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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 01 Dec 2008 16:03:55 -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/2008/Dec/02/t1228172668o86jop78x7ijnh2.htm/, Retrieved Sun, 19 May 2024 11:37:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27512, Retrieved Sun, 19 May 2024 11:37:27 +0000

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Estimated Impact

239

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD  [(Partial) Autocorrelation Function] [Q6 2] [2008-11-29 14:06:37] [76963dc1903f0f612b6153510a3818cf]
-   P       [(Partial) Autocorrelation Function] [Q6 Autocorrelatie 3] [2008-12-01 23:03:55] [8758b22b4a10c08c31202f233362e983] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27512&T=0

[TABLE]
[ROW][C]Summary of computational 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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27512&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27512&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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.693391	-7.5322	0
2	0.352333	3.8273	0.000104
3	-0.256013	-2.781	0.003155
4	0.090668	0.9849	0.163342
5	0.019116	0.2077	0.417929
6	-0.001902	-0.0207	0.491775
7	-0.013914	-0.1511	0.440058
8	-0.056368	-0.6123	0.270755
9	0.154494	1.6782	0.047974
10	-0.140137	-1.5223	0.065308
11	0.232328	2.5237	0.006471
12	-0.433541	-4.7095	3e-06
13	0.351955	3.8232	0.000106
14	-0.193485	-2.1018	0.01885
15	0.180383	1.9595	0.026208
16	-0.114456	-1.2433	0.10811
17	0.01225	0.1331	0.447181
18	0.004986	0.0542	0.478447
19	0.066994	0.7277	0.234106
20	-0.126358	-1.3726	0.08624
21	0.130825	1.4211	0.078959
22	-0.16779	-1.8227	0.035443
23	0.138264	1.5019	0.067893
24	0.046047	0.5002	0.308933
25	-0.155206	-1.686	0.047222
26	0.136723	1.4852	0.070081
27	-0.116561	-1.2662	0.103972
28	0.047227	0.513	0.30445
29	0.041355	0.4492	0.327044
30	-0.025504	-0.277	0.391114
31	-0.082166	-0.8926	0.186957
32	0.153753	1.6702	0.048766
33	-0.151388	-1.6445	0.051367
34	0.147033	1.5972	0.05645
35	-0.116142	-1.2616	0.104786
36	0.016819	0.1827	0.427673

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.693391 & -7.5322 & 0 \tabularnewline
2 & 0.352333 & 3.8273 & 0.000104 \tabularnewline
3 & -0.256013 & -2.781 & 0.003155 \tabularnewline
4 & 0.090668 & 0.9849 & 0.163342 \tabularnewline
5 & 0.019116 & 0.2077 & 0.417929 \tabularnewline
6 & -0.001902 & -0.0207 & 0.491775 \tabularnewline
7 & -0.013914 & -0.1511 & 0.440058 \tabularnewline
8 & -0.056368 & -0.6123 & 0.270755 \tabularnewline
9 & 0.154494 & 1.6782 & 0.047974 \tabularnewline
10 & -0.140137 & -1.5223 & 0.065308 \tabularnewline
11 & 0.232328 & 2.5237 & 0.006471 \tabularnewline
12 & -0.433541 & -4.7095 & 3e-06 \tabularnewline
13 & 0.351955 & 3.8232 & 0.000106 \tabularnewline
14 & -0.193485 & -2.1018 & 0.01885 \tabularnewline
15 & 0.180383 & 1.9595 & 0.026208 \tabularnewline
