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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 30 Nov 2007 08:56:51 -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/Nov/30/t11964376279raudz3263cqyzr.htm/, Retrieved Sun, 28 Apr 2024 13:33:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7746, Retrieved Sun, 28 Apr 2024 13:33:29 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

wim, dhondt, paper

Estimated Impact

161

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

-       [(Partial) Autocorrelation Function] [Autocorrelatie - ...] [2007-11-30 15:56:51] [014bfc073eb4f6c1ae65a07cc44c50c0] [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	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=7746&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=7746&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7746&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	0.450883	3.1238	0.001512
2	0.390752	2.7072	0.004685
3	0.181628	1.2584	0.107175
4	0.204324	1.4156	0.081674
5	0.171176	1.1859	0.120741
6	0.113943	0.7894	0.216874
7	-0.01572	-0.1089	0.543136
8	-0.183282	-1.2698	0.894864
9	-0.026364	-0.1827	0.572081
10	-0.195718	-1.356	0.909274
11	-0.173171	-1.1998	0.88194
12	-0.290051	-2.0095	0.97494
13	-0.25065	-1.7366	0.95556
14	-0.104402	-0.7233	0.763503
15	-0.107501	-0.7448	0.769984
16	-0.097786	-0.6775	0.749323
17	-0.0974	-0.6748	0.748483
18	-0.154487	-1.0703	0.855086
19	-0.089991	-0.6235	0.732038
20	0.036321	0.2516	0.401196
21	0.015979	0.1107	0.456155
22	-0.020111	-0.1393	0.555116
23	0.050927	0.3528	0.36288
24	-0.06868	-0.4758	0.681822
25	-0.113164	-0.784	0.78156
26	0.013283	0.092	0.46353
27	-0.068603	-0.4753	0.681635
28	0.003142	0.0218	0.491362
29	-0.03563	-0.2469	0.596963
30	0.065283	0.4523	0.326547
31	0.028569	0.1979	0.421968
32	0.072898	0.505	0.307917
33	-0.025059	-0.1736	0.56855
34	-0.056971	-0.3947	0.652597
35	-0.017696	-0.1226	0.548533

