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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 10:09:15 -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/t1228237832ncjfieje1tz96qc.htm/, Retrieved Sun, 19 May 2024 11:28:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28087, Retrieved Sun, 19 May 2024 11:28:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

170

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

F     [(Partial) Autocorrelation Function] [nsts Q8 (1)] [2008-12-02 16:54:05] [b1bd16d1f47bfe13feacf1c27a0abba5]
F   PD  [(Partial) Autocorrelation Function] [nsts Q8 (2)] [2008-12-02 16:58:46] [b1bd16d1f47bfe13feacf1c27a0abba5]
F   PD      [(Partial) Autocorrelation Function] [nsts Q8 (5)] [2008-12-02 17:09:15] [e7b1048c2c3a353441b9143db4404b91] [Current]
-   PD        [(Partial) Autocorrelation Function] [nsts Q8 (6)] [2008-12-02 17:12:08] [b1bd16d1f47bfe13feacf1c27a0abba5] 
-   P           [(Partial) Autocorrelation Function] [nsts Q8 (7)] [2008-12-02 17:14:26] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P             [(Partial) Autocorrelation Function] [nsts Q8 (10)] [2008-12-02 18:11:41] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD            [Standard Deviation-Mean Plot] [nsts Q8 (11)] [2008-12-02 18:16:35] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F RMPD            [Cross Correlation Function] [nsts Q9] [2008-12-02 18:20:14] [b1bd16d1f47bfe13feacf1c27a0abba5] 
F   P               [Cross Correlation Function] [NonStationaryTime...] [2008-12-02 20:22:16] [9c2d53170eb755e9ae5fcf19d2174a32] 
F RMPD          [Variance Reduction Matrix] [nsts Q8 (8)] [2008-12-02 17:17:02] [b1bd16d1f47bfe13feacf1c27a0abba5] 

Feedback Forum

2008-12-08 19:16:48 [Jasmine Hendrikx] [reply] 
Eigen evaluatie: 
De berekening is goed uitgevoerd en de bespreking is goed. Er blijkt inderdaad geen sprake te zijn van een langetermijntrend, wel is er duidelijk sprake van een seizoenale trend. Zo zijn er inderdaad pieken bij lag 12, 24, … We moeten dus inderdaad seizoenaal differentiëren, dus D gelijkstellen aan 1. 

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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=28087&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=28087&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28087&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	0.359538	3.3148	0.000675
2	0.198261	1.8279	0.035538
3	0.486407	4.4845	1.1e-05
4	0.174528	1.6091	0.055655
5	0.269103	2.481	0.007536
6	0.533942	4.9227	2e-06
7	0.165069	1.5219	0.065878
8	0.161808	1.4918	0.069728
9	0.3648	3.3633	0.000578
10	0.02642	0.2436	0.404071
11	0.223418	2.0598	0.021238
12	0.604234	5.5708	0
13	0.151393	1.3958	0.083209
14	0.062669	0.5778	0.282469
15	0.237415	2.1889	0.015675
16	-0.043026	-0.3967	0.346298
17	0.113438	1.0458	0.149299
18	0.283185	2.6108	0.005337
19	-0.039348	-0.3628	0.358839
20	0.010017	0.0924	0.463317
21	0.119473	1.1015	0.136897
22	-0.150362	-1.3863	0.084646
23	0.082731	0.7627	0.223865
24	0.278179	2.5647	0.006042
25	0.005686	0.0524	0.479157
26	-0.017912	-0.1651	0.434613
27	0.053853	0.4965	0.310413
28	-0.158961	-1.4655	0.073231
29	0.012591	0.1161	0.45393
30	0.082978	0.765	0.223191
31	-0.099444	-0.9168	0.180913
32	-0.052247	-0.4817	0.315631
33	-0.066604	-0.6141	0.270408
34	-0.188083	-1.734	0.043268
35	0.00782	0.0721	0.471347
36	0.1475	1.3599	0.088732

