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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 11:47:11 -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/t1228848577r061f6lki8runyf.htm/, Retrieved Sun, 19 May 2024 12:42:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31690, Retrieved Sun, 19 May 2024 12:42:40 +0000

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Estimated Impact

186

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   [Standard Deviation-Mean Plot] [Q1 ] [2008-12-07 13:13:15] [74be16979710d4c4e7c6647856088456]
- RMPD      [(Partial) Autocorrelation Function] [testje] [2008-12-09 18:47:11] [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	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=31690&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=31690&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31690&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	-0.753732	-5.1673	2e-06
2	0.326046	2.2353	0.015095
3	-0.008366	-0.0574	0.477253
4	-0.146745	-1.006	0.159776
5	0.150078	1.0289	0.1544
6	-0.032846	-0.2252	0.411408
7	-0.096447	-0.6612	0.255854
8	0.073588	0.5045	0.308137
9	0.041012	0.2812	0.389908
10	-0.134291	-0.9206	0.180967
11	0.169312	1.1607	0.125804
12	-0.174256	-1.1946	0.119111
13	0.123491	0.8466	0.200751
14	-0.032682	-0.2241	0.411842
15	-0.027896	-0.1912	0.424579
16	0.035712	0.2448	0.403827
17	-0.060907	-0.4176	0.339086
18	0.11214	0.7688	0.222932
19	-0.091984	-0.6306	0.265675
20	-0.017806	-0.1221	0.45168
21	0.168116	1.1525	0.127463
22	-0.285466	-1.9571	0.028148
23	0.319426	2.1899	0.016766
24	-0.214081	-1.4677	0.074428
25	0.048871	0.335	0.369542
26	0.059087	0.4051	0.343628
27	-0.085247	-0.5844	0.280864
28	0.036348	0.2492	0.40215
29	0.047572	0.3261	0.372884
30	-0.122354	-0.8388	0.20291
31	0.101746	0.6975	0.244452
32	0.019844	0.136	0.446183
33	-0.155339	-1.065	0.14617
34	0.239884	1.6446	0.053366
35	-0.229077	-1.5705	0.061507
36	0.13972	0.9579	0.171515