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.450883 & 3.1238 & 0.001512 \tabularnewline
2 & 0.390752 & 2.7072 & 0.004685 \tabularnewline
3 & 0.181628 & 1.2584 & 0.107175 \tabularnewline
4 & 0.204324 & 1.4156 & 0.081674 \tabularnewline
5 & 0.171176 & 1.1859 & 0.120741 \tabularnewline
6 & 0.113943 & 0.7894 & 0.216874 \tabularnewline
7 & -0.01572 & -0.1089 & 0.543136 \tabularnewline
8 & -0.183282 & -1.2698 & 0.894864 \tabularnewline
9 & -0.026364 & -0.1827 & 0.572081 \tabularnewline
10 & -0.195718 & -1.356 & 0.909274 \tabularnewline
11 & -0.173171 & -1.1998 & 0.88194 \tabularnewline
12 & -0.290051 & -2.0095 & 0.97494 \tabularnewline
13 & -0.25065 & -1.7366 & 0.95556 \tabularnewline
14 & -0.104402 & -0.7233 & 0.763503 \tabularnewline
15 & -0.107501 & -0.7448 & 0.769984 \tabularnewline
16 & -0.097786 & -0.6775 & 0.749323 \tabularnewline
17 & -0.0974 & -0.6748 & 0.748483 \tabularnewline
18 & -0.154487 & -1.0703 & 0.855086 \tabularnewline
19 & -0.089991 & -0.6235 & 0.732038 \tabularnewline
20 & 0.036321 & 0.2516 & 0.401196 \tabularnewline
21 & 0.015979 & 0.1107 & 0.456155 \tabularnewline
22 & -0.020111 & -0.1393 & 0.555116 \tabularnewline
23 & 0.050927 & 0.3528 & 0.36288 \tabularnewline
24 & -0.06868 & -0.4758 & 0.681822 \tabularnewline
25 & -0.113164 & -0.784 & 0.78156 \tabularnewline
26 & 0.013283 & 0.092 & 0.46353 \tabularnewline
27 & -0.068603 & -0.4753 & 0.681635 \tabularnewline
28 & 0.003142 & 0.0218 & 0.491362 \tabularnewline
29 & -0.03563 & -0.2469 & 0.596963 \tabularnewline
30 & 0.065283 & 0.4523 & 0.326547 \tabularnewline
31 & 0.028569 & 0.1979 & 0.421968 \tabularnewline
32 & 0.072898 & 0.505 & 0.307917 \tabularnewline
33 & -0.025059 & -0.1736 & 0.56855 \tabularnewline
34 & -0.056971 & -0.3947 & 0.652597 \tabularnewline
35 & -0.017696 & -0.1226 & 0.548533 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7746&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]0.450883[/C][C]3.1238[/C][C]0.001512[/C][/ROW]
[ROW][C]2[/C][C]0.390752[/C][C]2.7072[/C][C]0.004685[/C][/ROW]
[ROW][C]3[/C][C]0.181628[/C][C]1.2584[/C][C]0.107175[/C][/ROW]
[ROW][C]4[/C][C]0.204324[/C][C]1.4156[/C][C]0.081674[/C][/ROW]
[ROW][C]5[/C][C]0.171176[/C][C]1.1859[/C][C]0.120741[/C][/ROW]
[ROW][C]6[/C][C]0.113943[/C][C]0.7894[/C][C]0.216874[/C][/ROW]
[ROW][C]7[/C][C]-0.01572[/C][C]-0.1089[/C][C]0.543136[/C][/ROW]
[ROW][C]8[/C][C]-0.183282[/C][C]-1.2698[/C][C]0.894864[/C][/ROW]
[ROW][C]9[/C][C]-0.026364[/C][C]-0.1827[/C][C]0.572081[/C][/ROW]
[ROW][C]10[/C][C]-0.195718[/C][C]-1.356[/C][C]0.909274[/C][/ROW]
[ROW][C]11[/C][C]-0.173171[/C][C]-1.1998[/C][C]0.88194[/C][/ROW]
[ROW][C]12[/C][C]-0.290051[/C][C]-2.0095[/C][C]0.97494[/C][/ROW]
[ROW][C]13[/C][C]-0.25065[/C][C]-1.7366[/C][C]0.95556[/C][/ROW]
[ROW][C]14[/C][C]-0.104402[/C][C]-0.7233[/C][C]0.763503[/C][/ROW]
[ROW][C]15[/C][C]-0.107501[/C][C]-0.7448[/C][C]0.769984[/C][/ROW]
[ROW][C]16[/C][C]-0.097786[/C][C]-0.6775[/C][C]0.749323[/C][/ROW]
[ROW][C]17[/C][C]-0.0974[/C][C]-0.6748[/C][C]0.748483[/C][/ROW]
[ROW][C]18[/C][C]-0.154487[/C][C]-1.0703[/C][C]0.855086[/C][/ROW]
[ROW][C]19[/C][C]-0.089991[/C][C]-0.6235[/C][C]0.732038[/C][/ROW]
[ROW][C]20[/C][C]0.036321[/C][C]0.2516[/C][C]0.401196[/C][/ROW]
[ROW][C]21[/C][C]0.015979[/C][C]0.1107[/C][C]0.456155[/C][/ROW]
[ROW][C]22[/C][C]-0.020111[/C][C]-0.1393[/C][C]0.555116[/C][/ROW]
[ROW][C]23[/C][C]0.050927[/C][C]0.3528[/C][C]0.36288[/C][/ROW]
[ROW][C]24[/C][C]-0.06868[/C][C]-0.4758[/C][C]0.681822[/C][/ROW]
[ROW][C]25[/C][C]-0.113164[/C][C]-0.784[/C][C]0.78156[/C][/ROW]
[ROW][C]26[/C][C]0.013283[/C][C]0.092[/C][C]0.46353[/C][/ROW]
[ROW][C]27[/C][C]-0.068603[/C][C]-0.4753[/C][C]0.681635[/C][/ROW]
[ROW][C]28[/C][C]0.003142[/C][C]0.0218[/C][C]0.491362[/C][/ROW]
[ROW][C]29[/C][C]-0.03563[/C][C]-0.2469[/C][C]0.596963[/C][/ROW]
[ROW][C]30[/C][C]0.065283[/C][C]0.4523[/C][C]0.326547[/C][/ROW]
[ROW][C]31[/C][C]0.028569[/C][C]0.1979[/C][C]0.421968[/C][/ROW]
[ROW][C]32[/C][C]0.072898[/C][C]0.505[/C][C]0.307917[/C][/ROW]
[ROW][C]33[/C][C]-0.025059[/C][C]-0.1736[/C][C]0.56855[/C][/ROW]
[ROW][C]34[/C][C]-0.056971[/C][C]-0.3947[/C][C]0.652597[/C][/ROW]
[ROW][C]35[/C][C]-0.017696[/C][C]-0.1226[/C][C]0.548533[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7746&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7746&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	0.450883	3.1238	0.001512
2	0.390752	2.7072	0.004685
3	0.181628	1.2584	0.107175
4	0.204324	1.4156	0.081674
5	0.171176	1.1859	0.120741
6	0.113943	0.7894	0.216874
7	-0.01572	-0.1089	0.543136
8	-0.183282	-1.2698	0.894864
9	-0.026364	-0.1827	0.572081
10	-0.195718	-1.356	0.909274
11	-0.173171	-1.1998	0.88194
12	-0.290051	-2.0095	0.97494
13	-0.25065	-1.7366	0.95556
14	-0.104402	-0.7233	0.763503
15	-0.107501	-0.7448	0.769984
16	-0.097786	-0.6775	0.749323
17	-0.0974	-0.6748	0.748483
18	-0.154487	-1.0703	0.855086
19	-0.089991	-0.6235	0.732038
20	0.036321	0.2516	0.401196
21	0.015979	0.1107	0.456155
22	-0.020111	-0.1393	0.555116
23	0.050927	0.3528	0.36288
24	-0.06868	-0.4758	0.681822
25	-0.113164	-0.784	0.78156
26	0.013283	0.092	0.46353
27	-0.068603	-0.4753	0.681635
28	0.003142	0.0218	0.491362
29	-0.03563	-0.2469	0.596963
30	0.065283	0.4523	0.326547
31	0.028569	0.1979	0.421968
32	0.072898	0.505	0.307917
33	-0.025059	-0.1736	0.56855
34	-0.056971	-0.3947	0.652597
35	-0.017696	-0.1226	0.548533

