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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 10:06:01 -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/09/t1228842451613noydb4ceiulx.htm/, Retrieved Sun, 19 May 2024 09:41:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31589, Retrieved Sun, 19 May 2024 09:41:03 +0000

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Estimated Impact

210

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-     [(Partial) Autocorrelation Function] [(P)ACF Transportm...] [2008-12-04 18:19:15] [65eec331235880e0070acfba94c20cfa]
-   P     [(Partial) Autocorrelation Function] [(P)ACF Transportm...] [2008-12-09 17:06:01] [d41d8cd98f00b204e9800998ecf8427e] [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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31589&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31589&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31589&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.172797	1.3496	0.091067
2	0.322175	2.5163	0.007254
3	0.235822	1.8418	0.035181
4	0.067869	0.5301	0.298991
5	0.22629	1.7674	0.041083
6	0.180719	1.4115	0.081595
7	-0.04869	-0.3803	0.352529
8	0.185897	1.4519	0.075826
9	-0.00341	-0.0266	0.489421
10	-0.12302	-0.9608	0.170219
11	-0.05795	-0.4526	0.326219
12	-0.45051	-3.5186	0.000413
13	-0.160682	-1.255	0.107139
14	-0.193099	-1.5081	0.068339
15	-0.151464	-1.183	0.120705
16	-0.162803	-1.2715	0.104183
17	-0.175489	-1.3706	0.087759
18	-0.208753	-1.6304	0.054084
19	-0.040571	-0.3169	0.376212
20	-0.189295	-1.4784	0.072218
21	-0.058258	-0.455	0.32536
22	-0.182996	-1.4292	0.079018
23	0.045779	0.3575	0.36096
24	0.024128	0.1884	0.425578
25	0.098154	0.7666	0.223137
26	0.095603	0.7467	0.229062
27	0.035644	0.2784	0.390827
28	0.029396	0.2296	0.409589
29	0.062724	0.4899	0.312985
30	0.046469	0.3629	0.358954
31	0.014583	0.1139	0.454845
32	0.060453	0.4722	0.31925
33	0.012659	0.0989	0.460784
34	0.170488	1.3316	0.09398
35	-0.041636	-0.3252	0.373077
36	-0.058792	-0.4592	0.323869

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.172797 & 1.3496 & 0.091067 \tabularnewline
2 & 0.322175 & 2.5163 & 0.007254 \tabularnewline
3 & 0.235822 & 1.8418 & 0.035181 \tabularnewline
4 & 0.067869 & 0.5301 & 0.298991 \tabularnewline
5 & 0.22629 & 1.7674 & 0.041083 \tabularnewline
6 & 0.180719 & 1.4115 & 0.081595 \tabularnewline
7 & -0.04869 & -0.3803 & 0.352529 \tabularnewline
8 & 0.185897 & 1.4519 & 0.075826 \tabularnewline
9 & -0.00341 & -0.0266 & 0.489421 \tabularnewline
10 & -0.12302 & -0.9608 & 0.170219 \tabularnewline
11 & -0.05795 & -0.4526 & 0.326219 \tabularnewline
12 & -0.45051 & -3.5186 & 0.000413 \tabularnewline
13 & -0.160682 & -1.255 & 0.107139 \tabularnewline
14 & -0.193099 & -1.5081 & 0.068339 \tabularnewline
15 & -0.151464 & -1.183 & 0.120705 \tabularnewline
