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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 03:40:34 -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/11/t1228992214u4sklxixdxcd2ns.htm/, Retrieved Sun, 19 May 2024 05:37:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32158, Retrieved Sun, 19 May 2024 05:37:52 +0000

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User-defined keywords

paper

Estimated Impact

201

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

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 17:50:19] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Law of Averages] [2008-11-30 14:45:18] [415d0222c17b651a9576eaac006f530d]
- RMPD      [(Partial) Autocorrelation Function] [(P)ACF] [2008-12-11 10:40:34] [bb7e3816cefc365f4d7adcd50784b783] [Current]

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Dataseries X:

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Histogram

Boxplots

8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5

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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32158&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32158&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32158&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.82942	5.7464	0
2	0.556349	3.8545	0.000172
3	0.316054	2.1897	0.01672
4	0.200921	1.392	0.085166
5	0.209243	1.4497	0.076825
6	0.236203	1.6365	0.054142
7	0.19262	1.3345	0.094166
8	0.127531	0.8836	0.190669
9	0.086688	0.6006	0.275468
10	0.095993	0.6651	0.254598
11	0.144381	1.0003	0.16109
12	0.203989	1.4133	0.082014
13	0.197215	1.3663	0.089099
14	0.143939	0.9972	0.161825
15	0.044082	0.3054	0.380686
16	-0.070792	-0.4905	0.313021
17	-0.18197	-1.2607	0.10675
18	-0.245405	-1.7002	0.047781
19	-0.298707	-2.0695	0.021952
20	-0.319595	-2.2142	0.015798
21	-0.323034	-2.238	0.014947
22	-0.312152	-2.1627	0.01779
23	-0.262807	-1.8208	0.037438
24	-0.175593	-1.2165	0.114863
25	-0.093342	-0.6467	0.260455
26	-0.019803	-0.1372	0.445725
27	0.004727	0.0328	0.487005
28	-0.029731	-0.206	0.418838
29	-0.095906	-0.6645	0.25479
30	-0.162236	-1.124	0.133301
31	-0.216985	-1.5033	0.069654
32	-0.220217	-1.5257	0.066822
33	-0.202331	-1.4018	0.083706
34	-0.162602	-1.1265	0.132769
35	-0.111654	-0.7736	0.221491
36	-0.074381	-0.5153	0.304345

