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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 04:50:22 -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/06/t1228564245qeubkhbn6cjmeqz.htm/, Retrieved Sun, 19 May 2024 10:47:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29520, Retrieved Sun, 19 May 2024 10:47:00 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

213

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

F     [(Partial) Autocorrelation Function] [] [2008-12-03 07:54:56] [996314793dac993597edc1ca2281ff39]
-   PD    [(Partial) Autocorrelation Function] [] [2008-12-06 11:50:22] [e02910eed3830f1815f587e12f46cbdb] [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	'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29520&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29520&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29520&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.948815	7.3495	0
2	0.862951	6.6844	0
3	0.759617	5.884	0
4	0.65712	5.09	2e-06
5	0.564901	4.3757	2.5e-05
6	0.488193	3.7815	0.000181
7	0.425673	3.2972	0.000822
8	0.363641	2.8168	0.003279
9	0.304688	2.3601	0.01077
10	0.256068	1.9835	0.025947
11	0.207573	1.6079	0.056559
12	0.16611	1.2867	0.101574
13	0.126243	0.9779	0.166031
14	0.091091	0.7056	0.241588
15	0.061918	0.4796	0.316623
16	0.03293	0.2551	0.399768
17	0.017392	0.1347	0.446643
18	0.00798	0.0618	0.475458
19	0.002618	0.0203	0.491944
20	0.006946	0.0538	0.478634
21	0.018394	0.1425	0.443589
22	0.030793	0.2385	0.406144
23	0.037564	0.291	0.386039
24	0.033431	0.259	0.398279
25	0.019055	0.1476	0.441578
26	-0.005147	-0.0399	0.484165
27	-0.030189	-0.2338	0.407951
28	-0.057103	-0.4423	0.329925
29	-0.081193	-0.6289	0.265894
30	-0.09629	-0.7459	0.229334
31	-0.106029	-0.8213	0.207365
32	-0.111517	-0.8638	0.195567
33	-0.113918	-0.8824	0.190541
34	-0.117774	-0.9123	0.182638
35	-0.132374	-1.0254	0.154654
36	-0.158354	-1.2266	0.112381

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948815 & 7.3495 & 0 \tabularnewline
2 & 0.862951 & 6.6844 & 0 \tabularnewline
3 & 0.759617 & 5.884 & 0 \tabularnewline
4 & 0.65712 & 5.09 & 2e-06 \tabularnewline
5 & 0.564901 & 4.3757 & 2.5e-05 \tabularnewline
6 & 0.488193 & 3.7815 & 0.000181 \tabularnewline
7 & 0.425673 & 3.2972 & 0.000822 \tabularnewline
8 & 0.363641 & 2.8168 & 0.003279 \tabularnewline
9 & 0.304688 & 2.3601 & 0.01077 \tabularnewline
10 & 0.256068 & 1.9835 & 0.025947 \tabularnewline
11 & 0.207573 & 1.6079 & 0.056559 \tabularnewline
12 & 0.16611 & 1.2867 & 0.101574 \tabularnewline
13 & 0.126243 & 0.9779 & 0.166031 \tabularnewline
14 & 0.091091 & 0.7056 & 0.241588 \tabularnewline
15 & 0.061918 & 0.4796 & 0.316623 \tabularnewline
16 & 0.03293 & 0.2551 & 0.399768 \tabularnewline
17 & 0.017392 & 0.1347 & 0.446643 \tabularnewline
