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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 11:56:19 -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/t1228849002oa65a9tt7f9c8xv.htm/, Retrieved Sun, 19 May 2024 08:52:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31696, Retrieved Sun, 19 May 2024 08:52:15 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

179

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] [step 1] [2008-12-06 15:53:54] [74be16979710d4c4e7c6647856088456]
F RMPD      [(Partial) Autocorrelation Function] [step 3] [2008-12-09 18:56:19] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

2008-12-16 18:10:45 [6066575aa30c0611e452e930b1dff53d] [reply] 
We zien inderdaad dat de seizoenaliteit en de lange termijn trend volledig zijn verdwenen. 

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Dataseries X:

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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=31696&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=31696&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31696&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	-0.062442	-0.5723	0.284326
2	0.013683	0.1254	0.45025
3	-0.185124	-1.6967	0.046729
4	0.059498	0.5453	0.293492
5	-0.036924	-0.3384	0.367949
6	0.028472	0.2609	0.397386
7	0.116803	1.0705	0.143726
8	-0.011622	-0.1065	0.457712
9	0.081668	0.7485	0.228126
10	-0.088556	-0.8116	0.209648
11	0.24691	2.263	0.013109
12	-0.153292	-1.4049	0.081862
13	0.046463	0.4258	0.335657
14	0.025822	0.2367	0.406747
15	-0.009487	-0.087	0.465458
16	-0.220473	-2.0207	0.02325
17	-0.028943	-0.2653	0.395725
18	-0.058458	-0.5358	0.296765
19	-0.038135	-0.3495	0.363789
20	0.035408	0.3245	0.373174
21	-0.003744	-0.0343	0.486356
22	0.194799	1.7854	0.038906
23	-0.088484	-0.811	0.209838
24	-0.045928	-0.4209	0.337437
25	-0.145934	-1.3375	0.092333
26	-0.023862	-0.2187	0.413707
27	-0.042333	-0.388	0.349503
28	0.132042	1.2102	0.114802
29	0.064398	0.5902	0.278316
30	-0.09085	-0.8327	0.2037
31	-0.002146	-0.0197	0.492177
32	0.051469	0.4717	0.319175
33	0.045009	0.4125	0.340505
34	-0.063562	-0.5826	0.280876
35	0.051655	0.4734	0.318569
36	-0.030738	-0.2817	0.389425

