Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 10:07:54 -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/09/t1228842569nq7d6d4b2pwhdj3.htm/, Retrieved Sun, 19 May 2024 10:05:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31593, Retrieved Sun, 19 May 2024 10:05:35 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

172

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  [Standard Deviation-Mean Plot] [SMP Investeringsg...] [2008-12-07 09:34:56] [74be16979710d4c4e7c6647856088456]
F RMP       [(Partial) Autocorrelation Function] [ACF investeringsg...] [2008-12-09 17:07:54] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

2008-12-14 19:45:13 [Steven Vercammen] [reply] 
Dit heb ik correct toegepast.
2008-12-14 19:47:31 [Steven Vercammen] [reply] 
Dit heb ik correct toegepast

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=31593&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=31593&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31593&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	0.406326	3.3752	0.000607
2	0.205326	1.7056	0.046294
3	0.491237	4.0805	5.9e-05
4	0.240678	1.9992	0.024762
5	0.263804	2.1913	0.015904
6	0.49689	4.1275	5.1e-05
7	0.212142	1.7622	0.041234
8	0.142593	1.1845	0.120146
9	0.325959	2.7076	0.004268
10	0.057143	0.4747	0.318262
11	0.230353	1.9135	0.02992
12	0.62956	5.2295	1e-06
13	0.17647	1.4659	0.073614
14	-0.019604	-0.1628	0.435558
15	0.264398	2.1963	0.015719
16	0.044782	0.372	0.355522
17	0.034628	0.2876	0.387243
18	0.238755	1.9832	0.025661
19	0.001165	0.0097	0.496154
20	-0.044733	-0.3716	0.355671
21	0.090661	0.7531	0.226979
22	-0.132137	-1.0976	0.138094
23	0.018441	0.1532	0.439351
24	0.317245	2.6352	0.005187
25	-0.000483	-0.004	0.498405
26	-0.140335	-1.1657	0.123873
27	0.062752	0.5213	0.301928
28	-0.114458	-0.9508	0.172523
29	-0.143448	-1.1916	0.118756
30	0.04092	0.3399	0.36748
31	-0.123153	-1.023	0.154944
32	-0.16935	-1.4067	0.081999
33	-0.087914	-0.7303	0.233848
34	-0.231946	-1.9267	0.029069
35	-0.133922	-1.1124	0.134904
36	0.116016	0.9637	0.16928

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.406326 & 3.3752 & 0.000607 \tabularnewline
2 & 0.205326 & 1.7056 & 0.046294 \tabularnewline
3 & 0.491237 & 4.0805 & 5.9e-05 \tabularnewline
4 & 0.240678 & 1.9992 & 0.024762 \tabularnewline
5 & 0.263804 & 2.1913 & 0.015904 \tabularnewline
6 & 0.49689 & 4.1275 & 5.1e-05 \tabularnewline
7 & 0.212142 & 1.7622 & 0.041234 \tabularnewline
8 & 0.142593 & 1.1845 & 0.120146 \tabularnewline
9 & 0.325959 & 2.7076 & 0.004268 \tabularnewline
10 & 0.057143 & 0.4747 & 0.318262 \tabularnewline
11 & 0.230353 & 1.9135 & 0.02992 \tabularnewline
12 & 0.62956 & 5.2295 & 1e-06 \tabularnewline
13 & 0.17647 & 1.4659 & 0.073614 \tabularnewline
14 & -0.019604 & -0.1628 & 0.435558 \tabularnewline
15 & 0.264398 & 2.1963 & 0.015719 \tabularnewline