18 & 0.00798 & 0.0618 & 0.475458 \tabularnewline
19 & 0.002618 & 0.0203 & 0.491944 \tabularnewline
20 & 0.006946 & 0.0538 & 0.478634 \tabularnewline
21 & 0.018394 & 0.1425 & 0.443589 \tabularnewline
22 & 0.030793 & 0.2385 & 0.406144 \tabularnewline
23 & 0.037564 & 0.291 & 0.386039 \tabularnewline
24 & 0.033431 & 0.259 & 0.398279 \tabularnewline
25 & 0.019055 & 0.1476 & 0.441578 \tabularnewline
26 & -0.005147 & -0.0399 & 0.484165 \tabularnewline
27 & -0.030189 & -0.2338 & 0.407951 \tabularnewline
28 & -0.057103 & -0.4423 & 0.329925 \tabularnewline
29 & -0.081193 & -0.6289 & 0.265894 \tabularnewline
30 & -0.09629 & -0.7459 & 0.229334 \tabularnewline
31 & -0.106029 & -0.8213 & 0.207365 \tabularnewline
32 & -0.111517 & -0.8638 & 0.195567 \tabularnewline
33 & -0.113918 & -0.8824 & 0.190541 \tabularnewline
34 & -0.117774 & -0.9123 & 0.182638 \tabularnewline
35 & -0.132374 & -1.0254 & 0.154654 \tabularnewline
36 & -0.158354 & -1.2266 & 0.112381 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29520&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]0.948815[/C][C]7.3495[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.862951[/C][C]6.6844[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.759617[/C][C]5.884[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.65712[/C][C]5.09[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.564901[/C][C]4.3757[/C][C]2.5e-05[/C][/ROW]
[ROW][C]6[/C][C]0.488193[/C][C]3.7815[/C][C]0.000181[/C][/ROW]
[ROW][C]7[/C][C]0.425673[/C][C]3.2972[/C][C]0.000822[/C][/ROW]
[ROW][C]8[/C][C]0.363641[/C][C]2.8168[/C][C]0.003279[/C][/ROW]
[ROW][C]9[/C][C]0.304688[/C][C]2.3601[/C][C]0.01077[/C][/ROW]
[ROW][C]10[/C][C]0.256068[/C][C]1.9835[/C][C]0.025947[/C][/ROW]
[ROW][C]11[/C][C]0.207573[/C][C]1.6079[/C][C]0.056559[/C][/ROW]
[ROW][C]12[/C][C]0.16611[/C][C]1.2867[/C][C]0.101574[/C][/ROW]
[ROW][C]13[/C][C]0.126243[/C][C]0.9779[/C][C]0.166031[/C][/ROW]
[ROW][C]14[/C][C]0.091091[/C][C]0.7056[/C][C]0.241588[/C][/ROW]
[ROW][C]15[/C][C]0.061918[/C][C]0.4796[/C][C]0.316623[/C][/ROW]
[ROW][C]16[/C][C]0.03293[/C][C]0.2551[/C][C]0.399768[/C][/ROW]
[ROW][C]17[/C][C]0.017392[/C][C]0.1347[/C][C]0.446643[/C][/ROW]
[ROW][C]18[/C][C]0.00798[/C][C]0.0618[/C][C]0.475458[/C][/ROW]
[ROW][C]19[/C][C]0.002618[/C][C]0.0203[/C][C]0.491944[/C][/ROW]
[ROW][C]20[/C][C]0.006946[/C][C]0.0538[/C][C]0.478634[/C][/ROW]
[ROW][C]21[/C][C]0.018394[/C][C]0.1425[/C][C]0.443589[/C][/ROW]
[ROW][C]22[/C][C]0.030793[/C][C]0.2385[/C][C]0.406144[/C][/ROW]
[ROW][C]23[/C][C]0.037564[/C][C]0.291[/C][C]0.386039[/C][/ROW]
[ROW][C]24[/C][C]0.033431[/C][C]0.259[/C][C]0.398279[/C][/ROW]
[ROW][C]25[/C][C]0.019055[/C][C]0.1476[/C][C]0.441578[/C][/ROW]
[ROW][C]26[/C][C]-0.005147[/C][C]-0.0399[/C][C]0.484165[/C][/ROW]
