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marlies.polfliet_Paper_(Partial) Autocorrelation Function_Duurzame consumpt...

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*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 08:13:54 -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/07/t1228663014v3p64claju80c89.htm/, Retrieved Sun, 19 May 2024 12:41:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30063, Retrieved Sun, 19 May 2024 12:41:46 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

195

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

F     [Multiple Regression] [Seatbelt law & tu...] [2008-11-23 16:25:09] [3a9fc6d5b5e0e816787b7dbace57e7cd]
-    D  [Multiple Regression] [] [2008-12-04 10:30:10] [3a9fc6d5b5e0e816787b7dbace57e7cd]
- RM D    [Univariate Data Series] [paper] [2008-12-04 12:54:11] [3a9fc6d5b5e0e816787b7dbace57e7cd]
- RMPD        [(Partial) Autocorrelation Function] [marlies.polfliet_...] [2008-12-07 15:13:54] [e221948dd14811c7d88a6530ac2a8702] [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=30063&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=30063&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30063&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	0.092907	0.6953	0.244885
2	-0.330599	-2.474	0.00821
3	0.007774	0.0582	0.476907
4	-0.167513	-1.2536	0.107606
5	0.038329	0.2868	0.387651
6	0.319056	2.3876	0.010179
7	0.061489	0.4601	0.323597
8	-0.107706	-0.806	0.211827
9	-0.062998	-0.4714	0.319581
10	-0.335554	-2.5111	0.007475
11	0.023496	0.1758	0.430531
12	0.611898	4.579	1.3e-05
13	0.058766	0.4398	0.330899
14	-0.290595	-2.1746	0.01695
15	-0.072043	-0.5391	0.29597
16	-0.112111	-0.839	0.202528
17	0.04711	0.3525	0.362879
18	0.235095	1.7593	0.041995
19	0.061936	0.4635	0.322407
20	-0.051787	-0.3875	0.349914
21	-0.050916	-0.381	0.352316
22	-0.226024	-1.6914	0.048159
23	0.073334	0.5488	0.292669
24	0.425491	3.1841	0.001186
25	0.087295	0.6533	0.258132
26	-0.213138	-1.595	0.058173
27	-0.13925	-1.042	0.150934
28	-0.05783	-0.4328	0.333425
29	-0.025967	-0.1943	0.423316
30	0.072488	0.5425	0.294829
31	0.074055	0.5542	0.290832
32	-0.092372	-0.6913	0.246132
33	-0.100524	-0.7523	0.227524
34	-0.111696	-0.8359	0.203394
35	-0.049861	-0.3731	0.355231
36	0.22108	1.6544	0.051819

