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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 04:06:35 -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/06/t1228561651cl2mjntfn4le9zh.htm/, Retrieved Sun, 19 May 2024 10:08:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29501, Retrieved Sun, 19 May 2024 10:08:14 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

188

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMPD    [(Partial) Autocorrelation Function] [Autocorrelation F...] [2008-12-06 11:06:35] [72e979bcc364082694890d2eccc1a66f] [Current]

Feedback Forum

2008-12-16 20:43:04 [Sofie Mertens] [reply] 
Correct. 

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29501&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29501&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29501&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.927457	7.1841	0
2	0.851275	6.5939	0
3	0.743905	5.7623	0
4	0.633761	4.9091	4e-06
5	0.522915	4.0505	7.4e-05
6	0.413096	3.1998	0.001099
7	0.308814	2.3921	0.009952
8	0.208181	1.6126	0.056043
9	0.123888	0.9596	0.170546
10	0.04955	0.3838	0.351238
11	-0.009926	-0.0769	0.469485
12	-0.045984	-0.3562	0.361475
13	-0.072517	-0.5617	0.288201
14	-0.077965	-0.6039	0.274087
15	-0.075821	-0.5873	0.279601
16	-0.07365	-0.5705	0.285239
17	-0.064157	-0.497	0.310516
18	-0.060038	-0.4651	0.321789
19	-0.056391	-0.4368	0.331912
20	-0.06975	-0.5403	0.2955
21	-0.080387	-0.6227	0.267928
22	-0.118952	-0.9214	0.180267
23	-0.158498	-1.2277	0.112173
24	-0.204914	-1.5873	0.058855
25	-0.253602	-1.9644	0.02706
26	-0.296961	-2.3003	0.012464
27	-0.335315	-2.5973	0.0059
28	-0.365668	-2.8325	0.00314
29	-0.380929	-2.9507	0.002259
30	-0.381688	-2.9565	0.002222
31	-0.37266	-2.8866	0.002703
32	-0.346405	-2.6832	0.004704
33	-0.304196	-2.3563	0.010871
34	-0.258105	-1.9993	0.025057
35	-0.205391	-1.591	0.058438
36	-0.143317	-1.1101	0.135687