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.82942 & 5.7464 & 0 \tabularnewline
2 & 0.556349 & 3.8545 & 0.000172 \tabularnewline
3 & 0.316054 & 2.1897 & 0.01672 \tabularnewline
4 & 0.200921 & 1.392 & 0.085166 \tabularnewline
5 & 0.209243 & 1.4497 & 0.076825 \tabularnewline
6 & 0.236203 & 1.6365 & 0.054142 \tabularnewline
7 & 0.19262 & 1.3345 & 0.094166 \tabularnewline
8 & 0.127531 & 0.8836 & 0.190669 \tabularnewline
9 & 0.086688 & 0.6006 & 0.275468 \tabularnewline
10 & 0.095993 & 0.6651 & 0.254598 \tabularnewline
11 & 0.144381 & 1.0003 & 0.16109 \tabularnewline
12 & 0.203989 & 1.4133 & 0.082014 \tabularnewline
13 & 0.197215 & 1.3663 & 0.089099 \tabularnewline
14 & 0.143939 & 0.9972 & 0.161825 \tabularnewline
15 & 0.044082 & 0.3054 & 0.380686 \tabularnewline
16 & -0.070792 & -0.4905 & 0.313021 \tabularnewline
17 & -0.18197 & -1.2607 & 0.10675 \tabularnewline
18 & -0.245405 & -1.7002 & 0.047781 \tabularnewline
19 & -0.298707 & -2.0695 & 0.021952 \tabularnewline
20 & -0.319595 & -2.2142 & 0.015798 \tabularnewline
21 & -0.323034 & -2.238 & 0.014947 \tabularnewline
22 & -0.312152 & -2.1627 & 0.01779 \tabularnewline
23 & -0.262807 & -1.8208 & 0.037438 \tabularnewline
24 & -0.175593 & -1.2165 & 0.114863 \tabularnewline
25 & -0.093342 & -0.6467 & 0.260455 \tabularnewline
26 & -0.019803 & -0.1372 & 0.445725 \tabularnewline
27 & 0.004727 & 0.0328 & 0.487005 \tabularnewline
28 & -0.029731 & -0.206 & 0.418838 \tabularnewline
29 & -0.095906 & -0.6645 & 0.25479 \tabularnewline
30 & -0.162236 & -1.124 & 0.133301 \tabularnewline
31 & -0.216985 & -1.5033 & 0.069654 \tabularnewline
32 & -0.220217 & -1.5257 & 0.066822 \tabularnewline
33 & -0.202331 & -1.4018 & 0.083706 \tabularnewline
34 & -0.162602 & -1.1265 & 0.132769 \tabularnewline
35 & -0.111654 & -0.7736 & 0.221491 \tabularnewline
36 & -0.074381 & -0.5153 & 0.304345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32158&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]0.82942[/C][C]5.7464[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.556349[/C][C]3.8545[/C][C]0.000172[/C][/ROW]
[ROW][C]3[/C][C]0.316054[/C][C]2.1897[/C][C]0.01672[/C][/ROW]
[ROW][C]4[/C][C]0.200921[/C][C]1.392[/C][C]0.085166[/C][/ROW]
[ROW][C]5[/C][C]0.209243[/C][C]1.4497[/C][C]0.076825[/C][/ROW]
[ROW][C]6[/C][C]0.236203[/C][C]1.6365[/C][C]0.054142[/C][/ROW]
[ROW][C]7[/C][C]0.19262[/C][C]1.3345[/C][C]0.094166[/C][/ROW]
[ROW][C]8[/C][C]0.127531[/C][C]0.8836[/C][C]0.190669[/C][/ROW]
[ROW][C]9[/C][C]0.086688[/C][C]0.6006[/C][C]0.275468[/C][/ROW]
[ROW][C]10[/C][C]0.095993[/C][C]0.6651[/C][C]0.254598[/C][/ROW]
[ROW][C]11[/C][C]0.144381[/C][C]1.0003[/C][C]0.16109[/C][/ROW]
[ROW][C]12[/C][C]0.203989[/C][C]1.4133[/C][C]0.082014[/C][/ROW]
