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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 05:46:33 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/03/t1228308439cs28q7dqqvhr0ki.htm/, Retrieved Sun, 19 May 2024 07:11:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28668, Retrieved Sun, 19 May 2024 07:11:21 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

non stationary time series totaal Q8 ACF

Estimated Impact

207

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:31:28] [b98453cac15ba1066b407e146608df68]
F RM D  [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-02 20:37:52] [47f64d63202c1921bd27f3073f07a153]
F    D    [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-02 20:40:11] [47f64d63202c1921bd27f3073f07a153]
-           [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-02 20:41:59] [47f64d63202c1921bd27f3073f07a153]
-   P           [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:46:33] [74c7506a1ea162af3aa8be25bcd05d28] [Current]
F   P             [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:56:37] [47f64d63202c1921bd27f3073f07a153] 

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Dataseries X:

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Histogram

Boxplots

8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
6.8

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28668&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]2 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=28668&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28668&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.038409	-0.2633	0.396729
2	-0.091036	-0.6241	0.267785
3	-0.189618	-1.3	0.099977
4	-0.40043	-2.7452	0.00427
5	0.080934	0.5549	0.290811
6	0.137241	0.9409	0.17579
7	0.030054	0.206	0.418824
8	0.149402	1.0243	0.15548
9	-0.180108	-1.2348	0.111529
10	-0.09457	-0.6483	0.259961
11	0.187906	1.2882	0.101988
12	-0.032488	-0.2227	0.412358
13	0.110356	0.7566	0.226543
14	-0.025086	-0.172	0.432095
15	-0.082963	-0.5688	0.286112
16	-0.024276	-0.1664	0.434267
17	-0.152029	-1.0423	0.151312
18	0.140516	0.9633	0.170157
19	-0.070906	-0.4861	0.314574
20	0.101597	0.6965	0.244769
21	0.010643	0.073	0.471071
22	-0.037713	-0.2585	0.398558
23	0.020059	0.1375	0.445606
24	-0.075594	-0.5182	0.303359
25	-0.012086	-0.0829	0.467158
26	0.197705	1.3554	0.090884
27	-0.082556	-0.566	0.287051
28	-0.019048	-0.1306	0.448329
29	-0.098529	-0.6755	0.251341
30	-0.181731	-1.2459	0.10949
31	0.160917	1.1032	0.13778
32	0.09053	0.6206	0.268916
33	0.095756	0.6565	0.257361
34	0.072178	0.4948	0.311515
35	-0.152121	-1.0429	0.151167
36	-0.111499	-0.7644	0.224225