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.062442 & -0.5723 & 0.284326 \tabularnewline
2 & 0.013683 & 0.1254 & 0.45025 \tabularnewline
3 & -0.185124 & -1.6967 & 0.046729 \tabularnewline
4 & 0.059498 & 0.5453 & 0.293492 \tabularnewline
5 & -0.036924 & -0.3384 & 0.367949 \tabularnewline
6 & 0.028472 & 0.2609 & 0.397386 \tabularnewline
7 & 0.116803 & 1.0705 & 0.143726 \tabularnewline
8 & -0.011622 & -0.1065 & 0.457712 \tabularnewline
9 & 0.081668 & 0.7485 & 0.228126 \tabularnewline
10 & -0.088556 & -0.8116 & 0.209648 \tabularnewline
11 & 0.24691 & 2.263 & 0.013109 \tabularnewline
12 & -0.153292 & -1.4049 & 0.081862 \tabularnewline
13 & 0.046463 & 0.4258 & 0.335657 \tabularnewline
14 & 0.025822 & 0.2367 & 0.406747 \tabularnewline
15 & -0.009487 & -0.087 & 0.465458 \tabularnewline
16 & -0.220473 & -2.0207 & 0.02325 \tabularnewline
17 & -0.028943 & -0.2653 & 0.395725 \tabularnewline
18 & -0.058458 & -0.5358 & 0.296765 \tabularnewline
19 & -0.038135 & -0.3495 & 0.363789 \tabularnewline
20 & 0.035408 & 0.3245 & 0.373174 \tabularnewline
21 & -0.003744 & -0.0343 & 0.486356 \tabularnewline
22 & 0.194799 & 1.7854 & 0.038906 \tabularnewline
23 & -0.088484 & -0.811 & 0.209838 \tabularnewline
24 & -0.045928 & -0.4209 & 0.337437 \tabularnewline
25 & -0.145934 & -1.3375 & 0.092333 \tabularnewline
26 & -0.023862 & -0.2187 & 0.413707 \tabularnewline
27 & -0.042333 & -0.388 & 0.349503 \tabularnewline
28 & 0.132042 & 1.2102 & 0.114802 \tabularnewline
29 & 0.064398 & 0.5902 & 0.278316 \tabularnewline
30 & -0.09085 & -0.8327 & 0.2037 \tabularnewline
31 & -0.002146 & -0.0197 & 0.492177 \tabularnewline
32 & 0.051469 & 0.4717 & 0.319175 \tabularnewline
33 & 0.045009 & 0.4125 & 0.340505 \tabularnewline
34 & -0.063562 & -0.5826 & 0.280876 \tabularnewline
35 & 0.051655 & 0.4734 & 0.318569 \tabularnewline
36 & -0.030738 & -0.2817 & 0.389425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31696&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]-0.062442[/C][C]-0.5723[/C][C]0.284326[/C][/ROW]
[ROW][C]2[/C][C]0.013683[/C][C]0.1254[/C][C]0.45025[/C][/ROW]
[ROW][C]3[/C][C]-0.185124[/C][C]-1.6967[/C][C]0.046729[/C][/ROW]
[ROW][C]4[/C][C]0.059498[/C][C]0.5453[/C][C]0.293492[/C][/ROW]
[ROW][C]5[/C][C]-0.036924[/C][C]-0.3384[/C][C]0.367949[/C][/ROW]
[ROW][C]6[/C][C]0.028472[/C][C]0.2609[/C][C]0.397386[/C][/ROW]
[ROW][C]7[/C][C]0.116803[/C][C]1.0705[/C][C]0.143726[/C][/ROW]
[ROW][C]8[/C][C]-0.011622[/C][C]-0.1065[/C][C]0.457712[/C][/ROW]
[ROW][C]9[/C][C]0.081668[/C][C]0.7485[/C][C]0.228126[/C][/ROW]
[ROW][C]10[/C][C]-0.088556[/C][C]-0.8116[/C][C]0.209648[/C][/ROW]
[ROW][C]11[/C][C]0.24691[/C][C]2.263[/C][C]0.013109[/C][/ROW]
[ROW][C]12[/C][C]-0.153292[/C][C]-1.4049[/C][C]0.081862[/C][/ROW]
[ROW][C]13[/C][C]0.046463[/C][C]0.4258[/C][C]0.335657[/C][/ROW]
[ROW][C]14[/C][C]0.025822[/C][C]0.2367[/C][C]0.406747[/C][/ROW]
[ROW][C]15[/C][C]-0.009487[/C][C]-0.087[/C][C]0.465458[/C][/ROW]
[ROW][C]16[/C][C]-0.220473[/C][C]-2.0207[/C][C]0.02325[/C][/ROW]
[ROW][C]17[/C][C]-0.028943[/C][C]-0.2653[/C][C]0.395725[/C][/ROW]
[ROW][C]18[/C][C]-0.058458[/C][C]-0.5358[/C][C]0.296765[/C][/ROW]
[ROW][C]19[/C][C]-0.038135[/C][C]-0.3495[/C][C]0.363789[/C][/ROW]
[ROW][C]20[/C][C]0.035408[/C][C]0.3245[/C][C]0.373174[/C][/ROW]
[ROW][C]21[/C][C]-0.003744[/C][C]-0.0343[/C][C]0.486356[/C][/ROW]
[ROW][C]22[/C][C]0.194799[/C][C]1.7854[/C][C]0.038906[/C][/ROW]
[ROW][C]23[/C][C]-0.088484[/C][C]-0.811[/C][C]0.209838[/C][/ROW]
[ROW][C]24[/C][C]-0.045928[/C][C]-0.4209[/C][C]0.337437[/C][/ROW]
[ROW][C]25[/C][C]-0.145934[/C][C]-1.3375[/C][C]0.092333[/C][/ROW]
[ROW][C]26[/C][C]-0.023862[/C][C]-0.2187[/C][C]0.413707[/C][/ROW]
[ROW][C]27[/C][C]-0.042333[/C][C]-0.388[/C][C]0.349503[/C][/ROW]
[ROW][C]28[/C][C]0.132042[/C][C]1.2102[/C][C]0.114802[/C][/ROW]
[ROW][C]29[/C][C]0.064398[/C][C]0.5902[/C][C]0.278316[/C][/ROW]
[ROW][C]30[/C][C]-0.09085[/C][C]-0.8327[/C][C]0.2037[/C][/ROW]
[ROW][C]31[/C][C]-0.002146[/C][C]-0.0197[/C][C]0.492177[/C][/ROW]
[ROW][C]32[/C][C]0.051469[/C][C]0.4717[/C][C]0.319175[/C][/ROW]
[ROW][C]33[/C][C]0.045009[/C][C]0.4125[/C][C]0.340505[/C][/ROW]
[ROW][C]34[/C][C]-0.063562[/C][C]-0.5826[/C][C]0.280876[/C][/ROW]
[ROW][C]35[/C][C]0.051655[/C][C]0.4734[/C][C]0.318569[/C][/ROW]
[ROW][C]36[/C][C]-0.030738[/C][C]-0.2817[/C][C]0.389425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31696&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31696&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	-0.062442	-0.5723	0.284326
2	0.013683	0.1254	0.45025
3	-0.185124	-1.6967	0.046729
4	0.059498	0.5453	0.293492
5	-0.036924	-0.3384	0.367949
6	0.028472	0.2609	0.397386
7	0.116803	1.0705	0.143726
8	-0.011622	-0.1065	0.457712
9	0.081668	0.7485	0.228126
10	-0.088556	-0.8116	0.209648
11	0.24691	2.263	0.013109
12	-0.153292	-1.4049	0.081862
13	0.046463	0.4258	0.335657
14	0.025822	0.2367	0.406747
15	-0.009487	-0.087	0.465458
16	-0.220473	-2.0207	0.02325
17	-0.028943	-0.2653	0.395725
18	-0.058458	-0.5358	0.296765
19	-0.038135	-0.3495	0.363789
20	0.035408	0.3245	0.373174
21	-0.003744	-0.0343	0.486356
22	0.194799	1.7854	0.038906
23	-0.088484	-0.811	0.209838
24	-0.045928	-0.4209	0.337437
25	-0.145934	-1.3375	0.092333
26	-0.023862	-0.2187	0.413707
27	-0.042333	-0.388	0.349503
28	0.132042	1.2102	0.114802
29	0.064398	0.5902	0.278316
30	-0.09085	-0.8327	0.2037
31	-0.002146	-0.0197	0.492177
32	0.051469	0.4717	0.319175
33	0.045009	0.4125	0.340505
34	-0.063562	-0.5826	0.280876
35	0.051655	0.4734	0.318569
36	-0.030738	-0.2817	0.389425

