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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 03 Dec 2008 14:25:22 -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/03/t1228339579dfdivnq1631ojix.htm/, Retrieved Sun, 19 May 2024 04:24:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28891, Retrieved Sun, 19 May 2024 04:24:17 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

201

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] [blok 17 Q6 ACF] [2008-12-02 20:15:24] [6173c35e31b784a490c8cd5476f785d4]
-    D    [(Partial) Autocorrelation Function] [blok 17 Q8 acf x(t)] [2008-12-03 21:00:52] [6173c35e31b784a490c8cd5476f785d4]
-   PD      [(Partial) Autocorrelation Function] [blok 17 Q8 acf x(...] [2008-12-03 21:05:57] [6173c35e31b784a490c8cd5476f785d4]
-   P         [(Partial) Autocorrelation Function] [blok 17 Q8 acf x(...] [2008-12-03 21:08:53] [6173c35e31b784a490c8cd5476f785d4]
-   PD          [(Partial) Autocorrelation Function] [blok 17 Q8 acf y(t)] [2008-12-03 21:21:49] [6173c35e31b784a490c8cd5476f785d4]
-   PD              [(Partial) Autocorrelation Function] [blok 17 Q8 acf y(...] [2008-12-03 21:25:22] [1237f4df7e9be807e4c0a07b90c45721] [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=28891&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=28891&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28891&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	0.201031	1.5572	0.062344
2	0.238919	1.8507	0.034572
3	0.240016	1.8592	0.033955
4	-0.014608	-0.1132	0.455143
5	0.16925	1.311	0.097426
6	0.034779	0.2694	0.394273
7	0.093405	0.7235	0.236089
8	0.1819	1.409	0.082
9	0.006078	0.0471	0.481302
10	0.077086	0.5971	0.276343
11	0.004342	0.0336	0.486641
12	-0.282495	-2.1882	0.01628
13	-0.08641	-0.6693	0.252928
14	-0.122088	-0.9457	0.174049
15	0.010849	0.084	0.466654
16	-0.011755	-0.0911	0.463877
17	0.135852	1.0523	0.148439
18	0.180828	1.4007	0.083229
19	-0.042503	-0.3292	0.371566
20	0.014358	0.1112	0.455908
21	0.108046	0.8369	0.20298
22	-0.098457	-0.7626	0.224331
23	0.133987	1.0379	0.151751
24	-0.030041	-0.2327	0.408394
25	-0.037297	-0.2889	0.386827
26	0.073397	0.5685	0.285899
27	-0.130311	-1.0094	0.158421
28	0.022387	0.1734	0.431457
29	-0.201128	-1.5579	0.062254
30	-0.297642	-2.3055	0.012305
31	-0.064745	-0.5015	0.308923
32	-0.103055	-0.7983	0.213933
33	-0.157077	-1.2167	0.114239
34	-0.058623	-0.4541	0.325701
35	-0.176293	-1.3656	0.088587
36	-0.063526	-0.4921	0.312233

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.201031 & 1.5572 & 0.062344 \tabularnewline
2 & 0.238919 & 1.8507 & 0.034572 \tabularnewline
3 & 0.240016 & 1.8592 & 0.033955 \tabularnewline
4 & -0.014608 & -0.1132 & 0.455143 \tabularnewline
5 & 0.16925 & 1.311 & 0.097426 \tabularnewline
6 & 0.034779 & 0.2694 & 0.394273 \tabularnewline
7 & 0.093405 & 0.7235 & 0.236089 \tabularnewline
8 & 0.1819 & 1.409 & 0.082 \tabularnewline
