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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 11:14:47 -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/t122858738813tcuskyxw27rct.htm/, Retrieved Sun, 19 May 2024 10:45:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29789, Retrieved Sun, 19 May 2024 10:45:04 +0000

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Estimated Impact

171

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 RMP   [Variance Reduction Matrix] [step 2] [2008-12-06 09:12:19] [9f5bfe3b95f9ec3d2ed4c0a560a9648a]
F RMPD      [(Partial) Autocorrelation Function] [step 2] [2008-12-06 18:14:47] [a9e6d7cd6e144e8b311d9f96a24c5a25] [Current]

Feedback Forum

2008-12-13 11:09:37 [Sam De Cuyper] [reply] 
Correcte berekening en interpretatie.
2008-12-16 19:02:41 [Kevin Vermeiren] [reply] 
De conclusie van de student is correct, namelijk dat de lange termijn trend nu verdwenen is. De student vermeldt zeer terecht dat er een daling plaats vindt van de seizoenale autocorrelatiecoëfficiënten. Dit is inderdaad duidelijk te zien aan lag 12,24,36.. Het klopt dat we deze uitgesproken seizoenaliteit verwijderen door te differentiëren met parameter D nu ook op 1 ingesteld. 

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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	'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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29789&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29789&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29789&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.338704	-3.231	0.000859
2	-0.201711	-1.9242	0.028727
3	0.035123	0.3351	0.369177
4	-0.076866	-0.7333	0.232644
5	0.096381	0.9194	0.180155
6	0.071002	0.6773	0.249963
7	-0.044482	-0.4243	0.336162
8	0.066653	0.6358	0.263242
9	-0.048539	-0.463	0.322222
10	-0.194742	-1.8577	0.033221
11	-0.128628	-1.227	0.111487
12	0.576269	5.4973	0
13	-0.195294	-1.863	0.032845
14	-0.10372	-0.9894	0.16254
15	-0.096152	-0.9172	0.180722
16	-0.021876	-0.2087	0.417582
17	0.11878	1.1331	0.130076
18	0.013188	0.1258	0.450082
19	-0.004495	-0.0429	0.482946
20	0.115959	1.1062	0.135782
21	-0.125961	-1.2016	0.11632
22	-0.170966	-1.6309	0.053183
23	0.041927	0.4	0.345061
24	0.316534	3.0195	0.001642
25	-0.104069	-0.9928	0.16173
26	-0.009041	-0.0862	0.465732
27	-0.153203	-1.4615	0.073666
28	0.013067	0.1246	0.450538
29	0.089019	0.8492	0.199004
30	-0.016807	-0.1603	0.436489
31	0.04401	0.4198	0.3378
32	0.052957	0.5052	0.307328
33	-0.158708	-1.514	0.066748
34	-0.064771	-0.6179	0.269099
35	0.013444	0.1282	0.449119
36	0.240623	2.2954	0.012004