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.038409 & -0.2633 & 0.396729 \tabularnewline
2 & -0.091036 & -0.6241 & 0.267785 \tabularnewline
3 & -0.189618 & -1.3 & 0.099977 \tabularnewline
4 & -0.40043 & -2.7452 & 0.00427 \tabularnewline
5 & 0.080934 & 0.5549 & 0.290811 \tabularnewline
6 & 0.137241 & 0.9409 & 0.17579 \tabularnewline
7 & 0.030054 & 0.206 & 0.418824 \tabularnewline
8 & 0.149402 & 1.0243 & 0.15548 \tabularnewline
9 & -0.180108 & -1.2348 & 0.111529 \tabularnewline
10 & -0.09457 & -0.6483 & 0.259961 \tabularnewline
11 & 0.187906 & 1.2882 & 0.101988 \tabularnewline
12 & -0.032488 & -0.2227 & 0.412358 \tabularnewline
13 & 0.110356 & 0.7566 & 0.226543 \tabularnewline
14 & -0.025086 & -0.172 & 0.432095 \tabularnewline
15 & -0.082963 & -0.5688 & 0.286112 \tabularnewline
16 & -0.024276 & -0.1664 & 0.434267 \tabularnewline
17 & -0.152029 & -1.0423 & 0.151312 \tabularnewline
18 & 0.140516 & 0.9633 & 0.170157 \tabularnewline
19 & -0.070906 & -0.4861 & 0.314574 \tabularnewline
20 & 0.101597 & 0.6965 & 0.244769 \tabularnewline
21 & 0.010643 & 0.073 & 0.471071 \tabularnewline
22 & -0.037713 & -0.2585 & 0.398558 \tabularnewline
23 & 0.020059 & 0.1375 & 0.445606 \tabularnewline
24 & -0.075594 & -0.5182 & 0.303359 \tabularnewline
25 & -0.012086 & -0.0829 & 0.467158 \tabularnewline
26 & 0.197705 & 1.3554 & 0.090884 \tabularnewline
27 & -0.082556 & -0.566 & 0.287051 \tabularnewline
28 & -0.019048 & -0.1306 & 0.448329 \tabularnewline
29 & -0.098529 & -0.6755 & 0.251341 \tabularnewline
30 & -0.181731 & -1.2459 & 0.10949 \tabularnewline
31 & 0.160917 & 1.1032 & 0.13778 \tabularnewline
32 & 0.09053 & 0.6206 & 0.268916 \tabularnewline
33 & 0.095756 & 0.6565 & 0.257361 \tabularnewline
34 & 0.072178 & 0.4948 & 0.311515 \tabularnewline
35 & -0.152121 & -1.0429 & 0.151167 \tabularnewline
36 & -0.111499 & -0.7644 & 0.224225 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28668&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]-0.038409[/C][C]-0.2633[/C][C]0.396729[/C][/ROW]
[ROW][C]2[/C][C]-0.091036[/C][C]-0.6241[/C][C]0.267785[/C][/ROW]
[ROW][C]3[/C][C]-0.189618[/C][C]-1.3[/C][C]0.099977[/C][/ROW]
[ROW][C]4[/C][C]-0.40043[/C][C]-2.7452[/C][C]0.00427[/C][/ROW]
[ROW][C]5[/C][C]0.080934[/C][C]0.5549[/C][C]0.290811[/C][/ROW]
[ROW][C]6[/C][C]0.137241[/C][C]0.9409[/C][C]0.17579[/C][/ROW]
[ROW][C]7[/C][C]0.030054[/C][C]0.206[/C][C]0.418824[/C][/ROW]
[ROW][C]8[/C][C]0.149402[/C][C]1.0243[/C][C]0.15548[/C][/ROW]
[ROW][C]9[/C][C]-0.180108[/C][C]-1.2348[/C][C]0.111529[/C][/ROW]
[ROW][C]10[/C][C]-0.09457[/C][C]-0.6483[/C][C]0.259961[/C][/ROW]
[ROW][C]11[/C][C]0.187906[/C][C]1.2882[/C][C]0.101988[/C][/ROW]
[ROW][C]12[/C][C]-0.032488[/C][C]-0.2227[/C][C]0.412358[/C][/ROW]
[ROW][C]13[/C][C]0.110356[/C][C]0.7566[/C][C]0.226543[/C][/ROW]
[ROW][C]14[/C][C]-0.025086[/C][C]-0.172[/C][C]0.432095[/C][/ROW]
[ROW][C]15[/C][C]-0.082963[/C][C]-0.5688[/C][C]0.286112[/C][/ROW]
[ROW][C]16[/C][C]-0.024276[/C][C]-0.1664[/C][C]0.434267[/C][/ROW]
[ROW][C]17[/C][C]-0.152029[/C][C]-1.0423[/C][C]0.151312[/C][/ROW]
[ROW][C]18[/C][C]0.140516[/C][C]0.9633[/C][C]0.170157[/C][/ROW]
[ROW][C]19[/C][C]-0.070906[/C][C]-0.4861[/C][C]0.314574[/C][/ROW]
[ROW][C]20[/C][C]0.101597[/C][C]0.6965[/C][C]0.244769[/C][/ROW]
[ROW][C]21[/C][C]0.010643[/C][C]0.073[/C][C]0.471071[/C][/ROW]
[ROW][C]22[/C][C]-0.037713[/C][C]-0.2585[/C][C]0.398558[/C][/ROW]
[ROW][C]23[/C][C]0.020059[/C][C]0.1375[/C][C]0.445606[/C][/ROW]
[ROW][C]24[/C][C]-0.075594[/C][C]-0.5182[/C][C]0.303359[/C][/ROW]
[ROW][C]25[/C][C]-0.012086[/C][C]-0.0829[/C][C]0.467158[/C][/ROW]
[ROW][C]26[/C][C]0.197705[/C][C]1.3554[/C][C]0.090884[/C][/ROW]
[ROW][C]27[/C][C]-0.082556[/C][C]-0.566[/C][C]0.287051[/C][/ROW]
[ROW][C]28[/C][C]-0.019048[/C][C]-0.1306[/C][C]0.448329[/C][/ROW]
[ROW][C]29[/C][C]-0.098529[/C][C]-0.6755[/C][C]0.251341[/C][/ROW]
[ROW][C]30[/C][C]-0.181731[/C][C]-1.2459[/C][C]0.10949[/C][/ROW]
[ROW][C]31[/C][C]0.160917[/C][C]1.1032[/C][C]0.13778[/C][/ROW]
[ROW][C]32[/C][C]0.09053[/C][C]0.6206[/C][C]0.268916[/C][/ROW]
[ROW][C]33[/C][C]0.095756[/C][C]0.6565[/C][C]0.257361[/C][/ROW]
[ROW][C]34[/C][C]0.072178[/C][C]0.4948[/C][C]0.311515[/C][/ROW]
[ROW][C]35[/C][C]-0.152121[/C][C]-1.0429[/C][C]0.151167[/C][/ROW]
[ROW][C]36[/C][C]-0.111499[/C][C]-0.7644[/C][C]0.224225[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28668&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28668&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	-0.038409	-0.2633	0.396729
2	-0.091036	-0.6241	0.267785
3	-0.189618	-1.3	0.099977
4	-0.40043	-2.7452	0.00427
5	0.080934	0.5549	0.290811
6	0.137241	0.9409	0.17579
7	0.030054	0.206	0.418824
8	0.149402	1.0243	0.15548
9	-0.180108	-1.2348	0.111529
10	-0.09457	-0.6483	0.259961
11	0.187906	1.2882	0.101988
12	-0.032488	-0.2227	0.412358
13	0.110356	0.7566	0.226543
14	-0.025086	-0.172	0.432095
15	-0.082963	-0.5688	0.286112
16	-0.024276	-0.1664	0.434267
17	-0.152029	-1.0423	0.151312
18	0.140516	0.9633	0.170157
19	-0.070906	-0.4861	0.314574
20	0.101597	0.6965	0.244769
21	0.010643	0.073	0.471071
22	-0.037713	-0.2585	0.398558
23	0.020059	0.1375	0.445606
24	-0.075594	-0.5182	0.303359
25	-0.012086	-0.0829	0.467158
26	0.197705	1.3554	0.090884
27	-0.082556	-0.566	0.287051
28	-0.019048	-0.1306	0.448329
29	-0.098529	-0.6755	0.251341
30	-0.181731	-1.2459	0.10949
31	0.160917	1.1032	0.13778
32	0.09053	0.6206	0.268916
33	0.095756	0.6565	0.257361
34	0.072178	0.4948	0.311515
35	-0.152121	-1.0429	0.151167
36	-0.111499	-0.7644	0.224225