16 & 0.044782 & 0.372 & 0.355522 \tabularnewline
17 & 0.034628 & 0.2876 & 0.387243 \tabularnewline
18 & 0.238755 & 1.9832 & 0.025661 \tabularnewline
19 & 0.001165 & 0.0097 & 0.496154 \tabularnewline
20 & -0.044733 & -0.3716 & 0.355671 \tabularnewline
21 & 0.090661 & 0.7531 & 0.226979 \tabularnewline
22 & -0.132137 & -1.0976 & 0.138094 \tabularnewline
23 & 0.018441 & 0.1532 & 0.439351 \tabularnewline
24 & 0.317245 & 2.6352 & 0.005187 \tabularnewline
25 & -0.000483 & -0.004 & 0.498405 \tabularnewline
26 & -0.140335 & -1.1657 & 0.123873 \tabularnewline
27 & 0.062752 & 0.5213 & 0.301928 \tabularnewline
28 & -0.114458 & -0.9508 & 0.172523 \tabularnewline
29 & -0.143448 & -1.1916 & 0.118756 \tabularnewline
30 & 0.04092 & 0.3399 & 0.36748 \tabularnewline
31 & -0.123153 & -1.023 & 0.154944 \tabularnewline
32 & -0.16935 & -1.4067 & 0.081999 \tabularnewline
33 & -0.087914 & -0.7303 & 0.233848 \tabularnewline
34 & -0.231946 & -1.9267 & 0.029069 \tabularnewline
35 & -0.133922 & -1.1124 & 0.134904 \tabularnewline
36 & 0.116016 & 0.9637 & 0.16928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31593&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]0.406326[/C][C]3.3752[/C][C]0.000607[/C][/ROW]
[ROW][C]2[/C][C]0.205326[/C][C]1.7056[/C][C]0.046294[/C][/ROW]
[ROW][C]3[/C][C]0.491237[/C][C]4.0805[/C][C]5.9e-05[/C][/ROW]
[ROW][C]4[/C][C]0.240678[/C][C]1.9992[/C][C]0.024762[/C][/ROW]
[ROW][C]5[/C][C]0.263804[/C][C]2.1913[/C][C]0.015904[/C][/ROW]
[ROW][C]6[/C][C]0.49689[/C][C]4.1275[/C][C]5.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.212142[/C][C]1.7622[/C][C]0.041234[/C][/ROW]
[ROW][C]8[/C][C]0.142593[/C][C]1.1845[/C][C]0.120146[/C][/ROW]
[ROW][C]9[/C][C]0.325959[/C][C]2.7076[/C][C]0.004268[/C][/ROW]
[ROW][C]10[/C][C]0.057143[/C][C]0.4747[/C][C]0.318262[/C][/ROW]
[ROW][C]11[/C][C]0.230353[/C][C]1.9135[/C][C]0.02992[/C][/ROW]
[ROW][C]12[/C][C]0.62956[/C][C]5.2295[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.17647[/C][C]1.4659[/C][C]0.073614[/C][/ROW]
[ROW][C]14[/C][C]-0.019604[/C][C]-0.1628[/C][C]0.435558[/C][/ROW]
[ROW][C]15[/C][C]0.264398[/C][C]2.1963[/C][C]0.015719[/C][/ROW]
[ROW][C]16[/C][C]0.044782[/C][C]0.372[/C][C]0.355522[/C][/ROW]
[ROW][C]17[/C][C]0.034628[/C][C]0.2876[/C][C]0.387243[/C][/ROW]
[ROW][C]18[/C][C]0.238755[/C][C]1.9832[/C][C]0.025661[/C][/ROW]
[ROW][C]19[/C][C]0.001165[/C][C]0.0097[/C][C]0.496154[/C][/ROW]
[ROW][C]20[/C][C]-0.044733[/C][C]-0.3716[/C][C]0.355671[/C][/ROW]
[ROW][C]21[/C][C]0.090661[/C][C]0.7531[/C][C]0.226979[/C][/ROW]
[ROW][C]22[/C][C]-0.132137[/C][C]-1.0976[/C][C]0.138094[/C][/ROW]
[ROW][C]23[/C][C]0.018441[/C][C]0.1532[/C][C]0.439351[/C][/ROW]
[ROW][C]24[/C][C]0.317245[/C][C]2.6352[/C][C]0.005187[/C][/ROW]
[ROW][C]25[/C][C]-0.000483[/C][C]-0.004[/C][C]0.498405[/C][/ROW]
[ROW][C]26[/C][C]-0.140335[/C][C]-1.1657[/C][C]0.123873[/C][/ROW]