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.338704 & -3.231 & 0.000859 \tabularnewline
2 & -0.201711 & -1.9242 & 0.028727 \tabularnewline
3 & 0.035123 & 0.3351 & 0.369177 \tabularnewline
4 & -0.076866 & -0.7333 & 0.232644 \tabularnewline
5 & 0.096381 & 0.9194 & 0.180155 \tabularnewline
6 & 0.071002 & 0.6773 & 0.249963 \tabularnewline
7 & -0.044482 & -0.4243 & 0.336162 \tabularnewline
8 & 0.066653 & 0.6358 & 0.263242 \tabularnewline
9 & -0.048539 & -0.463 & 0.322222 \tabularnewline
10 & -0.194742 & -1.8577 & 0.033221 \tabularnewline
11 & -0.128628 & -1.227 & 0.111487 \tabularnewline
12 & 0.576269 & 5.4973 & 0 \tabularnewline
13 & -0.195294 & -1.863 & 0.032845 \tabularnewline
14 & -0.10372 & -0.9894 & 0.16254 \tabularnewline
15 & -0.096152 & -0.9172 & 0.180722 \tabularnewline
16 & -0.021876 & -0.2087 & 0.417582 \tabularnewline
17 & 0.11878 & 1.1331 & 0.130076 \tabularnewline
18 & 0.013188 & 0.1258 & 0.450082 \tabularnewline
19 & -0.004495 & -0.0429 & 0.482946 \tabularnewline
20 & 0.115959 & 1.1062 & 0.135782 \tabularnewline
21 & -0.125961 & -1.2016 & 0.11632 \tabularnewline
22 & -0.170966 & -1.6309 & 0.053183 \tabularnewline
23 & 0.041927 & 0.4 & 0.345061 \tabularnewline
24 & 0.316534 & 3.0195 & 0.001642 \tabularnewline
25 & -0.104069 & -0.9928 & 0.16173 \tabularnewline
26 & -0.009041 & -0.0862 & 0.465732 \tabularnewline
27 & -0.153203 & -1.4615 & 0.073666 \tabularnewline
28 & 0.013067 & 0.1246 & 0.450538 \tabularnewline
29 & 0.089019 & 0.8492 & 0.199004 \tabularnewline
30 & -0.016807 & -0.1603 & 0.436489 \tabularnewline
31 & 0.04401 & 0.4198 & 0.3378 \tabularnewline
32 & 0.052957 & 0.5052 & 0.307328 \tabularnewline
33 & -0.158708 & -1.514 & 0.066748 \tabularnewline
34 & -0.064771 & -0.6179 & 0.269099 \tabularnewline
35 & 0.013444 & 0.1282 & 0.449119 \tabularnewline
36 & 0.240623 & 2.2954 & 0.012004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29789&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]-0.338704[/C][C]-3.231[/C][C]0.000859[/C][/ROW]
[ROW][C]2[/C][C]-0.201711[/C][C]-1.9242[/C][C]0.028727[/C][/ROW]
[ROW][C]3[/C][C]0.035123[/C][C]0.3351[/C][C]0.369177[/C][/ROW]
[ROW][C]4[/C][C]-0.076866[/C][C]-0.7333[/C][C]0.232644[/C][/ROW]
[ROW][C]5[/C][C]0.096381[/C][C]0.9194[/C][C]0.180155[/C][/ROW]
[ROW][C]6[/C][C]0.071002[/C][C]0.6773[/C][C]0.249963[/C][/ROW]
[ROW][C]7[/C][C]-0.044482[/C][C]-0.4243[/C][C]0.336162[/C][/ROW]
[ROW][C]8[/C][C]0.066653[/C][C]0.6358[/C][C]0.263242[/C][/ROW]
[ROW][C]9[/C][C]-0.048539[/C][C]-0.463[/C][C]0.322222[/C][/ROW]
[ROW][C]10[/C][C]-0.194742[/C][C]-1.8577[/C][C]0.033221[/C][/ROW]
[ROW][C]11[/C][C]-0.128628[/C][C]-1.227[/C][C]0.111487[/C][/ROW]
[ROW][C]12[/C][C]0.576269[/C][C]5.4973[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.195294[/C][C]-1.863[/C][C]0.032845[/C][/ROW]
[ROW][C]14[/C][C]-0.10372[/C][C]-0.9894[/C][C]0.16254[/C][/ROW]
[ROW][C]15[/C][C]-0.096152[/C][C]-0.9172[/C][C]0.180722[/C][/ROW]
[ROW][C]16[/C][C]-0.021876[/C][C]-0.2087[/C][C]0.417582[/C][/ROW]
[ROW][C]17[/C][C]0.11878[/C][C]1.1331[/C][C]0.130076[/C][/ROW]
[ROW][C]18[/C][C]0.013188[/C][C]0.1258[/C][C]0.450082[/C][/ROW]
[ROW][C]19[/C][C]-0.004495[/C][C]-0.0429[/C][C]0.482946[/C][/ROW]
[ROW][C]20[/C][C]0.115959[/C][C]1.1062[/C][C]0.135782[/C][/ROW]
[ROW][C]21[/C][C]-0.125961[/C][C]-1.2016[/C][C]0.11632[/C][/ROW]
[ROW][C]22[/C][C]-0.170966[/C][C]-1.6309[/C][C]0.053183[/C][/ROW]
[ROW][C]23[/C][C]0.041927[/C][C]0.4[/C][C]0.345061[/C][/ROW]
[ROW][C]24[/C][C]0.316534[/C][C]3.0195[/C][C]0.001642[/C][/ROW]
[ROW][C]25[/C][C]-0.104069[/C][C]-0.9928[/C][C]0.16173[/C][/ROW]
[ROW][C]26[/C][C]-0.009041[/C][C]-0.0862[/C][C]0.465732[/C][/ROW]
[ROW][C]27[/C][C]-0.153203[/C][C]-1.4615[/C][C]0.073666[/C][/ROW]
[ROW][C]28[/C][C]0.013067[/C][C]0.1246[/C][C]0.450538[/C][/ROW]
[ROW][C]29[/C][C]0.089019[/C][C]0.8492[/C][C]0.199004[/C][/ROW]
[ROW][C]30[/C][C]-0.016807[/C][C]-0.1603[/C][C]0.436489[/C][/ROW]
[ROW][C]31[/C][C]0.04401[/C][C]0.4198[/C][C]0.3378[/C][/ROW]
[ROW][C]32[/C][C]0.052957[/C][C]0.5052[/C][C]0.307328[/C][/ROW]
[ROW][C]33[/C][C]-0.158708[/C][C]-1.514[/C][C]0.066748[/C][/ROW]
[ROW][C]34[/C][C]-0.064771[/C][C]-0.6179[/C][C]0.269099[/C][/ROW]
[ROW][C]35[/C][C]0.013444[/C][C]0.1282[/C][C]0.449119[/C][/ROW]
[ROW][C]36[/C][C]0.240623[/C][C]2.2954[/C][C]0.012004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29789&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29789&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	-0.338704	-3.231	0.000859
2	-0.201711	-1.9242	0.028727
3	0.035123	0.3351	0.369177
4	-0.076866	-0.7333	0.232644
5	0.096381	0.9194	0.180155
6	0.071002	0.6773	0.249963
7	-0.044482	-0.4243	0.336162
8	0.066653	0.6358	0.263242
9	-0.048539	-0.463	0.322222
10	-0.194742	-1.8577	0.033221
11	-0.128628	-1.227	0.111487
12	0.576269	5.4973	0
13	-0.195294	-1.863	0.032845
14	-0.10372	-0.9894	0.16254
15	-0.096152	-0.9172	0.180722
16	-0.021876	-0.2087	0.417582
17	0.11878	1.1331	0.130076
18	0.013188	0.1258	0.450082
19	-0.004495	-0.0429	0.482946
20	0.115959	1.1062	0.135782
21	-0.125961	-1.2016	0.11632
22	-0.170966	-1.6309	0.053183
23	0.041927	0.4	0.345061
24	0.316534	3.0195	0.001642
25	-0.104069	-0.9928	0.16173
26	-0.009041	-0.0862	0.465732
27	-0.153203	-1.4615	0.073666
28	0.013067	0.1246	0.450538
29	0.089019	0.8492	0.199004
30	-0.016807	-0.1603	0.436489
31	0.04401	0.4198	0.3378
32	0.052957	0.5052	0.307328
33	-0.158708	-1.514	0.066748
34	-0.064771	-0.6179	0.269099
35	0.013444	0.1282	0.449119
36	0.240623	2.2954	0.012004