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.038409	-0.2633	0.396729
2	-0.092648	-0.6352	0.264201
3	-0.198996	-1.3643	0.089493
4	-0.450929	-3.0914	0.001673
5	-0.059263	-0.4063	0.343189
6	-0.001558	-0.0107	0.495761
7	-0.158448	-1.0863	0.141452
8	-0.028591	-0.196	0.422724
9	-0.168478	-1.155	0.126959
10	-0.119183	-0.8171	0.209004
11	0.153648	1.0534	0.148781
12	-0.012349	-0.0847	0.466446
13	0.00151	0.0104	0.495892
14	0.005895	0.0404	0.483968
15	0.129902	0.8906	0.18885
16	-0.008284	-0.0568	0.477477
17	-0.159236	-1.0917	0.140272
18	0.143027	0.9805	0.165919
19	-0.200816	-1.3767	0.08756
20	0.087485	0.5998	0.275771
21	-0.077127	-0.5288	0.299731
22	-0.034477	-0.2364	0.407088
23	-0.040655	-0.2787	0.390843
24	-0.090577	-0.621	0.268811
25	0.002502	0.0172	0.493193
26	0.121753	0.8347	0.204055
27	-0.023703	-0.1625	0.435803
28	-0.022166	-0.152	0.439933
29	-0.147171	-1.009	0.159081
30	-0.031566	-0.2164	0.414804
31	-0.010426	-0.0715	0.47166
32	0.037603	0.2578	0.398847
33	-0.022177	-0.152	0.439904
34	-0.03877	-0.2658	0.395781
35	0.111278	0.7629	0.224672
36	-0.124462	-0.8533	0.198919