16 & -0.162803 & -1.2715 & 0.104183 \tabularnewline
17 & -0.175489 & -1.3706 & 0.087759 \tabularnewline
18 & -0.208753 & -1.6304 & 0.054084 \tabularnewline
19 & -0.040571 & -0.3169 & 0.376212 \tabularnewline
20 & -0.189295 & -1.4784 & 0.072218 \tabularnewline
21 & -0.058258 & -0.455 & 0.32536 \tabularnewline
22 & -0.182996 & -1.4292 & 0.079018 \tabularnewline
23 & 0.045779 & 0.3575 & 0.36096 \tabularnewline
24 & 0.024128 & 0.1884 & 0.425578 \tabularnewline
25 & 0.098154 & 0.7666 & 0.223137 \tabularnewline
26 & 0.095603 & 0.7467 & 0.229062 \tabularnewline
27 & 0.035644 & 0.2784 & 0.390827 \tabularnewline
28 & 0.029396 & 0.2296 & 0.409589 \tabularnewline
29 & 0.062724 & 0.4899 & 0.312985 \tabularnewline
30 & 0.046469 & 0.3629 & 0.358954 \tabularnewline
31 & 0.014583 & 0.1139 & 0.454845 \tabularnewline
32 & 0.060453 & 0.4722 & 0.31925 \tabularnewline
33 & 0.012659 & 0.0989 & 0.460784 \tabularnewline
34 & 0.170488 & 1.3316 & 0.09398 \tabularnewline
35 & -0.041636 & -0.3252 & 0.373077 \tabularnewline
36 & -0.058792 & -0.4592 & 0.323869 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31589&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]0.172797[/C][C]1.3496[/C][C]0.091067[/C][/ROW]
[ROW][C]2[/C][C]0.322175[/C][C]2.5163[/C][C]0.007254[/C][/ROW]
[ROW][C]3[/C][C]0.235822[/C][C]1.8418[/C][C]0.035181[/C][/ROW]
[ROW][C]4[/C][C]0.067869[/C][C]0.5301[/C][C]0.298991[/C][/ROW]
[ROW][C]5[/C][C]0.22629[/C][C]1.7674[/C][C]0.041083[/C][/ROW]
[ROW][C]6[/C][C]0.180719[/C][C]1.4115[/C][C]0.081595[/C][/ROW]
[ROW][C]7[/C][C]-0.04869[/C][C]-0.3803[/C][C]0.352529[/C][/ROW]
[ROW][C]8[/C][C]0.185897[/C][C]1.4519[/C][C]0.075826[/C][/ROW]
[ROW][C]9[/C][C]-0.00341[/C][C]-0.0266[/C][C]0.489421[/C][/ROW]
[ROW][C]10[/C][C]-0.12302[/C][C]-0.9608[/C][C]0.170219[/C][/ROW]
[ROW][C]11[/C][C]-0.05795[/C][C]-0.4526[/C][C]0.326219[/C][/ROW]
[ROW][C]12[/C][C]-0.45051[/C][C]-3.5186[/C][C]0.000413[/C][/ROW]
[ROW][C]13[/C][C]-0.160682[/C][C]-1.255[/C][C]0.107139[/C][/ROW]
[ROW][C]14[/C][C]-0.193099[/C][C]-1.5081[/C][C]0.068339[/C][/ROW]
[ROW][C]15[/C][C]-0.151464[/C][C]-1.183[/C][C]0.120705[/C][/ROW]
[ROW][C]16[/C][C]-0.162803[/C][C]-1.2715[/C][C]0.104183[/C][/ROW]
[ROW][C]17[/C][C]-0.175489[/C][C]-1.3706[/C][C]0.087759[/C][/ROW]
[ROW][C]18[/C][C]-0.208753[/C][C]-1.6304[/C][C]0.054084[/C][/ROW]
[ROW][C]19[/C][C]-0.040571[/C][C]-0.3169[/C][C]0.376212[/C][/ROW]
[ROW][C]20[/C][C]-0.189295[/C][C]-1.4784[/C][C]0.072218[/C][/ROW]
[ROW][C]21[/C][C]-0.058258[/C][C]-0.455[/C][C]0.32536[/C][/ROW]
[ROW][C]22[/C][C]-0.182996[/C][C]-1.4292[/C][C]0.079018[/C][/ROW]
[ROW][C]23[/C][C]0.045779[/C][C]0.3575[/C][C]0.36096[/C][/ROW]
[ROW][C]24[/C][C]0.024128[/C][C]0.1884[/C][C]0.425578[/C][/ROW]
[ROW][C]25[/C][C]0.098154[/C][C]0.7666[/C][C]0.223137[/C][/ROW]