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.338704	-3.231	0.000859
2	-0.357437	-3.4097	0.000486
3	-0.231401	-2.2074	0.014899
4	-0.314367	-2.9989	0.001747
5	-0.177724	-1.6954	0.046712
6	-0.069627	-0.6642	0.254121
7	-0.034241	-0.3266	0.372347
8	0.12939	1.2343	0.110134
9	0.13711	1.3079	0.097093
10	-0.119565	-1.1406	0.12852
11	-0.49615	-4.733	4e-06
12	0.225683	2.1529	0.016987
13	0.063967	0.6102	0.271622
14	0.112213	1.0704	0.143626
15	-0.152841	-1.458	0.07414
16	-0.058535	-0.5584	0.288974
17	-0.110217	-1.0514	0.147929
18	-0.12175	-1.1614	0.124255
19	-0.03818	-0.3642	0.35827
20	0.092751	0.8848	0.189301
21	0.04106	0.3917	0.348102
22	-0.089322	-0.8521	0.198204
23	0.065894	0.6286	0.265595
24	0.0341	0.3253	0.372853
25	-0.006962	-0.0664	0.473599
26	0.072265	0.6894	0.246173
27	0.112778	1.0758	0.142422
28	0.077113	0.7356	0.231931
29	-0.004127	-0.0394	0.484341
30	0.008163	0.0779	0.469052
31	0.01201	0.1146	0.45452
32	-0.088115	-0.8406	0.201397
33	-0.140346	-1.3388	0.091982
34	0.016761	0.1599	0.436661
35	-0.060655	-0.5786	0.282141
36	0.049398	0.4712	0.319302

