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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Dec 2008 12:58:11 -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/t1228247936vyfsf1tya7ols0g.htm/, Retrieved Sun, 19 May 2024 11:36:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28305, Retrieved Sun, 19 May 2024 11:36:42 +0000

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Estimated Impact

187

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

-     [Standard Deviation-Mean Plot] [nsts Q8] [2008-12-02 19:40:41] [3a9fc6d5b5e0e816787b7dbace57e7cd]
F RMPD  [(Partial) Autocorrelation Function] [nsts Q8] [2008-12-02 19:45:13] [3a9fc6d5b5e0e816787b7dbace57e7cd]
F RMPD    [Standard Deviation-Mean Plot] [nsts Q8] [2008-12-02 19:54:11] [3a9fc6d5b5e0e816787b7dbace57e7cd]
F RMPD        [(Partial) Autocorrelation Function] [nsts Q8] [2008-12-02 19:58:11] [821c4b3d195be8e737cf8c9dc649d3cf] [Current]
F   P           [(Partial) Autocorrelation Function] [nsts Q8] [2008-12-02 20:02:32] [3a9fc6d5b5e0e816787b7dbace57e7cd] 

Feedback Forum

2008-12-09 23:34:22 [Gert-Jan Geudens] [reply] 
We bekomen hier inderdaad een lineaire trend waardoor we niet-seizonaal moeten differentiëren.

Post a new message

Dataseries X:

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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=28305&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=28305&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28305&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	0.560628	4.3426	2.8e-05
2	0.446991	3.4624	0.000497
3	0.442499	3.4276	0.000553
4	0.356382	2.7605	0.003822
5	0.485445	3.7602	0.000194
6	0.387619	3.0025	0.00195
7	0.349669	2.7085	0.004397
8	0.199079	1.5421	0.064159
9	0.163943	1.2699	0.104512
10	0.244242	1.8919	0.031667
11	0.273427	2.118	0.019165
12	0.35007	2.7116	0.00436
13	0.209425	1.6222	0.055003
14	0.09189	0.7118	0.23968
15	0.062409	0.4834	0.31528
16	0.053119	0.4115	0.341103
17	0.137416	1.0644	0.145701
18	0.163396	1.2657	0.105263
19	0.026269	0.2035	0.419724
20	-0.143921	-1.1148	0.13469
21	-0.137298	-1.0635	0.145908
22	-0.097382	-0.7543	0.226804
23	-0.122866	-0.9517	0.17253
24	-0.063201	-0.4896	0.313118
25	-0.185412	-1.4362	0.07807
26	-0.261403	-2.0248	0.023671
27	-0.215084	-1.666	0.05046
28	-0.268755	-2.0818	0.020819
29	-0.141704	-1.0976	0.138374
30	-0.163078	-1.2632	0.105702
31	-0.252614	-1.9567	0.027518
32	-0.297626	-2.3054	0.012309
33	-0.296059	-2.2933	0.012676
34	-0.23356	-1.8091	0.037719
35	-0.245372	-1.9006	0.031078
36	-0.137657	-1.0663	0.145283

