.4172	0.3392
7	-0.122133	-0.8462	0.79917
8	0.129708	0.8986	0.186665
9	-0.08949	-0.62	0.730907
10	-0.078116	-0.5412	0.704565
11	-0.092746	-0.6426	0.738219
12	-0.408092	-2.8273	0.996587
13	-0.130367	-0.9032	0.814537
14	-0.111091	-0.7697	0.777364
15	-0.107726	-0.7463	0.770451
16	-0.084459	-0.5852	0.719406
17	-0.099794	-0.6914	0.753675
18	-0.102895	-0.7129	0.760313
19	0.031029	0.215	0.415348
20	-0.112314	-0.7781	0.779846
21	0.004378	0.0303	0.487964
22	-0.140393	-0.9727	0.832204
23	0.101015	0.6999	0.243698
24	0.066006	0.4573	0.324759
25	0.126334	0.8753	0.192894
26	0.101212	0.7012	0.243276
27	0.04483	0.3106	0.378727
28	0.007217	0.05	0.480165
29	0.041896	0.2903	0.386433
30	0.010017	0.0694	0.47248
31	-0.015364	-0.1064	0.542163
32	0.008624	0.0597	0.476302
33	0.024599	0.1704	0.432696
34	0.118698	0.8224	0.207469
35	-0.048917	-0.3389	0.631921

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.078907	0.5467	0.293565
1	0.17827	1.2351	0.111404
2	0.120228	0.833	0.204495
3	-0.119284	-0.8264	0.793673
4	0.089382	0.6193	0.269338
5	0.069337	0.4804	0.316569
6	-0.155447	-1.077	0.856561
7	0.100536	0.6965	0.244727
8	-0.053541	-0.3709	0.643844
9	-0.090155	-0.6246	0.732408
10	-0.127387	-0.8826	0.809064
11	-0.345195	-2.3916	0.989629
12	-0.072609	-0.5031	0.691386
13	0.013321	0.0923	0.463426
14	0.0378	0.2619	0.397266
15	-0.131386	-0.9103	0.816386
16	-0.017504	-0.1213	0.54801
17	-0.021489	-0.1489	0.558865
18	0.014663	0.1016	0.459753
19	-0.049747	-0.3447	0.634071
20	-0.012327	-0.0854	0.533851
21	-0.208139	-1.442	0.922106
22	0.06609	0.4579	0.324552
23	-0.062893	-0.4357	0.667508
24	0.057413	0.3978	0.346282
25	0.036113	0.2502	0.401751
26	-0.026104	-0.1809	0.571379
27	-0.12933	-0.896	0.812644
28	-0.086785	-0.6013	0.724754
29	0.016265	0.1127	0.455375
30	-0.087318	-0.605	0.725973
31	-0.076959	-0.5332	0.701818
32	-0.023565	-0.1633	0.564501
33	0.00789	0.0547	0.478317
34	-0.046127	-0.3196	0.624663
35	-0.139235	-0.9647	0.830223

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.078907 & 0.5467 & 0.293565 \tabularnewline
1 & 0.17827 & 1.2351 & 0.111404 \tabularnewline
2 & 0.120228 & 0.833 & 0.204495 \tabularnewline
3 & -0.119284 & -0.8264 & 0.793673 \tabularnewline
4 & 0.089382 & 0.6193 & 0.269338 \tabularnewline
5 & 0.069337 & 0.4804 & 0.316569 \tabularnewline
6 & -0.155447 & -1.077 & 0.856561 \tabularnewline
7 & 0.100536 & 0.6965 & 0.244727 \tabularnewline
8 & -0.053541 & -0.3709 & 0.643844 \tabularnewline
9 & -0.090155 & -0.6246 & 0.732408 \tabularnewline