[ROW][C]27[/C][C]0.062752[/C][C]0.5213[/C][C]0.301928[/C][/ROW]
[ROW][C]28[/C][C]-0.114458[/C][C]-0.9508[/C][C]0.172523[/C][/ROW]
[ROW][C]29[/C][C]-0.143448[/C][C]-1.1916[/C][C]0.118756[/C][/ROW]
[ROW][C]30[/C][C]0.04092[/C][C]0.3399[/C][C]0.36748[/C][/ROW]
[ROW][C]31[/C][C]-0.123153[/C][C]-1.023[/C][C]0.154944[/C][/ROW]
[ROW][C]32[/C][C]-0.16935[/C][C]-1.4067[/C][C]0.081999[/C][/ROW]
[ROW][C]33[/C][C]-0.087914[/C][C]-0.7303[/C][C]0.233848[/C][/ROW]
[ROW][C]34[/C][C]-0.231946[/C][C]-1.9267[/C][C]0.029069[/C][/ROW]
[ROW][C]35[/C][C]-0.133922[/C][C]-1.1124[/C][C]0.134904[/C][/ROW]
[ROW][C]36[/C][C]0.116016[/C][C]0.9637[/C][C]0.16928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31593&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31593&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	0.406326	3.3752	0.000607
2	0.205326	1.7056	0.046294
3	0.491237	4.0805	5.9e-05
4	0.240678	1.9992	0.024762
5	0.263804	2.1913	0.015904
6	0.49689	4.1275	5.1e-05
7	0.212142	1.7622	0.041234
8	0.142593	1.1845	0.120146
9	0.325959	2.7076	0.004268
10	0.057143	0.4747	0.318262
11	0.230353	1.9135	0.02992
12	0.62956	5.2295	1e-06
13	0.17647	1.4659	0.073614
14	-0.019604	-0.1628	0.435558
15	0.264398	2.1963	0.015719
16	0.044782	0.372	0.355522
17	0.034628	0.2876	0.387243
18	0.238755	1.9832	0.025661
19	0.001165	0.0097	0.496154
20	-0.044733	-0.3716	0.355671
21	0.090661	0.7531	0.226979
22	-0.132137	-1.0976	0.138094
23	0.018441	0.1532	0.439351
24	0.317245	2.6352	0.005187
25	-0.000483	-0.004	0.498405
26	-0.140335	-1.1657	0.123873
27	0.062752	0.5213	0.301928
28	-0.114458	-0.9508	0.172523
29	-0.143448	-1.1916	0.118756
30	0.04092	0.3399	0.36748
31	-0.123153	-1.023	0.154944
32	-0.16935	-1.4067	0.081999
33	-0.087914	-0.7303	0.233848
34	-0.231946	-1.9267	0.029069
35	-0.133922	-1.1124	0.134904
36	0.116016	0.9637	0.16928

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.406326	3.3752	0.000607
2	0.048179	0.4002	0.34512
3	0.470911	3.9117	0.000106
4	-0.157353	-1.3071	0.097764
5	0.300516	2.4963	0.007472
6	0.172532	1.4332	0.078164
7	-0.084925	-0.7054	0.241456
8	-0.014204	-0.118	0.453211
9	0.018685	0.1552	0.438555
10	-0.214711	-1.7835	0.039449
11	0.352621	2.9291	0.002302
12	0.413501	3.4348	0.000504
13	-0.241359	-2.0049	0.024451
14	-0.314851	-2.6154	0.00547
15	-0.059862	-0.4973	0.310296
16	-0.088105	-0.7319	0.233369
17	-0.039094	-0.3247	0.37318
18	-0.112618	-0.9355	0.176403
19	0.086619	0.7195	0.237127
20	0.081895	0.6803	0.249305
21	-0.002024	-0.0168	0.493318
22	-0.079011	-0.6563	0.256902
23	-0.000126	-0.001	0.499583
24	-0.034109	-0.2833	0.388885
25	0.130704	1.0857	0.140693
26	-0.025195	-0.2093	0.417421
27	-0.097838	-0.8127	0.209591
28	-0.129053	-1.072	0.143728
29	-0.043077	-0.3578	0.360783
30	-0.018046	-0.1499	0.440641
31	0.041701	0.3464	0.365049
32	-0.035228	-0.2926	0.385343
33	0.001372	0.0114	0.495469