[ROW][C]26[/C][C]0.095603[/C][C]0.7467[/C][C]0.229062[/C][/ROW]
[ROW][C]27[/C][C]0.035644[/C][C]0.2784[/C][C]0.390827[/C][/ROW]
[ROW][C]28[/C][C]0.029396[/C][C]0.2296[/C][C]0.409589[/C][/ROW]
[ROW][C]29[/C][C]0.062724[/C][C]0.4899[/C][C]0.312985[/C][/ROW]
[ROW][C]30[/C][C]0.046469[/C][C]0.3629[/C][C]0.358954[/C][/ROW]
[ROW][C]31[/C][C]0.014583[/C][C]0.1139[/C][C]0.454845[/C][/ROW]
[ROW][C]32[/C][C]0.060453[/C][C]0.4722[/C][C]0.31925[/C][/ROW]
[ROW][C]33[/C][C]0.012659[/C][C]0.0989[/C][C]0.460784[/C][/ROW]
[ROW][C]34[/C][C]0.170488[/C][C]1.3316[/C][C]0.09398[/C][/ROW]
[ROW][C]35[/C][C]-0.041636[/C][C]-0.3252[/C][C]0.373077[/C][/ROW]
[ROW][C]36[/C][C]-0.058792[/C][C]-0.4592[/C][C]0.323869[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31589&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31589&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	0.172797	1.3496	0.091067
2	0.322175	2.5163	0.007254
3	0.235822	1.8418	0.035181
4	0.067869	0.5301	0.298991
5	0.22629	1.7674	0.041083
6	0.180719	1.4115	0.081595
7	-0.04869	-0.3803	0.352529
8	0.185897	1.4519	0.075826
9	-0.00341	-0.0266	0.489421
10	-0.12302	-0.9608	0.170219
11	-0.05795	-0.4526	0.326219
12	-0.45051	-3.5186	0.000413
13	-0.160682	-1.255	0.107139
14	-0.193099	-1.5081	0.068339
15	-0.151464	-1.183	0.120705
16	-0.162803	-1.2715	0.104183
17	-0.175489	-1.3706	0.087759
18	-0.208753	-1.6304	0.054084
19	-0.040571	-0.3169	0.376212
20	-0.189295	-1.4784	0.072218
21	-0.058258	-0.455	0.32536
22	-0.182996	-1.4292	0.079018
23	0.045779	0.3575	0.36096
24	0.024128	0.1884	0.425578
25	0.098154	0.7666	0.223137
26	0.095603	0.7467	0.229062
27	0.035644	0.2784	0.390827
28	0.029396	0.2296	0.409589
29	0.062724	0.4899	0.312985
30	0.046469	0.3629	0.358954
31	0.014583	0.1139	0.454845
32	0.060453	0.4722	0.31925
33	0.012659	0.0989	0.460784
34	0.170488	1.3316	0.09398
35	-0.041636	-0.3252	0.373077
36	-0.058792	-0.4592	0.323869

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.172797	1.3496	0.091067
2	0.301313	2.3533	0.010923
3	0.164228	1.2827	0.102232
4	-0.079227	-0.6188	0.269183
5	0.126504	0.988	0.163521
6	0.13861	1.0826	0.141627
7	-0.20291	-1.5848	0.059094
8	0.083131	0.6493	0.259299
9	0.012887	0.1006	0.46008
10	-0.232914	-1.8191	0.036901
11	-0.141952	-1.1087	0.135961
12	-0.398324	-3.111	0.001417
13	-0.044899	-0.3507	0.363521
14	-0.002937	-0.0229	0.490888
15	0.132763	1.0369	0.151935
16	-0.052134	-0.4072	0.342652
17	0.004064	0.0317	0.48739
18	0.068521	0.5352	0.297241
19	0.075562	0.5902	0.278632
20	0.005321	0.0416	0.483494
21	0.039092	0.3053	0.380582
22	-0.261002	-2.0385	0.022921
23	0.067573	0.5278	0.29979
24	-0.130264	-1.0174	0.156492
25	0.090161	0.7042	0.242
26	0.055171	0.4309	0.33403
27	0.012455	0.0973	0.461413
28	-0.124038	-0.9688	0.168244
29	-0.085508	-0.6678	0.253377
30	0.04615	0.3604	0.359881
31	-0.034139	-0.2666	0.395325
32	-0.09201	-0.7186	0.23756