16 & -0.114456 & -1.2433 & 0.10811 \tabularnewline
17 & 0.01225 & 0.1331 & 0.447181 \tabularnewline
18 & 0.004986 & 0.0542 & 0.478447 \tabularnewline
19 & 0.066994 & 0.7277 & 0.234106 \tabularnewline
20 & -0.126358 & -1.3726 & 0.08624 \tabularnewline
21 & 0.130825 & 1.4211 & 0.078959 \tabularnewline
22 & -0.16779 & -1.8227 & 0.035443 \tabularnewline
23 & 0.138264 & 1.5019 & 0.067893 \tabularnewline
24 & 0.046047 & 0.5002 & 0.308933 \tabularnewline
25 & -0.155206 & -1.686 & 0.047222 \tabularnewline
26 & 0.136723 & 1.4852 & 0.070081 \tabularnewline
27 & -0.116561 & -1.2662 & 0.103972 \tabularnewline
28 & 0.047227 & 0.513 & 0.30445 \tabularnewline
29 & 0.041355 & 0.4492 & 0.327044 \tabularnewline
30 & -0.025504 & -0.277 & 0.391114 \tabularnewline
31 & -0.082166 & -0.8926 & 0.186957 \tabularnewline
32 & 0.153753 & 1.6702 & 0.048766 \tabularnewline
33 & -0.151388 & -1.6445 & 0.051367 \tabularnewline
34 & 0.147033 & 1.5972 & 0.05645 \tabularnewline
35 & -0.116142 & -1.2616 & 0.104786 \tabularnewline
36 & 0.016819 & 0.1827 & 0.427673 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27512&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]1[/C][C]-0.693391[/C][C]-7.5322[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.352333[/C][C]3.8273[/C][C]0.000104[/C][/ROW]
[ROW][C]3[/C][C]-0.256013[/C][C]-2.781[/C][C]0.003155[/C][/ROW]
[ROW][C]4[/C][C]0.090668[/C][C]0.9849[/C][C]0.163342[/C][/ROW]
[ROW][C]5[/C][C]0.019116[/C][C]0.2077[/C][C]0.417929[/C][/ROW]
[ROW][C]6[/C][C]-0.001902[/C][C]-0.0207[/C][C]0.491775[/C][/ROW]
[ROW][C]7[/C][C]-0.013914[/C][C]-0.1511[/C][C]0.440058[/C][/ROW]
[ROW][C]8[/C][C]-0.056368[/C][C]-0.6123[/C][C]0.270755[/C][/ROW]
[ROW][C]9[/C][C]0.154494[/C][C]1.6782[/C][C]0.047974[/C][/ROW]
[ROW][C]10[/C][C]-0.140137[/C][C]-1.5223[/C][C]0.065308[/C][/ROW]
[ROW][C]11[/C][C]0.232328[/C][C]2.5237[/C][C]0.006471[/C][/ROW]
[ROW][C]12[/C][C]-0.433541[/C][C]-4.7095[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]0.351955[/C][C]3.8232[/C][C]0.000106[/C][/ROW]
[ROW][C]14[/C][C]-0.193485[/C][C]-2.1018[/C][C]0.01885[/C][/ROW]
[ROW][C]15[/C][C]0.180383[/C][C]1.9595[/C][C]0.026208[/C][/ROW]
[ROW][C]16[/C][C]-0.114456[/C][C]-1.2433[/C][C]0.10811[/C][/ROW]
[ROW][C]17[/C][C]0.01225[/C][C]0.1331[/C][C]0.447181[/C][/ROW]
[ROW][C]18[/C][C]0.004986[/C][C]0.0542[/C][C]0.478447[/C][/ROW]
[ROW][C]19[/C][C]0.066994[/C][C]0.7277[/C][C]0.234106[/C][/ROW]
[ROW][C]20[/C][C]-0.126358[/C][C]-1.3726[/C][C]0.08624[/C][/ROW]
[ROW][C]21[/C][C]0.130825[/C][C]1.4211[/C][C]0.078959[/C][/ROW]
[ROW][C]22[/C][C]-0.16779[/C][C]-1.8227[/C][C]0.035443[/C][/ROW]
[ROW][C]23[/C][C]0.138264[/C][C]1.5019[/C][C]0.067893[/C][/ROW]
[ROW][C]24[/C][C]0.046047[/C][C]0.5002[/C][C]0.308933[/C][/ROW]
[ROW][C]25[/C][C]-0.155206[/C][C]-1.686[/C][C]0.047222[/C][/ROW]
[ROW][C]26[/C][C]0.136723[/C][C]1.4852[/C][C]0.070081[/C][/ROW]
[ROW][C]27[/C][C]-0.116561[/C][C]-1.2662[/C][C]0.103972[/C][/ROW]