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.450883	3.1238	0.001512
1	0.235289	1.6301	0.05481
2	-0.078647	-0.5449	0.705822
3	0.09528	0.6601	0.256167
4	0.072309	0.501	0.30934
5	-0.046383	-0.3214	0.625331
6	-0.136886	-0.9484	0.826155
7	-0.222382	-1.5407	0.935023
8	0.187078	1.2961	0.100567
9	-0.194251	-1.3458	0.907657
10	-0.129882	-0.8998	0.813653
11	-0.073965	-0.5124	0.694654
12	-0.021686	-0.1502	0.5594
13	0.195461	1.3542	0.091008
14	-0.100318	-0.695	0.754804
15	-0.061196	-0.424	0.663263
16	0.136573	0.9462	0.174392
17	-0.260469	-1.8046	0.961292
18	0.032408	0.2245	0.41165
19	0.112848	0.7818	0.219077
20	-0.077283	-0.5354	0.702587
21	-0.002991	-0.0207	0.508224
22	-0.025218	-0.1747	0.56898
23	-0.140188	-0.9712	0.831853
24	-0.148435	-1.0284	0.845538
25	0.127523	0.8835	0.190683
26	-0.001886	-0.0131	0.505185
27	-0.031028	-0.215	0.584649
28	-0.040422	-0.28	0.609678
29	0.159637	1.106	0.13712
30	-0.000331	-0.0023	0.50091
31	-0.085586	-0.593	0.722003
32	-0.062313	-0.4317	0.66606
33	-0.065419	-0.4532	0.673789
34	-0.025592	-0.1773	0.569993
35	-0.002937	-0.0203	0.508075

