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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 07:55:38 -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/t1228229813bshfa4edqoiohj3.htm/, Retrieved Sun, 19 May 2024 10:04:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27905, Retrieved Sun, 19 May 2024 10:04:26 +0000

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149

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-       [(Partial) Autocorrelation Function] [ACF investeringen] [2008-12-02 14:55:38] [09074fbe368d26382bb94e5bb318a104] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27905&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27905&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.126245	-0.8747	0.193059
2	0.075684	0.5244	0.301222
3	0.020951	0.1452	0.442598
4	-0.212469	-1.472	0.07377
5	-0.05824	-0.4035	0.344188
6	-0.047365	-0.3282	0.372111
7	0.084101	0.5827	0.281422
8	-0.023038	-0.1596	0.436927
9	-0.021698	-0.1503	0.440569
10	-0.012821	-0.0888	0.464794
11	0.086814	0.6015	0.27518
12	-0.22076	-1.5295	0.066356
13	-0.104744	-0.7257	0.235777
14	-0.071097	-0.4926	0.312279
15	-0.091714	-0.6354	0.264088
16	0.007551	0.0523	0.479248
17	0.114819	0.7955	0.215124
18	0.197388	1.3675	0.088912
19	-0.085678	-0.5936	0.277785
20	0.195972	1.3577	0.090449
21	-0.078805	-0.546	0.293806
22	-0.031717	-0.2197	0.413502
23	-0.057984	-0.4017	0.344835
24	-0.081123	-0.562	0.288354
25	0.128638	0.8912	0.188625
26	-0.084743	-0.5871	0.279939
27	0.101902	0.706	0.241801
28	0.097702	0.6769	0.25086
29	-0.082157	-0.5692	0.285938
30	-0.184408	-1.2776	0.103765
31	-0.016154	-0.1119	0.455677
32	-0.132317	-0.9167	0.181937
33	0.039709	0.2751	0.392205
34	0.03651	0.253	0.400693
35	0.068331	0.4734	0.319033
36	0.008047	0.0558	0.477884

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.126245 & -0.8747 & 0.193059 \tabularnewline
2 & 0.075684 & 0.5244 & 0.301222 \tabularnewline
3 & 0.020951 & 0.1452 & 0.442598 \tabularnewline
4 & -0.212469 & -1.472 & 0.07377 \tabularnewline
5 & -0.05824 & -0.4035 & 0.344188 \tabularnewline
6 & -0.047365 & -0.3282 & 0.372111 \tabularnewline
7 & 0.084101 & 0.5827 & 0.281422 \tabularnewline
8 & -0.023038 & -0.1596 & 0.436927 \tabularnewline
9 & -0.021698 & -0.1503 & 0.440569 \tabularnewline
10 & -0.012821 & -0.0888 & 0.464794 \tabularnewline
11 & 0.086814 & 0.6015 & 0.27518 \tabularnewline
12 & -0.22076 & -1.5295 & 0.066356 \tabularnewline
13 & -0.104744 & -0.7257 & 0.235777 \tabularnewline
14 & -0.071097 & -0.4926 & 0.312279 \tabularnewline
15 & -0.091714 & -0.6354 & 0.264088 \tabularnewline
16 & 0.007551 & 0.0523 & 0.479248 \tabularnewline
17 & 0.114819 & 0.7955 & 0.215124 \tabularnewline
18 & 0.197388 & 1.3675 & 0.088912 \tabularnewline
19 & -0.085678 & -0.5936 & 0.277785 \tabularnewline