[ROW][C]28[/C][C]0.047227[/C][C]0.513[/C][C]0.30445[/C][/ROW]
[ROW][C]29[/C][C]0.041355[/C][C]0.4492[/C][C]0.327044[/C][/ROW]
[ROW][C]30[/C][C]-0.025504[/C][C]-0.277[/C][C]0.391114[/C][/ROW]
[ROW][C]31[/C][C]-0.082166[/C][C]-0.8926[/C][C]0.186957[/C][/ROW]
[ROW][C]32[/C][C]0.153753[/C][C]1.6702[/C][C]0.048766[/C][/ROW]
[ROW][C]33[/C][C]-0.151388[/C][C]-1.6445[/C][C]0.051367[/C][/ROW]
[ROW][C]34[/C][C]0.147033[/C][C]1.5972[/C][C]0.05645[/C][/ROW]
[ROW][C]35[/C][C]-0.116142[/C][C]-1.2616[/C][C]0.104786[/C][/ROW]
[ROW][C]36[/C][C]0.016819[/C][C]0.1827[/C][C]0.427673[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27512&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27512&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
1	-0.693391	-7.5322	0
2	0.352333	3.8273	0.000104
3	-0.256013	-2.781	0.003155
4	0.090668	0.9849	0.163342
5	0.019116	0.2077	0.417929
6	-0.001902	-0.0207	0.491775
7	-0.013914	-0.1511	0.440058
8	-0.056368	-0.6123	0.270755
9	0.154494	1.6782	0.047974
10	-0.140137	-1.5223	0.065308
11	0.232328	2.5237	0.006471
12	-0.433541	-4.7095	3e-06
13	0.351955	3.8232	0.000106
14	-0.193485	-2.1018	0.01885
15	0.180383	1.9595	0.026208
16	-0.114456	-1.2433	0.10811
17	0.01225	0.1331	0.447181
18	0.004986	0.0542	0.478447
19	0.066994	0.7277	0.234106
20	-0.126358	-1.3726	0.08624
21	0.130825	1.4211	0.078959
22	-0.16779	-1.8227	0.035443
23	0.138264	1.5019	0.067893
24	0.046047	0.5002	0.308933
25	-0.155206	-1.686	0.047222
26	0.136723	1.4852	0.070081
27	-0.116561	-1.2662	0.103972
28	0.047227	0.513	0.30445
29	0.041355	0.4492	0.327044
30	-0.025504	-0.277	0.391114
31	-0.082166	-0.8926	0.186957
32	0.153753	1.6702	0.048766
33	-0.151388	-1.6445	0.051367
34	0.147033	1.5972	0.05645
35	-0.116142	-1.2616	0.104786
36	0.016819	0.1827	0.427673

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.693391	-7.5322	0
2	-0.247413	-2.6876	0.004119
3	-0.251974	-2.7371	0.003579
4	-0.345001	-3.7477	0.000139
5	-0.216072	-2.3471	0.010292
6	-0.117969	-1.2815	0.10127
7	-0.148762	-1.616	0.054386
8	-0.296022	-3.2156	0.00084
9	-0.044448	-0.4828	0.315057
10	-0.008079	-0.0878	0.465109
11	0.365979	3.9755	6.1e-05
12	-0.081622	-0.8866	0.188537
13	-0.177596	-1.9292	0.028055
14	-0.091894	-0.9982	0.160105
15	-0.043252	-0.4698	0.319668
16	-0.104268	-1.1326	0.12983
17	-0.131233	-1.4256	0.078319
18	-0.092907	-1.0092	0.157464
19	0.123121	1.3374	0.091825
20	-0.150195	-1.6315	0.052721
21	0.101191	1.0992	0.136957
22	0.027919	0.3033	0.381104
23	0.088215	0.9583	0.169944
24	0.121922	1.3244	0.093963
25	-0.055363	-0.6014	0.274363
26	-0.015146	-0.1645	0.4348
27	0.100262	1.0891	0.139159
28	-0.157384	-1.7096	0.044981
29	-0.078079	-0.8482	0.199035
30	0.076416	0.8301	0.204081
31	-0.016503	-0.1793	0.429019
32	-0.075551	-0.8207	0.206738
33	0.011846	0.1287	0.448914
34	-0.009868	-0.1072	0.457409
35	0.091246	0.9912	0.161812
36	0.014333	0.1557	0.438269

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.693391 & -7.5322 & 0 \tabularnewline