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.359538 & 3.3148 & 0.000675 \tabularnewline
2 & 0.198261 & 1.8279 & 0.035538 \tabularnewline
3 & 0.486407 & 4.4845 & 1.1e-05 \tabularnewline
4 & 0.174528 & 1.6091 & 0.055655 \tabularnewline
5 & 0.269103 & 2.481 & 0.007536 \tabularnewline
6 & 0.533942 & 4.9227 & 2e-06 \tabularnewline
7 & 0.165069 & 1.5219 & 0.065878 \tabularnewline
8 & 0.161808 & 1.4918 & 0.069728 \tabularnewline
9 & 0.3648 & 3.3633 & 0.000578 \tabularnewline
10 & 0.02642 & 0.2436 & 0.404071 \tabularnewline
11 & 0.223418 & 2.0598 & 0.021238 \tabularnewline
12 & 0.604234 & 5.5708 & 0 \tabularnewline
13 & 0.151393 & 1.3958 & 0.083209 \tabularnewline
14 & 0.062669 & 0.5778 & 0.282469 \tabularnewline
15 & 0.237415 & 2.1889 & 0.015675 \tabularnewline
16 & -0.043026 & -0.3967 & 0.346298 \tabularnewline
17 & 0.113438 & 1.0458 & 0.149299 \tabularnewline
18 & 0.283185 & 2.6108 & 0.005337 \tabularnewline
19 & -0.039348 & -0.3628 & 0.358839 \tabularnewline
20 & 0.010017 & 0.0924 & 0.463317 \tabularnewline
21 & 0.119473 & 1.1015 & 0.136897 \tabularnewline
22 & -0.150362 & -1.3863 & 0.084646 \tabularnewline
23 & 0.082731 & 0.7627 & 0.223865 \tabularnewline
24 & 0.278179 & 2.5647 & 0.006042 \tabularnewline
25 & 0.005686 & 0.0524 & 0.479157 \tabularnewline
26 & -0.017912 & -0.1651 & 0.434613 \tabularnewline
27 & 0.053853 & 0.4965 & 0.310413 \tabularnewline
28 & -0.158961 & -1.4655 & 0.073231 \tabularnewline
29 & 0.012591 & 0.1161 & 0.45393 \tabularnewline
30 & 0.082978 & 0.765 & 0.223191 \tabularnewline
31 & -0.099444 & -0.9168 & 0.180913 \tabularnewline
32 & -0.052247 & -0.4817 & 0.315631 \tabularnewline
33 & -0.066604 & -0.6141 & 0.270408 \tabularnewline
34 & -0.188083 & -1.734 & 0.043268 \tabularnewline
35 & 0.00782 & 0.0721 & 0.471347 \tabularnewline
36 & 0.1475 & 1.3599 & 0.088732 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28087&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]0.359538[/C][C]3.3148[/C][C]0.000675[/C][/ROW]
[ROW][C]2[/C][C]0.198261[/C][C]1.8279[/C][C]0.035538[/C][/ROW]
[ROW][C]3[/C][C]0.486407[/C][C]4.4845[/C][C]1.1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.174528[/C][C]1.6091[/C][C]0.055655[/C][/ROW]
[ROW][C]5[/C][C]0.269103[/C][C]2.481[/C][C]0.007536[/C][/ROW]
[ROW][C]6[/C][C]0.533942[/C][C]4.9227[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.165069[/C][C]1.5219[/C][C]0.065878[/C][/ROW]
[ROW][C]8[/C][C]0.161808[/C][C]1.4918[/C][C]0.069728[/C][/ROW]
[ROW][C]9[/C][C]0.3648[/C][C]3.3633[/C][C]0.000578[/C][/ROW]
[ROW][C]10[/C][C]0.02642[/C][C]0.2436[/C][C]0.404071[/C][/ROW]
[ROW][C]11[/C][C]0.223418[/C][C]2.0598[/C][C]0.021238[/C][/ROW]
[ROW][C]12[/C][C]0.604234[/C][C]5.5708[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.151393[/C][C]1.3958[/C][C]0.083209[/C][/ROW]
[ROW][C]14[/C][C]0.062669[/C][C]0.5778[/C][C]0.282469[/C][/ROW]
[ROW][C]15[/C][C]0.237415[/C][C]2.1889[/C][C]0.015675[/C][/ROW]
[ROW][C]16[/C][C]-0.043026[/C][C]-0.3967[/C][C]0.346298[/C][/ROW]
[ROW][C]17[/C][C]0.113438[/C][C]1.0458[/C][C]0.149299[/C][/ROW]
[ROW][C]18[/C][C]0.283185[/C][C]2.6108[/C][C]0.005337[/C][/ROW]
[ROW][C]19[/C][C]-0.039348[/C][C]-0.3628[/C][C]0.358839[/C][/ROW]
[ROW][C]20[/C][C]0.010017[/C][C]0.0924[/C][C]0.463317[/C][/ROW]
[ROW][C]21[/C][C]0.119473[/C][C]1.1015[/C][C]0.136897[/C][/ROW]
[ROW][C]22[/C][C]-0.150362[/C][C]-1.3863[/C][C]0.084646[/C][/ROW]
[ROW][C]23[/C][C]0.082731[/C][C]0.7627[/C][C]0.223865[/C][/ROW]
[ROW][C]24[/C][C]0.278179[/C][C]2.5647[/C][C]0.006042[/C][/ROW]
[ROW][C]25[/C][C]0.005686[/C][C]0.0524[/C][C]0.479157[/C][/ROW]
[ROW][C]26[/C][C]-0.017912[/C][C]-0.1651[/C][C]0.434613[/C][/ROW]
[ROW][C]27[/C][C]0.053853[/C][C]0.4965[/C][C]0.310413[/C][/ROW]
[ROW][C]28[/C][C]-0.158961[/C][C]-1.4655[/C][C]0.073231[/C][/ROW]
[ROW][C]29[/C][C]0.012591[/C][C]0.1161[/C][C]0.45393[/C][/ROW]
[ROW][C]30[/C][C]0.082978[/C][C]0.765[/C][C]0.223191[/C][/ROW]
[ROW][C]31[/C][C]-0.099444[/C][C]-0.9168[/C][C]0.180913[/C][/ROW]
[ROW][C]32[/C][C]-0.052247[/C][C]-0.4817[/C][C]0.315631[/C][/ROW]
[ROW][C]33[/C][C]-0.066604[/C][C]-0.6141[/C][C]0.270408[/C][/ROW]
[ROW][C]34[/C][C]-0.188083[/C][C]-1.734[/C][C]0.043268[/C][/ROW]
[ROW][C]35[/C][C]0.00782[/C][C]0.0721[/C][C]0.471347[/C][/ROW]
[ROW][C]36[/C][C]0.1475[/C][C]1.3599[/C][C]0.088732[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28087&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28087&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	0.359538	3.3148	0.000675
2	0.198261	1.8279	0.035538
3	0.486407	4.4845	1.1e-05
4	0.174528	1.6091	0.055655
5	0.269103	2.481	0.007536
6	0.533942	4.9227	2e-06
7	0.165069	1.5219	0.065878
8	0.161808	1.4918	0.069728
9	0.3648	3.3633	0.000578
10	0.02642	0.2436	0.404071
11	0.223418	2.0598	0.021238
12	0.604234	5.5708	0
13	0.151393	1.3958	0.083209
14	0.062669	0.5778	0.282469
15	0.237415	2.1889	0.015675
16	-0.043026	-0.3967	0.346298
17	0.113438	1.0458	0.149299
18	0.283185	2.6108	0.005337
19	-0.039348	-0.3628	0.358839
20	0.010017	0.0924	0.463317
21	0.119473	1.1015	0.136897
22	-0.150362	-1.3863	0.084646
23	0.082731	0.7627	0.223865
24	0.278179	2.5647	0.006042
25	0.005686	0.0524	0.479157
26	-0.017912	-0.1651	0.434613
27	0.053853	0.4965	0.310413
28	-0.158961	-1.4655	0.073231
29	0.012591	0.1161	0.45393
30	0.082978	0.765	0.223191
31	-0.099444	-0.9168	0.180913
32	-0.052247	-0.4817	0.315631
33	-0.066604	-0.6141	0.270408
34	-0.188083	-1.734	0.043268
35	0.00782	0.0721	0.471347
36	0.1475	1.3599	0.088732