34	0.068166	0.5662	0.286536
35	-0.064819	-0.5384	0.296008
36	-0.015088	-0.1253	0.450314

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.406326 & 3.3752 & 0.000607 \tabularnewline
2 & 0.048179 & 0.4002 & 0.34512 \tabularnewline
3 & 0.470911 & 3.9117 & 0.000106 \tabularnewline
4 & -0.157353 & -1.3071 & 0.097764 \tabularnewline
5 & 0.300516 & 2.4963 & 0.007472 \tabularnewline
6 & 0.172532 & 1.4332 & 0.078164 \tabularnewline
7 & -0.084925 & -0.7054 & 0.241456 \tabularnewline
8 & -0.014204 & -0.118 & 0.453211 \tabularnewline
9 & 0.018685 & 0.1552 & 0.438555 \tabularnewline
10 & -0.214711 & -1.7835 & 0.039449 \tabularnewline
11 & 0.352621 & 2.9291 & 0.002302 \tabularnewline
12 & 0.413501 & 3.4348 & 0.000504 \tabularnewline
13 & -0.241359 & -2.0049 & 0.024451 \tabularnewline
14 & -0.314851 & -2.6154 & 0.00547 \tabularnewline
15 & -0.059862 & -0.4973 & 0.310296 \tabularnewline
16 & -0.088105 & -0.7319 & 0.233369 \tabularnewline
17 & -0.039094 & -0.3247 & 0.37318 \tabularnewline
18 & -0.112618 & -0.9355 & 0.176403 \tabularnewline
19 & 0.086619 & 0.7195 & 0.237127 \tabularnewline
20 & 0.081895 & 0.6803 & 0.249305 \tabularnewline
21 & -0.002024 & -0.0168 & 0.493318 \tabularnewline
22 & -0.079011 & -0.6563 & 0.256902 \tabularnewline
23 & -0.000126 & -0.001 & 0.499583 \tabularnewline
24 & -0.034109 & -0.2833 & 0.388885 \tabularnewline
25 & 0.130704 & 1.0857 & 0.140693 \tabularnewline
26 & -0.025195 & -0.2093 & 0.417421 \tabularnewline
27 & -0.097838 & -0.8127 & 0.209591 \tabularnewline
28 & -0.129053 & -1.072 & 0.143728 \tabularnewline
29 & -0.043077 & -0.3578 & 0.360783 \tabularnewline
30 & -0.018046 & -0.1499 & 0.440641 \tabularnewline
31 & 0.041701 & 0.3464 & 0.365049 \tabularnewline
32 & -0.035228 & -0.2926 & 0.385343 \tabularnewline
33 & 0.001372 & 0.0114 & 0.495469 \tabularnewline
34 & 0.068166 & 0.5662 & 0.286536 \tabularnewline
35 & -0.064819 & -0.5384 & 0.296008 \tabularnewline
36 & -0.015088 & -0.1253 & 0.450314 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31593&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]0.406326[/C][C]3.3752[/C][C]0.000607[/C][/ROW]
[ROW][C]2[/C][C]0.048179[/C][C]0.4002[/C][C]0.34512[/C][/ROW]
[ROW][C]3[/C][C]0.470911[/C][C]3.9117[/C][C]0.000106[/C][/ROW]
[ROW][C]4[/C][C]-0.157353[/C][C]-1.3071[/C][C]0.097764[/C][/ROW]
[ROW][C]5[/C][C]0.300516[/C][C]2.4963[/C][C]0.007472[/C][/ROW]
[ROW][C]6[/C][C]0.172532[/C][C]1.4332[/C][C]0.078164[/C][/ROW]
[ROW][C]7[/C][C]-0.084925[/C][C]-0.7054[/C][C]0.241456[/C][/ROW]
[ROW][C]8[/C][C]-0.014204[/C][C]-0.118[/C][C]0.453211[/C][/ROW]
[ROW][C]9[/C][C]0.018685[/C][C]0.1552[/C][C]0.438555[/C][/ROW]
[ROW][C]10[/C][C]-0.214711[/C][C]-1.7835[/C][C]0.039449[/C][/ROW]
[ROW][C]11[/C][C]0.352621[/C][C]2.9291[/C][C]0.002302[/C][/ROW]
[ROW][C]12[/C][C]0.413501[/C][C]3.4348[/C][C]0.000504[/C][/ROW]