20 & 0.195972 & 1.3577 & 0.090449 \tabularnewline
21 & -0.078805 & -0.546 & 0.293806 \tabularnewline
22 & -0.031717 & -0.2197 & 0.413502 \tabularnewline
23 & -0.057984 & -0.4017 & 0.344835 \tabularnewline
24 & -0.081123 & -0.562 & 0.288354 \tabularnewline
25 & 0.128638 & 0.8912 & 0.188625 \tabularnewline
26 & -0.084743 & -0.5871 & 0.279939 \tabularnewline
27 & 0.101902 & 0.706 & 0.241801 \tabularnewline
28 & 0.097702 & 0.6769 & 0.25086 \tabularnewline
29 & -0.082157 & -0.5692 & 0.285938 \tabularnewline
30 & -0.184408 & -1.2776 & 0.103765 \tabularnewline
31 & -0.016154 & -0.1119 & 0.455677 \tabularnewline
32 & -0.132317 & -0.9167 & 0.181937 \tabularnewline
33 & 0.039709 & 0.2751 & 0.392205 \tabularnewline
34 & 0.03651 & 0.253 & 0.400693 \tabularnewline
35 & 0.068331 & 0.4734 & 0.319033 \tabularnewline
36 & 0.008047 & 0.0558 & 0.477884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27905&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]-0.126245[/C][C]-0.8747[/C][C]0.193059[/C][/ROW]
[ROW][C]2[/C][C]0.075684[/C][C]0.5244[/C][C]0.301222[/C][/ROW]
[ROW][C]3[/C][C]0.020951[/C][C]0.1452[/C][C]0.442598[/C][/ROW]
[ROW][C]4[/C][C]-0.212469[/C][C]-1.472[/C][C]0.07377[/C][/ROW]
[ROW][C]5[/C][C]-0.05824[/C][C]-0.4035[/C][C]0.344188[/C][/ROW]
[ROW][C]6[/C][C]-0.047365[/C][C]-0.3282[/C][C]0.372111[/C][/ROW]
[ROW][C]7[/C][C]0.084101[/C][C]0.5827[/C][C]0.281422[/C][/ROW]
[ROW][C]8[/C][C]-0.023038[/C][C]-0.1596[/C][C]0.436927[/C][/ROW]
[ROW][C]9[/C][C]-0.021698[/C][C]-0.1503[/C][C]0.440569[/C][/ROW]
[ROW][C]10[/C][C]-0.012821[/C][C]-0.0888[/C][C]0.464794[/C][/ROW]
[ROW][C]11[/C][C]0.086814[/C][C]0.6015[/C][C]0.27518[/C][/ROW]
[ROW][C]12[/C][C]-0.22076[/C][C]-1.5295[/C][C]0.066356[/C][/ROW]
[ROW][C]13[/C][C]-0.104744[/C][C]-0.7257[/C][C]0.235777[/C][/ROW]
[ROW][C]14[/C][C]-0.071097[/C][C]-0.4926[/C][C]0.312279[/C][/ROW]
[ROW][C]15[/C][C]-0.091714[/C][C]-0.6354[/C][C]0.264088[/C][/ROW]
[ROW][C]16[/C][C]0.007551[/C][C]0.0523[/C][C]0.479248[/C][/ROW]
[ROW][C]17[/C][C]0.114819[/C][C]0.7955[/C][C]0.215124[/C][/ROW]
[ROW][C]18[/C][C]0.197388[/C][C]1.3675[/C][C]0.088912[/C][/ROW]
[ROW][C]19[/C][C]-0.085678[/C][C]-0.5936[/C][C]0.277785[/C][/ROW]
[ROW][C]20[/C][C]0.195972[/C][C]1.3577[/C][C]0.090449[/C][/ROW]
[ROW][C]21[/C][C]-0.078805[/C][C]-0.546[/C][C]0.293806[/C][/ROW]
[ROW][C]22[/C][C]-0.031717[/C][C]-0.2197[/C][C]0.413502[/C][/ROW]
[ROW][C]23[/C][C]-0.057984[/C][C]-0.4017[/C][C]0.344835[/C][/ROW]
[ROW][C]24[/C][C]-0.081123[/C][C]-0.562[/C][C]0.288354[/C][/ROW]
[ROW][C]25[/C][C]0.128638[/C][C]0.8912[/C][C]0.188625[/C][/ROW]
[ROW][C]26[/C][C]-0.084743[/C][C]-0.5871[/C][C]0.279939[/C][/ROW]
[ROW][C]27[/C][C]0.101902[/C][C]0.706[/C][C]0.241801[/C][/ROW]
[ROW][C]28[/C][C]0.097702[/C][C]0.6769[/C][C]0.25086[/C][/ROW]