[ROW][C]13[/C][C]0.197215[/C][C]1.3663[/C][C]0.089099[/C][/ROW]
[ROW][C]14[/C][C]0.143939[/C][C]0.9972[/C][C]0.161825[/C][/ROW]
[ROW][C]15[/C][C]0.044082[/C][C]0.3054[/C][C]0.380686[/C][/ROW]
[ROW][C]16[/C][C]-0.070792[/C][C]-0.4905[/C][C]0.313021[/C][/ROW]
[ROW][C]17[/C][C]-0.18197[/C][C]-1.2607[/C][C]0.10675[/C][/ROW]
[ROW][C]18[/C][C]-0.245405[/C][C]-1.7002[/C][C]0.047781[/C][/ROW]
[ROW][C]19[/C][C]-0.298707[/C][C]-2.0695[/C][C]0.021952[/C][/ROW]
[ROW][C]20[/C][C]-0.319595[/C][C]-2.2142[/C][C]0.015798[/C][/ROW]
[ROW][C]21[/C][C]-0.323034[/C][C]-2.238[/C][C]0.014947[/C][/ROW]
[ROW][C]22[/C][C]-0.312152[/C][C]-2.1627[/C][C]0.01779[/C][/ROW]
[ROW][C]23[/C][C]-0.262807[/C][C]-1.8208[/C][C]0.037438[/C][/ROW]
[ROW][C]24[/C][C]-0.175593[/C][C]-1.2165[/C][C]0.114863[/C][/ROW]
[ROW][C]25[/C][C]-0.093342[/C][C]-0.6467[/C][C]0.260455[/C][/ROW]
[ROW][C]26[/C][C]-0.019803[/C][C]-0.1372[/C][C]0.445725[/C][/ROW]
[ROW][C]27[/C][C]0.004727[/C][C]0.0328[/C][C]0.487005[/C][/ROW]
[ROW][C]28[/C][C]-0.029731[/C][C]-0.206[/C][C]0.418838[/C][/ROW]
[ROW][C]29[/C][C]-0.095906[/C][C]-0.6645[/C][C]0.25479[/C][/ROW]
[ROW][C]30[/C][C]-0.162236[/C][C]-1.124[/C][C]0.133301[/C][/ROW]
[ROW][C]31[/C][C]-0.216985[/C][C]-1.5033[/C][C]0.069654[/C][/ROW]
[ROW][C]32[/C][C]-0.220217[/C][C]-1.5257[/C][C]0.066822[/C][/ROW]
[ROW][C]33[/C][C]-0.202331[/C][C]-1.4018[/C][C]0.083706[/C][/ROW]
[ROW][C]34[/C][C]-0.162602[/C][C]-1.1265[/C][C]0.132769[/C][/ROW]
[ROW][C]35[/C][C]-0.111654[/C][C]-0.7736[/C][C]0.221491[/C][/ROW]
[ROW][C]36[/C][C]-0.074381[/C][C]-0.5153[/C][C]0.304345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32158&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32158&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	0.82942	5.7464	0
2	0.556349	3.8545	0.000172
3	0.316054	2.1897	0.01672
4	0.200921	1.392	0.085166
5	0.209243	1.4497	0.076825
6	0.236203	1.6365	0.054142
7	0.19262	1.3345	0.094166
8	0.127531	0.8836	0.190669
9	0.086688	0.6006	0.275468
10	0.095993	0.6651	0.254598
11	0.144381	1.0003	0.16109
12	0.203989	1.4133	0.082014
13	0.197215	1.3663	0.089099
14	0.143939	0.9972	0.161825
15	0.044082	0.3054	0.380686
16	-0.070792	-0.4905	0.313021
17	-0.18197	-1.2607	0.10675
18	-0.245405	-1.7002	0.047781
19	-0.298707	-2.0695	0.021952
20	-0.319595	-2.2142	0.015798
21	-0.323034	-2.238	0.014947
22	-0.312152	-2.1627	0.01779
23	-0.262807	-1.8208	0.037438
24	-0.175593	-1.2165	0.114863
25	-0.093342	-0.6467	0.260455
26	-0.019803	-0.1372	0.445725
27	0.004727	0.0328	0.487005
28	-0.029731	-0.206	0.418838
29	-0.095906	-0.6645	0.25479
30	-0.162236	-1.124	0.133301
31	-0.216985	-1.5033	0.069654
32	-0.220217	-1.5257	0.066822
33	-0.202331	-1.4018	0.083706
34	-0.162602	-1.1265	0.132769
35	-0.111654	-0.7736	0.221491
36	-0.074381	-0.5153	0.304345