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.092907 & 0.6953 & 0.244885 \tabularnewline
2 & -0.330599 & -2.474 & 0.00821 \tabularnewline
3 & 0.007774 & 0.0582 & 0.476907 \tabularnewline
4 & -0.167513 & -1.2536 & 0.107606 \tabularnewline
5 & 0.038329 & 0.2868 & 0.387651 \tabularnewline
6 & 0.319056 & 2.3876 & 0.010179 \tabularnewline
7 & 0.061489 & 0.4601 & 0.323597 \tabularnewline
8 & -0.107706 & -0.806 & 0.211827 \tabularnewline
9 & -0.062998 & -0.4714 & 0.319581 \tabularnewline
10 & -0.335554 & -2.5111 & 0.007475 \tabularnewline
11 & 0.023496 & 0.1758 & 0.430531 \tabularnewline
12 & 0.611898 & 4.579 & 1.3e-05 \tabularnewline
13 & 0.058766 & 0.4398 & 0.330899 \tabularnewline
14 & -0.290595 & -2.1746 & 0.01695 \tabularnewline
15 & -0.072043 & -0.5391 & 0.29597 \tabularnewline
16 & -0.112111 & -0.839 & 0.202528 \tabularnewline
17 & 0.04711 & 0.3525 & 0.362879 \tabularnewline
18 & 0.235095 & 1.7593 & 0.041995 \tabularnewline
19 & 0.061936 & 0.4635 & 0.322407 \tabularnewline
20 & -0.051787 & -0.3875 & 0.349914 \tabularnewline
21 & -0.050916 & -0.381 & 0.352316 \tabularnewline
22 & -0.226024 & -1.6914 & 0.048159 \tabularnewline
23 & 0.073334 & 0.5488 & 0.292669 \tabularnewline
24 & 0.425491 & 3.1841 & 0.001186 \tabularnewline
25 & 0.087295 & 0.6533 & 0.258132 \tabularnewline
26 & -0.213138 & -1.595 & 0.058173 \tabularnewline
27 & -0.13925 & -1.042 & 0.150934 \tabularnewline
28 & -0.05783 & -0.4328 & 0.333425 \tabularnewline
29 & -0.025967 & -0.1943 & 0.423316 \tabularnewline
30 & 0.072488 & 0.5425 & 0.294829 \tabularnewline
31 & 0.074055 & 0.5542 & 0.290832 \tabularnewline
32 & -0.092372 & -0.6913 & 0.246132 \tabularnewline
33 & -0.100524 & -0.7523 & 0.227524 \tabularnewline
34 & -0.111696 & -0.8359 & 0.203394 \tabularnewline
35 & -0.049861 & -0.3731 & 0.355231 \tabularnewline
36 & 0.22108 & 1.6544 & 0.051819 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30063&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]0.092907[/C][C]0.6953[/C][C]0.244885[/C][/ROW]
[ROW][C]2[/C][C]-0.330599[/C][C]-2.474[/C][C]0.00821[/C][/ROW]
[ROW][C]3[/C][C]0.007774[/C][C]0.0582[/C][C]0.476907[/C][/ROW]
[ROW][C]4[/C][C]-0.167513[/C][C]-1.2536[/C][C]0.107606[/C][/ROW]
[ROW][C]5[/C][C]0.038329[/C][C]0.2868[/C][C]0.387651[/C][/ROW]
[ROW][C]6[/C][C]0.319056[/C][C]2.3876[/C][C]0.010179[/C][/ROW]
[ROW][C]7[/C][C]0.061489[/C][C]0.4601[/C][C]0.323597[/C][/ROW]
[ROW][C]8[/C][C]-0.107706[/C][C]-0.806[/C][C]0.211827[/C][/ROW]
[ROW][C]9[/C][C]-0.062998[/C][C]-0.4714[/C][C]0.319581[/C][/ROW]
[ROW][C]10[/C][C]-0.335554[/C][C]-2.5111[/C][C]0.007475[/C][/ROW]
[ROW][C]11[/C][C]0.023496[/C][C]0.1758[/C][C]0.430531[/C][/ROW]
[ROW][C]12[/C][C]0.611898[/C][C]4.579[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.058766[/C][C]0.4398[/C][C]0.330899[/C][/ROW]
[ROW][C]14[/C][C]-0.290595[/C][C]-2.1746[/C][C]0.01695[/C][/ROW]
[ROW][C]15[/C][C]-0.072043[/C][C]-0.5391[/C][C]0.29597[/C][/ROW]
[ROW][C]16[/C][C]-0.112111[/C][C]-0.839[/C][C]0.202528[/C][/ROW]
[ROW][C]17[/C][C]0.04711[/C][C]0.3525[/C][C]0.362879[/C][/ROW]
[ROW][C]18[/C][C]0.235095[/C][C]1.7593[/C][C]0.041995[/C][/ROW]
[ROW][C]19[/C][C]0.061936[/C][C]0.4635[/C][C]0.322407[/C][/ROW]
[ROW][C]20[/C][C]-0.051787[/C][C]-0.3875[/C][C]0.349914[/C][/ROW]
[ROW][C]21[/C][C]-0.050916[/C][C]-0.381[/C][C]0.352316[/C][/ROW]
[ROW][C]22[/C][C]-0.226024[/C][C]-1.6914[/C][C]0.048159[/C][/ROW]
[ROW][C]23[/C][C]0.073334[/C][C]0.5488[/C][C]0.292669[/C][/ROW]
[ROW][C]24[/C][C]0.425491[/C][C]3.1841[/C][C]0.001186[/C][/ROW]
[ROW][C]25[/C][C]0.087295[/C][C]0.6533[/C][C]0.258132[/C][/ROW]
[ROW][C]26[/C][C]-0.213138[/C][C]-1.595[/C][C]0.058173[/C][/ROW]
[ROW][C]27[/C][C]-0.13925[/C][C]-1.042[/C][C]0.150934[/C][/ROW]
[ROW][C]28[/C][C]-0.05783[/C][C]-0.4328[/C][C]0.333425[/C][/ROW]
[ROW][C]29[/C][C]-0.025967[/C][C]-0.1943[/C][C]0.423316[/C][/ROW]
[ROW][C]30[/C][C]0.072488[/C][C]0.5425[/C][C]0.294829[/C][/ROW]
[ROW][C]31[/C][C]0.074055[/C][C]0.5542[/C][C]0.290832[/C][/ROW]
[ROW][C]32[/C][C]-0.092372[/C][C]-0.6913[/C][C]0.246132[/C][/ROW]
[ROW][C]33[/C][C]-0.100524[/C][C]-0.7523[/C][C]0.227524[/C][/ROW]
[ROW][C]34[/C][C]-0.111696[/C][C]-0.8359[/C][C]0.203394[/C][/ROW]
[ROW][C]35[/C][C]-0.049861[/C][C]-0.3731[/C][C]0.355231[/C][/ROW]
[ROW][C]36[/C][C]0.22108[/C][C]1.6544[/C][C]0.051819[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30063&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30063&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	0.092907	0.6953	0.244885
2	-0.330599	-2.474	0.00821
3	0.007774	0.0582	0.476907
4	-0.167513	-1.2536	0.107606
5	0.038329	0.2868	0.387651
6	0.319056	2.3876	0.010179
7	0.061489	0.4601	0.323597
8	-0.107706	-0.806	0.211827
9	-0.062998	-0.4714	0.319581
10	-0.335554	-2.5111	0.007475
11	0.023496	0.1758	0.430531
12	0.611898	4.579	1.3e-05
13	0.058766	0.4398	0.330899
14	-0.290595	-2.1746	0.01695
15	-0.072043	-0.5391	0.29597
16	-0.112111	-0.839	0.202528
17	0.04711	0.3525	0.362879
18	0.235095	1.7593	0.041995
19	0.061936	0.4635	0.322407
20	-0.051787	-0.3875	0.349914
21	-0.050916	-0.381	0.352316
22	-0.226024	-1.6914	0.048159
23	0.073334	0.5488	0.292669
24	0.425491	3.1841	0.001186
25	0.087295	0.6533	0.258132
26	-0.213138	-1.595	0.058173
27	-0.13925	-1.042	0.150934
28	-0.05783	-0.4328	0.333425
29	-0.025967	-0.1943	0.423316
30	0.072488	0.5425	0.294829
31	0.074055	0.5542	0.290832
32	-0.092372	-0.6913	0.246132
33	-0.100524	-0.7523	0.227524
34	-0.111696	-0.8359	0.203394
35	-0.049861	-0.3731	0.355231
36	0.22108	1.6544	0.051819