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.560628 & 4.3426 & 2.8e-05 \tabularnewline
2 & 0.446991 & 3.4624 & 0.000497 \tabularnewline
3 & 0.442499 & 3.4276 & 0.000553 \tabularnewline
4 & 0.356382 & 2.7605 & 0.003822 \tabularnewline
5 & 0.485445 & 3.7602 & 0.000194 \tabularnewline
6 & 0.387619 & 3.0025 & 0.00195 \tabularnewline
7 & 0.349669 & 2.7085 & 0.004397 \tabularnewline
8 & 0.199079 & 1.5421 & 0.064159 \tabularnewline
9 & 0.163943 & 1.2699 & 0.104512 \tabularnewline
10 & 0.244242 & 1.8919 & 0.031667 \tabularnewline
11 & 0.273427 & 2.118 & 0.019165 \tabularnewline
12 & 0.35007 & 2.7116 & 0.00436 \tabularnewline
13 & 0.209425 & 1.6222 & 0.055003 \tabularnewline
14 & 0.09189 & 0.7118 & 0.23968 \tabularnewline
15 & 0.062409 & 0.4834 & 0.31528 \tabularnewline
16 & 0.053119 & 0.4115 & 0.341103 \tabularnewline
17 & 0.137416 & 1.0644 & 0.145701 \tabularnewline
18 & 0.163396 & 1.2657 & 0.105263 \tabularnewline
19 & 0.026269 & 0.2035 & 0.419724 \tabularnewline
20 & -0.143921 & -1.1148 & 0.13469 \tabularnewline
21 & -0.137298 & -1.0635 & 0.145908 \tabularnewline
22 & -0.097382 & -0.7543 & 0.226804 \tabularnewline
23 & -0.122866 & -0.9517 & 0.17253 \tabularnewline
24 & -0.063201 & -0.4896 & 0.313118 \tabularnewline
25 & -0.185412 & -1.4362 & 0.07807 \tabularnewline
26 & -0.261403 & -2.0248 & 0.023671 \tabularnewline
27 & -0.215084 & -1.666 & 0.05046 \tabularnewline
28 & -0.268755 & -2.0818 & 0.020819 \tabularnewline
29 & -0.141704 & -1.0976 & 0.138374 \tabularnewline
30 & -0.163078 & -1.2632 & 0.105702 \tabularnewline
31 & -0.252614 & -1.9567 & 0.027518 \tabularnewline
32 & -0.297626 & -2.3054 & 0.012309 \tabularnewline
33 & -0.296059 & -2.2933 & 0.012676 \tabularnewline
34 & -0.23356 & -1.8091 & 0.037719 \tabularnewline
35 & -0.245372 & -1.9006 & 0.031078 \tabularnewline
36 & -0.137657 & -1.0663 & 0.145283 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28305&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]0.560628[/C][C]4.3426[/C][C]2.8e-05[/C][/ROW]
[ROW][C]2[/C][C]0.446991[/C][C]3.4624[/C][C]0.000497[/C][/ROW]
[ROW][C]3[/C][C]0.442499[/C][C]3.4276[/C][C]0.000553[/C][/ROW]
[ROW][C]4[/C][C]0.356382[/C][C]2.7605[/C][C]0.003822[/C][/ROW]
[ROW][C]5[/C][C]0.485445[/C][C]3.7602[/C][C]0.000194[/C][/ROW]
[ROW][C]6[/C][C]0.387619[/C][C]3.0025[/C][C]0.00195[/C][/ROW]
[ROW][C]7[/C][C]0.349669[/C][C]2.7085[/C][C]0.004397[/C][/ROW]
[ROW][C]8[/C][C]0.199079[/C][C]1.5421[/C][C]0.064159[/C][/ROW]
[ROW][C]9[/C][C]0.163943[/C][C]1.2699[/C][C]0.104512[/C][/ROW]
[ROW][C]10[/C][C]0.244242[/C][C]1.8919[/C][C]0.031667[/C][/ROW]
[ROW][C]11[/C][C]0.273427[/C][C]2.118[/C][C]0.019165[/C][/ROW]
[ROW][C]12[/C][C]0.35007[/C][C]2.7116[/C][C]0.00436[/C][/ROW]