[ROW][C]13[/C][C]-0.241359[/C][C]-2.0049[/C][C]0.024451[/C][/ROW]
[ROW][C]14[/C][C]-0.314851[/C][C]-2.6154[/C][C]0.00547[/C][/ROW]
[ROW][C]15[/C][C]-0.059862[/C][C]-0.4973[/C][C]0.310296[/C][/ROW]
[ROW][C]16[/C][C]-0.088105[/C][C]-0.7319[/C][C]0.233369[/C][/ROW]
[ROW][C]17[/C][C]-0.039094[/C][C]-0.3247[/C][C]0.37318[/C][/ROW]
[ROW][C]18[/C][C]-0.112618[/C][C]-0.9355[/C][C]0.176403[/C][/ROW]
[ROW][C]19[/C][C]0.086619[/C][C]0.7195[/C][C]0.237127[/C][/ROW]
[ROW][C]20[/C][C]0.081895[/C][C]0.6803[/C][C]0.249305[/C][/ROW]
[ROW][C]21[/C][C]-0.002024[/C][C]-0.0168[/C][C]0.493318[/C][/ROW]
[ROW][C]22[/C][C]-0.079011[/C][C]-0.6563[/C][C]0.256902[/C][/ROW]
[ROW][C]23[/C][C]-0.000126[/C][C]-0.001[/C][C]0.499583[/C][/ROW]
[ROW][C]24[/C][C]-0.034109[/C][C]-0.2833[/C][C]0.388885[/C][/ROW]
[ROW][C]25[/C][C]0.130704[/C][C]1.0857[/C][C]0.140693[/C][/ROW]
[ROW][C]26[/C][C]-0.025195[/C][C]-0.2093[/C][C]0.417421[/C][/ROW]
[ROW][C]27[/C][C]-0.097838[/C][C]-0.8127[/C][C]0.209591[/C][/ROW]
[ROW][C]28[/C][C]-0.129053[/C][C]-1.072[/C][C]0.143728[/C][/ROW]
[ROW][C]29[/C][C]-0.043077[/C][C]-0.3578[/C][C]0.360783[/C][/ROW]
[ROW][C]30[/C][C]-0.018046[/C][C]-0.1499[/C][C]0.440641[/C][/ROW]
[ROW][C]31[/C][C]0.041701[/C][C]0.3464[/C][C]0.365049[/C][/ROW]
[ROW][C]32[/C][C]-0.035228[/C][C]-0.2926[/C][C]0.385343[/C][/ROW]
[ROW][C]33[/C][C]0.001372[/C][C]0.0114[/C][C]0.495469[/C][/ROW]
[ROW][C]34[/C][C]0.068166[/C][C]0.5662[/C][C]0.286536[/C][/ROW]
[ROW][C]35[/C][C]-0.064819[/C][C]-0.5384[/C][C]0.296008[/C][/ROW]
[ROW][C]36[/C][C]-0.015088[/C][C]-0.1253[/C][C]0.450314[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31593&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31593&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	0.406326	3.3752	0.000607
2	0.048179	0.4002	0.34512
3	0.470911	3.9117	0.000106
4	-0.157353	-1.3071	0.097764
5	0.300516	2.4963	0.007472
6	0.172532	1.4332	0.078164
7	-0.084925	-0.7054	0.241456
8	-0.014204	-0.118	0.453211
9	0.018685	0.1552	0.438555
10	-0.214711	-1.7835	0.039449
11	0.352621	2.9291	0.002302
12	0.413501	3.4348	0.000504
13	-0.241359	-2.0049	0.024451
14	-0.314851	-2.6154	0.00547
15	-0.059862	-0.4973	0.310296
16	-0.088105	-0.7319	0.233369
17	-0.039094	-0.3247	0.37318
18	-0.112618	-0.9355	0.176403
19	0.086619	0.7195	0.237127
20	0.081895	0.6803	0.249305
21	-0.002024	-0.0168	0.493318
22	-0.079011	-0.6563	0.256902
23	-0.000126	-0.001	0.499583
24	-0.034109	-0.2833	0.388885
25	0.130704	1.0857	0.140693
26	-0.025195	-0.2093	0.417421
27	-0.097838	-0.8127	0.209591
28	-0.129053	-1.072	0.143728
29	-0.043077	-0.3578	0.360783
30	-0.018046	-0.1499	0.440641
31	0.041701	0.3464	0.365049
32	-0.035228	-0.2926	0.385343
33	0.001372	0.0114	0.495469
34	0.068166	0.5662	0.286536
35	-0.064819	-0.5384	0.296008
36	-0.015088	-0.1253	0.450314

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