9 & 0.006078 & 0.0471 & 0.481302 \tabularnewline
10 & 0.077086 & 0.5971 & 0.276343 \tabularnewline
11 & 0.004342 & 0.0336 & 0.486641 \tabularnewline
12 & -0.282495 & -2.1882 & 0.01628 \tabularnewline
13 & -0.08641 & -0.6693 & 0.252928 \tabularnewline
14 & -0.122088 & -0.9457 & 0.174049 \tabularnewline
15 & 0.010849 & 0.084 & 0.466654 \tabularnewline
16 & -0.011755 & -0.0911 & 0.463877 \tabularnewline
17 & 0.135852 & 1.0523 & 0.148439 \tabularnewline
18 & 0.180828 & 1.4007 & 0.083229 \tabularnewline
19 & -0.042503 & -0.3292 & 0.371566 \tabularnewline
20 & 0.014358 & 0.1112 & 0.455908 \tabularnewline
21 & 0.108046 & 0.8369 & 0.20298 \tabularnewline
22 & -0.098457 & -0.7626 & 0.224331 \tabularnewline
23 & 0.133987 & 1.0379 & 0.151751 \tabularnewline
24 & -0.030041 & -0.2327 & 0.408394 \tabularnewline
25 & -0.037297 & -0.2889 & 0.386827 \tabularnewline
26 & 0.073397 & 0.5685 & 0.285899 \tabularnewline
27 & -0.130311 & -1.0094 & 0.158421 \tabularnewline
28 & 0.022387 & 0.1734 & 0.431457 \tabularnewline
29 & -0.201128 & -1.5579 & 0.062254 \tabularnewline
30 & -0.297642 & -2.3055 & 0.012305 \tabularnewline
31 & -0.064745 & -0.5015 & 0.308923 \tabularnewline
32 & -0.103055 & -0.7983 & 0.213933 \tabularnewline
33 & -0.157077 & -1.2167 & 0.114239 \tabularnewline
34 & -0.058623 & -0.4541 & 0.325701 \tabularnewline
35 & -0.176293 & -1.3656 & 0.088587 \tabularnewline
36 & -0.063526 & -0.4921 & 0.312233 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28891&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]0.201031[/C][C]1.5572[/C][C]0.062344[/C][/ROW]
[ROW][C]2[/C][C]0.238919[/C][C]1.8507[/C][C]0.034572[/C][/ROW]
[ROW][C]3[/C][C]0.240016[/C][C]1.8592[/C][C]0.033955[/C][/ROW]
[ROW][C]4[/C][C]-0.014608[/C][C]-0.1132[/C][C]0.455143[/C][/ROW]
[ROW][C]5[/C][C]0.16925[/C][C]1.311[/C][C]0.097426[/C][/ROW]
[ROW][C]6[/C][C]0.034779[/C][C]0.2694[/C][C]0.394273[/C][/ROW]
[ROW][C]7[/C][C]0.093405[/C][C]0.7235[/C][C]0.236089[/C][/ROW]
[ROW][C]8[/C][C]0.1819[/C][C]1.409[/C][C]0.082[/C][/ROW]
[ROW][C]9[/C][C]0.006078[/C][C]0.0471[/C][C]0.481302[/C][/ROW]
[ROW][C]10[/C][C]0.077086[/C][C]0.5971[/C][C]0.276343[/C][/ROW]
[ROW][C]11[/C][C]0.004342[/C][C]0.0336[/C][C]0.486641[/C][/ROW]
[ROW][C]12[/C][C]-0.282495[/C][C]-2.1882[/C][C]0.01628[/C][/ROW]
[ROW][C]13[/C][C]-0.08641[/C][C]-0.6693[/C][C]0.252928[/C][/ROW]
[ROW][C]14[/C][C]-0.122088[/C][C]-0.9457[/C][C]0.174049[/C][/ROW]
[ROW][C]15[/C][C]0.010849[/C][C]0.084[/C][C]0.466654[/C][/ROW]
[ROW][C]16[/C][C]-0.011755[/C][C]-0.0911[/C][C]0.463877[/C][/ROW]
[ROW][C]17[/C][C]0.135852[/C][C]1.0523[/C][C]0.148439[/C][/ROW]
[ROW][C]18[/C][C]0.180828[/C][C]1.4007[/C][C]0.083229[/C][/ROW]
[ROW][C]19[/C][C]-0.042503[/C][C]-0.3292[/C][C]0.371566[/C][/ROW]
[ROW][C]20[/C][C]0.014358[/C][C]0.1112[/C][C]0.455908[/C][/ROW]
[ROW][C]21[/C][C]0.108046[/C][C]0.8369[/C][C]0.20298[/C][/ROW]
[ROW][C]22[/C][C]-0.098457[/C][C]-0.7626[/C][C]0.224331[/C][/ROW]