2 & -0.247413 & -2.6876 & 0.004119 \tabularnewline
3 & -0.251974 & -2.7371 & 0.003579 \tabularnewline
4 & -0.345001 & -3.7477 & 0.000139 \tabularnewline
5 & -0.216072 & -2.3471 & 0.010292 \tabularnewline
6 & -0.117969 & -1.2815 & 0.10127 \tabularnewline
7 & -0.148762 & -1.616 & 0.054386 \tabularnewline
8 & -0.296022 & -3.2156 & 0.00084 \tabularnewline
9 & -0.044448 & -0.4828 & 0.315057 \tabularnewline
10 & -0.008079 & -0.0878 & 0.465109 \tabularnewline
11 & 0.365979 & 3.9755 & 6.1e-05 \tabularnewline
12 & -0.081622 & -0.8866 & 0.188537 \tabularnewline
13 & -0.177596 & -1.9292 & 0.028055 \tabularnewline
14 & -0.091894 & -0.9982 & 0.160105 \tabularnewline
15 & -0.043252 & -0.4698 & 0.319668 \tabularnewline
16 & -0.104268 & -1.1326 & 0.12983 \tabularnewline
17 & -0.131233 & -1.4256 & 0.078319 \tabularnewline
18 & -0.092907 & -1.0092 & 0.157464 \tabularnewline
19 & 0.123121 & 1.3374 & 0.091825 \tabularnewline
20 & -0.150195 & -1.6315 & 0.052721 \tabularnewline
21 & 0.101191 & 1.0992 & 0.136957 \tabularnewline
22 & 0.027919 & 0.3033 & 0.381104 \tabularnewline
23 & 0.088215 & 0.9583 & 0.169944 \tabularnewline
24 & 0.121922 & 1.3244 & 0.093963 \tabularnewline
25 & -0.055363 & -0.6014 & 0.274363 \tabularnewline
26 & -0.015146 & -0.1645 & 0.4348 \tabularnewline
27 & 0.100262 & 1.0891 & 0.139159 \tabularnewline
28 & -0.157384 & -1.7096 & 0.044981 \tabularnewline
29 & -0.078079 & -0.8482 & 0.199035 \tabularnewline
30 & 0.076416 & 0.8301 & 0.204081 \tabularnewline
31 & -0.016503 & -0.1793 & 0.429019 \tabularnewline
32 & -0.075551 & -0.8207 & 0.206738 \tabularnewline
33 & 0.011846 & 0.1287 & 0.448914 \tabularnewline
34 & -0.009868 & -0.1072 & 0.457409 \tabularnewline
35 & 0.091246 & 0.9912 & 0.161812 \tabularnewline
36 & 0.014333 & 0.1557 & 0.438269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27512&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]1[/C][C]-0.693391[/C][C]-7.5322[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.247413[/C][C]-2.6876[/C][C]0.004119[/C][/ROW]
[ROW][C]3[/C][C]-0.251974[/C][C]-2.7371[/C][C]0.003579[/C][/ROW]
[ROW][C]4[/C][C]-0.345001[/C][C]-3.7477[/C][C]0.000139[/C][/ROW]
[ROW][C]5[/C][C]-0.216072[/C][C]-2.3471[/C][C]0.010292[/C][/ROW]
[ROW][C]6[/C][C]-0.117969[/C][C]-1.2815[/C][C]0.10127[/C][/ROW]
[ROW][C]7[/C][C]-0.148762[/C][C]-1.616[/C][C]0.054386[/C][/ROW]
[ROW][C]8[/C][C]-0.296022[/C][C]-3.2156[/C][C]0.00084[/C][/ROW]
[ROW][C]9[/C][C]-0.044448[/C][C]-0.4828[/C][C]0.315057[/C][/ROW]
[ROW][C]10[/C][C]-0.008079[/C][C]-0.0878[/C][C]0.465109[/C][/ROW]
[ROW][C]11[/C][C]0.365979[/C][C]3.9755[/C][C]6.1e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.081622[/C][C]-0.8866[/C][C]0.188537[/C][/ROW]
[ROW][C]13[/C][C]-0.177596[/C][C]-1.9292[/C][C]0.028055[/C][/ROW]
[ROW][C]14[/C][C]-0.091894[/C][C]-0.9982[/C][C]0.160105[/C][/ROW]
[ROW][C]15[/C][C]-0.043252[/C][C]-0.4698[/C][C]0.319668[/C][/ROW]