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.82942	5.7464	0
2	-0.421677	-2.9215	0.002648
3	0.03809	0.2639	0.396495
4	0.199682	1.3834	0.086466
5	0.140724	0.975	0.167233
6	-0.104139	-0.7215	0.237052
7	-0.16096	-1.1152	0.135166
8	0.157997	1.0946	0.139569
9	0.0865	0.5993	0.2759
10	-0.000724	-0.005	0.498009
11	0.015229	0.1055	0.458206
12	0.132013	0.9146	0.182484
13	-0.124884	-0.8652	0.195611
14	-0.027272	-0.1889	0.425466
15	-0.138208	-0.9575	0.171548
16	-0.095653	-0.6627	0.255346
17	-0.177927	-1.2327	0.111843
18	0.005362	0.0371	0.485261
19	-0.170023	-1.178	0.122311
20	-0.014984	-0.1038	0.458876
21	-0.053361	-0.3697	0.356619
22	-0.006351	-0.044	0.482543
23	0.094042	0.6515	0.258901
24	0.056723	0.393	0.348034
25	0.034496	0.239	0.406063
26	0.095533	0.6619	0.255608
27	0.015529	0.1076	0.457384
28	-0.068368	-0.4737	0.318943
29	-0.007438	-0.0515	0.479558
30	-0.05921	-0.4102	0.341735
31	-0.034071	-0.236	0.4072
32	0.017735	0.1229	0.451361
33	-0.049411	-0.3423	0.366798
34	0.040742	0.2823	0.389477
35	0.010585	0.0733	0.470922
36	-0.125254	-0.8678	0.194916