10 & -0.127387 & -0.8826 & 0.809064 \tabularnewline
11 & -0.345195 & -2.3916 & 0.989629 \tabularnewline
12 & -0.072609 & -0.5031 & 0.691386 \tabularnewline
13 & 0.013321 & 0.0923 & 0.463426 \tabularnewline
14 & 0.0378 & 0.2619 & 0.397266 \tabularnewline
15 & -0.131386 & -0.9103 & 0.816386 \tabularnewline
16 & -0.017504 & -0.1213 & 0.54801 \tabularnewline
17 & -0.021489 & -0.1489 & 0.558865 \tabularnewline
18 & 0.014663 & 0.1016 & 0.459753 \tabularnewline
19 & -0.049747 & -0.3447 & 0.634071 \tabularnewline
20 & -0.012327 & -0.0854 & 0.533851 \tabularnewline
21 & -0.208139 & -1.442 & 0.922106 \tabularnewline
22 & 0.06609 & 0.4579 & 0.324552 \tabularnewline
23 & -0.062893 & -0.4357 & 0.667508 \tabularnewline
24 & 0.057413 & 0.3978 & 0.346282 \tabularnewline
25 & 0.036113 & 0.2502 & 0.401751 \tabularnewline
26 & -0.026104 & -0.1809 & 0.571379 \tabularnewline
27 & -0.12933 & -0.896 & 0.812644 \tabularnewline
28 & -0.086785 & -0.6013 & 0.724754 \tabularnewline
29 & 0.016265 & 0.1127 & 0.455375 \tabularnewline
30 & -0.087318 & -0.605 & 0.725973 \tabularnewline
31 & -0.076959 & -0.5332 & 0.701818 \tabularnewline
32 & -0.023565 & -0.1633 & 0.564501 \tabularnewline
33 & 0.00789 & 0.0547 & 0.478317 \tabularnewline
34 & -0.046127 & -0.3196 & 0.624663 \tabularnewline
35 & -0.139235 & -0.9647 & 0.830223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7335&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]0.078907[/C][C]0.5467[/C][C]0.293565[/C][/ROW]
[ROW][C]1[/C][C]0.17827[/C][C]1.2351[/C][C]0.111404[/C][/ROW]
[ROW][C]2[/C][C]0.120228[/C][C]0.833[/C][C]0.204495[/C][/ROW]
[ROW][C]3[/C][C]-0.119284[/C][C]-0.8264[/C][C]0.793673[/C][/ROW]
[ROW][C]4[/C][C]0.089382[/C][C]0.6193[/C][C]0.269338[/C][/ROW]
[ROW][C]5[/C][C]0.069337[/C][C]0.4804[/C][C]0.316569[/C][/ROW]
[ROW][C]6[/C][C]-0.155447[/C][C]-1.077[/C][C]0.856561[/C][/ROW]
[ROW][C]7[/C][C]0.100536[/C][C]0.6965[/C][C]0.244727[/C][/ROW]
[ROW][C]8[/C][C]-0.053541[/C][C]-0.3709[/C][C]0.643844[/C][/ROW]
[ROW][C]9[/C][C]-0.090155[/C][C]-0.6246[/C][C]0.732408[/C][/ROW]
[ROW][C]10[/C][C]-0.127387[/C][C]-0.8826[/C][C]0.809064[/C][/ROW]
[ROW][C]11[/C][C]-0.345195[/C][C]-2.3916[/C][C]0.989629[/C][/ROW]
[ROW][C]12[/C][C]-0.072609[/C][C]-0.5031[/C][C]0.691386[/C][/ROW]
[ROW][C]13[/C][C]0.013321[/C][C]0.0923[/C][C]0.463426[/C][/ROW]
[ROW][C]14[/C][C]0.0378[/C][C]0.2619[/C][C]0.397266[/C][/ROW]
[ROW][C]15[/C][C]-0.131386[/C][C]-0.9103[/C][C]0.816386[/C][/ROW]
[ROW][C]16[/C][C]-0.017504[/C][C]-0.1213[/C][C]0.54801[/C][/ROW]