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.753732 & -5.1673 & 2e-06 \tabularnewline
2 & 0.326046 & 2.2353 & 0.015095 \tabularnewline
3 & -0.008366 & -0.0574 & 0.477253 \tabularnewline
4 & -0.146745 & -1.006 & 0.159776 \tabularnewline
5 & 0.150078 & 1.0289 & 0.1544 \tabularnewline
6 & -0.032846 & -0.2252 & 0.411408 \tabularnewline
7 & -0.096447 & -0.6612 & 0.255854 \tabularnewline
8 & 0.073588 & 0.5045 & 0.308137 \tabularnewline
9 & 0.041012 & 0.2812 & 0.389908 \tabularnewline
10 & -0.134291 & -0.9206 & 0.180967 \tabularnewline
11 & 0.169312 & 1.1607 & 0.125804 \tabularnewline
12 & -0.174256 & -1.1946 & 0.119111 \tabularnewline
13 & 0.123491 & 0.8466 & 0.200751 \tabularnewline
14 & -0.032682 & -0.2241 & 0.411842 \tabularnewline
15 & -0.027896 & -0.1912 & 0.424579 \tabularnewline
16 & 0.035712 & 0.2448 & 0.403827 \tabularnewline
17 & -0.060907 & -0.4176 & 0.339086 \tabularnewline
18 & 0.11214 & 0.7688 & 0.222932 \tabularnewline
19 & -0.091984 & -0.6306 & 0.265675 \tabularnewline
20 & -0.017806 & -0.1221 & 0.45168 \tabularnewline
21 & 0.168116 & 1.1525 & 0.127463 \tabularnewline
22 & -0.285466 & -1.9571 & 0.028148 \tabularnewline
23 & 0.319426 & 2.1899 & 0.016766 \tabularnewline
24 & -0.214081 & -1.4677 & 0.074428 \tabularnewline
25 & 0.048871 & 0.335 & 0.369542 \tabularnewline
26 & 0.059087 & 0.4051 & 0.343628 \tabularnewline
27 & -0.085247 & -0.5844 & 0.280864 \tabularnewline
28 & 0.036348 & 0.2492 & 0.40215 \tabularnewline
29 & 0.047572 & 0.3261 & 0.372884 \tabularnewline
30 & -0.122354 & -0.8388 & 0.20291 \tabularnewline
31 & 0.101746 & 0.6975 & 0.244452 \tabularnewline
32 & 0.019844 & 0.136 & 0.446183 \tabularnewline
33 & -0.155339 & -1.065 & 0.14617 \tabularnewline
34 & 0.239884 & 1.6446 & 0.053366 \tabularnewline
35 & -0.229077 & -1.5705 & 0.061507 \tabularnewline
36 & 0.13972 & 0.9579 & 0.171515 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31690&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]-0.753732[/C][C]-5.1673[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.326046[/C][C]2.2353[/C][C]0.015095[/C][/ROW]
[ROW][C]3[/C][C]-0.008366[/C][C]-0.0574[/C][C]0.477253[/C][/ROW]
[ROW][C]4[/C][C]-0.146745[/C][C]-1.006[/C][C]0.159776[/C][/ROW]
[ROW][C]5[/C][C]0.150078[/C][C]1.0289[/C][C]0.1544[/C][/ROW]
[ROW][C]6[/C][C]-0.032846[/C][C]-0.2252[/C][C]0.411408[/C][/ROW]
[ROW][C]7[/C][C]-0.096447[/C][C]-0.6612[/C][C]0.255854[/C][/ROW]
[ROW][C]8[/C][C]0.073588[/C][C]0.5045[/C][C]0.308137[/C][/ROW]
[ROW][C]9[/C][C]0.041012[/C][C]0.2812[/C][C]0.389908[/C][/ROW]
[ROW][C]10[/C][C]-0.134291[/C][C]-0.9206[/C][C]0.180967[/C][/ROW]
[ROW][C]11[/C][C]0.169312[/C][C]1.1607[/C][C]0.125804[/C][/ROW]
[ROW][C]12[/C][C]-0.174256[/C][C]-1.1946[/C][C]0.119111[/C][/ROW]
[ROW][C]13[/C][C]0.123491[/C][C]0.8466[/C][C]0.200751[/C][/ROW]
[ROW][C]14[/C][C]-0.032682[/C][C]-0.2241[/C][C]0.411842[/C][/ROW]
[ROW][C]15[/C][C]-0.027896[/C][C]-0.1912[/C][C]0.424579[/C][/ROW]
[ROW][C]16[/C][C]0.035712[/C][C]0.2448[/C][C]0.403827[/C][/ROW]
[ROW][C]17[/C][C]-0.060907[/C][C]-0.4176[/C][C]0.339086[/C][/ROW]
[ROW][C]18[/C][C]0.11214[/C][C]0.7688[/C][C]0.222932[/C][/ROW]
[ROW][C]19[/C][C]-0.091984[/C][C]-0.6306[/C][C]0.265675[/C][/ROW]
[ROW][C]20[/C][C]-0.017806[/C][C]-0.1221[/C][C]0.45168[/C][/ROW]
[ROW][C]21[/C][C]0.168116[/C][C]1.1525[/C][C]0.127463[/C][/ROW]
[ROW][C]22[/C][C]-0.285466[/C][C]-1.9571[/C][C]0.028148[/C][/ROW]
[ROW][C]23[/C][C]0.319426[/C][C]2.1899[/C][C]0.016766[/C][/ROW]
[ROW][C]24[/C][C]-0.214081[/C][C]-1.4677[/C][C]0.074428[/C][/ROW]
[ROW][C]25[/C][C]0.048871[/C][C]0.335[/C][C]0.369542[/C][/ROW]
[ROW][C]26[/C][C]0.059087[/C][C]0.4051[/C][C]0.343628[/C][/ROW]
[ROW][C]27[/C][C]-0.085247[/C][C]-0.5844[/C][C]0.280864[/C][/ROW]
[ROW][C]28[/C][C]0.036348[/C][C]0.2492[/C][C]0.40215[/C][/ROW]
[ROW][C]29[/C][C]0.047572[/C][C]0.3261[/C][C]0.372884[/C][/ROW]
[ROW][C]30[/C][C]-0.122354[/C][C]-0.8388[/C][C]0.20291[/C][/ROW]
[ROW][C]31[/C][C]0.101746[/C][C]0.6975[/C][C]0.244452[/C][/ROW]
[ROW][C]32[/C][C]0.019844[/C][C]0.136[/C][C]0.446183[/C][/ROW]
[ROW][C]33[/C][C]-0.155339[/C][C]-1.065[/C][C]0.14617[/C][/ROW]
[ROW][C]34[/C][C]0.239884[/C][C]1.6446[/C][C]0.053366[/C][/ROW]
[ROW][C]35[/C][C]-0.229077[/C][C]-1.5705[/C][C]0.061507[/C][/ROW]
[ROW][C]36[/C][C]0.13972[/C][C]0.9579[/C][C]0.171515[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31690&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31690&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	-0.753732	-5.1673	2e-06
2	0.326046	2.2353	0.015095
3	-0.008366	-0.0574	0.477253
4	-0.146745	-1.006	0.159776
5	0.150078	1.0289	0.1544
6	-0.032846	-0.2252	0.411408
7	-0.096447	-0.6612	0.255854
8	0.073588	0.5045	0.308137
9	0.041012	0.2812	0.389908
10	-0.134291	-0.9206	0.180967
11	0.169312	1.1607	0.125804
12	-0.174256	-1.1946	0.119111
13	0.123491	0.8466	0.200751
14	-0.032682	-0.2241	0.411842
15	-0.027896	-0.1912	0.424579
16	0.035712	0.2448	0.403827
17	-0.060907	-0.4176	0.339086
18	0.11214	0.7688	0.222932
19	-0.091984	-0.6306	0.265675
20	-0.017806	-0.1221	0.45168
21	0.168116	1.1525	0.127463
22	-0.285466	-1.9571	0.028148
23	0.319426	2.1899	0.016766
24	-0.214081	-1.4677	0.074428
25	0.048871	0.335	0.369542
26	0.059087	0.4051	0.343628
27	-0.085247	-0.5844	0.280864
28	0.036348	0.2492	0.40215
29	0.047572	0.3261	0.372884
30	-0.122354	-0.8388	0.20291
31	0.101746	0.6975	0.244452
32	0.019844	0.136	0.446183
33	-0.155339	-1.065	0.14617
34	0.239884	1.6446	0.053366
35	-0.229077	-1.5705	0.061507
36	0.13972	0.9579	0.171515