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.359538	3.3148	0.000675
2	0.079236	0.7305	0.233541
3	0.453369	4.1799	3.5e-05
4	-0.171629	-1.5823	0.058643
5	0.309026	2.8491	0.002749
6	0.247102	2.2782	0.012613
7	-0.113711	-1.0484	0.148721
8	0.004331	0.0399	0.484121
9	0.049101	0.4527	0.325962
10	-0.191573	-1.7662	0.040475
11	0.224567	2.0704	0.020724
12	0.399173	3.6802	0.000204
13	-0.140109	-1.2917	0.099975
14	-0.234495	-2.1619	0.016717
15	-0.14282	-1.3167	0.095734
16	-0.078857	-0.727	0.234604
17	-0.014838	-0.1368	0.445758
18	-0.069026	-0.6364	0.263118
19	0.039188	0.3613	0.359387
20	-0.031494	-0.2904	0.386125
21	-0.024223	-0.2233	0.411908
22	0.007363	0.0679	0.473018
23	0.09957	0.918	0.180612
24	-0.071321	-0.6575	0.256303
25	0.123064	1.1346	0.129868
26	-0.062041	-0.572	0.284418
27	0.045901	0.4232	0.336615
28	-0.114518	-1.0558	0.147024
29	0.015588	0.1437	0.443033
30	-0.136172	-1.2554	0.106379
31	0.150166	1.3845	0.08492
32	-0.100638	-0.9278	0.178061
33	-0.014401	-0.1328	0.447345
34	-0.005736	-0.0529	0.478974
35	0.073677	0.6793	0.249406
36	0.104162	0.9603	0.169807