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927457 & 7.1841 & 0 \tabularnewline
2 & 0.851275 & 6.5939 & 0 \tabularnewline
3 & 0.743905 & 5.7623 & 0 \tabularnewline
4 & 0.633761 & 4.9091 & 4e-06 \tabularnewline
5 & 0.522915 & 4.0505 & 7.4e-05 \tabularnewline
6 & 0.413096 & 3.1998 & 0.001099 \tabularnewline
7 & 0.308814 & 2.3921 & 0.009952 \tabularnewline
8 & 0.208181 & 1.6126 & 0.056043 \tabularnewline
9 & 0.123888 & 0.9596 & 0.170546 \tabularnewline
10 & 0.04955 & 0.3838 & 0.351238 \tabularnewline
11 & -0.009926 & -0.0769 & 0.469485 \tabularnewline
12 & -0.045984 & -0.3562 & 0.361475 \tabularnewline
13 & -0.072517 & -0.5617 & 0.288201 \tabularnewline
14 & -0.077965 & -0.6039 & 0.274087 \tabularnewline
15 & -0.075821 & -0.5873 & 0.279601 \tabularnewline
16 & -0.07365 & -0.5705 & 0.285239 \tabularnewline
17 & -0.064157 & -0.497 & 0.310516 \tabularnewline
18 & -0.060038 & -0.4651 & 0.321789 \tabularnewline
19 & -0.056391 & -0.4368 & 0.331912 \tabularnewline
20 & -0.06975 & -0.5403 & 0.2955 \tabularnewline
21 & -0.080387 & -0.6227 & 0.267928 \tabularnewline
22 & -0.118952 & -0.9214 & 0.180267 \tabularnewline
23 & -0.158498 & -1.2277 & 0.112173 \tabularnewline
24 & -0.204914 & -1.5873 & 0.058855 \tabularnewline
25 & -0.253602 & -1.9644 & 0.02706 \tabularnewline
26 & -0.296961 & -2.3003 & 0.012464 \tabularnewline
27 & -0.335315 & -2.5973 & 0.0059 \tabularnewline
28 & -0.365668 & -2.8325 & 0.00314 \tabularnewline
29 & -0.380929 & -2.9507 & 0.002259 \tabularnewline
30 & -0.381688 & -2.9565 & 0.002222 \tabularnewline
31 & -0.37266 & -2.8866 & 0.002703 \tabularnewline
32 & -0.346405 & -2.6832 & 0.004704 \tabularnewline
33 & -0.304196 & -2.3563 & 0.010871 \tabularnewline
34 & -0.258105 & -1.9993 & 0.025057 \tabularnewline
35 & -0.205391 & -1.591 & 0.058438 \tabularnewline
36 & -0.143317 & -1.1101 & 0.135687 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29501&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]0.927457[/C][C]7.1841[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.851275[/C][C]6.5939[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.743905[/C][C]5.7623[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.633761[/C][C]4.9091[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.522915[/C][C]4.0505[/C][C]7.4e-05[/C][/ROW]
[ROW][C]6[/C][C]0.413096[/C][C]3.1998[/C][C]0.001099[/C][/ROW]
[ROW][C]7[/C][C]0.308814[/C][C]2.3921[/C][C]0.009952[/C][/ROW]
[ROW][C]8[/C][C]0.208181[/C][C]1.6126[/C][C]0.056043[/C][/ROW]
[ROW][C]9[/C][C]0.123888[/C][C]0.9596[/C][C]0.170546[/C][/ROW]
[ROW][C]10[/C][C]0.04955[/C][C]0.3838[/C][C]0.351238[/C][/ROW]
[ROW][C]11[/C][C]-0.009926[/C][C]-0.0769[/C][C]0.469485[/C][/ROW]
[ROW][C]12[/C][C]-0.045984[/C][C]-0.3562[/C][C]0.361475[/C][/ROW]
[ROW][C]13[/C][C]-0.072517[/C][C]-0.5617[/C][C]0.288201[/C][/ROW]
[ROW][C]14[/C][C]-0.077965[/C][C]-0.6039[/C][C]0.274087[/C][/ROW]
[ROW][C]15[/C][C]-0.075821[/C][C]-0.5873[/C][C]0.279601[/C][/ROW]
[ROW][C]16[/C][C]-0.07365[/C][C]-0.5705[/C][C]0.285239[/C][/ROW]
[ROW][C]17[/C][C]-0.064157[/C][C]-0.497[/C][C]0.310516[/C][/ROW]
[ROW][C]18[/C][C]-0.060038[/C][C]-0.4651[/C][C]0.321789[/C][/ROW]
[ROW][C]19[/C][C]-0.056391[/C][C]-0.4368[/C][C]0.331912[/C][/ROW]
[ROW][C]20[/C][C]-0.06975[/C][C]-0.5403[/C][C]0.2955[/C][/ROW]
[ROW][C]21[/C][C]-0.080387[/C][C]-0.6227[/C][C]0.267928[/C][/ROW]
[ROW][C]22[/C][C]-0.118952[/C][C]-0.9214[/C][C]0.180267[/C][/ROW]
[ROW][C]23[/C][C]-0.158498[/C][C]-1.2277[/C][C]0.112173[/C][/ROW]
[ROW][C]24[/C][C]-0.204914[/C][C]-1.5873[/C][C]0.058855[/C][/ROW]
[ROW][C]25[/C][C]-0.253602[/C][C]-1.9644[/C][C]0.02706[/C][/ROW]
[ROW][C]26[/C][C]-0.296961[/C][C]-2.3003[/C][C]0.012464[/C][/ROW]
[ROW][C]27[/C][C]-0.335315[/C][C]-2.5973[/C][C]0.0059[/C][/ROW]
[ROW][C]28[/C][C]-0.365668[/C][C]-2.8325[/C][C]0.00314[/C][/ROW]
[ROW][C]29[/C][C]-0.380929[/C][C]-2.9507[/C][C]0.002259[/C][/ROW]
[ROW][C]30[/C][C]-0.381688[/C][C]-2.9565[/C][C]0.002222[/C][/ROW]
[ROW][C]31[/C][C]-0.37266[/C][C]-2.8866[/C][C]0.002703[/C][/ROW]
[ROW][C]32[/C][C]-0.346405[/C][C]-2.6832[/C][C]0.004704[/C][/ROW]
[ROW][C]33[/C][C]-0.304196[/C][C]-2.3563[/C][C]0.010871[/C][/ROW]
[ROW][C]34[/C][C]-0.258105[/C][C]-1.9993[/C][C]0.025057[/C][/ROW]
[ROW][C]35[/C][C]-0.205391[/C][C]-1.591[/C][C]0.058438[/C][/ROW]
[ROW][C]36[/C][C]-0.143317[/C][C]-1.1101[/C][C]0.135687[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29501&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29501&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	0.927457	7.1841	0
2	0.851275	6.5939	0
3	0.743905	5.7623	0
4	0.633761	4.9091	4e-06
5	0.522915	4.0505	7.4e-05
6	0.413096	3.1998	0.001099
7	0.308814	2.3921	0.009952
8	0.208181	1.6126	0.056043
9	0.123888	0.9596	0.170546
10	0.04955	0.3838	0.351238
11	-0.009926	-0.0769	0.469485
12	-0.045984	-0.3562	0.361475
13	-0.072517	-0.5617	0.288201
14	-0.077965	-0.6039	0.274087
15	-0.075821	-0.5873	0.279601
16	-0.07365	-0.5705	0.285239
17	-0.064157	-0.497	0.310516
18	-0.060038	-0.4651	0.321789
19	-0.056391	-0.4368	0.331912
20	-0.06975	-0.5403	0.2955
21	-0.080387	-0.6227	0.267928
22	-0.118952	-0.9214	0.180267
23	-0.158498	-1.2277	0.112173
24	-0.204914	-1.5873	0.058855
25	-0.253602	-1.9644	0.02706
26	-0.296961	-2.3003	0.012464
27	-0.335315	-2.5973	0.0059
28	-0.365668	-2.8325	0.00314
29	-0.380929	-2.9507	0.002259
30	-0.381688	-2.9565	0.002222
31	-0.37266	-2.8866	0.002703
32	-0.346405	-2.6832	0.004704
33	-0.304196	-2.3563	0.010871
34	-0.258105	-1.9993	0.025057
35	-0.205391	-1.591	0.058438
36	-0.143317	-1.1101	0.135687