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.450883 & 3.1238 & 0.001512 \tabularnewline
1 & 0.235289 & 1.6301 & 0.05481 \tabularnewline
2 & -0.078647 & -0.5449 & 0.705822 \tabularnewline
3 & 0.09528 & 0.6601 & 0.256167 \tabularnewline
4 & 0.072309 & 0.501 & 0.30934 \tabularnewline
5 & -0.046383 & -0.3214 & 0.625331 \tabularnewline
6 & -0.136886 & -0.9484 & 0.826155 \tabularnewline
7 & -0.222382 & -1.5407 & 0.935023 \tabularnewline
8 & 0.187078 & 1.2961 & 0.100567 \tabularnewline
9 & -0.194251 & -1.3458 & 0.907657 \tabularnewline
10 & -0.129882 & -0.8998 & 0.813653 \tabularnewline
11 & -0.073965 & -0.5124 & 0.694654 \tabularnewline
12 & -0.021686 & -0.1502 & 0.5594 \tabularnewline
13 & 0.195461 & 1.3542 & 0.091008 \tabularnewline
14 & -0.100318 & -0.695 & 0.754804 \tabularnewline
15 & -0.061196 & -0.424 & 0.663263 \tabularnewline
16 & 0.136573 & 0.9462 & 0.174392 \tabularnewline
17 & -0.260469 & -1.8046 & 0.961292 \tabularnewline
18 & 0.032408 & 0.2245 & 0.41165 \tabularnewline
19 & 0.112848 & 0.7818 & 0.219077 \tabularnewline
20 & -0.077283 & -0.5354 & 0.702587 \tabularnewline
21 & -0.002991 & -0.0207 & 0.508224 \tabularnewline
22 & -0.025218 & -0.1747 & 0.56898 \tabularnewline
23 & -0.140188 & -0.9712 & 0.831853 \tabularnewline
24 & -0.148435 & -1.0284 & 0.845538 \tabularnewline
25 & 0.127523 & 0.8835 & 0.190683 \tabularnewline
26 & -0.001886 & -0.0131 & 0.505185 \tabularnewline
27 & -0.031028 & -0.215 & 0.584649 \tabularnewline
28 & -0.040422 & -0.28 & 0.609678 \tabularnewline
29 & 0.159637 & 1.106 & 0.13712 \tabularnewline
30 & -0.000331 & -0.0023 & 0.50091 \tabularnewline
31 & -0.085586 & -0.593 & 0.722003 \tabularnewline
32 & -0.062313 & -0.4317 & 0.66606 \tabularnewline
33 & -0.065419 & -0.4532 & 0.673789 \tabularnewline
34 & -0.025592 & -0.1773 & 0.569993 \tabularnewline
35 & -0.002937 & -0.0203 & 0.508075 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7746&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]0.450883[/C][C]3.1238[/C][C]0.001512[/C][/ROW]
[ROW][C]1[/C][C]0.235289[/C][C]1.6301[/C][C]0.05481[/C][/ROW]
[ROW][C]2[/C][C]-0.078647[/C][C]-0.5449[/C][C]0.705822[/C][/ROW]
[ROW][C]3[/C][C]0.09528[/C][C]0.6601[/C][C]0.256167[/C][/ROW]
[ROW][C]4[/C][C]0.072309[/C][C]0.501[/C][C]0.30934[/C][/ROW]
[ROW][C]5[/C][C]-0.046383[/C][C]-0.3214[/C][C]0.625331[/C][/ROW]
[ROW][C]6[/C][C]-0.136886[/C][C]-0.9484[/C][C]0.826155[/C][/ROW]
[ROW][C]7[/C][C]-0.222382[/C][C]-1.5407[/C][C]0.935023[/C][/ROW]
[ROW][C]8[/C][C]0.187078[/C][C]1.2961[/C][C]0.100567[/C][/ROW]
[ROW][C]9[/C][C]-0.194251[/C][C]-1.3458[/C][C]0.907657[/C][/ROW]
[ROW][C]10[/C][C]-0.129882[/C][C]-0.8998[/C][C]0.813653[/C][/ROW]
[ROW][C]11[/C][C]-0.073965[/C][C]-0.5124[/C][C]0.694654[/C][/ROW]
[ROW][C]12[/C][C]-0.021686[/C][C]-0.1502[/C][C]0.5594[/C][/ROW]