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.359538 & 3.3148 & 0.000675 \tabularnewline
2 & 0.079236 & 0.7305 & 0.233541 \tabularnewline
3 & 0.453369 & 4.1799 & 3.5e-05 \tabularnewline
4 & -0.171629 & -1.5823 & 0.058643 \tabularnewline
5 & 0.309026 & 2.8491 & 0.002749 \tabularnewline
6 & 0.247102 & 2.2782 & 0.012613 \tabularnewline
7 & -0.113711 & -1.0484 & 0.148721 \tabularnewline
8 & 0.004331 & 0.0399 & 0.484121 \tabularnewline
9 & 0.049101 & 0.4527 & 0.325962 \tabularnewline
10 & -0.191573 & -1.7662 & 0.040475 \tabularnewline
11 & 0.224567 & 2.0704 & 0.020724 \tabularnewline
12 & 0.399173 & 3.6802 & 0.000204 \tabularnewline
13 & -0.140109 & -1.2917 & 0.099975 \tabularnewline
14 & -0.234495 & -2.1619 & 0.016717 \tabularnewline
15 & -0.14282 & -1.3167 & 0.095734 \tabularnewline
16 & -0.078857 & -0.727 & 0.234604 \tabularnewline
17 & -0.014838 & -0.1368 & 0.445758 \tabularnewline
18 & -0.069026 & -0.6364 & 0.263118 \tabularnewline
19 & 0.039188 & 0.3613 & 0.359387 \tabularnewline
20 & -0.031494 & -0.2904 & 0.386125 \tabularnewline
21 & -0.024223 & -0.2233 & 0.411908 \tabularnewline
22 & 0.007363 & 0.0679 & 0.473018 \tabularnewline
23 & 0.09957 & 0.918 & 0.180612 \tabularnewline
24 & -0.071321 & -0.6575 & 0.256303 \tabularnewline
25 & 0.123064 & 1.1346 & 0.129868 \tabularnewline
26 & -0.062041 & -0.572 & 0.284418 \tabularnewline
27 & 0.045901 & 0.4232 & 0.336615 \tabularnewline
28 & -0.114518 & -1.0558 & 0.147024 \tabularnewline
29 & 0.015588 & 0.1437 & 0.443033 \tabularnewline
30 & -0.136172 & -1.2554 & 0.106379 \tabularnewline
31 & 0.150166 & 1.3845 & 0.08492 \tabularnewline
32 & -0.100638 & -0.9278 & 0.178061 \tabularnewline
33 & -0.014401 & -0.1328 & 0.447345 \tabularnewline
34 & -0.005736 & -0.0529 & 0.478974 \tabularnewline
35 & 0.073677 & 0.6793 & 0.249406 \tabularnewline
36 & 0.104162 & 0.9603 & 0.169807 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28087&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]0.359538[/C][C]3.3148[/C][C]0.000675[/C][/ROW]
[ROW][C]2[/C][C]0.079236[/C][C]0.7305[/C][C]0.233541[/C][/ROW]
[ROW][C]3[/C][C]0.453369[/C][C]4.1799[/C][C]3.5e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.171629[/C][C]-1.5823[/C][C]0.058643[/C][/ROW]
[ROW][C]5[/C][C]0.309026[/C][C]2.8491[/C][C]0.002749[/C][/ROW]
[ROW][C]6[/C][C]0.247102[/C][C]2.2782[/C][C]0.012613[/C][/ROW]
[ROW][C]7[/C][C]-0.113711[/C][C]-1.0484[/C][C]0.148721[/C][/ROW]
[ROW][C]8[/C][C]0.004331[/C][C]0.0399[/C][C]0.484121[/C][/ROW]
[ROW][C]9[/C][C]0.049101[/C][C]0.4527[/C][C]0.325962[/C][/ROW]
[ROW][C]10[/C][C]-0.191573[/C][C]-1.7662[/C][C]0.040475[/C][/ROW]
[ROW][C]11[/C][C]0.224567[/C][C]2.0704[/C][C]0.020724[/C][/ROW]
[ROW][C]12[/C][C]0.399173[/C][C]3.6802[/C][C]0.000204[/C][/ROW]
[ROW][C]13[/C][C]-0.140109[/C][C]-1.2917[/C][C]0.099975[/C][/ROW]