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.927457	7.1841	0
2	-0.063661	-0.4931	0.311864
3	-0.264512	-2.0489	0.022427
4	-0.078679	-0.6094	0.272264
5	-0.027464	-0.2127	0.416128
6	-0.059055	-0.4574	0.324503
7	-0.043292	-0.3353	0.369271
8	-0.056578	-0.4383	0.331389
9	0.028511	0.2208	0.412981
10	-0.00845	-0.0655	0.474015
11	-0.004031	-0.0312	0.487598
12	0.085654	0.6635	0.254786
13	-0.01153	-0.0893	0.464566
14	0.050834	0.3938	0.347578
15	0.005298	0.041	0.4837
16	-0.076289	-0.5909	0.278393
17	0.016785	0.13	0.448496
18	-0.043492	-0.3369	0.368689
19	-0.035511	-0.2751	0.392106
20	-0.119477	-0.9255	0.179216
21	0.007223	0.0559	0.477785
22	-0.17708	-1.3717	0.087639
23	-0.041306	-0.32	0.375056
24	-0.028092	-0.2176	0.414239
25	-0.039585	-0.3066	0.380095
26	-0.012781	-0.099	0.460733
27	-0.011315	-0.0876	0.465224
28	-0.017713	-0.1372	0.445664
29	0.040385	0.3128	0.37775
30	0.024851	0.1925	0.424003
31	-0.028458	-0.2204	0.413142
32	0.051076	0.3956	0.346891
33	0.038023	0.2945	0.384687
34	-0.025856	-0.2003	0.420969
35	-0.015324	-0.1187	0.452955
36	0.059325	0.4595	0.323758