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.82942 & 5.7464 & 0 \tabularnewline
2 & -0.421677 & -2.9215 & 0.002648 \tabularnewline
3 & 0.03809 & 0.2639 & 0.396495 \tabularnewline
4 & 0.199682 & 1.3834 & 0.086466 \tabularnewline
5 & 0.140724 & 0.975 & 0.167233 \tabularnewline
6 & -0.104139 & -0.7215 & 0.237052 \tabularnewline
7 & -0.16096 & -1.1152 & 0.135166 \tabularnewline
8 & 0.157997 & 1.0946 & 0.139569 \tabularnewline
9 & 0.0865 & 0.5993 & 0.2759 \tabularnewline
10 & -0.000724 & -0.005 & 0.498009 \tabularnewline
11 & 0.015229 & 0.1055 & 0.458206 \tabularnewline
12 & 0.132013 & 0.9146 & 0.182484 \tabularnewline
13 & -0.124884 & -0.8652 & 0.195611 \tabularnewline
14 & -0.027272 & -0.1889 & 0.425466 \tabularnewline
15 & -0.138208 & -0.9575 & 0.171548 \tabularnewline
16 & -0.095653 & -0.6627 & 0.255346 \tabularnewline
17 & -0.177927 & -1.2327 & 0.111843 \tabularnewline
18 & 0.005362 & 0.0371 & 0.485261 \tabularnewline
19 & -0.170023 & -1.178 & 0.122311 \tabularnewline
20 & -0.014984 & -0.1038 & 0.458876 \tabularnewline
21 & -0.053361 & -0.3697 & 0.356619 \tabularnewline
22 & -0.006351 & -0.044 & 0.482543 \tabularnewline
23 & 0.094042 & 0.6515 & 0.258901 \tabularnewline
24 & 0.056723 & 0.393 & 0.348034 \tabularnewline
25 & 0.034496 & 0.239 & 0.406063 \tabularnewline
26 & 0.095533 & 0.6619 & 0.255608 \tabularnewline
27 & 0.015529 & 0.1076 & 0.457384 \tabularnewline
28 & -0.068368 & -0.4737 & 0.318943 \tabularnewline
29 & -0.007438 & -0.0515 & 0.479558 \tabularnewline
30 & -0.05921 & -0.4102 & 0.341735 \tabularnewline
31 & -0.034071 & -0.236 & 0.4072 \tabularnewline
32 & 0.017735 & 0.1229 & 0.451361 \tabularnewline
33 & -0.049411 & -0.3423 & 0.366798 \tabularnewline
34 & 0.040742 & 0.2823 & 0.389477 \tabularnewline
35 & 0.010585 & 0.0733 & 0.470922 \tabularnewline
36 & -0.125254 & -0.8678 & 0.194916 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32158&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]0.82942[/C][C]5.7464[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.421677[/C][C]-2.9215[/C][C]0.002648[/C][/ROW]
[ROW][C]3[/C][C]0.03809[/C][C]0.2639[/C][C]0.396495[/C][/ROW]
[ROW][C]4[/C][C]0.199682[/C][C]1.3834[/C][C]0.086466[/C][/ROW]
[ROW][C]5[/C][C]0.140724[/C][C]0.975[/C][C]0.167233[/C][/ROW]
[ROW][C]6[/C][C]-0.104139[/C][C]-0.7215[/C][C]0.237052[/C][/ROW]
[ROW][C]7[/C][C]-0.16096[/C][C]-1.1152[/C][C]0.135166[/C][/ROW]
[ROW][C]8[/C][C]0.157997[/C][C]1.0946[/C][C]0.139569[/C][/ROW]
[ROW][C]9[/C][C]0.0865[/C][C]0.5993[/C][C]0.2759[/C][/ROW]
[ROW][C]10[/C][C]-0.000724[/C][C]-0.005[/C][C]0.498009[/C][/ROW]
[ROW][C]11[/C][C]0.015229[/C][C]0.1055[/C][C]0.458206[/C][/ROW]
[ROW][C]12[/C][C]0.132013[/C][C]0.9146[/C][C]0.182484[/C][/ROW]
[ROW][C]13[/C][C]-0.124884[/C][C]-0.8652[/C][C]0.195611[/C][/ROW]
[ROW][C]14[/C][C]-0.027272[/C][C]-0.1889[/C][C]0.425466[/C][/ROW]
[ROW][C]15[/C][C]-0.138208[/C][C]-0.9575[/C][C]0.171548[/C][/ROW]
[ROW][C]16[/C][C]-0.095653[/C][C]-0.6627[/C][C]0.255346[/C][/ROW]
[ROW][C]17[/C][C]-0.177927[/C][C]-1.2327[/C][C]0.111843[/C][/ROW]
[ROW][C]18[/C][C]0.005362[/C][C]0.0371[/C][C]0.485261[/C][/ROW]
[ROW][C]19[/C][C]-0.170023[/C][C]-1.178[/C][C]0.122311[/C][/ROW]
[ROW][C]20[/C][C]-0.014984[/C][C]-0.1038[/C][C]0.458876[/C][/ROW]
[ROW][C]21[/C][C]-0.053361[/C][C]-0.3697[/C][C]0.356619[/C][/ROW]
[ROW][C]22[/C][C]-0.006351[/C][C]-0.044[/C][C]0.482543[/C][/ROW]
[ROW][C]23[/C][C]0.094042[/C][C]0.6515[/C][C]0.258901[/C][/ROW]
[ROW][C]24[/C][C]0.056723[/C][C]0.393[/C][C]0.348034[/C][/ROW]
[ROW][C]25[/C][C]0.034496[/C][C]0.239[/C][C]0.406063[/C][/ROW]
[ROW][C]26[/C][C]0.095533[/C][C]0.6619[/C][C]0.255608[/C][/ROW]
[ROW][C]27[/C][C]0.015529[/C][C]0.1076[/C][C]0.457384[/C][/ROW]
[ROW][C]28[/C][C]-0.068368[/C][C]-0.4737[/C][C]0.318943[/C][/ROW]
[ROW][C]29[/C][C]-0.007438[/C][C]-0.0515[/C][C]0.479558[/C][/ROW]
[ROW][C]30[/C][C]-0.05921[/C][C]-0.4102[/C][C]0.341735[/C][/ROW]
[ROW][C]31[/C][C]-0.034071[/C][C]-0.236[/C][C]0.4072[/C][/ROW]
[ROW][C]32[/C][C]0.017735[/C][C]0.1229[/C][C]0.451361[/C][/ROW]
[ROW][C]33[/C][C]-0.049411[/C][C]-0.3423[/C][C]0.366798[/C][/ROW]
[ROW][C]34[/C][C]0.040742[/C][C]0.2823[/C][C]0.389477[/C][/ROW]
[ROW][C]35[/C][C]0.010585[/C][C]0.0733[/C][C]0.470922[/C][/ROW]
[ROW][C]36[/C][C]-0.125254[/C][C]-0.8678[/C][C]0.194916[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32158&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32158&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	0.82942	5.7464	0
2	-0.421677	-2.9215	0.002648
3	0.03809	0.2639	0.396495
4	0.199682	1.3834	0.086466
5	0.140724	0.975	0.167233
6	-0.104139	-0.7215	0.237052
7	-0.16096	-1.1152	0.135166
8	0.157997	1.0946	0.139569
9	0.0865	0.5993	0.2759
10	-0.000724	-0.005	0.498009
11	0.015229	0.1055	0.458206
12	0.132013	0.9146	0.182484
13	-0.124884	-0.8652	0.195611
14	-0.027272	-0.1889	0.425466
15	-0.138208	-0.9575	0.171548
16	-0.095653	-0.6627	0.255346
17	-0.177927	-1.2327	0.111843
18	0.005362	0.0371	0.485261
19	-0.170023	-1.178	0.122311
20	-0.014984	-0.1038	0.458876
21	-0.053361	-0.3697	0.356619
22	-0.006351	-0.044	0.482543
23	0.094042	0.6515	0.258901
24	0.056723	0.393	0.348034
25	0.034496	0.239	0.406063
26	0.095533	0.6619	0.255608
27	0.015529	0.1076	0.457384
28	-0.068368	-0.4737	0.318943
29	-0.007438	-0.0515	0.479558
30	-0.05921	-0.4102	0.341735
31	-0.034071	-0.236	0.4072
32	0.017735	0.1229	0.451361
33	-0.049411	-0.3423	0.366798
34	0.040742	0.2823	0.389477
35	0.010585	0.0733	0.470922
36	-0.125254	-0.8678	0.194916

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