[ROW][C]23[/C][C]0.133987[/C][C]1.0379[/C][C]0.151751[/C][/ROW]
[ROW][C]24[/C][C]-0.030041[/C][C]-0.2327[/C][C]0.408394[/C][/ROW]
[ROW][C]25[/C][C]-0.037297[/C][C]-0.2889[/C][C]0.386827[/C][/ROW]
[ROW][C]26[/C][C]0.073397[/C][C]0.5685[/C][C]0.285899[/C][/ROW]
[ROW][C]27[/C][C]-0.130311[/C][C]-1.0094[/C][C]0.158421[/C][/ROW]
[ROW][C]28[/C][C]0.022387[/C][C]0.1734[/C][C]0.431457[/C][/ROW]
[ROW][C]29[/C][C]-0.201128[/C][C]-1.5579[/C][C]0.062254[/C][/ROW]
[ROW][C]30[/C][C]-0.297642[/C][C]-2.3055[/C][C]0.012305[/C][/ROW]
[ROW][C]31[/C][C]-0.064745[/C][C]-0.5015[/C][C]0.308923[/C][/ROW]
[ROW][C]32[/C][C]-0.103055[/C][C]-0.7983[/C][C]0.213933[/C][/ROW]
[ROW][C]33[/C][C]-0.157077[/C][C]-1.2167[/C][C]0.114239[/C][/ROW]
[ROW][C]34[/C][C]-0.058623[/C][C]-0.4541[/C][C]0.325701[/C][/ROW]
[ROW][C]35[/C][C]-0.176293[/C][C]-1.3656[/C][C]0.088587[/C][/ROW]
[ROW][C]36[/C][C]-0.063526[/C][C]-0.4921[/C][C]0.312233[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28891&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28891&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	0.201031	1.5572	0.062344
2	0.238919	1.8507	0.034572
3	0.240016	1.8592	0.033955
4	-0.014608	-0.1132	0.455143
5	0.16925	1.311	0.097426
6	0.034779	0.2694	0.394273
7	0.093405	0.7235	0.236089
8	0.1819	1.409	0.082
9	0.006078	0.0471	0.481302
10	0.077086	0.5971	0.276343
11	0.004342	0.0336	0.486641
12	-0.282495	-2.1882	0.01628
13	-0.08641	-0.6693	0.252928
14	-0.122088	-0.9457	0.174049
15	0.010849	0.084	0.466654
16	-0.011755	-0.0911	0.463877
17	0.135852	1.0523	0.148439
18	0.180828	1.4007	0.083229
19	-0.042503	-0.3292	0.371566
20	0.014358	0.1112	0.455908
21	0.108046	0.8369	0.20298
22	-0.098457	-0.7626	0.224331
23	0.133987	1.0379	0.151751
24	-0.030041	-0.2327	0.408394
25	-0.037297	-0.2889	0.386827
26	0.073397	0.5685	0.285899
27	-0.130311	-1.0094	0.158421
28	0.022387	0.1734	0.431457
29	-0.201128	-1.5579	0.062254
30	-0.297642	-2.3055	0.012305
31	-0.064745	-0.5015	0.308923
32	-0.103055	-0.7983	0.213933
33	-0.157077	-1.2167	0.114239
34	-0.058623	-0.4541	0.325701
35	-0.176293	-1.3656	0.088587
36	-0.063526	-0.4921	0.312233

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.201031	1.5572	0.062344
2	0.206865	1.6024	0.057163
3	0.174558	1.3521	0.090706
4	-0.137082	-1.0618	0.146284
5	0.119424	0.9251	0.179322
6	-0.020259	-0.1569	0.437915
7	0.082532	0.6393	0.262535
8	0.108296	0.8389	0.202439
9	-0.051105	-0.3959	0.346808
10	-0.018762	-0.1453	0.44247
11	-0.040688	-0.3152	0.376864
12	-0.317892	-2.4624	0.008345
13	-0.048031	-0.372	0.355586
14	0.02681	0.2077	0.418096
15	0.17296	1.3397	0.09269
16	-0.053752	-0.4164	0.339316
17	0.256928	1.9902	0.025568
18	0.131599	1.0194	0.156063
19	-0.096243	-0.7455	0.229441
20	-0.060854	-0.4714	0.319542
21	0.190091	1.4724	0.073065
22	-0.172838	-1.3388	0.092844
23	0.109641	0.8493	0.199551
24	-0.248041	-1.9213	0.029723
25	-0.153187	-1.1866	0.120035
26	-0.092695	-0.718	0.237768