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.038409 & -0.2633 & 0.396729 \tabularnewline
2 & -0.092648 & -0.6352 & 0.264201 \tabularnewline
3 & -0.198996 & -1.3643 & 0.089493 \tabularnewline
4 & -0.450929 & -3.0914 & 0.001673 \tabularnewline
5 & -0.059263 & -0.4063 & 0.343189 \tabularnewline
6 & -0.001558 & -0.0107 & 0.495761 \tabularnewline
7 & -0.158448 & -1.0863 & 0.141452 \tabularnewline
8 & -0.028591 & -0.196 & 0.422724 \tabularnewline
9 & -0.168478 & -1.155 & 0.126959 \tabularnewline
10 & -0.119183 & -0.8171 & 0.209004 \tabularnewline
11 & 0.153648 & 1.0534 & 0.148781 \tabularnewline
12 & -0.012349 & -0.0847 & 0.466446 \tabularnewline
13 & 0.00151 & 0.0104 & 0.495892 \tabularnewline
14 & 0.005895 & 0.0404 & 0.483968 \tabularnewline
15 & 0.129902 & 0.8906 & 0.18885 \tabularnewline
16 & -0.008284 & -0.0568 & 0.477477 \tabularnewline
17 & -0.159236 & -1.0917 & 0.140272 \tabularnewline
18 & 0.143027 & 0.9805 & 0.165919 \tabularnewline
19 & -0.200816 & -1.3767 & 0.08756 \tabularnewline
20 & 0.087485 & 0.5998 & 0.275771 \tabularnewline
21 & -0.077127 & -0.5288 & 0.299731 \tabularnewline
22 & -0.034477 & -0.2364 & 0.407088 \tabularnewline
23 & -0.040655 & -0.2787 & 0.390843 \tabularnewline
24 & -0.090577 & -0.621 & 0.268811 \tabularnewline
25 & 0.002502 & 0.0172 & 0.493193 \tabularnewline
26 & 0.121753 & 0.8347 & 0.204055 \tabularnewline
27 & -0.023703 & -0.1625 & 0.435803 \tabularnewline
28 & -0.022166 & -0.152 & 0.439933 \tabularnewline
29 & -0.147171 & -1.009 & 0.159081 \tabularnewline
30 & -0.031566 & -0.2164 & 0.414804 \tabularnewline
31 & -0.010426 & -0.0715 & 0.47166 \tabularnewline
32 & 0.037603 & 0.2578 & 0.398847 \tabularnewline
33 & -0.022177 & -0.152 & 0.439904 \tabularnewline
34 & -0.03877 & -0.2658 & 0.395781 \tabularnewline
35 & 0.111278 & 0.7629 & 0.224672 \tabularnewline
36 & -0.124462 & -0.8533 & 0.198919 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28668&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]-0.038409[/C][C]-0.2633[/C][C]0.396729[/C][/ROW]
[ROW][C]2[/C][C]-0.092648[/C][C]-0.6352[/C][C]0.264201[/C][/ROW]
[ROW][C]3[/C][C]-0.198996[/C][C]-1.3643[/C][C]0.089493[/C][/ROW]
[ROW][C]4[/C][C]-0.450929[/C][C]-3.0914[/C][C]0.001673[/C][/ROW]
[ROW][C]5[/C][C]-0.059263[/C][C]-0.4063[/C][C]0.343189[/C][/ROW]
[ROW][C]6[/C][C]-0.001558[/C][C]-0.0107[/C][C]0.495761[/C][/ROW]
[ROW][C]7[/C][C]-0.158448[/C][C]-1.0863[/C][C]0.141452[/C][/ROW]
[ROW][C]8[/C][C]-0.028591[/C][C]-0.196[/C][C]0.422724[/C][/ROW]
[ROW][C]9[/C][C]-0.168478[/C][C]-1.155[/C][C]0.126959[/C][/ROW]
[ROW][C]10[/C][C]-0.119183[/C][C]-0.8171[/C][C]0.209004[/C][/ROW]
[ROW][C]11[/C][C]0.153648[/C][C]1.0534[/C][C]0.148781[/C][/ROW]
[ROW][C]12[/C][C]-0.012349[/C][C]-0.0847[/C][C]0.466446[/C][/ROW]
[ROW][C]13[/C][C]0.00151[/C][C]0.0104[/C][C]0.495892[/C][/ROW]