[ROW][C]14[/C][C]-0.234495[/C][C]-2.1619[/C][C]0.016717[/C][/ROW]
[ROW][C]15[/C][C]-0.14282[/C][C]-1.3167[/C][C]0.095734[/C][/ROW]
[ROW][C]16[/C][C]-0.078857[/C][C]-0.727[/C][C]0.234604[/C][/ROW]
[ROW][C]17[/C][C]-0.014838[/C][C]-0.1368[/C][C]0.445758[/C][/ROW]
[ROW][C]18[/C][C]-0.069026[/C][C]-0.6364[/C][C]0.263118[/C][/ROW]
[ROW][C]19[/C][C]0.039188[/C][C]0.3613[/C][C]0.359387[/C][/ROW]
[ROW][C]20[/C][C]-0.031494[/C][C]-0.2904[/C][C]0.386125[/C][/ROW]
[ROW][C]21[/C][C]-0.024223[/C][C]-0.2233[/C][C]0.411908[/C][/ROW]
[ROW][C]22[/C][C]0.007363[/C][C]0.0679[/C][C]0.473018[/C][/ROW]
[ROW][C]23[/C][C]0.09957[/C][C]0.918[/C][C]0.180612[/C][/ROW]
[ROW][C]24[/C][C]-0.071321[/C][C]-0.6575[/C][C]0.256303[/C][/ROW]
[ROW][C]25[/C][C]0.123064[/C][C]1.1346[/C][C]0.129868[/C][/ROW]
[ROW][C]26[/C][C]-0.062041[/C][C]-0.572[/C][C]0.284418[/C][/ROW]
[ROW][C]27[/C][C]0.045901[/C][C]0.4232[/C][C]0.336615[/C][/ROW]
[ROW][C]28[/C][C]-0.114518[/C][C]-1.0558[/C][C]0.147024[/C][/ROW]
[ROW][C]29[/C][C]0.015588[/C][C]0.1437[/C][C]0.443033[/C][/ROW]
[ROW][C]30[/C][C]-0.136172[/C][C]-1.2554[/C][C]0.106379[/C][/ROW]
[ROW][C]31[/C][C]0.150166[/C][C]1.3845[/C][C]0.08492[/C][/ROW]
[ROW][C]32[/C][C]-0.100638[/C][C]-0.9278[/C][C]0.178061[/C][/ROW]
[ROW][C]33[/C][C]-0.014401[/C][C]-0.1328[/C][C]0.447345[/C][/ROW]
[ROW][C]34[/C][C]-0.005736[/C][C]-0.0529[/C][C]0.478974[/C][/ROW]
[ROW][C]35[/C][C]0.073677[/C][C]0.6793[/C][C]0.249406[/C][/ROW]
[ROW][C]36[/C][C]0.104162[/C][C]0.9603[/C][C]0.169807[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28087&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28087&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	0.359538	3.3148	0.000675
2	0.079236	0.7305	0.233541
3	0.453369	4.1799	3.5e-05
4	-0.171629	-1.5823	0.058643
5	0.309026	2.8491	0.002749
6	0.247102	2.2782	0.012613
7	-0.113711	-1.0484	0.148721
8	0.004331	0.0399	0.484121
9	0.049101	0.4527	0.325962
10	-0.191573	-1.7662	0.040475
11	0.224567	2.0704	0.020724
12	0.399173	3.6802	0.000204
13	-0.140109	-1.2917	0.099975
14	-0.234495	-2.1619	0.016717
15	-0.14282	-1.3167	0.095734
16	-0.078857	-0.727	0.234604
17	-0.014838	-0.1368	0.445758
18	-0.069026	-0.6364	0.263118
19	0.039188	0.3613	0.359387
20	-0.031494	-0.2904	0.386125
21	-0.024223	-0.2233	0.411908
22	0.007363	0.0679	0.473018
23	0.09957	0.918	0.180612
24	-0.071321	-0.6575	0.256303
25	0.123064	1.1346	0.129868
26	-0.062041	-0.572	0.284418
27	0.045901	0.4232	0.336615
28	-0.114518	-1.0558	0.147024
29	0.015588	0.1437	0.443033
30	-0.136172	-1.2554	0.106379
31	0.150166	1.3845	0.08492
32	-0.100638	-0.9278	0.178061
33	-0.014401	-0.1328	0.447345
34	-0.005736	-0.0529	0.478974
35	0.073677	0.6793	0.249406
36	0.104162	0.9603	0.169807

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 0 ; 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 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