[ROW][C]29[/C][C]-0.082157[/C][C]-0.5692[/C][C]0.285938[/C][/ROW]
[ROW][C]30[/C][C]-0.184408[/C][C]-1.2776[/C][C]0.103765[/C][/ROW]
[ROW][C]31[/C][C]-0.016154[/C][C]-0.1119[/C][C]0.455677[/C][/ROW]
[ROW][C]32[/C][C]-0.132317[/C][C]-0.9167[/C][C]0.181937[/C][/ROW]
[ROW][C]33[/C][C]0.039709[/C][C]0.2751[/C][C]0.392205[/C][/ROW]
[ROW][C]34[/C][C]0.03651[/C][C]0.253[/C][C]0.400693[/C][/ROW]
[ROW][C]35[/C][C]0.068331[/C][C]0.4734[/C][C]0.319033[/C][/ROW]
[ROW][C]36[/C][C]0.008047[/C][C]0.0558[/C][C]0.477884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27905&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	-0.126245	-0.8747	0.193059
2	0.075684	0.5244	0.301222
3	0.020951	0.1452	0.442598
4	-0.212469	-1.472	0.07377
5	-0.05824	-0.4035	0.344188
6	-0.047365	-0.3282	0.372111
7	0.084101	0.5827	0.281422
8	-0.023038	-0.1596	0.436927
9	-0.021698	-0.1503	0.440569
10	-0.012821	-0.0888	0.464794
11	0.086814	0.6015	0.27518
12	-0.22076	-1.5295	0.066356
13	-0.104744	-0.7257	0.235777
14	-0.071097	-0.4926	0.312279
15	-0.091714	-0.6354	0.264088
16	0.007551	0.0523	0.479248
17	0.114819	0.7955	0.215124
18	0.197388	1.3675	0.088912
19	-0.085678	-0.5936	0.277785
20	0.195972	1.3577	0.090449
21	-0.078805	-0.546	0.293806
22	-0.031717	-0.2197	0.413502
23	-0.057984	-0.4017	0.344835
24	-0.081123	-0.562	0.288354
25	0.128638	0.8912	0.188625
26	-0.084743	-0.5871	0.279939
27	0.101902	0.706	0.241801
28	0.097702	0.6769	0.25086
29	-0.082157	-0.5692	0.285938
30	-0.184408	-1.2776	0.103765
31	-0.016154	-0.1119	0.455677
32	-0.132317	-0.9167	0.181937
33	0.039709	0.2751	0.392205
34	0.03651	0.253	0.400693
35	0.068331	0.4734	0.319033
36	0.008047	0.0558	0.477884

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.126245	-0.8747	0.193059
2	0.060714	0.4206	0.337948
3	0.038341	0.2656	0.395829
4	-0.214541	-1.4864	0.071858
5	-0.119779	-0.8299	0.205366
6	-0.039748	-0.2754	0.392103
7	0.103916	0.72	0.237523
8	-0.03865	-0.2678	0.395011
9	-0.091825	-0.6362	0.26384
10	-0.057046	-0.3952	0.347213
11	0.137923	0.9556	0.172041
12	-0.204523	-1.417	0.081473
13	-0.238036	-1.6492	0.052822
14	-0.140893	-0.9761	0.166946
15	-0.03204	-0.222	0.412636
16	-0.080839	-0.5601	0.289019
17	-0.015158	-0.105	0.4584
18	0.130907	0.9069	0.184482
19	-0.066513	-0.4608	0.323505
20	0.150723	1.0442	0.150803
21	-0.032513	-0.2253	0.411368
22	-0.026016	-0.1802	0.42886
23	-0.070521	-0.4886	0.313682
24	-0.092761	-0.6427	0.26175
25	0.046767	0.324	0.373668
26	-0.086279	-0.5978	0.276406
27	-0.035399	-0.2452	0.403655
28	0.052757	0.3655	0.358167
29	-0.025839	-0.179	0.429339
30	-0.183822	-1.2736	0.104477
31	-0.086963	-0.6025	0.274839
32	-0.026322	-0.1824	0.428032
33	0.09305	0.6447	0.261106
34	-0.048491	-0.336	0.369183
35	-0.054968	-0.3808	0.352504
36	-0.116697	-0.8085	0.211395