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.092907	0.6953	0.244885
2	-0.342184	-2.5607	0.006585
3	0.092302	0.6907	0.246295
4	-0.339046	-2.5372	0.006994
5	0.199155	1.4903	0.070873
6	0.108853	0.8146	0.209382
7	0.122825	0.9191	0.180983
8	-0.03052	-0.2284	0.410088
9	0.008466	0.0634	0.474854
10	-0.397818	-2.977	0.002147
11	0.215624	1.6136	0.05612
12	0.364379	2.7268	0.004262
13	-0.009166	-0.0686	0.47278
14	-0.147258	-1.102	0.137593
15	-0.065435	-0.4897	0.31314
16	0.082116	0.6145	0.270687
17	0.061665	0.4615	0.32313
18	-0.069923	-0.5233	0.30143
19	-0.004692	-0.0351	0.486059
20	0.004721	0.0353	0.485973
21	0.109834	0.8219	0.207304
22	0.032524	0.2434	0.404299
23	0.117215	0.8772	0.192074
24	-0.049785	-0.3726	0.355441
25	0.129397	0.9683	0.168524
26	-0.080664	-0.6036	0.274263
27	0.012754	0.0954	0.462153
28	-0.055526	-0.4155	0.339674
29	-0.148079	-1.1081	0.136274
30	-0.145376	-1.0879	0.140652
31	0.043582	0.3261	0.372768
32	-0.147528	-1.104	0.137158
33	0.070707	0.5291	0.299406
34	-0.03011	-0.2253	0.411275
35	-0.102364	-0.766	0.22344
36	-0.056896	-0.4258	0.335954