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927457 & 7.1841 & 0 \tabularnewline
2 & -0.063661 & -0.4931 & 0.311864 \tabularnewline
3 & -0.264512 & -2.0489 & 0.022427 \tabularnewline
4 & -0.078679 & -0.6094 & 0.272264 \tabularnewline
5 & -0.027464 & -0.2127 & 0.416128 \tabularnewline
6 & -0.059055 & -0.4574 & 0.324503 \tabularnewline
7 & -0.043292 & -0.3353 & 0.369271 \tabularnewline
8 & -0.056578 & -0.4383 & 0.331389 \tabularnewline
9 & 0.028511 & 0.2208 & 0.412981 \tabularnewline
10 & -0.00845 & -0.0655 & 0.474015 \tabularnewline
11 & -0.004031 & -0.0312 & 0.487598 \tabularnewline
12 & 0.085654 & 0.6635 & 0.254786 \tabularnewline
13 & -0.01153 & -0.0893 & 0.464566 \tabularnewline
14 & 0.050834 & 0.3938 & 0.347578 \tabularnewline
15 & 0.005298 & 0.041 & 0.4837 \tabularnewline
16 & -0.076289 & -0.5909 & 0.278393 \tabularnewline
17 & 0.016785 & 0.13 & 0.448496 \tabularnewline
18 & -0.043492 & -0.3369 & 0.368689 \tabularnewline
19 & -0.035511 & -0.2751 & 0.392106 \tabularnewline
20 & -0.119477 & -0.9255 & 0.179216 \tabularnewline
21 & 0.007223 & 0.0559 & 0.477785 \tabularnewline
22 & -0.17708 & -1.3717 & 0.087639 \tabularnewline
23 & -0.041306 & -0.32 & 0.375056 \tabularnewline
24 & -0.028092 & -0.2176 & 0.414239 \tabularnewline
25 & -0.039585 & -0.3066 & 0.380095 \tabularnewline
26 & -0.012781 & -0.099 & 0.460733 \tabularnewline
27 & -0.011315 & -0.0876 & 0.465224 \tabularnewline
28 & -0.017713 & -0.1372 & 0.445664 \tabularnewline
29 & 0.040385 & 0.3128 & 0.37775 \tabularnewline
30 & 0.024851 & 0.1925 & 0.424003 \tabularnewline
31 & -0.028458 & -0.2204 & 0.413142 \tabularnewline
32 & 0.051076 & 0.3956 & 0.346891 \tabularnewline
33 & 0.038023 & 0.2945 & 0.384687 \tabularnewline
34 & -0.025856 & -0.2003 & 0.420969 \tabularnewline
35 & -0.015324 & -0.1187 & 0.452955 \tabularnewline
36 & 0.059325 & 0.4595 & 0.323758 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29501&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]0.927457[/C][C]7.1841[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.063661[/C][C]-0.4931[/C][C]0.311864[/C][/ROW]
[ROW][C]3[/C][C]-0.264512[/C][C]-2.0489[/C][C]0.022427[/C][/ROW]
[ROW][C]4[/C][C]-0.078679[/C][C]-0.6094[/C][C]0.272264[/C][/ROW]
[ROW][C]5[/C][C]-0.027464[/C][C]-0.2127[/C][C]0.416128[/C][/ROW]
[ROW][C]6[/C][C]-0.059055[/C][C]-0.4574[/C][C]0.324503[/C][/ROW]
[ROW][C]7[/C][C]-0.043292[/C][C]-0.3353[/C][C]0.369271[/C][/ROW]
[ROW][C]8[/C][C]-0.056578[/C][C]-0.4383[/C][C]0.331389[/C][/ROW]
[ROW][C]9[/C][C]0.028511[/C][C]0.2208[/C][C]0.412981[/C][/ROW]
[ROW][C]10[/C][C]-0.00845[/C][C]-0.0655[/C][C]0.474015[/C][/ROW]
[ROW][C]11[/C][C]-0.004031[/C][C]-0.0312[/C][C]0.487598[/C][/ROW]
[ROW][C]12[/C][C]0.085654[/C][C]0.6635[/C][C]0.254786[/C][/ROW]
[ROW][C]13[/C][C]-0.01153[/C][C]-0.0893[/C][C]0.464566[/C][/ROW]