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.126245 & -0.8747 & 0.193059 \tabularnewline
2 & 0.060714 & 0.4206 & 0.337948 \tabularnewline
3 & 0.038341 & 0.2656 & 0.395829 \tabularnewline
4 & -0.214541 & -1.4864 & 0.071858 \tabularnewline
5 & -0.119779 & -0.8299 & 0.205366 \tabularnewline
6 & -0.039748 & -0.2754 & 0.392103 \tabularnewline
7 & 0.103916 & 0.72 & 0.237523 \tabularnewline
8 & -0.03865 & -0.2678 & 0.395011 \tabularnewline
9 & -0.091825 & -0.6362 & 0.26384 \tabularnewline
10 & -0.057046 & -0.3952 & 0.347213 \tabularnewline
11 & 0.137923 & 0.9556 & 0.172041 \tabularnewline
12 & -0.204523 & -1.417 & 0.081473 \tabularnewline
13 & -0.238036 & -1.6492 & 0.052822 \tabularnewline
14 & -0.140893 & -0.9761 & 0.166946 \tabularnewline
15 & -0.03204 & -0.222 & 0.412636 \tabularnewline
16 & -0.080839 & -0.5601 & 0.289019 \tabularnewline
17 & -0.015158 & -0.105 & 0.4584 \tabularnewline
18 & 0.130907 & 0.9069 & 0.184482 \tabularnewline
19 & -0.066513 & -0.4608 & 0.323505 \tabularnewline
20 & 0.150723 & 1.0442 & 0.150803 \tabularnewline
21 & -0.032513 & -0.2253 & 0.411368 \tabularnewline
22 & -0.026016 & -0.1802 & 0.42886 \tabularnewline
23 & -0.070521 & -0.4886 & 0.313682 \tabularnewline
24 & -0.092761 & -0.6427 & 0.26175 \tabularnewline
25 & 0.046767 & 0.324 & 0.373668 \tabularnewline
26 & -0.086279 & -0.5978 & 0.276406 \tabularnewline
27 & -0.035399 & -0.2452 & 0.403655 \tabularnewline
28 & 0.052757 & 0.3655 & 0.358167 \tabularnewline
29 & -0.025839 & -0.179 & 0.429339 \tabularnewline
30 & -0.183822 & -1.2736 & 0.104477 \tabularnewline
31 & -0.086963 & -0.6025 & 0.274839 \tabularnewline
32 & -0.026322 & -0.1824 & 0.428032 \tabularnewline
33 & 0.09305 & 0.6447 & 0.261106 \tabularnewline
34 & -0.048491 & -0.336 & 0.369183 \tabularnewline
35 & -0.054968 & -0.3808 & 0.352504 \tabularnewline
36 & -0.116697 & -0.8085 & 0.211395 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27905&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]-0.126245[/C][C]-0.8747[/C][C]0.193059[/C][/ROW]
[ROW][C]2[/C][C]0.060714[/C][C]0.4206[/C][C]0.337948[/C][/ROW]
[ROW][C]3[/C][C]0.038341[/C][C]0.2656[/C][C]0.395829[/C][/ROW]
[ROW][C]4[/C][C]-0.214541[/C][C]-1.4864[/C][C]0.071858[/C][/ROW]
[ROW][C]5[/C][C]-0.119779[/C][C]-0.8299[/C][C]0.205366[/C][/ROW]
[ROW][C]6[/C][C]-0.039748[/C][C]-0.2754[/C][C]0.392103[/C][/ROW]
[ROW][C]7[/C][C]0.103916[/C][C]0.72[/C][C]0.237523[/C][/ROW]
[ROW][C]8[/C][C]-0.03865[/C][C]-0.2678[/C][C]0.395011[/C][/ROW]
[ROW][C]9[/C][C]-0.091825[/C][C]-0.6362[/C][C]0.26384[/C][/ROW]
[ROW][C]10[/C][C]-0.057046[/C][C]-0.3952[/C][C]0.347213[/C][/ROW]
[ROW][C]11[/C][C]0.137923[/C][C]0.9556[/C][C]0.172041[/C][/ROW]
[ROW][C]12[/C][C]-0.204523[/C][C]-1.417[/C][C]0.081473[/C][/ROW]
[ROW][C]13[/C][C]-0.238036[/C][C]-1.6492[/C][C]0.052822[/C][/ROW]