[ROW][C]13[/C][C]0.209425[/C][C]1.6222[/C][C]0.055003[/C][/ROW]
[ROW][C]14[/C][C]0.09189[/C][C]0.7118[/C][C]0.23968[/C][/ROW]
[ROW][C]15[/C][C]0.062409[/C][C]0.4834[/C][C]0.31528[/C][/ROW]
[ROW][C]16[/C][C]0.053119[/C][C]0.4115[/C][C]0.341103[/C][/ROW]
[ROW][C]17[/C][C]0.137416[/C][C]1.0644[/C][C]0.145701[/C][/ROW]
[ROW][C]18[/C][C]0.163396[/C][C]1.2657[/C][C]0.105263[/C][/ROW]
[ROW][C]19[/C][C]0.026269[/C][C]0.2035[/C][C]0.419724[/C][/ROW]
[ROW][C]20[/C][C]-0.143921[/C][C]-1.1148[/C][C]0.13469[/C][/ROW]
[ROW][C]21[/C][C]-0.137298[/C][C]-1.0635[/C][C]0.145908[/C][/ROW]
[ROW][C]22[/C][C]-0.097382[/C][C]-0.7543[/C][C]0.226804[/C][/ROW]
[ROW][C]23[/C][C]-0.122866[/C][C]-0.9517[/C][C]0.17253[/C][/ROW]
[ROW][C]24[/C][C]-0.063201[/C][C]-0.4896[/C][C]0.313118[/C][/ROW]
[ROW][C]25[/C][C]-0.185412[/C][C]-1.4362[/C][C]0.07807[/C][/ROW]
[ROW][C]26[/C][C]-0.261403[/C][C]-2.0248[/C][C]0.023671[/C][/ROW]
[ROW][C]27[/C][C]-0.215084[/C][C]-1.666[/C][C]0.05046[/C][/ROW]
[ROW][C]28[/C][C]-0.268755[/C][C]-2.0818[/C][C]0.020819[/C][/ROW]
[ROW][C]29[/C][C]-0.141704[/C][C]-1.0976[/C][C]0.138374[/C][/ROW]
[ROW][C]30[/C][C]-0.163078[/C][C]-1.2632[/C][C]0.105702[/C][/ROW]
[ROW][C]31[/C][C]-0.252614[/C][C]-1.9567[/C][C]0.027518[/C][/ROW]
[ROW][C]32[/C][C]-0.297626[/C][C]-2.3054[/C][C]0.012309[/C][/ROW]
[ROW][C]33[/C][C]-0.296059[/C][C]-2.2933[/C][C]0.012676[/C][/ROW]
[ROW][C]34[/C][C]-0.23356[/C][C]-1.8091[/C][C]0.037719[/C][/ROW]
[ROW][C]35[/C][C]-0.245372[/C][C]-1.9006[/C][C]0.031078[/C][/ROW]
[ROW][C]36[/C][C]-0.137657[/C][C]-1.0663[/C][C]0.145283[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28305&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28305&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	0.560628	4.3426	2.8e-05
2	0.446991	3.4624	0.000497
3	0.442499	3.4276	0.000553
4	0.356382	2.7605	0.003822
5	0.485445	3.7602	0.000194
6	0.387619	3.0025	0.00195
7	0.349669	2.7085	0.004397
8	0.199079	1.5421	0.064159
9	0.163943	1.2699	0.104512
10	0.244242	1.8919	0.031667
11	0.273427	2.118	0.019165
12	0.35007	2.7116	0.00436
13	0.209425	1.6222	0.055003
14	0.09189	0.7118	0.23968
15	0.062409	0.4834	0.31528
16	0.053119	0.4115	0.341103
17	0.137416	1.0644	0.145701
18	0.163396	1.2657	0.105263
19	0.026269	0.2035	0.419724
20	-0.143921	-1.1148	0.13469
21	-0.137298	-1.0635	0.145908
22	-0.097382	-0.7543	0.226804
23	-0.122866	-0.9517	0.17253
24	-0.063201	-0.4896	0.313118
25	-0.185412	-1.4362	0.07807
26	-0.261403	-2.0248	0.023671
27	-0.215084	-1.666	0.05046
28	-0.268755	-2.0818	0.020819
29	-0.141704	-1.0976	0.138374
30	-0.163078	-1.2632	0.105702
31	-0.252614	-1.9567	0.027518
32	-0.297626	-2.3054	0.012309
33	-0.296059	-2.2933	0.012676
34	-0.23356	-1.8091	0.037719
35	-0.245372	-1.9006	0.031078
36	-0.137657	-1.0663	0.145283