[ROW][C]14[/C][C]0.005895[/C][C]0.0404[/C][C]0.483968[/C][/ROW]
[ROW][C]15[/C][C]0.129902[/C][C]0.8906[/C][C]0.18885[/C][/ROW]
[ROW][C]16[/C][C]-0.008284[/C][C]-0.0568[/C][C]0.477477[/C][/ROW]
[ROW][C]17[/C][C]-0.159236[/C][C]-1.0917[/C][C]0.140272[/C][/ROW]
[ROW][C]18[/C][C]0.143027[/C][C]0.9805[/C][C]0.165919[/C][/ROW]
[ROW][C]19[/C][C]-0.200816[/C][C]-1.3767[/C][C]0.08756[/C][/ROW]
[ROW][C]20[/C][C]0.087485[/C][C]0.5998[/C][C]0.275771[/C][/ROW]
[ROW][C]21[/C][C]-0.077127[/C][C]-0.5288[/C][C]0.299731[/C][/ROW]
[ROW][C]22[/C][C]-0.034477[/C][C]-0.2364[/C][C]0.407088[/C][/ROW]
[ROW][C]23[/C][C]-0.040655[/C][C]-0.2787[/C][C]0.390843[/C][/ROW]
[ROW][C]24[/C][C]-0.090577[/C][C]-0.621[/C][C]0.268811[/C][/ROW]
[ROW][C]25[/C][C]0.002502[/C][C]0.0172[/C][C]0.493193[/C][/ROW]
[ROW][C]26[/C][C]0.121753[/C][C]0.8347[/C][C]0.204055[/C][/ROW]
[ROW][C]27[/C][C]-0.023703[/C][C]-0.1625[/C][C]0.435803[/C][/ROW]
[ROW][C]28[/C][C]-0.022166[/C][C]-0.152[/C][C]0.439933[/C][/ROW]
[ROW][C]29[/C][C]-0.147171[/C][C]-1.009[/C][C]0.159081[/C][/ROW]
[ROW][C]30[/C][C]-0.031566[/C][C]-0.2164[/C][C]0.414804[/C][/ROW]
[ROW][C]31[/C][C]-0.010426[/C][C]-0.0715[/C][C]0.47166[/C][/ROW]
[ROW][C]32[/C][C]0.037603[/C][C]0.2578[/C][C]0.398847[/C][/ROW]
[ROW][C]33[/C][C]-0.022177[/C][C]-0.152[/C][C]0.439904[/C][/ROW]
[ROW][C]34[/C][C]-0.03877[/C][C]-0.2658[/C][C]0.395781[/C][/ROW]
[ROW][C]35[/C][C]0.111278[/C][C]0.7629[/C][C]0.224672[/C][/ROW]
[ROW][C]36[/C][C]-0.124462[/C][C]-0.8533[/C][C]0.198919[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28668&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28668&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	-0.038409	-0.2633	0.396729
2	-0.092648	-0.6352	0.264201
3	-0.198996	-1.3643	0.089493
4	-0.450929	-3.0914	0.001673
5	-0.059263	-0.4063	0.343189
6	-0.001558	-0.0107	0.495761
7	-0.158448	-1.0863	0.141452
8	-0.028591	-0.196	0.422724
9	-0.168478	-1.155	0.126959
10	-0.119183	-0.8171	0.209004
11	0.153648	1.0534	0.148781
12	-0.012349	-0.0847	0.466446
13	0.00151	0.0104	0.495892
14	0.005895	0.0404	0.483968
15	0.129902	0.8906	0.18885
16	-0.008284	-0.0568	0.477477
17	-0.159236	-1.0917	0.140272
18	0.143027	0.9805	0.165919
19	-0.200816	-1.3767	0.08756
20	0.087485	0.5998	0.275771
21	-0.077127	-0.5288	0.299731
22	-0.034477	-0.2364	0.407088
23	-0.040655	-0.2787	0.390843
24	-0.090577	-0.621	0.268811
25	0.002502	0.0172	0.493193
26	0.121753	0.8347	0.204055
27	-0.023703	-0.1625	0.435803
28	-0.022166	-0.152	0.439933
29	-0.147171	-1.009	0.159081
30	-0.031566	-0.2164	0.414804
31	-0.010426	-0.0715	0.47166
32	0.037603	0.2578	0.398847
33	-0.022177	-0.152	0.439904
34	-0.03877	-0.2658	0.395781
35	0.111278	0.7629	0.224672
36	-0.124462	-0.8533	0.198919

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 2 ; 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