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.092907 & 0.6953 & 0.244885 \tabularnewline
2 & -0.342184 & -2.5607 & 0.006585 \tabularnewline
3 & 0.092302 & 0.6907 & 0.246295 \tabularnewline
4 & -0.339046 & -2.5372 & 0.006994 \tabularnewline
5 & 0.199155 & 1.4903 & 0.070873 \tabularnewline
6 & 0.108853 & 0.8146 & 0.209382 \tabularnewline
7 & 0.122825 & 0.9191 & 0.180983 \tabularnewline
8 & -0.03052 & -0.2284 & 0.410088 \tabularnewline
9 & 0.008466 & 0.0634 & 0.474854 \tabularnewline
10 & -0.397818 & -2.977 & 0.002147 \tabularnewline
11 & 0.215624 & 1.6136 & 0.05612 \tabularnewline
12 & 0.364379 & 2.7268 & 0.004262 \tabularnewline
13 & -0.009166 & -0.0686 & 0.47278 \tabularnewline
14 & -0.147258 & -1.102 & 0.137593 \tabularnewline
15 & -0.065435 & -0.4897 & 0.31314 \tabularnewline
16 & 0.082116 & 0.6145 & 0.270687 \tabularnewline
17 & 0.061665 & 0.4615 & 0.32313 \tabularnewline
18 & -0.069923 & -0.5233 & 0.30143 \tabularnewline
19 & -0.004692 & -0.0351 & 0.486059 \tabularnewline
20 & 0.004721 & 0.0353 & 0.485973 \tabularnewline
21 & 0.109834 & 0.8219 & 0.207304 \tabularnewline
22 & 0.032524 & 0.2434 & 0.404299 \tabularnewline
23 & 0.117215 & 0.8772 & 0.192074 \tabularnewline
24 & -0.049785 & -0.3726 & 0.355441 \tabularnewline
25 & 0.129397 & 0.9683 & 0.168524 \tabularnewline
26 & -0.080664 & -0.6036 & 0.274263 \tabularnewline
27 & 0.012754 & 0.0954 & 0.462153 \tabularnewline
28 & -0.055526 & -0.4155 & 0.339674 \tabularnewline
29 & -0.148079 & -1.1081 & 0.136274 \tabularnewline
30 & -0.145376 & -1.0879 & 0.140652 \tabularnewline
31 & 0.043582 & 0.3261 & 0.372768 \tabularnewline
32 & -0.147528 & -1.104 & 0.137158 \tabularnewline
33 & 0.070707 & 0.5291 & 0.299406 \tabularnewline
34 & -0.03011 & -0.2253 & 0.411275 \tabularnewline
35 & -0.102364 & -0.766 & 0.22344 \tabularnewline
36 & -0.056896 & -0.4258 & 0.335954 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30063&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]0.092907[/C][C]0.6953[/C][C]0.244885[/C][/ROW]
[ROW][C]2[/C][C]-0.342184[/C][C]-2.5607[/C][C]0.006585[/C][/ROW]
[ROW][C]3[/C][C]0.092302[/C][C]0.6907[/C][C]0.246295[/C][/ROW]
[ROW][C]4[/C][C]-0.339046[/C][C]-2.5372[/C][C]0.006994[/C][/ROW]
[ROW][C]5[/C][C]0.199155[/C][C]1.4903[/C][C]0.070873[/C][/ROW]
[ROW][C]6[/C][C]0.108853[/C][C]0.8146[/C][C]0.209382[/C][/ROW]
[ROW][C]7[/C][C]0.122825[/C][C]0.9191[/C][C]0.180983[/C][/ROW]
[ROW][C]8[/C][C]-0.03052[/C][C]-0.2284[/C][C]0.410088[/C][/ROW]
[ROW][C]9[/C][C]0.008466[/C][C]0.0634[/C][C]0.474854[/C][/ROW]
[ROW][C]10[/C][C]-0.397818[/C][C]-2.977[/C][C]0.002147[/C][/ROW]
[ROW][C]11[/C][C]0.215624[/C][C]1.6136[/C][C]0.05612[/C][/ROW]
[ROW][C]12[/C][C]0.364379[/C][C]2.7268[/C][C]0.004262[/C][/ROW]
[ROW][C]13[/C][C]-0.009166[/C][C]-0.0686[/C][C]0.47278[/C][/ROW]
[ROW][C]14[/C][C]-0.147258[/C][C]-1.102[/C][C]0.137593[/C][/ROW]