[ROW][C]16[/C][C]-0.104268[/C][C]-1.1326[/C][C]0.12983[/C][/ROW]
[ROW][C]17[/C][C]-0.131233[/C][C]-1.4256[/C][C]0.078319[/C][/ROW]
[ROW][C]18[/C][C]-0.092907[/C][C]-1.0092[/C][C]0.157464[/C][/ROW]
[ROW][C]19[/C][C]0.123121[/C][C]1.3374[/C][C]0.091825[/C][/ROW]
[ROW][C]20[/C][C]-0.150195[/C][C]-1.6315[/C][C]0.052721[/C][/ROW]
[ROW][C]21[/C][C]0.101191[/C][C]1.0992[/C][C]0.136957[/C][/ROW]
[ROW][C]22[/C][C]0.027919[/C][C]0.3033[/C][C]0.381104[/C][/ROW]
[ROW][C]23[/C][C]0.088215[/C][C]0.9583[/C][C]0.169944[/C][/ROW]
[ROW][C]24[/C][C]0.121922[/C][C]1.3244[/C][C]0.093963[/C][/ROW]
[ROW][C]25[/C][C]-0.055363[/C][C]-0.6014[/C][C]0.274363[/C][/ROW]
[ROW][C]26[/C][C]-0.015146[/C][C]-0.1645[/C][C]0.4348[/C][/ROW]
[ROW][C]27[/C][C]0.100262[/C][C]1.0891[/C][C]0.139159[/C][/ROW]
[ROW][C]28[/C][C]-0.157384[/C][C]-1.7096[/C][C]0.044981[/C][/ROW]
[ROW][C]29[/C][C]-0.078079[/C][C]-0.8482[/C][C]0.199035[/C][/ROW]
[ROW][C]30[/C][C]0.076416[/C][C]0.8301[/C][C]0.204081[/C][/ROW]
[ROW][C]31[/C][C]-0.016503[/C][C]-0.1793[/C][C]0.429019[/C][/ROW]
[ROW][C]32[/C][C]-0.075551[/C][C]-0.8207[/C][C]0.206738[/C][/ROW]
[ROW][C]33[/C][C]0.011846[/C][C]0.1287[/C][C]0.448914[/C][/ROW]
[ROW][C]34[/C][C]-0.009868[/C][C]-0.1072[/C][C]0.457409[/C][/ROW]
[ROW][C]35[/C][C]0.091246[/C][C]0.9912[/C][C]0.161812[/C][/ROW]
[ROW][C]36[/C][C]0.014333[/C][C]0.1557[/C][C]0.438269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27512&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27512&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
1	-0.693391	-7.5322	0
2	-0.247413	-2.6876	0.004119
3	-0.251974	-2.7371	0.003579
4	-0.345001	-3.7477	0.000139
5	-0.216072	-2.3471	0.010292
6	-0.117969	-1.2815	0.10127
7	-0.148762	-1.616	0.054386
8	-0.296022	-3.2156	0.00084
9	-0.044448	-0.4828	0.315057
10	-0.008079	-0.0878	0.465109
11	0.365979	3.9755	6.1e-05
12	-0.081622	-0.8866	0.188537
13	-0.177596	-1.9292	0.028055
14	-0.091894	-0.9982	0.160105
15	-0.043252	-0.4698	0.319668
16	-0.104268	-1.1326	0.12983
17	-0.131233	-1.4256	0.078319
18	-0.092907	-1.0092	0.157464
19	0.123121	1.3374	0.091825
20	-0.150195	-1.6315	0.052721
21	0.101191	1.0992	0.136957
22	0.027919	0.3033	0.381104
23	0.088215	0.9583	0.169944
24	0.121922	1.3244	0.093963
25	-0.055363	-0.6014	0.274363
26	-0.015146	-0.1645	0.4348
27	0.100262	1.0891	0.139159
28	-0.157384	-1.7096	0.044981
29	-0.078079	-0.8482	0.199035
30	0.076416	0.8301	0.204081
31	-0.016503	-0.1793	0.429019
32	-0.075551	-0.8207	0.206738
33	0.011846	0.1287	0.448914
34	-0.009868	-0.1072	0.457409
35	0.091246	0.9912	0.161812
36	0.014333	0.1557	0.438269

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 2 ; 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 2:(par1+1)) {
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(abs(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,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(abs(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