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.338704 & -3.231 & 0.000859 \tabularnewline
2 & -0.357437 & -3.4097 & 0.000486 \tabularnewline
3 & -0.231401 & -2.2074 & 0.014899 \tabularnewline
4 & -0.314367 & -2.9989 & 0.001747 \tabularnewline
5 & -0.177724 & -1.6954 & 0.046712 \tabularnewline
6 & -0.069627 & -0.6642 & 0.254121 \tabularnewline
7 & -0.034241 & -0.3266 & 0.372347 \tabularnewline
8 & 0.12939 & 1.2343 & 0.110134 \tabularnewline
9 & 0.13711 & 1.3079 & 0.097093 \tabularnewline
10 & -0.119565 & -1.1406 & 0.12852 \tabularnewline
11 & -0.49615 & -4.733 & 4e-06 \tabularnewline
12 & 0.225683 & 2.1529 & 0.016987 \tabularnewline
13 & 0.063967 & 0.6102 & 0.271622 \tabularnewline
14 & 0.112213 & 1.0704 & 0.143626 \tabularnewline
15 & -0.152841 & -1.458 & 0.07414 \tabularnewline
16 & -0.058535 & -0.5584 & 0.288974 \tabularnewline
17 & -0.110217 & -1.0514 & 0.147929 \tabularnewline
18 & -0.12175 & -1.1614 & 0.124255 \tabularnewline
19 & -0.03818 & -0.3642 & 0.35827 \tabularnewline
20 & 0.092751 & 0.8848 & 0.189301 \tabularnewline
21 & 0.04106 & 0.3917 & 0.348102 \tabularnewline
22 & -0.089322 & -0.8521 & 0.198204 \tabularnewline
23 & 0.065894 & 0.6286 & 0.265595 \tabularnewline
24 & 0.0341 & 0.3253 & 0.372853 \tabularnewline
25 & -0.006962 & -0.0664 & 0.473599 \tabularnewline
26 & 0.072265 & 0.6894 & 0.246173 \tabularnewline
27 & 0.112778 & 1.0758 & 0.142422 \tabularnewline
28 & 0.077113 & 0.7356 & 0.231931 \tabularnewline
29 & -0.004127 & -0.0394 & 0.484341 \tabularnewline
30 & 0.008163 & 0.0779 & 0.469052 \tabularnewline
31 & 0.01201 & 0.1146 & 0.45452 \tabularnewline
32 & -0.088115 & -0.8406 & 0.201397 \tabularnewline
33 & -0.140346 & -1.3388 & 0.091982 \tabularnewline
34 & 0.016761 & 0.1599 & 0.436661 \tabularnewline
35 & -0.060655 & -0.5786 & 0.282141 \tabularnewline
36 & 0.049398 & 0.4712 & 0.319302 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29789&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]-0.338704[/C][C]-3.231[/C][C]0.000859[/C][/ROW]
[ROW][C]2[/C][C]-0.357437[/C][C]-3.4097[/C][C]0.000486[/C][/ROW]
[ROW][C]3[/C][C]-0.231401[/C][C]-2.2074[/C][C]0.014899[/C][/ROW]
[ROW][C]4[/C][C]-0.314367[/C][C]-2.9989[/C][C]0.001747[/C][/ROW]
[ROW][C]5[/C][C]-0.177724[/C][C]-1.6954[/C][C]0.046712[/C][/ROW]
[ROW][C]6[/C][C]-0.069627[/C][C]-0.6642[/C][C]0.254121[/C][/ROW]
[ROW][C]7[/C][C]-0.034241[/C][C]-0.3266[/C][C]0.372347[/C][/ROW]
[ROW][C]8[/C][C]0.12939[/C][C]1.2343[/C][C]0.110134[/C][/ROW]
[ROW][C]9[/C][C]0.13711[/C][C]1.3079[/C][C]0.097093[/C][/ROW]
[ROW][C]10[/C][C]-0.119565[/C][C]-1.1406[/C][C]0.12852[/C][/ROW]
[ROW][C]11[/C][C]-0.49615[/C][C]-4.733[/C][C]4e-06[/C][/ROW]
[ROW][C]12[/C][C]0.225683[/C][C]2.1529[/C][C]0.016987[/C][/ROW]
[ROW][C]13[/C][C]0.063967[/C][C]0.6102[/C][C]0.271622[/C][/ROW]