27	0.048381	0.3748	0.35458
28	-0.086769	-0.6721	0.252048
29	-0.02569	-0.199	0.42147
30	-0.136576	-1.0579	0.147168
31	0.089216	0.6911	0.246094
32	0.067209	0.5206	0.302282
33	0.077802	0.6027	0.274506
34	-0.115135	-0.8918	0.188023
35	0.003879	0.03	0.488064
36	-0.07509	-0.5816	0.281494

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.201031 & 1.5572 & 0.062344 \tabularnewline
2 & 0.206865 & 1.6024 & 0.057163 \tabularnewline
3 & 0.174558 & 1.3521 & 0.090706 \tabularnewline
4 & -0.137082 & -1.0618 & 0.146284 \tabularnewline
5 & 0.119424 & 0.9251 & 0.179322 \tabularnewline
6 & -0.020259 & -0.1569 & 0.437915 \tabularnewline
7 & 0.082532 & 0.6393 & 0.262535 \tabularnewline
8 & 0.108296 & 0.8389 & 0.202439 \tabularnewline
9 & -0.051105 & -0.3959 & 0.346808 \tabularnewline
10 & -0.018762 & -0.1453 & 0.44247 \tabularnewline
11 & -0.040688 & -0.3152 & 0.376864 \tabularnewline
12 & -0.317892 & -2.4624 & 0.008345 \tabularnewline
13 & -0.048031 & -0.372 & 0.355586 \tabularnewline
14 & 0.02681 & 0.2077 & 0.418096 \tabularnewline
15 & 0.17296 & 1.3397 & 0.09269 \tabularnewline
16 & -0.053752 & -0.4164 & 0.339316 \tabularnewline
17 & 0.256928 & 1.9902 & 0.025568 \tabularnewline
18 & 0.131599 & 1.0194 & 0.156063 \tabularnewline
19 & -0.096243 & -0.7455 & 0.229441 \tabularnewline
20 & -0.060854 & -0.4714 & 0.319542 \tabularnewline
21 & 0.190091 & 1.4724 & 0.073065 \tabularnewline
22 & -0.172838 & -1.3388 & 0.092844 \tabularnewline
23 & 0.109641 & 0.8493 & 0.199551 \tabularnewline
24 & -0.248041 & -1.9213 & 0.029723 \tabularnewline
25 & -0.153187 & -1.1866 & 0.120035 \tabularnewline
26 & -0.092695 & -0.718 & 0.237768 \tabularnewline
27 & 0.048381 & 0.3748 & 0.35458 \tabularnewline
28 & -0.086769 & -0.6721 & 0.252048 \tabularnewline
29 & -0.02569 & -0.199 & 0.42147 \tabularnewline
30 & -0.136576 & -1.0579 & 0.147168 \tabularnewline
31 & 0.089216 & 0.6911 & 0.246094 \tabularnewline
32 & 0.067209 & 0.5206 & 0.302282 \tabularnewline
33 & 0.077802 & 0.6027 & 0.274506 \tabularnewline
34 & -0.115135 & -0.8918 & 0.188023 \tabularnewline
35 & 0.003879 & 0.03 & 0.488064 \tabularnewline
36 & -0.07509 & -0.5816 & 0.281494 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28891&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]0.201031[/C][C]1.5572[/C][C]0.062344[/C][/ROW]
[ROW][C]2[/C][C]0.206865[/C][C]1.6024[/C][C]0.057163[/C][/ROW]
[ROW][C]3[/C][C]0.174558[/C][C]1.3521[/C][C]0.090706[/C][/ROW]
[ROW][C]4[/C][C]-0.137082[/C][C]-1.0618[/C][C]0.146284[/C][/ROW]
[ROW][C]5[/C][C]0.119424[/C][C]0.9251[/C][C]0.179322[/C][/ROW]
[ROW][C]6[/C][C]-0.020259[/C][C]-0.1569[/C][C]0.437915[/C][/ROW]
[ROW][C]7[/C][C]0.082532[/C][C]0.6393[/C][C]0.262535[/C][/ROW]
[ROW][C]8[/C][C]0.108296[/C][C]0.8389[/C][C]0.202439[/C][/ROW]
[ROW][C]9[/C][C]-0.051105[/C][C]-0.3959[/C][C]0.346808[/C][/ROW]
[ROW][C]10[/C][C]-0.018762[/C][C]-0.1453[/C][C]0.44247[/C][/ROW]