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.753732	-5.1673	2e-06
2	-0.560484	-3.8425	0.000182
3	-0.159782	-1.0954	0.13946
4	-0.116917	-0.8015	0.213425
5	-0.116523	-0.7988	0.2142
6	0.105878	0.7259	0.235762
7	0.022644	0.1552	0.438648
8	-0.272289	-1.8667	0.034093
9	-0.115621	-0.7927	0.21598
10	-0.082931	-0.5685	0.286184
11	-0.019717	-0.1352	0.446525
12	-0.138016	-0.9462	0.174446
13	-0.106841	-0.7325	0.23376
14	-0.071695	-0.4915	0.312674
15	-0.087446	-0.5995	0.27586
16	-0.08239	-0.5648	0.287435
17	-0.230039	-1.5771	0.060744
18	-0.093192	-0.6389	0.262997
19	0.048508	0.3326	0.370474
20	-0.227225	-1.5578	0.062997
21	0.074261	0.5091	0.306529
22	-0.120736	-0.8277	0.206005
23	-0.087336	-0.5987	0.276108
24	0.020024	0.1373	0.4457
25	0.082674	0.5668	0.286779
26	0.020991	0.1439	0.443095
27	-0.073099	-0.5011	0.309305
28	-0.070276	-0.4818	0.316096
29	0.009366	0.0642	0.474538
30	-0.077442	-0.5309	0.298989
31	-0.075921	-0.5205	0.302585
32	0.044988	0.3084	0.379563
33	-0.023249	-0.1594	0.437024
34	0.05884	0.4034	0.344246
35	0.084602	0.58	0.282342
36	0.076592	0.5251	0.300995