33	0.016922	0.1322	0.447643
34	-0.016069	-0.1255	0.45027
35	0.00842	0.0658	0.473892
36	-0.160982	-1.2573	0.106717

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.172797 & 1.3496 & 0.091067 \tabularnewline
2 & 0.301313 & 2.3533 & 0.010923 \tabularnewline
3 & 0.164228 & 1.2827 & 0.102232 \tabularnewline
4 & -0.079227 & -0.6188 & 0.269183 \tabularnewline
5 & 0.126504 & 0.988 & 0.163521 \tabularnewline
6 & 0.13861 & 1.0826 & 0.141627 \tabularnewline
7 & -0.20291 & -1.5848 & 0.059094 \tabularnewline
8 & 0.083131 & 0.6493 & 0.259299 \tabularnewline
9 & 0.012887 & 0.1006 & 0.46008 \tabularnewline
10 & -0.232914 & -1.8191 & 0.036901 \tabularnewline
11 & -0.141952 & -1.1087 & 0.135961 \tabularnewline
12 & -0.398324 & -3.111 & 0.001417 \tabularnewline
13 & -0.044899 & -0.3507 & 0.363521 \tabularnewline
14 & -0.002937 & -0.0229 & 0.490888 \tabularnewline
15 & 0.132763 & 1.0369 & 0.151935 \tabularnewline
16 & -0.052134 & -0.4072 & 0.342652 \tabularnewline
17 & 0.004064 & 0.0317 & 0.48739 \tabularnewline
18 & 0.068521 & 0.5352 & 0.297241 \tabularnewline
19 & 0.075562 & 0.5902 & 0.278632 \tabularnewline
20 & 0.005321 & 0.0416 & 0.483494 \tabularnewline
21 & 0.039092 & 0.3053 & 0.380582 \tabularnewline
22 & -0.261002 & -2.0385 & 0.022921 \tabularnewline
23 & 0.067573 & 0.5278 & 0.29979 \tabularnewline
24 & -0.130264 & -1.0174 & 0.156492 \tabularnewline
25 & 0.090161 & 0.7042 & 0.242 \tabularnewline
26 & 0.055171 & 0.4309 & 0.33403 \tabularnewline
27 & 0.012455 & 0.0973 & 0.461413 \tabularnewline
28 & -0.124038 & -0.9688 & 0.168244 \tabularnewline
29 & -0.085508 & -0.6678 & 0.253377 \tabularnewline
30 & 0.04615 & 0.3604 & 0.359881 \tabularnewline
31 & -0.034139 & -0.2666 & 0.395325 \tabularnewline
32 & -0.09201 & -0.7186 & 0.23756 \tabularnewline
33 & 0.016922 & 0.1322 & 0.447643 \tabularnewline
34 & -0.016069 & -0.1255 & 0.45027 \tabularnewline
35 & 0.00842 & 0.0658 & 0.473892 \tabularnewline
36 & -0.160982 & -1.2573 & 0.106717 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31589&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]0.172797[/C][C]1.3496[/C][C]0.091067[/C][/ROW]
[ROW][C]2[/C][C]0.301313[/C][C]2.3533[/C][C]0.010923[/C][/ROW]
[ROW][C]3[/C][C]0.164228[/C][C]1.2827[/C][C]0.102232[/C][/ROW]
[ROW][C]4[/C][C]-0.079227[/C][C]-0.6188[/C][C]0.269183[/C][/ROW]
[ROW][C]5[/C][C]0.126504[/C][C]0.988[/C][C]0.163521[/C][/ROW]
[ROW][C]6[/C][C]0.13861[/C][C]1.0826[/C][C]0.141627[/C][/ROW]
[ROW][C]7[/C][C]-0.20291[/C][C]-1.5848[/C][C]0.059094[/C][/ROW]
[ROW][C]8[/C][C]0.083131[/C][C]0.6493[/C][C]0.259299[/C][/ROW]
[ROW][C]9[/C][C]0.012887[/C][C]0.1006[/C][C]0.46008[/C][/ROW]
[ROW][C]10[/C][C]-0.232914[/C][C]-1.8191[/C][C]0.036901[/C][/ROW]
[ROW][C]11[/C][C]-0.141952[/C][C]-1.1087[/C][C]0.135961[/C][/ROW]
[ROW][C]12[/C][C]-0.398324[/C][C]-3.111[/C][C]0.001417[/C][/ROW]