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.560628	4.3426	2.8e-05
2	0.193508	1.4989	0.069571
3	0.199857	1.5481	0.06343
4	0.024102	0.1867	0.426265
5	0.310878	2.408	0.009564
6	-0.035676	-0.2763	0.391617
7	0.056791	0.4399	0.330793
8	-0.254175	-1.9688	0.026798
9	0.0192	0.1487	0.441135
10	0.033271	0.2577	0.398754
11	0.179914	1.3936	0.084288
12	0.145084	1.1238	0.132783
13	-0.060027	-0.465	0.321819
14	-0.172253	-1.3343	0.09358
15	-0.13665	-1.0585	0.147038
16	-0.093717	-0.7259	0.235353
17	0.038309	0.2967	0.383846
18	0.16666	1.2909	0.100838
19	-0.07131	-0.5524	0.291376
20	-0.216374	-1.676	0.049468
21	-0.09426	-0.7301	0.234075
22	-0.070039	-0.5425	0.294734
23	-0.1624	-1.2579	0.106643
24	0.095159	0.7371	0.231968
25	-0.021999	-0.1704	0.432632
26	0.073799	0.5716	0.284849
27	0.048719	0.3774	0.353614
28	-0.184632	-1.4302	0.07893
29	-0.035948	-0.2785	0.390811
30	-0.080489	-0.6235	0.267672
31	-0.009905	-0.0767	0.469548
32	0.027743	0.2149	0.415288
33	0.174161	1.349	0.091196
34	-0.024677	-0.1912	0.424526
35	-0.066831	-0.5177	0.303294
36	0.025254	0.1956	0.422785