[ROW][C]14[/C][C]-0.140893[/C][C]-0.9761[/C][C]0.166946[/C][/ROW]
[ROW][C]15[/C][C]-0.03204[/C][C]-0.222[/C][C]0.412636[/C][/ROW]
[ROW][C]16[/C][C]-0.080839[/C][C]-0.5601[/C][C]0.289019[/C][/ROW]
[ROW][C]17[/C][C]-0.015158[/C][C]-0.105[/C][C]0.4584[/C][/ROW]
[ROW][C]18[/C][C]0.130907[/C][C]0.9069[/C][C]0.184482[/C][/ROW]
[ROW][C]19[/C][C]-0.066513[/C][C]-0.4608[/C][C]0.323505[/C][/ROW]
[ROW][C]20[/C][C]0.150723[/C][C]1.0442[/C][C]0.150803[/C][/ROW]
[ROW][C]21[/C][C]-0.032513[/C][C]-0.2253[/C][C]0.411368[/C][/ROW]
[ROW][C]22[/C][C]-0.026016[/C][C]-0.1802[/C][C]0.42886[/C][/ROW]
[ROW][C]23[/C][C]-0.070521[/C][C]-0.4886[/C][C]0.313682[/C][/ROW]
[ROW][C]24[/C][C]-0.092761[/C][C]-0.6427[/C][C]0.26175[/C][/ROW]
[ROW][C]25[/C][C]0.046767[/C][C]0.324[/C][C]0.373668[/C][/ROW]
[ROW][C]26[/C][C]-0.086279[/C][C]-0.5978[/C][C]0.276406[/C][/ROW]
[ROW][C]27[/C][C]-0.035399[/C][C]-0.2452[/C][C]0.403655[/C][/ROW]
[ROW][C]28[/C][C]0.052757[/C][C]0.3655[/C][C]0.358167[/C][/ROW]
[ROW][C]29[/C][C]-0.025839[/C][C]-0.179[/C][C]0.429339[/C][/ROW]
[ROW][C]30[/C][C]-0.183822[/C][C]-1.2736[/C][C]0.104477[/C][/ROW]
[ROW][C]31[/C][C]-0.086963[/C][C]-0.6025[/C][C]0.274839[/C][/ROW]
[ROW][C]32[/C][C]-0.026322[/C][C]-0.1824[/C][C]0.428032[/C][/ROW]
[ROW][C]33[/C][C]0.09305[/C][C]0.6447[/C][C]0.261106[/C][/ROW]
[ROW][C]34[/C][C]-0.048491[/C][C]-0.336[/C][C]0.369183[/C][/ROW]
[ROW][C]35[/C][C]-0.054968[/C][C]-0.3808[/C][C]0.352504[/C][/ROW]
[ROW][C]36[/C][C]-0.116697[/C][C]-0.8085[/C][C]0.211395[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27905&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	-0.126245	-0.8747	0.193059
2	0.060714	0.4206	0.337948
3	0.038341	0.2656	0.395829
4	-0.214541	-1.4864	0.071858
5	-0.119779	-0.8299	0.205366
6	-0.039748	-0.2754	0.392103
7	0.103916	0.72	0.237523
8	-0.03865	-0.2678	0.395011
9	-0.091825	-0.6362	0.26384
10	-0.057046	-0.3952	0.347213
11	0.137923	0.9556	0.172041
12	-0.204523	-1.417	0.081473
13	-0.238036	-1.6492	0.052822
14	-0.140893	-0.9761	0.166946
15	-0.03204	-0.222	0.412636
16	-0.080839	-0.5601	0.289019
17	-0.015158	-0.105	0.4584
18	0.130907	0.9069	0.184482
19	-0.066513	-0.4608	0.323505
20	0.150723	1.0442	0.150803
21	-0.032513	-0.2253	0.411368
22	-0.026016	-0.1802	0.42886
23	-0.070521	-0.4886	0.313682
24	-0.092761	-0.6427	0.26175
25	0.046767	0.324	0.373668
26	-0.086279	-0.5978	0.276406
27	-0.035399	-0.2452	0.403655
28	0.052757	0.3655	0.358167
29	-0.025839	-0.179	0.429339
30	-0.183822	-1.2736	0.104477
31	-0.086963	-0.6025	0.274839
32	-0.026322	-0.1824	0.428032
33	0.09305	0.6447	0.261106
34	-0.048491	-0.336	0.369183
35	-0.054968	-0.3808	0.352504
36	-0.116697	-0.8085	0.211395

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 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