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.062442	-0.5723	0.284326
2	0.009822	0.09	0.464241
3	-0.184402	-1.6901	0.047361
4	0.038347	0.3515	0.363064
5	-0.030361	-0.2783	0.390748
6	-0.009522	-0.0873	0.465333
7	0.141282	1.2949	0.099456
8	-0.013847	-0.1269	0.449659
9	0.093425	0.8563	0.197147
10	-0.037506	-0.3437	0.365949
11	0.239289	2.1931	0.015531
12	-0.106069	-0.9721	0.166886
13	0.012457	0.1142	0.454688
14	0.12022	1.1018	0.136839
15	-0.102025	-0.9351	0.176216
16	-0.226087	-2.0721	0.02066
17	-0.029284	-0.2684	0.394528
18	-0.179806	-1.648	0.051549
19	-0.116668	-1.0693	0.144003
20	-0.022859	-0.2095	0.417279
21	-0.026938	-0.2469	0.402797
22	0.158483	1.4525	0.075041
23	0.06197	0.568	0.285787
24	-0.007562	-0.0693	0.472456
25	-0.049105	-0.4501	0.326914
26	-0.005093	-0.0467	0.48144
27	0.058602	0.5371	0.29631
28	0.054752	0.5018	0.308557
29	0.106889	0.9797	0.165036
30	-0.05947	-0.5451	0.293581
31	-0.039963	-0.3663	0.357542
32	0.100325	0.9195	0.180236
33	-0.107086	-0.9815	0.164592
34	-0.089348	-0.8189	0.207584
35	0.042984	0.394	0.347308
36	-0.099903	-0.9156	0.181241