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.753732 & -5.1673 & 2e-06 \tabularnewline
2 & -0.560484 & -3.8425 & 0.000182 \tabularnewline
3 & -0.159782 & -1.0954 & 0.13946 \tabularnewline
4 & -0.116917 & -0.8015 & 0.213425 \tabularnewline
5 & -0.116523 & -0.7988 & 0.2142 \tabularnewline
6 & 0.105878 & 0.7259 & 0.235762 \tabularnewline
7 & 0.022644 & 0.1552 & 0.438648 \tabularnewline
8 & -0.272289 & -1.8667 & 0.034093 \tabularnewline
9 & -0.115621 & -0.7927 & 0.21598 \tabularnewline
10 & -0.082931 & -0.5685 & 0.286184 \tabularnewline
11 & -0.019717 & -0.1352 & 0.446525 \tabularnewline
12 & -0.138016 & -0.9462 & 0.174446 \tabularnewline
13 & -0.106841 & -0.7325 & 0.23376 \tabularnewline
14 & -0.071695 & -0.4915 & 0.312674 \tabularnewline
15 & -0.087446 & -0.5995 & 0.27586 \tabularnewline
16 & -0.08239 & -0.5648 & 0.287435 \tabularnewline
17 & -0.230039 & -1.5771 & 0.060744 \tabularnewline
18 & -0.093192 & -0.6389 & 0.262997 \tabularnewline
19 & 0.048508 & 0.3326 & 0.370474 \tabularnewline
20 & -0.227225 & -1.5578 & 0.062997 \tabularnewline
21 & 0.074261 & 0.5091 & 0.306529 \tabularnewline
22 & -0.120736 & -0.8277 & 0.206005 \tabularnewline
23 & -0.087336 & -0.5987 & 0.276108 \tabularnewline
24 & 0.020024 & 0.1373 & 0.4457 \tabularnewline
25 & 0.082674 & 0.5668 & 0.286779 \tabularnewline
26 & 0.020991 & 0.1439 & 0.443095 \tabularnewline
27 & -0.073099 & -0.5011 & 0.309305 \tabularnewline
28 & -0.070276 & -0.4818 & 0.316096 \tabularnewline
29 & 0.009366 & 0.0642 & 0.474538 \tabularnewline
30 & -0.077442 & -0.5309 & 0.298989 \tabularnewline
31 & -0.075921 & -0.5205 & 0.302585 \tabularnewline
32 & 0.044988 & 0.3084 & 0.379563 \tabularnewline
33 & -0.023249 & -0.1594 & 0.437024 \tabularnewline
34 & 0.05884 & 0.4034 & 0.344246 \tabularnewline
35 & 0.084602 & 0.58 & 0.282342 \tabularnewline
36 & 0.076592 & 0.5251 & 0.300995 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31690&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]-0.753732[/C][C]-5.1673[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.560484[/C][C]-3.8425[/C][C]0.000182[/C][/ROW]
[ROW][C]3[/C][C]-0.159782[/C][C]-1.0954[/C][C]0.13946[/C][/ROW]
[ROW][C]4[/C][C]-0.116917[/C][C]-0.8015[/C][C]0.213425[/C][/ROW]
[ROW][C]5[/C][C]-0.116523[/C][C]-0.7988[/C][C]0.2142[/C][/ROW]
[ROW][C]6[/C][C]0.105878[/C][C]0.7259[/C][C]0.235762[/C][/ROW]
[ROW][C]7[/C][C]0.022644[/C][C]0.1552[/C][C]0.438648[/C][/ROW]
[ROW][C]8[/C][C]-0.272289[/C][C]-1.8667[/C][C]0.034093[/C][/ROW]
[ROW][C]9[/C][C]-0.115621[/C][C]-0.7927[/C][C]0.21598[/C][/ROW]
[ROW][C]10[/C][C]-0.082931[/C][C]-0.5685[/C][C]0.286184[/C][/ROW]
[ROW][C]11[/C][C]-0.019717[/C][C]-0.1352[/C][C]0.446525[/C][/ROW]
[ROW][C]12[/C][C]-0.138016[/C][C]-0.9462[/C][C]0.174446[/C][/ROW]
[ROW][C]13[/C][C]-0.106841[/C][C]-0.7325[/C][C]0.23376[/C][/ROW]