[ROW][C]27[/C][C]-0.030189[/C][C]-0.2338[/C][C]0.407951[/C][/ROW]
[ROW][C]28[/C][C]-0.057103[/C][C]-0.4423[/C][C]0.329925[/C][/ROW]
[ROW][C]29[/C][C]-0.081193[/C][C]-0.6289[/C][C]0.265894[/C][/ROW]
[ROW][C]30[/C][C]-0.09629[/C][C]-0.7459[/C][C]0.229334[/C][/ROW]
[ROW][C]31[/C][C]-0.106029[/C][C]-0.8213[/C][C]0.207365[/C][/ROW]
[ROW][C]32[/C][C]-0.111517[/C][C]-0.8638[/C][C]0.195567[/C][/ROW]
[ROW][C]33[/C][C]-0.113918[/C][C]-0.8824[/C][C]0.190541[/C][/ROW]
[ROW][C]34[/C][C]-0.117774[/C][C]-0.9123[/C][C]0.182638[/C][/ROW]
[ROW][C]35[/C][C]-0.132374[/C][C]-1.0254[/C][C]0.154654[/C][/ROW]
[ROW][C]36[/C][C]-0.158354[/C][C]-1.2266[/C][C]0.112381[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29520&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29520&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	0.948815	7.3495	0
2	0.862951	6.6844	0
3	0.759617	5.884	0
4	0.65712	5.09	2e-06
5	0.564901	4.3757	2.5e-05
6	0.488193	3.7815	0.000181
7	0.425673	3.2972	0.000822
8	0.363641	2.8168	0.003279
9	0.304688	2.3601	0.01077
10	0.256068	1.9835	0.025947
11	0.207573	1.6079	0.056559
12	0.16611	1.2867	0.101574
13	0.126243	0.9779	0.166031
14	0.091091	0.7056	0.241588
15	0.061918	0.4796	0.316623
16	0.03293	0.2551	0.399768
17	0.017392	0.1347	0.446643
18	0.00798	0.0618	0.475458
19	0.002618	0.0203	0.491944
20	0.006946	0.0538	0.478634
21	0.018394	0.1425	0.443589
22	0.030793	0.2385	0.406144
23	0.037564	0.291	0.386039
24	0.033431	0.259	0.398279
25	0.019055	0.1476	0.441578
26	-0.005147	-0.0399	0.484165
27	-0.030189	-0.2338	0.407951
28	-0.057103	-0.4423	0.329925
29	-0.081193	-0.6289	0.265894
30	-0.09629	-0.7459	0.229334
31	-0.106029	-0.8213	0.207365
32	-0.111517	-0.8638	0.195567
33	-0.113918	-0.8824	0.190541
34	-0.117774	-0.9123	0.182638
35	-0.132374	-1.0254	0.154654
36	-0.158354	-1.2266	0.112381

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.948815	7.3495	0
2	-0.373917	-2.8964	0.00263
3	-0.122845	-0.9516	0.17257
4	0.033329	0.2582	0.398582
5	0.039245	0.304	0.381094
6	0.04083	0.3163	0.376447
7	0.005409	0.0419	0.483359
8	-0.132949	-1.0298	0.153614
9	0.002468	0.0191	0.492407
10	0.09318	0.7218	0.236621
11	-0.102912	-0.7972	0.214252
12	0.034319	0.2658	0.395638
13	-0.056658	-0.4389	0.331166
14	-0.000786	-0.0061	0.49758
15	0.041775	0.3236	0.373687
16	-0.06872	-0.5323	0.298241
17	0.109494	0.8481	0.199867
18	-0.013841	-0.1072	0.457488
19	-0.029424	-0.2279	0.410243
20	0.097175	0.7527	0.227283
21	0.034334	0.266	0.395594
22	-0.059609	-0.4617	0.322971
23	-0.020639	-0.1599	0.43676
24	-0.104842	-0.8121	0.209972
25	-0.040662	-0.315	0.376941
26	0.011132	0.0862	0.465785
27	-0.022794	-0.1766	0.430223
28	-0.052993	-0.4105	0.341459
29	0.005184	0.0402	0.48405
30	0.048431	0.3751	0.354439
31	0.00274	0.0212	0.49157
32	-0.024096	-0.1866	0.426284
33	0.00299	0.0232	0.490798
34	-0.036989	-0.2865	0.387734