[ROW][C]13[/C][C]-0.044899[/C][C]-0.3507[/C][C]0.363521[/C][/ROW]
[ROW][C]14[/C][C]-0.002937[/C][C]-0.0229[/C][C]0.490888[/C][/ROW]
[ROW][C]15[/C][C]0.132763[/C][C]1.0369[/C][C]0.151935[/C][/ROW]
[ROW][C]16[/C][C]-0.052134[/C][C]-0.4072[/C][C]0.342652[/C][/ROW]
[ROW][C]17[/C][C]0.004064[/C][C]0.0317[/C][C]0.48739[/C][/ROW]
[ROW][C]18[/C][C]0.068521[/C][C]0.5352[/C][C]0.297241[/C][/ROW]
[ROW][C]19[/C][C]0.075562[/C][C]0.5902[/C][C]0.278632[/C][/ROW]
[ROW][C]20[/C][C]0.005321[/C][C]0.0416[/C][C]0.483494[/C][/ROW]
[ROW][C]21[/C][C]0.039092[/C][C]0.3053[/C][C]0.380582[/C][/ROW]
[ROW][C]22[/C][C]-0.261002[/C][C]-2.0385[/C][C]0.022921[/C][/ROW]
[ROW][C]23[/C][C]0.067573[/C][C]0.5278[/C][C]0.29979[/C][/ROW]
[ROW][C]24[/C][C]-0.130264[/C][C]-1.0174[/C][C]0.156492[/C][/ROW]
[ROW][C]25[/C][C]0.090161[/C][C]0.7042[/C][C]0.242[/C][/ROW]
[ROW][C]26[/C][C]0.055171[/C][C]0.4309[/C][C]0.33403[/C][/ROW]
[ROW][C]27[/C][C]0.012455[/C][C]0.0973[/C][C]0.461413[/C][/ROW]
[ROW][C]28[/C][C]-0.124038[/C][C]-0.9688[/C][C]0.168244[/C][/ROW]
[ROW][C]29[/C][C]-0.085508[/C][C]-0.6678[/C][C]0.253377[/C][/ROW]
[ROW][C]30[/C][C]0.04615[/C][C]0.3604[/C][C]0.359881[/C][/ROW]
[ROW][C]31[/C][C]-0.034139[/C][C]-0.2666[/C][C]0.395325[/C][/ROW]
[ROW][C]32[/C][C]-0.09201[/C][C]-0.7186[/C][C]0.23756[/C][/ROW]
[ROW][C]33[/C][C]0.016922[/C][C]0.1322[/C][C]0.447643[/C][/ROW]
[ROW][C]34[/C][C]-0.016069[/C][C]-0.1255[/C][C]0.45027[/C][/ROW]
[ROW][C]35[/C][C]0.00842[/C][C]0.0658[/C][C]0.473892[/C][/ROW]
[ROW][C]36[/C][C]-0.160982[/C][C]-1.2573[/C][C]0.106717[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31589&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31589&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	0.172797	1.3496	0.091067
2	0.301313	2.3533	0.010923
3	0.164228	1.2827	0.102232
4	-0.079227	-0.6188	0.269183
5	0.126504	0.988	0.163521
6	0.13861	1.0826	0.141627
7	-0.20291	-1.5848	0.059094
8	0.083131	0.6493	0.259299
9	0.012887	0.1006	0.46008
10	-0.232914	-1.8191	0.036901
11	-0.141952	-1.1087	0.135961
12	-0.398324	-3.111	0.001417
13	-0.044899	-0.3507	0.363521
14	-0.002937	-0.0229	0.490888
15	0.132763	1.0369	0.151935
16	-0.052134	-0.4072	0.342652
17	0.004064	0.0317	0.48739
18	0.068521	0.5352	0.297241
19	0.075562	0.5902	0.278632
20	0.005321	0.0416	0.483494
21	0.039092	0.3053	0.380582
22	-0.261002	-2.0385	0.022921
23	0.067573	0.5278	0.29979
24	-0.130264	-1.0174	0.156492
25	0.090161	0.7042	0.242
26	0.055171	0.4309	0.33403
27	0.012455	0.0973	0.461413
28	-0.124038	-0.9688	0.168244
29	-0.085508	-0.6678	0.253377
30	0.04615	0.3604	0.359881
31	-0.034139	-0.2666	0.395325
32	-0.09201	-0.7186	0.23756
33	0.016922	0.1322	0.447643
34	-0.016069	-0.1255	0.45027
35	0.00842	0.0658	0.473892
36	-0.160982	-1.2573	0.106717

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