[ROW][C]15[/C][C]-0.065435[/C][C]-0.4897[/C][C]0.31314[/C][/ROW]
[ROW][C]16[/C][C]0.082116[/C][C]0.6145[/C][C]0.270687[/C][/ROW]
[ROW][C]17[/C][C]0.061665[/C][C]0.4615[/C][C]0.32313[/C][/ROW]
[ROW][C]18[/C][C]-0.069923[/C][C]-0.5233[/C][C]0.30143[/C][/ROW]
[ROW][C]19[/C][C]-0.004692[/C][C]-0.0351[/C][C]0.486059[/C][/ROW]
[ROW][C]20[/C][C]0.004721[/C][C]0.0353[/C][C]0.485973[/C][/ROW]
[ROW][C]21[/C][C]0.109834[/C][C]0.8219[/C][C]0.207304[/C][/ROW]
[ROW][C]22[/C][C]0.032524[/C][C]0.2434[/C][C]0.404299[/C][/ROW]
[ROW][C]23[/C][C]0.117215[/C][C]0.8772[/C][C]0.192074[/C][/ROW]
[ROW][C]24[/C][C]-0.049785[/C][C]-0.3726[/C][C]0.355441[/C][/ROW]
[ROW][C]25[/C][C]0.129397[/C][C]0.9683[/C][C]0.168524[/C][/ROW]
[ROW][C]26[/C][C]-0.080664[/C][C]-0.6036[/C][C]0.274263[/C][/ROW]
[ROW][C]27[/C][C]0.012754[/C][C]0.0954[/C][C]0.462153[/C][/ROW]
[ROW][C]28[/C][C]-0.055526[/C][C]-0.4155[/C][C]0.339674[/C][/ROW]
[ROW][C]29[/C][C]-0.148079[/C][C]-1.1081[/C][C]0.136274[/C][/ROW]
[ROW][C]30[/C][C]-0.145376[/C][C]-1.0879[/C][C]0.140652[/C][/ROW]
[ROW][C]31[/C][C]0.043582[/C][C]0.3261[/C][C]0.372768[/C][/ROW]
[ROW][C]32[/C][C]-0.147528[/C][C]-1.104[/C][C]0.137158[/C][/ROW]
[ROW][C]33[/C][C]0.070707[/C][C]0.5291[/C][C]0.299406[/C][/ROW]
[ROW][C]34[/C][C]-0.03011[/C][C]-0.2253[/C][C]0.411275[/C][/ROW]
[ROW][C]35[/C][C]-0.102364[/C][C]-0.766[/C][C]0.22344[/C][/ROW]
[ROW][C]36[/C][C]-0.056896[/C][C]-0.4258[/C][C]0.335954[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30063&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30063&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	0.092907	0.6953	0.244885
2	-0.342184	-2.5607	0.006585
3	0.092302	0.6907	0.246295
4	-0.339046	-2.5372	0.006994
5	0.199155	1.4903	0.070873
6	0.108853	0.8146	0.209382
7	0.122825	0.9191	0.180983
8	-0.03052	-0.2284	0.410088
9	0.008466	0.0634	0.474854
10	-0.397818	-2.977	0.002147
11	0.215624	1.6136	0.05612
12	0.364379	2.7268	0.004262
13	-0.009166	-0.0686	0.47278
14	-0.147258	-1.102	0.137593
15	-0.065435	-0.4897	0.31314
16	0.082116	0.6145	0.270687
17	0.061665	0.4615	0.32313
18	-0.069923	-0.5233	0.30143
19	-0.004692	-0.0351	0.486059
20	0.004721	0.0353	0.485973
21	0.109834	0.8219	0.207304
22	0.032524	0.2434	0.404299
23	0.117215	0.8772	0.192074
24	-0.049785	-0.3726	0.355441
25	0.129397	0.9683	0.168524
26	-0.080664	-0.6036	0.274263
27	0.012754	0.0954	0.462153
28	-0.055526	-0.4155	0.339674
29	-0.148079	-1.1081	0.136274
30	-0.145376	-1.0879	0.140652
31	0.043582	0.3261	0.372768
32	-0.147528	-1.104	0.137158
33	0.070707	0.5291	0.299406
34	-0.03011	-0.2253	0.411275
35	-0.102364	-0.766	0.22344
36	-0.056896	-0.4258	0.335954

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

marlies.polfliet_Paper_(Partial) Autocorrelation Function_Duurzame consumpt...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code