[ROW][C]11[/C][C]-0.040688[/C][C]-0.3152[/C][C]0.376864[/C][/ROW]
[ROW][C]12[/C][C]-0.317892[/C][C]-2.4624[/C][C]0.008345[/C][/ROW]
[ROW][C]13[/C][C]-0.048031[/C][C]-0.372[/C][C]0.355586[/C][/ROW]
[ROW][C]14[/C][C]0.02681[/C][C]0.2077[/C][C]0.418096[/C][/ROW]
[ROW][C]15[/C][C]0.17296[/C][C]1.3397[/C][C]0.09269[/C][/ROW]
[ROW][C]16[/C][C]-0.053752[/C][C]-0.4164[/C][C]0.339316[/C][/ROW]
[ROW][C]17[/C][C]0.256928[/C][C]1.9902[/C][C]0.025568[/C][/ROW]
[ROW][C]18[/C][C]0.131599[/C][C]1.0194[/C][C]0.156063[/C][/ROW]
[ROW][C]19[/C][C]-0.096243[/C][C]-0.7455[/C][C]0.229441[/C][/ROW]
[ROW][C]20[/C][C]-0.060854[/C][C]-0.4714[/C][C]0.319542[/C][/ROW]
[ROW][C]21[/C][C]0.190091[/C][C]1.4724[/C][C]0.073065[/C][/ROW]
[ROW][C]22[/C][C]-0.172838[/C][C]-1.3388[/C][C]0.092844[/C][/ROW]
[ROW][C]23[/C][C]0.109641[/C][C]0.8493[/C][C]0.199551[/C][/ROW]
[ROW][C]24[/C][C]-0.248041[/C][C]-1.9213[/C][C]0.029723[/C][/ROW]
[ROW][C]25[/C][C]-0.153187[/C][C]-1.1866[/C][C]0.120035[/C][/ROW]
[ROW][C]26[/C][C]-0.092695[/C][C]-0.718[/C][C]0.237768[/C][/ROW]
[ROW][C]27[/C][C]0.048381[/C][C]0.3748[/C][C]0.35458[/C][/ROW]
[ROW][C]28[/C][C]-0.086769[/C][C]-0.6721[/C][C]0.252048[/C][/ROW]
[ROW][C]29[/C][C]-0.02569[/C][C]-0.199[/C][C]0.42147[/C][/ROW]
[ROW][C]30[/C][C]-0.136576[/C][C]-1.0579[/C][C]0.147168[/C][/ROW]
[ROW][C]31[/C][C]0.089216[/C][C]0.6911[/C][C]0.246094[/C][/ROW]
[ROW][C]32[/C][C]0.067209[/C][C]0.5206[/C][C]0.302282[/C][/ROW]
[ROW][C]33[/C][C]0.077802[/C][C]0.6027[/C][C]0.274506[/C][/ROW]
[ROW][C]34[/C][C]-0.115135[/C][C]-0.8918[/C][C]0.188023[/C][/ROW]
[ROW][C]35[/C][C]0.003879[/C][C]0.03[/C][C]0.488064[/C][/ROW]
[ROW][C]36[/C][C]-0.07509[/C][C]-0.5816[/C][C]0.281494[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28891&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28891&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	0.201031	1.5572	0.062344
2	0.206865	1.6024	0.057163
3	0.174558	1.3521	0.090706
4	-0.137082	-1.0618	0.146284
5	0.119424	0.9251	0.179322
6	-0.020259	-0.1569	0.437915
7	0.082532	0.6393	0.262535
8	0.108296	0.8389	0.202439
9	-0.051105	-0.3959	0.346808
10	-0.018762	-0.1453	0.44247
11	-0.040688	-0.3152	0.376864
12	-0.317892	-2.4624	0.008345
13	-0.048031	-0.372	0.355586
14	0.02681	0.2077	0.418096
15	0.17296	1.3397	0.09269
16	-0.053752	-0.4164	0.339316
17	0.256928	1.9902	0.025568
18	0.131599	1.0194	0.156063
19	-0.096243	-0.7455	0.229441
20	-0.060854	-0.4714	0.319542
21	0.190091	1.4724	0.073065
22	-0.172838	-1.3388	0.092844
23	0.109641	0.8493	0.199551
24	-0.248041	-1.9213	0.029723
25	-0.153187	-1.1866	0.120035
26	-0.092695	-0.718	0.237768
27	0.048381	0.3748	0.35458
28	-0.086769	-0.6721	0.252048
29	-0.02569	-0.199	0.42147
30	-0.136576	-1.0579	0.147168
31	0.089216	0.6911	0.246094
32	0.067209	0.5206	0.302282
33	0.077802	0.6027	0.274506
34	-0.115135	-0.8918	0.188023
35	0.003879	0.03	0.488064
36	-0.07509	-0.5816	0.281494

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