35	-0.139048	-1.0771	0.142882
36	-0.045512	-0.3525	0.362836

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948815 & 7.3495 & 0 \tabularnewline
2 & -0.373917 & -2.8964 & 0.00263 \tabularnewline
3 & -0.122845 & -0.9516 & 0.17257 \tabularnewline
4 & 0.033329 & 0.2582 & 0.398582 \tabularnewline
5 & 0.039245 & 0.304 & 0.381094 \tabularnewline
6 & 0.04083 & 0.3163 & 0.376447 \tabularnewline
7 & 0.005409 & 0.0419 & 0.483359 \tabularnewline
8 & -0.132949 & -1.0298 & 0.153614 \tabularnewline
9 & 0.002468 & 0.0191 & 0.492407 \tabularnewline
10 & 0.09318 & 0.7218 & 0.236621 \tabularnewline
11 & -0.102912 & -0.7972 & 0.214252 \tabularnewline
12 & 0.034319 & 0.2658 & 0.395638 \tabularnewline
13 & -0.056658 & -0.4389 & 0.331166 \tabularnewline
14 & -0.000786 & -0.0061 & 0.49758 \tabularnewline
15 & 0.041775 & 0.3236 & 0.373687 \tabularnewline
16 & -0.06872 & -0.5323 & 0.298241 \tabularnewline
17 & 0.109494 & 0.8481 & 0.199867 \tabularnewline
18 & -0.013841 & -0.1072 & 0.457488 \tabularnewline
19 & -0.029424 & -0.2279 & 0.410243 \tabularnewline
20 & 0.097175 & 0.7527 & 0.227283 \tabularnewline
21 & 0.034334 & 0.266 & 0.395594 \tabularnewline
22 & -0.059609 & -0.4617 & 0.322971 \tabularnewline
23 & -0.020639 & -0.1599 & 0.43676 \tabularnewline
24 & -0.104842 & -0.8121 & 0.209972 \tabularnewline
25 & -0.040662 & -0.315 & 0.376941 \tabularnewline
26 & 0.011132 & 0.0862 & 0.465785 \tabularnewline
27 & -0.022794 & -0.1766 & 0.430223 \tabularnewline
28 & -0.052993 & -0.4105 & 0.341459 \tabularnewline
29 & 0.005184 & 0.0402 & 0.48405 \tabularnewline
30 & 0.048431 & 0.3751 & 0.354439 \tabularnewline
31 & 0.00274 & 0.0212 & 0.49157 \tabularnewline
32 & -0.024096 & -0.1866 & 0.426284 \tabularnewline
33 & 0.00299 & 0.0232 & 0.490798 \tabularnewline
34 & -0.036989 & -0.2865 & 0.387734 \tabularnewline
35 & -0.139048 & -1.0771 & 0.142882 \tabularnewline
36 & -0.045512 & -0.3525 & 0.362836 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29520&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]0.948815[/C][C]7.3495[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.373917[/C][C]-2.8964[/C][C]0.00263[/C][/ROW]
[ROW][C]3[/C][C]-0.122845[/C][C]-0.9516[/C][C]0.17257[/C][/ROW]
[ROW][C]4[/C][C]0.033329[/C][C]0.2582[/C][C]0.398582[/C][/ROW]
[ROW][C]5[/C][C]0.039245[/C][C]0.304[/C][C]0.381094[/C][/ROW]
[ROW][C]6[/C][C]0.04083[/C][C]0.3163[/C][C]0.376447[/C][/ROW]
[ROW][C]7[/C][C]0.005409[/C][C]0.0419[/C][C]0.483359[/C][/ROW]
[ROW][C]8[/C][C]-0.132949[/C][C]-1.0298[/C][C]0.153614[/C][/ROW]
[ROW][C]9[/C][C]0.002468[/C][C]0.0191[/C][C]0.492407[/C][/ROW]
[ROW][C]10[/C][C]0.09318[/C][C]0.7218[/C][C]0.236621[/C][/ROW]
[ROW][C]11[/C][C]-0.102912[/C][C]-0.7972[/C][C]0.214252[/C][/ROW]
[ROW][C]12[/C][C]0.034319[/C][C]0.2658[/C][C]0.395638[/C][/ROW]