[ROW][C]17[/C][C]-0.021489[/C][C]-0.1489[/C][C]0.558865[/C][/ROW]
[ROW][C]18[/C][C]0.014663[/C][C]0.1016[/C][C]0.459753[/C][/ROW]
[ROW][C]19[/C][C]-0.049747[/C][C]-0.3447[/C][C]0.634071[/C][/ROW]
[ROW][C]20[/C][C]-0.012327[/C][C]-0.0854[/C][C]0.533851[/C][/ROW]
[ROW][C]21[/C][C]-0.208139[/C][C]-1.442[/C][C]0.922106[/C][/ROW]
[ROW][C]22[/C][C]0.06609[/C][C]0.4579[/C][C]0.324552[/C][/ROW]
[ROW][C]23[/C][C]-0.062893[/C][C]-0.4357[/C][C]0.667508[/C][/ROW]
[ROW][C]24[/C][C]0.057413[/C][C]0.3978[/C][C]0.346282[/C][/ROW]
[ROW][C]25[/C][C]0.036113[/C][C]0.2502[/C][C]0.401751[/C][/ROW]
[ROW][C]26[/C][C]-0.026104[/C][C]-0.1809[/C][C]0.571379[/C][/ROW]
[ROW][C]27[/C][C]-0.12933[/C][C]-0.896[/C][C]0.812644[/C][/ROW]
[ROW][C]28[/C][C]-0.086785[/C][C]-0.6013[/C][C]0.724754[/C][/ROW]
[ROW][C]29[/C][C]0.016265[/C][C]0.1127[/C][C]0.455375[/C][/ROW]
[ROW][C]30[/C][C]-0.087318[/C][C]-0.605[/C][C]0.725973[/C][/ROW]
[ROW][C]31[/C][C]-0.076959[/C][C]-0.5332[/C][C]0.701818[/C][/ROW]
[ROW][C]32[/C][C]-0.023565[/C][C]-0.1633[/C][C]0.564501[/C][/ROW]
[ROW][C]33[/C][C]0.00789[/C][C]0.0547[/C][C]0.478317[/C][/ROW]
[ROW][C]34[/C][C]-0.046127[/C][C]-0.3196[/C][C]0.624663[/C][/ROW]
[ROW][C]35[/C][C]-0.139235[/C][C]-0.9647[/C][C]0.830223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7335&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7335&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	0.078907	0.5467	0.293565
1	0.17827	1.2351	0.111404
2	0.120228	0.833	0.204495
3	-0.119284	-0.8264	0.793673
4	0.089382	0.6193	0.269338
5	0.069337	0.4804	0.316569
6	-0.155447	-1.077	0.856561
7	0.100536	0.6965	0.244727
8	-0.053541	-0.3709	0.643844
9	-0.090155	-0.6246	0.732408
10	-0.127387	-0.8826	0.809064
11	-0.345195	-2.3916	0.989629
12	-0.072609	-0.5031	0.691386
13	0.013321	0.0923	0.463426
14	0.0378	0.2619	0.397266
15	-0.131386	-0.9103	0.816386
16	-0.017504	-0.1213	0.54801
17	-0.021489	-0.1489	0.558865
18	0.014663	0.1016	0.459753
19	-0.049747	-0.3447	0.634071
20	-0.012327	-0.0854	0.533851
21	-0.208139	-1.442	0.922106
22	0.06609	0.4579	0.324552
23	-0.062893	-0.4357	0.667508
24	0.057413	0.3978	0.346282
25	0.036113	0.2502	0.401751
26	-0.026104	-0.1809	0.571379
27	-0.12933	-0.896	0.812644
28	-0.086785	-0.6013	0.724754
29	0.016265	0.1127	0.455375
30	-0.087318	-0.605	0.725973
31	-0.076959	-0.5332	0.701818
32	-0.023565	-0.1633	0.564501
33	0.00789	0.0547	0.478317
34	-0.046127	-0.3196	0.624663
35	-0.139235	-0.9647	0.830223

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