[ROW][C]14[/C][C]0.112213[/C][C]1.0704[/C][C]0.143626[/C][/ROW]
[ROW][C]15[/C][C]-0.152841[/C][C]-1.458[/C][C]0.07414[/C][/ROW]
[ROW][C]16[/C][C]-0.058535[/C][C]-0.5584[/C][C]0.288974[/C][/ROW]
[ROW][C]17[/C][C]-0.110217[/C][C]-1.0514[/C][C]0.147929[/C][/ROW]
[ROW][C]18[/C][C]-0.12175[/C][C]-1.1614[/C][C]0.124255[/C][/ROW]
[ROW][C]19[/C][C]-0.03818[/C][C]-0.3642[/C][C]0.35827[/C][/ROW]
[ROW][C]20[/C][C]0.092751[/C][C]0.8848[/C][C]0.189301[/C][/ROW]
[ROW][C]21[/C][C]0.04106[/C][C]0.3917[/C][C]0.348102[/C][/ROW]
[ROW][C]22[/C][C]-0.089322[/C][C]-0.8521[/C][C]0.198204[/C][/ROW]
[ROW][C]23[/C][C]0.065894[/C][C]0.6286[/C][C]0.265595[/C][/ROW]
[ROW][C]24[/C][C]0.0341[/C][C]0.3253[/C][C]0.372853[/C][/ROW]
[ROW][C]25[/C][C]-0.006962[/C][C]-0.0664[/C][C]0.473599[/C][/ROW]
[ROW][C]26[/C][C]0.072265[/C][C]0.6894[/C][C]0.246173[/C][/ROW]
[ROW][C]27[/C][C]0.112778[/C][C]1.0758[/C][C]0.142422[/C][/ROW]
[ROW][C]28[/C][C]0.077113[/C][C]0.7356[/C][C]0.231931[/C][/ROW]
[ROW][C]29[/C][C]-0.004127[/C][C]-0.0394[/C][C]0.484341[/C][/ROW]
[ROW][C]30[/C][C]0.008163[/C][C]0.0779[/C][C]0.469052[/C][/ROW]
[ROW][C]31[/C][C]0.01201[/C][C]0.1146[/C][C]0.45452[/C][/ROW]
[ROW][C]32[/C][C]-0.088115[/C][C]-0.8406[/C][C]0.201397[/C][/ROW]
[ROW][C]33[/C][C]-0.140346[/C][C]-1.3388[/C][C]0.091982[/C][/ROW]
[ROW][C]34[/C][C]0.016761[/C][C]0.1599[/C][C]0.436661[/C][/ROW]
[ROW][C]35[/C][C]-0.060655[/C][C]-0.5786[/C][C]0.282141[/C][/ROW]
[ROW][C]36[/C][C]0.049398[/C][C]0.4712[/C][C]0.319302[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29789&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29789&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	-0.338704	-3.231	0.000859
2	-0.357437	-3.4097	0.000486
3	-0.231401	-2.2074	0.014899
4	-0.314367	-2.9989	0.001747
5	-0.177724	-1.6954	0.046712
6	-0.069627	-0.6642	0.254121
7	-0.034241	-0.3266	0.372347
8	0.12939	1.2343	0.110134
9	0.13711	1.3079	0.097093
10	-0.119565	-1.1406	0.12852
11	-0.49615	-4.733	4e-06
12	0.225683	2.1529	0.016987
13	0.063967	0.6102	0.271622
14	0.112213	1.0704	0.143626
15	-0.152841	-1.458	0.07414
16	-0.058535	-0.5584	0.288974
17	-0.110217	-1.0514	0.147929
18	-0.12175	-1.1614	0.124255
19	-0.03818	-0.3642	0.35827
20	0.092751	0.8848	0.189301
21	0.04106	0.3917	0.348102
22	-0.089322	-0.8521	0.198204
23	0.065894	0.6286	0.265595
24	0.0341	0.3253	0.372853
25	-0.006962	-0.0664	0.473599
26	0.072265	0.6894	0.246173
27	0.112778	1.0758	0.142422
28	0.077113	0.7356	0.231931
29	-0.004127	-0.0394	0.484341
30	0.008163	0.0779	0.469052
31	0.01201	0.1146	0.45452
32	-0.088115	-0.8406	0.201397
33	-0.140346	-1.3388	0.091982
34	0.016761	0.1599	0.436661
35	-0.060655	-0.5786	0.282141
36	0.049398	0.4712	0.319302

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

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