[ROW][C]13[/C][C]-0.056658[/C][C]-0.4389[/C][C]0.331166[/C][/ROW]
[ROW][C]14[/C][C]-0.000786[/C][C]-0.0061[/C][C]0.49758[/C][/ROW]
[ROW][C]15[/C][C]0.041775[/C][C]0.3236[/C][C]0.373687[/C][/ROW]
[ROW][C]16[/C][C]-0.06872[/C][C]-0.5323[/C][C]0.298241[/C][/ROW]
[ROW][C]17[/C][C]0.109494[/C][C]0.8481[/C][C]0.199867[/C][/ROW]
[ROW][C]18[/C][C]-0.013841[/C][C]-0.1072[/C][C]0.457488[/C][/ROW]
[ROW][C]19[/C][C]-0.029424[/C][C]-0.2279[/C][C]0.410243[/C][/ROW]
[ROW][C]20[/C][C]0.097175[/C][C]0.7527[/C][C]0.227283[/C][/ROW]
[ROW][C]21[/C][C]0.034334[/C][C]0.266[/C][C]0.395594[/C][/ROW]
[ROW][C]22[/C][C]-0.059609[/C][C]-0.4617[/C][C]0.322971[/C][/ROW]
[ROW][C]23[/C][C]-0.020639[/C][C]-0.1599[/C][C]0.43676[/C][/ROW]
[ROW][C]24[/C][C]-0.104842[/C][C]-0.8121[/C][C]0.209972[/C][/ROW]
[ROW][C]25[/C][C]-0.040662[/C][C]-0.315[/C][C]0.376941[/C][/ROW]
[ROW][C]26[/C][C]0.011132[/C][C]0.0862[/C][C]0.465785[/C][/ROW]
[ROW][C]27[/C][C]-0.022794[/C][C]-0.1766[/C][C]0.430223[/C][/ROW]
[ROW][C]28[/C][C]-0.052993[/C][C]-0.4105[/C][C]0.341459[/C][/ROW]
[ROW][C]29[/C][C]0.005184[/C][C]0.0402[/C][C]0.48405[/C][/ROW]
[ROW][C]30[/C][C]0.048431[/C][C]0.3751[/C][C]0.354439[/C][/ROW]
[ROW][C]31[/C][C]0.00274[/C][C]0.0212[/C][C]0.49157[/C][/ROW]
[ROW][C]32[/C][C]-0.024096[/C][C]-0.1866[/C][C]0.426284[/C][/ROW]
[ROW][C]33[/C][C]0.00299[/C][C]0.0232[/C][C]0.490798[/C][/ROW]
[ROW][C]34[/C][C]-0.036989[/C][C]-0.2865[/C][C]0.387734[/C][/ROW]
[ROW][C]35[/C][C]-0.139048[/C][C]-1.0771[/C][C]0.142882[/C][/ROW]
[ROW][C]36[/C][C]-0.045512[/C][C]-0.3525[/C][C]0.362836[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29520&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29520&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	0.948815	7.3495	0
2	-0.373917	-2.8964	0.00263
3	-0.122845	-0.9516	0.17257
4	0.033329	0.2582	0.398582
5	0.039245	0.304	0.381094
6	0.04083	0.3163	0.376447
7	0.005409	0.0419	0.483359
8	-0.132949	-1.0298	0.153614
9	0.002468	0.0191	0.492407
10	0.09318	0.7218	0.236621
11	-0.102912	-0.7972	0.214252
12	0.034319	0.2658	0.395638
13	-0.056658	-0.4389	0.331166
14	-0.000786	-0.0061	0.49758
15	0.041775	0.3236	0.373687
16	-0.06872	-0.5323	0.298241
17	0.109494	0.8481	0.199867
18	-0.013841	-0.1072	0.457488
19	-0.029424	-0.2279	0.410243
20	0.097175	0.7527	0.227283
21	0.034334	0.266	0.395594
22	-0.059609	-0.4617	0.322971
23	-0.020639	-0.1599	0.43676
24	-0.104842	-0.8121	0.209972
25	-0.040662	-0.315	0.376941
26	0.011132	0.0862	0.465785
27	-0.022794	-0.1766	0.430223
28	-0.052993	-0.4105	0.341459
29	0.005184	0.0402	0.48405
30	0.048431	0.3751	0.354439
31	0.00274	0.0212	0.49157
32	-0.024096	-0.1866	0.426284
33	0.00299	0.0232	0.490798
34	-0.036989	-0.2865	0.387734
35	-0.139048	-1.0771	0.142882
36	-0.045512	-0.3525	0.362836

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