[ROW][C]14[/C][C]0.050834[/C][C]0.3938[/C][C]0.347578[/C][/ROW]
[ROW][C]15[/C][C]0.005298[/C][C]0.041[/C][C]0.4837[/C][/ROW]
[ROW][C]16[/C][C]-0.076289[/C][C]-0.5909[/C][C]0.278393[/C][/ROW]
[ROW][C]17[/C][C]0.016785[/C][C]0.13[/C][C]0.448496[/C][/ROW]
[ROW][C]18[/C][C]-0.043492[/C][C]-0.3369[/C][C]0.368689[/C][/ROW]
[ROW][C]19[/C][C]-0.035511[/C][C]-0.2751[/C][C]0.392106[/C][/ROW]
[ROW][C]20[/C][C]-0.119477[/C][C]-0.9255[/C][C]0.179216[/C][/ROW]
[ROW][C]21[/C][C]0.007223[/C][C]0.0559[/C][C]0.477785[/C][/ROW]
[ROW][C]22[/C][C]-0.17708[/C][C]-1.3717[/C][C]0.087639[/C][/ROW]
[ROW][C]23[/C][C]-0.041306[/C][C]-0.32[/C][C]0.375056[/C][/ROW]
[ROW][C]24[/C][C]-0.028092[/C][C]-0.2176[/C][C]0.414239[/C][/ROW]
[ROW][C]25[/C][C]-0.039585[/C][C]-0.3066[/C][C]0.380095[/C][/ROW]
[ROW][C]26[/C][C]-0.012781[/C][C]-0.099[/C][C]0.460733[/C][/ROW]
[ROW][C]27[/C][C]-0.011315[/C][C]-0.0876[/C][C]0.465224[/C][/ROW]
[ROW][C]28[/C][C]-0.017713[/C][C]-0.1372[/C][C]0.445664[/C][/ROW]
[ROW][C]29[/C][C]0.040385[/C][C]0.3128[/C][C]0.37775[/C][/ROW]
[ROW][C]30[/C][C]0.024851[/C][C]0.1925[/C][C]0.424003[/C][/ROW]
[ROW][C]31[/C][C]-0.028458[/C][C]-0.2204[/C][C]0.413142[/C][/ROW]
[ROW][C]32[/C][C]0.051076[/C][C]0.3956[/C][C]0.346891[/C][/ROW]
[ROW][C]33[/C][C]0.038023[/C][C]0.2945[/C][C]0.384687[/C][/ROW]
[ROW][C]34[/C][C]-0.025856[/C][C]-0.2003[/C][C]0.420969[/C][/ROW]
[ROW][C]35[/C][C]-0.015324[/C][C]-0.1187[/C][C]0.452955[/C][/ROW]
[ROW][C]36[/C][C]0.059325[/C][C]0.4595[/C][C]0.323758[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29501&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29501&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	0.927457	7.1841	0
2	-0.063661	-0.4931	0.311864
3	-0.264512	-2.0489	0.022427
4	-0.078679	-0.6094	0.272264
5	-0.027464	-0.2127	0.416128
6	-0.059055	-0.4574	0.324503
7	-0.043292	-0.3353	0.369271
8	-0.056578	-0.4383	0.331389
9	0.028511	0.2208	0.412981
10	-0.00845	-0.0655	0.474015
11	-0.004031	-0.0312	0.487598
12	0.085654	0.6635	0.254786
13	-0.01153	-0.0893	0.464566
14	0.050834	0.3938	0.347578
15	0.005298	0.041	0.4837
16	-0.076289	-0.5909	0.278393
17	0.016785	0.13	0.448496
18	-0.043492	-0.3369	0.368689
19	-0.035511	-0.2751	0.392106
20	-0.119477	-0.9255	0.179216
21	0.007223	0.0559	0.477785
22	-0.17708	-1.3717	0.087639
23	-0.041306	-0.32	0.375056
24	-0.028092	-0.2176	0.414239
25	-0.039585	-0.3066	0.380095
26	-0.012781	-0.099	0.460733
27	-0.011315	-0.0876	0.465224
28	-0.017713	-0.1372	0.445664
29	0.040385	0.3128	0.37775
30	0.024851	0.1925	0.424003
31	-0.028458	-0.2204	0.413142
32	0.051076	0.3956	0.346891
33	0.038023	0.2945	0.384687
34	-0.025856	-0.2003	0.420969
35	-0.015324	-0.1187	0.452955
36	0.059325	0.4595	0.323758

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; 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