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.062442 & -0.5723 & 0.284326 \tabularnewline
2 & 0.009822 & 0.09 & 0.464241 \tabularnewline
3 & -0.184402 & -1.6901 & 0.047361 \tabularnewline
4 & 0.038347 & 0.3515 & 0.363064 \tabularnewline
5 & -0.030361 & -0.2783 & 0.390748 \tabularnewline
6 & -0.009522 & -0.0873 & 0.465333 \tabularnewline
7 & 0.141282 & 1.2949 & 0.099456 \tabularnewline
8 & -0.013847 & -0.1269 & 0.449659 \tabularnewline
9 & 0.093425 & 0.8563 & 0.197147 \tabularnewline
10 & -0.037506 & -0.3437 & 0.365949 \tabularnewline
11 & 0.239289 & 2.1931 & 0.015531 \tabularnewline
12 & -0.106069 & -0.9721 & 0.166886 \tabularnewline
13 & 0.012457 & 0.1142 & 0.454688 \tabularnewline
14 & 0.12022 & 1.1018 & 0.136839 \tabularnewline
15 & -0.102025 & -0.9351 & 0.176216 \tabularnewline
16 & -0.226087 & -2.0721 & 0.02066 \tabularnewline
17 & -0.029284 & -0.2684 & 0.394528 \tabularnewline
18 & -0.179806 & -1.648 & 0.051549 \tabularnewline
19 & -0.116668 & -1.0693 & 0.144003 \tabularnewline
20 & -0.022859 & -0.2095 & 0.417279 \tabularnewline
21 & -0.026938 & -0.2469 & 0.402797 \tabularnewline
22 & 0.158483 & 1.4525 & 0.075041 \tabularnewline
23 & 0.06197 & 0.568 & 0.285787 \tabularnewline
24 & -0.007562 & -0.0693 & 0.472456 \tabularnewline
25 & -0.049105 & -0.4501 & 0.326914 \tabularnewline
26 & -0.005093 & -0.0467 & 0.48144 \tabularnewline
27 & 0.058602 & 0.5371 & 0.29631 \tabularnewline
28 & 0.054752 & 0.5018 & 0.308557 \tabularnewline
29 & 0.106889 & 0.9797 & 0.165036 \tabularnewline
30 & -0.05947 & -0.5451 & 0.293581 \tabularnewline
31 & -0.039963 & -0.3663 & 0.357542 \tabularnewline
32 & 0.100325 & 0.9195 & 0.180236 \tabularnewline
33 & -0.107086 & -0.9815 & 0.164592 \tabularnewline
34 & -0.089348 & -0.8189 & 0.207584 \tabularnewline
35 & 0.042984 & 0.394 & 0.347308 \tabularnewline
36 & -0.099903 & -0.9156 & 0.181241 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31696&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]-0.062442[/C][C]-0.5723[/C][C]0.284326[/C][/ROW]
[ROW][C]2[/C][C]0.009822[/C][C]0.09[/C][C]0.464241[/C][/ROW]
[ROW][C]3[/C][C]-0.184402[/C][C]-1.6901[/C][C]0.047361[/C][/ROW]
[ROW][C]4[/C][C]0.038347[/C][C]0.3515[/C][C]0.363064[/C][/ROW]
[ROW][C]5[/C][C]-0.030361[/C][C]-0.2783[/C][C]0.390748[/C][/ROW]
[ROW][C]6[/C][C]-0.009522[/C][C]-0.0873[/C][C]0.465333[/C][/ROW]
[ROW][C]7[/C][C]0.141282[/C][C]1.2949[/C][C]0.099456[/C][/ROW]
[ROW][C]8[/C][C]-0.013847[/C][C]-0.1269[/C][C]0.449659[/C][/ROW]
[ROW][C]9[/C][C]0.093425[/C][C]0.8563[/C][C]0.197147[/C][/ROW]
[ROW][C]10[/C][C]-0.037506[/C][C]-0.3437[/C][C]0.365949[/C][/ROW]
[ROW][C]11[/C][C]0.239289[/C][C]2.1931[/C][C]0.015531[/C][/ROW]
[ROW][C]12[/C][C]-0.106069[/C][C]-0.9721[/C][C]0.166886[/C][/ROW]
[ROW][C]13[/C][C]0.012457[/C][C]0.1142[/C][C]0.454688[/C][/ROW]