[ROW][C]13[/C][C]0.195461[/C][C]1.3542[/C][C]0.091008[/C][/ROW]
[ROW][C]14[/C][C]-0.100318[/C][C]-0.695[/C][C]0.754804[/C][/ROW]
[ROW][C]15[/C][C]-0.061196[/C][C]-0.424[/C][C]0.663263[/C][/ROW]
[ROW][C]16[/C][C]0.136573[/C][C]0.9462[/C][C]0.174392[/C][/ROW]
[ROW][C]17[/C][C]-0.260469[/C][C]-1.8046[/C][C]0.961292[/C][/ROW]
[ROW][C]18[/C][C]0.032408[/C][C]0.2245[/C][C]0.41165[/C][/ROW]
[ROW][C]19[/C][C]0.112848[/C][C]0.7818[/C][C]0.219077[/C][/ROW]
[ROW][C]20[/C][C]-0.077283[/C][C]-0.5354[/C][C]0.702587[/C][/ROW]
[ROW][C]21[/C][C]-0.002991[/C][C]-0.0207[/C][C]0.508224[/C][/ROW]
[ROW][C]22[/C][C]-0.025218[/C][C]-0.1747[/C][C]0.56898[/C][/ROW]
[ROW][C]23[/C][C]-0.140188[/C][C]-0.9712[/C][C]0.831853[/C][/ROW]
[ROW][C]24[/C][C]-0.148435[/C][C]-1.0284[/C][C]0.845538[/C][/ROW]
[ROW][C]25[/C][C]0.127523[/C][C]0.8835[/C][C]0.190683[/C][/ROW]
[ROW][C]26[/C][C]-0.001886[/C][C]-0.0131[/C][C]0.505185[/C][/ROW]
[ROW][C]27[/C][C]-0.031028[/C][C]-0.215[/C][C]0.584649[/C][/ROW]
[ROW][C]28[/C][C]-0.040422[/C][C]-0.28[/C][C]0.609678[/C][/ROW]
[ROW][C]29[/C][C]0.159637[/C][C]1.106[/C][C]0.13712[/C][/ROW]
[ROW][C]30[/C][C]-0.000331[/C][C]-0.0023[/C][C]0.50091[/C][/ROW]
[ROW][C]31[/C][C]-0.085586[/C][C]-0.593[/C][C]0.722003[/C][/ROW]
[ROW][C]32[/C][C]-0.062313[/C][C]-0.4317[/C][C]0.66606[/C][/ROW]
[ROW][C]33[/C][C]-0.065419[/C][C]-0.4532[/C][C]0.673789[/C][/ROW]
[ROW][C]34[/C][C]-0.025592[/C][C]-0.1773[/C][C]0.569993[/C][/ROW]
[ROW][C]35[/C][C]-0.002937[/C][C]-0.0203[/C][C]0.508075[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7746&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7746&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	0.450883	3.1238	0.001512
1	0.235289	1.6301	0.05481
2	-0.078647	-0.5449	0.705822
3	0.09528	0.6601	0.256167
4	0.072309	0.501	0.30934
5	-0.046383	-0.3214	0.625331
6	-0.136886	-0.9484	0.826155
7	-0.222382	-1.5407	0.935023
8	0.187078	1.2961	0.100567
9	-0.194251	-1.3458	0.907657
10	-0.129882	-0.8998	0.813653
11	-0.073965	-0.5124	0.694654
12	-0.021686	-0.1502	0.5594
13	0.195461	1.3542	0.091008
14	-0.100318	-0.695	0.754804
15	-0.061196	-0.424	0.663263
16	0.136573	0.9462	0.174392
17	-0.260469	-1.8046	0.961292
18	0.032408	0.2245	0.41165
19	0.112848	0.7818	0.219077
20	-0.077283	-0.5354	0.702587
21	-0.002991	-0.0207	0.508224
22	-0.025218	-0.1747	0.56898
23	-0.140188	-0.9712	0.831853
24	-0.148435	-1.0284	0.845538
25	0.127523	0.8835	0.190683
26	-0.001886	-0.0131	0.505185
27	-0.031028	-0.215	0.584649
28	-0.040422	-0.28	0.609678
29	0.159637	1.106	0.13712
30	-0.000331	-0.0023	0.50091
31	-0.085586	-0.593	0.722003
32	-0.062313	-0.4317	0.66606
33	-0.065419	-0.4532	0.673789
34	-0.025592	-0.1773	0.569993
35	-0.002937	-0.0203	0.508075

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

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