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.560628 & 4.3426 & 2.8e-05 \tabularnewline
2 & 0.193508 & 1.4989 & 0.069571 \tabularnewline
3 & 0.199857 & 1.5481 & 0.06343 \tabularnewline
4 & 0.024102 & 0.1867 & 0.426265 \tabularnewline
5 & 0.310878 & 2.408 & 0.009564 \tabularnewline
6 & -0.035676 & -0.2763 & 0.391617 \tabularnewline
7 & 0.056791 & 0.4399 & 0.330793 \tabularnewline
8 & -0.254175 & -1.9688 & 0.026798 \tabularnewline
9 & 0.0192 & 0.1487 & 0.441135 \tabularnewline
10 & 0.033271 & 0.2577 & 0.398754 \tabularnewline
11 & 0.179914 & 1.3936 & 0.084288 \tabularnewline
12 & 0.145084 & 1.1238 & 0.132783 \tabularnewline
13 & -0.060027 & -0.465 & 0.321819 \tabularnewline
14 & -0.172253 & -1.3343 & 0.09358 \tabularnewline
15 & -0.13665 & -1.0585 & 0.147038 \tabularnewline
16 & -0.093717 & -0.7259 & 0.235353 \tabularnewline
17 & 0.038309 & 0.2967 & 0.383846 \tabularnewline
18 & 0.16666 & 1.2909 & 0.100838 \tabularnewline
19 & -0.07131 & -0.5524 & 0.291376 \tabularnewline
20 & -0.216374 & -1.676 & 0.049468 \tabularnewline
21 & -0.09426 & -0.7301 & 0.234075 \tabularnewline
22 & -0.070039 & -0.5425 & 0.294734 \tabularnewline
23 & -0.1624 & -1.2579 & 0.106643 \tabularnewline
24 & 0.095159 & 0.7371 & 0.231968 \tabularnewline
25 & -0.021999 & -0.1704 & 0.432632 \tabularnewline
26 & 0.073799 & 0.5716 & 0.284849 \tabularnewline
27 & 0.048719 & 0.3774 & 0.353614 \tabularnewline
28 & -0.184632 & -1.4302 & 0.07893 \tabularnewline
29 & -0.035948 & -0.2785 & 0.390811 \tabularnewline
30 & -0.080489 & -0.6235 & 0.267672 \tabularnewline
31 & -0.009905 & -0.0767 & 0.469548 \tabularnewline
32 & 0.027743 & 0.2149 & 0.415288 \tabularnewline
33 & 0.174161 & 1.349 & 0.091196 \tabularnewline
34 & -0.024677 & -0.1912 & 0.424526 \tabularnewline
35 & -0.066831 & -0.5177 & 0.303294 \tabularnewline
36 & 0.025254 & 0.1956 & 0.422785 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28305&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]0.560628[/C][C]4.3426[/C][C]2.8e-05[/C][/ROW]
[ROW][C]2[/C][C]0.193508[/C][C]1.4989[/C][C]0.069571[/C][/ROW]
[ROW][C]3[/C][C]0.199857[/C][C]1.5481[/C][C]0.06343[/C][/ROW]
[ROW][C]4[/C][C]0.024102[/C][C]0.1867[/C][C]0.426265[/C][/ROW]
[ROW][C]5[/C][C]0.310878[/C][C]2.408[/C][C]0.009564[/C][/ROW]
[ROW][C]6[/C][C]-0.035676[/C][C]-0.2763[/C][C]0.391617[/C][/ROW]
[ROW][C]7[/C][C]0.056791[/C][C]0.4399[/C][C]0.330793[/C][/ROW]
[ROW][C]8[/C][C]-0.254175[/C][C]-1.9688[/C][C]0.026798[/C][/ROW]
[ROW][C]9[/C][C]0.0192[/C][C]0.1487[/C][C]0.441135[/C][/ROW]
[ROW][C]10[/C][C]0.033271[/C][C]0.2577[/C][C]0.398754[/C][/ROW]
[ROW][C]11[/C][C]0.179914[/C][C]1.3936[/C][C]0.084288[/C][/ROW]
[ROW][C]12[/C][C]0.145084[/C][C]1.1238[/C][C]0.132783[/C][/ROW]
[ROW][C]13[/C][C]-0.060027[/C][C]-0.465[/C][C]0.321819[/C][/ROW]
[ROW][C]14[/C][C]-0.172253[/C][C]-1.3343[/C][C]0.09358[/C][/ROW]
[ROW][C]15[/C][C]-0.13665[/C][C]-1.0585[/C][C]0.147038[/C][/ROW]
[ROW][C]16[/C][C]-0.093717[/C][C]-0.7259[/C][C]0.235353[/C][/ROW]
[ROW][C]17[/C][C]0.038309[/C][C]0.2967[/C][C]0.383846[/C][/ROW]
[ROW][C]18[/C][C]0.16666[/C][C]1.2909[/C][C]0.100838[/C][/ROW]
[ROW][C]19[/C][C]-0.07131[/C][C]-0.5524[/C][C]0.291376[/C][/ROW]
[ROW][C]20[/C][C]-0.216374[/C][C]-1.676[/C][C]0.049468[/C][/ROW]
[ROW][C]21[/C][C]-0.09426[/C][C]-0.7301[/C][C]0.234075[/C][/ROW]
[ROW][C]22[/C][C]-0.070039[/C][C]-0.5425[/C][C]0.294734[/C][/ROW]
[ROW][C]23[/C][C]-0.1624[/C][C]-1.2579[/C][C]0.106643[/C][/ROW]
[ROW][C]24[/C][C]0.095159[/C][C]0.7371[/C][C]0.231968[/C][/ROW]
[ROW][C]25[/C][C]-0.021999[/C][C]-0.1704[/C][C]0.432632[/C][/ROW]
[ROW][C]26[/C][C]0.073799[/C][C]0.5716[/C][C]0.284849[/C][/ROW]
[ROW][C]27[/C][C]0.048719[/C][C]0.3774[/C][C]0.353614[/C][/ROW]
[ROW][C]28[/C][C]-0.184632[/C][C]-1.4302[/C][C]0.07893[/C][/ROW]
[ROW][C]29[/C][C]-0.035948[/C][C]-0.2785[/C][C]0.390811[/C][/ROW]
[ROW][C]30[/C][C]-0.080489[/C][C]-0.6235[/C][C]0.267672[/C][/ROW]
[ROW][C]31[/C][C]-0.009905[/C][C]-0.0767[/C][C]0.469548[/C][/ROW]
[ROW][C]32[/C][C]0.027743[/C][C]0.2149[/C][C]0.415288[/C][/ROW]
[ROW][C]33[/C][C]0.174161[/C][C]1.349[/C][C]0.091196[/C][/ROW]
[ROW][C]34[/C][C]-0.024677[/C][C]-0.1912[/C][C]0.424526[/C][/ROW]
[ROW][C]35[/C][C]-0.066831[/C][C]-0.5177[/C][C]0.303294[/C][/ROW]
[ROW][C]36[/C][C]0.025254[/C][C]0.1956[/C][C]0.422785[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28305&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28305&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	0.560628	4.3426	2.8e-05
2	0.193508	1.4989	0.069571
3	0.199857	1.5481	0.06343
4	0.024102	0.1867	0.426265
5	0.310878	2.408	0.009564
6	-0.035676	-0.2763	0.391617
7	0.056791	0.4399	0.330793
8	-0.254175	-1.9688	0.026798
9	0.0192	0.1487	0.441135
10	0.033271	0.2577	0.398754
11	0.179914	1.3936	0.084288
12	0.145084	1.1238	0.132783
13	-0.060027	-0.465	0.321819
14	-0.172253	-1.3343	0.09358
15	-0.13665	-1.0585	0.147038
16	-0.093717	-0.7259	0.235353
17	0.038309	0.2967	0.383846
18	0.16666	1.2909	0.100838
19	-0.07131	-0.5524	0.291376
20	-0.216374	-1.676	0.049468
21	-0.09426	-0.7301	0.234075
22	-0.070039	-0.5425	0.294734
23	-0.1624	-1.2579	0.106643
24	0.095159	0.7371	0.231968
25	-0.021999	-0.1704	0.432632
26	0.073799	0.5716	0.284849
27	0.048719	0.3774	0.353614
28	-0.184632	-1.4302	0.07893
29	-0.035948	-0.2785	0.390811
30	-0.080489	-0.6235	0.267672
31	-0.009905	-0.0767	0.469548
32	0.027743	0.2149	0.415288
33	0.174161	1.349	0.091196
34	-0.024677	-0.1912	0.424526
35	-0.066831	-0.5177	0.303294
36	0.025254	0.1956	0.422785

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