[ROW][C]14[/C][C]-0.071695[/C][C]-0.4915[/C][C]0.312674[/C][/ROW]
[ROW][C]15[/C][C]-0.087446[/C][C]-0.5995[/C][C]0.27586[/C][/ROW]
[ROW][C]16[/C][C]-0.08239[/C][C]-0.5648[/C][C]0.287435[/C][/ROW]
[ROW][C]17[/C][C]-0.230039[/C][C]-1.5771[/C][C]0.060744[/C][/ROW]
[ROW][C]18[/C][C]-0.093192[/C][C]-0.6389[/C][C]0.262997[/C][/ROW]
[ROW][C]19[/C][C]0.048508[/C][C]0.3326[/C][C]0.370474[/C][/ROW]
[ROW][C]20[/C][C]-0.227225[/C][C]-1.5578[/C][C]0.062997[/C][/ROW]
[ROW][C]21[/C][C]0.074261[/C][C]0.5091[/C][C]0.306529[/C][/ROW]
[ROW][C]22[/C][C]-0.120736[/C][C]-0.8277[/C][C]0.206005[/C][/ROW]
[ROW][C]23[/C][C]-0.087336[/C][C]-0.5987[/C][C]0.276108[/C][/ROW]
[ROW][C]24[/C][C]0.020024[/C][C]0.1373[/C][C]0.4457[/C][/ROW]
[ROW][C]25[/C][C]0.082674[/C][C]0.5668[/C][C]0.286779[/C][/ROW]
[ROW][C]26[/C][C]0.020991[/C][C]0.1439[/C][C]0.443095[/C][/ROW]
[ROW][C]27[/C][C]-0.073099[/C][C]-0.5011[/C][C]0.309305[/C][/ROW]
[ROW][C]28[/C][C]-0.070276[/C][C]-0.4818[/C][C]0.316096[/C][/ROW]
[ROW][C]29[/C][C]0.009366[/C][C]0.0642[/C][C]0.474538[/C][/ROW]
[ROW][C]30[/C][C]-0.077442[/C][C]-0.5309[/C][C]0.298989[/C][/ROW]
[ROW][C]31[/C][C]-0.075921[/C][C]-0.5205[/C][C]0.302585[/C][/ROW]
[ROW][C]32[/C][C]0.044988[/C][C]0.3084[/C][C]0.379563[/C][/ROW]
[ROW][C]33[/C][C]-0.023249[/C][C]-0.1594[/C][C]0.437024[/C][/ROW]
[ROW][C]34[/C][C]0.05884[/C][C]0.4034[/C][C]0.344246[/C][/ROW]
[ROW][C]35[/C][C]0.084602[/C][C]0.58[/C][C]0.282342[/C][/ROW]
[ROW][C]36[/C][C]0.076592[/C][C]0.5251[/C][C]0.300995[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31690&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31690&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	-0.753732	-5.1673	2e-06
2	-0.560484	-3.8425	0.000182
3	-0.159782	-1.0954	0.13946
4	-0.116917	-0.8015	0.213425
5	-0.116523	-0.7988	0.2142
6	0.105878	0.7259	0.235762
7	0.022644	0.1552	0.438648
8	-0.272289	-1.8667	0.034093
9	-0.115621	-0.7927	0.21598
10	-0.082931	-0.5685	0.286184
11	-0.019717	-0.1352	0.446525
12	-0.138016	-0.9462	0.174446
13	-0.106841	-0.7325	0.23376
14	-0.071695	-0.4915	0.312674
15	-0.087446	-0.5995	0.27586
16	-0.08239	-0.5648	0.287435
17	-0.230039	-1.5771	0.060744
18	-0.093192	-0.6389	0.262997
19	0.048508	0.3326	0.370474
20	-0.227225	-1.5578	0.062997
21	0.074261	0.5091	0.306529
22	-0.120736	-0.8277	0.206005
23	-0.087336	-0.5987	0.276108
24	0.020024	0.1373	0.4457
25	0.082674	0.5668	0.286779
26	0.020991	0.1439	0.443095
27	-0.073099	-0.5011	0.309305
28	-0.070276	-0.4818	0.316096
29	0.009366	0.0642	0.474538
30	-0.077442	-0.5309	0.298989
31	-0.075921	-0.5205	0.302585
32	0.044988	0.3084	0.379563
33	-0.023249	-0.1594	0.437024
34	0.05884	0.4034	0.344246
35	0.084602	0.58	0.282342
36	0.076592	0.5251	0.300995

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 = 1 ; par5 = 12 ;

Parameters (R input):

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