[ROW][C]14[/C][C]0.12022[/C][C]1.1018[/C][C]0.136839[/C][/ROW]
[ROW][C]15[/C][C]-0.102025[/C][C]-0.9351[/C][C]0.176216[/C][/ROW]
[ROW][C]16[/C][C]-0.226087[/C][C]-2.0721[/C][C]0.02066[/C][/ROW]
[ROW][C]17[/C][C]-0.029284[/C][C]-0.2684[/C][C]0.394528[/C][/ROW]
[ROW][C]18[/C][C]-0.179806[/C][C]-1.648[/C][C]0.051549[/C][/ROW]
[ROW][C]19[/C][C]-0.116668[/C][C]-1.0693[/C][C]0.144003[/C][/ROW]
[ROW][C]20[/C][C]-0.022859[/C][C]-0.2095[/C][C]0.417279[/C][/ROW]
[ROW][C]21[/C][C]-0.026938[/C][C]-0.2469[/C][C]0.402797[/C][/ROW]
[ROW][C]22[/C][C]0.158483[/C][C]1.4525[/C][C]0.075041[/C][/ROW]
[ROW][C]23[/C][C]0.06197[/C][C]0.568[/C][C]0.285787[/C][/ROW]
[ROW][C]24[/C][C]-0.007562[/C][C]-0.0693[/C][C]0.472456[/C][/ROW]
[ROW][C]25[/C][C]-0.049105[/C][C]-0.4501[/C][C]0.326914[/C][/ROW]
[ROW][C]26[/C][C]-0.005093[/C][C]-0.0467[/C][C]0.48144[/C][/ROW]
[ROW][C]27[/C][C]0.058602[/C][C]0.5371[/C][C]0.29631[/C][/ROW]
[ROW][C]28[/C][C]0.054752[/C][C]0.5018[/C][C]0.308557[/C][/ROW]
[ROW][C]29[/C][C]0.106889[/C][C]0.9797[/C][C]0.165036[/C][/ROW]
[ROW][C]30[/C][C]-0.05947[/C][C]-0.5451[/C][C]0.293581[/C][/ROW]
[ROW][C]31[/C][C]-0.039963[/C][C]-0.3663[/C][C]0.357542[/C][/ROW]
[ROW][C]32[/C][C]0.100325[/C][C]0.9195[/C][C]0.180236[/C][/ROW]
[ROW][C]33[/C][C]-0.107086[/C][C]-0.9815[/C][C]0.164592[/C][/ROW]
[ROW][C]34[/C][C]-0.089348[/C][C]-0.8189[/C][C]0.207584[/C][/ROW]
[ROW][C]35[/C][C]0.042984[/C][C]0.394[/C][C]0.347308[/C][/ROW]
[ROW][C]36[/C][C]-0.099903[/C][C]-0.9156[/C][C]0.181241[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31696&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31696&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	-0.062442	-0.5723	0.284326
2	0.009822	0.09	0.464241
3	-0.184402	-1.6901	0.047361
4	0.038347	0.3515	0.363064
5	-0.030361	-0.2783	0.390748
6	-0.009522	-0.0873	0.465333
7	0.141282	1.2949	0.099456
8	-0.013847	-0.1269	0.449659
9	0.093425	0.8563	0.197147
10	-0.037506	-0.3437	0.365949
11	0.239289	2.1931	0.015531
12	-0.106069	-0.9721	0.166886
13	0.012457	0.1142	0.454688
14	0.12022	1.1018	0.136839
15	-0.102025	-0.9351	0.176216
16	-0.226087	-2.0721	0.02066
17	-0.029284	-0.2684	0.394528
18	-0.179806	-1.648	0.051549
19	-0.116668	-1.0693	0.144003
20	-0.022859	-0.2095	0.417279
21	-0.026938	-0.2469	0.402797
22	0.158483	1.4525	0.075041
23	0.06197	0.568	0.285787
24	-0.007562	-0.0693	0.472456
25	-0.049105	-0.4501	0.326914
26	-0.005093	-0.0467	0.48144
27	0.058602	0.5371	0.29631
28	0.054752	0.5018	0.308557
29	0.106889	0.9797	0.165036
30	-0.05947	-0.5451	0.293581
31	-0.039963	-0.3663	0.357542
32	0.100325	0.9195	0.180236
33	-0.107086	-0.9815	0.164592
34	-0.089348	-0.8189	0.207584
35	0.042984	0.394	0.347308
36	-0.099903	-0.9156	0.181241

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